____________________________________________________________________________________________________________________ Prepared By: Chandler Asset Management
City of Corona
Investment Portfolio Report
Month Ending January 31, 2023
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 January 31, 2023 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 Accountin g Mana
g
er
Investment Summary
City's Investment Pension Trust Total Investment
Beginning balance December 31, 2022 436,991,304 $ 30,297,233 $ 467,288,537 $ Acquisitions / Additions: Agency Notes 2,534,570 2,534,570 US Corporate Notes 2,487,705.50 2,487,706 LAIF 31,900,000 31,900,000 Money Market Fund 2,286,438 114.73 2,286,553 $ 39,208,714 114.73 $ 39,208,829
Dispositions / Withdrawals:
Agency Notes 2,245,422 2,245,422
US Corporate Notes 1,334,488 1,334,488 LAIF 8,600,000 8,600,000 Money Market Fund 2,773,473 2,773,473 $ 14,953,383 $ 14,953,383
Gain/(Loss) on Dispositions (60,226) $ (60,226) $ Ending balance, January 31, 2023 461,186,408 $ 30,297,348 $ $ 491,483,756 DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F
MONTHLY ACCOUNT STATEMENT
City of Corona Consolidated - Account #10003
JANUARY 1, 2023 THROUGH JANUARY 31, 2023
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: 65E4077E-DC64-4958-AB15-A8ADA649081F
ACCOUNT SUMMARY
Beg. Values
as of 12/31/22
End Values
as of 1/31/23
Market Value 417,483,533 444,189,786
Accrued Interest 1,530,830 1,307,980
Total Market Value 419,014,363 445,497,766
Income Earned 647,526 732,481
Cont/WD 0
Par 436,596,448 460,719,496
Book Value 436,991,304 461,186,408
Cost Value 436,991,304 461,186,408
TOP ISSUERS
Local Agency Investment Fund 32.8%
Government of United States 20.6%
Federal Home Loan Mortgage Corp 7.7%
Federal National Mortgage Assoc 6.6%
Federal Home Loan Bank 3.0%
Inter-American Dev Bank 1.3%
Intl Bank Recon and Development 1.3%
Bank of America Corp 1.3%
Total 74.6%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 1.50
Average Coupon 1.94%
Average Purchase YTM 1.95%
Average Market YTM 3.77%
Average S&P/Moody Rating AA/Aa1
Average Final Maturity 1.73 yrs
Average Life 1.59 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of January 31, 2023
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: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Category Standard Comment
U.S. Treasuries No limit; 5 years max maturity Complies Federal Agencies 75% max; 5 years max maturity Complies Supranational Obligations "AA" rated or better by a NRSRO; 10% max per issuer; 5 years max maturity; Washington D.C. based issuers: IADB, IBRD, and IFC Complies
Municipal Securities "A" rating or better by a NRSRO; 25% max; 5% max per issuer; 5 years max maturity Complies Corporate Medium Term Notes "A" rating category or better by NRSRO; 30% max; 5% max per issuer; 5 years max maturity; Issued by corporations; U.S. domiciled corporations or U.S. licensed depository Complies Asset-Backed, Mortgage-Backed PassThrough Securities, Collateralized Mortgage Obligations (Non-Government
Issued)
"AA" or rating category or better by a NRSRO; 15% max; 5% max per issuer; 5 years max maturity; Non-Government issued Complies Negotiable Certificates of Deposit
"A-1/P-1" or better short term debt rating; and "A2/A" or better long term debt rating; 20% max; 5% max per issuer; 3 years max maturity; May not exceed shareholder's equity of issuing bank or net worth of issuing S&L or Federal Association; Issued by a nationally or state chartered bank, a federal association, or a state licensed branch of a foreign owned bank (insured by federal government)
Complies
Banker’s Acceptances 20% max; 25% max per institution; 180 days max maturity Complies Commercial Paper
"A-1/P-1" rating for issuer's Commercial Paper; "A2/A" or higher rating on long term debt; 25% max; 40% max in Commercial Paper if the Agency's investment assets under management are greater than $100 million; 5% max per issuer; 10% max of the issuer's outstanding paper; 270 days max maturity; U.S. domiciled corporations with assets > $500 million Complies
Mutual Funds and Money Market Mutual
Funds
Highest rating or "AAA" rated by two NRSROs; SEC registered investment adviser with AUM >$500 million and experience > 5 years; 20% max in Mutual Funds and Money Market Mutual Fund; 20% max in Money Market Mutual Funds; 10% max in Mutual Fund
Complies
Local Agency Investment Fund (LAIF) Limit set by LAIF; State of California Local Agency Investment Fund (LAIF) or other Local Government Investment Pools established by public entities; Not used by investment adviser Complies Repurchase Agreements 10% max; 5% max per issuer; 14 days max maturity; 102% collateral or greater with securities permitted in the policy; Not used by investment adviser Complies
Max Per Issuer
5% max per issuer, unless otherwise specified in the policy, other than U.S. Government, its Agencies and instrumentalities, Money Market Mutual Funds, and LAIF Complies
Maximum Maturity 5 years Complies
Statement of Compliance
As of January 31, 2023
City of Corona Consolidated
This portfolio is a consolidation of assets managed by Chandler Asset Management and assets managed internally by Client. Chandler relies on Client to provide accurate information for reporting assets and producing this compliance statement.
DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
46,774.74 09/15/2020
0.40%
46,772.37
46,772.37
99.82 5.35%
46,692.46
8.32 0.01%
(79.91)
NR / AAA
AAA
0.79 0.04
92348AAA3 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
740.33 10/01/2019
1.95%
740.27
740.27
99.84 5.26%
739.12
0.44 0.00%
(1.15)
NR / AAA
AAA
1.22 0.05
44891VAC5 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
1,715,654.74 06/08/2021
0.34%
1,715,397.39
1,715,397.39
98.71 4.89%
1,693,437.87
251.63
0.38%
(21,959.52)
Aaa / AAA
NR
1.38 0.28
65479JAD5 Nissan Auto Receivables Owner 2019-C
A3
1.93% Due 7/15/2024
187,375.94 10/16/2019
1.94%
187,366.05
187,366.05
99.70 5.16%
186,814.10
160.73
0.04%
(551.95)
Aaa / AAA
NR
1.45 0.09
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
269,955.00 05/18/2020
0.83%
269,933.76
269,933.76
98.77 5.09%
266,626.36
98.38 0.06%
(3,307.40)
Aaa / AAA
NR
1.45 0.29
47789KAC7 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
357,993.33 Various
1.00%
358,764.84
358,764.84
99.24 4.83%
355,262.02
175.02
0.08%
(3,502.82)
Aaa / NR
AAA
1.54 0.20
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
734,453.85 09/22/2020
0.38%
734,345.96
734,345.96
97.97 5.24%
719,568.17
98.13 0.16%
(14,777.79)
NR / AAA
AAA
1.72 0.41
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
97.53 5.28%
2,092,103.44
255.61
0.47%
(52,867.39)
NR / AAA
AAA
1.72 0.50
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
248,818.19 07/14/2020
0.52%
248,780.27
248,780.27
98.54 5.30%
245,174.94
56.40 0.06%
(3,605.33)
Aaa / NR
AAA
1.79 0.30
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
840,883.34 09/08/2021
0.34%
840,796.56
840,796.56
97.89 5.17%
823,104.88
46.25 0.18%
(17,691.68)
Aaa / NR
AAA
1.90 0.44
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
550,406.27 10/06/2020
0.36%
550,303.73
550,303.73
98.36 4.93%
541,371.63
85.62 0.12%
(8,932.10)
NR / AAA
AAA
1.96 0.36
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
96.89 5.09%
1,167,505.70
621.24
0.26%
(37,467.67)
Aaa / AAA
NR
1.96 0.80
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
1,075,050.64 08/04/2020
0.48%
1,074,824.88
1,074,824.88
98.47 5.53%
1,058,614.19
154.39
0.24%
(16,210.69)
Aaa / NR
AAA
2.06 0.30
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
96.79 5.16%
2,482,774.56
1,536.15
0.56%
(81,821.71)
NR / AAA
AAA
2.06 1.01
Chandler Asset Management Page 3 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
96.99 5.17%
2,041,693.60
1,222.07
0.46%
(63,288.30)
Aaa / NR
AAA
2.13 0.93
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
97.14 5.14%
971,368.20
183.33
0.22%
(28,482.30)
NR / AAA
AAA
2.15 0.71
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
499,707.38 02/17/2021
0.27%
499,698.25
499,698.25
97.09 5.59%
485,141.26
37.48 0.11%
(14,556.99)
Aaa / NR
AAA
2.22 0.55
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
967,096.10 10/20/2020
0.39%
966,873.38
966,873.38
97.53 5.53%
943,187.94
163.33
0.21%
(23,685.44)
NR / AAA
AAA
2.29 0.48
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
1,803,637.04 02/02/2021
0.27%
1,803,302.29
1,803,302.29
97.23 5.34%
1,753,680.98
208.42
0.39%
(49,621.31)
Aaa / NR
AAA
2.29 0.54
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
1,174,382.03 04/20/2021
0.38%
1,174,258.49
1,174,258.49
96.64 5.78%
1,134,880.05
198.34
0.25%
(39,378.44)
NR / AAA
AAA
2.62 0.62
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
1,025,000.00 11/16/2021
0.89%
1,024,783.93
1,024,783.93
95.20 5.06%
975,784.42
250.56
0.22%
(48,999.51)
Aaa / NR
AAA
2.98 1.16
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
95.28 5.19%
1,229,073.69
298.13
0.28%
(60,811.24)
Aaa / NR
AAA
3.12 1.02
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
94.83 5.33%
905,620.39
301.36
0.20%
(49,359.27)
NR / AAA
AAA
3.21 1.13
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
95.04 5.24%
693,802.73
240.09
0.16%
(36,034.33)
NR / AAA
AAA
3.29 1.11
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
95.31 4.94%
1,572,638.45
1,378.67
0.35%
(77,113.39)
Aaa / AAA
NR
3.29 1.55
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
97.62 4.83%
1,039,664.61
569.78
0.23%
(25,280.01)
Aaa / AAA
NR
3.57 1.50
Chandler Asset Management Page 4 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
94.58 5.57%
737,702.94
221.00
0.17%
(42,277.17)
Aaa / AAA
NR
3.63 1.12
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
95.83 5.32%
967,923.91
1,041.42
0.22%
(41,852.68)
Aaa / NR
AAA
3.63 1.41
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
95.94 4.94%
1,295,228.62
1,332.00
0.29%
(54,719.41)
NR / AAA
AAA
3.71 1.51
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
94.83 6.04%
625,853.84
346.50
0.14%
(34,088.81)
NR / AAA
AAA
3.79 1.10
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
97.69 4.50%
2,701,184.91
4,165.93
0.61%
(63,203.47)
NR / AAA
AAA
4.29 2.15
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
98.71 4.90%
1,135,154.16
1,307.17
0.26%
(14,795.24)
NR / AAA
AAA
4.47 1.47
Total ABS 33,922,928.92 1.38%
33,919,698.56
33,919,698.56 5.15%
32,889,374.14
17,013.89
7.39%
(1,030,324.42)
Aaa / AAA
AAA
2.69 0.97
AGENCY
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
97.62 4.69%
5,369,001.00
20,644.10
1.21%
(370,999.40)
Aaa / AA+
NR
1.37 1.32
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
97.41 4.55%
3,896,488.00
44,083.33
0.88%
(310,272.00)
Aaa / AA+
AAA
1.62 1.54
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
95.65 4.30%
3,347,722.00
16,746.52
0.76%
(216,553.00)
Aaa / AA+
AAA
1.71 1.65
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
94.10 4.29%
4,046,312.90
4,897.22
0.91%
(250,892.10)
Aaa / AA+
AAA
1.89 1.83
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
95.16 4.26%
4,015,903.92
4,571.67
0.90%
(266,974.28)
Aaa / AA+
AAA
1.94 1.87
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
94.95 4.12%
6,242,936.20
46,298.96
1.41%
(327,001.05)
Aaa / AA+
AAA
2.04 1.95
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
92.45 4.22%
4,871,941.09
9,057.81
1.10%
(387,202.71)
Aaa / AA+
AAA
2.22 2.16
Chandler Asset Management Page 5 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
91.88 4.12%
5,696,442.20
3,788.89
1.28%
(500,289.70)
Aaa / AA+
AAA
2.38 2.32
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
91.33 4.10%
5,753,538.00
656.25
1.29%
(524,361.60)
Aaa / AA+
AAA
2.47 2.41
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
91.13 4.05%
5,727,375.95
10,213.13
1.29%
(533,063.25)
Aaa / AA+
AAA
2.57 2.50
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
90.99 4.00%
5,727,807.91
8,393.34
1.29%
(548,538.14)
Aaa / AA+
AAA
2.65 2.58
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.95 3.99%
5,729,774.40
7,350.00
1.29%
(550,120.60)
Aaa / AA+
AAA
2.77 2.69
Total Agency 64,745,000.00 0.94%
65,211,511.40
65,211,511.40 4.20%
60,425,243.57
176,701.22
13.60%
(4,786,267.83)
Aaa / AA+
AAA
2.18 2.11
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
99.10 5.17%
3,319,905.21
1,708.50
0.75%
(138,969.79)
Aaa / NR
NR
0.48 0.33
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
3,747,922.65 Various
2.97%
3,835,784.11
3,835,784.11
98.92 5.04%
3,707,431.93
2,203.16
0.83%
(128,352.18)
Aaa / NR
AAA
0.73 0.57
3137BYPQ7 FHLMC K726 A2
2.905% Due 4/25/2024
2,754,460.56 04/22/2019
2.72%
2,774,150.65
2,774,150.65
97.79 4.89%
2,693,601.03
6,668.09
0.61%
(80,549.62)
NR / AAA
NR
1.23 1.03
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
95.11 4.13%
1,426,600.80
3,316.25
0.32%
(159,824.98)
NR / NR
AAA
3.57 3.29
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
96.59 4.13%
2,897,844.30
7,800.00
0.65%
(230,593.20)
NR / AAA
AAA
3.65 3.29
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
96.91 3.98%
2,568,176.22
7,163.83
0.58%
85,768.02
Aaa / NR
NR
4.57 4.10
Total CMO 17,002,383.21 2.70%
17,266,081.24
17,266,081.24 4.64%
16,613,559.49
28,859.83
3.74%
(652,521.75)
Aaa / AAA
AAA
2.11 1.85
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
95.92 4.85%
2,052,581.00
374.50
0.46%
(85,899.60)
A2 / A
A
0.96 0.94
Chandler Asset Management Page 6 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
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
95.59 4.80%
1,696,736.70
4,918.23
0.38%
(77,375.80)
A2 / A
A
1.13 1.10
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
94.12 4.91%
1,411,738.50
572.92
0.32%
(43,801.50)
A2 / AAA1.44
1.40 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
94.40 4.65%
2,926,514.71
861.11
0.66%
(149,677.89)
A2 / A+
NR
1.45 1.42
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
96.11 4.80%
687,187.22
7,088.43
0.16%
(26,232.63)
A1 / A+
NR
1.54 1.47
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
95.97 4.67%
3,455,074.80
20,250.00
0.78%
(143,053.20)
A1 / A
AA1.751.68
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
96.12 4.46%
2,492,282.69
12,853.36
0.56%
(132,201.52)
A2 / A
A
1.77 1.70
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
93.32 4.98%
1,843,070.00
3,469.97
0.41%
(129,895.75)
Aa3 / AAAA1.85
1.78 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
94.17 4.61%
2,542,695.30
1,957.50
0.57%
(153,686.70)
A1 / A+
A+
1.95 1.88
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
94.03 4.68%
3,521,554.58
2,564.28
0.79%
(219,400.82)
Aaa / AA+
AAA
1.96 1.89
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
95.48 4.47%
3,957,770.35
2,360.35
0.89%
(178,400.80)
A1 / AAAA1.98
1.90 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
96.56 4.52%
2,867,962.68
26,804.25
0.65%
(101,265.12)
A1 / A+
NR
2.18 2.07
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
97.49 4.58%
1,238,140.78
12,739.69
0.28%
(31,389.32)
A1 / A
AA2.202.07
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
93.84 4.77%
2,590,922.40
12,769.63
0.58%
(271,737.62)
A2 / AAA2.25
2.15 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
97.64 4.50%
1,425,482.68
10,755.33
0.32%
(32,663.12)
A2 / A
A
2.28 2.15
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
94.13 5.23%
3,101,586.80
4,525.13
0.70%
(197,681.85)
A1 / AAA2.33
2.24 Chandler Asset Management Page 7 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
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
97.02 4.79%
912,016.20
4,143.83
0.21%
(27,730.00)
A2 / AA2.37
2.23 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
94.22 5.18%
1,474,564.91
1,600.73
0.33%
(91,403.29)
A1 / AAA2.39
2.30 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
98.61 4.61%
2,317,304.45
7,833.33
0.52%
(31,896.55)
Aaa / AA+
AAA
2.42 2.27
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
89.38 4.90%
2,681,469.00
3,718.76
0.60%
(288,231.00)
Aa1 / AA+
NR
2.86 2.76
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
89.57 4.62%
1,674,869.24
706.44
0.38%
(145,519.66)
Aaa / AA+
AAA
2.96 2.86
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.10%
1,037,330.00
1,037,330.00
93.92 5.00%
939,152.00
5,728.25
0.21%
(98,178.00)
A1 / AAA3.22
2.12 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
93.98 5.06%
1,503,619.20
9,043.73
0.34%
(7,756.80)
A1 / AA+3.24
2.13 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
90.04 4.29%
4,380,392.49
10,675.97
0.99%
(463,590.71)
A1 / AA
AA3.283.16
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
90.53 4.27%
728,742.35
1,954.36
0.16%
(78,862.70)
A3 / A+
A
3.29 3.16
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
89.70 4.44%
2,982,584.85
4,467.97
0.67%
(340,952.15)
A1 / A+
A+
3.38 3.25
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
91.59 5.10%
2,747,748.00
4,616.50
0.62%
(260,172.00)
A2 / AAA3.38
2.29 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
89.51 4.51%
2,033,585.40
1,136.00
0.46%
(237,784.52)
Aa3 / AA+
AA+
3.46 3.32
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
88.42 4.77%
1,516,351.55
8,158.16
0.34%
(197,070.65)
Aa3 / AAAA3.62
3.44 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
89.62 4.16%
703,509.15
3,068.04
0.16%
(80,007.20)
Aa2 / AA
AA
3.63 3.48
Chandler Asset Management Page 8 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
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
90.09 4.65%
2,238,748.93
2,588.54
0.50%
(243,418.17)
Aa3 / AAAA3.95
3.72 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
93.04 4.32%
1,209,562.90
13,093.89
0.27%
(73,303.10)
A2 / A
A
4.09 3.78
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
93.82 4.46%
1,782,618.00
20,836.67
0.40%
(102,315.00)
A1 / A
NR
4.11 3.77
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.78%
2,906,255.64
2,906,255.64
95.75 4.99%
2,872,578.00
29,065.16
0.65%
(33,677.64)
A2 / AAA4.23
2.97 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
98.94 4.27%
1,330,675.75
12,105.00
0.30%
(12,145.35)
A2 / A+
A+
4.27 3.85
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
98.33 4.13%
1,342,244.10
10,662.16
0.30%
(23,394.30)
A3 / A+
A
4.29 3.89
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
96.10 4.00%
2,402,492.50
15,208.33
0.54%
(39,482.50)
Aa3 / A+
NR
4.30 3.95
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
98.37 4.52%
1,377,160.40
8,467.04
0.31%
(18,149.60)
A1 / A
NR
4.35 3.92
24422EWR6 John Deere Capital Corp Note
4.75% Due 1/20/2028
2,450,000.00 01/23/2023
4.40%
2,487,705.50
2,487,705.50
102.12
4.27%
2,501,898.35
7,111.81
0.56%
14,192.85
A2 / A
A
4.97 4.39
Total Corporate 86,581,000.00 2.15%
86,320,400.19
86,320,400.19 4.64%
81,465,188.91
310,855.35
18.36%
(4,855,211.28)
A1 / A+
AA2.782.53
LAIF
90LAIF$00 Local Agency Investment Fund State
Pool
146,062,723.71 Various
2.46%
146,062,723.71
146,062,723.71
1.00 2.46%
146,062,723.71
262,772.60
32.85%
0.00 NR / NR
NR
0.00 0.00
Total LAIF 146,062,723.71 2.46%
146,062,723.71
146,062,723.71 2.46%
146,062,723.71
262,772.60
32.85%
0.00 NR / NR
NR
0.00 0.00
Chandler Asset Management Page 9 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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.
210,460.65 Various
3.91%
210,460.65
210,460.65
1.00 3.91%
210,460.65
0.00 0.05%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund 210,460.65 3.91%
210,460.65
210,460.65 3.91%
210,460.65
0.00 0.05%
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
96.97 4.30%
3,282,299.10
27,080.00
0.74%
(180,454.35)
Aa2 / AAAA1.67
1.60 Total Municipal Bonds 3,385,000.00 1.91%
3,462,753.45
3,462,753.45 4.30%
3,282,299.10
27,080.00
0.74%
(180,454.35)
Aa2 / AAAA1.67
1.60 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
99.88 4.47%
499,383.50
6,600.00
0.11%
(616.50)
P-1 / A-1+
F-1+
0.04 0.04
Total Negotiable CD 500,000.00 1.35%
500,000.00
500,000.00 4.47%
499,383.50
6,600.00
0.11%
(616.50)
Aaa / AAA
AAA
0.04 0.04
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
90.90 4.04%
5,726,448.00
8,137.51
1.29%
(545,912.85)
Aaa / AAA
AAA
2.74 2.67
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
90.82 3.94%
5,803,206.30
15,686.56
1.31%
(557,527.50)
Aaa / AAA
AAA
3.22 3.11
Total Supranational 12,690,000.00 0.78%
12,633,094.65
12,633,094.65 3.99%
11,529,654.30
23,824.07
2.59%
(1,103,440.35)
Aaa / AAA
AAA
2.98 2.89
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
97.74 4.80%
4,398,399.00
8,950.28
0.99%
(190,018.97)
Aaa / AA+
AAA
0.92 0.89
Chandler Asset Management Page 10 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
97.97 4.77%
4,898,635.00
63,519.02
1.11%
(223,161.88)
Aaa / AA+
AAA
1.04 1.00
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
95.20 4.71%
2,760,776.80
2,783.84
0.62%
(132,199.76)
Aaa / AA+
AAA
1.12 1.09
912828X70 US Treasury Note
2% Due 4/30/2024
4,800,000.00 Various
1.84%
4,833,281.25
4,833,281.25
96.80 4.67%
4,646,625.60
24,662.98
1.05%
(186,655.65)
Aaa / AA+
AAA
1.25 1.20
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
96.51 4.58%
4,728,882.20
8,662.98
1.06%
(213,371.71)
Aaa / AA+
AAA
1.41 1.37
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
96.90 4.48%
4,844,920.00
54,857.34
1.10%
(295,314.38)
Aaa / AA+
AAA
1.54 1.47
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
96.49 4.36%
3,859,688.00
23,121.55
0.87%
(230,780.75)
Aaa / AA+
AAA
1.75 1.68
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
94.03 4.15%
6,582,184.00
33,501.38
1.49%
(525,823.81)
Aaa / AA+
AAA
2.08 2.01
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
95.19 4.14%
6,663,398.00
47,037.29
1.51%
(159,687.94)
Aaa / AA+
AAA
2.12 2.03
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
91.22 3.97%
5,473,128.00
41.44 1.23%
(405,934.50)
Aaa / AA+
AAA
2.50 2.44
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
90.86 3.90%
2,907,500.80
2,725.27
0.65%
(222,874.20)
Aaa / AA+
AAA
2.67 2.60
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
90.52 3.92%
5,431,404.00
3,853.59
1.22%
(491,721.00)
Aaa / AA+
AAA
2.75 2.68
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
90.63 3.91%
3,443,750.00
2,466.35
0.77%
(288,117.19)
Aaa / AA+
AAA
2.83 2.76
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
89.97 3.77%
1,412,510.16
5,009.25
0.32%
(146,389.45)
Aaa / AA+
AAA
3.58 3.46
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
90.20 3.76%
2,823,234.96
9,329.81
0.64%
(259,937.31)
Aaa / AA+
AAA
3.67 3.53
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
90.91 3.75%
2,836,398.24
9,017.40
0.64%
(264,589.26)
Aaa / AA+
AAA
3.75 3.60
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
95.82 3.68%
2,299,687.20
10,903.85
0.52%
(51,469.05)
Aaa / AA+
AAA
4.33 4.02
Chandler Asset Management Page 11 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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
98.29 3.67%
6,536,484.50
19,104.97
1.47%
(153,896.36)
Aaa / AA+
AAA
4.41 4.06
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
96.26 3.66%
1,251,402.10
98.76 0.28%
(26,558.84)
Aaa / AA+
AAA
4.50 4.18
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
97.84 3.64%
3,375,338.55
45,864.99
0.77%
(24,179.03)
Aaa / AA+
AAA
4.58 4.16
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
102.03
3.65%
2,856,764.40
39,346.16
0.65%
86,764.39
Aaa / AA+
AAA
4.67 4.16
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
101.14
3.61%
4,652,467.60
30,850.96
1.05%
24,381.66
Aaa / AA+
AAA
4.83 4.35
91282CGC9 US Treasury Note
3.875% Due 12/31/2027
2,500,000.00 01/25/2023
3.57%
2,534,570.31
2,534,570.31
101.13
3.62%
2,528,320.00
8,563.54
0.57%
(6,250.31)
Aaa / AA+
AAA
4.92 4.43
Total US Treasury 95,620,000.00 1.90%
95,599,684.41
95,599,684.41 4.11%
91,211,899.11
454,273.00
20.58%
(4,387,785.30)
Aaa / AA+
AAA
2.71 2.55
TOTAL PORTFOLIO 460,719,496.49 1.95%
461,186,408.26
461,186,408.26 3.77%
444,189,786.48
1,307,979.96
100.00%
(16,996,621.78)
Aa1 / AA
AAA
1.73 1.50
TOTAL MARKET VALUE PLUS ACCRUED 445,497,766.44
Chandler Asset Management Page 12 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/01/2023 60934N807 47,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 47,000.00 0.00 47,000.00 0.00
Purchase 01/04/2023 60934N807 2,792.82 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 2,792.82 0.00 2,792.82 0.00
Purchase 01/07/2023 60934N807 34,287.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 34,287.50 0.00 34,287.50 0.00
Purchase 01/09/2023 60934N807 4,687.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 4,687.50 0.00 4,687.50 0.00
Purchase 01/11/2023 60934N807 23,296.88 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 23,296.88 0.00 23,296.88 0.00
Purchase 01/13/2023 60934N807 19,575.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 19,575.00 0.00 19,575.00 0.00
Purchase 01/14/2023 60934N807 34,631.25 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 34,631.25 0.00 34,631.25 0.00
Purchase 01/15/2023 60934N807 9,687.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 9,687.50 0.00 9,687.50 0.00
Purchase 01/15/2023 90LAIF$00 588,648.24 Local Agency Investment Fund State Pool
1.000 2.23% 588,648.24 0.00 588,648.24 0.00
Purchase 01/16/2023 60934N807 13,632.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 13,632.00 0.00 13,632.00 0.00
Purchase 01/17/2023 60934N807 4,815.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 4,815.00 0.00 4,815.00 0.00
Purchase 01/17/2023 60934N807 565.04 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 565.04 0.00 565.04 0.00
Purchase 01/17/2023 60934N807 559.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 559.00 0.00 559.00 0.00
Purchase 01/17/2023 60934N807 1,952.67 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 1,952.67 0.00 1,952.67 0.00
Purchase 01/17/2023 60934N807 450.17 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 450.17 0.00 450.17 0.00
Purchase 01/17/2023 60934N807 7,811.13 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 7,811.13 0.00 7,811.13 0.00
Chandler Asset Management Page 13 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/17/2023 60934N807 442.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 442.00 0.00 442.00 0.00
Purchase 01/17/2023 60934N807 693.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 693.00 0.00 693.00 0.00
Purchase 01/17/2023 60934N807 2,585.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 2,585.00 0.00 2,585.00 0.00
Purchase 01/17/2023 60934N807 1,164.83 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 1,164.83 0.00 1,164.83 0.00
Purchase 01/17/2023 60934N807 2,497.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 2,497.50 0.00 2,497.50 0.00
Purchase 01/17/2023 60934N807 38,706.74 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 38,706.74 0.00 38,706.74 0.00
Purchase 01/17/2023 60934N807 82,087.99 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 82,087.99 0.00 82,087.99 0.00
Purchase 01/17/2023 60934N807 184,867.76 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 184,867.76 0.00 184,867.76 0.00
Purchase 01/17/2023 60934N807 78,108.88 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 78,108.88 0.00 78,108.88 0.00
Purchase 01/17/2023 60934N807 32,238.82 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 32,238.82 0.00 32,238.82 0.00
Purchase 01/17/2023 60934N807 75,196.89 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 75,196.89 0.00 75,196.89 0.00
Purchase 01/17/2023 60934N807 128,153.12 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 128,153.12 0.00 128,153.12 0.00
Purchase 01/17/2023 60934N807 69,418.22 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 69,418.22 0.00 69,418.22 0.00
Purchase 01/17/2023 60934N807 63,383.47 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 63,383.47 0.00 63,383.47 0.00
Purchase 01/17/2023 60934N807 137,299.05 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 137,299.05 0.00 137,299.05 0.00
Purchase 01/18/2023 60934N807 80,864.01 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 80,864.01 0.00 80,864.01 0.00
Chandler Asset Management Page 14 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/20/2023 60934N807 3,565.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 3,565.00 0.00 3,565.00 0.00
Purchase 01/20/2023 60934N807 4,189.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 4,189.50 0.00 4,189.50 0.00
Purchase 01/20/2023 60934N807 3,332.92 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 3,332.92 0.00 3,332.92 0.00
Purchase 01/20/2023 60934N807 697.13 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 697.13 0.00 697.13 0.00
Purchase 01/20/2023 60934N807 194,925.34 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 194,925.34 0.00 194,925.34 0.00
Purchase 01/20/2023 60934N807 47,862.30 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 47,862.30 0.00 47,862.30 0.00
Purchase 01/21/2023 60934N807 54,298.75 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 54,298.75 0.00 54,298.75 0.00
Purchase 01/23/2023 60934N807 751.67 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 751.67 0.00 751.67 0.00
Purchase 01/23/2023 60934N807 40,370.76 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 40,370.76 0.00 40,370.76 0.00
Purchase 01/25/2023 24422EWR6 2,450,000.00 John Deere Capital Corp Note
4.75% Due 1/20/2028
101.539 4.40% 2,487,705.50 5,172.22 2,492,877.72 0.00
Purchase 01/25/2023 60934N807 7,163.83 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 7,163.83 0.00 7,163.83 0.00
Purchase 01/25/2023 60934N807 7,800.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 7,800.00 0.00 7,800.00 0.00
Purchase 01/25/2023 60934N807 3,316.25 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 3,316.25 0.00 3,316.25 0.00
Purchase 01/25/2023 60934N807 8,542.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 8,542.50 0.00 8,542.50 0.00
Purchase 01/25/2023 60934N807 2,848.88 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 2,848.88 0.00 2,848.88 0.00
Purchase 01/25/2023 60934N807 916.67 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 916.67 0.00 916.67 0.00
Chandler Asset Management Page 15 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/25/2023 60934N807 85,256.27 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 85,256.27 0.00 85,256.27 0.00
Purchase 01/25/2023 60934N807 13,099.23 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 13,099.23 0.00 13,099.23 0.00
Purchase 01/25/2023 60934N807 10,027.48 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 10,027.48 0.00 10,027.48 0.00
Purchase 01/26/2023 91282CGC9 2,500,000.00 US Treasury Note
3.875% Due 12/31/2027
101.383 3.57% 2,534,570.31 6,957.87 2,541,528.18 0.00
Purchase 01/31/2023 60934N807 25,375.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.91% 25,375.00 0.00 25,375.00 0.00
Subtotal 7,236,438.46 7,308,714.27 12,130.09 7,320,844.36 0.00 Security
Contribution
01/03/2023 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
01/04/2023 90LAIF$00 2,200,000.00 Local Agency Investment Fund State Pool
1.000 2,200,000.00 0.00 2,200,000.00 0.00
Security
Contribution
01/04/2023 90LAIF$00 1,300,000.00 Local Agency Investment Fund State Pool
1.000 1,300,000.00 0.00 1,300,000.00 0.00
Security
Contribution
01/09/2023 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
01/10/2023 90LAIF$00 1,100,000.00 Local Agency Investment Fund State Pool
1.000 1,100,000.00 0.00 1,100,000.00 0.00
Security
Contribution
01/18/2023 90LAIF$00 700,000.00 Local Agency Investment Fund State Pool
1.000 700,000.00 0.00 700,000.00 0.00
Security
Contribution
01/23/2023 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
01/24/2023 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
Contribution
01/25/2023 90LAIF$00 2,400,000.00 Local Agency Investment Fund State Pool
1.000 2,400,000.00 0.00 2,400,000.00 0.00
Security
Contribution
01/25/2023 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
Chandler Asset Management Page 16 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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
01/26/2023 90LAIF$00 7,300,000.00 Local Agency Investment Fund State Pool
1.000 7,300,000.00 0.00 7,300,000.00 0.00
Security
Contribution
01/26/2023 90LAIF$00 7,500,000.00 Local Agency Investment Fund State Pool
1.000 7,500,000.00 0.00 7,500,000.00 0.00
Security
Contribution
01/30/2023 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
01/31/2023 90LAIF$00 500,000.00 Local Agency Investment Fund State Pool
1.000 500,000.00 0.00 500,000.00 0.00
Subtotal 31,900,000.00 31,900,000.00 0.00 31,900,000.00 0.00 TOTAL ACQUISITIONS 39,136,438.46 39,208,714.27 12,130.09 39,220,844.36 0.00
DISPOSITIONS
Sale 01/25/2023 60934N807 2,492,877.72 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 2,492,877.72 0.00 2,492,877.72 0.00
Sale 01/26/2023 3130AB3H7 2,300,000.00 FHLB Note
2.375% Due 3/8/2024
97.391 4.80% 2,239,993.00 20,939.58 2,260,932.58 -60,168.00 Sale 01/26/2023 60934N807 280,595.60 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 280,595.60 0.00 280,595.60 0.00
Subtotal 5,073,473.32 5,013,466.32 20,939.58 5,034,405.90 -60,168.00 Paydown 01/17/2023 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 01/17/2023 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 01/17/2023 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 01/17/2023 43813DAC2 38,495.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
100.000 38,495.97 210.77 38,706.74 3.03
Chandler Asset Management Page 17 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/17/2023 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 01/17/2023 44891RAC4 81,755.85 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
100.000 81,755.85 332.14 82,087.99 18.83
Paydown 01/17/2023 44891VAC5 184,345.26 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
100.000 184,345.26 522.50 184,867.76 27.65
Paydown 01/17/2023 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 01/17/2023 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 01/17/2023 44933LAC7 77,712.38 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
100.000 77,712.38 396.50 78,108.88 8.18
Paydown 01/17/2023 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 01/17/2023 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 01/17/2023 47787NAC3 32,119.42 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
100.000 32,119.42 119.40 32,238.82 4.89
Paydown 01/17/2023 47789KAC7 74,800.16 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
100.000 74,800.16 396.73 75,196.89 -161.20
Paydown 01/17/2023 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 01/17/2023 58769EAC2 128,094.83 Mercedes-Benz Auto Lease Trust 2020- B A3
0.4% Due 11/15/2023
100.000 128,094.83 58.29 128,153.12 6.50
Paydown 01/17/2023 65479JAD5 69,005.87 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
100.000 69,005.87 412.35 69,418.22 3.64
Chandler Asset Management Page 18 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/17/2023 89236XAC0 63,204.50 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
100.000 63,204.50 178.97 63,383.47 11.77
Paydown 01/17/2023 89238JAC9 0.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
100.000 0.00 565.04 565.04 0.00
Paydown 01/17/2023 89240BAC2 136,878.61 Toyota Auto Receivables Owners 2021- A A3
0.26% Due 5/15/2025
100.000 136,878.61 420.44 137,299.05 25.40
Paydown 01/18/2023 43813KAC6 80,612.70 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
100.000 80,612.70 251.31 80,864.01 11.84
Paydown 01/20/2023 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 01/20/2023 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 01/20/2023 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 01/20/2023 92290BAA9 194,428.13 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
100.000 194,428.13 497.21 194,925.34 40.83
Paydown 01/20/2023 92348AAA3 47,783.85 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
100.000 47,783.85 78.45 47,862.30 3.68
Paydown 01/20/2023 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 01/23/2023 43813GAC5 40,249.27 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
100.000 40,249.27 121.49 40,370.76 0.74
Paydown 01/23/2023 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 01/25/2023 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: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/25/2023 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 01/25/2023 09690AAC7 85,001.65 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
100.000 85,001.65 254.62 85,256.27 8.77
Paydown 01/25/2023 3137B4WB8 0.00 FHLMC K033 A2Due 7/25/2023 100.000 0.00 8,542.50 8,542.50 0.00 Paydown 01/25/2023 3137B7MZ9 2,077.35 FHLMC K036 A2Due 10/25/2023 100.000 2,077.35 11,021.88 13,099.23 -48.70 Paydown 01/25/2023 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 01/25/2023 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 01/25/2023 3137BYPQ7 3,351.28 FHLMC K726 A2
2.905% Due 4/25/2024
100.000 3,351.28 6,676.20 10,027.48 -23.96
Paydown 01/25/2023 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 1,339,917.08 1,339,917.08 83,793.94 1,423,711.02 -58.11 Security
Withdrawal
01/05/2023 90LAIF$00 1,450,000.00 Local Agency Investment Fund State Pool
1.000 1,450,000.00 0.00 1,450,000.00 0.00
Security
Withdrawal
01/05/2023 90LAIF$00 1,550,000.00 Local Agency Investment Fund State Pool
1.000 1,550,000.00 0.00 1,550,000.00 0.00
Security
Withdrawal
01/11/2023 90LAIF$00 1,300,000.00 Local Agency Investment Fund State Pool
1.000 1,300,000.00 0.00 1,300,000.00 0.00
Security
Withdrawal
01/12/2023 90LAIF$00 800,000.00 Local Agency Investment Fund State Pool
1.000 800,000.00 0.00 800,000.00 0.00
Security
Withdrawal
01/17/2023 90LAIF$00 300,000.00 Local Agency Investment Fund State Pool
1.000 300,000.00 0.00 300,000.00 0.00
Security
Withdrawal
01/19/2023 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
Chandler Asset Management Page 20 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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
01/19/2023 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
Subtotal 8,600,000.00 8,600,000.00 0.00 8,600,000.00 0.00 TOTAL DISPOSITIONS 15,013,390.40 14,953,383.40 104,733.52 15,058,116.92 -60,226.11
OTHER TRANSACTIONS
Interest 01/01/2023 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 4% Due 7/1/2025
0.000 47,000.00 0.00 47,000.00 0.00
Interest 01/07/2023 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.000 34,287.50 0.00 34,287.50 0.00
Interest 01/09/2023 06367TQW3 1,500,000.00 Bank of Montreal Note
0.625% Due 7/9/2024
0.000 4,687.50 0.00 4,687.50 0.00
Interest 01/11/2023 59217GER6 2,485,000.00 Metlife Note
1.875% Due 1/11/2027
0.000 23,296.88 0.00 23,296.88 0.00
Interest 01/13/2023 89236TJT3 2,700,000.00 Toyota Motor Credit Corp Note
1.45% Due 1/13/2025
0.000 19,575.00 0.00 19,575.00 0.00
Interest 01/14/2023 64952WEK5 3,745,000.00 New York Life Global Note
1.45% Due 1/14/2025
0.000 27,151.25 0.00 27,151.25 0.00
Interest 01/14/2023 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.000 7,480.00 0.00 7,480.00 0.00
Interest 01/15/2023 79466LAG9 3,100,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022
0.625% Due 7/15/2024
0.000 9,687.50 0.00 9,687.50 0.00
Interest 01/16/2023 57629WDE7 2,272,000.00 Mass Mutual Global funding Note
1.2% Due 7/16/2026
0.000 13,632.00 0.00 13,632.00 0.00
Interest 01/17/2023 24422EVN6 2,140,000.00 John Deere Capital Corp Note
0.45% Due 1/17/2024
0.000 4,815.00 0.00 4,815.00 0.00
Chandler Asset Management Page 21 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/21/2023 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.000 11,812.50 0.00 11,812.50 0.00
Interest 01/21/2023 90331HPL1 4,145,000.00 US Bank NA Callable Note Cont 12/21/2024
2.05% Due 1/21/2025
0.000 42,486.25 0.00 42,486.25 0.00
Interest 01/31/2023 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.000 7,500.00 0.00 7,500.00 0.00
Interest 01/31/2023 91282CFB2 1,300,000.00 US Treasury Note
2.75% Due 7/31/2027
0.000 17,875.00 0.00 17,875.00 0.00
Subtotal 44,127,000.00 271,286.38 0.00 271,286.38 0.00
Dividend 01/04/2023 60934N807 1,333,143.75 Federated Investors Govt Oblig Fund Inst.
0.000 2,792.82 0.00 2,792.82 0.00
Dividend 01/15/2023 90LAIF$00 10,361,469,992.46 Local Agency Investment Fund State Pool
0.000 588,648.24 0.00 588,648.24 0.00
Subtotal 10,362,803,136.2
1 591,441.06 0.00 591,441.06 0.00
TOTAL OTHER TRANSACTIONS 10,406,930,136.2
1 862,727.44 0.00 862,727.44 0.00
Chandler Asset Management Page 22 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
6,621.81
0.00 10,675.97
4,054.16
0.00 0.00
0.00 4,054.16
4,054.16
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
20,167.67
0.00 29,065.16
8,897.49
0.00 0.00
0.00 8,897.49
8,897.49
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
1,319.00
0.00 4,616.50
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
4,479.17
4,687.50
572.92
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
8,513.08
0.00 12,769.63
4,256.55
0.00 0.00
0.00 4,256.55
4,256.55
09690AAC7 BMW Vehicle Lease Trust
2021-2 A3
0.33% Due 12/26/2024
09/08/2021
09/15/2021
840,883.34
925,789.44
0.00 84,992.88
840,796.56
50.92 254.62
46.25 249.95
0.00 0.00
0.00 249.95
249.95
Chandler Asset Management Page 23 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
20,310.00
0.00 27,080.00
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
8,207.57
0.00 12,853.36
4,645.79
0.00 0.00
0.00 4,645.79
4,645.79
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
6,618.67
0.00 10,755.33
4,136.66
0.00 0.00
0.00 4,136.66
4,136.66
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
8,958.33
0.00 15,208.33
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
4,387.00
4,815.00
374.50
802.50
0.00 0.00
0.00 802.50
802.50
24422EWR6 John Deere Capital Corp
Note
4.75% Due 01/20/2028
01/23/2023
01/25/2023
2,450,000.00
0.00 2,487,705.50
0.00 2,487,705.50
0.00 (5,172.22)
7,111.81
1,939.59
0.00 0.00
0.00 1,939.59
1,939.59
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
7,467.02
0.00 20,644.10
13,177.08
0.00 0.00
0.00 13,177.08
13,177.08
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
34,500.00
0.00 44,083.33
9,583.33
0.00 0.00
0.00 9,583.33
9,583.33
3130AB3H7 FHLB
Note
Due 03/08/2024
04/29/2019
04/30/2019
0.00 2,300,161.00
0.00 2,300,161.00
0.00 17,146.18
20,939.58
0.00 3,793.40
0.00 0.00
0.00 3,793.40
3,793.40
Chandler Asset Management Page 24 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
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
1,313.89
0.00 4,897.22
3,583.33
0.00 0.00
0.00 3,583.33
3,583.33
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
6,313.02
0.00 9,057.81
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
1,205.55
0.00 3,788.89
2,583.34
0.00 0.00
0.00 2,583.34
2,583.34
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
8,249.06
0.00 10,213.13
1,964.07
0.00 0.00
0.00 1,964.07
1,964.07
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
4,725.00
0.00 7,350.00
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
12,006.94
0.00 16,746.52
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
33,144.58
34,287.50
4,571.67
5,714.59
0.00 0.00
0.00 5,714.59
5,714.59
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
3137B7MZ9 FHLMC
K036 A2
3.527% Due 10/25/2023
Various
Various
3,747,922.65
3,837,910.16
0.00 2,126.05
3,835,784.11
2,204.38
11,021.88
2,203.16
11,020.66
0.00 0.00
0.00 11,020.66
11,020.66
Chandler Asset Management Page 25 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
2,754,460.56
2,777,525.89
0.00 3,375.24
2,774,150.65
6,676.20
6,676.20
6,668.09
6,668.09
0.00 0.00
0.00 6,668.09
6,668.09
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
38,080.21
0.00 46,298.96
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
10,500.00
11,812.50
656.25
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
6,426.14
0.00 8,393.34
1,967.20
0.00 0.00
0.00 1,967.20
1,967.20
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: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
1,531.26
0.00 3,718.76
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
269,955.00
308,426.70
0.00 38,492.94
269,933.76
112.41
210.77
98.38 196.74
0.00 0.00
0.00 196.74
196.74
43813GAC5 Honda Auto Receivables Trust
2021-1 A3
0.27% Due 04/21/2025
02/17/2021
02/24/2021
499,707.38
539,946.78
0.00 40,248.53
499,698.25
40.50 121.49
37.48 118.47
0.00 0.00
0.00 118.47
118.47
43813KAC6 Honda Auto Receivables Trust
2020-3 A3
0.37% Due 10/18/2024
09/22/2020
09/29/2020
734,453.85
814,946.82
0.00 80,600.86
734,345.96
108.90
251.31
98.13 240.54
0.00 0.00
0.00 240.54
240.54
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
967,096.10
1,048,610.40
0.00 81,737.02
966,873.38
177.14
332.14
163.33
318.33
0.00 0.00
0.00 318.33
318.33
Chandler Asset Management Page 27 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
1,715,654.74
1,899,715.00
0.00 184,317.61
1,715,397.39
278.67
522.50
251.63
495.46
0.00 0.00
0.00 495.46
495.46
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
1,174,382.03
1,251,962.69
0.00 77,704.20
1,174,258.49
211.46
396.50
198.34
383.38
0.00 0.00
0.00 383.38
383.38
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
11,027.19
0.00 15,686.56
4,659.37
0.00 0.00
0.00 4,659.37
4,659.37
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
5,512.51
0.00 8,137.51
2,625.00
0.00 0.00
0.00 2,625.00
2,625.00
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
3,992.42
0.00 5,728.25
1,735.83
0.00 0.00
0.00 1,735.83
1,735.83
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
2,262.57
0.00 4,525.13
2,262.56
0.00 0.00
0.00 2,262.56
2,262.56
Chandler Asset Management Page 28 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
336.99
0.00 1,600.73
1,263.74
0.00 0.00
0.00 1,263.74
1,263.74
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
248,818.19
280,894.80
0.00 32,114.53
248,780.27
63.68 119.40
56.40 112.12
0.00 0.00
0.00 112.12
112.12
47789KAC7 John Deere Owner Trust
2020-A A3
1.1% Due 08/15/2024
07/06/2020
07/08/2020
357,993.33
433,726.20
0.00 74,961.36
358,764.84
211.58
396.73
175.02
360.17
0.00 0.00
0.00 360.17
360.17
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
12,496.00
13,632.00
1,136.00
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
46,774.74
174,860.70
0.00 128,088.33
46,772.37
31.09 58.29
8.32 35.52
0.00 0.00
0.00 35.52
35.52 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
6,371.70
0.00 8,158.16
1,786.46
0.00 0.00
0.00 1,786.46
1,786.46
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
22,002.60
23,296.88
2,588.54
3,882.82
0.00 0.00
0.00 3,882.82
3,882.82
Chandler Asset Management Page 29 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
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
6,126.40
0.00 9,043.73
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
1,441.33
0.00 4,143.83
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
25,190.33
27,151.25
2,564.28
4,525.20
0.00 0.00
0.00 4,525.20
4,525.20
65479JAD5 Nissan Auto Receivables Owner
2019-C A3
1.93% Due 07/15/2024
10/16/2019
10/23/2019
187,375.94
256,368.28
0.00 69,002.23
187,366.05
219.92
412.35
160.73
353.16
0.00 0.00
0.00 353.16
353.16
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
7,621.67
0.00 12,105.00
4,483.33
0.00 0.00
0.00 4,483.33
4,483.33
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
6,939.78
7,480.00
706.44
1,246.66
0.00 0.00
0.00 1,246.66
1,246.66
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
47,000.00
47,000.00
7,833.33
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
5,807.39
0.00 7,088.43
1,281.04
0.00 0.00
0.00 1,281.04
1,281.04
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
19,750.50
0.00 26,804.25
7,053.75
0.00 0.00
0.00 7,053.75
7,053.75
Chandler Asset Management Page 30 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
74153WCQ0 Pricoa Global Funding
Note
1.15% Due 12/06/2024
12/01/2021
12/08/2021
1,975,000.00
1,972,965.75
0.00 0.00
1,972,965.75
1,577.26
0.00 3,469.97
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
13,500.00
0.00 20,250.00
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
9,167.81
0.00 12,739.69
3,571.88
0.00 0.00
0.00 3,571.88
3,571.88
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
8,934.04
9,687.50
861.11
1,614.57
0.00 0.00
0.00 1,614.57
1,614.57
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
3,808.85
0.00 4,918.23
1,109.38
0.00 0.00
0.00 1,109.38
1,109.38
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
10,439.72
0.00 13,093.89
2,654.17
0.00 0.00
0.00 2,654.17
2,654.17
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
16,403.33
0.00 20,836.67
4,433.34
0.00 0.00
0.00 4,433.34
4,433.34
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
3,674.38
0.00 8,467.04
4,792.66
0.00 0.00
0.00 4,792.66
4,792.66
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
1,350.78
0.00 4,467.97
3,117.19
0.00 0.00
0.00 3,117.19
3,117.19
Chandler Asset Management Page 31 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
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
18,270.00
19,575.00
1,957.50
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
550,406.27
613,496.46
0.00 63,192.73
550,303.73
95.45 178.97
85.62 169.14
0.00 0.00
0.00 169.14
169.14
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
1,803,637.04
1,940,155.50
0.00 136,853.21
1,803,302.29
224.24
420.44
208.42
404.62
0.00 0.00
0.00 404.62
404.62
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
37,765.56
42,486.25
2,360.35
7,081.04
0.00 0.00
0.00 7,081.04
7,081.04
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
15,414.36
0.00 23,121.55
7,707.19
0.00 0.00
0.00 7,707.19
7,707.19
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
51,936.14
0.00 63,519.02
11,582.88
0.00 0.00
0.00 11,582.88
11,582.88
912828D56 US Treasury
Note
2.375% Due 08/15/2024
12/12/2019
12/13/2019
5,000,000.00
5,140,234.38
0.00 0.00
5,140,234.38
44,853.94
0.00 54,857.34
10,003.40
0.00 0.00
0.00 10,003.40
10,003.40
Chandler Asset Management Page 32 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
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
279.70
0.00 8,950.28
8,670.58
0.00 0.00
0.00 8,670.58
8,670.58
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
16,441.98
0.00 24,662.98
8,221.00
0.00 0.00
0.00 8,221.00
8,221.00
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
270.72
0.00 8,662.98
8,392.26
0.00 0.00
0.00 8,392.26
8,392.26
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
26,757.60
0.00 33,501.38
6,743.78
0.00 0.00
0.00 6,743.78
6,743.78
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
6,277.17
7,500.00
41.44 1,264.27
0.00 0.00
0.00 1,264.27
1,264.27
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
2,043.96
0.00 2,725.27
681.31
0.00 0.00
0.00 681.31
681.31
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
2,569.06
0.00 3,853.59
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
1,252.75
0.00 2,466.35
1,213.60
0.00 0.00
0.00 1,213.60
1,213.60
91282CBR1 US Treasury
Note
0.25% Due 03/15/2024
03/30/2021
03/31/2021
2,900,000.00
2,892,976.56
0.00 0.00
2,892,976.56
2,162.98
0.00 2,783.84
620.86
0.00 0.00
0.00 620.86
620.86
Chandler Asset Management Page 33 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
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
4,000.90
0.00 5,009.25
1,008.35
0.00 0.00
0.00 1,008.35
1,008.35
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
6,997.36
0.00 9,329.81
2,332.45
0.00 0.00
0.00 2,332.45
2,332.45
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
6,011.60
0.00 9,017.40
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
36,546.96
0.00 47,037.29
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
5,538.46
0.00 10,903.85
5,365.39
0.00 0.00
0.00 5,365.39
5,365.39
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
597.03
0.00 19,104.97
18,507.94
0.00 0.00
0.00 18,507.94
18,507.94
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
14,960.60
17,875.00
98.76 3,013.16
0.00 0.00
0.00 3,013.16
3,013.16
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
36,632.42
0.00 45,864.99
9,232.57
0.00 0.00
0.00 9,232.57
9,232.57
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
29,509.62
0.00 39,346.16
9,836.54
0.00 0.00
0.00 9,836.54
9,836.54
Chandler Asset Management Page 34 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
91282CFZ9 US Treasury
Note
3.875% Due 11/30/2027
Various
Various
4,600,000.00
4,628,085.94
0.00 0.00
4,628,085.94
15,670.33
0.00 30,850.96
15,180.63
0.00 0.00
0.00 15,180.63
15,180.63
91282CGC9 US Treasury
Note
3.875% Due 12/31/2027
01/25/2023
01/26/2023
2,500,000.00
0.00 2,534,570.31
0.00 2,534,570.31
0.00 (6,957.87)
8,563.54
1,605.67
0.00 0.00
0.00 1,605.67
1,605.67
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
1,182.90
0.00 1,954.36
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
6,453.41
0.00 10,662.16
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
1,075,050.64
1,269,212.18
0.00 194,387.30
1,074,824.88
182.31
497.21
154.39
469.29
0.00 0.00
0.00 469.29
469.29
92348AAA3 Verizon Owner Trust
2019-C A1A
1.94% Due 04/22/2024
10/01/2019
10/08/2019
740.33
48,520.44
0.00 47,780.17
740.27
28.76 78.45
0.44 50.13
0.00 0.00
0.00 50.13
50.13 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
2,381.17
0.00 3,068.04
686.87
0.00 0.00
0.00 686.87
686.87
Total Fixed Income 313,946,312.13
313,031,084.28
5,022,275.81
3,640,136.19
314,413,223.90
963,882.58
363,889.81
1,038,607.36
438,614.59
0.00 0.00
0.00 438,614.59 438,614.59
Chandler Asset Management Page 35 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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
210,460.65
1,286,143.75
1,697,790.22
2,773,473.32
210,460.65
0.00 2,792.82
0.00 2,792.82
0.00 0.00
0.00 2,792.82
2,792.82
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
6,018.75
0.00 6,600.00
581.25
0.00 0.00
0.00 581.25
581.25
Total Cash & Equivalent 710,460.65
1,786,143.75
1,697,790.22
2,773,473.32
710,460.65
6,018.75
2,792.82
6,600.00
3,374.07
0.00 0.00
0.00 3,374.07 3,374.07
LOCAL AGENCY INVESTMENT FUND
90LAIF$00 Local Agency Investment Fund
State Pool
Various
Various
146,062,723.71
122,174,075.47
32,488,648.24
8,600,000.00
146,062,723.71
560,928.52
588,648.24
262,772.60
290,492.32
0.00 0.00
0.00 290,492.32
290,492.32
Total Local Agency Investment Fund 146,062,723.71
122,174,075.47
32,488,648.24
8,600,000.00
146,062,723.71
560,928.52
588,648.24
262,772.60
290,492.32
0.00 0.00
0.00 290,492.32 290,492.32
TOTAL PORTFOLIO 460,719,496.49
436,991,303.50
39,208,714.27
15,013,609.51
461,186,408.26
1,530,829.85
955,330.87
1,307,979.96
732,480.98
0.00 0.00
0.00 732,480.98 732,480.98
Chandler Asset Management Page 36 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/01/2023 Paydown 3137B7MZ9 3,747,922.65 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 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,559.28 390.79 128,950.07
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
02/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,388.04 471.81 214,859.85
02/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,690.22 105.75 20,795.97
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 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,228.48 306.25 74,534.73
02/15/2023 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,220.13 371.89 73,592.02
02/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,212.11 301.36 10,513.47
02/15/2023 Paydown 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,910.58 184.47 15,095.05
Chandler Asset Management Page 37 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,379.69 328.16 18,707.85
02/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,908.66 160.54 24,069.20
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
02/18/2023 Paydown 43813KAC6 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,343.53 226.46 73,569.99
02/19/2023 Paydown 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
02/19/2023 Paydown 3137BYPQ7 0.00 FHLMC K726 A2
2.905% Due 4/25/2024
3,351.28 6,676.20 10,027.48
02/19/2023 Paydown 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
02/19/2023 Paydown 3137BSRE5 0.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,800.26 421.06 43,221.32
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
Chandler Asset Management Page 38 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
45.49 1.20 46.69
02/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,637.35 112.43 35,749.78
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 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,990.99 10,990.99
02/25/2023 Interest 3137BYPQ7 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 6,668.09 6,668.09
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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,351.62 231.24 76,582.86
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
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
Chandler Asset Management Page 39 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount FEB 2023 1,872,524.47 410,999.04 2,283,523.51
03/01/2023 Paydown 3137B7MZ9 3,747,922.65 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
03/10/2023 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 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,920.77 174.28 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,430.23 311.32 18,741.55
03/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,830.15 153.56 23,983.71
03/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,255.70 282.74 74,538.44
03/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,407.70 412.85 214,820.55
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
Chandler Asset Management Page 40 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,698.33 96.95 20,795.28
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 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,601.07 362.93 128,964.00
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 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,243.93 348.70 73,592.63
03/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,235.08 284.94 10,520.02
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
03/16/2023 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
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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,366.15 203.84 73,569.99
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,817.02 404.30 43,221.32
Chandler Asset Management Page 41 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/20/2023 Paydown 92348AAA3 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
45.60 1.12 46.72
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 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,645.96 104.42 35,750.38
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 3137BYPQ7 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 6,668.09 6,668.09
03/25/2023 Interest 3137B7MZ9 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,961.76 10,961.76
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 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 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
03/25/2023 Paydown 09690AAC7 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,370.06 210.25 76,580.31
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
03/31/2023 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 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 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
Chandler Asset Management Page 42 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount MAR 2023 1,567,383.39 355,062.85 1,922,446.24
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 3,747,922.65 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 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,282.93 259.23 74,542.16
04/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,427.35 353.89 214,781.24
04/15/2023 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,267.73 325.51 73,593.24
04/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,706.43 88.16 20,794.59
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
04/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,258.11 268.48 10,526.59
04/15/2023 Paydown 89240BAC2 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,642.86 335.07 128,977.93
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 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,930.97 164.08 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,480.91 294.42 18,775.33
Chandler Asset Management Page 43 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,750.81 146.61 23,897.42
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
04/16/2023 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
04/17/2023 Dividend 90LAIF$00 3,941,514,711.41 Local Agency Investment Fund State Pool 0.00 260,910.12 260,910.12 04/18/2023 Paydown 43813KAC6 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,388.77 181.22 73,569.99
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
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,833.79 387.53 43,221.32
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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
45.70 1.05 46.75
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
Chandler Asset Management Page 44 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,654.57 96.40 35,750.97
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 3,747,922.65 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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
1,786.08 6,668.09 8,454.17
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
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
04/25/2023 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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,388.53 189.24 76,577.77
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
Chandler Asset Management Page 45 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
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
APR 2023 1,588,584.63 732,857.93 2,321,442.56
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 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 Paydown 3137B7MZ9 3,747,922.65 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
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 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
Chandler Asset Management Page 46 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,291.54 302.31 73,593.85
05/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,714.54 79.36 20,793.90
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 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,281.19 251.98 10,533.17
05/15/2023 Paydown 89240BAC2 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,684.67 307.20 128,991.87
05/15/2023 Paydown 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,941.17 153.88 15,095.05
05/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,310.17 235.70 74,545.87
05/15/2023 Paydown 47789KAC7 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,531.74 277.48 18,809.22
05/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,670.65 139.68 23,810.33
05/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,447.01 294.92 214,741.93
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 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
05/16/2023 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
Chandler Asset Management Page 47 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,411.40 158.59 73,569.99
05/20/2023 Paydown 92348AAA3 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
45.80 0.98 46.78
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,850.57 370.75 43,221.32
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
05/20/2023 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
05/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,663.20 88.37 35,751.57
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 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,717.13 10,717.13
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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
3,288.58 6,663.77 9,952.35
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 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
Chandler Asset Management Page 48 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,406.98 168.24 76,575.22
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
05/31/2023 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 1,854,993.71 458,549.82 2,313,543.53
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 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
210,721.52 123.87 210,845.39
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
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 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,726.49 279.32 129,005.81
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 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,466.66 235.95 214,702.61
Chandler Asset Management Page 49 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,722.66 70.55 20,793.21
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 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,951.38 143.67 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,582.70 260.49 18,843.19
06/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,589.64 132.78 23,722.42
06/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,337.42 212.17 74,549.59
06/15/2023 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,315.36 279.10 73,594.46
06/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,304.33 235.44 10,539.77
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
06/16/2023 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
Chandler Asset Management Page 50 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,434.03 135.96 73,569.99
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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
45.91 0.90 46.81
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,867.35 353.97 43,221.32
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
06/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,671.81 80.35 35,752.16
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
06/23/2023 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 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,097.78 10,097.78
06/25/2023 Paydown 3137BYPQ7 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
3,074.21 6,655.81 9,730.02
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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,425.44 147.23 76,572.67
Chandler Asset Management Page 51 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
06/25/2023 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
06/30/2023 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 91282CGC9 2,500,000.00 US Treasury Note
3.875% Due 12/31/2027
0.00 48,437.50 48,437.50
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 2,048,510.55 576,542.81 2,625,053.36
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 3,747,922.65 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
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
Chandler Asset Management Page 52 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,507.80 125.90 23,633.70
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 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,339.19 255.88 73,595.07
07/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,327.51 218.87 10,546.38
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
07/15/2023 Paydown 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,961.59 133.46 15,095.05
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
07/15/2023 Paydown 47789KAC7 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,633.80 243.46 18,877.26
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 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,730.77 61.75 20,792.52
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 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,768.33 251.42 129,019.75
Chandler Asset Management Page 53 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,364.67 188.63 74,553.30
07/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,486.32 176.97 214,663.29
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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,456.67 113.32 73,569.99
07/20/2023 Interest 24422EWR6 2,450,000.00 John Deere Capital Corp Note
4.75% Due 1/20/2028
0.00 61,743.40 61,743.40
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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.01 0.83 46.84
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,884.14 337.18 43,221.32
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
07/21/2023 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
Chandler Asset Management Page 54 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,680.44 72.32 35,752.76
07/25/2023 Interest 3137B7MZ9 3,747,922.65 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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
3,311.23 6,648.36 9,959.59
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 09690AAC7 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,443.92 126.21 76,570.13
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
07/25/2023 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 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
07/31/2023 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 2,140,945.67 405,592.45 2,546,538.12
08/01/2023 Paydown 3137B7MZ9 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
916,673.48 538.85 917,212.33
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 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
0.00 68,750.00 68,750.00
Chandler Asset Management Page 55 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,391.94 165.08 74,557.02
08/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,505.99 117.98 214,623.97
08/15/2023 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,363.02 232.66 73,595.68
08/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,738.89 52.94 20,791.83
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 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,810.17 223.53 129,033.70
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 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,350.75 202.26 10,553.01
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 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,971.82 123.23 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,685.05 226.38 18,911.43
Chandler Asset Management Page 56 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,425.12 119.04 23,544.16
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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,479.32 90.67 73,569.99
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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.12 0.75 46.87
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,900.94 320.38 43,221.32
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 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,689.06 64.29 35,753.35
08/25/2023 Interest 3137B7MZ9 3,747,922.65 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
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
Chandler Asset Management Page 57 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
77,811.39 6,640.35 84,451.74
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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,462.39 105.19 76,567.58
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 2,439,908.40 364,351.74 2,804,260.14
09/01/2023 Paydown 3137B7MZ9 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
1,885,816.01 1,108.54 1,886,924.55
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
09/10/2023 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
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 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 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
Chandler Asset Management Page 58 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,386.87 209.42 73,596.29
09/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,747.02 44.12 20,791.14
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 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,374.04 185.61 10,559.65
09/15/2023 Paydown 89240BAC2 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,852.04 195.62 129,047.66
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 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,982.05 113.00 15,095.05
09/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,419.21 141.53 74,560.74
09/15/2023 Paydown 47789KAC7 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,736.43 209.25 18,945.68
09/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,341.57 112.21 23,453.78
09/15/2023 Paydown 44891VAC5 1,715,654.74 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
214,525.66 58.99 214,584.65
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
Chandler Asset Management Page 59 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,501.98 68.01 73,569.99
09/20/2023 Paydown 92348AAA3 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.21 0.68 46.89
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 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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,917.74 303.58 43,221.32
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
09/21/2023 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 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,697.68 56.26 35,753.94
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 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 1,086.40 1,086.40
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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
3,109.09 6,451.98 9,561.07
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
Chandler Asset Management Page 60 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,480.87 84.16 76,565.03
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 3,624,386.33 336,092.48 3,960,478.81
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 3,747,922.65 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 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,755.14 35.30 20,790.44
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
Chandler Asset Management Page 61 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,446.50 117.96 74,564.46
10/15/2023 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,410.72 186.19 73,596.91
10/15/2023 Paydown 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
14,992.29 102.76 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,787.96 192.07 18,980.03
10/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,397.37 168.93 10,566.30
10/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,257.17 105.40 23,362.57
10/15/2023 Paydown 89240BAC2 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,893.92 167.70 129,061.62
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
10/18/2023 Paydown 43813KAC6 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,524.64 45.35 73,569.99
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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.32 0.60 46.92
Chandler Asset Management Page 62 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
10/20/2023 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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,934.55 286.77 43,221.32
10/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,706.31 48.23 35,754.54
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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,499.35 63.13 76,562.48
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
10/25/2023 Paydown 3137B7MZ9 3,747,922.65 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 0.00 0.00
10/25/2023 Paydown 3137BYPQ7 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
325,905.24 6,444.45 332,349.69
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
Chandler Asset Management Page 63 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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
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
OCT 2023 2,452,052.87 451,697.75 2,903,750.62
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
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
Chandler Asset Management Page 64 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2023 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,473.79 94.39 74,568.18
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 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,434.58 162.94 73,597.52
11/15/2023 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,420.77 152.21 10,572.98
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 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 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,763.27 26.48 20,789.75
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 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,935.81 139.77 129,075.58
11/15/2023 Paydown 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
15,002.53 92.52 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,839.62 174.85 19,014.47
11/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,171.90 98.62 23,270.52
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
Chandler Asset Management Page 65 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 734,453.85 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,547.31 22.68 73,569.99
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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.42 0.53 46.95
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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,951.37 269.95 43,221.32
11/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,714.93 40.20 35,755.13
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 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
11/25/2023 Paydown 09690AAC7 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,517.84 42.09 76,559.93
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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
10,744.03 5,655.49 16,399.52
Chandler Asset Management Page 66 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
11/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
11/30/2023 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
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
NOV 2023 2,149,493.78 437,635.13 2,587,128.91
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
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 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,444.21 135.45 10,579.66
Chandler Asset Management Page 67 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,501.11 70.80 74,571.91
12/15/2023 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,458.45 139.68 73,598.13
12/15/2023 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,771.40 17.66 20,789.06
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 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
15,012.78 82.27 15,095.05
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 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,891.43 157.58 19,049.01
12/15/2023 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
23,085.76 91.86 23,177.62
12/15/2023 Paydown 89240BAC2 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,977.71 111.84 129,089.55
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
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
Chandler Asset Management Page 68 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,968.19 253.13 43,221.32
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
12/20/2023 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 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.53 0.45 46.98
12/21/2023 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,723.57 32.16 35,755.73
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 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
255,760.54 5,629.48 261,390.02
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 840,883.34 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
76,536.33 21.05 76,557.38
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
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
Chandler Asset Management Page 69 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 Interest 91282CGC9 2,500,000.00 US Treasury Note
3.875% Due 12/31/2027
0.00 48,437.50 48,437.50
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 6,817,795.60 555,866.58 7,373,662.18
01/01/2024 Interest 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 4% Due 7/1/2025
0.00 47,000.00 47,000.00
01/07/2024 Interest 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.00 34,287.50 34,287.50
01/09/2024 Interest 06367TQW3 1,500,000.00 Bank of Montreal Note
0.625% Due 7/9/2024
0.00 4,687.50 4,687.50
01/11/2024 Interest 59217GER6 2,485,000.00 Metlife Note
1.875% Due 1/11/2027
0.00 23,296.88 23,296.88
01/13/2024 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
01/14/2024 Interest 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.00 7,480.00 7,480.00
01/14/2024 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
01/15/2024 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
01/15/2024 Paydown 89236XAC0 550,406.27 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
22,998.73 85.13 23,083.86
01/15/2024 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,484.78 292.78 36,777.56
01/15/2024 Paydown 43813DAC2 269,955.00 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
15,023.04 72.01 15,095.05
01/15/2024 Paydown 47789KAC7 357,993.33 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
18,943.38 140.26 19,083.64
01/15/2024 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,071.52 364.70 56,436.22
Chandler Asset Management Page 70 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2024 Paydown 89240BAC2 1,803,637.04 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,019.63 83.89 129,103.52
01/15/2024 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
01/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
80,162.10 2,211.52 82,373.62
01/15/2024 Paydown 44891RAC4 967,096.10 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,528.42 47.21 74,575.63
01/15/2024 Paydown 47787NAC3 248,818.19 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
20,779.54 8.83 20,788.37
01/15/2024 Paydown 65479JAD5 187,375.94 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
10,467.71 118.65 10,586.36
01/15/2024 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,344.65 360.42 43,705.07
01/15/2024 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
134,059.98 519.36 134,579.34
01/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
66,852.02 2,250.62 69,102.64
01/15/2024 Paydown 44933LAC7 1,174,382.03 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,482.32 116.42 73,598.74
01/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,625.42 1,711.86 43,337.28
01/16/2024 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
01/16/2024 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,108.17 315.94 37,424.11
01/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,603.80 565.86 31,169.66
01/17/2024 Maturity 24422EVN6 2,140,000.00 John Deere Capital Corp Note
0.45% Due 1/17/2024
2,140,000.00 4,815.00 2,144,815.00
01/20/2024 Interest 24422EWR6 2,450,000.00 John Deere Capital Corp Note
4.75% Due 1/20/2028
0.00 58,187.50 58,187.50
01/20/2024 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
263,687.81 1,681.04 265,368.85
Chandler Asset Management Page 71 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
65,984.99 3,565.00 69,549.99
01/20/2024 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
195,195.04 63.44 195,258.48
01/20/2024 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
320,007.41 3,146.15 323,153.56
01/20/2024 Paydown 92290BAA9 1,075,050.64 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
42,985.02 236.30 43,221.32
01/20/2024 Paydown 92348AAA3 740.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
46.63 0.38 47.01
01/21/2024 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
01/21/2024 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
01/21/2024 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,563.69 478.78 47,042.47
01/21/2024 Paydown 43813GAC5 499,707.38 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,732.20 24.13 35,756.33
01/25/2024 Paydown 3137BYPQ7 2,754,460.56 FHLMC K726 A2
2.905% Due 4/25/2024
248,295.89 5,010.33 253,306.22
01/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
01/25/2024 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
92,100.98 254.39 92,355.37
01/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
01/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
94,436.14 1,992.18 96,428.32
01/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
01/31/2024 Interest 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,500.00 7,500.00
Chandler Asset Management Page 72 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/31/2024 Interest 91282CFB2 1,300,000.00 US Treasury Note
2.75% Due 7/31/2027
0.00 17,875.00 17,875.00
JAN 2024 4,436,591.01 381,282.68 4,817,873.69
TOTAL 32,993,170.41 5,466,531.26 38,459,701.67
Chandler Asset Management Page 73 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
58769EAC2 Mercedes-Benz Auto Lease Trust 2020-
B A3
0.4% Due 11/15/2023
46,774.74 09/15/2020
0.40%
46,772.37
46,772.37
99.82 5.35%
46,692.46
8.32 0.01%
(79.91)
NR
AAA
0.00 0.04
90LAIF$00 Local Agency Investment Fund State
Pool
146,062,723.71 Various
2.46%
146,062,723.71
146,062,723.71
1.00 2.46%
146,062,723.71
262,772.60
32.85%
0.00 NR
NR
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
210,460.65 Various
3.91%
210,460.65
210,460.65
1.00 3.91%
210,460.65
0.00 0.05%
0.00 Aaa
AAA
0.00 0.00
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
99.88 4.47%
499,383.50
6,600.00
0.11%
(616.50)
P-1
A-1+
0.04 0.04
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
99.10 5.17%
3,319,905.21
1,708.50
0.75%
(138,969.79)
Aaa
NR
0.27 0.33
44891VAC5 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
1,715,654.74 06/08/2021
0.34%
1,715,397.39
1,715,397.39
98.71 4.89%
1,693,437.87
251.63
0.38%
(21,959.52)
Aaa
AAA
0.33 0.28
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
734,453.85 09/22/2020
0.38%
734,345.96
734,345.96
97.97 5.24%
719,568.17
98.13 0.16%
(14,777.79)
NR
AAA
0.42 0.41
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
840,883.34 09/08/2021
0.34%
840,796.56
840,796.56
97.89 5.17%
823,104.88
46.25 0.18%
(17,691.68)
Aaa
NR
0.48 0.44
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
248,818.19 07/14/2020
0.52%
248,780.27
248,780.27
98.54 5.30%
245,174.94
56.40 0.06%
(3,605.33)
Aaa
NR
0.49 0.30
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
3,747,922.65 Various
2.97%
3,835,784.11
3,835,784.11
98.92 5.04%
3,707,431.93
2,203.16
0.83%
(128,352.18)
Aaa
NR
0.53 0.57
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
967,096.10 10/20/2020
0.39%
966,873.38
966,873.38
97.53 5.53%
943,187.94
163.33
0.21%
(23,685.44)
NR
AAA
0.54 0.48
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
97.53 5.28%
2,092,103.44
255.61
0.47%
(52,867.39)
NR
AAA
0.55 0.50
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
1,803,637.04 02/02/2021
0.27%
1,803,302.29
1,803,302.29
97.23 5.34%
1,753,680.98
208.42
0.39%
(49,621.31)
Aaa
NR
0.58 0.54
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
499,707.38 02/17/2021
0.27%
499,698.25
499,698.25
97.09 5.59%
485,141.26
37.48 0.11%
(14,556.99)
Aaa
NR
0.60 0.55
Chandler Asset Management Page 74 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
1,174,382.03 04/20/2021
0.38%
1,174,258.49
1,174,258.49
96.64 5.78%
1,134,880.05
198.34
0.25%
(39,378.44)
NR
AAA
0.66 0.62
92348AAA3 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
740.33 10/01/2019
1.95%
740.27
740.27
99.84 5.26%
739.12
0.44 0.00%
(1.15)
NR
AAA
0.68 0.05
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
97.14 5.14%
971,368.20
183.33
0.22%
(28,482.30)
NR
AAA
0.73 0.71
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
269,955.00 05/18/2020
0.83%
269,933.76
269,933.76
98.77 5.09%
266,626.36
98.38 0.06%
(3,307.40)
Aaa
AAA
0.75 0.29
65479JAD5 Nissan Auto Receivables Owner 2019-C
A3
1.93% Due 7/15/2024
187,375.94 10/16/2019
1.94%
187,366.05
187,366.05
99.70 5.16%
186,814.10
160.73
0.04%
(551.95)
Aaa
AAA
0.75 0.09
47789KAC7 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
357,993.33 Various
1.00%
358,764.84
358,764.84
99.24 4.83%
355,262.02
175.02
0.08%
(3,502.82)
Aaa
NR
0.79 0.20
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
96.89 5.09%
1,167,505.70
621.24
0.26%
(37,467.67)
Aaa
AAA
0.87 0.80
912828V23 US Treasury Note
2.25% Due 12/31/2023
4,500,000.00 06/21/2019
1.80%
4,588,417.97
4,588,417.97
97.74 4.80%
4,398,399.00
8,950.28
0.99%
(190,018.97)
Aaa
AA+
0.92 0.89
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
96.99 5.17%
2,041,693.60
1,222.07
0.46%
(63,288.30)
Aaa
NR
0.93 0.93
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
95.92 4.85%
2,052,581.00
374.50
0.46%
(85,899.60)
A2
A
0.96 0.94
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
550,406.27 10/06/2020
0.36%
550,303.73
550,303.73
98.36 4.93%
541,371.63
85.62 0.12%
(8,932.10)
NR
AAA
0.98 0.36
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
97.97 4.77%
4,898,635.00
63,519.02
1.11%
(223,161.88)
Aaa
AA+
1.04 1.00
3137BYPQ7 FHLMC K726 A2
2.905% Due 4/25/2024
2,754,460.56 04/22/2019
2.72%
2,774,150.65
2,774,150.65
97.79 4.89%
2,693,601.03
6,668.09
0.61%
(80,549.62)
NR
AAA
1.05 1.03
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
1,075,050.64 08/04/2020
0.48%
1,074,824.88
1,074,824.88
98.47 5.53%
1,058,614.19
154.39
0.24%
(16,210.69)
Aaa
NR
1.06 0.30
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
96.79 5.16%
2,482,774.56
1,536.15
0.56%
(81,821.71)
NR
AAA
1.09 1.01
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
95.20 4.71%
2,760,776.80
2,783.84
0.62%
(132,199.76)
Aaa
AA+
1.12 1.09
Chandler Asset Management Page 75 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
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
95.59 4.80%
1,696,736.70
4,918.23
0.38%
(77,375.80)
A2
A
1.13 1.10
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
95.04 5.24%
693,802.73
240.09
0.16%
(36,034.33)
NR
AAA
1.16 1.11
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
94.83 5.33%
905,620.39
301.36
0.20%
(49,359.27)
NR
AAA
1.17 1.13
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
95.20 5.06%
975,784.42
250.56
0.22%
(48,999.51)
Aaa
NR
1.18 1.16
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
97.62 4.83%
1,039,664.61
569.78
0.23%
(25,280.01)
Aaa
AAA
1.19 1.50
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
95.28 5.19%
1,229,073.69
298.13
0.28%
(60,811.24)
Aaa
NR
1.21 1.02
912828X70 US Treasury Note
2% Due 4/30/2024
4,800,000.00 Various
1.84%
4,833,281.25
4,833,281.25
96.80 4.67%
4,646,625.60
24,662.98
1.05%
(186,655.65)
Aaa
AA+
1.25 1.20
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
94.58 5.57%
737,702.94
221.00
0.17%
(42,277.17)
Aaa
AAA
1.29 1.12
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
97.62 4.69%
5,369,001.00
20,644.10
1.21%
(370,999.40)
Aaa
AA+
1.37 1.32
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
96.51 4.58%
4,728,882.20
8,662.98
1.06%
(213,371.71)
Aaa
AA+
1.41 1.37
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
94.12 4.91%
1,411,738.50
572.92
0.32%
(43,801.50)
A2
A1.441.40
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
94.40 4.65%
2,926,514.71
861.11
0.66%
(149,677.89)
A2
A+
1.45 1.42
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
94.83 6.04%
625,853.84
346.50
0.14%
(34,088.81)
NR
AAA
1.47 1.10
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
95.31 4.94%
1,572,638.45
1,378.67
0.35%
(77,113.39)
Aaa
AAA
1.51 1.55
Chandler Asset Management Page 76 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
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
96.11 4.80%
687,187.22
7,088.43
0.16%
(26,232.63)
A1
A+
1.54 1.47
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
96.90 4.48%
4,844,920.00
54,857.34
1.10%
(295,314.38)
Aaa
AA+
1.54 1.47
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
95.94 4.94%
1,295,228.62
1,332.00
0.29%
(54,719.41)
NR
AAA
1.59 1.51
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
97.41 4.55%
3,896,488.00
44,083.33
0.88%
(310,272.00)
Aaa
AA+
1.62 1.54
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
98.71 4.90%
1,135,154.16
1,307.17
0.26%
(14,795.24)
NR
AAA
1.64 1.47
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
96.97 4.30%
3,282,299.10
27,080.00
0.74%
(180,454.35)
Aa2
AA1.671.60
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
95.83 5.32%
967,923.91
1,041.42
0.22%
(41,852.68)
Aaa
NR
1.67 1.41
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
95.65 4.30%
3,347,722.00
16,746.52
0.76%
(216,553.00)
Aaa
AA+
1.71 1.65
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
96.49 4.36%
3,859,688.00
23,121.55
0.87%
(230,780.75)
Aaa
AA+
1.75 1.68
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
95.97 4.67%
3,455,074.80
20,250.00
0.78%
(143,053.20)
A1
A
1.75 1.68
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
96.12 4.46%
2,492,282.69
12,853.36
0.56%
(132,201.52)
A2
A
1.77 1.70
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
93.32 4.98%
1,843,070.00
3,469.97
0.41%
(129,895.75)
Aa3
AA1.851.78
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
94.10 4.29%
4,046,312.90
4,897.22
0.91%
(250,892.10)
Aaa
AA+
1.89 1.83
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
95.16 4.26%
4,015,903.92
4,571.67
0.90%
(266,974.28)
Aaa
AA+
1.94 1.87
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
94.17 4.61%
2,542,695.30
1,957.50
0.57%
(153,686.70)
A1
A+
1.95 1.88
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
94.03 4.68%
3,521,554.58
2,564.28
0.79%
(219,400.82)
Aaa
AA+
1.96 1.89
Chandler Asset Management Page 77 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
90331HPL1 US Bank NA Callable Note Cont
12/21/2024
2.05% Due 1/21/2025
4,145,000.00 01/16/2020
2.10%
4,136,171.15
4,136,171.15
95.48 4.47%
3,957,770.35
2,360.35
0.89%
(178,400.80)
A1
AA1.981.90
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
94.95 4.12%
6,242,936.20
46,298.96
1.41%
(327,001.05)
Aaa
AA+
2.04 1.95
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
94.03 4.15%
6,582,184.00
33,501.38
1.49%
(525,823.81)
Aaa
AA+
2.08 2.01
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
95.19 4.14%
6,663,398.00
47,037.29
1.51%
(159,687.94)
Aaa
AA+
2.12 2.03
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
96.56 4.52%
2,867,962.68
26,804.25
0.65%
(101,265.12)
A1
A+
2.18 2.07
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
97.49 4.58%
1,238,140.78
12,739.69
0.28%
(31,389.32)
A1
A
2.20 2.07
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
92.45 4.22%
4,871,941.09
9,057.81
1.10%
(387,202.71)
Aaa
AA+
2.22 2.16
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.10%
1,037,330.00
1,037,330.00
93.92 5.00%
939,152.00
5,728.25
0.21%
(98,178.00)
A1
A2.222.12
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
93.98 5.06%
1,503,619.20
9,043.73
0.34%
(7,756.80)
A1
A2.242.13
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
93.84 4.77%
2,590,922.40
12,769.63
0.58%
(271,737.62)
A2
A2.252.15
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
97.64 4.50%
1,425,482.68
10,755.33
0.32%
(32,663.12)
A2
A
2.28 2.15
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
97.69 4.50%
2,701,184.91
4,165.93
0.61%
(63,203.47)
NR
AAA
2.29 2.15
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
94.13 5.23%
3,101,586.80
4,525.13
0.70%
(197,681.85)
A1
A2.332.24
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
97.02 4.79%
912,016.20
4,143.83
0.21%
(27,730.00)
A2
A2.372.23
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
91.88 4.12%
5,696,442.20
3,788.89
1.28%
(500,289.70)
Aaa
AA+
2.38 2.32
Chandler Asset Management Page 78 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
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
91.59 5.10%
2,747,748.00
4,616.50
0.62%
(260,172.00)
A2
A2.382.29
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
94.22 5.18%
1,474,564.91
1,600.73
0.33%
(91,403.29)
A1
A2.392.30
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
98.61 4.61%
2,317,304.45
7,833.33
0.52%
(31,896.55)
Aaa
AA+
2.42 2.27
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
91.33 4.10%
5,753,538.00
656.25
1.29%
(524,361.60)
Aaa
AA+
2.47 2.41
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
91.22 3.97%
5,473,128.00
41.44 1.23%
(405,934.50)
Aaa
AA+
2.50 2.44
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
91.13 4.05%
5,727,375.95
10,213.13
1.29%
(533,063.25)
Aaa
AA+
2.57 2.50
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
90.99 4.00%
5,727,807.91
8,393.34
1.29%
(548,538.14)
Aaa
AA+
2.65 2.58
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
90.86 3.90%
2,907,500.80
2,725.27
0.65%
(222,874.20)
Aaa
AA+
2.67 2.60
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
90.90 4.04%
5,726,448.00
8,137.51
1.29%
(545,912.85)
Aaa
AAA
2.74 2.67
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
90.52 3.92%
5,431,404.00
3,853.59
1.22%
(491,721.00)
Aaa
AA+
2.75 2.68
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.95 3.99%
5,729,774.40
7,350.00
1.29%
(550,120.60)
Aaa
AA+
2.77 2.69
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
90.63 3.91%
3,443,750.00
2,466.35
0.77%
(288,117.19)
Aaa
AA+
2.83 2.76
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
89.38 4.90%
2,681,469.00
3,718.76
0.60%
(288,231.00)
Aa1
AA+
2.86 2.76
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
89.57 4.62%
1,674,869.24
706.44
0.38%
(145,519.66)
Aaa
AA+
2.96 2.86
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
96.59 4.13%
2,897,844.30
7,800.00
0.65%
(230,593.20)
NR
AAA
3.15 3.29
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
90.82 3.94%
5,803,206.30
15,686.56
1.31%
(557,527.50)
Aaa
AAA
3.22 3.11
Chandler Asset Management Page 79 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
4.78%
2,906,255.64
2,906,255.64
95.75 4.99%
2,872,578.00
29,065.16
0.65%
(33,677.64)
A2
A3.232.97
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
90.04 4.29%
4,380,392.49
10,675.97
0.99%
(463,590.71)
A1
AA
3.28 3.16
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
90.53 4.27%
728,742.35
1,954.36
0.16%
(78,862.70)
A3
A+
3.29 3.16
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
89.70 4.44%
2,982,584.85
4,467.97
0.67%
(340,952.15)
A1
A+
3.38 3.25
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
89.51 4.51%
2,033,585.40
1,136.00
0.46%
(237,784.52)
Aa3
AA+
3.46 3.32
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
95.11 4.13%
1,426,600.80
3,316.25
0.32%
(159,824.98)
NR
NR
3.48 3.29
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
89.97 3.77%
1,412,510.16
5,009.25
0.32%
(146,389.45)
Aaa
AA+
3.58 3.46
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
88.42 4.77%
1,516,351.55
8,158.16
0.34%
(197,070.65)
Aa3
AA3.623.44
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
89.62 4.16%
703,509.15
3,068.04
0.16%
(80,007.20)
Aa2
AA
3.63 3.48
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
90.20 3.76%
2,823,234.96
9,329.81
0.64%
(259,937.31)
Aaa
AA+
3.67 3.53
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
90.91 3.75%
2,836,398.24
9,017.40
0.64%
(264,589.26)
Aaa
AA+
3.75 3.60
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
90.09 4.65%
2,238,748.93
2,588.54
0.50%
(243,418.17)
Aa3
AA3.953.72
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
93.04 4.32%
1,209,562.90
13,093.89
0.27%
(73,303.10)
A2
A
4.09 3.78
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
93.82 4.46%
1,782,618.00
20,836.67
0.40%
(102,315.00)
A1
A
4.11 3.77
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
98.94 4.27%
1,330,675.75
12,105.00
0.30%
(12,145.35)
A2
A+
4.27 3.85
Chandler Asset Management Page 80 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings by Maturity
As of January 31, 2023
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
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
98.33 4.13%
1,342,244.10
10,662.16
0.30%
(23,394.30)
A3
A+
4.29 3.89
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
96.10 4.00%
2,402,492.50
15,208.33
0.54%
(39,482.50)
Aa3
A+
4.30 3.95
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
96.91 3.98%
2,568,176.22
7,163.83
0.58%
85,768.02
Aaa
NR
4.32 4.10
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
95.82 3.68%
2,299,687.20
10,903.85
0.52%
(51,469.05)
Aaa
AA+
4.33 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
98.37 4.52%
1,377,160.40
8,467.04
0.31%
(18,149.60)
A1
A
4.35 3.92
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
98.29 3.67%
6,536,484.50
19,104.97
1.47%
(153,896.36)
Aaa
AA+
4.41 4.06
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
96.26 3.66%
1,251,402.10
98.76 0.28%
(26,558.84)
Aaa
AA+
4.50 4.18
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
97.84 3.64%
3,375,338.55
45,864.99
0.77%
(24,179.03)
Aaa
AA+
4.58 4.16
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
102.03
3.65%
2,856,764.40
39,346.16
0.65%
86,764.39
Aaa
AA+
4.67 4.16
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
101.14
3.61%
4,652,467.60
30,850.96
1.05%
24,381.66
Aaa
AA+
4.83 4.35
91282CGC9 US Treasury Note
3.875% Due 12/31/2027
2,500,000.00 01/25/2023
3.57%
2,534,570.31
2,534,570.31
101.13
3.62%
2,528,320.00
8,563.54
0.57%
(6,250.31)
Aaa
AA+
4.92 4.43
24422EWR6 John Deere Capital Corp Note
4.75% Due 1/20/2028
2,450,000.00 01/23/2023
4.40%
2,487,705.50
2,487,705.50
102.12
4.27%
2,501,898.35
7,111.81
0.56%
14,192.85
A2
A
4.97 4.39
TOTAL PORTFOLIO 460,719,496.49 1.95%
461,186,408.26
461,186,408.26 3.77%
444,189,786.48
1,307,979.96
100.00%
(16,996,621.78)
Aa1
AA
1.59 1.50
TOTAL MARKET VALUE PLUS ACCRUED 445,497,766.44
Chandler Asset Management Page 81 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Issuer Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
$146,062,723.71 $146,062,723.71 $146,062,723.71 $146,325,496.31 32.85% $95,620,000.00 $95,599,684.41 $91,211,899.11 $91,666,172.11 20.58% $36,172,383.21 $36,390,264.14 $34,337,841.60 $34,422,049.98 7.73% $31,775,000.00 $31,843,363.10 $29,389,159.56 $29,440,887.58 6.61% $13,800,000.00 $14,243,965.40 $13,311,801.90 $13,381,426.55 3.00% $6,390,000.00 $6,360,733.80 $5,803,206.30 $5,818,892.86 1.31% $6,300,000.00 $6,272,360.85 $5,726,448.00 $5,734,585.51 1.29% $6,000,000.00 $5,914,175.64 $5,620,326.00 $5,654,007.66 1.27% $6,025,000.00 $6,019,919.00 $5,525,280.15 $5,531,705.62 1.24% $5,860,000.00 $5,902,566.85 $5,515,303.71 $5,527,157.82 1.24% $5,370,000.00 $5,367,658.10 $5,192,599.08 $5,232,188.77 1.17% $4,590,000.00 $4,626,186.10 $4,554,479.35 $4,561,965.66 1.02% $4,865,000.00 $4,843,983.20 $4,380,392.49 $4,391,068.46 0.99% $4,250,000.00 $4,249,952.73 $4,133,797.04 $4,135,274.72 0.93% $4,221,478.13 $4,220,916.96 $4,067,099.34 $4,069,033.10 0.91% $4,179,116.23 $4,178,513.74 $4,019,758.66 $4,021,621.88 0.90% $4,261,000.00 $4,318,200.02 $4,002,660.90 $4,016,003.45 0.90% $4,220,000.00 $4,169,589.90 $3,992,173.69 $4,000,713.46 0.90% $4,145,000.00 $4,136,171.15 $3,957,770.35 $3,960,130.70 0.89% $4,053,000.00 $4,082,630.01 $3,917,765.37 $3,941,374.06 0.88% $4,200,000.00 $4,195,589.30 $3,755,100.48 $3,765,847.18 0.85% $3,685,000.00 $3,682,647.65 $3,555,149.90 $3,589,042.58 0.81% $3,745,000.00 $3,740,955.40 $3,521,554.58 $3,524,118.86 0.79% $3,385,000.00 $3,462,753.45 $3,282,299.10 $3,309,379.10 0.74% $3,309,043.31 $3,308,585.68 $3,200,673.00 $3,201,268.40 0.72% $3,300,000.00 $3,280,243.00 $3,159,778.40 $3,189,082.11 0.72% $3,100,000.00 $3,076,192.60 $2,926,514.71 $2,927,375.82 0.66% $3,075,000.00 $3,056,978.50 $2,906,299.60 $2,924,311.72 0.66% $2,920,654.74 $2,920,370.76 $2,860,943.57 $2,861,816.44 0.64% $2,906,811.52 $2,907,206.63 $2,797,434.56 $2,799,005.53 0.63% Execution Time: 2/2/2023 12:22:03 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
Deere & Company
Amazon.com Inc
GM Financial Automobile Leasing Trust
Hyundai Auto Receivables
Honda ABS
Bank of Montreal Chicago
Northwestern Mutual Glbl
US Bancorp
Caterpillar Inc
Metlife Inc
Paccar Financial
New York Life Global Funding
State of California
Toyota ABS
Toronto Dominion Holdings
Salesforce.com Inc
Charles Schwab Corp/The
Hyundai Auto Lease Securitization
John Deere ABS
Chandler Asset Management Page 82
DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Issuer Report
As of January 31, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
American Express ABS $2,765,000.00 $2,764,388.38 $2,701,184.91 $2,705,350.84 0.61% Guardian Life Global Funding $3,000,000.00 $2,969,700.00 $2,681,469.00 $2,685,187.76 0.60% Toyota Lease Owner Trust $2,565,000.00 $2,564,596.27 $2,482,774.56 $2,484,310.71 0.56% Costco Wholesale Corporation $2,500,000.00 $2,441,975.00 $2,402,492.50 $2,417,700.83 0.54% United Health Group Inc $2,170,000.00 $2,173,243.45 $2,070,986.45 $2,083,602.97 0.47% Mass Mutual Insurance $2,272,000.00 $2,271,369.92 $2,033,585.40 $2,034,721.40 0.46% Prudential Financial Inc $1,975,000.00 $1,972,965.75 $1,843,070.00 $1,846,539.97 0.41% BMW Vehicle Lease Trust $1,840,883.34 $1,840,647.06 $1,794,473.08 $1,794,702.66 0.40% Morgan Stanley $1,600,000.00 $1,511,376.00 $1,503,619.20 $1,512,662.93 0.34% GM Financial Securitized Term Auto Trust $1,440,000.00 $1,439,922.76 $1,363,556.78 $1,364,124.28 0.31% Northern Trust Corp $1,345,000.00 $1,342,821.10 $1,330,675.75 $1,342,780.75 0.30% Verizon Master Trust $1,150,000.00 $1,149,949.40 $1,135,154.16 $1,136,461.33 0.26% Verizon Owner Trust $1,075,790.97 $1,075,565.15 $1,059,353.31 $1,059,508.14 0.24% BMW ABS $1,065,000.00 $1,064,944.62 $1,039,664.61 $1,040,234.39 0.23% National Rural Utilities $940,000.00 $939,746.20 $912,016.20 $916,160.03 0.21% Wal-Mart Stores $785,000.00 $783,516.35 $703,509.15 $706,577.19 0.16% Federated Govt Obligation Money Market Fund $210,460.65 $210,460.65 $210,460.65 $210,460.65 0.05% Nissan ABS $187,375.94 $187,366.05 $186,814.10 $186,974.83 0.04% Mercedes-Benz Auto Lease Trust $46,774.74 $46,772.37 $46,692.46 $46,700.78 0.01% TOTAL $460,719,496.49 $461,186,408.26 $444,189,786.48 $445,497,766.44 100.00% Chandler Asset Management Page 83 Execution Time: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F 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: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F 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: 2/2/2023 12:22:03 PM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 7/31/20068/31/2006 0.744% 0.530% 0.633%9/30/2006 0.559% 0.506% 0.533% 10/31/2006 0.585% 0.445% 0.517%10/31/2006 0.585% 0.445% 0.517%11/30/2006 0.655% 0.488% 0.573%12/31/2006 ‐0.102% 0.203% 0.044% 1/31/2007 0.159% 0.350% 0.250%2/28/2007 1.021% 0.604% 0.798%3/31/2007 0.334% 0.407% 0.372%4/30/2007 0.403% 0.415% 0.409%5/31/2007 ‐0.330% 0.247% ‐0.031%6/30/2007 0.360% 0.413% 0.390%7/31/2007 0.984% 0.429% 0.672%8/31/2007 0.940% 0.464% 0.809%9/30/2007 0.824% 0.415% 0.728% 10/31/2007 0.451% 0.410% 0.443%11/30/2007 1.608% 0.401% 1.392%12/31/2007 0.414% 0.404% 0.413% 1/31/2008 1.952% 0.388% 1.600%2/29/2008 0.908% 0.329% 0.730%3/31/2008 0.102% 0.321% 0.164%4/30/2008 ‐0.683% 0.278% ‐0.482%5/31/2008 ‐0.519% 0.263% ‐0.340%6/30/2008 0.310% 0.237% 0.288%7/31/2008 0.468% 0.237% 0.406%8/31/2008 0.494% 0.232% 0.431%9/30/2008 ‐0.920% 0.227% ‐0.704% 10/31/2008 0.620% 0.231% 0.549%11/30/2008 2.483% 0.208% 2.067%12/31/2008 2.145% 0.206% 1.875% 1/31/2009 ‐0.248% 0.175% ‐0.192%2/28/2009 0.166% 0.141% 0.160%3/31/2009 0.639% 0.153% 0.555%4/30/2009 0.500% 0.132% 0.454%5/31/2009 0.334% 0.134% 0.307%6/30/2009 ‐0.121% 0.114% ‐0.067%7/31/2009 0.518% 0.089% 0.428%8/31/2009 0.662% 0.074% 0.544%9/30/2009 0.353% 0.062% 0.301% 10/31/2009 0.444% 0.054% 0.386%11/30/2009 0.866% 0.050% 0.775% 12/31/2009 ‐1.061% 0.049% ‐0.960%
1/31/2010 0.957% 0.048% 0.855%2/28/2010 0.398% 0.041% 0.322%3/31/2010 ‐0.270% 0.046% ‐0.218%4/30/2010 0.514% 0.048% 0.446%5/31/2010 0.464% 0.047% 0.419%6/30/2010 0.895% 0.042% 0.743%7/31/2010 0.670% 0.049% 0.548%8/31/2010 0.389% 0.043% 0.329%9/30/2010 0.322% 0.041% 0.285% 10/31/2010 0.490% 0.041% 0.444%11/30/2010 ‐0.447% 0.037% ‐0.400% 12/31/2010 ‐0.424% 0.038% ‐0.381%
1/31/2011 0.246% 0.038% 0.227%2/28/2011 ‐0.060% 0.034% ‐0.044%3/31/2011 0.030% 0.037% 0.031%4/30/2011 0.678% 0.050% 0.599%5/31/2011 0.519% 0.036% 0.459%6/30/2011 ‐0.059% 0.032% ‐0.040%7/31/2011 0.658% 0.046% 0.536%8/31/2011 0.423% 0.031% 0.354%9/30/2011 ‐0.178% 0.031% ‐0.143% 10/31/2011 0.293% 0.035% 0.254%11/30/2011 ‐0.053% 0.031% ‐0.038% 12/31/2011 0.307% 0.030% 0.264%
1/31/2012 0.542% 0.035% 0.466%2/29/2012 ‐0.011% 0.030% ‐0.002%3/31/2012 ‐0.125% 0.032% ‐0.095%4/30/2012 0.449% 0.029% 0.372%5/31/2012 0.072% 0.031% 0.064% Portfolio Performance
January 31, 2023
DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 6/30/2012 0.107% 0.030% 0.089%7/31/2012 0.431% 0.029% 0.332%8/31/2012 0.181% 0.030% 0.151%9/30/2012 0.046% 0.028% 0.042% 10/31/2012 ‐0.035% 0.028% ‐0.024%11/30/2012 0.243% 0.026% 0.210%12/31/2012 ‐0.043% 0.028% ‐0.034% 1/31/2013 ‐0.100% 0.023% ‐0.084%2/28/2013 0.218% 0.022% 0.185%3/31/2013 0.056% 0.024% 0.052%4/30/2013 0.225% 0.020% 0.213%5/31/2013 ‐0.474% 0.022% ‐0.442%6/30/2013 ‐0.505% 0.020% ‐0.424%7/31/2013 0.280% 0.022% 0.240%8/31/2013 ‐0.238% 0.023% ‐0.200%9/30/2013 0.493% 0.021% 0.438% 10/31/2013 0.339% 0.021% 0.305%11/30/2013 0.150% 0.022% 0.137%12/31/2013 ‐0.423% 0.025% ‐0.379% 1/31/2014 0.483% 0.018% 0.434%2/28/2014 0.175% 0.018% 0.148%3/31/2014 ‐0.271% 0.020% ‐0.228%4/30/2014 0.274% 0.017% 0.239%5/31/2014 0.380% 0.020% 0.338%6/30/2014 ‐0.058% 0.019% ‐0.047%7/31/2014 ‐0.200% 0.019% ‐0.157%8/31/2014 0.289% 0.021% 0.242%9/30/2014 ‐0.151% 0.020% ‐0.124% 10/31/2014 0.392% 0.020% 0.333%11/30/2014 0.320% 0.021% 0.273%12/31/2014 ‐0.210% 0.023% ‐0.175% 1/31/2015 0.961% 0.023% 0.800%2/28/2015 ‐0.419% 0.020% ‐0.297% 3/31/2015 0.404% 0.024% 0.325%4/30/2015 0.035% 0.021% 0.032%5/31/2015 0.082% 0.025% 0.071%6/30/2015 ‐0.143% 0.024% ‐0.105%7/31/2015 0.166% 0.026% 0.131%8/31/2015 ‐0.009% 0.028% 0.000%9/30/2015 0.490% 0.027% 0.401% 10/31/2015 ‐0.089% 0.027% ‐0.069%11/30/2015 ‐0.240% 0.030% ‐0.201%12/31/2015 ‐0.085% 0.034% ‐0.070% 1/31/2016 0.917% 0.034% 0.836%2/29/2016 0.206% 0.036% 0.180%3/31/2016 0.383% 0.043% 0.333%4/30/2016 0.044% 0.041% 0.043%5/31/2016 ‐0.121% 0.073% ‐0.097%6/30/2016 0.796% 0.048% 0.683%7/31/2016 0.045% 0.020% 0.040%8/31/2016 ‐0.215% 0.052% ‐0.185%9/30/2016 0.105% 0.053% 0.099% 10/31/2016 ‐0.128% 0.054% ‐0.099%
DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 11/30/2016 ‐0.814% 0.055% ‐0.696%
12/31/2016 0.063% 0.074% 0.064%
1/31/2017 0.177% 0.065% 0.163%2/28/2017 0.203% 0.059% 0.175%3/31/2017 0.092% 0.062% 0.086%4/30/2017 0.330% 0.071% 0.282%5/31/2017 0.236% 0.079% 0.205%6/30/2017 ‐0.062% 0.081% ‐0.036% 7/31/2017 0.305% 0.086% 0.259%8/31/2017 0.304% 0.092% 0.269%9/30/2017 ‐0.233% 0.092% ‐0.181% 10/31/2017 ‐0.032% 0.094% ‐0.007%11/30/2017 ‐0.269% 0.096% ‐0.213%12/31/2017 0.026% 0.105% 0.036% 1/31/2018 ‐0.471% 0.123% ‐0.382%
2/28/2018 ‐0.167% 0.108% ‐0.108%3/31/2018 0.219% 0.129% 0.201%4/30/2018 ‐0.200% 0.154% ‐0.132%5/31/2018 0.467% 0.151% 0.405%6/30/2018 ‐0.007% 0.151% 0.030%7/31/2018 ‐0.005% 0.218% 0.043%8/31/2018 0.458% 0.169% 0.419%9/30/2018 ‐0.167% 0.168% ‐0.123% 10/31/2018 0.039% 0.232% 0.062%11/30/2018 0.384% 0.180% 0.357%12/31/2018 0.968% 0.196% 0.882% 1/31/2019 0.514% 0.241% 0.477%2/28/2019 0.166% 0.185% 0.169%3/31/2019 0.774% 0.206% 0.670%4/30/2019 0.192% 0.233% 0.200%5/31/2019 0.822% 0.208% 0.704%6/30/2019 0.687% 0.201% 0.612%7/31/2019 ‐0.046% 0.235% 0.008%8/31/2019 1.074% 0.199% 0.993%9/30/2019 ‐0.144% 0.186% ‐0.113% 10/31/2019 0.331% 0.218% 0.320%11/30/2019 ‐0.005% 0.169% 0.008%12/31/2019 0.194% 0.177% 0.193% 1/31/2020 0.845% 0.202% 0.804%2/29/2020 1.016% 0.150% 0.911%3/31/2020 0.494% 0.151% 0.461%4/30/2020 0.757% 0.172% 0.707%5/31/2020 0.513% 0.115% 0.480%6/30/2020 0.284% 0.102% 0.272%7/31/2020 0.259% 0.098% 0.238%8/31/2020 0.049% 0.066% 0.051%9/30/2020 0.012% 0.056% 0.016% 10/31/2020 ‐0.041% 0.060% ‐0.034%11/30/2020 0.137% 0.048% 0.133%12/31/2020 0.164% 0.047% 0.159% 1/31/2021 ‐0.022% 0.049% ‐0.018%2/28/2021 ‐0.335% 0.031% ‐0.299%3/31/2021 ‐0.129% 0.031% ‐0.117%4/30/2021 0.212% 0.035% 0.195%5/31/2021 0.228% 0.027% 0.213%6/30/2021 ‐0.209% 0.022% ‐0.181%7/31/2021 0.329% 0.024% 0.283%8/31/2021 ‐0.040% 0.019% ‐0.029%9/30/2021 ‐0.253% 0.017% ‐0.208% 10/31/2021 ‐0.464% 0.026% ‐0.378%11/30/2021 ‐0.053% 0.017% ‐0.041%12/31/2021 ‐0.152% 0.018% ‐0.120% 1/31/2022 ‐0.932% 0.025% ‐0.739%2/28/2022 ‐0.504% 0.021% ‐0.372%3/31/2022 ‐1.740% 0.031% ‐1.247% 4/30/2022 ‐0.885% 0.048% ‐0.635%5/31/2022 0.580% 0.059% 0.460%6/30/2022 ‐0.619% 0.070% ‐0.430%7/31/2022 0.761% 0.111% 0.607%8/31/2022 ‐1.094% 0.109% ‐0.816%9/30/2022 ‐1.623% 0.125% ‐1.178% 10/31/2022 ‐0.274% 0.160% ‐0.152%11/30/2022 1.162% 0.165% 0.888%12/31/2022 0.154% 0.182% 0.162% 1/31/2023 0.976% 0.228% 0.757%
DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F
!
! "##$%&'()***+ ,-
./
01
/
21/
3 .
4
5
0
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`abcdefc`fag`f_```cehfcdhag`h_`aecehac`bhgiaebbgbb3ej`ehja egfkh [/l][ml5[,\62[\[nl_jbjciaecjhdgbb GuL&QSEJ"TT'HL&DEr &'
DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F
MONTHLY ACCOUNT STATEMENT
City of Corona Pension Stabilization Trust - Account #10952 JANUARY 1, 2023 THROUGH JANUARY 31, 2023
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: 65E4077E-DC64-4958-AB15-A8ADA649081F
ACCOUNT SUMMARY
Beg. Values
as of 12/31/22
End Values
as of 1/31/23
Market Value 30,225,637 32,486,051
Accrued Interest 0 0
Total Market Value 30,225,637 32,486,051
Income Earned 190,040 115
Cont/WD 0
Par 631,642 631,756
Book Value 30,297,233 30,297,348
Cost Value 30,297,233 30,297,348
TOP ISSUERS
iShares Core S&P 500 ETF 28.8%
iShares Core S&P Mid-Cap ETF 18.0%
Vanguard Small-Cap ETF 15.7%
Vanguard Total Bond Market 13.5%
Vanguard FTSE Developed Markets 8.7%
Vanguard Real Estate ETF 8.0%
Vanguard FTSE Emerging Markets 2.2%
iShares Intl Dev Real Estate ET 2.2%
Total 97.0%
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 January 31, 2023
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 7.48% 8.92% 7.48% N/A N/A N/A N/A N/A N/A Multi Asset Class Index* 4.93% 8.23% 4.93% 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: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F 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 January 31, 2023
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: 65E4077E-DC64-4958-AB15-A8ADA649081F
BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE $30,297,233.48
Acquisition
+ Security Purchases $0.00
+ Money Market Fund Purchases $114.73
+ Money Market Contributions $0.00
+ Security Contributions $0.00
+ Security Transfers $0.00
Total Acquisitions $114.73
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
- Maturities $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 $30,297,348.21
CASH TRANSACTION SUMMARY
BEGINNING BALANCE $357,891.50
Acquisition
Contributions $0.00
Security Sale Proceeds $0.00
Accrued Interest Received $0.00
Interest Received $0.00
Dividend Received $114.73
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 $114.73
Dispositions
Withdrawals $0.00
Security Purchase $0.00
Accrued Interest Paid $0.00
Total Dispositions $0.00
ENDING BOOK VALUE $358,006.23
Reconciliation Summary
As of January 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
Chandler Asset Management Page 3 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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 358,006.23 Various
0.00%
358,006.23
358,006.23
1.00 0.00%
358,006.23
0.00 1.10%
0.00 NR / NR
NR
0.00 0.00
Total Cash 358,006.23 N/A
358,006.23
358,006.23 0.00%
358,006.23
0.00 1.10%
0.00 NR / NR
NR
0.00 0.00
EMERGING MARKET EQUITY
922042858 Vanguard FTSE Emerging Markets ETF
Due 1/31/2023
16,720.00 Various
3.69%
643,691.94
643,691.94
42.23 0.00%
706,085.60
0.00 2.17%
62,393.66
NR / NR
NR
0.00 0.00
Total Emerging Market Equity 16,720.00 3.69%
643,691.94
643,691.94 0.00%
706,085.60
0.00 2.17%
62,393.66
NR / NR
NR
0.00 0.00
INTERNATIONAL EQUITY
921943858 Vanguard ETF FTSE Developed Mkts ETF
Due 1/31/2023
61,510.00 Various
3.91%
2,420,843.73
2,420,843.73
45.76 0.00%
2,814,697.60
0.00 8.66%
393,853.87
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%
2,814,697.60
0.00 8.66%
393,853.87
NR / NR
NR
0.00 0.00
INTERNATIONAL REAL ESTATE
464288489 ISHARES Intl Developed Real Estate ETF
Due 1/31/2023
31,080.00 Various
3.94%
638,726.03
638,726.03
22.51 0.00%
699,610.80
0.00 2.15%
60,884.77
NR / NR
NR
0.00 0.00
Total International Real Estate 31,080.00 3.94%
638,726.03
638,726.03 0.00%
699,610.80
0.00 2.15%
60,884.77
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
408.31
N/A
9,370,714.50
0.00 28.85%
429,732.95
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
9,370,714.50
0.00 28.85%
429,732.95
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 4 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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 1/31/2023
22,080.00 Various
1.60%
5,222,394.96
5,222,394.96
264.29
0.00%
5,835,523.20
0.00 17.96%
613,128.24
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%
5,835,523.20
0.00 17.96%
613,128.24
NR / NR
NR
0.00 0.00
REAL ESTATE
922908553 Vanguard ETF REIT
Due 1/31/2023
28,560.00 Various
3.44%
2,498,115.23
2,498,115.23
91.06 0.00%
2,600,673.60
0.00 8.01%
102,558.37
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%
2,600,673.60
0.00 8.01%
102,558.37
NR / NR
NR
0.00 0.00
SMALL CAP US EQUITY
922908751 Vanguard ETF Small Cap
Due 1/31/2023
25,260.00 Various
1.55%
4,656,753.29
4,656,753.29
202.18
0.00%
5,107,066.80
0.00 15.72%
450,313.51
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%
5,107,066.80
0.00 15.72%
450,313.51
NR / NR
NR
0.00 0.00
US CORE BONDS
921937835 Vanguard ETF Total Bond Index
Due 1/31/2023
59,120.00 Various
2.32%
4,326,313.73
4,326,313.73
74.22 0.00%
4,387,886.40
0.00 13.51%
61,572.67
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%
4,387,886.40
0.00 13.51%
61,572.67
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 5 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Holdings Report
As of January 31, 2023
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 1/31/2023
6,470.00 Various
5.41%
591,521.52
591,521.52
93.63 0.00%
605,786.10
0.00 1.86%
14,264.58
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%
605,786.10
0.00 1.86%
14,264.58
NR / NR
NR
0.00 0.00
TOTAL PORTFOLIO 631,756.23 2.42%
30,297,348.21
30,297,348.21 0.00%
32,486,050.83
0.00 100.00%
2,188,702.62
NR / NR
NR
0.00 0.00
TOTAL MARKET VALUE PLUS ACCRUED 32,486,050.83
Chandler Asset Management Page 6 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Transaction Ledger
As of January 31, 2023
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 01/15/2023 90CASH$00 114.73 Cash Custodial Cash Account 1.000 114.73 0.00 114.73 0.00 Subtotal 114.73 114.73 0.00 114.73 0.00
TOTAL ACQUISITIONS 114.73 114.73 0.00 114.73 0.00
OTHER TRANSACTIONS
Dividend 01/15/2023 90CASH$00 3,936,806.50 Cash Custodial Cash Account 0.000 114.73 0.00 114.73 0.00 Subtotal 3,936,806.50 114.73 0.00 114.73 0.00
TOTAL OTHER TRANSACTIONS 3,936,806.50 114.73 0.00 114.73 0.00 Chandler Asset Management Page 7 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 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 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 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 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 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 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 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 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 922042858 Vanguard
FTSE Emerging Markets ETF
Various
Various
16,720.00
643,691.94
0.00 0.00
643,691.94
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 922908553 Vanguard
ETF REIT
Various
Various
28,560.00
2,498,115.23
0.00 0.00
2,498,115.23
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 Chandler Asset Management Page 8 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Income Earned
As of January 31, 2023
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 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 Total Equity 273,750.00
29,939,341.98
0.00 0.00
29,939,341.98
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00 0.00
CASH & EQUIVALENT
90CASH$00 Cash
Custodial Cash Account
Various
Various
358,006.23
357,891.50
114.73
0.00 358,006.23
0.00 114.73
0.00 114.73
0.00 0.00
0.00 114.73
114.73
Total Cash & Equivalent 358,006.23
357,891.50
114.73
0.00 358,006.23
0.00 114.73
0.00 114.73
0.00 0.00
0.00 114.73 114.73
TOTAL PORTFOLIO 631,756.23
30,297,233.48
114.73
0.00 30,297,348.21
0.00 114.73
0.00 114.73
0.00 0.00
0.00 114.73 114.73
Chandler Asset Management Page 9 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F Cash Flow - no data for this time period
Chandler Asset Management Page 10 Execution Time: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F 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: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F 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: 2/2/2023 2:27:40 AM DocuSign Envelope ID: 65E4077E-DC64-4958-AB15-A8ADA649081F