____________________________________________________________________________________________________________________ Prepared By: Chandler Asset Management
City of Corona
Investment Portfolio Report
Month Ending July 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 July 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
____________________________________
Brett Channing
Assistant City Manager
____________________________________
Kim Sitton
Finance Director
REVIEWED BY:
_____________________________________
Christine Thompson
Accounting Manager
DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037
ACCOUNT SUMMARY
Beg. Values
as of 6/30/23
End Values
as of 7/31/23
Market Value 495,996,061 500,418,938
Accrued Interest 2,478,481 2,121,640
Total Market Value 498,474,541 502,540,578
Income Earned 1,116,371 1,415,909
Cont/WD 2,100,000
Par 516,323,591 520,728,022
Book Value 513,924,113 517,728,619
Cost Value 513,924,113 517,728,619
TOP ISSUERS
Government of United States 45.4%
Local Agency Investment Fund 9.9%
Federal Home Loan Mortgage Corp 9.0%
Federal National Mortgage Assoc 5.9%
Federal Home Loan Bank 2.7%
Inter-American Dev Bank 1.2%
Intl Bank Recon and Development 1.1%
Bank of America Corp 1.1%
Total 76.4%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 1.60
Average Coupon 2.96%
Average Purchase YTM 2.81%
Average Market YTM 4.94%
Average S&P/Moody Rating AA+/Aa1
Average Final Maturity 1.83 yrs
Average Life 1.67 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of July 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: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Investment Type Minimum Rating Max% Max % Issuer Max Maturity Miscellaneous Comment U.S. Treasuries 100% 5 years Complies
Federal Agencies 100% 5 years 20% max agency callable securities Complies Supranational Obligations "AA" rating or higher by a
NRSRO
30% 10% 5 years
Washington D.C. based issuers: IADB, IBRD,
and IFC Complies
Municipal Securities (CA, Local Agency) "A" rating or higher by a NRSRO
25% 5% 5 years Complies
Municipal Securities (CA, Other States) "A" rating or higher by a NRSRO
25% 5% 5 years Complies
Corporate Medium Term Notes "A" rating category or higher by a NRSRO 30% 5% 5 years
U.S. domiciled corporations or U.S. licensed
depository Complies
Asset-Backed, Mortgage-Backed,
Mortgage Pass-Through Securities, and
Collateralized Mortgage Obligations (NonAgency)
"AA" rating category or
better by a NRSRO 20% 5% 5 years
Non-Government issued Complies
Agency Mortgage Securities 100% 5 years Complies
Negotiable Certificates of Deposit (NCD)
"A-1/P-1" or better short
term debt rating; and
"A2/A" or better long term
debt rating;
20% 5% 3 years
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
FDIC Insured Time Deposits (Nonnegotiable CD) 5% Complies Collateralized Time Deposits (Nonnegotiable CD) 5% Complies Banker’s Acceptances 20% 25% 180 days Complies
Commercial Paper
"A-1/P-1" rating for issuer's
Commercial Paper; "A2/A"
or higher rating on long term
debt
40% if AUM
>$100
million
(sunsetting
1/1/26)
5% 270 days
10% max of the outstanding commercial
paper of any single issuer; U.S. domiciled
corporations with assets > $500 million
Complies
Money Market Mutual Funds "AAA" or Highest rating by
two NRSROs
20% 20%
Have an SEC registered investment adviser
with > 5 years experience and AUM >$500
million; 20% max combined Money Market
Mutual Funds and Mutual Funds
Complies
Statement of Compliance
As of July 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: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Mutual Funds "AAA" or Highest rating by
two NRSROs
10%
Have an SEC registered investment adviser
with > 5 years experience and AUM >$500
million; 20% max combined Money Market
Mutual Funds and Mutual Funds
Complies
Local Agency Investment Fund (LAIF) Limit set by LAIF Complies Local Government Investment Pool Complies
Repurchase Agreements 10% 5% 14 days 102% Collateralized 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
DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
44891VAC5 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
347,635.86 06/08/2021
0.34%
347,583.72
347,583.72
99.70 4.84%
346,595.73
50.99 0.07%
(987.99)
Aaa / AAA
NR
0.88 0.07
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
54,035.67 05/18/2020
0.83%
54,031.42
54,031.42
99.66 5.55%
53,851.78
19.69 0.01%
(179.64)
Aaa / AAA
NR
0.96 0.07
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
311,404.42 09/22/2020
0.38%
311,358.67
311,358.67
98.79 5.87%
307,644.84
41.61 0.06%
(3,713.83)
NR / AAA
AAA
1.22 0.22
36262XAC8 GM Financial Auto Lease Trust 2021-3
A2
0.39% Due 10/21/2024
1,139,649.62 08/10/2021
0.39%
1,139,634.12
1,139,634.12
98.86 5.68%
1,126,659.89
135.81
0.22%
(12,974.23)
NR / AAA
AAA
1.23 0.21
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
51,922.31 07/14/2020
0.52%
51,914.40
51,914.40
99.44 5.09%
51,633.62
11.77 0.01%
(280.78)
Aaa / NR
AAA
1.30 0.12
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
339,955.78 09/08/2021
0.34%
339,920.70
339,920.70
99.03 5.61%
336,657.19
18.70 0.07%
(3,263.51)
Aaa / NR
AAA
1.41 0.18
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
206,941.31 10/06/2020
0.36%
206,902.75
206,902.75
99.10 5.75%
205,083.82
32.19 0.04%
(1,818.93)
NR / AAA
AAA
1.46 0.16
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
1,193,104.95 01/11/2022
1.16%
1,193,078.58
1,193,078.58
98.57 5.74%
1,176,013.72
615.11
0.23%
(17,064.86)
Aaa / AAA
NR
1.46 0.31
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
197,389.12 08/04/2020
0.48%
197,347.66
197,347.66
99.47 5.13%
196,349.08
28.35 0.04%
(998.58)
Aaa / NR
AAA
1.56 0.11
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
2,565,000.00 02/23/2022
1.98%
2,564,596.27
2,564,596.27
98.13 5.93%
2,516,996.03
1,536.15
0.50%
(47,600.24)
NR / AAA
AAA
1.56 0.47
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
98.41 5.79%
2,071,437.88
1,222.07
0.41%
(33,544.02)
Aaa / NR
AAA
1.64 0.41
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
721,417.68 01/11/2022
1.11%
721,309.82
721,309.82
98.49 5.71%
710,556.02
132.26
0.14%
(10,753.80)
NR / AAA
AAA
1.65 0.32
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
277,683.05 02/17/2021
0.27%
277,677.97
277,677.97
97.95 5.74%
271,980.83
20.83 0.05%
(5,697.14)
Aaa / NR
AAA
1.73 0.37
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
502,579.56 10/20/2020
0.39%
502,463.83
502,463.83
98.35 5.91%
494,304.59
84.88 0.10%
(8,159.24)
NR / AAA
AAA
1.79 0.30
Chandler Asset Management Page 3 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
1,017,443.22 02/02/2021
0.27%
1,017,254.39
1,017,254.39
98.04 5.69%
997,455.56
117.57
0.20%
(19,798.83)
Aaa / NR
AAA
1.79 0.36
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
719,970.15 04/20/2021
0.38%
719,894.42
719,894.42
97.55 5.94%
702,338.81
121.59
0.14%
(17,555.61)
NR / AAA
AAA
2.13 0.44
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
999,274.89 11/16/2021
0.89%
999,064.24
999,064.24
96.34 5.78%
962,658.46
244.27
0.19%
(36,405.78)
Aaa / NR
AAA
2.48 0.75
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
1,066,842.13 07/13/2021
0.52%
1,066,746.97
1,066,746.97
96.03 6.04%
1,024,505.57
246.56
0.20%
(42,241.40)
Aaa / NR
AAA
2.63 0.72
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
933,091.67 11/09/2021
0.71%
933,071.80
933,071.80
96.19 5.87%
897,526.88
294.44
0.18%
(35,544.92)
NR / AAA
AAA
2.71 0.74
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
713,825.84 11/09/2021
0.75%
713,666.51
713,666.51
96.37 5.85%
687,898.26
234.77
0.14%
(25,768.25)
NR / AAA
AAA
2.79 0.71
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
95.90 5.78%
1,582,358.27
1,378.67
0.32%
(67,393.57)
Aaa / AAA
NR
2.79 1.06
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
97.48 5.62%
1,038,200.34
569.78
0.21%
(26,744.28)
Aaa / AAA
NR
3.07 1.06
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
753,638.30 10/13/2021
0.68%
753,619.08
753,619.08
95.88 5.90%
722,613.27
213.53
0.14%
(31,005.81)
Aaa / AAA
NR
3.13 0.79
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
96.55 5.82%
975,165.10
1,041.42
0.19%
(34,611.49)
Aaa / NR
AAA
3.13 0.99
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
96.42 5.58%
1,301,609.26
1,332.00
0.26%
(48,338.77)
NR / AAA
AAA
3.21 1.08
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
95.78 5.92%
632,146.03
346.50
0.13%
(27,796.62)
NR / AAA
AAA
3.30 0.91
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
96.77 5.35%
2,675,613.08
4,165.93
0.53%
(88,775.30)
NR / AAA
AAA
3.80 1.69
Chandler Asset Management Page 4 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
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
99.05 5.09%
1,139,023.25
1,307.17
0.23%
(10,926.15)
NR / AAA
AAA
3.97 1.02
47800CAC0 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
1,880,000.00 02/22/2023
5.07%
1,879,657.46
1,879,657.46
99.14 5.48%
1,863,895.92
4,186.13
0.37%
(15,761.54)
Aaa / NR
AAA
4.30 2.08
Total ABS 27,747,805.53 1.89%
27,744,478.19
27,744,478.19 5.68%
27,068,773.08
19,750.74
5.39%
(675,705.11)
Aaa / AAA
AAA
2.57 0.83
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
97.83 5.46%
5,380,754.51
20,644.10
1.07%
(359,245.89)
Aaa / AA+
NR
0.87 0.84
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
97.28 5.42%
3,891,116.00
44,083.33
0.78%
(315,644.00)
Aaa / AA+
AAA
1.12 1.07
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
95.71 5.34%
3,350,000.50
16,746.52
0.67%
(214,274.50)
Aaa / AA+
AAA
1.21 1.16
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
94.36 5.27%
4,057,424.10
4,897.22
0.81%
(239,780.90)
Aaa / AA+
AAA
1.39 1.34
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
95.12 5.20%
4,014,215.92
4,571.67
0.80%
(268,662.28)
Aaa / AA+
AAA
1.44 1.38
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
94.72 5.13%
6,227,741.38
46,298.96
1.25%
(342,195.87)
Aaa / AA+
AAA
1.54 1.47
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
92.70 5.10%
4,885,158.25
9,057.81
0.97%
(373,985.55)
Aaa / AA+
AAA
1.73 1.67
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
92.03 5.00%
5,705,860.00
3,788.89
1.14%
(490,871.90)
Aaa / AA+
AAA
1.88 1.82
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
91.54 4.93%
5,766,875.10
656.25
1.15%
(511,024.50)
Aaa / AA+
AAA
1.98 1.92
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
91.18 4.91%
5,730,851.55
10,213.13
1.14%
(529,587.65)
Aaa / AA+
AAA
2.07 2.01
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
90.98 4.85%
5,727,342.08
8,393.34
1.14%
(549,003.97)
Aaa / AA+
AAA
2.15 2.08
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.76 4.86%
5,717,709.91
7,350.00
1.14%
(562,185.09)
Aaa / AA+
AAA
2.27 2.20
Chandler Asset Management Page 5 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
880591EZ1 Tennessee Valley Authority Note
3.875% Due 3/15/2028
3,500,000.00 05/04/2023
3.56%
3,548,755.00
3,548,755.00
98.42 4.26%
3,444,532.00
45,585.07
0.69%
(104,223.00)
Aaa / AA+
AAA
4.63 4.13
Total Agency 68,245,000.00 1.08%
68,760,266.40
68,760,266.40 5.05%
63,899,581.30
222,286.29
12.76%
(4,860,685.10)
Aaa / AA+
AAA
1.85 1.76
CMO
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
845,407.94 05/16/2019
2.57%
878,365.65
878,365.65
99.46 5.59%
840,817.37
496.96
0.17%
(37,548.28)
Aaa / NR
AAA
0.24 0.15
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
93.58 4.93%
1,403,653.50
3,316.25
0.28%
(182,772.28)
NR / NR
AAA
3.07 2.83
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
94.80 4.94%
2,843,970.00
7,800.00
0.57%
(284,467.50)
NR / AAA
AAA
3.16 2.84
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
94.16 4.84%
2,495,343.35
7,163.83
0.50%
12,935.15
Aaa / NR
NR
4.07 3.65
3137FEBQ2 FHLMC K072 A2
3.444% Due 12/25/2027
4,690,000.00 07/20/2023
4.60%
4,471,072.27
4,471,072.27
94.69 4.80%
4,440,848.44
13,460.30
0.89%
(30,223.83)
NR / NR
AAA
4.41 3.92
3137F4D41 FHLMC K074 A2
3.6% Due 1/25/2028
3,000,000.00 03/16/2023
4.93%
2,911,054.69
2,911,054.69
95.26 4.78%
2,857,920.00
1,800.00
0.57%
(53,134.69)
NR / NR
AAA
4.49 3.97
3137FETN0 FHLMC K073 A2
3.35% Due 1/25/2028
6,000,000.00 Various
4.55%
5,707,999.69
5,707,999.69
94.30 4.79%
5,657,772.00
3,350.00
1.13%
(50,227.69)
NR / NR
AAA
4.49 3.98
3137FG6X8 FHLMC K077 A2
3.85% Due 5/25/2028
5,320,000.00 Various
4.60%
5,229,125.01
5,229,125.01
96.19 4.74%
5,117,536.76
3,413.66
1.02%
(111,588.25)
NR / NR
AAA
4.82 4.22
3137FGR31 FHLMC K078 A2
3.854% Due 6/25/2028
1,997,000.00 06/22/2023
4.42%
1,951,677.46
1,951,677.46
96.21 4.73%
1,921,359.63
1,282.74
0.38%
(30,317.83)
NR / NR
AAA
4.91 4.25
Total CMO 29,002,407.94 4.09%
28,346,566.25
28,346,566.25 4.83%
27,579,221.05
42,083.74
5.50%
(767,345.20)
Aaa / AAA
AAA
4.19 3.71
Chandler Asset Management Page 6 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
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
95.53 5.49%
2,961,547.80
861.11
0.59%
(114,644.80)
A2 / A+
NR
0.96 0.93
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
96.09 5.53%
3,459,132.00
20,250.00
0.69%
(138,996.00)
A1 / A
AA1.261.20
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 5.35%
2,492,425.31
12,853.36
0.50%
(132,058.90)
A2 / A
A+
1.28 1.22
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
93.88 5.94%
1,854,135.93
3,469.97
0.37%
(118,829.82)
Aa3 / AAAA1.35
1.30 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
94.70 5.29%
2,556,978.30
1,957.50
0.51%
(139,403.70)
A1 / A+
A+
1.46 1.40
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
94.26 5.62%
3,530,096.92
2,564.28
0.70%
(210,858.48)
Aaa / AA+
AAA
1.46 1.40
90331HPL1 US Bank NA Callable Note Cont
12/21/2024
2.05% Due 1/21/2025
4,145,000.00 01/16/2020
2.10%
4,136,171.15
4,136,171.15
94.85 5.75%
3,931,648.56
2,360.35
0.78%
(204,522.59)
A2 / A+
A+
1.48 1.42
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
96.10 5.30%
2,854,226.43
26,804.25
0.57%
(115,001.37)
A1 / A+
NR
1.69 1.60
78016EZ59 Royal Bank of Canada Note
3.375% Due 4/14/2025
1,270,000.00 04/07/2022
3.39%
1,269,530.10
1,269,530.10
96.46 5.58%
1,225,031.84
12,739.69
0.25%
(44,498.26)
A1 / A
AA1.711.61
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
93.83 5.60%
2,590,629.73
12,769.63
0.52%
(272,030.29)
A2 / AAA1.75
1.67 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
97.02 5.16%
1,416,562.08
10,755.33
0.28%
(41,583.72)
A2 / A
A+
1.79 1.69
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
2.03%
3,299,268.65
3,299,268.65
95.65 5.97%
3,151,746.58
4,525.13
0.63%
(147,522.07)
A1 / AAA1.84
1.75 63743HFE7 National Rural Utilities Note
3.45% Due 6/15/2025
940,000.00 04/27/2022
3.46%
939,746.20
939,746.20
96.39 5.50%
906,048.14
4,143.83
0.18%
(33,698.06)
A2 / AA1.88
1.77 46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
2.17%
1,565,968.20
1,565,968.20
95.49 5.99%
1,494,412.24
1,600.73
0.30%
(71,555.96)
A1 / AAA1.90
1.81 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
97.09 5.62%
2,281,511.60
7,833.33
0.46%
(67,689.40)
Aaa / AA+
AAA
1.92 1.81
Chandler Asset Management Page 7 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
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
89.36 5.76%
2,680,776.00
3,718.76
0.53%
(288,924.00)
Aa1 / AA+
NR
2.36 2.27
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
89.47 5.44%
1,673,171.28
706.44
0.33%
(147,217.62)
Aaa / AA+
AAA
2.46 2.37
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.29%
1,037,330.00
1,037,330.00
94.04 5.75%
940,419.00
5,728.25
0.19%
(96,911.00)
A1 / AAA2.73
1.65 6174468Q5 Morgan Stanley Callable Note Cont
4/28/2025
2.188% Due 4/28/2026
1,600,000.00 05/18/2022
4.99%
1,511,376.00
1,511,376.00
94.09 5.79%
1,505,392.00
9,043.73
0.30%
(5,984.00)
A1 / AA+2.75
1.66 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
90.30 4.77%
4,392,905.26
10,675.97
0.88%
(451,077.94)
A1 / AA
AA2.782.68
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 4.82%
728,772.14
1,954.36
0.15%
(78,832.91)
A2 / A+
A
2.79 2.68
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
89.88 4.94%
2,988,529.95
4,467.97
0.60%
(335,007.05)
A1 / A+
A+
2.88 2.77
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
2.28%
3,007,920.00
3,007,920.00
91.87 5.94%
2,756,004.00
4,616.50
0.55%
(251,916.00)
A1 / AAA2.89
1.81 57629WDE7 Mass Mutual Global funding Note
1.2% Due 7/16/2026
2,272,000.00 08/10/2021
1.21%
2,271,369.92
2,271,369.92
88.50 5.46%
2,010,676.84
1,136.00
0.40%
(260,693.08)
Aa3 / AA+
AA+
2.96 2.83
58989V2D5 Met Tower Global Funding Note
1.25% Due 9/14/2026
1,715,000.00 09/07/2021
1.27%
1,713,422.20
1,713,422.20
87.61 5.64%
1,502,444.62
8,158.16
0.30%
(210,977.58)
Aa3 / AAAA3.13
2.97 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
89.60 4.66%
703,380.41
3,068.04
0.14%
(80,135.94)
Aa2 / AA
AA
3.13 3.00
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
89.13 5.37%
2,214,808.44
2,588.54
0.44%
(267,358.66)
Aa3 / AAAA3.45
3.25 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
90.32 5.46%
1,174,148.30
13,093.89
0.24%
(108,717.70)
A2 / AA3.59
3.32 89114TZT2 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
1,900,000.00 03/09/2022
2.97%
1,884,933.00
1,884,933.00
91.89 5.30%
1,745,970.80
20,836.67
0.35%
(138,962.20)
A1 / A
NR
3.61 3.32
Chandler Asset Management Page 8 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.94%
2,906,255.64
2,906,255.64
94.92 5.59%
2,847,474.00
29,065.16
0.57%
(58,781.64)
A1 / AAA3.73
2.53 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
96.67 4.98%
1,300,148.28
12,105.00
0.26%
(42,672.82)
A2 / A+
A+
3.78 3.42
91324PEG3 United Health Group Inc Callable Note
Cont 4/15/2027
3.7% Due 5/15/2027
1,365,000.00 05/17/2022
3.69%
1,365,638.40
1,365,638.40
96.59 4.69%
1,318,512.21
10,662.16
0.26%
(47,126.19)
A2 / A+
A
3.79 3.46
22160KAM7 Costco Wholesale Corp Callable Note
Cont 2/18/2027
3% Due 5/18/2027
2,500,000.00 07/15/2022
3.53%
2,441,975.00
2,441,975.00
94.72 4.53%
2,367,995.00
15,208.33
0.47%
(73,980.00)
Aa3 / A+
NR
3.80 3.51
89115A2C5 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
1,400,000.00 08/26/2022
4.18%
1,395,310.00
1,395,310.00
96.07 5.25%
1,344,991.20
8,467.04
0.27%
(50,318.80)
A1 / A
NR
3.86 3.48
756109AU8 Realty Income Corp Callable Note Cont
10/15/2027
3.65% Due 1/15/2028
4,500,000.00 Various
4.99%
4,242,810.00
4,242,810.00
94.04 5.16%
4,231,935.00
7,300.00
0.84%
(10,875.00)
A3 / ANR4.46
4.03 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
99.76 4.81%
2,444,149.40
3,555.90
0.49%
(43,556.10)
A2 / A
A+
4.48 3.98
91324PEP3 United Health Group Inc Callable Note
Cont 1/15/2028
5.25% Due 2/15/2028
1,500,000.00 02/16/2023
4.76%
1,532,220.00
1,532,220.00
102.31
4.67%
1,534,669.50
36,312.50
0.31%
2,449.50
A2 / A+
A
4.55 3.86
57636QAW4 MasterCard Inc Callable Note Cont
2/9/28
4.875% Due 3/9/2028
2,090,000.00 03/06/2023
4.90%
2,087,972.70
2,087,972.70
101.05
4.61%
2,111,963.81
40,188.96
0.43%
23,991.11
Aa3 / A+
NR
4.61 3.95
037833ET3 Apple Inc Callable Note Cont 4/10/2028
4% Due 5/10/2028
1,650,000.00 05/08/2023
4.01%
1,649,083.50
1,649,083.50
98.25 4.41%
1,621,179.45
14,850.00
0.33%
(27,904.05)
Aaa / AA+
NR
4.78 4.26
58933YBH7 Merck & Co Callable Note Cont
4/17/2028
4.05% Due 5/17/2028
1,975,000.00 05/08/2023
4.05%
1,975,392.25
1,975,392.25
98.37 4.43%
1,942,716.65
16,441.88
0.39%
(32,675.60)
A1 / A+
NR
4.80 4.27
74340XCG4 Prologis LP Callable Note Cont
5/15/2028
4.875% Due 6/15/2028
2,630,000.00 Various
5.00%
2,616,154.70
2,616,154.70
99.49 4.99%
2,616,592.26
11,752.81
0.52%
437.56
A3 / A
NR
4.88 4.21
Total Corporate 94,796,000.00 2.63%
94,342,480.39
94,342,480.39 5.32%
89,405,859.26
421,191.51
17.87%
(4,936,621.13)
A1 / A+
AA2.762.47
Chandler Asset Management Page 9 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
LAIF
90LAIF$00 Local Agency Investment Fund State
Pool
49,776,879.61 Various
3.44%
49,776,879.61
49,776,879.61
1.00 3.44%
49,776,879.61
123,659.40
9.93%
0.00 NR / NR
NR
0.00 0.00
Total LAIF 49,776,879.61 3.44%
49,776,879.61
49,776,879.61 3.44%
49,776,879.61
123,659.40
9.93%
0.00 NR / NR
NR
0.00 0.00
MONEY MARKET FUND
60934N807 Federated Investors Govt Oblig Fund
Inst.
267,705.27 07/18/2023
4.89%
267,705.27
267,705.27
1.00 4.89%
267,705.27
0.00 0.05%
0.00 Aaa / AAA
AAA
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
497,223.15 Various
4.89%
497,223.15
497,223.15
1.00 4.89%
497,223.15
0.00 0.10%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund 764,928.42 4.89%
764,928.42
764,928.42 4.89%
764,928.42
0.00 0.15%
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
96.52 5.51%
3,267,323.86
27,080.00
0.66%
(195,429.59)
Aa2 / AAAA1.17
1.12 Total Municipal Bonds 3,385,000.00 1.91%
3,462,753.45
3,462,753.45 5.51%
3,267,323.86
27,080.00
0.66%
(195,429.59)
Aa2 / AAAA1.17
1.12 SUPRANATIONAL
459058JL8 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
6,300,000.00 Various
0.59%
6,272,360.85
6,272,360.85
90.89 4.84%
5,726,051.11
8,137.51
1.14%
(546,309.74)
Aaa / AAA
AAA
2.25 2.18
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
90.41 4.67%
5,776,943.40
15,686.56
1.15%
(583,790.40)
Aaa / AAA
AAA
2.72 2.62
Total Supranational 12,690,000.00 0.78%
12,633,094.65
12,633,094.65 4.75%
11,502,994.51
23,824.07
2.29%
(1,130,100.14)
Aaa / AAA
AAA
2.49 2.40
US TREASURY
912797GG6 US Treasury Bill
5.017% Due 8/15/2023
20,000,000.00 05/16/2023
5.15%
19,749,150.00
19,749,150.00
98.75 5.15%
19,749,150.00
211,828.89
3.97%
0.00 P-1 / A-1+
F-1+
0.04 0.04
Chandler Asset Management Page 10 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
912796CQ0 US Treasury Bill
5.085% Due 9/14/2023
21,500,000.00 06/15/2023
5.22%
21,226,681.25
21,226,681.25
98.73 5.22%
21,226,681.25
139,696.25
4.25%
0.00 P-1 / A-1+
F-1+
0.12 0.12
912797FB8 US Treasury Bill
5.252% Due 10/19/2023
50,750,000.00 Various
5.40%
50,076,248.64
50,076,248.64
98.67 5.40%
50,076,248.64
88,846.33
9.98%
0.00 P-1 / A-1+
F-1+
0.22 0.21
912797FU6 US Treasury Bill
5.132% Due 12/14/2023
30,000,000.00 06/15/2023
5.34%
29,225,923.33
29,225,923.33
97.42 5.34%
29,225,923.33
196,726.67
5.85%
0.00 P-1 / A-1+
F-1+
0.37 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
98.59 5.43%
4,929,295.00
63,432.32
0.99%
(192,501.88)
Aaa / AA+
AAA
0.55 0.52
912828X70 US Treasury Note
2% Due 4/30/2024
3,150,000.00 Various
1.79%
3,177,480.46
3,177,480.46
97.53 5.40%
3,072,235.95
15,921.19
0.61%
(105,244.51)
Aaa / AA+
AAA
0.75 0.73
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
96.98 5.42%
4,752,044.50
8,521.74
0.95%
(190,209.41)
Aaa / AA+
AAA
0.92 0.89
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
96.96 5.41%
4,848,240.00
54,782.46
0.98%
(291,994.38)
Aaa / AA+
AAA
1.04 1.00
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
96.35 5.31%
3,853,908.00
22,744.57
0.77%
(236,560.75)
Aaa / AA+
AAA
1.25 1.20
912828ZC7 US Treasury Note
1.125% Due 2/28/2025
7,000,000.00 03/18/2020
0.81%
7,108,007.81
7,108,007.81
93.98 5.13%
6,578,635.00
32,955.16
1.32%
(529,372.81)
Aaa / AA+
AAA
1.58 1.53
91282CED9 US Treasury Note
1.75% Due 3/15/2025
7,000,000.00 04/05/2022
2.65%
6,823,085.94
6,823,085.94
94.81 5.12%
6,636,875.00
46,270.38
1.33%
(186,210.94)
Aaa / AA+
AAA
1.62 1.56
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
91.26 4.89%
5,475,468.00
40.76 1.09%
(403,594.50)
Aaa / AA+
AAA
2.00 1.95
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
90.79 4.78%
2,905,251.20
2,688.52
0.58%
(225,123.80)
Aaa / AA+
AAA
2.17 2.11
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
90.47 4.77%
5,428,128.00
3,790.76
1.08%
(494,997.00)
Aaa / AA+
AAA
2.25 2.19
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
90.48 4.73%
3,438,259.00
2,413.93
0.68%
(293,608.19)
Aaa / AA+
AAA
2.34 2.27
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
89.36 4.48%
1,403,003.81
4,927.58
0.28%
(155,895.80)
Aaa / AA+
AAA
3.09 2.98
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
89.61 4.43%
2,804,774.22
9,204.00
0.56%
(278,398.05)
Aaa / AA+
AAA
3.17 3.05
Chandler Asset Management Page 11 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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
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
90.07 4.44%
2,810,315.04
8,870.38
0.56%
(290,672.46)
Aaa / AA+
AAA
3.25 3.12
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
93.97 4.35%
2,255,344.80
10,672.13
0.45%
(95,811.45)
Aaa / AA+
AAA
3.84 3.57
91282CEW7 US Treasury Note
3.25% Due 6/30/2027
6,650,000.00 Various
3.12%
6,690,380.86
6,690,380.86
96.17 4.32%
6,395,172.00
18,793.48
1.28%
(295,208.86)
Aaa / AA+
AAA
3.92 3.62
91282CFB2 US Treasury Note
2.75% Due 7/31/2027
1,300,000.00 08/22/2022
3.12%
1,277,960.94
1,277,960.94
94.29 4.32%
1,225,809.00
97.15 0.24%
(52,151.94)
Aaa / AA+
AAA
4.00 3.73
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
95.62 4.31%
3,298,927.95
45,117.19
0.67%
(100,589.63)
Aaa / AA+
AAA
4.09 3.73
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
99.34 4.30%
2,781,626.40
38,815.57
0.56%
11,626.39
Aaa / AA+
AAA
4.17 3.74
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
98.46 4.27%
4,529,201.40
30,195.35
0.91%
(98,884.54)
Aaa / AA+
AAA
4.34 3.92
91282CGC9 US Treasury Note
3.875% Due 12/31/2027
7,000,000.00 Various
3.78%
7,028,945.31
7,028,945.31
98.48 4.26%
6,893,362.00
23,586.95
1.38%
(135,583.31)
Aaa / AA+
AAA
4.42 4.00
91282CGH8 US Treasury Note
3.5% Due 1/31/2028
7,000,000.00 02/16/2023
4.05%
6,828,007.81
6,828,007.81
97.00 4.24%
6,789,727.00
665.76
1.35%
(38,280.81)
Aaa / AA+
AAA
4.51 4.11
91282CGP0 US Treasury Note
4% Due 2/29/2028
7,000,000.00 02/23/2023
4.16%
6,949,960.94
6,949,960.94
99.10 4.22%
6,937,112.00
117,173.91
1.40%
(12,848.94)
Aaa / AA+
AAA
4.59 4.08
91282CHE4 US Treasury Note
3.625% Due 5/31/2028
7,000,000.00 06/14/2023
4.00%
6,884,335.94
6,884,335.94
97.61 4.18%
6,832,658.00
42,984.97
1.37%
(51,677.94)
Aaa / AA+
AAA
4.84 4.35
Total US Treasury 234,320,000.00 3.93%
231,897,172.00
231,897,172.00 5.02%
227,153,376.49
1,241,764.35
45.45%
(4,743,795.51)
Aaa / AAA
AAA
1.47 1.37
TOTAL PORTFOLIO 520,728,021.50 3.08%
517,728,619.36
517,728,619.36 4.94%
500,418,937.58
2,121,640.10
100.00%
(17,309,681.78)
Aa1 / AA+
AAA
1.83 1.60
TOTAL MARKET VALUE PLUS ACCRUED 502,540,577.68
Chandler Asset Management Page 12 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/01/2023 60934N807 47,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 47,000.00 0.00 47,000.00 0.00
Purchase 07/05/2023 60934N807 116,776.83 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 116,776.83 0.00 116,776.83 0.00
Purchase 07/07/2023 60934N807 34,287.50 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 34,287.50 0.00 34,287.50 0.00
Purchase 07/11/2023 60934N807 23,296.88 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 23,296.88 0.00 23,296.88 0.00
Purchase 07/13/2023 60934N807 19,575.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 19,575.00 0.00 19,575.00 0.00
Purchase 07/14/2023 60934N807 34,631.25 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 34,631.25 0.00 34,631.25 0.00
Purchase 07/15/2023 60934N807 91,812.50 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 91,812.50 0.00 91,812.50 0.00
Purchase 07/15/2023 90LAIF$00 717,419.25 Local Agency Investment Fund State Pool
1.000 3.26% 717,419.25 0.00 717,419.25 0.00
Purchase 07/16/2023 60934N807 13,632.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 13,632.00 0.00 13,632.00 0.00
Purchase 07/17/2023 60934N807 7,811.13 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 7,811.13 0.00 7,811.13 0.00
Purchase 07/17/2023 60934N807 693.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 693.00 0.00 693.00 0.00
Purchase 07/17/2023 60934N807 2,585.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 2,585.00 0.00 2,585.00 0.00
Purchase 07/17/2023 60934N807 2,497.50 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 2,497.50 0.00 2,497.50 0.00
Purchase 07/17/2023 60934N807 7,849.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 7,849.00 0.00 7,849.00 0.00
Purchase 07/17/2023 60934N807 1,952.67 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 1,952.67 0.00 1,952.67 0.00
Purchase 07/17/2023 60934N807 26,803.70 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 26,803.70 0.00 26,803.70 0.00
Chandler Asset Management Page 13 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/17/2023 60934N807 33,176.97 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 33,176.97 0.00 33,176.97 0.00
Purchase 07/17/2023 60934N807 72,725.33 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 72,725.33 0.00 72,725.33 0.00
Purchase 07/17/2023 60934N807 228,731.56 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 228,731.56 0.00 228,731.56 0.00
Purchase 07/17/2023 60934N807 13,059.88 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 13,059.88 0.00 13,059.88 0.00
Purchase 07/17/2023 60934N807 73,414.98 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 73,414.98 0.00 73,414.98 0.00
Purchase 07/17/2023 60934N807 16,624.33 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 16,624.33 0.00 16,624.33 0.00
Purchase 07/17/2023 60934N807 16,450.93 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 16,450.93 0.00 16,450.93 0.00
Purchase 07/17/2023 60934N807 49,978.86 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 49,978.86 0.00 49,978.86 0.00
Purchase 07/17/2023 60934N807 51,316.27 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 51,316.27 0.00 51,316.27 0.00
Purchase 07/17/2023 60934N807 22,473.37 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 22,473.37 0.00 22,473.37 0.00
Purchase 07/17/2023 60934N807 122,815.02 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 122,815.02 0.00 122,815.02 0.00
Purchase 07/17/2023 60934N807 14,503.43 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 14,503.43 0.00 14,503.43 0.00
Purchase 07/18/2023 60934N807 50,000,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 50,000,000.00 0.00 50,000,000.00 0.00
Purchase 07/18/2023 60934N807 64,312.86 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 64,312.86 0.00 64,312.86 0.00
Purchase 07/20/2023 60934N807 61,743.40 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 61,743.40 0.00 61,743.40 0.00
Purchase 07/20/2023 60934N807 3,332.92 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 3,332.92 0.00 3,332.92 0.00
Chandler Asset Management Page 14 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/20/2023 60934N807 4,189.50 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 4,189.50 0.00 4,189.50 0.00
Purchase 07/20/2023 60934N807 3,565.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 3,565.00 0.00 3,565.00 0.00
Purchase 07/20/2023 60934N807 207,229.25 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 207,229.25 0.00 207,229.25 0.00
Purchase 07/20/2023 60934N807 114,087.17 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 114,087.17 0.00 114,087.17 0.00
Purchase 07/20/2023 912797FB8 50,000,000.00 US Treasury Bill
5.252% Due 10/19/2023
98.672 5.40% 49,336,205.56 0.00 49,336,205.56 0.00
Purchase 07/20/2023 912797FB8 750,000.00 US Treasury Bill
5.252% Due 10/19/2023
98.672 5.40% 740,043.08 0.00 740,043.08 0.00
Purchase 07/21/2023 60934N807 54,298.75 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 54,298.75 0.00 54,298.75 0.00
Purchase 07/21/2023 60934N807 33,714.49 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 33,714.49 0.00 33,714.49 0.00
Purchase 07/21/2023 60934N807 26,476.78 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 26,476.78 0.00 26,476.78 0.00
Purchase 07/25/2023 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
95.332 4.60% 4,471,072.27 10,768.24 4,481,840.51 0.00
Purchase 07/25/2023 60934N807 2,001,319.72 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 2,001,319.72 0.00 2,001,319.72 0.00
Purchase 07/25/2023 60934N807 244,889.18 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 244,889.18 0.00 244,889.18 0.00
Purchase 07/25/2023 60934N807 6,413.70 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 6,413.70 0.00 6,413.70 0.00
Purchase 07/25/2023 60934N807 17,068.33 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 17,068.33 0.00 17,068.33 0.00
Purchase 07/25/2023 60934N807 16,750.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 16,750.00 0.00 16,750.00 0.00
Purchase 07/25/2023 60934N807 7,163.83 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 7,163.83 0.00 7,163.83 0.00
Chandler Asset Management Page 15 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/25/2023 60934N807 2,848.88 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 2,848.88 0.00 2,848.88 0.00
Purchase 07/25/2023 60934N807 3,316.25 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 3,316.25 0.00 3,316.25 0.00
Purchase 07/25/2023 60934N807 7,800.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 7,800.00 0.00 7,800.00 0.00
Purchase 07/25/2023 60934N807 9,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 9,000.00 0.00 9,000.00 0.00
Purchase 07/25/2023 60934N807 96,420.03 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 96,420.03 0.00 96,420.03 0.00
Purchase 07/25/2023 60934N807 86,569.46 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 86,569.46 0.00 86,569.46 0.00
Purchase 07/25/2023 60934N807 55,741.32 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 55,741.32 0.00 55,741.32 0.00
Purchase 07/31/2023 60934N807 147,875.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.89% 147,875.00 0.00 147,875.00 0.00
Subtotal 110,580,019.96 109,687,340.87 10,768.24 109,698,109.11 0.00 Security
Contribution
07/03/2023 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
07/10/2023 90LAIF$00 1,800,000.00 Local Agency Investment Fund State Pool
1.000 1,800,000.00 0.00 1,800,000.00 0.00
Security
Contribution
07/16/2023 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
07/17/2023 90LAIF$00 500,000.00 Local Agency Investment Fund State Pool
1.000 500,000.00 0.00 500,000.00 0.00
Security
Contribution
07/18/2023 90LAIF$00 2,900,000.00 Local Agency Investment Fund State Pool
1.000 2,900,000.00 0.00 2,900,000.00 0.00
Security
Contribution
07/24/2023 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
07/25/2023 90LAIF$00 5,000,000.00 Local Agency Investment Fund State Pool
1.000 5,000,000.00 0.00 5,000,000.00 0.00
Chandler Asset Management Page 16 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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
07/25/2023 90LAIF$00 4,200,000.00 Local Agency Investment Fund State Pool
1.000 4,200,000.00 0.00 4,200,000.00 0.00
Security
Contribution
07/31/2023 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
07/31/2023 90LAIF$00 700,000.00 Local Agency Investment Fund State Pool
1.000 700,000.00 0.00 700,000.00 0.00
Subtotal 19,300,000.00 19,300,000.00 0.00 19,300,000.00 0.00 Short Sale 07/25/2023 60934N807 -4,481,840.51 Federated Investors Govt Oblig Fund Inst.
1.000 -4,481,840.51 0.00 -4,481,840.51 0.00
Subtotal -4,481,840.51 -4,481,840.51 0.00 -4,481,840.51 0.00 TOTAL ACQUISITIONS 125,398,179.45 124,505,500.36 10,768.24 124,516,268.60 0.00
DISPOSITIONS
Closing
Purchase
07/25/2023 60934N807 -4,481,840.51 Federated Investors Govt Oblig Fund Inst.
1.000 -4,481,840.51 0.00 -4,481,840.51 0.00
Subtotal -4,481,840.51 -4,481,840.51 0.00 -4,481,840.51 0.00 Sale 07/20/2023 60934N807 50,076,248.64 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 50,076,248.64 0.00 50,076,248.64 0.00
Sale 07/25/2023 60934N807 4,481,840.51 Federated Investors Govt Oblig Fund Inst.
1.000 4.70% 4,481,840.51 0.00 4,481,840.51 0.00
Sale 07/25/2023 912828X70 1,650,000.00 US Treasury Note 2% Due 4/30/2024
97.488 5.39% 1,608,556.64 7,711.96 1,616,268.60 -47,244.15 Sale 07/25/2023 91282CBR1 650,000.00 US Treasury Note
0.25% Due 3/15/2024
96.824 5.35% 629,357.42 582.88 629,940.30 -19,068.36
Subtotal 56,858,089.15 56,796,003.21 8,294.84 56,804,298.05 -66,312.51 Paydown 07/17/2023 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 07/17/2023 362554AC1 26,361.70 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
100.000 26,361.70 442.00 26,803.70 0.67
Chandler Asset Management Page 17 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/17/2023 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 07/17/2023 43813DAC2 33,117.42 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
100.000 33,117.42 59.55 33,176.97 2.61
Paydown 07/17/2023 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 07/17/2023 44891RAC4 72,543.21 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
100.000 72,543.21 182.12 72,725.33 16.71
Paydown 07/17/2023 44891VAC5 228,573.10 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
100.000 228,573.10 158.46 228,731.56 34.29
Paydown 07/17/2023 44891WAC3 11,895.05 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
100.000 11,895.05 1,164.83 13,059.88 0.26
Paydown 07/17/2023 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 07/17/2023 44933LAC7 73,163.82 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
100.000 73,163.82 251.16 73,414.98 7.70
Paydown 07/17/2023 44935FAD6 16,174.16 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
100.000 16,174.16 450.17 16,624.33 3.61
Paydown 07/17/2023 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 07/17/2023 47787NAC3 16,421.88 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
100.000 16,421.88 29.05 16,450.93 2.50
Paydown 07/17/2023 47789KAC7 14,490.19 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
100.000 14,490.19 13.24 14,503.43 -31.23
Paydown 07/17/2023 47789QAC4 49,495.11 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
100.000 49,495.11 483.75 49,978.86 4.42
Paydown 07/17/2023 47800CAC0 0.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
100.000 0.00 7,849.00 7,849.00 0.00
Chandler Asset Management Page 18 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/17/2023 89236XAC0 51,240.97 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
100.000 51,240.97 75.30 51,316.27 9.55
Paydown 07/17/2023 89238JAC9 21,908.33 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
100.000 21,908.33 565.04 22,473.37 0.47
Paydown 07/17/2023 89240BAC2 122,568.02 Toyota Auto Receivables Owners 2021- A A3
0.26% Due 5/15/2025
100.000 122,568.02 247.00 122,815.02 22.75
Paydown 07/18/2023 43813KAC6 64,197.05 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
100.000 64,197.05 115.81 64,312.86 9.43
Paydown 07/20/2023 36262XAC8 206,791.65 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
100.000 206,791.65 437.60 207,229.25 2.81
Paydown 07/20/2023 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 07/20/2023 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 07/20/2023 92290BAA9 113,965.22 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
100.000 113,965.22 121.95 114,087.17 23.93
Paydown 07/20/2023 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 07/21/2023 43813GAC5 33,644.44 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
100.000 33,644.44 70.05 33,714.49 0.61
Paydown 07/21/2023 43815GAC3 25,725.11 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
100.000 25,725.11 751.67 26,476.78 5.42
Paydown 07/25/2023 05601XAC3 95,671.03 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
100.000 95,671.03 749.00 96,420.03 14.30
Paydown 07/25/2023 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
Chandler Asset Management Page 19 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/25/2023 09690AAC7 86,452.20 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
100.000 86,452.20 117.26 86,569.46 8.92
Paydown 07/25/2023 3137B7MZ9 53,100.45 FHLMC K036 A2Due 10/25/2023 100.000 53,100.45 2,640.87 55,741.32 -2,070.09 Paydown 07/25/2023 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 07/25/2023 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 07/25/2023 3137F4D41 0.00 FHLMC K074 A2
3.6% Due 1/25/2028
100.000 0.00 9,000.00 9,000.00 0.00
Paydown 07/25/2023 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
100.000 0.00 7,163.83 7,163.83 0.00
Paydown 07/25/2023 3137FETN0 0.00 FHLMC K073 A2
3.35% Due 1/25/2028
100.000 0.00 16,750.00 16,750.00 0.00
Paydown 07/25/2023 3137FG6X8 0.00 FHLMC K077 A2
3.85% Due 5/25/2028
100.000 0.00 17,068.33 17,068.33 0.00
Paydown 07/25/2023 3137FGR31 0.00 FHLMC K078 A2
3.854% Due 6/25/2028
100.000 0.00 6,413.70 6,413.70 0.00
Subtotal 1,417,500.11 1,417,500.11 113,962.59 1,531,462.70 -1,930.36 Maturity 07/18/2023 912797FY8 50,000,000.00 US Treasury Bill
4.999% Due 7/18/2023
100.000 49,701,088.05 298,911.95 50,000,000.00 0.00
Subtotal 50,000,000.00 49,701,088.05 298,911.95 50,000,000.00 0.00 Security
Withdrawal
07/05/2023 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
Withdrawal
07/06/2023 90LAIF$00 3,000,000.00 Local Agency Investment Fund State Pool
1.000 3,000,000.00 0.00 3,000,000.00 0.00
Security
Withdrawal
07/06/2023 90LAIF$00 3,600,000.00 Local Agency Investment Fund State Pool
1.000 3,600,000.00 0.00 3,600,000.00 0.00
Security
Withdrawal
07/13/2023 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
Withdrawal
07/20/2023 90LAIF$00 1,500,000.00 Local Agency Investment Fund State Pool
1.000 1,500,000.00 0.00 1,500,000.00 0.00
Chandler Asset Management Page 20 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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
07/20/2023 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
Withdrawal
07/26/2023 90LAIF$00 1,000,000.00 Local Agency Investment Fund State Pool
1.000 1,000,000.00 0.00 1,000,000.00 0.00
Security
Withdrawal
07/26/2023 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
07/27/2023 90LAIF$00 130,000.00 Local Agency Investment Fund State Pool
1.000 130,000.00 0.00 130,000.00 0.00
Security
Withdrawal
07/27/2023 90LAIF$00 470,000.00 Local Agency Investment Fund State Pool
1.000 470,000.00 0.00 470,000.00 0.00
Subtotal 17,200,000.00 17,200,000.00 0.00 17,200,000.00 0.00 TOTAL DISPOSITIONS 120,993,748.75 120,632,750.86 421,169.38 121,053,920.24 -68,242.87
OTHER TRANSACTIONS
Interest 07/01/2023 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 07/07/2023 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 07/11/2023 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 07/13/2023 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 07/14/2023 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 07/14/2023 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 07/15/2023 756109AU8 4,500,000.00 Realty Income Corp Callable Note Cont 10/15/2027
3.65% Due 1/15/2028
0.000 82,125.00 0.00 82,125.00 0.00
Interest 07/15/2023 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
Chandler Asset Management Page 21 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/16/2023 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 07/20/2023 24422EWR6 2,450,000.00 John Deere Capital Corp Note
4.75% Due 1/20/2028
0.000 61,743.40 0.00 61,743.40 0.00
Interest 07/21/2023 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 07/21/2023 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 07/31/2023 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 07/31/2023 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
Interest 07/31/2023 91282CGH8 7,000,000.00 US Treasury Note
3.5% Due 1/31/2028
0.000 122,500.00 0.00 122,500.00 0.00
Subtotal 54,437,000.00 528,152.28 0.00 528,152.28 0.00
Dividend 07/05/2023 60934N807 713,809.21 Federated Investors Govt Oblig Fund Inst.
0.000 116,776.83 0.00 116,776.83 0.00
Dividend 07/15/2023 90LAIF$00 8,306,226,579.66 Local Agency Investment Fund State Pool
0.000 717,419.25 0.00 717,419.25 0.00
Subtotal 8,306,940,388.87 834,196.08 0.00 834,196.08 0.00 TOTAL OTHER TRANSACTIONS 8,361,377,388.87 1,362,348.36 0.00 1,362,348.36 0.00 Chandler Asset Management Page 22 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
037833ET3 Apple Inc
Callable Note Cont 4/10/2028
4% Due 05/10/2028
05/08/2023
05/10/2023
1,650,000.00
1,649,083.50
0.00 0.00
1,649,083.50
9,350.00
0.00 14,850.00
5,500.00
0.00 0.00
0.00 5,500.00
5,500.00
05601XAC3 BMW Vehicle Lease Trust
2022-1 A3
1.1% Due 03/25/2025
01/11/2022
01/19/2022
721,417.68
816,966.55
0.00 95,656.73
721,309.82
149.80
749.00
132.26
731.46
0.00 0.00
0.00 731.46
731.46
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
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
339,955.78
426,363.98
0.00 86,443.28
339,920.70
23.45 117.26
18.70 112.51
0.00 0.00
0.00 112.51
112.51
Chandler Asset Management Page 23 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
24422EWR6 John Deere Capital Corp
Note
4.75% Due 01/20/2028
01/23/2023
01/25/2023
2,450,000.00
2,487,705.50
0.00 0.00
2,487,705.50
55,601.39
61,743.40
3,555.90
9,697.91
0.00 0.00
0.00 9,697.91
9,697.91
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
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
Chandler Asset Management Page 24 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
3137B7MZ9 FHLMC
K036 A2
3.527% Due 10/25/2023
05/16/2019
05/21/2019
845,407.94
933,536.19
0.00 55,170.54
878,365.65
528.17
2,640.87
496.96
2,609.66
0.00 0.00
0.00 2,609.66
2,609.66
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
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
Chandler Asset Management Page 25 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
3137F4D41 FHLMC
K074 A2
3.6% Due 01/25/2028
03/16/2023
03/21/2023
3,000,000.00
2,911,054.69
0.00 0.00
2,911,054.69
1,800.00
9,000.00
1,800.00
9,000.00
0.00 0.00
0.00 9,000.00
9,000.00
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
3137FEBQ2 FHLMC
K072 A2
3.444% Due 12/25/2027
07/20/2023
07/25/2023
4,690,000.00
0.00 4,471,072.27
0.00 4,471,072.27
0.00 (10,768.24)
13,460.30
2,692.06
0.00 0.00
0.00 2,692.06
2,692.06
3137FETN0 FHLMC
K073 A2
3.35% Due 01/25/2028
Various
Various
6,000,000.00
5,707,999.69
0.00 0.00
5,707,999.69
3,350.00
16,750.00
3,350.00
16,750.00
0.00 0.00
0.00 16,750.00
16,750.00
3137FG6X8 FHLMC
K077 A2
3.85% Due 05/25/2028
Various
Various
5,320,000.00
5,229,125.01
0.00 0.00
5,229,125.01
3,413.66
17,068.33
3,413.66
17,068.33
0.00 0.00
0.00 17,068.33
17,068.33
3137FGR31 FHLMC
K078 A2
3.854% Due 06/25/2028
06/22/2023
06/27/2023
1,997,000.00
1,951,677.46
0.00 0.00
1,951,677.46
1,282.74
6,413.70
1,282.74
6,413.70
0.00 0.00
0.00 6,413.70
6,413.70
362554AC1 GM Financial Securitized Term
2021-4 A3
0.68% Due 09/16/2026
10/13/2021
10/21/2021
753,638.30
779,980.11
0.00 26,361.03
753,619.08
221.00
442.00
213.53
434.53
0.00 0.00
0.00 434.53
434.53
Chandler Asset Management - CONFIDENTIAL Page 26 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
36262XAC8 GM Financial Auto Lease Trust
2021-3 A2
0.39% Due 10/21/2024
08/10/2021
08/18/2021
1,139,649.62
1,346,422.96
0.00 206,788.84
1,139,634.12
160.45
437.60
135.81
412.96
0.00 0.00
0.00 412.96
412.96
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
54,035.67
87,146.23
0.00 33,114.81
54,031.42
31.76 59.55
19.69 47.48
0.00 0.00
0.00 47.48
47.48 43813GAC5 Honda Auto Receivables Trust
2021-1 A3
0.27% Due 04/21/2025
02/17/2021
02/24/2021
277,683.05
311,321.80
0.00 33,643.83
277,677.97
23.35 70.05
20.83 67.53
0.00 0.00
0.00 67.53
67.53 43813KAC6 Honda Auto Receivables Trust
2020-3 A3
0.37% Due 10/18/2024
09/22/2020
09/29/2020
311,404.42
375,546.29
0.00 64,187.62
311,358.67
50.18 115.81
41.61 107.24
0.00 0.00
0.00 107.24
107.24
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
999,274.89
1,024,783.93
0.00 25,719.69
999,064.24
250.56
751.67
244.27
745.38
0.00 0.00
0.00 745.38
745.38
Chandler Asset Management Page 27 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
44891RAC4 Hyundai Auto Receivables Trust
2020-C A3
0.38% Due 05/15/2025
10/20/2020
10/28/2020
502,579.56
574,990.33
0.00 72,526.50
502,463.83
97.13 182.12
84.88 169.87
0.00 0.00
0.00 169.87
169.87
44891VAC5 Hyundai Auto Lease Trust
2021-B A3
0.33% Due 06/17/2024
06/08/2021
06/16/2021
347,635.86
576,122.53
0.00 228,538.81
347,583.72
84.51 158.46
50.99 124.94
0.00 0.00
0.00 124.94
124.94
44891WAC3 Hyundai Auto Lease Trust
2022-A A3
1.16% Due 01/15/2025
01/11/2022
01/19/2022
1,193,104.95
1,204,973.37
0.00 11,894.79
1,193,078.58
621.24
1,164.83
615.11
1,158.70
0.00 0.00
0.00 1,158.70
1,158.70
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
719,970.15
793,050.54
0.00 73,156.12
719,894.42
133.95
251.16
121.59
238.80
0.00 0.00
0.00 238.80
238.80
44935FAD6 Hyundai Auto Receivables Trust
2021-C A3
0.74% Due 05/15/2026
11/09/2021
11/17/2021
713,825.84
729,837.06
0.00 16,170.55
713,666.51
240.09
450.17
234.77
444.85
0.00 0.00
0.00 444.85
444.85
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
Chandler Asset Management Page 28 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
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
51,922.31
68,333.78
0.00 16,419.38
51,914.40
15.49 29.05
11.77 25.33
0.00 0.00
0.00 25.33
25.33 47789KAC7 John Deere Owner Trust
2020-A A3
Due 08/15/2024
Various
Various
0.00 14,521.42
0.00 14,521.42
0.00 7.08
13.24 0.00
6.16 0.00
0.00 0.00
6.16 6.16
47789QAC4 John Deere Owner Trust
2021-B A3
0.52% Due 03/16/2026
07/13/2021
07/21/2021
1,066,842.13
1,116,237.66
0.00 49,490.69
1,066,746.97
258.00
483.75
246.56
472.31
0.00 0.00
0.00 472.31
472.31
47800CAC0 John Deere Owner Trust
2023-A A3
5.01% Due 11/15/2027
02/22/2023
03/02/2023
1,880,000.00
1,879,657.46
0.00 0.00
1,879,657.46
4,186.13
7,849.00
4,186.13
7,849.00
0.00 0.00
0.00 7,849.00
7,849.00
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
57636QAW4 MasterCard Inc
Callable Note Cont 2/9/28
4.875% Due 03/09/2028
03/06/2023
03/09/2023
2,090,000.00
2,087,972.70
0.00 0.00
2,087,972.70
31,698.33
0.00 40,188.96
8,490.63
0.00 0.00
0.00 8,490.63
8,490.63
Chandler Asset Management Page 29 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
58933YBH7 Merck & Co
Callable Note Cont 4/17/2028
4.05% Due 05/17/2028
05/08/2023
05/17/2023
1,975,000.00
1,975,392.25
0.00 0.00
1,975,392.25
9,776.25
0.00 16,441.88
6,665.63
0.00 0.00
0.00 6,665.63
6,665.63
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
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
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
Chandler Asset Management Page 30 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
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
74340XCG4 Prologis LP
Callable Note Cont 5/15/2028
4.875% Due 06/15/2028
Various
Various
2,630,000.00
2,616,154.70
0.00 0.00
2,616,154.70
1,068.44
0.00 11,752.81
10,684.37
0.00 0.00
0.00 10,684.37
10,684.37
756109AU8 Realty Income Corp
Callable Note Cont 10/15/2027
3.65% Due 01/15/2028
Various
Various
4,500,000.00
4,242,810.00
0.00 0.00
4,242,810.00
75,737.50
82,125.00
7,300.00
13,687.50
0.00 0.00
0.00 13,687.50
13,687.50
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
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
880591EZ1 Tennessee Valley Authority
Note
3.875% Due 03/15/2028
05/04/2023
05/05/2023
3,500,000.00
3,548,755.00
0.00 0.00
3,548,755.00
34,282.99
0.00 45,585.07
11,302.08
0.00 0.00
0.00 11,302.08
11,302.08
Chandler Asset Management Page 31 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
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
206,941.31
258,134.17
0.00 51,231.42
206,902.75
40.16 75.30
32.19 67.33
0.00 0.00
0.00 67.33
67.33 89238JAC9 Toyota Auto Receivables Trust
2021-D A3
0.71% Due 04/15/2026
11/09/2021
11/15/2021
933,091.67
954,979.66
0.00 21,907.86
933,071.80
301.36
565.04
294.44
558.12
0.00 0.00
0.00 558.12
558.12
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
1,017,443.22
1,139,799.66
0.00 122,545.27
1,017,254.39
131.73
247.00
117.57
232.84
0.00 0.00
0.00 232.84
232.84
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
Chandler Asset Management Page 32 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
15,163.04
0.00 22,744.57
7,581.53
0.00 0.00
0.00 7,581.53
7,581.53
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
51,657.46
0.00 63,432.32
11,774.86
0.00 0.00
0.00 11,774.86
11,774.86
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
44,613.26
0.00 54,782.46
10,169.20
0.00 0.00
0.00 10,169.20
10,169.20
912828X70 US Treasury
Note
2% Due 04/30/2024
Various
Various
3,150,000.00
4,833,281.25
0.00 1,655,800.79
3,177,480.46
16,173.92
7,711.96
15,921.19
7,459.23
0.00 0.00
0.00 7,459.23
7,459.23
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
266.30
0.00 8,521.74
8,255.44
0.00 0.00
0.00 8,255.44
8,255.44
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
26,321.33
0.00 32,955.16
6,633.83
0.00 0.00
0.00 6,633.83
6,633.83
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
6,256.91
7,500.00
40.76 1,283.85
0.00 0.00
0.00 1,283.85
1,283.85
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
2,010.93
0.00 2,688.52
677.59
0.00 0.00
0.00 677.59
677.59
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
2,527.17
0.00 3,790.76
1,263.59
0.00 0.00
0.00 1,263.59
1,263.59
Chandler Asset Management Page 33 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
1,206.97
0.00 2,413.93
1,206.96
0.00 0.00
0.00 1,206.96
1,206.96
91282CBR1 US Treasury
Note
Due 03/15/2024
03/30/2021
03/31/2021
0.00 648,425.78
0.00 648,425.78
0.00 476.90
582.88
0.00 105.98
0.00 0.00
0.00 105.98
105.98
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
3,935.67
0.00 4,927.58
991.91
0.00 0.00
0.00 991.91
991.91
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
6,884.29
0.00 9,204.00
2,319.71
0.00 0.00
0.00 2,319.71
2,319.71
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
5,913.59
0.00 8,870.38
2,956.79
0.00 0.00
0.00 2,956.79
2,956.79
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
35,951.09
0.00 46,270.38
10,319.29
0.00 0.00
0.00 10,319.29
10,319.29
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
5,336.07
0.00 10,672.13
5,336.06
0.00 0.00
0.00 5,336.06
5,336.06
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
587.30
0.00 18,793.48
18,206.18
0.00 0.00
0.00 18,206.18
18,206.18
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
14,912.29
17,875.00
97.15 3,059.86
0.00 0.00
0.00 3,059.86
3,059.86
Chandler Asset Management Page 34 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
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
36,035.16
0.00 45,117.19
9,082.03
0.00 0.00
0.00 9,082.03
9,082.03
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
29,032.78
0.00 38,815.57
9,782.79
0.00 0.00
0.00 9,782.79
9,782.79
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
15,097.68
0.00 30,195.35
15,097.67
0.00 0.00
0.00 15,097.67
15,097.67
91282CGC9 US Treasury
Note
3.875% Due 12/31/2027
Various
Various
7,000,000.00
7,028,945.31
0.00 0.00
7,028,945.31
737.10
0.00 23,586.95
22,849.85
0.00 0.00
0.00 22,849.85
22,849.85
91282CGH8 US Treasury
Note
3.5% Due 01/31/2028
02/16/2023
02/17/2023
7,000,000.00
6,828,007.81
0.00 0.00
6,828,007.81
102,196.13
122,500.00
665.76
20,969.63
0.00 0.00
0.00 20,969.63
20,969.63
91282CGP0 US Treasury
Note
4% Due 02/29/2028
02/23/2023
02/28/2023
7,000,000.00
6,949,960.94
0.00 0.00
6,949,960.94
93,586.96
0.00 117,173.91
23,586.95
0.00 0.00
0.00 23,586.95
23,586.95
91282CHE4 US Treasury
Note
3.625% Due 05/31/2028
06/14/2023
06/20/2023
7,000,000.00
6,884,335.94
0.00 0.00
6,884,335.94
21,492.49
0.00 42,984.97
21,492.48
0.00 0.00
0.00 21,492.48
21,492.48
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
Chandler Asset Management Page 35 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
91324PEP3 United Health Group Inc
Callable Note Cont 1/15/2028
5.25% Due 02/15/2028
02/16/2023
02/21/2023
1,500,000.00
1,532,220.00
0.00 0.00
1,532,220.00
29,750.00
0.00 36,312.50
6,562.50
0.00 0.00
0.00 6,562.50
6,562.50
92290BAA9 Verizon Owner Trust
2020-B A
0.47% Due 02/20/2025
08/04/2020
08/12/2020
197,389.12
311,288.95
0.00 113,941.29
197,347.66
44.71 121.95
28.35 105.59
0.00 0.00
0.00 105.59
105.59
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 347,936,213.47
346,161,392.88
4,471,072.27
3,723,657.04
346,908,808.11
1,389,615.31
639,641.47
1,360,882.56
610,908.72
0.00 0.00
0.00 610,908.72 610,908.72
CASH & EQUIVALENT
60934N807 Federated Investors
Govt Oblig Fund Inst.
Various
Various
764,928.42
900,416.86
49,940,760.20
50,076,248.64
764,928.42
0.00 116,776.83
0.00 116,776.83
0.00 0.00
0.00 116,776.83
116,776.83
912796CQ0 US Treasury
Bill
5.085% Due 09/14/2023
06/15/2023
06/16/2023
21,500,000.00
21,226,681.25
0.00 0.00
21,226,681.25
45,553.13
0.00 139,696.25
94,143.12
0.00 0.00
0.00 94,143.12
94,143.12
912797FB8 US Treasury
Bill
5.252% Due 10/19/2023
Various
07/20/2023
50,750,000.00
0.00 50,076,248.64
0.00 50,076,248.64
0.00 0.00
88,846.33
88,846.33
0.00 0.00
0.00 88,846.33
88,846.33
Chandler Asset Management Page 36 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
912797FU6 US Treasury
Bill
5.132% Due 12/14/2023
06/15/2023
06/16/2023
30,000,000.00
29,225,923.33
0.00 0.00
29,225,923.33
64,150.00
0.00 196,726.67
132,576.67
0.00 0.00
0.00 132,576.67
132,576.67
912797FY8 US Treasury
Bill
Due 07/18/2023
Various
Various
0.00 49,701,088.05
0.00 49,701,088.05
0.00 180,884.73
298,911.95
0.00 118,027.22
0.00 0.00
0.00 118,027.22
118,027.22
912797GG6 US Treasury
Bill
5.017% Due 08/15/2023
05/16/2023
05/17/2023
20,000,000.00
19,749,150.00
0.00 0.00
19,749,150.00
125,425.00
0.00 211,828.89
86,403.89
0.00 0.00
0.00 86,403.89
86,403.89
Total Cash & Equivalent 123,014,928.42
120,803,259.49
100,017,008.84
99,777,336.69
121,042,931.64
416,012.86
415,688.78
637,098.14
636,774.06
0.00 0.00
0.00 636,774.06 636,774.06
LOCAL AGENCY INVESTMENT FUND
90LAIF$00 Local Agency Investment Fund
State Pool
01/15/2022
01/15/2022
49,776,879.61
46,959,460.36
20,017,419.25
17,200,000.00
49,776,879.61
672,852.33
717,419.25
123,659.40
168,226.32
0.00 0.00
0.00 168,226.32
168,226.32
Total Local Agency Investment Fund 49,776,879.61
46,959,460.36
20,017,419.25
17,200,000.00
49,776,879.61
672,852.33
717,419.25
123,659.40
168,226.32
0.00 0.00
0.00 168,226.32 168,226.32
TOTAL PORTFOLIO 520,728,021.50
513,924,112.73
124,505,500.36
120,700,993.73
517,728,619.36
2,478,480.50
1,772,749.50
2,121,640.10
1,415,909.10
0.00 0.00
0.00 1,415,909.10 1,415,909.10
Chandler Asset Management Page 37 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/01/2023 Paydown 3137B7MZ9 845,407.94 FHLMC K036 A2
3.527% Due 10/25/2023
244,304.52 143.61 244,448.13
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 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
0.00 59,375.00 59,375.00
08/15/2023 Interest 91324PEP3 1,500,000.00 United Health Group Inc Callable Note Cont 1/15/2028
5.25% Due 2/15/2028
0.00 39,375.00 39,375.00
08/15/2023 Interest 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
0.00 68,750.00 68,750.00
08/15/2023 Maturity 912797GG6 20,000,000.00 US Treasury Bill
5.017% Due 8/15/2023
19,749,150.00 250,850.00 20,000,000.00
08/15/2023 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
131,888.16 1,153.33 133,041.49
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 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,600.84 440.19 40,041.03
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 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,849.09 552.08 49,401.17
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 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,718.14 159.15 71,877.29
08/15/2023 Paydown 44891VAC5 347,635.86 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
173,809.96 95.60 173,905.56
08/15/2023 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
71,891.78 227.99 72,119.77
08/15/2023 Paydown 47787NAC3 51,922.31 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
8,645.25 22.07 8,667.32
Chandler Asset Management Page 38 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,295.67 462.30 53,757.97
08/15/2023 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,035.80 220.45 127,256.25
08/15/2023 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
32,446.36 7,849.00 40,295.36
08/15/2023 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,486.08 36.92 4,523.00
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 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,877.10 60.36 11,937.46
08/16/2023 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,598.46 427.06 38,025.52
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 311,404.42 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,815.10 96.02 77,911.12
08/19/2023 Paydown 3137BSRE5 0.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
08/19/2023 Paydown 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
08/19/2023 Paydown 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
08/20/2023 Paydown 36262XAC8 1,139,649.62 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
189,846.65 370.39 190,217.04
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 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,352.33 77.31 10,429.64
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 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 39 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/21/2023 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,681.03 62.48 34,743.51
08/21/2023 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,483.06 732.80 53,215.86
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 Interest 3137B7MZ9 845,407.94 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 1,766.74 1,766.74
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 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
82,483.67 17,068.34 99,552.01
08/25/2023 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
50,533.27 9,000.00 59,533.27
08/25/2023 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
08/25/2023 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
08/25/2023 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
08/25/2023 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
88,802.82 661.30 89,464.12
08/25/2023 Paydown 09690AAC7 339,955.78 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
67,958.30 93.49 68,051.79
08/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
08/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
08/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
08/31/2023 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 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 40 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
08/31/2023 Interest 91282CGP0 7,000,000.00 US Treasury Note 4% Due 2/29/2028
0.00 140,000.00 140,000.00
AUG 2023 21,461,553.44 863,054.37 22,324,607.81
09/01/2023 Paydown 3137B7MZ9 845,407.94 FHLMC K036 A2
3.527% Due 10/25/2023
502,592.68 295.44 502,888.12
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
09/09/2023 Interest 57636QAW4 2,090,000.00 MasterCard Inc Callable Note Cont 2/9/28
4.875% Due 3/9/2028
0.00 50,943.75 50,943.75
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
09/14/2023 Maturity 912796CQ0 21,500,000.00 US Treasury Bill
5.085% Due 9/14/2023
21,226,681.25 273,318.75 21,500,000.00
09/15/2023 Interest 91282CED9 7,000,000.00 US Treasury Note
1.75% Due 3/15/2025
0.00 61,250.00 61,250.00
09/15/2023 Interest 880591EZ1 3,500,000.00 Tennessee Valley Authority Note
3.875% Due 3/15/2028
0.00 62,161.46 62,161.46
09/15/2023 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,834.75 56.89 11,891.64
09/15/2023 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,489.14 33.86 4,523.00
09/15/2023 Paydown 44891RAC4 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,744.44 136.44 71,880.88
09/15/2023 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
32,581.82 7,713.54 40,295.36
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
Chandler Asset Management Page 41 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,877.99 523.18 49,401.17
09/15/2023 Paydown 44891VAC5 347,635.86 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
173,825.90 47.80 173,873.70
09/15/2023 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,607.44 415.77 40,023.21
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
09/15/2023 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 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
132,057.42 1,025.84 133,083.26
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 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
71,915.15 205.22 72,120.37
09/15/2023 Paydown 47787NAC3 51,922.31 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
8,648.64 18.39 8,667.03
09/15/2023 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,300.56 439.20 53,739.76
09/15/2023 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,077.09 192.92 127,270.01
09/16/2023 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,607.22 405.76 38,012.98
09/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,073.04 693.00 30,766.04
09/17/2023 Interest 931142ER0 785,000.00 Wal-Mart Stores Callable Note Cont 08/17/2026
1.05% Due 9/17/2026
0.00 4,121.25 4,121.25
09/18/2023 Paydown 43813KAC6 311,404.42 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,839.10 72.02 77,911.12
09/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
09/20/2023 Paydown 36262XAC8 1,139,649.62 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
189,884.62 308.69 190,193.31
Chandler Asset Management Page 42 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
259,114.70 3,332.92 262,447.62
09/20/2023 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,356.38 73.26 10,429.64
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
09/21/2023 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,689.41 54.68 34,744.09
09/21/2023 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,495.31 694.31 53,189.62
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 845,407.94 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 289.54 289.54
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 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 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
82,786.11 16,803.70 99,589.81
09/25/2023 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,192.07 579.90 89,771.97
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 339,955.78 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
67,974.72 74.80 68,049.52
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
09/25/2023 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
09/25/2023 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
09/25/2023 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
50,711.40 8,848.40 59,559.80
Chandler Asset Management Page 43 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
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
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
SEP 2023 23,487,958.35 773,475.07 24,261,433.42
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 845,407.94 FHLMC K036 A2
3.527% Due 10/25/2023
98,510.74 57.91 98,568.65
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 51,922.31 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
8,652.02 14.72 8,666.74
10/15/2023 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,305.44 416.11 53,721.55
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 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,492.21 30.79 4,523.00
10/15/2023 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
132,226.89 898.19 133,125.08
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 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,614.04 391.35 40,005.39
Chandler Asset Management Page 44 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 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 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,791.96 53.44 11,845.40
10/15/2023 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,118.39 165.39 127,283.78
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 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,906.91 494.26 49,401.17
10/15/2023 Paydown 44891RAC4 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,770.75 113.72 71,884.47
10/15/2023 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
71,938.52 182.45 72,120.97
10/15/2023 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
32,717.85 7,577.51 40,295.36
10/16/2023 Dividend 90LAIF$00 1,358,821,979.16 Local Agency Investment Fund State Pool 0.00 123,132.31 123,132.31 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
10/16/2023 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,616.00 384.45 38,000.45
10/18/2023 Paydown 43813KAC6 311,404.42 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,863.10 48.02 77,911.12
10/19/2023 Maturity 912797FB8 50,750,000.00 US Treasury Bill
5.252% Due 10/19/2023
50,076,248.64 673,751.36 50,750,000.00
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 36262XAC8 1,139,649.62 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
189,922.60 246.97 190,169.57
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 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,360.44 69.20 10,429.64
Chandler Asset Management Page 45 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 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
10/21/2023 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,697.80 46.87 34,744.67
10/21/2023 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,507.55 655.82 53,163.37
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 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
112,900.38 2,848.88 115,749.26
10/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
10/25/2023 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
50,890.15 8,696.27 59,586.42
10/25/2023 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
10/25/2023 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
10/25/2023 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
10/25/2023 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,583.03 498.14 90,081.17
10/25/2023 Paydown 09690AAC7 339,955.78 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
67,991.15 56.11 68,047.26
10/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
Chandler Asset Management Page 46 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2023 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
83,089.66 16,538.09 99,627.75
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 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
10/31/2023 Interest 912828X70 3,150,000.00 US Treasury Note 2% Due 4/30/2024
0.00 31,500.00 31,500.00
OCT 2023 51,995,754.31 1,294,297.54 53,290,051.85
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 037833ET3 1,650,000.00 Apple Inc Callable Note Cont 4/10/2028 4% Due 5/10/2028
0.00 33,000.00 33,000.00
11/10/2023 Interest 665859AW4 1,345,000.00 Northern Trust Company Callable Note Cont 4/10/2027
4% Due 5/10/2027
0.00 26,900.00 26,900.00
11/12/2023 Interest 023135BX3 4,865,000.00 Amazon.com Inc Callable Note Cont 4/12/2026 1% Due 5/12/2026
0.00 24,325.00 24,325.00
11/13/2023 Interest 14913R2V8 1,460,000.00 Caterpillar Financial Service Note
3.4% Due 5/13/2025
0.00 24,820.00 24,820.00
Chandler Asset Management Page 47 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2023 Interest 91324PEC2 805,000.00 United Health Group Inc Callable Note Cont 4/15/2026
1.15% Due 5/15/2026
0.00 4,628.75 4,628.75
11/15/2023 Interest 91324PEG3 1,365,000.00 United Health Group Inc Callable Note Cont 4/15/2027
3.7% Due 5/15/2027
0.00 25,252.50 25,252.50
11/15/2023 Paydown 44891RAC4 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,797.06 90.99 71,888.05
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 51,922.31 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
8,655.41 11.04 8,666.45
11/15/2023 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,310.32 393.01 53,703.33
11/15/2023 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,159.70 137.85 127,297.55
11/15/2023 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,495.28 27.72 4,523.00
11/15/2023 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,620.64 366.92 39,987.56
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 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
32,854.45 7,440.91 40,295.36
11/15/2023 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,748.72 50.00 11,798.72
11/15/2023 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
132,396.58 770.37 133,166.95
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 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
71,961.90 159.67 72,121.57
Chandler Asset Management Page 48 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,935.85 465.32 49,401.17
11/16/2023 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,624.78 363.13 37,987.91
11/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,337.26 629.71 30,966.97
11/17/2023 Interest 58933YBH7 1,975,000.00 Merck & Co Callable Note Cont 4/17/2028
4.05% Due 5/17/2028
0.00 39,993.75 39,993.75
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 311,404.42 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,887.10 24.02 77,911.12
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 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 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,364.50 65.14 10,429.64
11/20/2023 Paydown 36262XAC8 1,139,649.62 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
189,960.58 185.25 190,145.83
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
11/21/2023 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,706.19 39.06 34,745.25
11/21/2023 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,519.80 617.31 53,137.11
11/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
11/25/2023 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
51,069.54 8,543.60 59,613.14
11/25/2023 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
Chandler Asset Management Page 49 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 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 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 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,975.70 416.02 90,391.72
11/25/2023 Paydown 09690AAC7 339,955.78 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
68,007.58 37.41 68,044.99
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 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
11/25/2023 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
83,394.33 16,271.51 99,665.84
11/25/2023 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
11/30/2023 Interest 91282CHE4 7,000,000.00 US Treasury Note
3.625% Due 5/31/2028
0.00 126,875.00 126,875.00
11/30/2023 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
11/30/2023 Interest 91282CFZ9 4,600,000.00 US Treasury Note
3.875% Due 11/30/2027
0.00 89,125.00 89,125.00
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 2,203,783.16 700,173.18 2,903,956.34
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
Chandler Asset Management Page 50 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
12/14/2023 Maturity 912797FU6 30,000,000.00 US Treasury Bill
5.132% Due 12/14/2023
29,225,923.33 774,076.67 30,000,000.00
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 Interest 74340XCG4 2,630,000.00 Prologis LP Callable Note Cont 5/15/2028
4.875% Due 6/15/2028
0.00 59,476.36 59,476.36
12/15/2023 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
32,991.62 7,303.74 40,295.36
12/15/2023 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,498.35 24.65 4,523.00
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 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,705.04 46.58 11,751.62
12/15/2023 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,201.04 110.29 127,311.33
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 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,823.38 68.26 71,891.64
12/15/2023 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
71,985.29 136.88 72,122.17
12/15/2023 Paydown 47787NAC3 51,922.31 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
8,658.80 7.36 8,666.16
12/15/2023 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,315.21 369.91 53,685.12
12/15/2023 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
132,566.49 642.38 133,208.87
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 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,627.24 342.49 39,969.73
Chandler Asset Management Page 51 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 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 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,964.80 436.37 49,401.17
12/16/2023 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,633.56 341.81 37,975.37
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
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 36262XAC8 1,139,649.62 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
189,998.58 123.51 190,122.09
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 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,368.56 61.08 10,429.64
12/21/2023 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,714.57 31.25 34,745.82
12/21/2023 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,532.05 578.80 53,110.85
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
Chandler Asset Management Page 52 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/25/2023 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
83,700.10 16,003.96 99,704.06
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
12/25/2023 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,370.10 333.54 90,703.64
12/25/2023 Paydown 09690AAC7 339,955.78 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
68,024.01 18.71 68,042.72
12/25/2023 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
51,249.56 8,390.39 59,639.95
12/25/2023 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
12/25/2023 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
12/25/2023 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
12/31/2023 Interest 91282CEW7 6,650,000.00 US Treasury Note
3.25% Due 6/30/2027
0.00 108,062.50 108,062.50
12/31/2023 Interest 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
0.00 49,000.00 49,000.00
12/31/2023 Interest 91282CGC9 7,000,000.00 US Treasury Note
3.875% Due 12/31/2027
0.00 135,625.00 135,625.00
DEC 2023 31,349,209.62 1,488,180.37 32,837,389.99
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
01/11/2024 Interest 59217GER6 2,485,000.00 Metlife Note
1.875% Due 1/11/2027
0.00 23,296.88 23,296.88
Chandler Asset Management Page 53 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 756109AU8 4,500,000.00 Realty Income Corp Callable Note Cont 10/15/2027
3.65% Due 1/15/2028
0.00 82,125.00 82,125.00
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 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,660.92 43.16 11,704.08
01/15/2024 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,242.38 82.73 127,325.11
01/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,501.42 21.58 4,523.00
01/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,320.10 346.80 53,666.90
01/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,633.85 318.05 39,951.90
01/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,129.36 7,166.00 40,295.36
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 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,849.72 45.51 71,895.23
01/15/2024 Paydown 47787NAC3 51,922.31 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
8,662.19 3.68 8,665.87
01/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,993.77 407.40 49,401.17
01/15/2024 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
132,736.61 514.24 133,250.85
Chandler Asset Management Page 54 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 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 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 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,008.68 114.09 72,122.77
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 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
01/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,642.34 320.48 37,962.82
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 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 1,139,649.62 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
190,036.58 61.76 190,098.34
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 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,372.62 57.02 10,429.64
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
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 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,722.96 23.44 34,746.40
01/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,544.32 540.27 53,084.59
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
Chandler Asset Management Page 55 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
51,430.21 8,236.64 59,666.85
01/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
01/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
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
01/25/2024 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,766.22 250.70 91,016.92
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 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
84,007.00 15,735.42 99,742.42
01/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
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
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
01/31/2024 Interest 91282CGH8 7,000,000.00 US Treasury Note
3.5% Due 1/31/2028
0.00 122,500.00 122,500.00
JAN 2024 2,118,620.94 638,724.80 2,757,345.74
02/12/2024 Interest 3137EAEP0 6,575,000.00 FHLMC Note
1.5% Due 2/12/2025
0.00 49,312.50 49,312.50
02/15/2024 Interest 91324PEP3 1,500,000.00 United Health Group Inc Callable Note Cont 1/15/2028
5.25% Due 2/15/2028
0.00 39,375.00 39,375.00
02/15/2024 Interest 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
0.00 59,375.00 59,375.00
02/15/2024 Maturity 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
5,000,000.00 68,750.00 5,068,750.00
Chandler Asset Management Page 56 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/15/2024 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
132,906.96 385.93 133,292.89
02/15/2024 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,032.08 91.29 72,123.37
02/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,640.46 293.61 39,934.07
02/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
49,022.76 378.41 49,401.17
02/15/2024 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
02/15/2024 Paydown 44891RAC4 502,579.56 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
71,876.07 22.76 71,898.83
02/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
66,937.80 2,126.95 69,064.75
02/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,678.84 1,631.38 43,310.22
02/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,504.50 18.50 4,523.00
02/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
80,513.48 2,085.93 82,599.41
02/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,324.99 323.70 53,648.69
02/15/2024 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,283.72 55.17 127,338.89
02/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,267.67 7,027.69 40,295.36
02/15/2024 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,616.35 39.76 11,656.11
02/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,737.94 533.73 31,271.67
02/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,651.13 299.15 37,950.28
02/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
66,189.54 3,360.45 69,549.99
Chandler Asset Management Page 57 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/20/2024 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
320,418.08 2,623.47 323,041.55
02/20/2024 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
264,843.64 1,263.53 266,107.17
02/20/2024 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,376.68 52.96 10,429.64
02/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,556.58 501.74 53,058.32
02/21/2024 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,731.35 15.63 34,746.98
02/25/2024 Interest 3135G05X7 6,285,000.00 FNMA Note
0.375% Due 8/25/2025
0.00 11,784.38 11,784.38
02/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
02/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
02/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
84,315.03 15,465.90 99,780.93
02/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
02/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
02/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
51,611.50 8,082.35 59,693.85
02/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
88,257.61 1,739.56 89,997.17
02/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
02/25/2024 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
91,164.08 167.50 91,331.58
02/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
02/29/2024 Interest 91282CFH9 3,450,000.00 US Treasury Note
3.125% Due 8/31/2027
0.00 53,906.25 53,906.25
Chandler Asset Management Page 58 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/29/2024 Interest 91282CGP0 7,000,000.00 US Treasury Note 4% Due 2/29/2028
0.00 140,000.00 140,000.00
02/29/2024 Interest 912828ZC7 7,000,000.00 US Treasury Note
1.125% Due 2/28/2025
0.00 39,375.00 39,375.00
02/29/2024 Interest 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
FEB 2024 6,917,458.84 579,067.89 7,496,526.73
03/03/2024 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
03/09/2024 Interest 57636QAW4 2,090,000.00 MasterCard Inc Callable Note Cont 2/9/28
4.875% Due 3/9/2028
0.00 50,943.75 50,943.75
03/10/2024 Interest 89114TZT2 1,900,000.00 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
0.00 26,600.00 26,600.00
03/13/2024 Interest 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
0.00 57,500.00 57,500.00
03/14/2024 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
03/15/2024 Interest 880591EZ1 3,500,000.00 Tennessee Valley Authority Note
3.875% Due 3/15/2028
0.00 67,812.50 67,812.50
03/15/2024 Interest 91282CED9 7,000,000.00 US Treasury Note
1.75% Due 3/15/2025
0.00 61,250.00 61,250.00
03/15/2024 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
03/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,647.07 269.16 39,916.23
03/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
49,051.77 349.40 49,401.17
03/15/2024 Paydown 89240BAC2 1,017,443.22 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,325.09 27.59 127,352.68
03/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,507.58 15.42 4,523.00
03/15/2024 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,077.52 257.45 133,334.97
Chandler Asset Management Page 59 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,023.71 2,003.11 69,026.82
03/15/2024 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,055.50 68.47 72,123.97
03/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,732.33 1,550.80 43,283.13
03/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,329.88 300.59 53,630.47
03/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,406.56 6,888.80 40,295.36
03/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
80,866.40 1,959.79 82,826.19
03/15/2024 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,571.33 36.37 11,607.70
03/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,659.91 277.82 37,937.73
03/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,872.68 501.45 31,374.13
03/17/2024 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
03/20/2024 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
320,829.29 2,100.12 322,929.41
03/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
66,394.73 3,155.26 69,549.99
03/20/2024 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
266,004.54 844.19 266,848.73
03/20/2024 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,380.75 48.89 10,429.64
03/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,568.84 463.20 53,032.04
03/21/2024 Paydown 43813GAC5 277,683.05 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
34,739.74 7.82 34,747.56
03/23/2024 Interest 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.00 11,803.13 11,803.13
Chandler Asset Management Page 60 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
03/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
03/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
84,624.19 15,195.38 99,819.57
03/25/2024 Paydown 05601XAC3 721,417.68 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
91,563.68 83.93 91,647.61
03/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
82,067.15 1,503.47 83,570.62
03/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
03/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
03/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
51,793.44 7,927.51 59,720.95
03/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
03/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
03/31/2024 Interest 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
03/31/2024 Interest 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.00 13,693.75 13,693.75
03/31/2024 Interest 91282CFM8 2,800,000.00 US Treasury Note
4.125% Due 9/30/2027
0.00 57,750.00 57,750.00
MAR 2024 1,843,093.68 490,669.33 2,333,763.01
04/01/2024 Interest 13063DRK6 3,385,000.00 California State Taxable GO
2.4% Due 10/1/2024
0.00 40,620.00 40,620.00
04/07/2024 Interest 69371RR73 2,970,000.00 Paccar Financial Corp Note
2.85% Due 4/7/2025
0.00 42,322.50 42,322.50
04/14/2024 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
Chandler Asset Management Page 61 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2024 Interest 3135G0W66 3,500,000.00 FNMA Note
1.625% Due 10/15/2024
0.00 28,437.50 28,437.50
04/15/2024 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
04/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
81,220.86 1,833.10 83,053.96
04/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
49,080.79 320.38 49,401.17
04/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,109.72 1,879.12 68,988.84
04/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,785.88 1,470.12 43,256.00
04/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,546.04 6,749.32 40,295.36
04/15/2024 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,525.85 33.00 11,558.85
04/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,510.66 12.34 4,523.00
04/15/2024 Paydown 44891WAC3 1,193,104.95 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,248.31 128.81 133,377.12
04/15/2024 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,078.91 45.66 72,124.57
04/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,653.68 244.71 39,898.39
04/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,334.77 277.48 53,612.25
04/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,668.69 256.48 37,925.17
04/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,008.00 469.04 31,477.04
04/20/2024 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
04/20/2024 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,384.81 44.83 10,429.64
Chandler Asset Management Page 62 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/20/2024 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
267,170.53 423.02 267,593.55
04/20/2024 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
321,241.02 1,576.10 322,817.12
04/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
66,600.55 2,949.44 69,549.99
04/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,581.10 424.65 53,005.75
04/22/2024 Interest 3135G03U5 5,270,000.00 FNMA Note
0.625% Due 4/22/2025
0.00 16,468.75 16,468.75
04/22/2024 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
04/23/2024 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
04/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
04/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
04/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
84,934.48 14,923.88 99,858.36
04/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
75,864.74 1,283.94 77,148.68
04/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
04/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
04/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
04/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
04/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
51,976.01 7,772.13 59,748.14
04/28/2024 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
Chandler Asset Management Page 63 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/28/2024 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
04/30/2024 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
04/30/2024 Interest 91282CDG3 3,120,000.00 US Treasury Note
1.125% Due 10/31/2026
0.00 17,550.00 17,550.00
04/30/2024 Interest 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
0.00 45,000.00 45,000.00
04/30/2024 Maturity 912828X70 3,150,000.00 US Treasury Note 2% Due 4/30/2024
3,150,000.00 31,500.00 3,181,500.00
APR 2024 4,736,525.40 481,673.02 5,218,198.42
05/01/2024 Interest 06367WB85 2,761,000.00 Bank of Montreal Note
1.85% Due 5/1/2025
0.00 25,539.25 25,539.25
05/01/2024 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
05/07/2024 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
05/08/2024 Interest 14913Q3B3 2,593,000.00 Caterpillar Finl Service Note
2.15% Due 11/8/2024
0.00 27,874.75 27,874.75
05/10/2024 Interest 037833ET3 1,650,000.00 Apple Inc Callable Note Cont 4/10/2028 4% Due 5/10/2028
0.00 33,000.00 33,000.00
05/10/2024 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
05/12/2024 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
05/13/2024 Interest 14913R2V8 1,460,000.00 Caterpillar Financial Service Note
3.4% Due 5/13/2025
0.00 24,820.00 24,820.00
05/15/2024 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
05/15/2024 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: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,195.85 1,754.96 68,950.81
05/15/2024 Paydown 44933LAC7 719,970.15 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,102.34 22.83 72,125.17
05/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,839.51 1,389.33 43,228.84
05/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,686.09 6,609.27 40,295.36
05/15/2024 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
05/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
81,576.88 1,705.86 83,282.74
05/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
49,109.83 291.34 49,401.17
05/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,660.28 220.26 39,880.54
05/15/2024 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,479.91 29.64 11,509.55
05/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,513.74 9.26 4,523.00
05/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,339.65 254.37 53,594.02
05/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,143.92 436.48 31,580.40
05/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,677.49 235.13 37,912.62
05/17/2024 Interest 58933YBH7 1,975,000.00 Merck & Co Callable Note Cont 4/17/2028
4.05% Due 5/17/2028
0.00 39,993.75 39,993.75
05/18/2024 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
05/20/2024 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
321,653.27 1,051.41 322,704.68
Chandler Asset Management Page 65 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/20/2024 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,388.88 40.76 10,429.64
05/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
66,807.02 2,742.97 69,549.99
05/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,593.37 386.09 52,979.46
05/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
05/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
05/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
05/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
52,159.23 7,616.20 59,775.43
05/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
05/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
05/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
85,245.89 14,651.39 99,897.28
05/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
69,650.37 1,081.00 70,731.37
05/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
05/31/2024 Interest 91282CFZ9 4,600,000.00 US Treasury Note
3.875% Due 11/30/2027
0.00 89,125.00 89,125.00
05/31/2024 Interest 91282CHE4 7,000,000.00 US Treasury Note
3.625% Due 5/31/2028
0.00 126,875.00 126,875.00
05/31/2024 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
05/31/2024 Interest 91282CET4 2,400,000.00 US Treasury Note
2.625% Due 5/31/2027
0.00 31,500.00 31,500.00
MAY 2024 1,181,823.52 683,952.76 1,865,776.28
Chandler Asset Management Page 66 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/01/2024 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 13,575.40 13,575.40
06/06/2024 Interest 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.00 11,356.25 11,356.25
06/08/2024 Interest 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.00 28,756.00 28,756.00
06/10/2024 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
06/14/2024 Maturity 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 79,062.51 5,579,062.51
06/15/2024 Interest 63743HFE7 940,000.00 National Rural Utilities Note
3.45% Due 6/15/2025
0.00 16,215.00 16,215.00
06/15/2024 Interest 74340XCG4 2,630,000.00 Prologis LP Callable Note Cont 5/15/2028
4.875% Due 6/15/2028
0.00 64,106.25 64,106.25
06/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
49,138.89 262.28 49,401.17
06/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,666.90 195.80 39,862.70
06/15/2024 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
06/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,282.09 1,630.65 68,912.74
06/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,893.21 1,308.44 43,201.65
06/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,826.73 6,468.63 40,295.36
06/15/2024 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,433.51 26.29 11,459.80
06/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,516.82 6.18 4,523.00
06/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
81,934.46 1,578.05 83,512.51
06/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,344.54 231.26 53,575.80
Chandler Asset Management Page 67 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,686.28 213.78 37,900.06
06/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,280.43 403.78 31,684.21
06/17/2024 Interest 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.00 15,500.00 15,500.00
06/18/2024 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
06/19/2024 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
06/20/2024 Interest 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.00 21,500.00 21,500.00
06/20/2024 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,392.95 36.69 10,429.64
06/20/2024 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
322,066.06 526.04 322,592.10
06/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
67,014.12 2,535.87 69,549.99
06/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,605.65 347.52 52,953.17
06/23/2024 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
06/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
63,424.00 894.69 64,318.69
06/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
06/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
06/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
06/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
06/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
Chandler Asset Management Page 68 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
52,343.08 7,459.73 59,802.81
06/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
06/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
85,558.47 14,377.89 99,936.36
06/30/2024 Interest 91282CEW7 6,650,000.00 US Treasury Note
3.25% Due 6/30/2027
0.00 108,062.50 108,062.50
06/30/2024 Interest 91282CGC9 7,000,000.00 US Treasury Note
3.875% Due 12/31/2027
0.00 135,625.00 135,625.00
06/30/2024 Maturity 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
4,900,000.00 49,000.00 4,949,000.00
JUN 2024 11,505,408.19 703,173.25 12,208,581.44
07/01/2024 Interest 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 4% Due 7/1/2025
0.00 47,000.00 47,000.00
07/07/2024 Interest 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.00 34,287.50 34,287.50
07/11/2024 Interest 59217GER6 2,485,000.00 Metlife Note
1.875% Due 1/11/2027
0.00 23,296.88 23,296.88
07/13/2024 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
07/14/2024 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
07/14/2024 Interest 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.00 7,480.00 7,480.00
07/15/2024 Interest 756109AU8 4,500,000.00 Realty Income Corp Callable Note Cont 10/15/2027
3.65% Due 1/15/2028
0.00 82,125.00 82,125.00
07/15/2024 Maturity 79466LAG9 3,100,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022
0.625% Due 7/15/2024
3,100,000.00 9,687.51 3,109,687.51
07/15/2024 Paydown 89236XAC0 206,941.31 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
11,386.65 22.95 11,409.60
07/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
82,293.60 1,449.69 83,743.29
Chandler Asset Management Page 69 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2024 Paydown 43813DAC2 54,035.67 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
4,519.91 3.09 4,523.00
07/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,368.43 1,506.18 68,874.61
07/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,946.97 1,227.45 43,174.42
07/15/2024 Paydown 47789QAC4 1,066,842.13 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
53,349.43 208.14 53,557.57
07/15/2024 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
07/15/2024 Paydown 44935FAD6 713,825.84 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,673.51 171.34 39,844.85
07/15/2024 Paydown 89238JAC9 933,091.67 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
49,167.96 233.21 49,401.17
07/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,967.96 6,327.40 40,295.36
07/16/2024 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
07/16/2024 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,417.55 370.93 31,788.48
07/16/2024 Paydown 362554AC1 753,638.30 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,695.07 192.42 37,887.49
07/20/2024 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
07/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
67,221.86 2,328.13 69,549.99
07/20/2024 Paydown 92290BAA9 197,389.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
10,397.02 32.62 10,429.64
07/21/2024 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
07/21/2024 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
07/21/2024 Paydown 43815GAC3 999,274.89 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
52,617.92 308.94 52,926.86
Chandler Asset Management Page 70 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
52,527.59 7,302.70 59,830.29
07/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
07/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
07/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
57,185.62 725.03 57,910.65
07/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
07/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
07/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
07/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
85,872.18 14,103.39 99,975.57
07/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
JUL 2024 3,878,609.23 475,950.21 4,354,559.44
TOTAL 162,679,798.68 9,172,391.79 171,852,190.47
Chandler Asset Management Page 71 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
90LAIF$00 Local Agency Investment Fund State
Pool
49,776,879.61 Various
3.44%
49,776,879.61
49,776,879.61
1.00 3.44%
49,776,879.61
123,659.40
9.93%
0.00 NR
NR
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
267,705.27 07/18/2023
4.89%
267,705.27
267,705.27
1.00 4.89%
267,705.27
0.00 0.05%
0.00 Aaa
AAA
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
497,223.15 Various
4.89%
497,223.15
497,223.15
1.00 4.89%
497,223.15
0.00 0.10%
0.00 Aaa
AAA
0.00 0.00
912797GG6 US Treasury Bill
5.017% Due 8/15/2023
20,000,000.00 05/16/2023
5.15%
19,749,150.00
19,749,150.00
98.75 5.15%
19,749,150.00
211,828.89
3.97%
0.00 P-1
A-1+
0.04 0.04
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
845,407.94 05/16/2019
2.57%
878,365.65
878,365.65
99.46 5.59%
840,817.37
496.96
0.17%
(37,548.28)
Aaa
NR
0.07 0.15
44891VAC5 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
347,635.86 06/08/2021
0.34%
347,583.72
347,583.72
99.70 4.84%
346,595.73
50.99 0.07%
(987.99)
Aaa
AAA
0.08 0.07
912796CQ0 US Treasury Bill
5.085% Due 9/14/2023
21,500,000.00 06/15/2023
5.22%
21,226,681.25
21,226,681.25
98.73 5.22%
21,226,681.25
139,696.25
4.25%
0.00 P-1
A-1+
0.12 0.12
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
311,404.42 09/22/2020
0.38%
311,358.67
311,358.67
98.79 5.87%
307,644.84
41.61 0.06%
(3,713.83)
NR
AAA
0.18 0.22
912797FB8 US Treasury Bill
5.252% Due 10/19/2023
50,750,000.00 Various
5.40%
50,076,248.64
50,076,248.64
98.67 5.40%
50,076,248.64
88,846.33
9.98%
0.00 P-1
A-1+
0.22 0.21
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
339,955.78 09/08/2021
0.34%
339,920.70
339,920.70
99.03 5.61%
336,657.19
18.70 0.07%
(3,263.51)
Aaa
NR
0.24 0.18
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
51,922.31 07/14/2020
0.52%
51,914.40
51,914.40
99.44 5.09%
51,633.62
11.77 0.01%
(280.78)
Aaa
NR
0.25 0.12
36262XAC8 GM Financial Auto Lease Trust 2021-3
A2
0.39% Due 10/21/2024
1,139,649.62 08/10/2021
0.39%
1,139,634.12
1,139,634.12
98.86 5.68%
1,126,659.89
135.81
0.22%
(12,974.23)
NR
AAA
0.27 0.21
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
502,579.56 10/20/2020
0.39%
502,463.83
502,463.83
98.35 5.91%
494,304.59
84.88 0.10%
(8,159.24)
NR
AAA
0.29 0.30
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
1,017,443.22 02/02/2021
0.27%
1,017,254.39
1,017,254.39
98.04 5.69%
997,455.56
117.57
0.20%
(19,798.83)
Aaa
NR
0.33 0.36
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
277,683.05 02/17/2021
0.27%
277,677.97
277,677.97
97.95 5.74%
271,980.83
20.83 0.05%
(5,697.14)
Aaa
NR
0.35 0.37
Chandler Asset Management Page 72 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
721,417.68 01/11/2022
1.11%
721,309.82
721,309.82
98.49 5.71%
710,556.02
132.26
0.14%
(10,753.80)
NR
AAA
0.36 0.32
912797FU6 US Treasury Bill
5.132% Due 12/14/2023
30,000,000.00 06/15/2023
5.34%
29,225,923.33
29,225,923.33
97.42 5.34%
29,225,923.33
196,726.67
5.85%
0.00 P-1
A-1+
0.37 0.36
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
1,193,104.95 01/11/2022
1.16%
1,193,078.58
1,193,078.58
98.57 5.74%
1,176,013.72
615.11
0.23%
(17,064.86)
Aaa
AAA
0.38 0.31
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
719,970.15 04/20/2021
0.38%
719,894.42
719,894.42
97.55 5.94%
702,338.81
121.59
0.14%
(17,555.61)
NR
AAA
0.42 0.44
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
98.41 5.79%
2,071,437.88
1,222.07
0.41%
(33,544.02)
Aaa
NR
0.44 0.41
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
54,035.67 05/18/2020
0.83%
54,031.42
54,031.42
99.66 5.55%
53,851.78
19.69 0.01%
(179.64)
Aaa
AAA
0.50 0.07
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
98.59 5.43%
4,929,295.00
63,432.32
0.99%
(192,501.88)
Aaa
AA+
0.55 0.52
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
98.13 5.93%
2,516,996.03
1,536.15
0.50%
(47,600.24)
NR
AAA
0.60 0.47
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
97.48 5.62%
1,038,200.34
569.78
0.21%
(26,744.28)
Aaa
AAA
0.70 1.06
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
206,941.31 10/06/2020
0.36%
206,902.75
206,902.75
99.10 5.75%
205,083.82
32.19 0.04%
(1,818.93)
NR
AAA
0.74 0.16
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
713,825.84 11/09/2021
0.75%
713,666.51
713,666.51
96.37 5.85%
687,898.26
234.77
0.14%
(25,768.25)
NR
AAA
0.75 0.71
912828X70 US Treasury Note
2% Due 4/30/2024
3,150,000.00 Various
1.79%
3,177,480.46
3,177,480.46
97.53 5.40%
3,072,235.95
15,921.19
0.61%
(105,244.51)
Aaa
AA+
0.75 0.73
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
933,091.67 11/09/2021
0.71%
933,071.80
933,071.80
96.19 5.87%
897,526.88
294.44
0.18%
(35,544.92)
NR
AAA
0.79 0.74
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
197,389.12 08/04/2020
0.48%
197,347.66
197,347.66
99.47 5.13%
196,349.08
28.35 0.04%
(998.58)
Aaa
NR
0.81 0.11
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
999,274.89 11/16/2021
0.89%
999,064.24
999,064.24
96.34 5.78%
962,658.46
244.27
0.19%
(36,405.78)
Aaa
NR
0.81 0.75
Chandler Asset Management Page 73 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
1,066,842.13 07/13/2021
0.52%
1,066,746.97
1,066,746.97
96.03 6.04%
1,024,505.57
246.56
0.20%
(42,241.40)
Aaa
NR
0.83 0.72
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
753,638.30 10/13/2021
0.68%
753,619.08
753,619.08
95.88 5.90%
722,613.27
213.53
0.14%
(31,005.81)
Aaa
AAA
0.84 0.79
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
97.83 5.46%
5,380,754.51
20,644.10
1.07%
(359,245.89)
Aaa
AA+
0.87 0.84
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
96.98 5.42%
4,752,044.50
8,521.74
0.95%
(190,209.41)
Aaa
AA+
0.92 0.89
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
95.53 5.49%
2,961,547.80
861.11
0.59%
(114,644.80)
A2
A+
0.96 0.93
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
95.78 5.92%
632,146.03
346.50
0.13%
(27,796.62)
NR
AAA
0.98 0.91
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
95.90 5.78%
1,582,358.27
1,378.67
0.32%
(67,393.57)
Aaa
AAA
1.01 1.06
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
96.96 5.41%
4,848,240.00
54,782.46
0.98%
(291,994.38)
Aaa
AA+
1.04 1.00
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
96.42 5.58%
1,301,609.26
1,332.00
0.26%
(48,338.77)
NR
AAA
1.09 1.08
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
97.28 5.42%
3,891,116.00
44,083.33
0.78%
(315,644.00)
Aaa
AA+
1.12 1.07
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
99.05 5.09%
1,139,023.25
1,307.17
0.23%
(10,926.15)
NR
AAA
1.15 1.02
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
96.52 5.51%
3,267,323.86
27,080.00
0.66%
(195,429.59)
Aa2
AA1.171.12
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
96.55 5.82%
975,165.10
1,041.42
0.19%
(34,611.49)
Aaa
NR
1.18 0.99
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
95.71 5.34%
3,350,000.50
16,746.52
0.67%
(214,274.50)
Aaa
AA+
1.21 1.16
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
96.35 5.31%
3,853,908.00
22,744.57
0.77%
(236,560.75)
Aaa
AA+
1.25 1.20
Chandler Asset Management Page 74 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
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
96.09 5.53%
3,459,132.00
20,250.00
0.69%
(138,996.00)
A1
A
1.26 1.20
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 5.35%
2,492,425.31
12,853.36
0.50%
(132,058.90)
A2
A
1.28 1.22
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
93.88 5.94%
1,854,135.93
3,469.97
0.37%
(118,829.82)
Aa3
AA1.351.30
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
94.36 5.27%
4,057,424.10
4,897.22
0.81%
(239,780.90)
Aaa
AA+
1.39 1.34
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
95.12 5.20%
4,014,215.92
4,571.67
0.80%
(268,662.28)
Aaa
AA+
1.44 1.38
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
94.70 5.29%
2,556,978.30
1,957.50
0.51%
(139,403.70)
A1
A+
1.46 1.40
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
94.26 5.62%
3,530,096.92
2,564.28
0.70%
(210,858.48)
Aaa
AA+
1.46 1.40
90331HPL1 US Bank NA Callable Note Cont
12/21/2024
2.05% Due 1/21/2025
4,145,000.00 01/16/2020
2.10%
4,136,171.15
4,136,171.15
94.85 5.75%
3,931,648.56
2,360.35
0.78%
(204,522.59)
A2
A+
1.48 1.42
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
94.72 5.13%
6,227,741.38
46,298.96
1.25%
(342,195.87)
Aaa
AA+
1.54 1.47
912828ZC7 US Treasury Note
1.125% Due 2/28/2025
7,000,000.00 03/18/2020
0.81%
7,108,007.81
7,108,007.81
93.98 5.13%
6,578,635.00
32,955.16
1.32%
(529,372.81)
Aaa
AA+
1.58 1.53
91282CED9 US Treasury Note
1.75% Due 3/15/2025
7,000,000.00 04/05/2022
2.65%
6,823,085.94
6,823,085.94
94.81 5.12%
6,636,875.00
46,270.38
1.33%
(186,210.94)
Aaa
AA+
1.62 1.56
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
96.10 5.30%
2,854,226.43
26,804.25
0.57%
(115,001.37)
A1
A+
1.69 1.60
78016EZ59 Royal Bank of Canada Note
3.375% Due 4/14/2025
1,270,000.00 04/07/2022
3.39%
1,269,530.10
1,269,530.10
96.46 5.58%
1,225,031.84
12,739.69
0.25%
(44,498.26)
A1
A
1.71 1.61
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
92.70 5.10%
4,885,158.25
9,057.81
0.97%
(373,985.55)
Aaa
AA+
1.73 1.67
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.29%
1,037,330.00
1,037,330.00
94.04 5.75%
940,419.00
5,728.25
0.19%
(96,911.00)
A1
A1.731.65
6174468Q5 Morgan Stanley Callable Note Cont
4/28/2025
2.188% Due 4/28/2026
1,600,000.00 05/18/2022
4.99%
1,511,376.00
1,511,376.00
94.09 5.79%
1,505,392.00
9,043.73
0.30%
(5,984.00)
A1
A1.751.66
Chandler Asset Management Page 75 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
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
93.83 5.60%
2,590,629.73
12,769.63
0.52%
(272,030.29)
A2
A1.751.67
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
97.02 5.16%
1,416,562.08
10,755.33
0.28%
(41,583.72)
A2
A
1.79 1.69
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
96.77 5.35%
2,675,613.08
4,165.93
0.53%
(88,775.30)
NR
AAA
1.79 1.69
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
2.03%
3,299,268.65
3,299,268.65
95.65 5.97%
3,151,746.58
4,525.13
0.63%
(147,522.07)
A1
A1.841.75
63743HFE7 National Rural Utilities Note
3.45% Due 6/15/2025
940,000.00 04/27/2022
3.46%
939,746.20
939,746.20
96.39 5.50%
906,048.14
4,143.83
0.18%
(33,698.06)
A2
A1.881.77
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
92.03 5.00%
5,705,860.00
3,788.89
1.14%
(490,871.90)
Aaa
AA+
1.88 1.82
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
2.28%
3,007,920.00
3,007,920.00
91.87 5.94%
2,756,004.00
4,616.50
0.55%
(251,916.00)
A1
A1.891.81
46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
2.17%
1,565,968.20
1,565,968.20
95.49 5.99%
1,494,412.24
1,600.73
0.30%
(71,555.96)
A1
A1.901.81
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
97.09 5.62%
2,281,511.60
7,833.33
0.46%
(67,689.40)
Aaa
AA+
1.92 1.81
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
91.54 4.93%
5,766,875.10
656.25
1.15%
(511,024.50)
Aaa
AA+
1.98 1.92
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
91.26 4.89%
5,475,468.00
40.76 1.09%
(403,594.50)
Aaa
AA+
2.00 1.95
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
91.18 4.91%
5,730,851.55
10,213.13
1.14%
(529,587.65)
Aaa
AA+
2.07 2.01
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
90.98 4.85%
5,727,342.08
8,393.34
1.14%
(549,003.97)
Aaa
AA+
2.15 2.08
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
90.79 4.78%
2,905,251.20
2,688.52
0.58%
(225,123.80)
Aaa
AA+
2.17 2.11
47800CAC0 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
1,880,000.00 02/22/2023
5.07%
1,879,657.46
1,879,657.46
99.14 5.48%
1,863,895.92
4,186.13
0.37%
(15,761.54)
Aaa
NR
2.25 2.08
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
90.89 4.84%
5,726,051.11
8,137.51
1.14%
(546,309.74)
Aaa
AAA
2.25 2.18
Chandler Asset Management Page 76 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
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
90.47 4.77%
5,428,128.00
3,790.76
1.08%
(494,997.00)
Aaa
AA+
2.25 2.19
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.76 4.86%
5,717,709.91
7,350.00
1.14%
(562,185.09)
Aaa
AA+
2.27 2.20
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
90.48 4.73%
3,438,259.00
2,413.93
0.68%
(293,608.19)
Aaa
AA+
2.34 2.27
3137F4D41 FHLMC K074 A2
3.6% Due 1/25/2028
3,000,000.00 03/16/2023
4.93%
2,911,054.69
2,911,054.69
95.26 4.78%
2,857,920.00
1,800.00
0.57%
(53,134.69)
NR
NR
2.35 3.97
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
89.36 5.76%
2,680,776.00
3,718.76
0.53%
(288,924.00)
Aa1
AA+
2.36 2.27
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
89.47 5.44%
1,673,171.28
706.44
0.33%
(147,217.62)
Aaa
AA+
2.46 2.37
3137FG6X8 FHLMC K077 A2
3.85% Due 5/25/2028
5,320,000.00 Various
4.60%
5,229,125.01
5,229,125.01
96.19 4.74%
5,117,536.76
3,413.66
1.02%
(111,588.25)
NR
NR
2.54 4.22
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
94.80 4.94%
2,843,970.00
7,800.00
0.57%
(284,467.50)
NR
AAA
2.65 2.84
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
90.41 4.67%
5,776,943.40
15,686.56
1.15%
(583,790.40)
Aaa
AAA
2.72 2.62
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.94%
2,906,255.64
2,906,255.64
94.92 5.59%
2,847,474.00
29,065.16
0.57%
(58,781.64)
A1
A2.732.53
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
90.30 4.77%
4,392,905.26
10,675.97
0.88%
(451,077.94)
A1
AA
2.78 2.68
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 4.82%
728,772.14
1,954.36
0.15%
(78,832.91)
A2
A+
2.79 2.68
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
89.88 4.94%
2,988,529.95
4,467.97
0.60%
(335,007.05)
A1
A+
2.88 2.77
57629WDE7 Mass Mutual Global funding Note
1.2% Due 7/16/2026
2,272,000.00 08/10/2021
1.21%
2,271,369.92
2,271,369.92
88.50 5.46%
2,010,676.84
1,136.00
0.40%
(260,693.08)
Aa3
AA+
2.96 2.83
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
93.58 4.93%
1,403,653.50
3,316.25
0.28%
(182,772.28)
NR
NR
2.99 2.83
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
89.36 4.48%
1,403,003.81
4,927.58
0.28%
(155,895.80)
Aaa
AA+
3.09 2.98
Chandler Asset Management Page 77 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
58989V2D5 Met Tower Global Funding Note
1.25% Due 9/14/2026
1,715,000.00 09/07/2021
1.27%
1,713,422.20
1,713,422.20
87.61 5.64%
1,502,444.62
8,158.16
0.30%
(210,977.58)
Aa3
AA3.132.97
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
89.60 4.66%
703,380.41
3,068.04
0.14%
(80,135.94)
Aa2
AA
3.13 3.00
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
89.61 4.43%
2,804,774.22
9,204.00
0.56%
(278,398.05)
Aaa
AA+
3.17 3.05
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
90.07 4.44%
2,810,315.04
8,870.38
0.56%
(290,672.46)
Aaa
AA+
3.25 3.12
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
89.13 5.37%
2,214,808.44
2,588.54
0.44%
(267,358.66)
Aa3
AA3.453.25
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
90.32 5.46%
1,174,148.30
13,093.89
0.24%
(108,717.70)
A2
A3.593.32
89114TZT2 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
1,900,000.00 03/09/2022
2.97%
1,884,933.00
1,884,933.00
91.89 5.30%
1,745,970.80
20,836.67
0.35%
(138,962.20)
A1
A
3.61 3.32
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
96.67 4.98%
1,300,148.28
12,105.00
0.26%
(42,672.82)
A2
A+
3.78 3.42
91324PEG3 United Health Group Inc Callable Note
Cont 4/15/2027
3.7% Due 5/15/2027
1,365,000.00 05/17/2022
3.69%
1,365,638.40
1,365,638.40
96.59 4.69%
1,318,512.21
10,662.16
0.26%
(47,126.19)
A2
A+
3.79 3.46
22160KAM7 Costco Wholesale Corp Callable Note
Cont 2/18/2027
3% Due 5/18/2027
2,500,000.00 07/15/2022
3.53%
2,441,975.00
2,441,975.00
94.72 4.53%
2,367,995.00
15,208.33
0.47%
(73,980.00)
Aa3
A+
3.80 3.51
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
94.16 4.84%
2,495,343.35
7,163.83
0.50%
12,935.15
Aaa
NR
3.82 3.65
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
93.97 4.35%
2,255,344.80
10,672.13
0.45%
(95,811.45)
Aaa
AA+
3.84 3.57
89115A2C5 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
1,400,000.00 08/26/2022
4.18%
1,395,310.00
1,395,310.00
96.07 5.25%
1,344,991.20
8,467.04
0.27%
(50,318.80)
A1
A
3.86 3.48
91282CEW7 US Treasury Note
3.25% Due 6/30/2027
6,650,000.00 Various
3.12%
6,690,380.86
6,690,380.86
96.17 4.32%
6,395,172.00
18,793.48
1.28%
(295,208.86)
Aaa
AA+
3.92 3.62
91282CFB2 US Treasury Note
2.75% Due 7/31/2027
1,300,000.00 08/22/2022
3.12%
1,277,960.94
1,277,960.94
94.29 4.32%
1,225,809.00
97.15 0.24%
(52,151.94)
Aaa
AA+
4.00 3.73
Chandler Asset Management Page 78 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
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
95.62 4.31%
3,298,927.95
45,117.19
0.67%
(100,589.63)
Aaa
AA+
4.09 3.73
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
99.34 4.30%
2,781,626.40
38,815.57
0.56%
11,626.39
Aaa
AA+
4.17 3.74
3137FETN0 FHLMC K073 A2
3.35% Due 1/25/2028
6,000,000.00 Various
4.55%
5,707,999.69
5,707,999.69
94.30 4.79%
5,657,772.00
3,350.00
1.13%
(50,227.69)
NR
NR
4.32 3.98
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
98.46 4.27%
4,529,201.40
30,195.35
0.91%
(98,884.54)
Aaa
AA+
4.34 3.92
3137FEBQ2 FHLMC K072 A2
3.444% Due 12/25/2027
4,690,000.00 07/20/2023
4.60%
4,471,072.27
4,471,072.27
94.69 4.80%
4,440,848.44
13,460.30
0.89%
(30,223.83)
NR
NR
4.41 3.92
91282CGC9 US Treasury Note
3.875% Due 12/31/2027
7,000,000.00 Various
3.78%
7,028,945.31
7,028,945.31
98.48 4.26%
6,893,362.00
23,586.95
1.38%
(135,583.31)
Aaa
AA+
4.42 4.00
756109AU8 Realty Income Corp Callable Note Cont
10/15/2027
3.65% Due 1/15/2028
4,500,000.00 Various
4.99%
4,242,810.00
4,242,810.00
94.04 5.16%
4,231,935.00
7,300.00
0.84%
(10,875.00)
A3
A4.464.03
91324PEP3 United Health Group Inc Callable Note
Cont 1/15/2028
5.25% Due 2/15/2028
1,500,000.00 02/16/2023
4.76%
1,532,220.00
1,532,220.00
102.31
4.67%
1,534,669.50
36,312.50
0.31%
2,449.50
A2
A+
4.46 3.86
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
99.76 4.81%
2,444,149.40
3,555.90
0.49%
(43,556.10)
A2
A
4.48 3.98
91282CGH8 US Treasury Note
3.5% Due 1/31/2028
7,000,000.00 02/16/2023
4.05%
6,828,007.81
6,828,007.81
97.00 4.24%
6,789,727.00
665.76
1.35%
(38,280.81)
Aaa
AA+
4.51 4.11
57636QAW4 MasterCard Inc Callable Note Cont
2/9/28
4.875% Due 3/9/2028
2,090,000.00 03/06/2023
4.90%
2,087,972.70
2,087,972.70
101.05
4.61%
2,111,963.81
40,188.96
0.43%
23,991.11
Aa3
A+
4.53 3.95
91282CGP0 US Treasury Note
4% Due 2/29/2028
7,000,000.00 02/23/2023
4.16%
6,949,960.94
6,949,960.94
99.10 4.22%
6,937,112.00
117,173.91
1.40%
(12,848.94)
Aaa
AA+
4.59 4.08
880591EZ1 Tennessee Valley Authority Note
3.875% Due 3/15/2028
3,500,000.00 05/04/2023
3.56%
3,548,755.00
3,548,755.00
98.42 4.26%
3,444,532.00
45,585.07
0.69%
(104,223.00)
Aaa
AA+
4.63 4.13
037833ET3 Apple Inc Callable Note Cont 4/10/2028
4% Due 5/10/2028
1,650,000.00 05/08/2023
4.01%
1,649,083.50
1,649,083.50
98.25 4.41%
1,621,179.45
14,850.00
0.33%
(27,904.05)
Aaa
AA+
4.78 4.26
74340XCG4 Prologis LP Callable Note Cont
5/15/2028
4.875% Due 6/15/2028
2,630,000.00 Various
5.00%
2,616,154.70
2,616,154.70
99.49 4.99%
2,616,592.26
11,752.81
0.52%
437.56
A3
A
4.79 4.21
Chandler Asset Management Page 79 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings by Maturity
As of July 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
58933YBH7 Merck & Co Callable Note Cont
4/17/2028
4.05% Due 5/17/2028
1,975,000.00 05/08/2023
4.05%
1,975,392.25
1,975,392.25
98.37 4.43%
1,942,716.65
16,441.88
0.39%
(32,675.60)
A1
A+
4.80 4.27
91282CHE4 US Treasury Note
3.625% Due 5/31/2028
7,000,000.00 06/14/2023
4.00%
6,884,335.94
6,884,335.94
97.61 4.18%
6,832,658.00
42,984.97
1.37%
(51,677.94)
Aaa
AA+
4.84 4.35
3137FGR31 FHLMC K078 A2
3.854% Due 6/25/2028
1,997,000.00 06/22/2023
4.42%
1,951,677.46
1,951,677.46
96.21 4.73%
1,921,359.63
1,282.74
0.38%
(30,317.83)
NR
NR
4.91 4.25
TOTAL PORTFOLIO 520,728,021.50 3.08%
517,728,619.36
517,728,619.36 4.94%
500,418,937.58
2,121,640.10
100.00%
(17,309,681.78)
Aa1
AA+
1.68 1.60
TOTAL MARKET VALUE PLUS ACCRUED 502,540,577.68
Chandler Asset Management Page 80 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Issuer Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
$234,320,000.00 $231,897,172.00 $227,153,376.49 $228,395,140.84 45.45% $49,776,879.61 $49,776,879.61 $49,776,879.61 $49,900,539.01 9.93% $48,172,407.94 $47,470,749.15 $45,301,179.61 $45,398,611.90 9.03% $31,775,000.00 $31,843,363.10 $29,403,796.13 $29,455,524.15 5.86% $13,800,000.00 $14,243,965.40 $13,329,294.61 $13,398,919.26 2.67% $6,390,000.00 $6,360,733.80 $5,776,943.40 $5,792,629.96 1.15% $6,300,000.00 $6,272,360.85 $5,726,051.11 $5,734,188.62 1.14% $6,000,000.00 $5,914,175.64 $5,603,478.00 $5,637,159.66 1.12% $5,860,000.00 $5,902,566.85 $5,586,577.82 $5,598,431.93 1.11% $6,025,000.00 $6,019,919.00 $5,545,508.25 $5,551,933.72 1.10% $4,870,000.00 $4,867,658.10 $4,684,163.84 $4,717,153.53 0.94% $4,865,000.00 $4,843,983.20 $4,392,905.26 $4,403,581.23 0.88% $4,500,000.00 $4,242,810.00 $4,231,935.00 $4,239,235.00 0.84% $4,220,000.00 $4,169,589.90 $3,954,682.88 $3,963,222.65 0.79% $4,145,000.00 $4,136,171.15 $3,931,648.56 $3,934,008.91 0.78% $4,053,000.00 $4,082,630.01 $3,908,987.39 $3,932,596.08 0.78% $4,008,764.44 $4,008,095.42 $3,915,200.21 $3,920,686.09 0.78% $4,200,000.00 $4,195,589.30 $3,717,253.06 $3,727,999.76 0.74% $3,670,000.00 $3,705,463.45 $3,581,953.85 $3,630,882.87 0.72% $3,745,000.00 $3,740,955.40 $3,530,096.92 $3,532,661.20 0.70% $3,500,000.00 $3,548,755.00 $3,444,532.00 $3,490,117.07 0.69% $3,385,000.00 $3,462,753.45 $3,267,323.86 $3,294,403.86 0.66% $3,244,649.62 $3,244,616.02 $3,198,097.77 $3,199,455.65 0.64% $3,286,375.55 $3,285,972.79 $3,186,150.92 $3,187,924.16 0.63% $3,292,398.03 $3,291,884.14 $3,178,494.18 $3,180,199.25 0.63% $3,300,000.00 $3,280,243.00 $3,090,962.00 $3,120,265.71 0.62% $3,100,000.00 $3,076,192.60 $2,961,547.80 $2,962,408.91 0.59% $2,970,000.00 $2,969,227.80 $2,854,226.43 $2,881,030.68 0.57% $3,000,000.00 $2,969,700.00 $2,680,776.00 $2,684,494.76 0.53% $2,765,000.00 $2,764,388.38 $2,675,613.08 $2,679,779.01 0.53% Execution Time: 8/2/2023 1:14:21 AM
Government of United States
Local Agency Investment Fund
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
JP Morgan Chase & Co
Toyota Motor Corp
Royal Bank of Canada
Amazon.com Inc
Realty Income Corp
Northwestern Mutual Glbl
US Bancorp
Caterpillar Inc
John Deere ABS
Metlife Inc
United Health Group Inc
New York Life Global Funding
Tennessee Valley Authority
State of California
GM Financial Automobile Leasing Trust
Hyundai Auto Receivables
Honda ABS
Toronto Dominion Holdings
Salesforce.com Inc
Paccar Financial
Guardian Life Global Funding
American Express ABS
Chandler Asset Management Page 81
DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Issuer Report
As of July 31, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
Prologis Trust $2,630,000.00 $2,616,154.70 $2,616,592.26 $2,628,345.07 0.52% Bank of Montreal Chicago $2,761,000.00 $2,862,660.02 $2,590,629.73 $2,603,399.36 0.52% Toyota Lease Owner Trust $2,565,000.00 $2,564,596.27 $2,516,996.03 $2,518,532.18 0.50% Deere & Company $2,450,000.00 $2,487,705.50 $2,444,149.40 $2,447,705.30 0.49% Costco Wholesale Corporation $2,500,000.00 $2,441,975.00 $2,367,995.00 $2,383,203.33 0.47% MasterCard Inc $2,090,000.00 $2,087,972.70 $2,111,963.81 $2,152,152.77 0.43% Toyota ABS $2,157,476.20 $2,157,228.94 $2,100,066.26 $2,100,510.46 0.42% Mass Mutual Insurance $2,272,000.00 $2,271,369.92 $2,010,676.84 $2,011,812.84 0.40% Merck & Company $1,975,000.00 $1,975,392.25 $1,942,716.65 $1,959,158.53 0.39% Prudential Financial Inc $1,975,000.00 $1,972,965.75 $1,854,135.93 $1,857,605.90 0.37% Apple Inc $1,650,000.00 $1,649,083.50 $1,621,179.45 $1,636,029.45 0.33% Hyundai Auto Lease Securitization $1,540,740.81 $1,540,662.30 $1,522,609.45 $1,523,275.55 0.30% Morgan Stanley $1,600,000.00 $1,511,376.00 $1,505,392.00 $1,514,435.73 0.30% GM Financial Securitized Term Auto Trust $1,413,638.30 $1,413,561.73 $1,354,759.30 $1,355,319.33 0.27% Northern Trust Corp $1,345,000.00 $1,342,821.10 $1,300,148.28 $1,312,253.28 0.26% Charles Schwab Corp/The $1,300,000.00 $1,282,866.00 $1,174,148.30 $1,187,242.19 0.24% Verizon Master Trust $1,150,000.00 $1,149,949.40 $1,139,023.25 $1,140,330.42 0.23% BMW Vehicle Lease Trust $1,061,373.46 $1,061,230.52 $1,047,213.21 $1,047,364.17 0.21% BMW ABS $1,065,000.00 $1,064,944.62 $1,038,200.34 $1,038,770.12 0.21% National Rural Utilities $940,000.00 $939,746.20 $906,048.14 $910,191.97 0.18% Federated Govt Obligation Money Market Fund $764,928.42 $764,928.42 $764,928.42 $764,928.42 0.15% Wal-Mart Stores $785,000.00 $783,516.35 $703,380.41 $706,448.45 0.14% Verizon Owner Trust $197,389.12 $197,347.66 $196,349.08 $196,377.43 0.04% TOTAL $520,728,021.50 $517,728,619.36 $500,418,937.58 $502,540,577.68 100.00% Chandler Asset Management Page 82 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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 83 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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 84 Execution Time: 8/2/2023 1:14:21 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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%
Portfolio Performance
July 31, 2023
DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 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% DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 7/31/2011 0.658% 0.046% 0.536%8/31/2011 0.423% 0.031% 0.354%9/30/2011 ‐0.178% 0.031% ‐0.143% 10/31/2011 0.293% 0.035% 0.254%11/30/2011 ‐0.053% 0.031% ‐0.038% 12/31/2011 0.307% 0.030% 0.264%
1/31/2012 0.542% 0.035% 0.466%2/29/2012 ‐0.011% 0.030% ‐0.002% 3/31/2012 ‐0.125% 0.032% ‐0.095%4/30/2012 0.449% 0.029% 0.372%5/31/2012 0.072% 0.031% 0.064%6/30/2012 0.107% 0.030% 0.089%7/31/2012 0.431% 0.029% 0.332%8/31/2012 0.181% 0.030% 0.151%9/30/2012 0.046% 0.028% 0.042% 10/31/2012 ‐0.035% 0.028% ‐0.024%
11/30/2012 0.243% 0.026% 0.210%12/31/2012 ‐0.043% 0.028% ‐0.034% 1/31/2013 ‐0.100% 0.023% ‐0.084%2/28/2013 0.218% 0.022% 0.185%3/31/2013 0.056% 0.024% 0.052%4/30/2013 0.225% 0.020% 0.213%5/31/2013 ‐0.474% 0.022% ‐0.442%6/30/2013 ‐0.505% 0.020% ‐0.424%7/31/2013 0.280% 0.022% 0.240%8/31/2013 ‐0.238% 0.023% ‐0.200%9/30/2013 0.493% 0.021% 0.438% 10/31/2013 0.339% 0.021% 0.305%11/30/2013 0.150% 0.022% 0.137%12/31/2013 ‐0.423% 0.025% ‐0.379% 1/31/2014 0.483% 0.018% 0.434%2/28/2014 0.175% 0.018% 0.148% DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 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: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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% DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 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% DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 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%2/28/2023 ‐0.913% 0.193% ‐0.550% 3/31/2023 1.599% 0.243% 1.183%4/30/2023 0.454% 0.265% 0.398%5/31/2023 ‐0.352% 0.249% ‐0.184%6/30/2023 ‐0.477% 0.258% ‐0.387%7/31/2023 0.352% 0.391% 0.356% DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Corona Supplemental
As of July 31, 2023
City of Corona Consolidated
Account #10003
Investments Par Value Market Value Book Value % of Portfolio Term Days to Maturity YTM ABS $27,747,805.53 $27,068,773.08 $27,744,478.19 5.36%
Agency $68,245,000.00 $63,899,581.30 $68,760,266.40 13.28% 1,559 1,011 3.761 CMO $29,002,407.94 $27,579,221.05 $28,346,566.25 5.48%
Corporate $94,796,000.00 $89,405,859.26 $94,342,480.39 18.22% LAIF $49,776,879.61 $49,776,879.61 $49,776,879.61 9.61% 1 1 0.680 Money Market Fund $764,928.42 $764,928.42 $764,928.42 0.15% Municipal Bonds $3,385,000.00 $3,267,323.86 $3,462,753.45 0.67% Supranational $12,690,000.00 $11,502,994.51 $12,633,094.65 2.44% US Treasury $234,320,000.00 $227,153,376.49 $231,897,172.00 44.79% 1,699 864 4.337 TOTAL PORTFOLIO $520,728,021.50 $500,418,937.58 $517,728,619.36 100.00% 1474 856 2.398 AVERAGE DAILY BALANCE $515,759,180.00
Chandler Asset Management Page 1 Execution Time: 8/2/2023 11:52:51 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037
ACCOUNT SUMMARY
Beg. Values
as of 6/30/23
End Values
as of 7/31/23
Market Value 35,322,635 36,456,721
Accrued Interest 0 0
Total Market Value 35,322,635 36,456,721
Income Earned 118,446 45,033
Cont/WD 0
Par 688,141 733,173
Book Value 32,721,061 32,766,094
Cost Value 32,721,061 32,766,094
TOP ISSUERS
iShares Core S&P 500 ETF 31.6%
iShares Core S&P Mid-Cap ETF 17.4%
Vanguard Small-Cap ETF 15.5%
Vanguard Total Bond Market 13.2%
Vanguard FTSE Developed Markets 8.0%
Vanguard Real Estate ETF 7.3%
Vanguard FTSE Emerging Markets 2.0%
SPDR Barclays Capital High Yiel 1.9%
Total 96.9%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 0.00
Average Coupon 0.00%
Average Purchase YTM 2.31%
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 July 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 3.21% 7.26% 13.12% 12.23% N/A N/A N/A N/A N/A Multi Asset Class Index* 1.56% 3.34% 10.31% 5.26% 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: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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 July 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: 4609BE8E-2AAA-44EE-B1DA-35836204A037
BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE $32,721,061.35
Acquisition
+ Security Purchases $0.00
+ Money Market Fund Purchases $45,032.58
+ Money Market Contributions $0.00
+ Security Contributions $0.00
+ Security Transfers $0.00
Total Acquisitions $45,032.58
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 $32,766,093.93
CASH TRANSACTION SUMMARY
BEGINNING BALANCE $413,535.51
Acquisition
Contributions $0.00
Security Sale Proceeds $0.00
Accrued Interest Received $0.00
Interest Received $0.00
Dividend Received $45,032.58
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 $45,032.58
Dispositions
Withdrawals $0.00
Security Purchase $0.00
Accrued Interest Paid $0.00
Total Dispositions $0.00
ENDING BOOK VALUE $458,568.09
Reconciliation Summary
As of July 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
Chandler Asset Management Page 3 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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 458,568.09 Various
0.00%
458,568.09
458,568.09
1.00 0.00%
458,568.09
0.00 1.26%
0.00 NR / NR
NR
0.00 0.00
Total Cash 458,568.09 N/A
458,568.09
458,568.09 0.00%
458,568.09
0.00 1.26%
0.00 NR / NR
NR
0.00 0.00
EMERGING MARKET EQUITY
922042858 Vanguard FTSE Emerging Markets ETF
Due 7/31/2023
16,720.00 Various
3.69%
643,691.94
643,691.94
43.07 0.00%
720,130.40
0.00 1.98%
76,438.46
NR / NR
NR
0.00 0.00
Total Emerging Market Equity 16,720.00 3.69%
643,691.94
643,691.94 0.00%
720,130.40
0.00 1.98%
76,438.46
NR / NR
NR
0.00 0.00
INTERNATIONAL EQUITY
921943858 Vanguard ETF FTSE Developed Mkts ETF
Due 7/31/2023
61,510.00 Various
3.91%
2,420,843.73
2,420,843.73
47.63 0.00%
2,929,721.30
0.00 8.04%
508,877.57
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%
2,929,721.30
0.00 8.04%
508,877.57
NR / NR
NR
0.00 0.00
INTERNATIONAL REAL ESTATE
922042676 Vanguard Vanguard GLBL Ex-US Real Est
Due 7/31/2023
15,775.00 05/15/2023
0.00%
655,924.50
655,924.50
42.48 0.00%
670,122.00
0.00 1.84%
14,197.50
NR / NR
NR
0.00 0.00
Total International Real Estate 15,775.00 N/A
655,924.50
655,924.50 0.00%
670,122.00
0.00 1.84%
14,197.50
NR / NR
NR
0.00 0.00
LARGE CAP US EQUITY
464287200 ISHARES S&P 500 Index ETF 25,000.00 Various
N/A
9,761,289.05
9,761,289.05
460.18
N/A
11,504,500.00
0.00 31.56%
1,743,210.95
NR / NR
NR
0.00 0.00
Total Large Cap US Equity 25,000.00 N/A
9,761,289.05
9,761,289.05 N/A
11,504,500.00
0.00 31.56%
1,743,210.95
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 4 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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 7/31/2023
23,300.00 Various
1.59%
5,536,825.68
5,536,825.68
272.40
0.00%
6,346,920.00
0.00 17.41%
810,094.32
NR / NR
NR
0.00 0.00
Total Mid Cap US Equity 23,300.00 1.59%
5,536,825.68
5,536,825.68 0.00%
6,346,920.00
0.00 17.41%
810,094.32
NR / NR
NR
0.00 0.00
REAL ESTATE
922908553 Vanguard ETF REIT
Due 7/31/2023
31,200.00 Various
3.46%
2,726,488.43
2,726,488.43
85.26 0.00%
2,660,112.00
0.00 7.30%
(66,376.43)
NR / NR
NR
0.00 0.00
Total Real Estate 31,200.00 3.46%
2,726,488.43
2,726,488.43 0.00%
2,660,112.00
0.00 7.30%
(66,376.43)
NR / NR
NR
0.00 0.00
SMALL CAP US EQUITY
922908751 Vanguard ETF Small Cap
Due 7/31/2023
27,100.00 Various
1.54%
5,022,975.48
5,022,975.48
208.75
0.00%
5,657,125.00
0.00 15.52%
634,149.52
NR / NR
NR
0.00 0.00
Total Small Cap US Equity 27,100.00 1.54%
5,022,975.48
5,022,975.48 0.00%
5,657,125.00
0.00 15.52%
634,149.52
NR / NR
NR
0.00 0.00
US CORE BONDS
921937835 Vanguard ETF Total Bond Index
Due 7/31/2023
66,600.00 Various
2.36%
4,862,778.58
4,862,778.58
72.42 0.00%
4,823,172.00
0.00 13.23%
(39,606.58)
NR / NR
NR
0.00 0.00
Total US Core Bonds 66,600.00 2.36%
4,862,778.58
4,862,778.58 0.00%
4,823,172.00
0.00 13.23%
(39,606.58)
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 5 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Holdings Report
As of July 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 7/31/2023
7,400.00 Various
5.50%
676,708.45
676,708.45
92.75 0.00%
686,350.00
0.00 1.88%
9,641.55
NR / NR
NR
0.00 0.00
Total US High Yield Bonds 7,400.00 5.50%
676,708.45
676,708.45 0.00%
686,350.00
0.00 1.88%
9,641.55
NR / NR
NR
0.00 0.00
TOTAL PORTFOLIO 733,173.09 2.31%
32,766,093.93
32,766,093.93 0.00%
36,456,720.79
0.00 100.00%
3,690,626.86
NR / NR
NR
0.00 0.00
TOTAL MARKET VALUE PLUS ACCRUED 36,456,720.79
Chandler Asset Management Page 6 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Transaction Ledger
As of July 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 07/05/2023 90CASH$00 28,944.24 Cash Custodial Cash Account 1.000 28,944.24 0.00 28,944.24 0.00 Purchase 07/07/2023 90CASH$00 12,279.18 Cash Custodial Cash Account 1.000 12,279.18 0.00 12,279.18 0.00 Purchase 07/10/2023 90CASH$00 3,658.86 Cash Custodial Cash Account 1.000 3,658.86 0.00 3,658.86 0.00 Purchase 07/15/2023 90CASH$00 150.30 Cash Custodial Cash Account 1.000 150.30 0.00 150.30 0.00 Subtotal 45,032.58 45,032.58 0.00 45,032.58 0.00
TOTAL ACQUISITIONS 45,032.58 45,032.58 0.00 45,032.58 0.00
OTHER TRANSACTIONS
Dividend 07/05/2023 922908553 31,200.00 Vanguard ETF REIT 0.000 28,944.24 0.00 28,944.24 0.00 Dividend 07/07/2023 921937835 66,600.00 Vanguard ETF Total Bond Index 0.000 12,279.18 0.00 12,279.18 0.00 Dividend 07/10/2023 78468R622 7,400.00 SPDR Bloomberg High Yield Bond ETF 0.000 3,658.86 0.00 3,658.86 0.00 Dividend 07/15/2023 90CASH$00 458,417.79 Cash Custodial Cash Account 0.000 150.30 0.00 150.30 0.00 Subtotal 563,617.79 45,032.58 0.00 45,032.58 0.00
TOTAL OTHER TRANSACTIONS 563,617.79 45,032.58 0.00 45,032.58 0.00 Chandler Asset Management Page 7 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
25,000.00
9,761,289.05
0.00 0.00
9,761,289.05
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
23,300.00
5,536,825.68
0.00 0.00
5,536,825.68
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
7,400.00
676,708.45
0.00 0.00
676,708.45
0.00 3,658.86
0.00 3,658.86
0.00 0.00
0.00 3,658.86
3,658.86
921937835 Vanguard ETF
Total Bond Index
Various
Various
66,600.00
4,862,778.58
0.00 0.00
4,862,778.58
0.00 12,279.18
0.00 12,279.18
0.00 0.00
0.00 12,279.18
12,279.18
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 922042676 Vanguard
Vanguard GLBL Ex-US Real Est
05/15/2023
05/17/2023
15,775.00
655,924.50
0.00 0.00
655,924.50
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
31,200.00
2,726,488.43
0.00 0.00
2,726,488.43
0.00 28,944.24
0.00 28,944.24
0.00 0.00
0.00 28,944.24
28,944.24
Chandler Asset Management Page 8 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Income Earned
As of July 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
27,100.00
5,022,975.48
0.00 0.00
5,022,975.48
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 Total Equity 274,605.00
32,307,525.84
0.00 0.00
32,307,525.84
0.00 44,882.28
0.00 44,882.28
0.00 0.00
0.00 44,882.28 44,882.28
CASH & EQUIVALENT
90CASH$00 Cash
Custodial Cash Account
Various
Various
458,568.09
413,535.51
45,032.58
0.00 458,568.09
0.00 150.30
0.00 150.30
0.00 0.00
0.00 150.30
150.30
Total Cash & Equivalent 458,568.09
413,535.51
45,032.58
0.00 458,568.09
0.00 150.30
0.00 150.30
0.00 0.00
0.00 150.30 150.30
TOTAL PORTFOLIO 733,173.09
32,721,061.35
45,032.58
0.00 32,766,093.93
0.00 45,032.58
0.00 45,032.58
0.00 0.00
0.00 45,032.58 45,032.58
Chandler Asset Management Page 9 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Cash Flow - no data for this time period
Chandler Asset Management Page 10 Execution Time: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 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: 8/2/2023 3:33:27 AM DocuSign Envelope ID: 4609BE8E-2AAA-44EE-B1DA-35836204A037 Certificate Of Completion
Envelope Id: 4609BE8E2AAA44EEB1DA35836204A037 Status: Completed Subject: Complete with DocuSign: July 2023 Investment Report.pdf Source Envelope:
Document Pages: 106 Signatures: 4 Envelope Originator:
Certificate Pages: 2 Initials: 1 Lillian Davis
AutoNav: Enabled
EnvelopeId Stamping: Enabled
Time Zone: (UTC-08:00) Pacific Time (US & Canada)
400 S Vicentia Ave
Corona, CA 92882
[email protected]
IP Address: 64.29.226.10
Record Tracking
Status: Original
9/18/2023 6:00:45 PM
Holder: Lillian Davis
[email protected]
Location: DocuSign
Security Appliance Status: Connected Pool: StateLocal
Storage Appliance Status: Connected Pool: City of Corona, CA Location: DocuSign Signer Events Signature Timestamp
Eliana Nguyen
[email protected]
Security Level: Email, Account Authentication
(None)
Signature Adoption: Pre-selected Style
Using IP Address: 64.29.226.10
Sent: 9/18/2023 6:04:57 PM
Viewed: 9/19/2023 3:23:39 PM
Signed: 9/19/2023 3:25:13 PM
Electronic Record and Signature Disclosure:
Not Offered via DocuSign
Christine Thompson
[email protected]
Accounting Manager
Security Level: Email, Account Authentication
(None) Signature Adoption: Pre-selected Style
Using IP Address: 64.29.226.10
Sent: 9/19/2023 3:25:14 PM
Viewed: 9/19/2023 4:01:00 PM
Signed: 9/19/2023 4:02:05 PM
Electronic Record and Signature Disclosure:
Not Offered via DocuSign
Kim Sitton
[email protected]
Finance Director
City of Corona, CA
Security Level: Email, Account Authentication
(None)
Signature Adoption: Pre-selected Style
Using IP Address: 64.29.226.10
Sent: 9/19/2023 4:02:07 PM
Viewed: 9/20/2023 7:57:57 AM
Signed: 9/20/2023 7:59:34 AM
Electronic Record and Signature Disclosure:
Not Offered via DocuSign
Brett Channing
[email protected]
Security Level: Email, Account Authentication
(None)
Signature Adoption: Pre-selected Style
Using IP Address: 64.29.226.10
Sent: 9/20/2023 7:59:35 AM
Viewed: 9/20/2023 12:11:55 PM
Signed: 9/20/2023 12:12:19 PM
Electronic Record and Signature Disclosure:
Not Offered via DocuSign
Signer Events Signature Timestamp
Chad Willardson
[email protected]
Security Level: Email, Account Authentication
(None)
Signature Adoption: Pre-selected Style
Using IP Address: 104.34.39.6
Signed using mobile
Sent: 9/20/2023 12:12:20 PM
Viewed: 9/24/2023 6:16:35 AM
Signed: 9/24/2023 6:16:42 AM
Electronic Record and Signature Disclosure:
Not Offered via DocuSign
In Person Signer Events Signature Timestamp
Editor Delivery Events Status Timestamp
Agent Delivery Events Status Timestamp
Intermediary Delivery Events Status Timestamp
Certified Delivery Events Status Timestamp
Carbon Copy Events Status Timestamp
Vicky Pang
[email protected]
FINANCIAL ANALYST
City of Corona
Security Level: Email, Account Authentication
(None)
Sent: 9/24/2023 6:16:44 AM
Electronic Record and Signature Disclosure:
Not Offered via DocuSign
Witness Events Signature Timestamp
Notary Events Signature Timestamp
Envelope Summary Events Status Timestamps
Envelope Sent Hashed/Encrypted 9/18/2023 6:04:57 PM
Certified Delivered Security Checked 9/24/2023 6:16:35 AM Signing Complete Security Checked 9/24/2023 6:16:42 AM
Completed Security Checked 9/24/2023 6:16:44 AM
Payment Events Status Timestamps