____________________________________________________________________________________________________________________ Prepared By: Chandler Asset Management
City of Corona
Investment Portfolio Report
Month Ending September 30, 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 September 30, 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 Accountin g Mana
g
er
Investment Summary
City's Investment Pension Trust Total Investment
Beginning balance August 31, 2023 507,164,549 $ 32,782,946 $ 539,947,495 $ Acquisitions / Additions:
Agency Notes 11,155,592 11,155,592
US Corporate Notes - -
LAIF 13,600,000 13,600,000
Money Market Fund 54,309,105 61,472.55 54,370,578
$ 79,064,697 61,472.55 $ 79,126,169
Dispositions / Withdrawals:
Agency Notes 11,675,531 11,675,531
US Corporate Notes 1,826,746 1,826,746 LAIF 16,000,000 16,000,000 Money Market Fund 51,159,865 51,159,865 $ 80,662,142 $ 80,662,142
Gain/(Loss) on Dispositions $ (421,692) $ (421,692)
Ending balance, September 30, 2023 505,145,411 $ $ 32,844,419 $ 537,989,830 DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F
MONTHLY ACCOUNT STATEMENT
City of Corona Consolidated - Account #10003
SEPTEMBER 1, 2023 THROUGH SEPTEMBER 30, 2023
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.
CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian
Bank of New York Mellon
Lauren Dehner
(904) 645-1918
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F
ACCOUNT SUMMARY
Beg. Values
as of 8/31/23
End Values
as of 9/30/23
Market Value 490,346,665 487,144,216
Accrued Interest 2,574,090 3,055,244
Total Market Value 492,920,755 490,199,459
Income Earned 1,306,456 1,283,708
Cont/WD -2,400,000
Par 510,529,290 509,384,399
Book Value 507,164,549 505,145,411
Cost Value 507,164,549 505,145,411
TOP ISSUERS
Government of United States 45.5%
Federal Home Loan Mortgage Corp 9.7%
Local Agency Investment Fund 7.4%
Federal National Mortgage Assoc 6.0%
Federal Home Loan Bank 3.3%
Inter-American Dev Bank 1.2%
Intl Bank Recon and Development 1.2%
JP Morgan Chase & Co 1.1%
Total 75.5%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 1.67
Average Coupon 3.09%
Average Purchase YTM 3.24%
Average Market YTM 5.21%
Average S&P/Moody Rating AA+/Aa1
Average Final Maturity 1.93 yrs
Average Life 1.75 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of September 30, 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: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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 September 30, 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: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
193,103.79 09/22/2020
0.38%
193,075.42
193,075.42
99.16 6.01%
191,487.51
25.80 0.04%
(1,587.91)
NR / AAA
AAA
1.05 0.15
36262XAC8 GM Financial Auto Lease Trust 2021-3
A2
0.39% Due 10/21/2024
703,423.86 08/10/2021
0.39%
703,414.29
703,414.29
99.36 5.86%
698,894.51
83.82 0.14%
(4,519.78)
NR / AAA
AAA
1.06 0.12
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
17,368.71 07/14/2020
0.52%
17,366.06
17,366.06
99.78 5.99%
17,330.66
3.94 0.00%
(35.40)
Aaa / NR
AAA
1.13 0.04
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
180,277.93 09/08/2021
0.34%
180,259.33
180,259.33
99.43 5.99%
179,254.49
9.92 0.04%
(1,004.84)
Aaa / NR
AAA
1.24 0.10
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
109,857.00 10/06/2020
0.36%
109,836.53
109,836.53
99.47 6.23%
109,274.65
17.09 0.02%
(561.88)
NR / AAA
AAA
1.30 0.09
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
911,781.15 01/11/2022
1.16%
911,761.00
911,761.00
98.90 5.84%
901,752.48
470.07
0.18%
(10,008.52)
Aaa / AAA
NR
1.30 0.23
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
15,292.15 08/04/2020
0.48%
15,288.94
15,288.94
99.80 4.84%
15,261.04
2.20 0.00%
(27.90)
Aaa / NR
AAA
1.39 0.05
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
2,454,170.12 02/23/2022
1.98%
2,453,783.83
2,453,783.83
98.72 6.07%
2,422,670.85
1,469.78
0.49%
(31,112.98)
NR / AAA
AAA
1.39 0.31
36265MAC9 GM Financial Auto Lease Trust 2022-1
A3
1.9% Due 3/20/2025
1,735,312.66 02/15/2022
1.91%
1,735,297.74
1,735,297.74
98.72 6.18%
1,713,154.45
1,007.45
0.35%
(22,143.29)
Aaa / NR
AAA
1.47 0.30
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
539,208.10 01/11/2022
1.11%
539,127.48
539,127.48
98.83 6.13%
532,880.49
98.85 0.11%
(6,246.99)
NR / AAA
AAA
1.48 0.23
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
214,306.50 02/17/2021
0.27%
214,302.58
214,302.58
98.22 6.10%
210,491.42
16.07 0.04%
(3,811.16)
Aaa / NR
AAA
1.56 0.30
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
361,529.86 10/20/2020
0.39%
361,446.61
361,446.61
98.78 5.87%
357,111.25
61.06 0.07%
(4,335.36)
NR / AAA
AAA
1.62 0.22
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
790,367.29 02/02/2021
0.27%
790,220.61
790,220.61
98.27 6.03%
776,727.14
91.33 0.16%
(13,493.47)
Aaa / NR
AAA
1.62 0.30
Chandler Asset Management Page 3 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
582,157.54 04/20/2021
0.38%
582,096.30
582,096.30
97.97 5.89%
570,345.56
98.32 0.12%
(11,750.74)
NR / AAA
AAA
1.96 0.37
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
878,567.74 11/16/2021
0.89%
878,382.53
878,382.53
96.10 6.44%
844,315.02
214.76
0.17%
(34,067.51)
Aaa / NR
AAA
2.31 0.70
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
952,423.90 07/13/2021
0.52%
952,338.95
952,338.95
96.59 5.88%
919,910.05
220.12
0.19%
(32,428.90)
Aaa / NR
AAA
2.46 0.64
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
826,043.15 11/09/2021
0.71%
826,025.56
826,025.56
96.20 6.20%
794,639.47
260.66
0.16%
(31,386.09)
NR / AAA
AAA
2.54 0.69
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
625,513.14 11/09/2021
0.75%
625,373.52
625,373.52
96.64 5.94%
604,501.53
205.72
0.12%
(20,871.99)
NR / AAA
AAA
2.62 0.64
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
96.48 5.78%
1,591,872.17
1,378.67
0.33%
(57,879.67)
Aaa / AAA
NR
2.62 0.91
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
97.56 5.95%
1,038,961.82
569.78
0.21%
(25,982.80)
Aaa / AAA
NR
2.90 0.90
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
672,558.84 10/13/2021
0.68%
672,541.68
672,541.68
95.94 6.21%
645,242.19
190.56
0.13%
(27,299.49)
Aaa / AAA
NR
2.96 0.73
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
96.82 6.16%
977,832.51
1,041.42
0.20%
(31,944.08)
Aaa / NR
AAA
2.96 0.83
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
96.77 5.74%
1,306,347.74
1,332.00
0.27%
(43,600.29)
NR / AAA
AAA
3.04 0.92
380146AC4 GM Financial Auto Receivables 2022-1
A3
1.26% Due 11/16/2026
653,968.72 01/11/2022
1.27%
653,911.89
653,911.89
96.63 5.58%
631,933.25
343.33
0.13%
(21,978.64)
NR / AAA
AAA
3.13 0.78
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
96.51 5.72%
2,668,415.79
4,165.93
0.55%
(95,972.59)
NR / AAA
AAA
3.63 1.53
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
99.36 4.97%
1,142,684.85
1,307.17
0.23%
(7,264.55)
NR / AAA
AAA
3.81 0.86
Chandler Asset Management Page 4 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
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
98.83 5.72%
1,858,047.45
4,186.13
0.38%
(21,610.01)
Aaa / NR
AAA
4.13 1.79
161571HT4 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
3,645,000.00 09/07/2023
5.23%
3,643,989.61
3,643,989.61
99.63 5.35%
3,631,579.11
8,359.20
0.74%
(12,410.50)
NR / AAA
AAA
4.96 2.66
Total ABS 27,932,232.15 2.46%
27,928,256.78
27,928,256.78 5.82%
27,352,919.45
27,231.15
5.59%
(575,337.33)
Aaa / AAA
AAA
2.85 1.02
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
98.08 5.68%
5,394,631.00
46,998.26
1.11%
(345,369.40)
Aaa / AA+
NR
0.71 0.68
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
97.56 5.54%
3,902,264.00
5,750.00
0.80%
(304,496.00)
Aaa / AA+
NR
0.96 0.92
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
96.15 5.48%
3,365,155.50
26,225.69
0.69%
(199,119.50)
Aaa / AA+
AA+
1.04 1.00
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
94.82 5.44%
4,077,225.60
12,063.89
0.83%
(219,979.40)
Aaa / AA+
NR
1.22 1.18
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
95.43 5.39%
4,027,251.50
16,000.83
0.82%
(255,626.70)
Aaa / AA+
AA+
1.27 1.22
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
95.05 5.30%
6,249,649.28
13,423.96
1.28%
(320,287.97)
Aaa / AA+
AA+
1.37 1.32
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
93.06 5.31%
4,904,493.88
14,547.40
1.00%
(354,649.92)
Aaa / AA+
AA+
1.56 1.51
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
92.46 5.15%
5,732,507.60
8,955.55
1.17%
(464,224.30)
Aaa / AA+
AA+
1.72 1.66
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
91.91 5.12%
5,790,348.90
4,593.75
1.18%
(487,550.70)
Aaa / AA+
AA+
1.81 1.76
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
91.47 5.14%
5,748,801.51
2,356.88
1.17%
(511,637.69)
Aaa / AA+
AA+
1.90 1.85
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
91.18 5.12%
5,739,535.50
524.59
1.17%
(536,810.55)
Aaa / AA+
AA+
1.98 1.93
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.94 5.10%
5,729,087.71
12,600.00
1.17%
(550,807.29)
Aaa / AA+
AA+
2.11 2.04
Chandler Asset Management Page 5 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
96.51 4.75%
3,378,021.50
6,027.78
0.69%
(170,733.50)
Aaa / AA+
AA+
4.46 4.03
3130AWN63 FHLB Note
4% Due 6/30/2028
3,000,000.00 08/21/2023
4.53%
2,931,360.00
2,931,360.00
97.08 4.69%
2,912,409.00
25,666.67
0.60%
(18,951.00)
Aaa / AA+
NR
4.75 4.23
Total Agency 71,245,000.00 1.22%
71,691,626.40
71,691,626.40 5.24%
66,951,382.48
195,735.25
13.70%
(4,740,243.92)
Aaa / AA+
AA+
1.81 1.72
CMO
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
100,853.62 05/16/2019
2.57%
104,785.34
104,785.34
99.62 5.59%
100,471.49
59.29 0.02%
(4,313.85)
Aaa / NR
AAA
0.07 0.07
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
93.06 5.27%
1,395,826.50
3,316.25
0.29%
(190,599.28)
NR / NR
AAA
2.90 2.68
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
94.20 5.27%
2,826,144.00
7,800.00
0.58%
(302,293.50)
NR / AAA
AAA
2.99 2.69
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
93.53 5.10%
2,478,584.75
7,163.83
0.51%
(3,823.45)
Aaa / NR
NR
3.90 3.51
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
93.44 5.20%
4,382,312.55
13,460.30
0.90%
(88,759.72)
NR / NR
AAA
4.24 3.77
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
93.94 5.19%
2,818,212.00
1,800.00
0.58%
(92,842.69)
NR / NR
AAA
4.32 3.82
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
93.02 5.19%
5,581,488.00
3,350.00
1.14%
(126,511.69)
NR / NR
AAA
4.32 3.83
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
94.67 5.16%
5,036,353.56
3,413.66
1.03%
(192,771.45)
NR / NR
AAA
4.65 4.07
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
94.63 5.16%
1,889,661.25
1,282.74
0.39%
(62,016.21)
NR / NR
AAA
4.74 4.10
3137FJEH8 FHLMC K081 A2
3.9% Due 8/25/2028
3,148,000.00 09/05/2023
4.88%
3,015,685.63
3,015,685.63
95.10 5.03%
2,993,839.29
10,231.00
0.61%
(21,846.34)
NR / NR
AAA
4.91 4.32
Total CMO 31,405,853.62 4.21%
30,588,671.57
30,588,671.57 5.17%
29,502,893.39
51,877.07
6.03%
(1,085,778.18)
Aaa / AAA
AAA
4.21 3.72
Chandler Asset Management Page 6 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
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
96.30 5.65%
2,497,017.51
22,144.94
0.51%
(127,466.70)
A2 / A
A+
1.11 1.06
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
94.62 5.92%
1,868,794.38
7,255.38
0.38%
(104,171.37)
Aa3 / AAAA1.19
1.14 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
94.95 5.57%
2,563,574.40
8,482.50
0.52%
(132,807.60)
A1 / A+
A+
1.29 1.24
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
94.76 5.72%
3,548,713.32
11,614.70
0.73%
(192,242.08)
Aaa / AA+
AAA
1.29 1.24
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
94.98 6.10%
3,936,933.44
16,522.43
0.81%
(199,237.71)
A2 / A+
A+
1.31 1.25
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
96.01 5.62%
2,851,627.68
40,911.75
0.59%
(117,600.12)
A1 / A+
NR
1.52 1.44
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
96.48 5.80%
1,225,282.03
19,883.44
0.25%
(44,248.07)
A1 / A
AA1.541.45
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
93.85 5.97%
2,591,195.74
21,282.71
0.53%
(271,464.28)
A2 / AAA1.59
1.51 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
96.27 6.23%
3,171,941.64
9,050.27
0.65%
(127,327.01)
A1 / AAA1.67
1.59 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
96.22 5.80%
904,451.08
9,548.83
0.19%
(35,295.12)
A2 / AA1.71
1.61 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
95.97 6.31%
1,501,903.90
4,128.21
0.31%
(64,064.30)
A1 / AAA1.73
1.64 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 5.76%
2,281,678.45
23,500.00
0.47%
(67,522.55)
Aaa / AA+
AAA
1.75 1.65
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
89.76 5.92%
2,692,866.00
8,093.76
0.55%
(276,834.00)
Aa1 / AA+
NR
2.20 2.11
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
89.65 5.69%
1,676,445.65
3,199.78
0.34%
(143,943.25)
Aaa / AA+
AAA
2.29 2.20
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
93.86 6.27%
938,605.00
9,199.92
0.19%
(98,725.00)
A1 / AAA2.56
1.48 Chandler Asset Management Page 7 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
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
93.94 6.28%
1,503,028.80
14,878.40
0.31%
(8,347.20)
A1 / AA+2.58
1.50 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
89.91 5.17%
4,374,063.12
18,784.31
0.90%
(469,920.08)
A1 / AA
AA2.622.51
91324PEC2 United Health Group Inc Callable Note
Cont 4/15/2026
1.15% Due 5/15/2026
805,000.00 Various
1.08%
807,605.05
807,605.05
89.96 5.30%
724,147.41
3,497.28
0.15%
(83,457.64)
A2 / A+
A
2.62 2.51
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
89.30 5.41%
2,969,158.50
10,702.34
0.61%
(354,378.50)
A1 / A+
A+
2.72 2.60
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
91.71 6.49%
2,751,222.00
11,211.50
0.56%
(256,698.00)
A1 / AAA2.72
1.65 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
88.51 5.70%
2,011,006.28
5,680.00
0.41%
(260,363.64)
Aa3 / AA+
AA+
2.79 2.67
58989V2D5 Met Tower Global Funding Note
1.25% Due 9/14/2026
1,715,000.00 09/07/2021
1.27%
1,713,422.20
1,713,422.20
88.10 5.68%
1,510,999.04
1,012.33
0.31%
(202,423.16)
Aa3 / AAAA2.96
2.83 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
89.16 5.03%
699,931.91
320.54
0.14%
(83,584.44)
Aa2 / AA
AA
2.97 2.85
59217GER6 Metlife Note
1.875% Due 1/11/2027
2,485,000.00 01/03/2022
1.90%
2,482,167.10
2,482,167.10
88.64 5.72%
2,202,718.91
10,354.17
0.45%
(279,448.19)
Aa3 / AAAA3.28
3.09 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
89.07 6.03%
1,157,965.90
2,477.22
0.24%
(124,900.10)
A2 / AA3.42
3.19 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
90.90 5.75%
1,727,109.50
3,103.33
0.35%
(157,823.50)
A1 / A
NR
3.44 3.20
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.95%
2,906,255.64
2,906,255.64
93.82 6.20%
2,814,531.00
46,860.17
0.58%
(91,724.64)
A1 / AAA3.56
2.36 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
94.59 5.68%
1,272,274.51
21,071.67
0.26%
(70,546.59)
A2 / A+
A+
3.61 3.24
Chandler Asset Management Page 8 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
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
94.79 5.30%
1,293,846.66
19,079.66
0.27%
(71,791.74)
A2 / A+
A
3.62 3.28
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
93.12 5.10%
2,327,962.50
27,708.33
0.48%
(114,012.50)
Aa3 / A+
NR
3.63 3.34
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
94.39 5.82%
1,321,448.80
18,052.38
0.27%
(73,861.20)
A1 / A
NR
3.69 3.31
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
92.12 5.75%
4,145,224.50
34,675.00
0.85%
(97,585.50)
A3 / ANR4.30
3.85 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
98.19 5.22%
2,405,534.95
22,951.74
0.50%
(82,170.55)
A2 / A
A+
4.31 3.81
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
100.17
5.20%
1,502,548.50
10,062.50
0.31%
(29,671.50)
A2 / A+
A
4.38 3.84
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
99.25 5.07%
2,074,281.11
6,226.46
0.42%
(13,691.59)
Aa3 / A+
NR
4.44 3.93
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
96.02 4.98%
1,584,346.50
25,850.00
0.33%
(64,737.00)
Aaa / AA+
NR
4.61 4.08
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
96.23 4.97%
1,900,467.45
29,773.13
0.39%
(74,924.80)
A1 / A+
NR
4.63 4.09
74340XCG4 Prologis LP Callable Note Cont
5/15/2028
4.875% Due 6/15/2028
4,000,000.00 Various
5.11%
3,959,713.70
3,959,713.70
97.44 5.50%
3,897,456.00
50,375.00
0.81%
(62,257.70)
A3 / A
NR
4.71 4.09
78016HZS2 ROYAL BANK OF CANADA Note
5.2% Due 8/1/2028
3,500,000.00 09/12/2023
5.50%
3,454,675.00
3,454,675.00
97.33 5.84%
3,406,581.50
35,894.44
0.70%
(48,093.50)
A1 / A
AA4.844.17
69371RS64 Paccar Financial Corp Note
4.95% Due 8/10/2028
1,670,000.00 08/03/2023
4.99%
1,667,361.40
1,667,361.40
98.86 5.22%
1,650,960.33
11,710.88
0.34%
(16,401.07)
A1 / A+
NR
4.87 4.24
74456QBX3 Public Service El & Gas CAllable Note
Cont 6/1/2028
3.65% Due 9/1/2028
3,000,000.00 09/12/2023
5.15%
2,805,270.00
2,805,270.00
92.73 5.35%
2,781,825.00
9,125.00
0.57%
(23,445.00)
A1 / A
NR
4.93 4.40
Chandler Asset Management Page 9 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
Total Corporate 96,176,000.00 2.95%
95,480,879.39
95,480,879.39 5.67%
90,261,670.90
666,256.40
18.55%
(5,219,208.49)
A1 / A+
AA2.942.61
LAIF
90LAIF$00 Local Agency Investment Fund State
Pool
36,126,879.61 Various
3.59%
36,126,879.61
36,126,879.61
1.00 3.59%
36,126,879.61
345,727.52
7.44%
0.00 NR / NR
NR
0.00 0.00
Total LAIF 36,126,879.61 3.59%
36,126,879.61
36,126,879.61 3.59%
36,126,879.61
345,727.52
7.44%
0.00 NR / NR
NR
0.00 0.00
MONEY MARKET FUND
60934N807 Federated Investors Govt Oblig Fund
Inst.
57,640.99 09/14/2023
4.98%
57,640.99
57,640.99
1.00 4.98%
57,640.99
0.00 0.01%
0.00 Aaa / AAA
AAA
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
745,792.99 Various
4.98%
745,792.99
745,792.99
1.00 4.98%
745,792.99
0.00 0.15%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund 803,433.98 4.98%
803,433.98
803,433.98 4.98%
803,433.98
0.00 0.16%
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
96.92 5.60%
3,280,711.54
40,620.00
0.68%
(182,041.91)
Aa2 / AAAA1.01
0.96 Total Municipal Bonds 3,385,000.00 1.91%
3,462,753.45
3,462,753.45 5.60%
3,280,711.54
40,620.00
0.68%
(182,041.91)
Aa2 / AAAA1.01
0.96 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
91.01 5.12%
5,733,346.51
13,387.51
1.17%
(539,014.34)
Aaa / AAA
AAA
2.08 2.01
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
90.23 4.99%
5,765,869.53
25,005.31
1.18%
(594,864.27)
Aaa / AAA
AAA
2.56 2.46
Total Supranational 12,690,000.00 0.78%
12,633,094.65
12,633,094.65 5.06%
11,499,216.04
38,392.82
2.35%
(1,133,878.61)
Aaa / AAA
AAA
2.32 2.24
Chandler Asset Management Page 10 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
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
540,481.86
10.33%
0.00 P-1 / A-1+
F-1+
0.05 0.05
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
457,603.34
6.06%
0.00 P-1 / A-1+
F-1+
0.21 0.20
912797GM3 US Treasury Bill
5.262% Due 2/8/2024
20,500,000.00 08/14/2023
5.48%
19,969,634.25
19,969,634.25
97.41 5.48%
19,969,634.25
140,831.58
4.10%
0.00 P-1 / A-1+
F-1+
0.36 0.35
912797GX9 US Treasury Bill
5.285% Due 3/14/2024
22,350,000.00 09/14/2023
5.50%
21,756,086.43
21,756,086.43
97.34 5.50%
21,756,086.43
52,500.65
4.45%
0.00 P-1 / A-1+
F-1+
0.45 0.44
912828X70 US Treasury Note
2% Due 4/30/2024
200,000.00 12/23/2019
1.75%
202,070.31
202,070.31
98.03 5.47%
196,062.60
1,673.91
0.04%
(6,007.71)
Aaa / AA+
AA+
0.58 0.56
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
97.46 5.50%
4,775,393.00
24,766.30
0.98%
(166,860.91)
Aaa / AA+
AA+
0.75 0.73
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
97.36 5.51%
4,867,775.00
15,166.44
1.00%
(272,459.38)
Aaa / AA+
AA+
0.88 0.85
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
96.68 5.45%
3,867,032.00
37,663.04
0.80%
(223,436.75)
Aaa / AA+
AA+
1.09 1.04
912828ZC7 US Treasury Note
1.125% Due 2/28/2025
7,000,000.00 03/18/2020
0.81%
7,108,007.81
7,108,007.81
94.39 5.28%
6,607,342.00
6,706.73
1.35%
(500,665.81)
Aaa / AA+
AA+
1.42 1.37
91282CED9 US Treasury Note
1.75% Due 3/15/2025
7,000,000.00 04/05/2022
2.65%
6,823,085.94
6,823,085.94
95.09 5.29%
6,656,566.00
5,384.62
1.36%
(166,519.94)
Aaa / AA+
AA+
1.46 1.41
91282CAB7 US Treasury Note
0.25% Due 7/31/2025
6,000,000.00 03/12/2021
0.72%
5,879,062.50
5,879,062.50
91.56 5.13%
5,493,750.00
2,527.17
1.12%
(385,312.50)
Aaa / AA+
AA+
1.84 1.78
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
91.00 5.04%
2,912,000.00
21.86 0.59%
(218,375.00)
Aaa / AA+
AA+
2.00 1.95
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
90.68 5.02%
5,440,548.00
6,277.17
1.11%
(482,577.00)
Aaa / AA+
AA+
2.09 2.03
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
90.61 5.00%
3,443,009.00
4,788.93
0.70%
(288,858.19)
Aaa / AA+
AA+
2.17 2.10
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
89.05 4.82%
1,398,097.56
1,002.82
0.29%
(160,802.05)
Aaa / AA+
AA+
2.92 2.82
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
89.23 4.77%
2,793,036.72
74.83 0.57%
(290,135.55)
Aaa / AA+
AA+
3.00 2.90
Chandler Asset Management Page 11 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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
89.60 4.79%
2,795,569.92
14,688.59
0.57%
(305,417.58)
Aaa / AA+
AA+
3.09 2.95
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
92.96 4.74%
2,231,061.60
21,172.13
0.46%
(120,094.65)
Aaa / AA+
AA+
3.67 3.40
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
95.01 4.72%
6,318,278.05
54,618.55
1.30%
(372,102.81)
Aaa / AA+
AA+
3.75 3.44
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
93.15 4.72%
1,210,979.90
6,023.10
0.25%
(66,981.04)
Aaa / AA+
AA+
3.84 3.56
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
94.38 4.71%
3,256,072.05
9,181.83
0.67%
(143,445.53)
Aaa / AA+
AA+
3.92 3.62
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
97.92 4.70%
2,741,704.00
315.57
0.56%
(28,296.01)
Aaa / AA+
AA+
4.00 3.64
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
96.94 4.69%
4,459,125.00
59,903.69
0.92%
(168,960.94)
Aaa / AA+
AA+
4.17 3.74
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
96.92 4.68%
6,784,260.00
68,549.60
1.40%
(244,685.31)
Aaa / AA+
AA+
4.25 3.83
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
95.43 4.67%
6,680,352.00
41,277.17
1.37%
(147,655.81)
Aaa / AA+
AA+
4.34 3.94
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
97.41 4.65%
6,818,987.00
23,846.15
1.40%
(130,973.94)
Aaa / AA+
AA+
4.42 3.98
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
95.84 4.62%
6,709,066.00
85,276.64
1.39%
(175,269.94)
Aaa / AA+
AA+
4.67 4.18
91282CHX2 US Treasury Note
4.375% Due 8/31/2028
1,900,000.00 09/25/2023
4.62%
1,879,960.94
1,879,960.94
99.01 4.60%
1,881,148.20
7,079.33
0.39%
1,187.26
Aaa / AA+
AA+
4.92 4.36
Total US Treasury 229,620,000.00 4.06%
226,429,815.34
226,429,815.34 5.20%
221,365,108.25
1,689,403.60
45.50%
(5,064,707.09)
Aaa / AAA
AAA
1.44 1.34
TOTAL PORTFOLIO 509,384,399.36 3.24%
505,145,411.17
505,145,411.17 5.21%
487,144,215.64
3,055,243.81
100.00%
(18,001,195.53)
Aa1 / AA+
AAA
1.93 1.67
TOTAL MARKET VALUE PLUS ACCRUED 490,199,459.45
Chandler Asset Management Page 12 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/03/2023 60934N807 15,925.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 15,925.00 0.00 15,925.00 0.00
Purchase 09/05/2023 60934N807 5,748.74 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 5,748.74 0.00 5,748.74 0.00
Purchase 09/07/2023 60934N807 1,527,105.39 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 1,527,105.39 0.00 1,527,105.39 0.00
Purchase 09/08/2023 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
95.797 4.88% 3,015,685.63 2,387.23 3,018,072.86 0.00
Purchase 09/09/2023 60934N807 50,943.75 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 50,943.75 0.00 50,943.75 0.00
Purchase 09/10/2023 60934N807 26,600.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 26,600.00 0.00 26,600.00 0.00
Purchase 09/13/2023 60934N807 9,823,270.55 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 9,823,270.55 0.00 9,823,270.55 0.00
Purchase 09/13/2023 60934N807 57,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 57,500.00 0.00 57,500.00 0.00
Purchase 09/14/2023 60934N807 10,718.75 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 10,718.75 0.00 10,718.75 0.00
Purchase 09/14/2023 60934N807 21,500,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 21,500,000.00 0.00 21,500,000.00 0.00
Purchase 09/14/2023 74456QBX3 3,000,000.00 Public Service El & Gas CAllable Note Cont 6/1/2028
3.65% Due 9/1/2028
93.509 5.15% 2,805,270.00 3,954.17 2,809,224.17 0.00
Purchase 09/14/2023 78016HZS2 3,500,000.00 ROYAL BANK OF CANADA Note
5.2% Due 8/1/2028
98.705 5.50% 3,454,675.00 27,300.00 3,481,975.00 0.00
Purchase 09/15/2023 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
99.972 5.23% 3,643,989.61 0.00 3,643,989.61 0.00
Purchase 09/15/2023 60934N807 123,411.46 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 123,411.46 0.00 123,411.46 0.00
Purchase 09/15/2023 60934N807 2,497.50 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 2,497.50 0.00 2,497.50 0.00
Purchase 09/15/2023 60934N807 1,952.67 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 1,952.67 0.00 1,952.67 0.00
Chandler Asset Management Page 13 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/15/2023 60934N807 7,849.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 7,849.00 0.00 7,849.00 0.00
Purchase 09/15/2023 60934N807 7,811.13 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 7,811.13 0.00 7,811.13 0.00
Purchase 09/15/2023 60934N807 2,585.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 2,585.00 0.00 2,585.00 0.00
Purchase 09/15/2023 60934N807 23,265.84 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 23,265.84 0.00 23,265.84 0.00
Purchase 09/15/2023 60934N807 69,559.97 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 69,559.97 0.00 69,559.97 0.00
Purchase 09/15/2023 60934N807 163,723.76 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 163,723.76 0.00 163,723.76 0.00
Purchase 09/15/2023 60934N807 143,321.57 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 143,321.57 0.00 143,321.57 0.00
Purchase 09/15/2023 60934N807 68,696.67 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 68,696.67 0.00 68,696.67 0.00
Purchase 09/15/2023 60934N807 44,445.12 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 44,445.12 0.00 44,445.12 0.00
Purchase 09/15/2023 60934N807 15,636.48 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 15,636.48 0.00 15,636.48 0.00
Purchase 09/15/2023 60934N807 50,399.22 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 50,399.22 0.00 50,399.22 0.00
Purchase 09/15/2023 60934N807 48,583.13 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 48,583.13 0.00 48,583.13 0.00
Purchase 09/15/2023 60934N807 55,035.45 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 55,035.45 0.00 55,035.45 0.00
Purchase 09/15/2023 60934N807 114,033.39 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 114,033.39 0.00 114,033.39 0.00
Purchase 09/15/2023 912797GX9 22,350,000.00 US Treasury Bill
5.285% Due 3/14/2024
97.343 5.50% 21,756,086.43 0.00 21,756,086.43 0.00
Purchase 09/17/2023 60934N807 4,121.25 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 4,121.25 0.00 4,121.25 0.00
Chandler Asset Management Page 14 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/18/2023 60934N807 41,311.18 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 41,311.18 0.00 41,311.18 0.00
Purchase 09/18/2023 60934N807 6,724.28 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 6,724.28 0.00 6,724.28 0.00
Purchase 09/18/2023 60934N807 59,141.12 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 59,141.12 0.00 59,141.12 0.00
Purchase 09/20/2023 60934N807 3,565.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 3,565.00 0.00 3,565.00 0.00
Purchase 09/20/2023 60934N807 238,796.14 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 238,796.14 0.00 238,796.14 0.00
Purchase 09/20/2023 60934N807 220,187.40 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 220,187.40 0.00 220,187.40 0.00
Purchase 09/20/2023 60934N807 115,019.38 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 115,019.38 0.00 115,019.38 0.00
Purchase 09/20/2023 60934N807 83,507.80 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 83,507.80 0.00 83,507.80 0.00
Purchase 09/21/2023 60934N807 31,674.43 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 31,674.43 0.00 31,674.43 0.00
Purchase 09/21/2023 60934N807 60,900.94 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 60,900.94 0.00 60,900.94 0.00
Purchase 09/23/2023 60934N807 11,803.13 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 11,803.13 0.00 11,803.13 0.00
Purchase 09/25/2023 60934N807 7,163.83 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 7,163.83 0.00 7,163.83 0.00
Purchase 09/25/2023 60934N807 13,460.30 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 13,460.30 0.00 13,460.30 0.00
Purchase 09/25/2023 60934N807 16,750.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 16,750.00 0.00 16,750.00 0.00
Purchase 09/25/2023 60934N807 17,068.33 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 17,068.33 0.00 17,068.33 0.00
Purchase 09/25/2023 60934N807 6,413.70 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 6,413.70 0.00 6,413.70 0.00
Chandler Asset Management Page 15 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/25/2023 60934N807 9,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 9,000.00 0.00 9,000.00 0.00
Purchase 09/25/2023 60934N807 7,800.00 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 7,800.00 0.00 7,800.00 0.00
Purchase 09/25/2023 60934N807 3,316.25 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 3,316.25 0.00 3,316.25 0.00
Purchase 09/25/2023 60934N807 2,848.88 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 2,848.88 0.00 2,848.88 0.00
Purchase 09/25/2023 60934N807 98,066.62 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 98,066.62 0.00 98,066.62 0.00
Purchase 09/25/2023 60934N807 87,964.74 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 87,964.74 0.00 87,964.74 0.00
Purchase 09/25/2023 60934N807 388,423.47 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 388,423.47 0.00 388,423.47 0.00
Purchase 09/26/2023 91282CHX2 1,900,000.00 US Treasury Note
4.375% Due 8/31/2028
98.945 4.62% 1,879,960.94 5,937.50 1,885,898.44 0.00
Purchase 09/30/2023 60934N807 75,443.75 Federated Investors Govt Oblig Fund Inst.
1.000 4.98% 75,443.75 0.00 75,443.75 0.00
Subtotal 73,114,091.46 72,126,759.07 39,578.90 72,166,337.97 0.00 Security
Contribution
09/05/2023 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
Contribution
09/11/2023 90LAIF$00 2,200,000.00 Local Agency Investment Fund State Pool
1.000 2,200,000.00 0.00 2,200,000.00 0.00
Security
Contribution
09/12/2023 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
09/26/2023 90LAIF$00 4,800,000.00 Local Agency Investment Fund State Pool
1.000 4,800,000.00 0.00 4,800,000.00 0.00
Security
Contribution
09/26/2023 90LAIF$00 4,700,000.00 Local Agency Investment Fund State Pool
1.000 4,700,000.00 0.00 4,700,000.00 0.00
Subtotal 13,600,000.00 13,600,000.00 0.00 13,600,000.00 0.00 Short Sale 09/08/2023 60934N807 -3,018,072.86 Federated Investors Govt Oblig Fund Inst.
1.000 -3,018,072.86 0.00 -3,018,072.86 0.00
Chandler Asset Management Page 16 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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
Short Sale 09/15/2023 60934N807 -3,643,989.61 Federated Investors Govt Oblig Fund Inst.
1.000 -3,643,989.61 0.00 -3,643,989.61 0.00
Subtotal -6,662,062.47 -6,662,062.47 0.00 -6,662,062.47 0.00 TOTAL ACQUISITIONS 80,052,028.99 79,064,696.60 39,578.90 79,104,275.50 0.00
DISPOSITIONS
Closing
Purchase
09/08/2023 60934N807 -3,018,072.86 Federated Investors Govt Oblig Fund Inst.
1.000 -3,018,072.86 0.00 -3,018,072.86 0.00
Closing
Purchase
09/15/2023 60934N807 -3,643,989.61 Federated Investors Govt Oblig Fund Inst.
1.000 -3,643,989.61 0.00 -3,643,989.61 0.00
Subtotal -6,662,062.47 -6,662,062.47 0.00 -6,662,062.47 0.00 Sale 09/07/2023 912828X70 1,550,000.00 US Treasury Note 2% Due 4/30/2024
97.816 5.48% 1,516,154.30 10,951.09 1,527,105.39 -44,763.66 Sale 09/08/2023 60934N807 3,018,072.86 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 3,018,072.86 0.00 3,018,072.86 0.00
Sale 09/13/2023 78015K7C2 3,600,000.00 Royal Bank of Canada Note
2.25% Due 11/1/2024
96.019 5.93% 3,456,684.00 29,700.00 3,486,384.00 -141,444.00 Sale 09/13/2023 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
98.910 5.38% 4,945,507.81 10,835.60 4,956,343.41 -176,289.07 Sale 09/13/2023 912828X70 1,400,000.00 US Treasury Note 2% Due 4/30/2024
97.871 5.48% 1,370,195.31 10,347.83 1,380,543.14 -44,296.88 Sale 09/14/2023 60934N807 6,291,199.17 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 6,291,199.17 0.00 6,291,199.17 0.00
Sale 09/15/2023 60934N807 3,643,989.61 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 3,643,989.61 0.00 3,643,989.61 0.00
Sale 09/15/2023 60934N807 21,756,086.43 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 21,756,086.43 0.00 21,756,086.43 0.00
Chandler Asset Management Page 17 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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
Sale 09/26/2023 60934N807 1,885,898.44 Federated Investors Govt Oblig Fund Inst.
1.000 4.96% 1,885,898.44 0.00 1,885,898.44 0.00
Subtotal 48,145,246.51 47,883,787.93 61,834.52 47,945,622.45 -406,793.61 Paydown 09/15/2023 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 09/15/2023 43813DAC2 23,249.98 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
100.000 23,249.98 15.86 23,265.84 1.83
Paydown 09/15/2023 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 09/15/2023 44891RAC4 69,423.50 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
100.000 69,423.50 136.47 69,559.97 15.99
Paydown 09/15/2023 44891VAC5 163,678.76 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
100.000 163,678.76 45.00 163,723.76 24.55
Paydown 09/15/2023 44891WAC3 142,302.62 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
100.000 142,302.62 1,018.95 143,321.57 3.15
Paydown 09/15/2023 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 09/15/2023 44933LAC7 68,490.63 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
100.000 68,490.63 206.04 68,696.67 7.20
Paydown 09/15/2023 44935FAD6 44,032.23 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
100.000 44,032.23 412.89 44,445.12 9.83
Paydown 09/15/2023 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 09/15/2023 47787NAC3 15,622.46 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
100.000 15,622.46 14.02 15,636.48 2.38
Paydown 09/15/2023 47789QAC4 49,964.85 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
100.000 49,964.85 434.37 50,399.22 4.46
Chandler Asset Management Page 18 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/15/2023 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
Paydown 09/15/2023 89236XAC0 48,536.93 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
100.000 48,536.93 46.20 48,583.13 9.04
Paydown 09/15/2023 89238JAC9 54,514.45 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
100.000 54,514.45 521.00 55,035.45 1.16
Paydown 09/15/2023 89240BAC2 113,837.48 Toyota Auto Receivables Owners 2021- A A3
0.26% Due 5/15/2025
100.000 113,837.48 195.91 114,033.39 21.13
Paydown 09/18/2023 362554AC1 40,906.88 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
100.000 40,906.88 404.30 41,311.18 1.04
Paydown 09/18/2023 380146AC4 6,031.28 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
100.000 6,031.28 693.00 6,724.28 0.52
Paydown 09/18/2023 43813KAC6 59,063.37 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
100.000 59,063.37 77.75 59,141.12 8.68
Paydown 09/20/2023 36262XAC8 238,490.01 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
100.000 238,490.01 306.13 238,796.14 3.24
Paydown 09/20/2023 36265MAC9 217,096.09 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
100.000 217,096.09 3,091.31 220,187.40 1.87
Paydown 09/20/2023 89238LAC4 110,829.88 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
100.000 110,829.88 4,189.50 115,019.38 17.44
Paydown 09/20/2023 92290BAA9 83,469.12 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
100.000 83,469.12 38.68 83,507.80 17.53
Paydown 09/20/2023 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 09/21/2023 43813GAC5 31,619.10 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
100.000 31,619.10 55.33 31,674.43 0.58
Chandler Asset Management Page 19 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/21/2023 43815GAC3 60,212.50 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
100.000 60,212.50 688.44 60,900.94 12.69
Paydown 09/25/2023 05601XAC3 97,482.99 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
100.000 97,482.99 583.63 98,066.62 14.57
Paydown 09/25/2023 05602RAD3 0.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
100.000 0.00 2,848.88 2,848.88 0.00
Paydown 09/25/2023 09690AAC7 87,890.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
100.000 87,890.99 73.75 87,964.74 9.07
Paydown 09/25/2023 3137B7MZ9 386,989.62 FHLMC K036 A2Due 10/25/2023 100.000 386,989.62 1,433.85 388,423.47 -15,086.55 Paydown 09/25/2023 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 09/25/2023 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 09/25/2023 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 09/25/2023 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 09/25/2023 3137FEBQ2 0.00 FHLMC K072 A2
3.444% Due 12/25/2027
100.000 0.00 13,460.30 13,460.30 0.00
Paydown 09/25/2023 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 09/25/2023 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 09/25/2023 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 2,213,735.72 2,213,735.72 124,763.97 2,338,499.69 -14,898.60 Maturity 09/14/2023 912796CQ0 21,500,000.00 US Treasury Bill
5.085% Due 9/14/2023
100.000 21,226,681.25 273,318.75 21,500,000.00 0.00
Subtotal 21,500,000.00 21,226,681.25 273,318.75 21,500,000.00 0.00 Security
Withdrawal
09/07/2023 90LAIF$00 2,100,000.00 Local Agency Investment Fund State Pool
1.000 2,100,000.00 0.00 2,100,000.00 0.00
Chandler Asset Management Page 20 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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
09/13/2023 90LAIF$00 500,000.00 Local Agency Investment Fund State Pool
1.000 500,000.00 0.00 500,000.00 0.00
Security
Withdrawal
09/14/2023 90LAIF$00 1,900,000.00 Local Agency Investment Fund State Pool
1.000 1,900,000.00 0.00 1,900,000.00 0.00
Security
Withdrawal
09/14/2023 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
Withdrawal
09/20/2023 90LAIF$00 900,000.00 Local Agency Investment Fund State Pool
1.000 900,000.00 0.00 900,000.00 0.00
Security
Withdrawal
09/20/2023 90LAIF$00 1,100,000.00 Local Agency Investment Fund State Pool
1.000 1,100,000.00 0.00 1,100,000.00 0.00
Security
Withdrawal
09/21/2023 90LAIF$00 2,000,000.00 Local Agency Investment Fund State Pool
1.000 2,000,000.00 0.00 2,000,000.00 0.00
Security
Withdrawal
09/21/2023 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
Withdrawal
09/27/2023 90LAIF$00 400,000.00 Local Agency Investment Fund State Pool
1.000 400,000.00 0.00 400,000.00 0.00
Security
Withdrawal
09/28/2023 90LAIF$00 1,700,000.00 Local Agency Investment Fund State Pool
1.000 1,700,000.00 0.00 1,700,000.00 0.00
Security
Withdrawal
09/28/2023 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
Subtotal 16,000,000.00 16,000,000.00 0.00 16,000,000.00 0.00 TOTAL DISPOSITIONS 81,196,919.76 80,662,142.43 459,917.24 81,122,059.67 -421,692.21
OTHER TRANSACTIONS
Interest 09/03/2023 808513BY0 1,300,000.00 Charles Schwab Corp Callable Note Cont 2/3/2027
2.45% Due 3/3/2027
0.000 15,925.00 0.00 15,925.00 0.00
Interest 09/09/2023 57636QAW4 2,090,000.00 MasterCard Inc Callable Note Cont 2/9/28
4.875% Due 3/9/2028
0.000 50,943.75 0.00 50,943.75 0.00
Interest 09/10/2023 89114TZT2 1,900,000.00 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
0.000 26,600.00 0.00 26,600.00 0.00
Chandler Asset Management Page 21 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/13/2023 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
0.000 57,500.00 0.00 57,500.00 0.00
Interest 09/14/2023 58989V2D5 1,715,000.00 Met Tower Global Funding Note
1.25% Due 9/14/2026
0.000 10,718.75 0.00 10,718.75 0.00
Interest 09/15/2023 880591EZ1 3,500,000.00 Tennessee Valley Authority Note
3.875% Due 3/15/2028
0.000 62,161.46 0.00 62,161.46 0.00
Interest 09/15/2023 91282CED9 7,000,000.00 US Treasury Note
1.75% Due 3/15/2025
0.000 61,250.00 0.00 61,250.00 0.00
Interest 09/17/2023 931142ER0 785,000.00 Wal-Mart Stores Callable Note Cont 08/17/2026
1.05% Due 9/17/2026
0.000 4,121.25 0.00 4,121.25 0.00
Interest 09/23/2023 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.000 11,803.13 0.00 11,803.13 0.00
Interest 09/30/2023 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.000 4,000.00 0.00 4,000.00 0.00
Interest 09/30/2023 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.000 13,693.75 0.00 13,693.75 0.00
Interest 09/30/2023 91282CFM8 2,800,000.00 US Treasury Note
4.125% Due 9/30/2027
0.000 57,750.00 0.00 57,750.00 0.00
Subtotal 37,715,000.00 376,467.09 0.00 376,467.09 0.00
Dividend 09/05/2023 60934N807 1,513,861.61 Federated Investors Govt Oblig Fund Inst.
0.000 5,748.74 0.00 5,748.74 0.00
Subtotal 1,513,861.61 5,748.74 0.00 5,748.74 0.00
TOTAL OTHER TRANSACTIONS 39,228,861.61 382,215.83 0.00 382,215.83 0.00 Chandler Asset Management Page 22 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
14,730.14
0.00 18,784.31
4,054.17
0.00 0.00
0.00 4,054.17
4,054.17
02582JJT8 American Express Credit Trust
2022-2 A
3.39% Due 05/17/2027
05/17/2022
05/24/2022
2,765,000.00
2,764,388.38
0.00 0.00
2,764,388.38
4,165.93
7,811.13
4,165.93
7,811.13
0.00 0.00
0.00 7,811.13
7,811.13
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
20,350.00
0.00 25,850.00
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
539,208.10
636,595.90
0.00 97,468.42
539,127.48
116.73
583.63
98.85 565.75
0.00 0.00
0.00 565.75
565.75
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
37,962.67
0.00 46,860.17
8,897.50
0.00 0.00
0.00 8,897.50
8,897.50
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
7,914.00
0.00 11,211.50
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
17,026.17
0.00 21,282.71
4,256.54
0.00 0.00
0.00 4,256.54
4,256.54
09690AAC7 BMW Vehicle Lease Trust
2021-2 A3
0.33% Due 12/26/2024
09/08/2021
09/15/2021
180,277.93
268,141.25
0.00 87,881.92
180,259.33
14.75 73.75
9.92 68.92
0.00 0.00
0.00 68.92
68.92 Chandler Asset Management Page 23 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
33,850.00
0.00 40,620.00
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
17,499.15
0.00 22,144.94
4,645.79
0.00 0.00
0.00 4,645.79
4,645.79
161571HT4 Chase Issuance Trust
23-A1 A
5.16% Due 09/15/2028
09/07/2023
09/15/2023
3,645,000.00
0.00 3,643,989.61
0.00 3,643,989.61
0.00 0.00
8,359.20
8,359.20
0.00 0.00
0.00 8,359.20
8,359.20
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
21,458.33
0.00 27,708.33
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
13,253.82
0.00 22,951.74
9,697.92
0.00 0.00
0.00 9,697.92
9,697.92
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
33,821.18
0.00 46,998.26
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
53,666.67
57,500.00
5,750.00
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
8,480.56
0.00 12,063.89
3,583.33
0.00 0.00
0.00 3,583.33
3,583.33
3130AWN63 FHLB
Note
4% Due 06/30/2028
08/21/2023
08/23/2023
3,000,000.00
2,931,360.00
0.00 0.00
2,931,360.00
15,666.67
0.00 25,666.67
10,000.00
0.00 0.00
0.00 10,000.00
10,000.00
Chandler Asset Management Page 24 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
11,802.60
0.00 14,547.40
2,744.80
0.00 0.00
0.00 2,744.80
2,744.80
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
6,372.22
0.00 8,955.55
2,583.33
0.00 0.00
0.00 2,583.33
2,583.33
3135G05X7 FNMA
Note
0.375% Due 08/25/2025
Various
Various
6,285,000.00
6,260,439.20
0.00 0.00
6,260,439.20
392.81
0.00 2,356.88
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
9,975.00
0.00 12,600.00
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
21,486.11
0.00 26,225.69
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
10,286.25
0.00 16,000.83
5,714.58
0.00 0.00
0.00 5,714.58
5,714.58
3137B7MZ9 FHLMC
K036 A2
3.527% Due 10/25/2023
05/16/2019
05/21/2019
100,853.62
506,861.51
0.00 402,076.17
104,785.34
286.77
1,433.85
59.29 1,206.37
0.00 0.00
0.00 1,206.37
1,206.37
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
Chandler Asset Management Page 25 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
5,205.21
0.00 13,423.96
8,218.75
0.00 0.00
0.00 8,218.75
8,218.75
3137EAEU9 FHLMC
Note
0.375% Due 07/21/2025
Various
Various
6,300,000.00
6,277,899.60
0.00 0.00
6,277,899.60
2,625.00
0.00 4,593.75
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
10,360.52
11,803.13
524.59
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
4,471,072.27
0.00 0.00
4,471,072.27
13,460.30
13,460.30
13,460.30
13,460.30
0.00 0.00
0.00 13,460.30
13,460.30
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
Chandler Asset Management Page 26 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
3137FJEH8 FHLMC
K081 A2
3.9% Due 08/25/2028
09/05/2023
09/08/2023
3,148,000.00
0.00 3,015,685.63
0.00 3,015,685.63
0.00 (2,387.23)
10,231.00
7,843.77
0.00 0.00
0.00 7,843.77
7,843.77
362554AC1 GM Financial Securitized Term
2021-4 A3
0.68% Due 09/16/2026
10/13/2021
10/21/2021
672,558.84
713,447.52
0.00 40,905.84
672,541.68
202.15
404.30
190.56
392.71
0.00 0.00
0.00 392.71
392.71
36262XAC8 GM Financial Auto Lease Trust
2021-3 A2
0.39% Due 10/21/2024
08/10/2021
08/18/2021
703,423.86
941,901.06
0.00 238,486.77
703,414.29
112.24
306.13
83.82 277.71
0.00 0.00
0.00 277.71
277.71
36265MAC9 GM Financial Auto Lease Trust
2022-1 A3
1.9% Due 03/20/2025
02/15/2022
02/23/2022
1,735,312.66
1,952,391.96
0.00 217,094.22
1,735,297.74
1,133.48
3,091.31
1,007.45
2,965.28
0.00 0.00
0.00 2,965.28
2,965.28
380146AC4 GM Financial Auto Receivables
2022-1 A3
1.26% Due 11/16/2026
01/11/2022
01/19/2022
653,968.72
659,942.65
0.00 6,030.76
653,911.89
346.50
693.00
343.33
689.83
0.00 0.00
0.00 689.83
689.83
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
5,906.26
0.00 8,093.76
2,187.50
0.00 0.00
0.00 2,187.50
2,187.50
43813DAC2 Honda Auto Receivables
2020-2 A3
Due 07/15/2024
05/18/2020
05/27/2020
0.00 23,248.15
0.00 23,248.15
0.00 8.47
15.86 0.00
7.39 0.00
0.00 0.00
7.39 7.39
43813GAC5 Honda Auto Receivables Trust
2021-1 A3
0.27% Due 04/21/2025
02/17/2021
02/24/2021
214,306.50
245,921.10
0.00 31,618.52
214,302.58
18.44 55.33
16.07 52.96
0.00 0.00
0.00 52.96
52.96 43813KAC6 Honda Auto Receivables Trust
2020-3 A3
0.37% Due 10/18/2024
09/22/2020
09/29/2020
193,103.79
252,130.11
0.00 59,054.69
193,075.42
33.69 77.75
25.80 69.86
0.00 0.00
0.00 69.86
69.86 Chandler Asset Management Page 27 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
878,567.74
938,582.34
0.00 60,199.81
878,382.53
229.48
688.44
214.76
673.72
0.00 0.00
0.00 673.72
673.72
44891RAC4 Hyundai Auto Receivables Trust
2020-C A3
0.38% Due 05/15/2025
10/20/2020
10/28/2020
361,529.86
430,854.12
0.00 69,407.51
361,446.61
72.78 136.47
61.06 124.75
0.00 0.00
0.00 124.75
124.75
44891VAC5 Hyundai Auto Lease Trust
2021-B A3
Due 06/17/2024
06/08/2021
06/16/2021
0.00 163,654.21
0.00 163,654.21
0.00 24.01
45.00 0.00
20.99 0.00
0.00 0.00
20.99 20.99
44891WAC3 Hyundai Auto Lease Trust
2022-A A3
1.16% Due 01/15/2025
01/11/2022
01/19/2022
911,781.15
1,054,060.47
0.00 142,299.47
911,761.00
543.44
1,018.95
470.07
945.58
0.00 0.00
0.00 945.58
945.58
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
582,157.54
650,579.73
0.00 68,483.43
582,096.30
109.89
206.04
98.32 194.47
0.00 0.00
0.00 194.47
194.47
44935FAD6 Hyundai Auto Receivables Trust
2021-C A3
0.74% Due 05/15/2026
11/09/2021
11/17/2021
625,513.14
669,395.92
0.00 44,022.40
625,373.52
220.21
412.89
205.72
398.40
0.00 0.00
0.00 398.40
398.40
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
20,345.94
0.00 25,005.31
4,659.37
0.00 0.00
0.00 4,659.37
4,659.37
Chandler Asset Management Page 28 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
10,762.50
0.00 13,387.51
2,625.01
0.00 0.00
0.00 2,625.01
2,625.01
46647PBK1 JP Morgan Chase & Co
Callable Note Cont 4/22/2025
2.083% Due 04/22/2026
05/20/2021
05/24/2021
1,000,000.00
1,037,330.00
0.00 0.00
1,037,330.00
7,464.08
0.00 9,199.92
1,735.84
0.00 0.00
0.00 1,735.84
1,735.84
46647PCH7 JP Morgan Chase & Co
Callable Note Cont 6/1/2024
0.824% Due 06/01/2025
05/24/2021
06/01/2021
3,295,000.00
3,299,268.65
0.00 0.00
3,299,268.65
6,787.70
0.00 9,050.27
2,262.57
0.00 0.00
0.00 2,262.57
2,262.57
46647PCK0 JP Morgan Chase & Co
Callable Note Cont 6/23/2024
0.969% Due 06/23/2025
Various
Various
1,565,000.00
1,565,968.20
0.00 0.00
1,565,968.20
2,864.47
0.00 4,128.21
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
17,368.71
32,986.14
0.00 15,620.08
17,366.06
7.48 14.02
3.94 10.48
0.00 0.00
0.00 10.48
10.48 47789QAC4 John Deere Owner Trust
2021-B A3
0.52% Due 03/16/2026
07/13/2021
07/21/2021
952,423.90
1,002,299.34
0.00 49,960.39
952,338.95
231.66
434.37
220.12
422.83
0.00 0.00
0.00 422.83
422.83
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
3,408.00
0.00 5,680.00
2,272.00
0.00 0.00
0.00 2,272.00
2,272.00
Chandler Asset Management Page 29 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
48,679.58
50,943.75
6,226.46
8,490.63
0.00 0.00
0.00 8,490.63
8,490.63
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
23,107.50
0.00 29,773.13
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
9,944.62
10,718.75
1,012.33
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
6,471.35
0.00 10,354.17
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
11,961.07
0.00 14,878.40
2,917.33
0.00 0.00
0.00 2,917.33
2,917.33
63743HFE7 National Rural Utilities
Note
3.45% Due 06/15/2025
04/27/2022
05/04/2022
940,000.00
939,746.20
0.00 0.00
939,746.20
6,846.33
0.00 9,548.83
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
7,089.49
0.00 11,614.70
4,525.21
0.00 0.00
0.00 4,525.21
4,525.21
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
16,588.33
0.00 21,071.67
4,483.34
0.00 0.00
0.00 4,483.34
4,483.34
66815L2A6 Northwestern Mutual Glbl
Note
0.8% Due 01/14/2026
12/06/2021
12/08/2021
1,870,000.00
1,820,388.90
0.00 0.00
1,820,388.90
1,953.11
0.00 3,199.78
1,246.67
0.00 0.00
0.00 1,246.67
1,246.67
Chandler Asset Management Page 30 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
15,666.67
0.00 23,500.00
7,833.33
0.00 0.00
0.00 7,833.33
7,833.33
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
33,858.00
0.00 40,911.75
7,053.75
0.00 0.00
0.00 7,053.75
7,053.75
69371RS64 Paccar Financial Corp
Note
4.95% Due 08/10/2028
08/03/2023
08/10/2023
1,670,000.00
1,667,361.40
0.00 0.00
1,667,361.40
4,822.13
0.00 11,710.88
6,888.75
0.00 0.00
0.00 6,888.75
6,888.75
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
5,362.67
0.00 7,255.38
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
4,000,000.00
3,959,713.70
0.00 0.00
3,959,713.70
34,125.00
0.00 50,375.00
16,250.00
0.00 0.00
0.00 16,250.00
16,250.00
74456QBX3 Public Service El & Gas
CAllable Note Cont 6/1/2028
3.65% Due 09/01/2028
09/12/2023
09/14/2023
3,000,000.00
0.00 2,805,270.00
0.00 2,805,270.00
0.00 (3,954.17)
9,125.00
5,170.83
0.00 0.00
0.00 5,170.83
5,170.83
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
20,987.50
0.00 34,675.00
13,687.50
0.00 0.00
0.00 13,687.50
13,687.50
78015K7C2 Royal Bank of Canada
Note
Due 11/01/2024
12/05/2019
12/09/2019
0.00 3,598,128.00
0.00 3,598,128.00
0.00 27,000.00
29,700.00
0.00 2,700.00
0.00 0.00
0.00 2,700.00
2,700.00
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
16,311.56
0.00 19,883.44
3,571.88
0.00 0.00
0.00 3,571.88
3,571.88
Chandler Asset Management Page 31 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
78016HZS2 ROYAL BANK OF CANADA
Note
5.2% Due 08/01/2028
09/12/2023
09/14/2023
3,500,000.00
0.00 3,454,675.00
0.00 3,454,675.00
0.00 (27,300.00)
35,894.44
8,594.44
0.00 0.00
0.00 8,594.44
8,594.44
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
15,748.06
15,925.00
2,477.22
2,654.16
0.00 0.00
0.00 2,654.16
2,654.16
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
56,887.15
62,161.46
6,027.78
11,302.09
0.00 0.00
0.00 11,302.09
11,302.09
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
25,270.00
26,600.00
3,103.33
4,433.33
0.00 0.00
0.00 4,433.33
4,433.33
89115A2C5 Toronto-Dominion Bank
Note
4.108% Due 06/08/2027
08/26/2022
08/30/2022
1,400,000.00
1,395,310.00
0.00 0.00
1,395,310.00
13,259.71
0.00 18,052.38
4,792.67
0.00 0.00
0.00 4,792.67
4,792.67
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
7,585.16
0.00 10,702.34
3,117.18
0.00 0.00
0.00 3,117.18
3,117.18
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
5,220.00
0.00 8,482.50
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
109,857.00
158,364.42
0.00 48,527.89
109,836.53
24.64 46.20
17.09 38.65
0.00 0.00
0.00 38.65
38.65 89238JAC9 Toyota Auto Receivables Trust
2021-D A3
0.71% Due 04/15/2026
11/09/2021
11/15/2021
826,043.15
880,538.85
0.00 54,513.29
826,025.56
277.86
521.00
260.66
503.80
0.00 0.00
0.00 503.80
503.80
Chandler Asset Management Page 32 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
89238LAC4 Toyota Lease Owner Trust
2022-A A3
1.96% Due 02/20/2025
02/23/2022
02/28/2022
2,454,170.12
2,564,596.27
0.00 110,812.44
2,453,783.83
1,536.15
4,189.50
1,469.78
4,123.13
0.00 0.00
0.00 4,123.13
4,123.13
89240BAC2 Toyota Auto Receivables Owners
2021-A A3
0.26% Due 05/15/2025
02/02/2021
02/08/2021
790,367.29
904,036.96
0.00 113,816.35
790,220.61
104.49
195.91
91.33 182.75
0.00 0.00
0.00 182.75
182.75
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
9,441.39
0.00 16,522.43
7,081.04
0.00 0.00
0.00 7,081.04
7,081.04
9128283D0 US Treasury
Note
2.25% Due 10/31/2024
11/07/2019
11/08/2019
4,000,000.00
4,090,468.75
0.00 0.00
4,090,468.75
30,326.09
0.00 37,663.04
7,336.95
0.00 0.00
0.00 7,336.95
7,336.95
912828B66 US Treasury
Note
Due 02/15/2024
Various
Various
0.00 5,121,796.88
0.00 5,121,796.88
0.00 6,351.90
10,835.60
0.00 4,483.70
0.00 0.00
0.00 4,483.70
4,483.70
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
5,485.73
0.00 15,166.44
9,680.71
0.00 0.00
0.00 9,680.71
9,680.71
912828X70 US Treasury
Note
2% Due 04/30/2024
Various
Various
200,000.00
3,177,480.46
0.00 2,975,410.15
202,070.31
21,228.26
21,298.92
1,673.91
1,744.57
0.00 0.00
0.00 1,744.57
1,744.57
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
16,777.17
0.00 24,766.30
7,989.13
0.00 0.00
0.00 7,989.13
7,989.13
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
216.35
0.00 6,706.73
6,490.38
0.00 0.00
0.00 6,490.38
6,490.38
Chandler Asset Management Page 33 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
1,304.35
0.00 2,527.17
1,222.82
0.00 0.00
0.00 1,222.82
1,222.82
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
3,366.12
4,000.00
21.86 655.74
0.00 0.00
0.00 655.74
655.74
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
5,054.35
0.00 6,277.17
1,222.82
0.00 0.00
0.00 1,222.82
1,222.82
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
3,620.90
0.00 4,788.93
1,168.03
0.00 0.00
0.00 1,168.03
1,168.03
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
32.35 0.00
1,002.82
970.47
0.00 0.00
0.00 970.47
970.47
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
11,523.70
13,693.75
74.83 2,244.88
0.00 0.00
0.00 2,244.88
2,244.88
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
11,827.17
0.00 14,688.59
2,861.42
0.00 0.00
0.00 2,861.42
2,861.42
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
56,589.67
61,250.00
5,384.62
10,044.95
0.00 0.00
0.00 10,044.95
10,044.95
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
16,008.20
0.00 21,172.13
5,163.93
0.00 0.00
0.00 5,163.93
5,163.93
Chandler Asset Management Page 34 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
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
36,999.66
0.00 54,618.55
17,618.89
0.00 0.00
0.00 17,618.89
17,618.89
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
3,108.70
0.00 6,023.10
2,914.40
0.00 0.00
0.00 2,914.40
2,914.40
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
296.19
0.00 9,181.83
8,885.64
0.00 0.00
0.00 8,885.64
8,885.64
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
48,598.36
57,750.00
315.57
9,467.21
0.00 0.00
0.00 9,467.21
9,467.21
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
45,293.03
0.00 59,903.69
14,610.66
0.00 0.00
0.00 14,610.66
14,610.66
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
46,436.82
0.00 68,549.60
22,112.78
0.00 0.00
0.00 22,112.78
22,112.78
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
21,304.35
0.00 41,277.17
19,972.82
0.00 0.00
0.00 19,972.82
19,972.82
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
769.23
0.00 23,846.15
23,076.92
0.00 0.00
0.00 23,076.92
23,076.92
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
64,477.46
0.00 85,276.64
20,799.18
0.00 0.00
0.00 20,799.18
20,799.18
Chandler Asset Management Page 35 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
91282CHX2 US Treasury
Note
4.375% Due 08/31/2028
09/25/2023
09/26/2023
1,900,000.00
0.00 1,879,960.94
0.00 1,879,960.94
0.00 (5,937.50)
7,079.33
1,141.83
0.00 0.00
0.00 1,141.83
1,141.83
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
2,725.82
0.00 3,497.28
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
14,870.91
0.00 19,079.66
4,208.75
0.00 0.00
0.00 4,208.75
4,208.75
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
3,500.00
0.00 10,062.50
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
15,292.15
98,740.53
0.00 83,451.59
15,288.94
14.18 38.68
2.20 26.70
0.00 0.00
0.00 26.70
26.70 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
3,754.92
4,121.25
320.54
686.87
0.00 0.00
0.00 686.87
686.87
Total Fixed Income 348,854,085.77
346,311,593.10
14,799,581.18
13,923,969.35
347,187,204.93
1,398,995.54
523,486.68
1,518,098.86
642,590.00
0.00 0.00
0.00 642,590.00 642,590.00
Chandler Asset Management Page 36 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
CASH & EQUIVALENT
60934N807 Federated Investors
Govt Oblig Fund Inst.
Various
Various
803,433.98
1,827,589.03
28,909,028.99
29,933,184.04
803,433.98
0.00 5,748.74
0.00 5,748.74
0.00 0.00
0.00 5,748.74
5,748.74
912796CQ0 US Treasury
Bill
Due 09/14/2023
06/15/2023
06/16/2023
0.00 21,226,681.25
0.00 21,226,681.25
0.00 233,839.38
273,318.75
0.00 39,479.37
0.00 0.00
0.00 39,479.37
39,479.37
912797FB8 US Treasury
Bill
5.252% Due 10/19/2023
Various
07/20/2023
50,750,000.00
50,076,248.64
0.00 0.00
50,076,248.64
318,366.03
0.00 540,481.86
222,115.83
0.00 0.00
0.00 222,115.83
222,115.83
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
329,303.33
0.00 457,603.34
128,300.01
0.00 0.00
0.00 128,300.01
128,300.01
912797GM3 US Treasury
Bill
5.262% Due 02/08/2024
08/14/2023
08/15/2023
20,500,000.00
19,969,634.25
0.00 0.00
19,969,634.25
50,939.08
0.00 140,831.58
89,892.50
0.00 0.00
0.00 89,892.50
89,892.50
912797GX9 US Treasury
Bill
5.285% Due 03/14/2024
09/14/2023
09/15/2023
22,350,000.00
0.00 21,756,086.43
0.00 21,756,086.43
0.00 0.00
52,500.65
52,500.65
0.00 0.00
0.00 52,500.65
52,500.65
Total Cash & Equivalent 124,403,433.98
122,326,076.50
50,665,115.42
51,159,865.29
121,831,326.63
932,447.82
279,067.49
1,191,417.43
538,037.10
0.00 0.00
0.00 538,037.10 538,037.10
Chandler Asset Management Page 37 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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
LOCAL AGENCY INVESTMENT FUND
90LAIF$00 Local Agency Investment Fund
State Pool
Various
Various
36,126,879.61
38,526,879.61
13,600,000.00
16,000,000.00
36,126,879.61
242,646.47
0.00 345,727.52
103,081.05
0.00 0.00
0.00 103,081.05
103,081.05
Total Local Agency Investment Fund 36,126,879.61
38,526,879.61
13,600,000.00
16,000,000.00
36,126,879.61
242,646.47
0.00 345,727.52
103,081.05
0.00 0.00
0.00 103,081.05 103,081.05
TOTAL PORTFOLIO 509,384,399.36
507,164,549.21
79,064,696.60
81,083,834.64
505,145,411.17
2,574,089.83
802,554.17
3,055,243.81
1,283,708.15
0.00 0.00
0.00 1,283,708.15 1,283,708.15
Chandler Asset Management Page 38 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 100,853.62 FHLMC K036 A2
3.527% Due 10/25/2023
100,853.62 59.29 100,912.91
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 17,368.71 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
4,339.63 7.38 4,347.01
10/15/2023 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,871.22 412.72 53,283.94
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 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
10/15/2023 Paydown 44891RAC4 361,529.86 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
72,252.97 114.48 72,367.45
10/15/2023 Paydown 44933LAC7 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,686.96 184.35 72,871.31
10/15/2023 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
33,890.09 7,849.00 41,739.09
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 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,361.19 488.74 48,849.93
10/15/2023 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
129,753.83 881.39 130,635.22
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 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,045.73 385.73 39,431.46
Chandler Asset Management Page 39 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 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 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
7,069.98 32.04 7,102.02
10/15/2023 Paydown 89240BAC2 790,367.29 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
131,620.89 171.25 131,792.14
10/16/2023 Dividend 90LAIF$00 3,698,857,876.15 Local Agency Investment Fund State Pool 0.00 346,492.34 346,492.34 10/16/2023 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,290.33 381.12 37,671.45
10/16/2023 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,357.66 686.67 32,044.33
10/18/2023 Paydown 43813KAC6 193,103.79 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
96,537.01 59.54 96,596.55
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
10/19/2023 Paydown 3137BSRE5 0.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
10/19/2023 Paydown 3137FEBQ2 0.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
10/19/2023 Paydown 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
10/19/2023 Paydown 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
10/20/2023 Interest 4581X0DV7 6,390,000.00 Inter-American Dev Bank Note
0.875% Due 4/20/2026
0.00 27,956.25 27,956.25
10/20/2023 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,008.48 4,008.48
10/20/2023 Paydown 36262XAC8 703,423.86 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
175,803.22 228.61 176,031.83
10/20/2023 Paydown 36265MAC9 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
244,660.91 2,747.58 247,408.49
10/20/2023 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
896.72 5.99 902.71
Chandler Asset Management Page 40 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 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
10/21/2023 Paydown 43813GAC5 214,306.50 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,696.18 48.22 35,744.40
10/21/2023 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,584.06 644.28 52,228.34
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
52,667.59 9,000.00 61,667.59
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 539,208.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
88,888.24 494.27 89,382.51
10/25/2023 Paydown 09690AAC7 180,277.93 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
60,078.12 49.58 60,127.70
10/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
10/25/2023 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
85,753.66 17,068.34 102,822.00
Chandler Asset Management Page 41 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2023 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
10/28/2023 Interest 459058JL8 6,300,000.00 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
0.00 15,750.00 15,750.00
10/28/2023 Interest 6174468Q5 1,600,000.00 Morgan Stanley Callable Note Cont 4/28/2025
2.188% Due 4/28/2026
0.00 17,504.00 17,504.00
10/31/2023 Interest 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
0.00 45,000.00 45,000.00
10/31/2023 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
10/31/2023 Interest 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 912828X70 200,000.00 US Treasury Note 0.00 2,000.00 2,000.00 OCT 2023 51,963,691.55 1,546,402.15 53,510,093.70
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
11/15/2023 Interest 91324PEC2 805,000.00 United Health Group Inc Callable Note Cont 4/15/2026
1.15% Due 5/15/2026
0.00 4,628.75 4,628.75
11/15/2023 Interest 91324PEG3 1,365,000.00 United Health Group Inc Callable Note Cont 4/15/2027
3.7% Due 5/15/2027
0.00 25,252.50 25,252.50
Chandler Asset Management Page 42 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2023 Paydown 44891RAC4 361,529.86 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
72,279.46 91.60 72,371.06
11/15/2023 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,052.24 361.65 39,413.89
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
34,031.58 7,707.51 41,739.09
11/15/2023 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
7,044.06 29.98 7,074.04
11/15/2023 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
11/15/2023 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
129,920.35 755.96 130,676.31
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 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,710.58 161.33 72,871.91
11/15/2023 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,389.80 460.13 48,849.93
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 17,368.71 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
4,341.32 5.54 4,346.86
11/15/2023 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,876.07 389.81 53,265.88
11/15/2023 Paydown 89240BAC2 790,367.29 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
131,663.67 142.73 131,806.40
11/16/2023 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,495.11 653.74 32,148.85
11/16/2023 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,299.03 359.99 37,659.02
Chandler Asset Management Page 43 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 193,103.79 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
96,566.78 29.77 96,596.55
11/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
11/20/2023 Paydown 36262XAC8 703,423.86 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
175,838.37 171.48 176,009.85
11/20/2023 Paydown 36265MAC9 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
245,733.34 2,360.20 248,093.54
11/20/2023 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
305,396.00 4,008.48 309,404.48
11/20/2023 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
897.07 5.64 902.71
11/21/2023 Paydown 43813GAC5 214,306.50 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,704.80 40.19 35,744.99
11/21/2023 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,596.09 606.45 52,202.54
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
52,853.24 8,842.00 61,695.24
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
11/25/2023 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
11/25/2023 Paydown 05601XAC3 539,208.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,277.87 412.79 89,690.66
11/25/2023 Paydown 09690AAC7 180,277.93 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
60,092.65 33.05 60,125.70
Chandler Asset Management Page 44 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
86,068.09 16,793.21 102,861.30
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
11/25/2023 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
11/30/2023 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 2,155,548.57 661,374.86 2,816,923.43
12/01/2023 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 13,575.40 13,575.40
12/06/2023 Interest 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.00 11,356.25 11,356.25
12/08/2023 Interest 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.00 28,756.00 28,756.00
12/10/2023 Interest 40139LBC6 3,000,000.00 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
0.00 13,125.00 13,125.00
12/14/2023 Interest 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.00 79,062.51 79,062.51
12/14/2023 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
Chandler Asset Management Page 45 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 4,000,000.00 Prologis LP Callable Note Cont 5/15/2028
4.875% Due 6/15/2028
0.00 90,458.34 90,458.34
12/15/2023 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
34,173.66 7,565.43 41,739.09
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 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
12/15/2023 Paydown 44891RAC4 361,529.86 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
72,305.96 68.72 72,374.68
12/15/2023 Paydown 44933LAC7 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,734.21 138.31 72,872.52
12/15/2023 Paydown 47787NAC3 17,368.71 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
4,343.03 3.69 4,346.72
12/15/2023 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,880.92 366.89 53,247.81
12/15/2023 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
130,087.08 630.37 130,717.45
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 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,058.75 337.57 39,396.32
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 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,418.43 431.50 48,849.93
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 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
7,017.87 27.93 7,045.80
12/15/2023 Paydown 89240BAC2 790,367.29 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
131,706.46 114.20 131,820.66
Chandler Asset Management Page 46 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/16/2023 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,307.73 338.85 37,646.58
12/16/2023 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,633.17 620.67 32,253.84
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 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
305,787.93 3,509.66 309,297.59
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 36262XAC8 703,423.86 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
175,873.54 114.33 175,987.87
12/20/2023 Paydown 36265MAC9 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
246,810.47 1,971.12 248,781.59
12/20/2023 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
897.42 5.29 902.71
12/21/2023 Paydown 43813GAC5 214,306.50 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,713.44 32.15 35,745.59
12/21/2023 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,608.13 568.62 52,176.75
12/23/2023 Interest 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.00 7,582.43 7,582.43
12/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
12/25/2023 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
86,383.67 16,517.08 102,900.75
12/25/2023 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
Chandler Asset Management Page 47 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/25/2023 Paydown 05601XAC3 539,208.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,669.19 330.96 90,000.15
12/25/2023 Paydown 09690AAC7 180,277.93 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
60,107.16 16.53 60,123.69
12/25/2023 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
53,039.55 8,683.44 61,722.99
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
12/25/2023 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
12/30/2023 Interest 3130AWN63 3,000,000.00 FHLB Note
4% Due 6/30/2028
0.00 55,333.33 55,333.33
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 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 31,282,234.53 1,601,058.80 32,883,293.33
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 48 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 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 Paydown 89240BAC2 790,367.29 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
131,749.27 85.66 131,834.93
01/15/2024 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,885.76 343.98 53,229.74
01/15/2024 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
130,254.02 504.62 130,758.64
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 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,757.85 115.27 72,873.12
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
01/15/2024 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 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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 361,529.86 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
72,332.47 45.82 72,378.29
01/15/2024 Paydown 47787NAC3 17,368.71 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
4,344.72 1.85 4,346.57
01/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,447.08 402.85 48,849.93
01/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,065.25 313.49 39,378.74
Chandler Asset Management Page 49 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
34,316.34 7,422.75 41,739.09
01/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,991.42 25.88 7,017.30
01/16/2024 Interest 57629WDE7 2,272,000.00 Mass Mutual Global funding Note
1.2% Due 7/16/2026
0.00 13,632.00 13,632.00
01/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,316.44 317.71 37,634.15
01/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,771.82 587.46 32,359.28
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 703,423.86 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
175,908.72 57.17 175,965.89
01/20/2024 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
306,180.36 3,010.21 309,190.57
01/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
897.77 4.94 902.71
01/20/2024 Paydown 36265MAC9 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
247,892.32 1,580.34 249,472.66
01/21/2024 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
01/21/2024 Interest 90331HPL1 4,145,000.00 US Bank NA Callable Note Cont 12/21/2024
2.05% Due 1/21/2025
0.00 42,486.25 42,486.25
01/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,620.17 530.77 52,150.94
01/21/2024 Paydown 43813GAC5 214,306.50 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,722.06 24.12 35,746.18
01/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
53,226.51 8,524.32 61,750.83
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
Chandler Asset Management Page 50 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
01/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
01/25/2024 Paydown 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 539,208.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,062.25 248.76 90,311.01
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
86,700.43 16,239.92 102,940.35
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 91282CGH8 7,000,000.00 US Treasury Note
3.5% Due 1/31/2028
0.00 122,500.00 122,500.00
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
JAN 2024 2,059,503.70 655,647.66 2,715,151.36
02/01/2024 Interest 78016HZS2 3,500,000.00 ROYAL BANK OF CANADA Note
5.2% Due 8/1/2028
0.00 96,561.11 96,561.11
02/08/2024 Maturity 912797GM3 20,500,000.00 US Treasury Bill
5.262% Due 2/8/2024
19,969,634.25 530,365.75 20,500,000.00
02/10/2024 Interest 69371RS64 1,670,000.00 Paccar Financial Corp Note
4.95% Due 8/10/2028
0.00 41,332.50 41,332.50
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
Chandler Asset Management Page 51 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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 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 361,529.86 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
72,359.00 22.91 72,381.91
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 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
34,459.61 7,279.48 41,739.09
02/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,964.70 23.84 6,988.54
02/15/2024 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
130,421.18 378.71 130,799.89
02/15/2024 Paydown 44933LAC7 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,781.50 92.23 72,873.73
02/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,071.76 289.40 39,361.16
02/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,475.74 374.19 48,849.93
02/15/2024 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,890.61 321.06 53,211.67
02/15/2024 Paydown 89240BAC2 790,367.29 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
131,792.08 57.12 131,849.20
Chandler Asset Management Page 52 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,325.15 296.56 37,621.71
02/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,911.09 554.10 32,465.19
02/20/2024 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
306,573.28 2,510.12 309,083.40
02/20/2024 Paydown 36265MAC9 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
248,978.92 1,187.84 250,166.76
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
02/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
898.13 4.58 902.71
02/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,632.21 492.92 52,125.13
02/21/2024 Paydown 43813GAC5 214,306.50 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,730.70 16.08 35,746.78
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
87,018.32 15,961.76 102,980.08
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 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 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
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
Chandler Asset Management Page 53 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
53,414.14 8,364.64 61,778.78
02/25/2024 Paydown 05601XAC3 539,208.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,457.02 166.20 90,623.22
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
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 91282CHX2 1,900,000.00 US Treasury Note
4.375% Due 8/31/2028
0.00 41,562.50 41,562.50
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 21,846,366.66 1,246,795.21 23,093,161.87
03/01/2024 Interest 74456QBX3 3,000,000.00 Public Service El & Gas CAllable Note Cont 6/1/2028
3.65% Due 9/1/2028
0.00 54,750.00 54,750.00
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
03/14/2024 Maturity 912797GX9 22,350,000.00 US Treasury Bill
5.285% Due 3/14/2024
21,756,086.43 593,913.57 22,350,000.00
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
Chandler Asset Management Page 54 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 Paydown 89240BAC2 790,367.29 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
131,834.92 28.56 131,863.48
03/15/2024 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
130,588.56 252.63 130,841.19
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 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,805.15 69.19 72,874.34
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 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,895.46 298.14 53,193.60
03/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
34,603.48 7,135.61 41,739.09
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 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,078.28 265.30 39,343.58
03/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,504.43 345.50 48,849.93
03/15/2024 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,937.70 21.81 6,959.51
03/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,333.86 275.41 37,609.27
03/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,050.97 520.59 32,571.56
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
Chandler Asset Management Page 55 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/20/2024 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
306,966.72 2,009.38 308,976.10
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 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
250,070.28 793.62 250,863.90
03/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
898.48 4.23 902.71
03/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,644.27 455.05 52,099.32
03/21/2024 Paydown 43813GAC5 214,306.50 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,739.33 8.04 35,747.37
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
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 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
03/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
53,602.42 8,204.40 61,806.82
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
03/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
87,337.38 15,682.58 103,019.96
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 05601XAC3 539,208.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,853.53 83.28 90,936.81
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
Chandler Asset Management Page 56 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
03/31/2024 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
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
MAR 2024 23,557,915.97 1,166,027.16 24,723,943.13
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
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 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,533.12 316.81 48,849.93
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 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
34,747.95 6,991.14 41,739.09
04/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,910.44 19.78 6,930.22
Chandler Asset Management Page 57 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2024 Paydown 44891WAC3 911,781.15 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
130,756.14 126.40 130,882.54
04/15/2024 Paydown 44933LAC7 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,828.81 46.13 72,874.94
04/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,084.79 241.20 39,325.99
04/15/2024 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,900.31 275.22 53,175.53
04/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,342.56 254.26 37,596.82
04/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,191.45 486.94 32,678.39
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 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
04/20/2024 Paydown 36265MAC9 1,735,312.66 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
251,166.42 397.68 251,564.10
04/20/2024 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
307,360.66 1,508.00 308,868.66
04/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
898.83 3.88 902.71
04/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,656.31 417.18 52,073.49
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
Chandler Asset Management Page 58 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
87,657.63 15,402.36 103,059.99
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
53,791.37 8,043.59 61,834.96
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 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
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
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 200,000.00 US Treasury Note 200,000.00 2,000.00 202,000.00 APR 2024 1,740,408.54 478,906.26 2,219,314.80
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
05/07/2024 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
Chandler Asset Management Page 59 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
05/15/2024 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
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 582,157.54 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
72,852.48 23.07 72,875.55
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
34,893.02 6,846.07 41,739.09
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 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,561.84 288.09 48,849.93
05/15/2024 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,905.16 252.30 53,157.46
05/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,091.30 217.10 39,308.40
Chandler Asset Management Page 60 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,882.89 17.77 6,900.66
05/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,351.28 233.09 37,584.37
05/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,332.56 453.14 32,785.70
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 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
05/20/2024 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
307,755.11 1,005.98 308,761.09
05/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
899.18 3.53 902.71
05/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,668.37 379.30 52,047.67
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 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
05/25/2024 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
53,980.98 7,882.22 61,863.20
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
Chandler Asset Management Page 61 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
87,979.03 15,121.14 103,100.17
05/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
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
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
MAY 2024 1,154,222.83 645,405.63 1,799,628.46
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 4,000,000.00 Prologis LP Callable Note Cont 5/15/2028
4.875% Due 6/15/2028
0.00 97,500.00 97,500.00
06/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,590.57 259.36 48,849.93
06/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,097.81 193.00 39,290.81
Chandler Asset Management Page 62 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/15/2024 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,910.01 229.37 53,139.38
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
35,038.70 6,700.39 41,739.09
06/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,855.08 15.76 6,870.84
06/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,474.28 419.19 32,893.47
06/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,359.99 211.93 37,571.92
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 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
899.53 3.18 902.71
06/20/2024 Paydown 89238LAC4 2,454,170.12 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
308,150.06 503.31 308,653.37
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
Chandler Asset Management Page 63 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,680.42 341.41 52,021.83
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 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
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
06/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
54,171.27 7,720.27 61,891.54
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
88,301.62 14,838.87 103,140.49
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
06/30/2024 Interest 3130AWN63 3,000,000.00 FHLB Note
4% Due 6/30/2028
0.00 60,000.00 60,000.00
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 4,900,000.00 49,000.00 4,949,000.00 JUN 2024 11,477,077.22 823,351.67 12,300,428.89
Chandler Asset Management Page 64 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,914.86 206.44 53,121.30
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 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,104.34 168.88 39,273.22
07/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,619.32 230.61 48,849.93
07/15/2024 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
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
07/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,826.98 13.76 6,840.74
07/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
35,184.98 6,554.11 41,739.09
Chandler Asset Management Page 65 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,616.63 385.09 33,001.72
07/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,368.71 190.76 37,559.47
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 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
899.89 2.82 902.71
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 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,692.48 303.51 51,995.99
07/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
54,362.22 7,557.76 61,919.98
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 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
07/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
88,625.40 14,555.57 103,180.97
Chandler Asset Management Page 66 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
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
07/31/2024 Interest 91282CGH8 7,000,000.00 US Treasury Note
3.5% Due 1/31/2028
0.00 122,500.00 122,500.00
07/31/2024 Interest 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,500.00 7,500.00
07/31/2024 Interest 91282CFB2 1,300,000.00 US Treasury Note
2.75% Due 7/31/2027
0.00 17,875.00 17,875.00
JUL 2024 764,232.29 640,934.38 1,405,166.67
08/01/2024 Interest 78016HZS2 3,500,000.00 ROYAL BANK OF CANADA Note
5.2% Due 8/1/2028
0.00 91,000.00 91,000.00
08/10/2024 Interest 69371RS64 1,670,000.00 Paccar Financial Corp Note
4.95% Due 8/10/2028
0.00 41,332.50 41,332.50
08/12/2024 Interest 3137EAEP0 6,575,000.00 FHLMC Note
1.5% Due 2/12/2025
0.00 49,312.50 49,312.50
08/15/2024 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
08/15/2024 Maturity 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
5,000,000.00 59,375.00 5,059,375.00
08/15/2024 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
08/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
82,654.33 1,320.76 83,975.09
08/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,648.09 201.84 48,849.93
08/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,454.88 1,381.55 68,836.43
08/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
35,331.88 6,407.21 41,739.09
08/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,798.60 11.77 6,810.37
Chandler Asset Management Page 67 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/15/2024 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
08/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,110.85 144.77 39,255.62
08/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
42,000.80 1,146.35 43,147.15
08/15/2024 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,919.71 183.51 53,103.22
08/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,377.43 169.58 37,547.01
08/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,759.60 350.84 33,110.44
08/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
900.24 2.47 902.71
08/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
67,430.25 2,119.74 69,549.99
08/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,704.54 265.60 51,970.14
08/25/2024 Interest 3135G05X7 6,285,000.00 FNMA Note
0.375% Due 8/25/2025
0.00 11,784.38 11,784.38
08/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
08/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
08/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
88,950.37 14,271.22 103,221.59
08/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
08/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
54,553.85 7,394.67 61,948.52
08/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
08/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
50,935.21 572.06 51,507.27
Chandler Asset Management Page 68 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
08/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
08/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
08/31/2024 Interest 91282CFH9 3,450,000.00 US Treasury Note
3.125% Due 8/31/2027
0.00 53,906.25 53,906.25
08/31/2024 Interest 91282CGP0 7,000,000.00 US Treasury Note 4% Due 2/29/2028
0.00 140,000.00 140,000.00
08/31/2024 Interest 912828ZC7 7,000,000.00 US Treasury Note
1.125% Due 2/28/2025
0.00 39,375.00 39,375.00
08/31/2024 Interest 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
08/31/2024 Interest 91282CHX2 1,900,000.00 US Treasury Note
4.375% Due 8/31/2028
0.00 41,562.50 41,562.50
AUG 2024 5,759,530.63 697,474.28 6,457,004.91
09/01/2024 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 49,260.25 49,260.25
09/01/2024 Interest 74456QBX3 3,000,000.00 Public Service El & Gas CAllable Note Cont 6/1/2028
3.65% Due 9/1/2028
0.00 54,750.00 54,750.00
09/03/2024 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
09/09/2024 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
09/10/2024 Interest 89114TZT2 1,900,000.00 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
0.00 26,600.00 26,600.00
09/13/2024 Maturity 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
4,000,000.00 57,500.00 4,057,500.00
09/14/2024 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
09/15/2024 Interest 91282CED9 7,000,000.00 US Treasury Note
1.75% Due 3/15/2025
0.00 61,250.00 61,250.00
Chandler Asset Management Page 69 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/15/2024 Interest 880591EZ1 3,500,000.00 Tennessee Valley Authority Note
3.875% Due 3/15/2028
0.00 67,812.50 67,812.50
09/15/2024 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
67,541.45 1,256.76 68,798.21
09/15/2024 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
42,054.70 1,065.15 43,119.85
09/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
35,479.39 6,259.70 41,739.09
09/15/2024 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
09/15/2024 Paydown 161571HT4 3,645,000.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
0.00 15,673.50 15,673.50
09/15/2024 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
83,016.63 1,191.27 84,207.90
09/15/2024 Paydown 89238JAC9 826,043.15 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,676.87 173.06 48,849.93
09/15/2024 Paydown 44935FAD6 625,513.14 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
39,117.37 120.65 39,238.02
09/15/2024 Paydown 89236XAC0 109,857.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
6,769.93 9.79 6,779.72
09/15/2024 Paydown 47789QAC4 952,423.90 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,924.56 160.58 53,085.14
09/16/2024 Paydown 380146AC4 653,968.72 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,903.20 316.44 33,219.64
09/16/2024 Paydown 362554AC1 672,558.84 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,386.15 148.40 37,534.55
09/17/2024 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
09/20/2024 Paydown 92290BAA9 15,292.15 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
900.59 2.12 902.71
09/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
67,639.28 1,910.71 69,549.99
09/21/2024 Paydown 43815GAC3 878,567.74 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,716.60 227.69 51,944.29
Chandler Asset Management Page 70 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/23/2024 Interest 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.00 23,556.73 23,556.73
09/23/2024 Interest 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.00 11,803.13 11,803.13
09/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
54,746.15 7,231.01 61,977.16
09/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
09/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
09/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
89,276.50 13,985.85 103,262.35
09/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
09/25/2024 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
44,672.76 435.81 45,108.57
09/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
09/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
09/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
09/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
SEP 2024 4,754,822.13 557,356.06 5,312,178.19
TOTAL 158,515,554.62 10,720,734.12 169,236,288.74
Chandler Asset Management Page 71 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
36,126,879.61 Various
3.59%
36,126,879.61
36,126,879.61
1.00 3.59%
36,126,879.61
345,727.52
7.44%
0.00 NR
NR
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
57,640.99 09/14/2023
4.98%
57,640.99
57,640.99
1.00 4.98%
57,640.99
0.00 0.01%
0.00 Aaa
AAA
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
745,792.99 Various
4.98%
745,792.99
745,792.99
1.00 4.98%
745,792.99
0.00 0.15%
0.00 Aaa
AAA
0.00 0.00
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
100,853.62 05/16/2019
2.57%
104,785.34
104,785.34
99.62 5.59%
100,471.49
59.29 0.02%
(4,313.85)
Aaa
NR
0.00 0.07
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
540,481.86
10.33%
0.00 P-1
A-1+
0.05 0.05
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
193,103.79 09/22/2020
0.38%
193,075.42
193,075.42
99.16 6.01%
191,487.51
25.80 0.04%
(1,587.91)
NR
AAA
0.09 0.15
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
180,277.93 09/08/2021
0.34%
180,259.33
180,259.33
99.43 5.99%
179,254.49
9.92 0.04%
(1,004.84)
Aaa
NR
0.15 0.10
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
17,368.71 07/14/2020
0.52%
17,366.06
17,366.06
99.78 5.99%
17,330.66
3.94 0.00%
(35.40)
Aaa
NR
0.17 0.04
36262XAC8 GM Financial Auto Lease Trust 2021-3
A2
0.39% Due 10/21/2024
703,423.86 08/10/2021
0.39%
703,414.29
703,414.29
99.36 5.86%
698,894.51
83.82 0.14%
(4,519.78)
NR
AAA
0.18 0.12
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
457,603.34
6.06%
0.00 P-1
A-1+
0.21 0.20
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
361,529.86 10/20/2020
0.39%
361,446.61
361,446.61
98.78 5.87%
357,111.25
61.06 0.07%
(4,335.36)
NR
AAA
0.21 0.22
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
790,367.29 02/02/2021
0.27%
790,220.61
790,220.61
98.27 6.03%
776,727.14
91.33 0.16%
(13,493.47)
Aaa
NR
0.25 0.30
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
214,306.50 02/17/2021
0.27%
214,302.58
214,302.58
98.22 6.10%
210,491.42
16.07 0.04%
(3,811.16)
Aaa
NR
0.27 0.30
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
539,208.10 01/11/2022
1.11%
539,127.48
539,127.48
98.83 6.13%
532,880.49
98.85 0.11%
(6,246.99)
NR
AAA
0.28 0.23
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
911,781.15 01/11/2022
1.16%
911,761.00
911,761.00
98.90 5.84%
901,752.48
470.07
0.18%
(10,008.52)
Aaa
AAA
0.29 0.23
Chandler Asset Management Page 72 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
36265MAC9 GM Financial Auto Lease Trust 2022-1
A3
1.9% Due 3/20/2025
1,735,312.66 02/15/2022
1.91%
1,735,297.74
1,735,297.74
98.72 6.18%
1,713,154.45
1,007.45
0.35%
(22,143.29)
Aaa
NR
0.31 0.30
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
582,157.54 04/20/2021
0.38%
582,096.30
582,096.30
97.97 5.89%
570,345.56
98.32 0.12%
(11,750.74)
NR
AAA
0.33 0.37
912797GM3 US Treasury Bill
5.262% Due 2/8/2024
20,500,000.00 08/14/2023
5.48%
19,969,634.25
19,969,634.25
97.41 5.48%
19,969,634.25
140,831.58
4.10%
0.00 P-1
A-1+
0.36 0.35
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
2,454,170.12 02/23/2022
1.98%
2,453,783.83
2,453,783.83
98.72 6.07%
2,422,670.85
1,469.78
0.49%
(31,112.98)
NR
AAA
0.43 0.31
912797GX9 US Treasury Bill
5.285% Due 3/14/2024
22,350,000.00 09/14/2023
5.50%
21,756,086.43
21,756,086.43
97.34 5.50%
21,756,086.43
52,500.65
4.45%
0.00 P-1
A-1+
0.45 0.44
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
97.56 5.95%
1,038,961.82
569.78
0.21%
(25,982.80)
Aaa
AAA
0.53 0.90
912828X70 US Treasury Note
2% Due 4/30/2024
200,000.00 12/23/2019
1.75%
202,070.31
202,070.31
98.03 5.47%
196,062.60
1,673.91
0.04%
(6,007.71)
Aaa
AA+
0.58 0.56
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
109,857.00 10/06/2020
0.36%
109,836.53
109,836.53
99.47 6.23%
109,274.65
17.09 0.02%
(561.88)
NR
AAA
0.66 0.09
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
625,513.14 11/09/2021
0.75%
625,373.52
625,373.52
96.64 5.94%
604,501.53
205.72
0.12%
(20,871.99)
NR
AAA
0.67 0.64
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
98.08 5.68%
5,394,631.00
46,998.26
1.11%
(345,369.40)
Aaa
AA+
0.71 0.68
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
826,043.15 11/09/2021
0.71%
826,025.56
826,025.56
96.20 6.20%
794,639.47
260.66
0.16%
(31,386.09)
NR
AAA
0.71 0.69
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
15,292.15 08/04/2020
0.48%
15,288.94
15,288.94
99.80 4.84%
15,261.04
2.20 0.00%
(27.90)
Aaa
NR
0.72 0.05
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
878,567.74 11/16/2021
0.89%
878,382.53
878,382.53
96.10 6.44%
844,315.02
214.76
0.17%
(34,067.51)
Aaa
NR
0.73 0.70
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
952,423.90 07/13/2021
0.52%
952,338.95
952,338.95
96.59 5.88%
919,910.05
220.12
0.19%
(32,428.90)
Aaa
NR
0.75 0.64
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
97.46 5.50%
4,775,393.00
24,766.30
0.98%
(166,860.91)
Aaa
AA+
0.75 0.73
Chandler Asset Management Page 73 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
672,558.84 10/13/2021
0.68%
672,541.68
672,541.68
95.94 6.21%
645,242.19
190.56
0.13%
(27,299.49)
Aaa
AAA
0.75 0.73
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
96.48 5.78%
1,591,872.17
1,378.67
0.33%
(57,879.67)
Aaa
AAA
0.85 0.91
380146AC4 GM Financial Auto Receivables 2022-1
A3
1.26% Due 11/16/2026
653,968.72 01/11/2022
1.27%
653,911.89
653,911.89
96.63 5.58%
631,933.25
343.33
0.13%
(21,978.64)
NR
AAA
0.85 0.78
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
97.36 5.51%
4,867,775.00
15,166.44
1.00%
(272,459.38)
Aaa
AA+
0.88 0.85
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
96.77 5.74%
1,306,347.74
1,332.00
0.27%
(43,600.29)
NR
AAA
0.92 0.92
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
97.56 5.54%
3,902,264.00
5,750.00
0.80%
(304,496.00)
Aaa
AA+
0.96 0.92
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
99.36 4.97%
1,142,684.85
1,307.17
0.23%
(7,264.55)
NR
AAA
0.98 0.86
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
96.92 5.60%
3,280,711.54
40,620.00
0.68%
(182,041.91)
Aa2
AA1.010.96
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
96.82 6.16%
977,832.51
1,041.42
0.20%
(31,944.08)
Aaa
NR
1.01 0.83
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
96.15 5.48%
3,365,155.50
26,225.69
0.69%
(199,119.50)
Aaa
AA+
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
96.68 5.45%
3,867,032.00
37,663.04
0.80%
(223,436.75)
Aaa
AA+
1.09 1.04
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
96.30 5.65%
2,497,017.51
22,144.94
0.51%
(127,466.70)
A2
A
1.11 1.06
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
94.62 5.92%
1,868,794.38
7,255.38
0.38%
(104,171.37)
Aa3
AA1.191.14
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
94.82 5.44%
4,077,225.60
12,063.89
0.83%
(219,979.40)
Aaa
AA+
1.22 1.18
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
95.43 5.39%
4,027,251.50
16,000.83
0.82%
(255,626.70)
Aaa
AA+
1.27 1.22
Chandler Asset Management Page 74 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
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
94.95 5.57%
2,563,574.40
8,482.50
0.52%
(132,807.60)
A1
A+
1.29 1.24
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
94.76 5.72%
3,548,713.32
11,614.70
0.73%
(192,242.08)
Aaa
AA+
1.29 1.24
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
94.98 6.10%
3,936,933.44
16,522.43
0.81%
(199,237.71)
A2
A+
1.31 1.25
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
95.05 5.30%
6,249,649.28
13,423.96
1.28%
(320,287.97)
Aaa
AA+
1.37 1.32
912828ZC7 US Treasury Note
1.125% Due 2/28/2025
7,000,000.00 03/18/2020
0.81%
7,108,007.81
7,108,007.81
94.39 5.28%
6,607,342.00
6,706.73
1.35%
(500,665.81)
Aaa
AA+
1.42 1.37
91282CED9 US Treasury Note
1.75% Due 3/15/2025
7,000,000.00 04/05/2022
2.65%
6,823,085.94
6,823,085.94
95.09 5.29%
6,656,566.00
5,384.62
1.36%
(166,519.94)
Aaa
AA+
1.46 1.41
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
96.01 5.62%
2,851,627.68
40,911.75
0.59%
(117,600.12)
A1
A+
1.52 1.44
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
96.48 5.80%
1,225,282.03
19,883.44
0.25%
(44,248.07)
A1
A
1.54 1.45
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
93.06 5.31%
4,904,493.88
14,547.40
1.00%
(354,649.92)
Aaa
AA+
1.56 1.51
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
93.86 6.27%
938,605.00
9,199.92
0.19%
(98,725.00)
A1
A1.561.48
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
93.94 6.28%
1,503,028.80
14,878.40
0.31%
(8,347.20)
A1
A1.581.50
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
93.85 5.97%
2,591,195.74
21,282.71
0.53%
(271,464.28)
A2
A1.591.51
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
96.51 5.72%
2,668,415.79
4,165.93
0.55%
(95,972.59)
NR
AAA
1.62 1.53
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
96.27 6.23%
3,171,941.64
9,050.27
0.65%
(127,327.01)
A1
A1.671.59
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
96.22 5.80%
904,451.08
9,548.83
0.19%
(35,295.12)
A2
A1.711.61
Chandler Asset Management Page 75 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
92.46 5.15%
5,732,507.60
8,955.55
1.17%
(464,224.30)
Aaa
AA+
1.72 1.66
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
91.71 6.49%
2,751,222.00
11,211.50
0.56%
(256,698.00)
A1
A1.721.65
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
95.97 6.31%
1,501,903.90
4,128.21
0.31%
(64,064.30)
A1
A1.731.64
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 5.76%
2,281,678.45
23,500.00
0.47%
(67,522.55)
Aaa
AA+
1.75 1.65
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
91.91 5.12%
5,790,348.90
4,593.75
1.18%
(487,550.70)
Aaa
AA+
1.81 1.76
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
91.56 5.13%
5,493,750.00
2,527.17
1.12%
(385,312.50)
Aaa
AA+
1.84 1.78
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
91.47 5.14%
5,748,801.51
2,356.88
1.17%
(511,637.69)
Aaa
AA+
1.90 1.85
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
91.18 5.12%
5,739,535.50
524.59
1.17%
(536,810.55)
Aaa
AA+
1.98 1.93
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
91.00 5.04%
2,912,000.00
21.86 0.59%
(218,375.00)
Aaa
AA+
2.00 1.95
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
91.01 5.12%
5,733,346.51
13,387.51
1.17%
(539,014.34)
Aaa
AAA
2.08 2.01
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
90.68 5.02%
5,440,548.00
6,277.17
1.11%
(482,577.00)
Aaa
AA+
2.09 2.03
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.94 5.10%
5,729,087.71
12,600.00
1.17%
(550,807.29)
Aaa
AA+
2.11 2.04
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
98.83 5.72%
1,858,047.45
4,186.13
0.38%
(21,610.01)
Aaa
NR
2.16 1.79
91282CAZ4 US Treasury Note
0.375% Due 11/30/2025
3,800,000.00 03/26/2021
0.77%
3,731,867.19
3,731,867.19
90.61 5.00%
3,443,009.00
4,788.93
0.70%
(288,858.19)
Aaa
AA+
2.17 2.10
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
89.76 5.92%
2,692,866.00
8,093.76
0.55%
(276,834.00)
Aa1
AA+
2.20 2.11
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
93.94 5.19%
2,818,212.00
1,800.00
0.58%
(92,842.69)
NR
NR
2.27 3.82
Chandler Asset Management Page 76 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
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
89.65 5.69%
1,676,445.65
3,199.78
0.34%
(143,943.25)
Aaa
AA+
2.29 2.20
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
94.67 5.16%
5,036,353.56
3,413.66
1.03%
(192,771.45)
NR
NR
2.44 4.07
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
94.20 5.27%
2,826,144.00
7,800.00
0.58%
(302,293.50)
NR
AAA
2.49 2.69
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
90.23 4.99%
5,765,869.53
25,005.31
1.18%
(594,864.27)
Aaa
AAA
2.56 2.46
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.95%
2,906,255.64
2,906,255.64
93.82 6.20%
2,814,531.00
46,860.17
0.58%
(91,724.64)
A1
A2.562.36
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
89.91 5.17%
4,374,063.12
18,784.31
0.90%
(469,920.08)
A1
AA
2.62 2.51
91324PEC2 United Health Group Inc Callable Note
Cont 4/15/2026
1.15% Due 5/15/2026
805,000.00 Various
1.08%
807,605.05
807,605.05
89.96 5.30%
724,147.41
3,497.28
0.15%
(83,457.64)
A2
A+
2.62 2.51
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
89.30 5.41%
2,969,158.50
10,702.34
0.61%
(354,378.50)
A1
A+
2.72 2.60
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
88.51 5.70%
2,011,006.28
5,680.00
0.41%
(260,363.64)
Aa3
AA+
2.79 2.67
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
93.06 5.27%
1,395,826.50
3,316.25
0.29%
(190,599.28)
NR
NR
2.82 2.68
161571HT4 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
3,645,000.00 09/07/2023
5.23%
3,643,989.61
3,643,989.61
99.63 5.35%
3,631,579.11
8,359.20
0.74%
(12,410.50)
NR
AAA
2.92 2.66
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
89.05 4.82%
1,398,097.56
1,002.82
0.29%
(160,802.05)
Aaa
AA+
2.92 2.82
58989V2D5 Met Tower Global Funding Note
1.25% Due 9/14/2026
1,715,000.00 09/07/2021
1.27%
1,713,422.20
1,713,422.20
88.10 5.68%
1,510,999.04
1,012.33
0.31%
(202,423.16)
Aa3
AA2.962.83
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
89.16 5.03%
699,931.91
320.54
0.14%
(83,584.44)
Aa2
AA
2.97 2.85
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
89.23 4.77%
2,793,036.72
74.83 0.57%
(290,135.55)
Aaa
AA+
3.00 2.90
Chandler Asset Management Page 77 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
91282CDG3 US Treasury Note
1.125% Due 10/31/2026
3,120,000.00 11/15/2021
1.25%
3,100,987.50
3,100,987.50
89.60 4.79%
2,795,569.92
14,688.59
0.57%
(305,417.58)
Aaa
AA+
3.09 2.95
59217GER6 Metlife Note
1.875% Due 1/11/2027
2,485,000.00 01/03/2022
1.90%
2,482,167.10
2,482,167.10
88.64 5.72%
2,202,718.91
10,354.17
0.45%
(279,448.19)
Aa3
AA3.283.09
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
89.07 6.03%
1,157,965.90
2,477.22
0.24%
(124,900.10)
A2
A3.423.19
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
90.90 5.75%
1,727,109.50
3,103.33
0.35%
(157,823.50)
A1
A
3.44 3.20
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
94.59 5.68%
1,272,274.51
21,071.67
0.26%
(70,546.59)
A2
A+
3.61 3.24
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
94.79 5.30%
1,293,846.66
19,079.66
0.27%
(71,791.74)
A2
A+
3.62 3.28
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
93.12 5.10%
2,327,962.50
27,708.33
0.48%
(114,012.50)
Aa3
A+
3.63 3.34
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
93.53 5.10%
2,478,584.75
7,163.83
0.51%
(3,823.45)
Aaa
NR
3.65 3.51
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
92.96 4.74%
2,231,061.60
21,172.13
0.46%
(120,094.65)
Aaa
AA+
3.67 3.40
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
94.39 5.82%
1,321,448.80
18,052.38
0.27%
(73,861.20)
A1
A
3.69 3.31
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
95.01 4.72%
6,318,278.05
54,618.55
1.30%
(372,102.81)
Aaa
AA+
3.75 3.44
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
93.15 4.72%
1,210,979.90
6,023.10
0.25%
(66,981.04)
Aaa
AA+
3.84 3.56
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
94.38 4.71%
3,256,072.05
9,181.83
0.67%
(143,445.53)
Aaa
AA+
3.92 3.62
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
97.92 4.70%
2,741,704.00
315.57
0.56%
(28,296.01)
Aaa
AA+
4.00 3.64
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
93.02 5.19%
5,581,488.00
3,350.00
1.14%
(126,511.69)
NR
NR
4.16 3.83
Chandler Asset Management Page 78 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
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
96.94 4.69%
4,459,125.00
59,903.69
0.92%
(168,960.94)
Aaa
AA+
4.17 3.74
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
93.44 5.20%
4,382,312.55
13,460.30
0.90%
(88,759.72)
NR
NR
4.24 3.77
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
96.92 4.68%
6,784,260.00
68,549.60
1.40%
(244,685.31)
Aaa
AA+
4.25 3.83
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
92.12 5.75%
4,145,224.50
34,675.00
0.85%
(97,585.50)
A3
A4.303.85
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
98.19 5.22%
2,405,534.95
22,951.74
0.50%
(82,170.55)
A2
A
4.31 3.81
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
95.43 4.67%
6,680,352.00
41,277.17
1.37%
(147,655.81)
Aaa
AA+
4.34 3.94
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
100.17
5.20%
1,502,548.50
10,062.50
0.31%
(29,671.50)
A2
A+
4.38 3.84
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
97.41 4.65%
6,818,987.00
23,846.15
1.40%
(130,973.94)
Aaa
AA+
4.42 3.98
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
99.25 5.07%
2,074,281.11
6,226.46
0.42%
(13,691.59)
Aa3
A+
4.44 3.93
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
96.51 4.75%
3,378,021.50
6,027.78
0.69%
(170,733.50)
Aaa
AA+
4.46 4.03
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
96.02 4.98%
1,584,346.50
25,850.00
0.33%
(64,737.00)
Aaa
AA+
4.61 4.08
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
96.23 4.97%
1,900,467.45
29,773.13
0.39%
(74,924.80)
A1
A+
4.63 4.09
3137FJEH8 FHLMC K081 A2
3.9% Due 8/25/2028
3,148,000.00 09/05/2023
4.88%
3,015,685.63
3,015,685.63
95.10 5.03%
2,993,839.29
10,231.00
0.61%
(21,846.34)
NR
NR
4.65 4.32
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
95.84 4.62%
6,709,066.00
85,276.64
1.39%
(175,269.94)
Aaa
AA+
4.67 4.18
74340XCG4 Prologis LP Callable Note Cont
5/15/2028
4.875% Due 6/15/2028
4,000,000.00 Various
5.11%
3,959,713.70
3,959,713.70
97.44 5.50%
3,897,456.00
50,375.00
0.81%
(62,257.70)
A3
A
4.71 4.09
Chandler Asset Management Page 79 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings by Maturity
As of September 30, 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
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
94.63 5.16%
1,889,661.25
1,282.74
0.39%
(62,016.21)
NR
NR
4.74 4.10
3130AWN63 FHLB Note
4% Due 6/30/2028
3,000,000.00 08/21/2023
4.53%
2,931,360.00
2,931,360.00
97.08 4.69%
2,912,409.00
25,666.67
0.60%
(18,951.00)
Aaa
AA+
4.75 4.23
78016HZS2 ROYAL BANK OF CANADA Note
5.2% Due 8/1/2028
3,500,000.00 09/12/2023
5.50%
3,454,675.00
3,454,675.00
97.33 5.84%
3,406,581.50
35,894.44
0.70%
(48,093.50)
A1
A
4.84 4.17
69371RS64 Paccar Financial Corp Note
4.95% Due 8/10/2028
1,670,000.00 08/03/2023
4.99%
1,667,361.40
1,667,361.40
98.86 5.22%
1,650,960.33
11,710.88
0.34%
(16,401.07)
A1
A+
4.87 4.24
91282CHX2 US Treasury Note
4.375% Due 8/31/2028
1,900,000.00 09/25/2023
4.62%
1,879,960.94
1,879,960.94
99.01 4.60%
1,881,148.20
7,079.33
0.39%
1,187.26
Aaa
AA+
4.92 4.36
74456QBX3 Public Service El & Gas CAllable Note
Cont 6/1/2028
3.65% Due 9/1/2028
3,000,000.00 09/12/2023
5.15%
2,805,270.00
2,805,270.00
92.73 5.35%
2,781,825.00
9,125.00
0.57%
(23,445.00)
A1
A
4.93 4.40
TOTAL PORTFOLIO 509,384,399.36 3.24%
505,145,411.17
505,145,411.17 5.21%
487,144,215.64
3,055,243.81
100.00%
(18,001,195.53)
Aa1
AA+
1.77 1.67
TOTAL MARKET VALUE PLUS ACCRUED 490,199,459.45
Chandler Asset Management Page 80 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Issuer Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
$229,620,000.00 $226,429,815.34 $221,365,108.25 $223,054,511.85 45.50% $50,575,853.62 $49,712,854.47 $47,282,427.07 $47,352,846.44 9.66% $36,126,879.61 $36,126,879.61 $36,126,879.61 $36,472,607.13 7.44% $31,775,000.00 $31,843,363.10 $29,507,297.70 $29,587,984.05 6.04% $16,800,000.00 $17,175,325.40 $16,286,529.60 $16,377,008.42 3.34% $6,390,000.00 $6,360,733.80 $5,765,869.53 $5,790,874.84 1.18% $6,300,000.00 $6,272,360.85 $5,733,346.51 $5,746,734.02 1.17% $5,860,000.00 $5,902,566.85 $5,612,450.54 $5,634,828.94 1.15% $6,000,000.00 $5,914,175.64 $5,565,753.00 $5,623,824.67 1.15% $6,025,000.00 $6,019,919.00 $5,532,732.90 $5,551,917.74 1.13% $4,770,000.00 $4,724,205.10 $4,631,863.53 $4,687,641.41 0.96% $4,640,000.00 $4,636,589.20 $4,502,588.01 $4,555,210.64 0.93% $4,865,000.00 $4,843,983.20 $4,374,063.12 $4,392,847.43 0.90% $4,500,000.00 $4,242,810.00 $4,145,224.50 $4,179,899.50 0.85% $4,220,000.00 $4,169,589.90 $3,958,124.10 $3,984,823.88 0.81% $4,145,000.00 $4,136,171.15 $3,936,933.44 $3,953,455.87 0.81% $4,000,000.00 $3,959,713.70 $3,897,456.00 $3,947,831.00 0.81% $3,859,792.61 $3,859,139.06 $3,773,120.67 $3,778,572.28 0.77% $4,200,000.00 $4,195,589.30 $3,713,717.95 $3,725,084.45 0.76% $3,645,000.00 $3,643,989.61 $3,631,579.11 $3,639,938.31 0.74% $3,745,000.00 $3,740,955.40 $3,548,713.32 $3,560,328.02 0.73% $3,670,000.00 $3,705,463.45 $3,520,542.57 $3,553,182.01 0.72% $3,500,000.00 $3,548,755.00 $3,378,021.50 $3,384,049.28 0.69% $3,385,000.00 $3,462,753.45 $3,280,711.54 $3,321,331.54 0.68% $3,300,000.00 $3,280,243.00 $3,048,558.30 $3,069,714.01 0.63% $2,919,200.54 $2,918,864.46 $2,838,306.08 $2,840,003.18 0.58% $2,935,978.03 $2,935,512.37 $2,838,166.12 $2,839,801.42 0.58% $3,000,000.00 $2,805,270.00 $2,781,825.00 $2,790,950.00 0.57% $3,000,000.00 $2,969,700.00 $2,692,866.00 $2,700,959.76 0.55% $2,765,000.00 $2,764,388.38 $2,668,415.79 $2,672,581.72 0.55% Execution Time: 10/5/2023 5:58:29 PM
Government of United States
Federal Home Loan Mortgage Corp
Local Agency Investment Fund
Federal National Mortgage Association
Federal Home Loan Bank
Inter-American Dev Bank
Intl Bank Recon and Development
JP Morgan Chase & Co
Bank of America Corp
Toyota Motor Corp
Royal Bank of Canada
Paccar Financial
Amazon.com Inc
Realty Income Corp
Northwestern Mutual Glbl
US Bancorp
Prologis Trust
John Deere ABS
Metlife Inc
JP Morgan ABS
New York Life Global Funding
United Health Group Inc
Tennessee Valley Authority
State of California
Toronto Dominion Holdings
Hyundai Auto Receivables
Honda ABS
Public Service El & Gas
Guardian Life Global Funding
American Express ABS
Chandler Asset Management Page 81
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Issuer Report
As of September 30, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
Bank of Montreal Chicago $2,761,000.00 $2,862,660.02 $2,591,195.74 $2,612,478.45 0.53% Caterpillar Inc $2,593,000.00 $2,624,484.21 $2,497,017.51 $2,519,162.45 0.51% Deere & Company $2,450,000.00 $2,487,705.50 $2,405,534.95 $2,428,486.69 0.50% Toyota Lease Owner Trust $2,454,170.12 $2,453,783.83 $2,422,670.85 $2,424,140.63 0.49% GM Financial Automobile Leasing Trust $2,438,736.52 $2,438,712.03 $2,412,048.96 $2,413,140.23 0.49% Costco Wholesale Corporation $2,500,000.00 $2,441,975.00 $2,327,962.50 $2,355,670.83 0.48% MasterCard Inc $2,090,000.00 $2,087,972.70 $2,074,281.11 $2,080,507.57 0.42% Mass Mutual Insurance $2,272,000.00 $2,271,369.92 $2,011,006.28 $2,016,686.28 0.41% Merck & Company $1,975,000.00 $1,975,392.25 $1,900,467.45 $1,930,240.58 0.39% Prudential Financial Inc $1,975,000.00 $1,972,965.75 $1,868,794.38 $1,876,049.76 0.38% Toyota ABS $1,726,267.44 $1,726,082.70 $1,680,641.26 $1,681,010.34 0.34% Apple Inc $1,650,000.00 $1,649,083.50 $1,584,346.50 $1,610,196.50 0.33% Morgan Stanley $1,600,000.00 $1,511,376.00 $1,503,028.80 $1,517,907.20 0.31% Northern Trust Corp $1,345,000.00 $1,342,821.10 $1,272,274.51 $1,293,346.18 0.26% GM Financial Securitized Term Auto Trust $1,326,527.56 $1,326,453.57 $1,277,175.44 $1,277,709.33 0.26% Charles Schwab Corp/The $1,300,000.00 $1,282,866.00 $1,157,965.90 $1,160,443.12 0.24% Verizon Master Trust $1,150,000.00 $1,149,949.40 $1,142,684.85 $1,143,992.02 0.23% BMW ABS $1,065,000.00 $1,064,944.62 $1,038,961.82 $1,039,531.60 0.21% National Rural Utilities $940,000.00 $939,746.20 $904,451.08 $913,999.91 0.19% Hyundai Auto Lease Securitization $911,781.15 $911,761.00 $901,752.48 $902,222.55 0.18% Federated Govt Obligation Money Market Fund $803,433.98 $803,433.98 $803,433.98 $803,433.98 0.16% BMW Vehicle Lease Trust $719,486.03 $719,386.81 $712,134.98 $712,243.75 0.15% Wal-Mart Stores $785,000.00 $783,516.35 $699,931.91 $700,252.45 0.14% Verizon Owner Trust $15,292.15 $15,288.94 $15,261.04 $15,263.24 0.00% TOTAL $509,384,399.36 $505,145,411.17 $487,144,215.64 $490,199,459.45 100.00% Chandler Asset Management Page 82 Execution Time: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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: 10/5/2023 5:58:29 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 7/31/20068/31/2006 0.744% 0.530% 0.633%9/30/2006 0.559% 0.506% 0.533% 10/31/2006 0.585% 0.445% 0.517%10/31/2006 0.585% 0.445% 0.517%11/30/2006 0.655% 0.488% 0.573%12/31/2006 ‐0.102% 0.203% 0.044% 1/31/2007 0.159% 0.350% 0.250%2/28/2007 1.021% 0.604% 0.798%3/31/2007 0.334% 0.407% 0.372%4/30/2007 0.403% 0.415% 0.409%5/31/2007 ‐0.330% 0.247% ‐0.031% 6/30/2007 0.360% 0.413% 0.390%7/31/2007 0.984% 0.429% 0.672%8/31/2007 0.940% 0.464% 0.809%9/30/2007 0.824% 0.415% 0.728% 10/31/2007 0.451% 0.410% 0.443%11/30/2007 1.608% 0.401% 1.392%12/31/2007 0.414% 0.404% 0.413% 1/31/2008 1.952% 0.388% 1.600%2/29/2008 0.908% 0.329% 0.730%3/31/2008 0.102% 0.321% 0.164%4/30/2008 ‐0.683% 0.278% ‐0.482% 5/31/2008 ‐0.519% 0.263% ‐0.340%
6/30/2008 0.310% 0.237% 0.288%7/31/2008 0.468% 0.237% 0.406%8/31/2008 0.494% 0.232% 0.431%9/30/2008 ‐0.920% 0.227% ‐0.704% 10/31/2008 0.620% 0.231% 0.549%11/30/2008 2.483% 0.208% 2.067%12/31/2008 2.145% 0.206% 1.875% Portfolio Performance
September 30, 2023
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 1/31/2009 ‐0.248% 0.175% ‐0.192%
2/28/2009 0.166% 0.141% 0.160%3/31/2009 0.639% 0.153% 0.555%4/30/2009 0.500% 0.132% 0.454%5/31/2009 0.334% 0.134% 0.307%6/30/2009 ‐0.121% 0.114% ‐0.067% 7/31/2009 0.518% 0.089% 0.428%8/31/2009 0.662% 0.074% 0.544%9/30/2009 0.353% 0.062% 0.301% 10/31/2009 0.444% 0.054% 0.386%11/30/2009 0.866% 0.050% 0.775%12/31/2009 ‐1.061% 0.049% ‐0.960% 1/31/2010 0.957% 0.048% 0.855%2/28/2010 0.398% 0.041% 0.322%3/31/2010 ‐0.270% 0.046% ‐0.218% 4/30/2010 0.514% 0.048% 0.446%5/31/2010 0.464% 0.047% 0.419%6/30/2010 0.895% 0.042% 0.743%7/31/2010 0.670% 0.049% 0.548%8/31/2010 0.389% 0.043% 0.329%9/30/2010 0.322% 0.041% 0.285% 10/31/2010 0.490% 0.041% 0.444%11/30/2010 ‐0.447% 0.037% ‐0.400% 12/31/2010 ‐0.424% 0.038% ‐0.381%
1/31/2011 0.246% 0.038% 0.227%2/28/2011 ‐0.060% 0.034% ‐0.044% 3/31/2011 0.030% 0.037% 0.031%4/30/2011 0.678% 0.050% 0.599%5/31/2011 0.519% 0.036% 0.459%6/30/2011 ‐0.059% 0.032% ‐0.040% 7/31/2011 0.658% 0.046% 0.536%8/31/2011 0.423% 0.031% 0.354%9/30/2011 ‐0.178% 0.031% ‐0.143% 10/31/2011 0.293% 0.035% 0.254%11/30/2011 ‐0.053% 0.031% ‐0.038% 12/31/2011 0.307% 0.030% 0.264%
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 1/31/2012 0.542% 0.035% 0.466%2/29/2012 ‐0.011% 0.030% ‐0.002% 3/31/2012 ‐0.125% 0.032% ‐0.095%
4/30/2012 0.449% 0.029% 0.372%5/31/2012 0.072% 0.031% 0.064%6/30/2012 0.107% 0.030% 0.089%7/31/2012 0.431% 0.029% 0.332%8/31/2012 0.181% 0.030% 0.151%9/30/2012 0.046% 0.028% 0.042% 10/31/2012 ‐0.035% 0.028% ‐0.024%
11/30/2012 0.243% 0.026% 0.210%12/31/2012 ‐0.043% 0.028% ‐0.034% 1/31/2013 ‐0.100% 0.023% ‐0.084%
2/28/2013 0.218% 0.022% 0.185%3/31/2013 0.056% 0.024% 0.052%4/30/2013 0.225% 0.020% 0.213%5/31/2013 ‐0.474% 0.022% ‐0.442% 6/30/2013 ‐0.505% 0.020% ‐0.424%
7/31/2013 0.280% 0.022% 0.240%8/31/2013 ‐0.238% 0.023% ‐0.200% 9/30/2013 0.493% 0.021% 0.438%
10/31/2013 0.339% 0.021% 0.305%11/30/2013 0.150% 0.022% 0.137%12/31/2013 ‐0.423% 0.025% ‐0.379% 1/31/2014 0.483% 0.018% 0.434%2/28/2014 0.175% 0.018% 0.148%3/31/2014 ‐0.271% 0.020% ‐0.228% 4/30/2014 0.274% 0.017% 0.239%5/31/2014 0.380% 0.020% 0.338%6/30/2014 ‐0.058% 0.019% ‐0.047% 7/31/2014 ‐0.200% 0.019% ‐0.157%
8/31/2014 0.289% 0.021% 0.242%9/30/2014 ‐0.151% 0.020% ‐0.124% 10/31/2014 0.392% 0.020% 0.333%11/30/2014 0.320% 0.021% 0.273%12/31/2014 ‐0.210% 0.023% ‐0.175% DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 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%
11/30/2016 ‐0.814% 0.055% ‐0.696%
12/31/2016 0.063% 0.074% 0.064%
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 1/31/2017 0.177% 0.065% 0.163%2/28/2017 0.203% 0.059% 0.175%3/31/2017 0.092% 0.062% 0.086%4/30/2017 0.330% 0.071% 0.282%5/31/2017 0.236% 0.079% 0.205%6/30/2017 ‐0.062% 0.081% ‐0.036% 7/31/2017 0.305% 0.086% 0.259%8/31/2017 0.304% 0.092% 0.269%9/30/2017 ‐0.233% 0.092% ‐0.181% 10/31/2017 ‐0.032% 0.094% ‐0.007%
11/30/2017 ‐0.269% 0.096% ‐0.213%
12/31/2017 0.026% 0.105% 0.036%
1/31/2018 ‐0.471% 0.123% ‐0.382%
2/28/2018 ‐0.167% 0.108% ‐0.108%
3/31/2018 0.219% 0.129% 0.201%4/30/2018 ‐0.200% 0.154% ‐0.132% 5/31/2018 0.467% 0.151% 0.405%6/30/2018 ‐0.007% 0.151% 0.030%7/31/2018 ‐0.005% 0.218% 0.043%8/31/2018 0.458% 0.169% 0.419%9/30/2018 ‐0.167% 0.168% ‐0.123% 10/31/2018 0.039% 0.232% 0.062%11/30/2018 0.384% 0.180% 0.357%12/31/2018 0.968% 0.196% 0.882% 1/31/2019 0.514% 0.241% 0.477%2/28/2019 0.166% 0.185% 0.169%3/31/2019 0.774% 0.206% 0.670%4/30/2019 0.192% 0.233% 0.200%5/31/2019 0.822% 0.208% 0.704%6/30/2019 0.687% 0.201% 0.612%7/31/2019 ‐0.046% 0.235% 0.008%8/31/2019 1.074% 0.199% 0.993%9/30/2019 ‐0.144% 0.186% ‐0.113% 10/31/2019 0.331% 0.218% 0.320%11/30/2019 ‐0.005% 0.169% 0.008% 12/31/2019 0.194% 0.177% 0.193%
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 1/31/2020 0.845% 0.202% 0.804%2/29/2020 1.016% 0.150% 0.911%3/31/2020 0.494% 0.151% 0.461%4/30/2020 0.757% 0.172% 0.707%5/31/2020 0.513% 0.115% 0.480%6/30/2020 0.284% 0.102% 0.272%7/31/2020 0.259% 0.098% 0.238%8/31/2020 0.049% 0.066% 0.051%9/30/2020 0.012% 0.056% 0.016% 10/31/2020 ‐0.041% 0.060% ‐0.034%
11/30/2020 0.137% 0.048% 0.133%12/31/2020 0.164% 0.047% 0.159% 1/31/2021 ‐0.022% 0.049% ‐0.018%
2/28/2021 ‐0.335% 0.031% ‐0.299%
3/31/2021 ‐0.129% 0.031% ‐0.117%
4/30/2021 0.212% 0.035% 0.195%5/31/2021 0.228% 0.027% 0.213%6/30/2021 ‐0.209% 0.022% ‐0.181% 7/31/2021 0.329% 0.024% 0.283%8/31/2021 ‐0.040% 0.019% ‐0.029% 9/30/2021 ‐0.253% 0.017% ‐0.208%
10/31/2021 ‐0.464% 0.026% ‐0.378%
11/30/2021 ‐0.053% 0.017% ‐0.041%
12/31/2021 ‐0.152% 0.018% ‐0.120%
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 1/31/2022 ‐0.932% 0.025% ‐0.739%
2/28/2022 ‐0.504% 0.021% ‐0.372%
3/31/2022 ‐1.740% 0.031% ‐1.247%
4/30/2022 ‐0.885% 0.048% ‐0.635%
5/31/2022 0.580% 0.059% 0.460%6/30/2022 ‐0.619% 0.070% ‐0.430% 7/31/2022 0.761% 0.111% 0.607%8/31/2022 ‐1.094% 0.109% ‐0.816% 9/30/2022 ‐1.623% 0.125% ‐1.178%
10/31/2022 ‐0.274% 0.160% ‐0.152%
11/30/2022 1.162% 0.165% 0.888%12/31/2022 0.154% 0.182% 0.162% 1/31/2023 0.976% 0.228% 0.757%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%8/31/2023 0.286% 0.280% 0.286%9/30/2023 ‐0.288% 0.280% ‐0.228% DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Corona Supplemental
As of September 30, 2023
City of Corona Consolidated
Account #10003
Investments Par Value Market Value Book Value % of Portfolio Term Days to Maturity YTM ABS $27,932,232.15 $27,352,919.45 $27,928,256.78 5.53%
Agency $71,245,000.00 $66,951,382.48 $71,691,626.40 14.19% 1,559 1,011 3.761 CMO $31,405,853.62 $29,502,893.39 $30,588,671.57 6.06%
Corporate $96,176,000.00 $90,261,670.90 $95,480,879.39 18.90% LAIF $36,126,879.61 $36,126,879.61 $36,126,879.61 7.15% 1 1 0.680 Money Market Fund $803,433.98 $803,433.98 $803,433.98 0.16% Municipal Bonds $3,385,000.00 $3,280,711.54 $3,462,753.45 0.69% Supranational $12,690,000.00 $11,499,216.04 $12,633,094.65 2.50% US Treasury $229,620,000.00 $221,365,108.25 $226,429,815.34 44.82% 1,699 864 4.337 TOTAL PORTFOLIO $509,384,399.36 $487,144,215.64 $505,145,411.17 100.00% 1539 909 2.552 AVERAGE DAILY BALANCE $510,665,695.00
Chandler Asset Management Page 1 Execution Time: 10/3/2023 7:00:21 PM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F
MONTHLY ACCOUNT STATEMENT
City of Corona Pension Stabilization Trust - Account #10952 SEPTEMBER 1, 2023 THROUGH SEPTEMBER 30, 2023
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.
CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian
Charles Schwab & Co.
Schwab Prime Broker
(877) 518-5226
DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F
ACCOUNT SUMMARY
Beg. Values
as of 8/31/23
End Values
as of 9/30/23
Market Value 35,564,623 33,842,124
Accrued Interest 0 0
Total Market Value 35,564,623 33,842,124
Income Earned 16,852 61,473
Cont/WD 0
Par 750,025 811,498
Book Value 32,782,946 32,844,419
Cost Value 32,782,946 32,844,419
TOP ISSUERS
iShares Core S&P 500 ETF 31.7%
iShares Core S&P Mid-Cap ETF 17.2%
Vanguard Small-Cap ETF 15.1%
Vanguard Total Bond Market 13.7%
Vanguard FTSE Developed Markets 7.9%
Vanguard Real Estate ETF 7.0%
SPDR Barclays Capital High Yiel 2.0%
Vanguard FTSE Emerging Markets 1.9%
Total 96.6%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 0.00
Average Coupon 0.00%
Average Purchase YTM 2.30%
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 September 30, 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 -4.84% -4.19% 5.00% 11.62% N/A N/A N/A N/A 3.57% Multi Asset Class Index* -3.45% -3.37% 4.95% 11.44% N/A N/A N/A N/A 0.13% *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: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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 September 30, 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: 1BB110E3-B860-431A-A31B-C4A5D5E0615F
BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE $32,782,946.15
Acquisition
+ Security Purchases $0.00
+ Money Market Fund Purchases $61,472.55
+ Money Market Contributions $0.00
+ Security Contributions $0.00
+ Security Transfers $0.00
Total Acquisitions $61,472.55
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 $32,844,418.70
CASH TRANSACTION SUMMARY
BEGINNING BALANCE $475,420.31
Acquisition
Contributions $0.00
Security Sale Proceeds $0.00
Accrued Interest Received $0.00
Interest Received $0.00
Dividend Received $61,472.55
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 $61,472.55
Dispositions
Withdrawals $0.00
Security Purchase $0.00
Accrued Interest Paid $0.00
Total Dispositions $0.00
ENDING BOOK VALUE $536,892.86
Reconciliation Summary
As of September 30, 2023
City of Corona Pension Stabilization Trust
Account #10952
Chandler Asset Management Page 3 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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 536,892.86 Various
0.00%
536,892.86
536,892.86
1.00 0.00%
536,892.86
0.00 1.59%
0.00 NR / NR
NR
0.00 0.00
Total Cash 536,892.86 N/A
536,892.86
536,892.86 0.00%
536,892.86
0.00 1.59%
0.00 NR / NR
NR
0.00 0.00
EMERGING MARKET EQUITY
922042858 Vanguard FTSE Emerging Markets ETF
Due 9/30/2023
16,720.00 Various
3.69%
643,691.94
643,691.94
39.21 0.00%
655,591.20
0.00 1.94%
11,899.26
NR / NR
NR
0.00 0.00
Total Emerging Market Equity 16,720.00 3.69%
643,691.94
643,691.94 0.00%
655,591.20
0.00 1.94%
11,899.26
NR / NR
NR
0.00 0.00
INTERNATIONAL EQUITY
921943858 Vanguard ETF FTSE Developed Mkts ETF
Due 9/30/2023
61,510.00 Various
3.91%
2,420,843.73
2,420,843.73
43.72 0.00%
2,689,217.20
0.00 7.95%
268,373.47
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%
2,689,217.20
0.00 7.95%
268,373.47
NR / NR
NR
0.00 0.00
INTERNATIONAL REAL ESTATE
922042676 Vanguard Vanguard GLBL Ex-US Real Est
Due 9/30/2023
15,775.00 05/15/2023
0.00%
655,924.50
655,924.50
38.93 0.00%
614,120.75
0.00 1.81%
(41,803.75)
NR / NR
NR
0.00 0.00
Total International Real Estate 15,775.00 N/A
655,924.50
655,924.50 0.00%
614,120.75
0.00 1.81%
(41,803.75)
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
429.43
N/A
10,735,750.00
0.00 31.72%
974,460.95
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
10,735,750.00
0.00 31.72%
974,460.95
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 4 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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 9/30/2023
23,300.00 Various
1.59%
5,536,825.68
5,536,825.68
249.35
0.00%
5,809,855.00
0.00 17.17%
273,029.32
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%
5,809,855.00
0.00 17.17%
273,029.32
NR / NR
NR
0.00 0.00
REAL ESTATE
922908553 Vanguard ETF REIT
Due 9/30/2023
31,200.00 Various
3.46%
2,726,488.43
2,726,488.43
75.66 0.00%
2,360,592.00
0.00 6.98%
(365,896.43)
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%
2,360,592.00
0.00 6.98%
(365,896.43)
NR / NR
NR
0.00 0.00
SMALL CAP US EQUITY
922908751 Vanguard ETF Small Cap
Due 9/30/2023
27,100.00 Various
1.54%
5,022,975.48
5,022,975.48
189.07
0.00%
5,123,797.00
0.00 15.14%
100,821.52
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%
5,123,797.00
0.00 15.14%
100,821.52
NR / NR
NR
0.00 0.00
US CORE BONDS
921937835 Vanguard ETF Total Bond Index
Due 9/30/2023
66,600.00 Various
2.36%
4,862,778.58
4,862,778.58
69.78 0.00%
4,647,348.00
0.00 13.73%
(215,430.58)
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%
4,647,348.00
0.00 13.73%
(215,430.58)
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 5 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Holdings Report
As of September 30, 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 9/30/2023
7,400.00 Various
5.50%
676,708.45
676,708.45
90.40 0.00%
668,960.00
0.00 1.98%
(7,748.45)
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%
668,960.00
0.00 1.98%
(7,748.45)
NR / NR
NR
0.00 0.00
TOTAL PORTFOLIO 811,497.86 2.30%
32,844,418.70
32,844,418.70 0.00%
33,842,124.01
0.00 100.00%
997,705.31
NR / NR
NR
0.00 0.00
TOTAL MARKET VALUE PLUS ACCRUED 33,842,124.01
Chandler Asset Management Page 6 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Transaction Ledger
As of September 30, 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 09/07/2023 90CASH$00 13,035.82 Cash Custodial Cash Account 1.000 13,035.82 0.00 13,035.82 0.00 Purchase 09/08/2023 90CASH$00 3,789.51 Cash Custodial Cash Account 1.000 3,789.51 0.00 3,789.51 0.00 Purchase 09/15/2023 90CASH$00 182.84 Cash Custodial Cash Account 1.000 182.84 0.00 182.84 0.00 Purchase 09/21/2023 90CASH$00 19,061.95 Cash Custodial Cash Account 1.000 19,061.95 0.00 19,061.95 0.00 Purchase 09/21/2023 90CASH$00 5,475.80 Cash Custodial Cash Account 1.000 5,475.80 0.00 5,475.80 0.00 Purchase 09/26/2023 90CASH$00 19,926.63 Cash Custodial Cash Account 1.000 19,926.63 0.00 19,926.63 0.00 Subtotal 61,472.55 61,472.55 0.00 61,472.55 0.00
TOTAL ACQUISITIONS 61,472.55 61,472.55 0.00 61,472.55 0.00
OTHER TRANSACTIONS
Dividend 09/07/2023 921937835 66,600.00 Vanguard ETF Total Bond Index 0.000 13,035.82 0.00 13,035.82 0.00 Dividend 09/08/2023 78468R622 7,400.00 SPDR Bloomberg High Yield Bond ETF 0.000 3,789.51 0.00 3,789.51 0.00 Dividend 09/15/2023 90CASH$00 0.00 Cash Custodial Cash Account 0.000 182.84 0.00 182.84 0.00 Dividend 09/21/2023 921943858 61,510.00 Vanguard ETF FTSE Developed Mkts ETF 0.000 19,061.95 0.00 19,061.95 0.00 Dividend 09/21/2023 922042858 16,720.00 Vanguard FTSE Emerging Markets ETF 0.000 5,475.80 0.00 5,475.80 0.00 Dividend 09/26/2023 922908751 27,100.00 Vanguard ETF Small Cap 0.000 19,926.63 0.00 19,926.63 0.00 Subtotal 179,330.00 61,472.55 0.00 61,472.55 0.00
TOTAL OTHER TRANSACTIONS 179,330.00 61,472.55 0.00 61,472.55 0.00 Chandler Asset Management Page 7 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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 3,789.51
0.00 3,789.51
0.00 0.00
0.00 3,789.51
3,789.51
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 13,035.82
0.00 13,035.82
0.00 0.00
0.00 13,035.82
13,035.82
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 19,061.95
0.00 19,061.95
0.00 0.00
0.00 19,061.95
19,061.95
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 5,475.80
0.00 5,475.80
0.00 0.00
0.00 5,475.80
5,475.80
922908553 Vanguard
ETF REIT
Various
Various
31,200.00
2,726,488.43
0.00 0.00
2,726,488.43
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 Chandler Asset Management Page 8 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Income Earned
As of September 30, 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 19,926.63
0.00 19,926.63
0.00 0.00
0.00 19,926.63
19,926.63
Total Equity 274,605.00
32,307,525.84
0.00 0.00
32,307,525.84
0.00 61,289.71
0.00 61,289.71
0.00 0.00
0.00 61,289.71 61,289.71
CASH & EQUIVALENT
90CASH$00 Cash
Custodial Cash Account
Various
Various
536,892.86
475,420.31
61,472.55
0.00 536,892.86
0.00 182.84
0.00 182.84
0.00 0.00
0.00 182.84
182.84
Total Cash & Equivalent 536,892.86
475,420.31
61,472.55
0.00 536,892.86
0.00 182.84
0.00 182.84
0.00 0.00
0.00 182.84 182.84
TOTAL PORTFOLIO 811,497.86
32,782,946.15
61,472.55
0.00 32,844,418.70
0.00 61,472.55
0.00 61,472.55
0.00 0.00
0.00 61,472.55 61,472.55
Chandler Asset Management Page 9 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F Cash Flow - no data for this time period
Chandler Asset Management Page 10 Execution Time: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F 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: 10/3/2023 4:58:22 AM DocuSign Envelope ID: 1BB110E3-B860-431A-A31B-C4A5D5E0615F