____________________________________________________________________________________________________________________ Prepared By: Chandler Asset Management
City of Corona
Investment Portfolio Report
Month Ending December 31, 2023
In accordance with the City Investment Policy, a monthly investment report shall be filed with the City Council which provides a clear picture of the status of the current investments. The report for the month ending December 31, 2023 has been prepared by Chandler Asset Management. We hereby certify that this report accurately reflects all pooled investments and is in compliance with the City’s Investment Policy. Combined with anticipated revenues, the portfolio contains sufficient investment liquidity to meet budgeted expenditures for the next six months.
SUBMITTED BY:
_____________________________________ Chad T. Willardson City Treasurer ____________________________________ Brett Channing Assistant City Manager
____________________________________
Kim Sitton Finance Director REVIEWED BY:
_____________________________________ Christine Thompson Accountin g Mana
g
er
Investment Summary
City's Investment Pension Trust Total Investment
Beginning balance November 30, 2023 500,397,494 $ 32,977,566 $ 533,375,059 $ Acquisitions / Additions: Agency Notes 9,051,039 9,051,039 US Corporate Notes - - LAIF 25,400,000 25,400,000 Money Market Fund 60,130,017 251,175 60,381,192 $ 94,581,056 251,175 $ 94,832,231
Dispositions / Withdrawals:
Agency Notes 4,012,501 4,012,501
US Corporate Notes 1,740,223 1,740,223 LAIF 19,000,000 19,000,000 Money Market Fund 61,856,148 61,856,148 $ 86,608,872 $ 86,608,872
Gain/(Loss) on Dispositions (147,995) $ (147,995) $ Ending balance, December 31, 2023 508,221,683 $ 33,228,741 $ $ 541,450,424 DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8
MONTHLY ACCOUNT STATEMENT
City of Corona Consolidated - Account #10003
DECEMBER 1, 2023 THROUGH DECEMBER 31, 2023
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.
CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian
Bank of New York Mellon
Lauren Dehner
(904) 645-1918
DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8
ACCOUNT SUMMARY
Beg. Values
as of 11/30/23
End Values
as of 12/31/23
Market Value 486,719,832 498,906,581
Accrued Interest 3,394,933 3,176,450
Total Market Value 490,114,765 502,083,031
Income Earned 1,396,016 1,353,702
Cont/WD 6,400,000
Par 505,403,634 513,354,307
Book Value 500,397,494 508,221,683
Cost Value 500,397,494 508,221,683
TOP ISSUERS
Government of United States 46.6%
Federal Home Loan Mortgage Corp 10.2%
Local Agency Investment Fund 7.2%
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%
Bank of America Corp 1.1%
Total 76.8%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 1.68
Average Coupon 3.20%
Average Purchase YTM 3.36%
Average Market YTM 4.71%
Average S&P/Moody Rating AA+/Aa1
Average Final Maturity 1.92 yrs
Average Life 1.74 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of December 31, 2023
City of Corona Consolidated
Account #10003
PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Chandler Asset Management Page 1 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
32,883.51 09/22/2020
0.38%
32,878.68
32,878.68
99.73 7.04%
32,793.86
4.39 0.01%
(84.82)
NR / AAA
AAA
0.80 0.04
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
502,957.57 01/11/2022
1.16%
502,946.45
502,946.45
99.35 5.93%
499,693.88
259.30
0.10%
(3,252.57)
Aaa / AAA
NR
1.04 0.13
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
1,555,407.37 02/23/2022
1.98%
1,555,162.55
1,555,162.55
99.26 5.68%
1,543,860.03
931.52
0.31%
(11,302.52)
NR / AAA
AAA
1.14 0.20
36265MAC9 GM Financial Auto Lease Trust 2022-1
A3
1.9% Due 3/20/2025
1,044,024.87 02/15/2022
1.91%
1,044,015.90
1,044,015.90
99.37 5.69%
1,037,426.63
606.11
0.21%
(6,589.27)
Aaa / NR
AAA
1.22 0.17
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
260,003.10 01/11/2022
1.11%
259,964.23
259,964.23
99.43 6.24%
258,527.58
47.67 0.05%
(1,436.65)
NR / AAA
AAA
1.23 0.11
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
128,058.95 02/17/2021
0.27%
128,056.61
128,056.61
98.79 6.20%
126,504.06
9.60 0.03%
(1,552.55)
Aaa / NR
AAA
1.31 0.20
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
170,395.49 10/20/2020
0.39%
170,356.25
170,356.25
99.37 6.13%
169,316.20
28.78 0.03%
(1,040.05)
NR / AAA
AAA
1.37 0.11
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
484,909.94 02/02/2021
0.27%
484,819.94
484,819.94
98.89 6.00%
479,542.47
56.03 0.10%
(5,277.47)
Aaa / NR
AAA
1.37 0.19
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
387,530.90 04/20/2021
0.38%
387,490.13
387,490.13
98.59 5.75%
382,047.72
65.45 0.08%
(5,442.41)
NR / AAA
AAA
1.71 0.26
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
713,966.06 11/16/2021
0.89%
713,815.54
713,815.54
97.04 5.75%
692,799.82
174.53
0.14%
(21,015.72)
Aaa / NR
AAA
2.06 0.61
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
786,004.39 07/13/2021
0.52%
785,934.28
785,934.28
97.29 5.63%
764,717.03
181.65
0.15%
(21,217.25)
Aaa / NR
AAA
2.21 0.53
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
675,578.87 11/09/2021
0.71%
675,564.48
675,564.48
97.03 5.67%
655,520.93
213.18
0.13%
(20,043.55)
NR / AAA
AAA
2.29 0.60
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
504,075.27 11/09/2021
0.75%
503,962.76
503,962.76
97.28 5.70%
490,388.61
165.78
0.10%
(13,574.15)
NR / AAA
AAA
2.37 0.55
Chandler Asset Management Page 3 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
43815BAC4 Honda Auto Receivables Trust 2022-1
A3
1.88% Due 5/15/2026
1,610,241.01 02/15/2022
1.89%
1,609,998.83
1,609,998.83
97.33 5.61%
1,567,281.37
1,345.45
0.31%
(42,717.46)
Aaa / AAA
NR
2.37 0.71
05602RAD3 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
1,039,745.37 05/10/2022
3.23%
1,039,691.30
1,039,691.30
98.59 5.24%
1,025,068.32
556.26
0.20%
(14,622.98)
Aaa / AAA
NR
2.65 0.70
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
561,939.35 10/13/2021
0.68%
561,925.01
561,925.01
96.65 5.81%
543,102.02
159.22
0.11%
(18,822.99)
Aaa / AAA
NR
2.71 0.65
47787JAC2 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
853,492.06 03/10/2022
2.34%
853,303.27
853,303.27
97.77 5.39%
834,428.46
880.05
0.17%
(18,874.81)
Aaa / NR
AAA
2.71 0.73
448977AD0 Hyundai Auto Receivables Trust 2022-A
A3
2.22% Due 10/15/2026
1,310,975.16 03/09/2022
2.23%
1,310,924.69
1,310,924.69
97.72 5.40%
1,281,143.92
1,293.50
0.26%
(29,780.77)
NR / AAA
AAA
2.79 0.72
380146AC4 GM Financial Auto Receivables 2022-1
A3
1.26% Due 11/16/2026
550,408.81 01/11/2022
1.27%
550,360.98
550,360.98
97.07 5.49%
534,286.79
288.96
0.11%
(16,074.19)
NR / AAA
AAA
2.88 0.69
02582JJT8 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
2,765,000.00 05/17/2022
3.42%
2,764,388.38
2,764,388.38
97.95 4.99%
2,708,425.34
4,165.93
0.54%
(55,963.04)
NR / AAA
AAA
3.38 1.30
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
99.90 4.58%
1,148,876.45
1,307.17
0.23%
(1,072.95)
NR / AAA
AAA
3.55 0.62
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
100.19
4.95%
1,883,559.05
4,186.13
0.38%
3,901.59
Aaa / NR
AAA
3.88 1.66
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
101.55
4.59%
3,701,373.57
8,359.20
0.74%
57,383.96
NR / AAA
AAA
4.71 2.46
Total ABS 22,612,598.05 2.79%
22,609,156.73
22,609,156.73 5.27%
22,360,684.11
25,285.86
4.46%
(248,472.62)
Aaa / AAA
AAA
2.89 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
98.93 5.29%
5,441,089.51
7,467.02
1.09%
(298,910.89)
Aaa / AA+
NR
0.45 0.44
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
98.60 4.93%
3,943,848.00
34,500.00
0.79%
(262,912.00)
Aaa / AA+
NR
0.70 0.68
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
97.45 4.96%
3,410,820.00
12,006.94
0.68%
(153,455.00)
Aaa / AA+
AA+
0.79 0.77
Chandler Asset Management Page 4 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
AGENCY
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
96.40 4.85%
4,145,174.20
1,313.89
0.83%
(152,030.80)
Aaa / AA+
NR
0.97 0.94
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
96.90 4.78%
4,089,222.20
33,144.58
0.82%
(193,656.00)
Aaa / AA+
AA+
1.02 0.98
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
96.54 4.72%
6,347,564.18
38,080.21
1.27%
(222,373.07)
Aaa / AA+
AA+
1.12 1.08
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
95.08 4.54%
5,010,610.60
6,313.02
1.00%
(248,533.20)
Aaa / AA+
AA+
1.31 1.27
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
94.36 4.53%
5,850,537.00
1,205.55
1.17%
(346,194.90)
Aaa / AA+
AA+
1.46 1.42
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
93.97 4.43%
5,920,286.40
10,500.00
1.18%
(357,613.20)
Aaa / AA+
AA+
1.56 1.52
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
93.49 4.51%
5,875,953.35
8,249.06
1.17%
(384,485.85)
Aaa / AA+
AA+
1.65 1.61
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
93.33 4.43%
5,875,299.76
6,426.14
1.17%
(401,046.29)
Aaa / AA+
AA+
1.73 1.68
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
93.15 4.40%
5,868,141.31
4,725.00
1.17%
(411,753.69)
Aaa / AA+
AA+
1.85 1.80
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
99.55 3.99%
3,484,390.00
39,934.03
0.70%
(64,365.00)
Aaa / AA+
AA+
4.21 3.80
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
100.42
3.90%
3,012,588.00
333.33
0.60%
81,228.00
Aaa / AA+
NR
4.50 4.08
Total Agency 71,245,000.00 1.22%
71,691,626.40
71,691,626.40 4.60%
68,275,524.51
204,198.77
13.64%
(3,416,101.89)
Aaa / AA+
AA+
1.56 1.49
CMO
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
95.42 4.49%
1,431,252.00
3,316.25
0.29%
(155,173.78)
NR / NR
AAA
2.65 2.46
3137BSRE5 FHLMC K059 A2
3.12% Due 9/25/2026
3,000,000.00 02/18/2022
1.98%
3,128,437.50
3,128,437.50
96.52 4.48%
2,895,570.00
7,800.00
0.58%
(232,867.50)
NR / AAA
AAA
2.74 2.48
3137FBBX3 FHLMC K068 A2
3.244% Due 8/25/2027
2,650,000.00 11/02/2022
4.79%
2,482,408.20
2,482,408.20
96.15 4.39%
2,547,887.55
7,163.83
0.51%
65,479.35
Aaa / NR
NR
3.65 3.31
Chandler Asset Management Page 5 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CMO
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
96.57 4.38%
4,529,250.25
13,460.30
0.90%
58,177.98
NR / NR
AAA
3.99 3.58
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
97.06 4.38%
2,911,833.00
1,800.00
0.58%
778.31
NR / NR
AAA
4.07 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
96.17 4.38%
5,770,320.00
3,350.00
1.15%
62,320.31
NR / NR
AAA
4.07 3.64
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
97.89 4.36%
5,207,934.20
3,413.66
1.04%
(21,190.81)
NR / NR
AAA
4.40 3.89
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
97.91 4.36%
1,955,200.79
1,282.74
0.39%
3,523.33
NR / NR
AAA
4.49 3.92
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
97.96 4.37%
3,083,878.39
10,231.00
0.62%
68,192.76
NR / NR
AAA
4.65 4.14
3137FJKE8 FHLMC K082 A2
3.92% Due 9/25/2028
2,500,000.00 11/28/2023
4.75%
2,411,328.13
2,411,328.13
98.05 4.36%
2,451,145.00
8,166.67
0.49%
39,816.87
NR / NR
AAA
4.74 4.17
Total CMO 33,805,000.00 4.25%
32,895,214.36
32,895,214.36 4.39%
32,784,271.18
59,984.45
6.54%
(110,943.18)
Aaa / AAA
AAA
4.03 3.59
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
97.51 5.17%
2,528,413.56
8,207.57
0.51%
(96,070.65)
A2 / A
A+
0.86 0.83
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
96.12 5.48%
1,898,381.85
1,577.26
0.38%
(74,583.90)
Aa3 / AAAA0.93
0.90 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
96.50 4.96%
2,605,589.10
18,270.00
0.52%
(90,792.90)
A1 / A+
A+
1.04 1.00
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
96.30 5.16%
3,606,581.06
25,190.33
0.72%
(134,374.34)
Aaa / AA+
AAA
1.04 1.00
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
97.72 4.72%
2,902,289.94
19,750.50
0.58%
(66,937.86)
A1 / A+
NR
1.27 1.22
78016EZ59 Royal Bank of Canada Note
3.375% Due 4/14/2025
1,270,000.00 04/07/2022
3.39%
1,269,530.10
1,269,530.10
97.96 5.02%
1,244,151.69
9,167.81
0.25%
(25,378.41)
A1 / A
AA1.291.23
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
95.88 5.09%
2,647,122.56
8,513.08
0.53%
(215,537.46)
A2 / AAA1.33
1.29 Chandler Asset Management Page 6 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CORPORATE
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
2.05%
3,299,268.65
3,299,268.65
97.86 6.00%
3,224,447.46
2,262.57
0.64%
(74,821.19)
A1 / AAA1.42
1.28 63743HFE7 National Rural Utilities Note
3.45% Due 6/15/2025
940,000.00 04/27/2022
3.46%
939,746.20
939,746.20
97.92 4.95%
920,403.82
1,441.33
0.18%
(19,342.38)
A2 / AA1.46
1.40 46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
2.18%
1,565,968.20
1,565,968.20
97.66 5.97%
1,528,405.61
336.99
0.30%
(37,562.59)
A1 / AAA1.48
0.47 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
99.09 4.64%
2,328,530.40
47,000.00
0.47%
(20,670.60)
Aaa / AA+
AAA
1.50 1.41
40139LBC6 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
3,000,000.00 Various
1.12%
2,969,700.00
2,969,700.00
92.52 4.96%
2,775,720.00
1,531.26
0.55%
(193,980.00)
Aa1 / AA+
NR
1.95 1.88
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
92.46 4.73%
1,728,940.29
6,939.78
0.35%
(91,448.61)
Aaa / AA+
AAA
2.04 1.97
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.30%
1,037,330.00
1,037,330.00
95.78 5.45%
957,849.00
3,992.42
0.19%
(79,481.00)
A1 / AAA2.31
1.26 6174468Q5 Morgan Stanley Callable Note Cont
4/28/2025
2.188% Due 4/28/2026
1,600,000.00 05/18/2022
5.01%
1,511,376.00
1,511,376.00
96.07 5.29%
1,537,048.00
6,126.40
0.31%
25,672.00
A1 / AA+2.33
1.28 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
92.38 4.43%
4,494,092.40
6,621.81
0.90%
(349,890.80)
A1 / AA
AA2.362.29
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
92.57 4.49%
745,206.21
1,182.90
0.15%
(62,398.84)
A2 / A+
A
2.37 2.29
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
92.34 4.44%
3,070,288.38
1,350.78
0.61%
(253,248.62)
A1 / A+
A+
2.47 2.38
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
2.29%
3,007,920.00
3,007,920.00
94.11 5.54%
2,823,393.00
1,319.00
0.56%
(184,527.00)
A1 / AAA2.47
1.42 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
91.29 4.89%
2,074,088.36
12,496.00
0.42%
(197,281.56)
Aa3 / AA+
AA+
2.54 2.43
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
90.96 4.86%
1,559,970.86
6,371.70
0.31%
(153,451.34)
Aa3 / AAAA2.71
2.59 Chandler Asset Management Page 7 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CORPORATE
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
91.88 4.25%
721,262.71
2,381.17
0.14%
(62,253.64)
Aa2 / AA
AA
2.72 2.61
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
91.31 5.00%
2,269,140.48
22,002.60
0.46%
(213,026.62)
Aa3 / AAAA3.03
2.85 808513BY0 Charles Schwab Corp Callable Note
Cont 2/3/2027
2.45% Due 3/3/2027
1,300,000.00 03/09/2022
2.73%
1,282,866.00
1,282,866.00
93.09 4.83%
1,210,137.50
10,439.72
0.24%
(72,728.50)
A2 / AA3.17
2.97 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
94.42 4.70%
1,793,978.10
16,403.33
0.36%
(90,954.90)
A1 / A
NR
3.19 2.97
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.93%
2,906,255.64
2,906,255.64
96.24 5.30%
2,887,344.00
20,167.67
0.58%
(18,911.64)
A1 / AAA3.31
2.17 665859AW4 Northern Trust Company Callable Note
Cont 4/10/2027
4% Due 5/10/2027
1,345,000.00 05/05/2022
4.04%
1,342,821.10
1,342,821.10
98.65 4.44%
1,326,799.46
7,621.67
0.27%
(16,021.64)
A2 / A+
A+
3.36 3.09
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
97.93 4.37%
1,336,704.93
6,453.41
0.27%
(28,933.47)
A2 / A+
A
3.37 3.12
22160KAM7 Costco Wholesale Corp Callable Note
Cont 2/18/2027
3% Due 5/18/2027
2,500,000.00 07/15/2022
3.53%
2,441,975.00
2,441,975.00
96.29 4.19%
2,407,217.50
8,958.33
0.48%
(34,757.50)
Aa3 / A+
NR
3.38 3.16
89115A2C5 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
1,400,000.00 08/26/2022
4.18%
1,395,310.00
1,395,310.00
98.22 4.67%
1,375,082.80
3,674.38
0.27%
(20,227.20)
A1 / A
NR
3.44 3.16
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
95.88 4.78%
4,314,676.50
75,737.50
0.87%
71,866.50
A3 / ANR4.04
3.63 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
101.65
4.30%
2,490,542.60
52,045.49
0.51%
2,837.10
A2 / A
A+
4.06 3.58
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
103.41
4.32%
1,551,105.00
29,750.00
0.31%
18,885.00
A2 / A+
A
4.13 3.56
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
103.07
4.05%
2,154,215.25
31,698.33
0.44%
66,242.55
Aa3 / A+
NR
4.19 3.65
Chandler Asset Management Page 8 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CORPORATE
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
99.77 4.06%
1,646,157.15
9,350.00
0.33%
(2,926.35)
Aaa / AA+
NR
4.36 3.87
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
99.56 4.16%
1,966,319.88
9,776.25
0.39%
(9,072.37)
A1 / A+
NR
4.38 3.89
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
101.27
4.55%
4,050,916.00
8,666.66
0.81%
91,202.30
A3 / A
NR
4.46 3.90
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
101.92
4.73%
3,567,305.00
81,394.44
0.73%
112,630.00
A1 / A
AA4.593.96
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
103.15
4.19%
1,722,553.23
32,377.13
0.35%
55,191.83
A1 / A+
NR
4.61 4.02
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
96.40 4.51%
2,891,973.00
36,500.00
0.58%
86,703.00
A1 / A
NR
4.67 4.18
26442CAX2 Duke Energy Carolinas Callable Note
Cont 8/15/2028
3.95% Due 11/15/2028
3,280,000.00 12/06/2023
4.81%
3,156,836.00
3,156,836.00
98.43 4.31%
3,228,444.96
16,554.89
0.65%
71,608.96
Aa3 / A
NR
4.88 4.36
Total Corporate 95,311,000.00 3.05%
94,501,544.24
94,501,544.24 4.79%
92,112,789.60
671,602.46
18.48%
(2,388,754.64)
A1 / A+
AA2.852.51
LAIF
90LAIF$00 Local Agency Investment Fund State
Pool
35,997,356.57 Various
3.93%
35,997,356.57
35,997,356.57
1.00 3.93%
35,997,356.57
281,903.44
7.23%
0.00 NR / NR
NR
0.00 0.00
Total LAIF 35,997,356.57 3.93%
35,997,356.57
35,997,356.57 3.93%
35,997,356.57
281,903.44
7.23%
0.00 NR / NR
NR
0.00 0.00
MONEY MARKET FUND
60934N807 Federated Investors Govt Oblig Fund
Inst.
49,863.62 12/14/2023
5.00%
49,863.62
49,863.62
1.00 5.00%
49,863.62
0.00 0.01%
0.00 Aaa / AAA
AAA
0.00 0.00
Chandler Asset Management Page 9 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
MONEY MARKET FUND
60934N807 Federated Investors Govt Oblig Fund
Inst.
313,488.76 Various
5.00%
313,488.76
313,488.76
1.00 5.00%
313,488.76
0.00 0.06%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund 363,352.38 5.00%
363,352.38
363,352.38 5.00%
363,352.38
0.00 0.07%
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
98.08 5.03%
3,320,140.02
20,310.00
0.67%
(142,613.43)
Aa2 / AAAA0.75
0.73 Total Municipal Bonds 3,385,000.00 1.91%
3,462,753.45
3,462,753.45 5.03%
3,320,140.02
20,310.00
0.67%
(142,613.43)
Aa2 / AAAA0.75
0.73 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
93.19 4.42%
5,871,209.40
5,512.51
1.17%
(401,151.45)
Aaa / AAA
AAA
1.83 1.78
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
92.71 4.23%
5,924,252.07
11,027.19
1.18%
(436,481.73)
Aaa / AAA
AAA
2.30 2.23
Total Supranational 12,690,000.00 0.78%
12,633,094.65
12,633,094.65 4.33%
11,795,461.47
16,539.70
2.35%
(837,633.18)
Aaa / AAA
AAA
2.07 2.01
US TREASURY
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
416,501.92
4.06%
0.00 P-1 / A-1+
F-1+
0.11 0.10
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
354,379.37
4.40%
0.00 P-1 / A-1+
F-1+
0.20 0.20
912797HF7 US Treasury Bill
5.3% Due 4/11/2024
26,000,000.00 10/31/2023
5.50%
25,379,900.00
25,379,900.00
97.62 5.50%
25,379,900.00
233,494.44
5.10%
0.00 P-1 / A-1+
F-1+
0.28 0.27
912797FH5 US Treasury Bill
5.228% Due 5/16/2024
26,000,000.00 10/31/2023
5.45%
25,256,214.46
25,256,214.46
97.14 5.45%
25,256,214.46
230,309.23
5.08%
0.00 P-1 / A-1+
F-1+
0.38 0.37
Chandler Asset Management Page 10 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
US TREASURY
912797FS1 US Treasury Bill
5.096% Due 6/13/2024
31,000,000.00 12/15/2023
5.30%
30,218,896.44
30,218,896.44
97.48 5.30%
30,218,896.44
61,435.11
6.03%
0.00 P-1 / A-1+
F-1+
0.45 0.44
912828D56 US Treasury Note
2.375% Due 8/15/2024
5,000,000.00 12/12/2019
1.75%
5,140,234.38
5,140,234.38
98.37 5.06%
4,918,360.00
44,853.94
0.99%
(221,874.38)
Aaa / AA+
AA+
0.62 0.60
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
97.84 4.92%
3,913,752.00
15,329.67
0.78%
(176,716.75)
Aaa / AA+
AA+
0.84 0.81
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
96.05 4.65%
6,723,556.00
26,610.58
1.34%
(384,451.81)
Aaa / AA+
AA+
1.16 1.13
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
96.63 4.65%
6,764,023.00
36,346.15
1.35%
(59,062.94)
Aaa / AA+
AA+
1.21 1.17
91282CAB7 US Treasury Note
0.25% Due 7/31/2025
5,975,000.00 03/12/2021
0.72%
5,854,566.41
5,854,566.41
93.65 4.44%
5,595,724.93
6,251.02
1.12%
(258,841.48)
Aaa / AA+
AA+
1.58 1.55
91282CAM3 US Treasury Note
0.25% Due 9/30/2025
3,200,000.00 03/29/2021
0.74%
3,130,375.00
3,130,375.00
93.13 4.38%
2,980,000.00
2,032.79
0.59%
(150,375.00)
Aaa / AA+
AA+
1.75 1.71
91282CAT8 US Treasury Note
0.25% Due 10/31/2025
6,000,000.00 02/19/2021
0.53%
5,923,125.00
5,923,125.00
92.89 4.33%
5,573,202.00
2,554.95
1.11%
(349,923.00)
Aaa / AA+
AA+
1.84 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
92.86 4.30%
3,528,805.40
1,245.90
0.70%
(203,061.79)
Aaa / AA+
AA+
1.92 1.87
91282CCW9 US Treasury Note
0.75% Due 8/31/2026
1,570,000.00 09/23/2021
0.90%
1,558,899.61
1,558,899.61
91.68 4.08%
1,439,371.29
3,978.91
0.29%
(119,528.32)
Aaa / AA+
AA+
2.67 2.58
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
91.85 4.04%
2,874,833.01
6,959.12
0.57%
(208,339.26)
Aaa / AA+
AA+
2.75 2.66
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
92.28 4.04%
2,879,051.76
5,978.57
0.57%
(221,935.74)
Aaa / AA+
AA+
2.84 2.73
91282CET4 US Treasury Note
2.625% Due 5/31/2027
2,400,000.00 06/09/2022
3.07%
2,351,156.25
2,351,156.25
95.71 3.98%
2,297,061.60
5,508.20
0.46%
(54,094.65)
Aaa / AA+
AA+
3.42 3.21
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
97.72 3.95%
6,498,559.55
593.75
1.29%
(191,821.31)
Aaa / AA+
AA+
3.50 3.27
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
95.99 3.96%
1,247,898.60
14,960.60
0.25%
(30,062.34)
Aaa / AA+
AA+
3.58 3.33
91282CFH9 US Treasury Note
3.125% Due 8/31/2027
3,450,000.00 Various
3.45%
3,399,517.58
3,399,517.58
97.19 3.96%
3,352,968.75
36,431.15
0.68%
(46,548.83)
Aaa / AA+
AA+
3.67 3.39
Chandler Asset Management Page 11 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
US TREASURY
91282CFM8 US Treasury Note
4.125% Due 9/30/2027
2,800,000.00 Various
4.37%
2,770,000.01
2,770,000.01
100.63
3.94%
2,817,718.40
29,348.36
0.57%
47,718.39
Aaa / AA+
AA+
3.75 3.41
91282CFZ9 US Treasury Note
3.875% Due 11/30/2027
4,600,000.00 Various
3.74%
4,628,085.94
4,628,085.94
99.79 3.93%
4,590,298.60
15,584.70
0.92%
(37,787.34)
Aaa / AA+
AA+
3.92 3.59
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
99.84 3.92%
6,988,513.00
745.19
1.39%
(40,432.31)
Aaa / AA+
AA+
4.00 3.67
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
98.42 3.92%
6,889,533.00
102,527.17
1.39%
61,525.19
Aaa / AA+
AA+
4.09 3.71
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
100.33
3.91%
7,022,967.00
94,615.38
1.42%
73,006.06
Aaa / AA+
AA+
4.17 3.76
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
98.94 3.89%
6,925,898.00
22,185.79
1.38%
41,562.06
Aaa / AA+
AA+
4.42 4.03
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
102.14
3.87%
1,940,671.40
28,088.94
0.39%
60,710.46
Aaa / AA+
AA+
4.67 4.14
91282CJA0 US Treasury Note
4.625% Due 9/30/2028
5,800,000.00 10/04/2023
4.77%
5,763,296.88
5,763,296.88
103.22
3.88%
5,986,690.40
68,161.89
1.21%
223,393.52
Aaa / AA+
AA+
4.75 4.20
91282CJF9 US Treasury Note
4.875% Due 10/31/2028
2,000,000.00 10/27/2023
4.79%
2,007,578.13
2,007,578.13
104.38
3.87%
2,087,656.00
16,607.14
0.42%
80,077.87
Aaa / AA+
AA+
4.84 4.26
91282CJN2 US Treasury Note
4.375% Due 11/30/2028
3,400,000.00 12/28/2023
3.83%
3,482,875.00
3,482,875.00
102.33
3.85%
3,479,155.40
13,005.46
0.70%
(3,719.60)
Aaa / AA+
AA+
4.92 4.38
Total US Treasury 237,945,000.00 4.15%
234,067,583.97
234,067,583.97 4.84%
231,897,000.67
1,896,625.39
46.56%
(2,170,583.30)
Aaa / AAA
AAA
1.58 1.46
TOTAL PORTFOLIO 513,354,307.00 3.36%
508,221,682.75
508,221,682.75 4.71%
498,906,580.51
3,176,450.07
100.00%
(9,315,102.24)
Aa1 / AA+
AAA
1.92 1.68
TOTAL MARKET VALUE PLUS ACCRUED 502,083,030.58
Chandler Asset Management Page 12 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/01/2023 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
96.453 4.75% 2,411,328.13 0.00 2,411,328.13 0.00
Purchase 12/01/2023 60934N807 13,575.40 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 13,575.40 0.00 13,575.40 0.00
Purchase 12/04/2023 60934N807 5,316.04 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 5,316.04 0.00 5,316.04 0.00
Purchase 12/04/2023 60934N807 938.12 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 938.12 0.00 938.12 0.00
Purchase 12/06/2023 60934N807 11,356.25 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 11,356.25 0.00 11,356.25 0.00
Purchase 12/08/2023 26442CAX2 3,280,000.00 Duke Energy Carolinas Callable Note Cont 8/15/2028
3.95% Due 11/15/2028
96.245 4.81% 3,156,836.00 8,277.44 3,165,113.44 0.00
Purchase 12/08/2023 60934N807 856,329.87 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 856,329.87 0.00 856,329.87 0.00
Purchase 12/08/2023 60934N807 28,756.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 28,756.00 0.00 28,756.00 0.00
Purchase 12/10/2023 60934N807 13,125.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 13,125.00 0.00 13,125.00 0.00
Purchase 12/14/2023 60934N807 79,062.50 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 79,062.50 0.00 79,062.50 0.00
Purchase 12/14/2023 60934N807 30,000,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 30,000,000.00 0.00 30,000,000.00 0.00
Purchase 12/15/2023 60934N807 106,673.33 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 106,673.33 0.00 106,673.33 0.00
Purchase 12/15/2023 60934N807 7,811.13 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 7,811.13 0.00 7,811.13 0.00
Purchase 12/15/2023 60934N807 15,673.50 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 15,673.50 0.00 15,673.50 0.00
Purchase 12/15/2023 60934N807 7,849.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 7,849.00 0.00 7,849.00 0.00
Purchase 12/15/2023 60934N807 42,343.99 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 42,343.99 0.00 42,343.99 0.00
Chandler Asset Management Page 13 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/15/2023 60934N807 60,272.10 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 60,272.10 0.00 60,272.10 0.00
Purchase 12/15/2023 60934N807 130,611.27 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 130,611.27 0.00 130,611.27 0.00
Purchase 12/15/2023 60934N807 41,522.34 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 41,522.34 0.00 41,522.34 0.00
Purchase 12/15/2023 60934N807 61,931.27 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 61,931.27 0.00 61,931.27 0.00
Purchase 12/15/2023 60934N807 38,938.80 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 38,938.80 0.00 38,938.80 0.00
Purchase 12/15/2023 60934N807 51,170.63 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 51,170.63 0.00 51,170.63 0.00
Purchase 12/15/2023 60934N807 46,369.61 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 46,369.61 0.00 46,369.61 0.00
Purchase 12/15/2023 60934N807 21,886.47 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 21,886.47 0.00 21,886.47 0.00
Purchase 12/15/2023 60934N807 48,835.90 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 48,835.90 0.00 48,835.90 0.00
Purchase 12/15/2023 60934N807 97,565.10 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 97,565.10 0.00 97,565.10 0.00
Purchase 12/17/2023 60934N807 15,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 15,500.00 0.00 15,500.00 0.00
Purchase 12/18/2023 60934N807 18,703.13 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 18,703.13 0.00 18,703.13 0.00
Purchase 12/18/2023 60934N807 35,633.65 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 35,633.65 0.00 35,633.65 0.00
Purchase 12/18/2023 60934N807 34,314.41 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 34,314.41 0.00 34,314.41 0.00
Purchase 12/18/2023 60934N807 51,193.10 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 51,193.10 0.00 51,193.10 0.00
Purchase 12/18/2023 912797FS1 31,000,000.00 US Treasury Bill
5.096% Due 6/13/2024
97.480 5.30% 30,218,896.44 0.00 30,218,896.44 0.00
Chandler Asset Management Page 14 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/19/2023 60934N807 19,785.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 19,785.00 0.00 19,785.00 0.00
Purchase 12/20/2023 60934N807 21,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 21,500.00 0.00 21,500.00 0.00
Purchase 12/20/2023 60934N807 3,565.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 3,565.00 0.00 3,565.00 0.00
Purchase 12/20/2023 60934N807 221,696.20 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 221,696.20 0.00 221,696.20 0.00
Purchase 12/20/2023 60934N807 245,969.21 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 245,969.21 0.00 245,969.21 0.00
Purchase 12/20/2023 60934N807 306,697.69 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 306,697.69 0.00 306,697.69 0.00
Purchase 12/21/2023 60934N807 27,339.55 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 27,339.55 0.00 27,339.55 0.00
Purchase 12/21/2023 60934N807 53,189.52 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 53,189.52 0.00 53,189.52 0.00
Purchase 12/23/2023 60934N807 7,582.43 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 7,582.43 0.00 7,582.43 0.00
Purchase 12/26/2023 60934N807 3,316.25 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 3,316.25 0.00 3,316.25 0.00
Purchase 12/26/2023 60934N807 7,800.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 7,800.00 0.00 7,800.00 0.00
Purchase 12/26/2023 60934N807 9,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 9,000.00 0.00 9,000.00 0.00
Purchase 12/26/2023 60934N807 7,163.83 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 7,163.83 0.00 7,163.83 0.00
Purchase 12/26/2023 60934N807 13,460.30 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 13,460.30 0.00 13,460.30 0.00
Purchase 12/26/2023 60934N807 16,750.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 16,750.00 0.00 16,750.00 0.00
Purchase 12/26/2023 60934N807 17,068.33 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 17,068.33 0.00 17,068.33 0.00
Chandler Asset Management Page 15 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/26/2023 60934N807 6,413.70 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 6,413.70 0.00 6,413.70 0.00
Purchase 12/26/2023 60934N807 10,231.00 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 10,231.00 0.00 10,231.00 0.00
Purchase 12/26/2023 60934N807 94,931.71 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 94,931.71 0.00 94,931.71 0.00
Purchase 12/26/2023 60934N807 28,103.51 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 28,103.51 0.00 28,103.51 0.00
Purchase 12/26/2023 60934N807 18,519.85 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 18,519.85 0.00 18,519.85 0.00
Purchase 12/29/2023 60934N807 23,420.18 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 23,420.18 0.00 23,420.18 0.00
Purchase 12/29/2023 91282CJN2 3,400,000.00 US Treasury Note
4.375% Due 11/30/2028
102.438 3.83% 3,482,875.00 11,786.20 3,494,661.20 0.00
Purchase 12/30/2023 60934N807 55,333.33 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 55,333.33 0.00 55,333.33 0.00
Purchase 12/31/2023 60934N807 243,687.50 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 243,687.50 0.00 243,687.50 0.00
Subtotal 73,585,782.00 72,675,717.57 20,063.64 72,695,781.21 0.00 Security
Contribution
12/04/2023 90LAIF$00 1,000,000.00 Local Agency Investment Fund State Pool
1.000 1,000,000.00 0.00 1,000,000.00 0.00
Security
Contribution
12/04/2023 90LAIF$00 1,100,000.00 Local Agency Investment Fund State Pool
1.000 1,100,000.00 0.00 1,100,000.00 0.00
Security
Contribution
12/05/2023 90LAIF$00 1,000,000.00 Local Agency Investment Fund State Pool
1.000 1,000,000.00 0.00 1,000,000.00 0.00
Security
Contribution
12/11/2023 90LAIF$00 6,000,000.00 Local Agency Investment Fund State Pool
1.000 6,000,000.00 0.00 6,000,000.00 0.00
Security
Contribution
12/11/2023 90LAIF$00 6,200,000.00 Local Agency Investment Fund State Pool
1.000 6,200,000.00 0.00 6,200,000.00 0.00
Security
Contribution
12/12/2023 90LAIF$00 700,000.00 Local Agency Investment Fund State Pool
1.000 700,000.00 0.00 700,000.00 0.00
Chandler Asset Management Page 16 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Security
Contribution
12/19/2023 90LAIF$00 800,000.00 Local Agency Investment Fund State Pool
1.000 800,000.00 0.00 800,000.00 0.00
Security
Contribution
12/26/2023 90LAIF$00 1,300,000.00 Local Agency Investment Fund State Pool
1.000 1,300,000.00 0.00 1,300,000.00 0.00
Security
Contribution
12/27/2023 90LAIF$00 4,300,000.00 Local Agency Investment Fund State Pool
1.000 4,300,000.00 0.00 4,300,000.00 0.00
Security
Contribution
12/27/2023 90LAIF$00 3,000,000.00 Local Agency Investment Fund State Pool
1.000 3,000,000.00 0.00 3,000,000.00 0.00
Subtotal 25,400,000.00 25,400,000.00 0.00 25,400,000.00 0.00 Short Sale 12/29/2023 60934N807 -3,494,661.20 Federated Investors Govt Oblig Fund Inst.
1.000 -3,494,661.20 0.00 -3,494,661.20 0.00
Subtotal -3,494,661.20 -3,494,661.20 0.00 -3,494,661.20 0.00 TOTAL ACQUISITIONS 95,491,120.80 94,581,056.37 20,063.64 94,601,120.01 0.00
DISPOSITIONS
Closing
Purchase
12/29/2023 60934N807 -3,494,661.20 Federated Investors Govt Oblig Fund Inst.
1.000 -3,494,661.20 0.00 -3,494,661.20 0.00
Subtotal -3,494,661.20 -3,494,661.20 0.00 -3,494,661.20 0.00 Sale 12/01/2023 60934N807 2,411,328.13 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 2,411,328.13 0.00 2,411,328.13 0.00
Sale 12/08/2023 90331HPL1 4,145,000.00 US Bank NA Callable Note Cont 12/21/2024
2.05% Due 1/21/2025
96.239 5.56% 3,989,106.55 32,336.76 4,021,443.31 -147,064.60 Sale 12/18/2023 60934N807 30,218,896.44 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 30,218,896.44 0.00 30,218,896.44 0.00
Sale 12/29/2023 60934N807 3,494,661.20 Federated Investors Govt Oblig Fund Inst.
1.000 5.00% 3,494,661.20 0.00 3,494,661.20 0.00
Sale 12/29/2023 91282CAB7 25,000.00 US Treasury Note
0.25% Due 7/31/2025
93.578 4.48% 23,394.53 25.65 23,420.18 -1,101.56
Subtotal 40,294,885.77 40,137,386.85 32,362.41 40,169,749.26 -148,166.16 Chandler Asset Management Page 17 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Paydown 12/15/2023 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 12/15/2023 161571HT4 0.00 Chase Issuance Trust 23-A1 A
5.16% Due 9/15/2028
100.000 0.00 15,673.50 15,673.50 0.00
Paydown 12/15/2023 43815BAC4 39,758.99 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
100.000 39,758.99 2,585.00 42,343.99 5.98
Paydown 12/15/2023 44891RAC4 60,199.08 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
100.000 60,199.08 73.02 60,272.10 13.86
Paydown 12/15/2023 44891WAC3 129,999.41 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
100.000 129,999.41 611.86 130,611.27 2.87
Paydown 12/15/2023 448977AD0 39,024.84 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
100.000 39,024.84 2,497.50 41,522.34 1.50
Paydown 12/15/2023 44933LAC7 61,788.98 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
100.000 61,788.98 142.29 61,931.27 6.50
Paydown 12/15/2023 44935FAD6 38,604.15 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
100.000 38,604.15 334.65 38,938.80 8.62
Paydown 12/15/2023 47787JAC2 49,424.99 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
100.000 49,424.99 1,745.64 51,170.63 10.93
Paydown 12/15/2023 47789QAC4 46,009.07 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
100.000 46,009.07 360.54 46,369.61 4.10
Paydown 12/15/2023 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 12/15/2023 89236XAC0 21,880.08 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
100.000 21,880.08 6.39 21,886.47 4.08
Paydown 12/15/2023 89238JAC9 48,407.54 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
100.000 48,407.54 428.36 48,835.90 1.03
Chandler Asset Management Page 18 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Paydown 12/15/2023 89240BAC2 97,438.92 Toyota Auto Receivables Owners 2021- A A3
0.26% Due 5/15/2025
100.000 97,438.92 126.18 97,565.10 18.08
Paydown 12/18/2023 362554AC1 35,295.22 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
100.000 35,295.22 338.43 35,633.65 0.90
Paydown 12/18/2023 380146AC4 33,701.09 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
100.000 33,701.09 613.32 34,314.41 2.93
Paydown 12/18/2023 43813KAC6 51,167.18 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
100.000 51,167.18 25.92 51,193.10 7.52
Paydown 12/20/2023 36262XAC8 221,624.21 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
100.000 221,624.21 71.99 221,696.20 3.02
Paydown 12/20/2023 36265MAC9 243,929.94 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
100.000 243,929.94 2,039.27 245,969.21 2.10
Paydown 12/20/2023 89238LAC4 303,661.21 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
100.000 303,661.21 3,036.48 306,697.69 47.80
Paydown 12/20/2023 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 12/21/2023 43813GAC5 27,304.59 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
100.000 27,304.59 34.96 27,339.55 0.50
Paydown 12/21/2023 43815GAC3 52,627.35 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
100.000 52,627.35 562.17 53,189.52 11.09
Paydown 12/26/2023 05601XAC3 94,606.65 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
100.000 94,606.65 325.06 94,931.71 14.15
Paydown 12/26/2023 05602RAD3 25,254.63 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
100.000 25,254.63 2,848.88 28,103.51 1.31
Paydown 12/26/2023 09690AAC7 18,514.77 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
100.000 18,514.77 5.08 18,519.85 1.91
Chandler Asset Management Page 19 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Paydown 12/26/2023 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 12/26/2023 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 12/26/2023 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 12/26/2023 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 12/26/2023 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 12/26/2023 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 12/26/2023 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 12/26/2023 3137FGR31 0.00 FHLMC K078 A2
3.854% Due 6/25/2028
100.000 0.00 6,413.70 6,413.70 0.00
Paydown 12/26/2023 3137FJEH8 0.00 FHLMC K081 A2
3.9% Due 8/25/2028
100.000 0.00 10,231.00 10,231.00 0.00
Subtotal 1,740,222.89 1,740,222.89 144,915.03 1,885,137.92 170.78 Maturity 12/14/2023 912797FU6 30,000,000.00 US Treasury Bill
5.132% Due 12/14/2023
100.000 29,225,923.33 774,076.67 30,000,000.00 0.00
Subtotal 30,000,000.00 29,225,923.33 774,076.67 30,000,000.00 0.00 Security
Withdrawal
12/06/2023 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
12/07/2023 90LAIF$00 3,800,000.00 Local Agency Investment Fund State Pool
1.000 3,800,000.00 0.00 3,800,000.00 0.00
Security
Withdrawal
12/07/2023 90LAIF$00 3,800,000.00 Local Agency Investment Fund State Pool
1.000 3,800,000.00 0.00 3,800,000.00 0.00
Security
Withdrawal
12/13/2023 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
12/13/2023 90LAIF$00 500,000.00 Local Agency Investment Fund State Pool
1.000 500,000.00 0.00 500,000.00 0.00
Chandler Asset Management Page 20 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Security
Withdrawal
12/14/2023 90LAIF$00 1,000,000.00 Local Agency Investment Fund State Pool
1.000 1,000,000.00 0.00 1,000,000.00 0.00
Security
Withdrawal
12/14/2023 90LAIF$00 1,300,000.00 Local Agency Investment Fund State Pool
1.000 1,300,000.00 0.00 1,300,000.00 0.00
Security
Withdrawal
12/18/2023 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
12/20/2023 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
12/21/2023 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
Withdrawal
12/21/2023 90LAIF$00 2,300,000.00 Local Agency Investment Fund State Pool
1.000 2,300,000.00 0.00 2,300,000.00 0.00
Security
Withdrawal
12/28/2023 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
12/28/2023 90LAIF$00 400,000.00 Local Agency Investment Fund State Pool
1.000 400,000.00 0.00 400,000.00 0.00
Subtotal 19,000,000.00 19,000,000.00 0.00 19,000,000.00 0.00 TOTAL DISPOSITIONS 87,540,447.46 86,608,871.87 951,354.11 87,560,225.98 -147,995.38
OTHER TRANSACTIONS
Interest 12/01/2023 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.000 13,575.40 0.00 13,575.40 0.00
Interest 12/06/2023 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.000 11,356.25 0.00 11,356.25 0.00
Interest 12/08/2023 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.000 28,756.00 0.00 28,756.00 0.00
Interest 12/10/2023 40139LBC6 3,000,000.00 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
0.000 13,125.00 0.00 13,125.00 0.00
Interest 12/14/2023 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.000 79,062.50 0.00 79,062.50 0.00
Chandler Asset Management Page 21 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
OTHER TRANSACTIONS
Interest 12/15/2023 63743HFE7 940,000.00 National Rural Utilities Note
3.45% Due 6/15/2025
0.000 16,215.00 0.00 16,215.00 0.00
Interest 12/15/2023 74340XCG4 4,000,000.00 Prologis LP Callable Note Cont 5/15/2028
4.875% Due 6/15/2028
0.000 90,458.33 0.00 90,458.33 0.00
Interest 12/17/2023 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.000 15,500.00 0.00 15,500.00 0.00
Interest 12/18/2023 89236TJK2 3,325,000.00 Toyota Motor Credit Corp Note
1.125% Due 6/18/2026
0.000 18,703.13 0.00 18,703.13 0.00
Interest 12/19/2023 06051GJD2 3,000,000.00 Bank of America Corp Callable Note Cont 6/19/2025
1.319% Due 6/19/2026
0.000 19,785.00 0.00 19,785.00 0.00
Interest 12/20/2023 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.000 21,500.00 0.00 21,500.00 0.00
Interest 12/23/2023 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.000 7,582.43 0.00 7,582.43 0.00
Interest 12/30/2023 3130AWN63 3,000,000.00 FHLB Note
4% Due 6/30/2028
0.000 55,333.33 0.00 55,333.33 0.00
Interest 12/31/2023 91282CEW7 6,650,000.00 US Treasury Note
3.25% Due 6/30/2027
0.000 108,062.50 0.00 108,062.50 0.00
Interest 12/31/2023 91282CGC9 7,000,000.00 US Treasury Note
3.875% Due 12/31/2027
0.000 135,625.00 0.00 135,625.00 0.00
Subtotal 55,150,000.00 634,639.87 0.00 634,639.87 0.00
Dividend 12/04/2023 60934N807 267,821.94 Federated Investors Govt Oblig Fund Inst.
0.000 938.12 0.00 938.12 0.00
Dividend 12/04/2023 60934N807 416,881.48 Federated Investors Govt Oblig Fund Inst.
0.000 5,316.04 0.00 5,316.04 0.00
Subtotal 684,703.42 6,254.16 0.00 6,254.16 0.00
TOTAL OTHER TRANSACTIONS 55,834,703.42 640,894.03 0.00 640,894.03 0.00 Chandler Asset Management Page 22 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
FIXED INCOME
023135BX3 Amazon.com Inc
Callable Note Cont 4/12/2026
1% Due 05/12/2026
05/10/2021
05/12/2021
4,865,000.00
4,843,983.20
0.00 0.00
4,843,983.20
2,567.64
0.00 6,621.81
4,054.17
0.00 0.00
0.00 4,054.17
4,054.17
02582JJT8 American Express Credit Trust
2022-2 A
3.39% Due 05/17/2027
05/17/2022
05/24/2022
2,765,000.00
2,764,388.38
0.00 0.00
2,764,388.38
4,165.93
7,811.13
4,165.93
7,811.13
0.00 0.00
0.00 7,811.13
7,811.13
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
3,850.00
0.00 9,350.00
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
260,003.10
354,556.73
0.00 94,592.50
259,964.23
65.01 325.06
47.67 307.72
0.00 0.00
0.00 307.72
307.72
05602RAD3 BMW Vehicle Owner Trust
2022-A A3
3.21% Due 08/25/2026
05/10/2022
05/18/2022
1,039,745.37
1,064,944.62
0.00 25,253.32
1,039,691.30
569.78
2,848.88
556.26
2,835.36
0.00 0.00
0.00 2,835.36
2,835.36
06051GHT9 Bank of America Corp
Callable Note 1X 4/23/2026
3.559% Due 04/23/2027
Various
Various
3,000,000.00
2,906,255.64
0.00 0.00
2,906,255.64
11,270.16
0.00 20,167.67
8,897.51
0.00 0.00
0.00 8,897.51
8,897.51
06051GJD2 Bank of America Corp
Callable Note Cont 6/19/2025
1.319% Due 06/19/2026
Various
Various
3,000,000.00
3,007,920.00
0.00 0.00
3,007,920.00
17,806.50
19,785.00
1,319.00
3,297.50
0.00 0.00
0.00 3,297.50
3,297.50
06367WB85 Bank of Montreal
Note
1.85% Due 05/01/2025
07/23/2021
07/27/2021
2,761,000.00
2,862,660.02
0.00 0.00
2,862,660.02
4,256.54
0.00 8,513.08
4,256.54
0.00 0.00
0.00 4,256.54
4,256.54
09690AAC7 BMW Vehicle Lease Trust
2021-2 A3
Due 12/26/2024
09/08/2021
09/15/2021
0.00 18,512.86
0.00 18,512.86
0.00 1.02
5.08 0.00
4.06 0.00
0.00 0.00
4.06 4.06
Chandler Asset Management Page 23 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
13063DRK6 California State
Taxable GO
2.4% Due 10/01/2024
10/16/2019
10/24/2019
3,385,000.00
3,462,753.45
0.00 0.00
3,462,753.45
13,540.00
0.00 20,310.00
6,770.00
0.00 0.00
0.00 6,770.00
6,770.00
14913Q3B3 Caterpillar Finl Service
Note
2.15% Due 11/08/2024
Various
Various
2,593,000.00
2,624,484.21
0.00 0.00
2,624,484.21
3,561.77
0.00 8,207.57
4,645.80
0.00 0.00
0.00 4,645.80
4,645.80
161571HT4 Chase Issuance Trust
23-A1 A
5.16% Due 09/15/2028
09/07/2023
09/15/2023
3,645,000.00
3,643,989.61
0.00 0.00
3,643,989.61
8,359.20
15,673.50
8,359.20
15,673.50
0.00 0.00
0.00 15,673.50
15,673.50
22160KAM7 Costco Wholesale Corp
Callable Note Cont 2/18/2027
3% Due 05/18/2027
07/15/2022
07/19/2022
2,500,000.00
2,441,975.00
0.00 0.00
2,441,975.00
2,708.33
0.00 8,958.33
6,250.00
0.00 0.00
0.00 6,250.00
6,250.00
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
42,347.57
0.00 52,045.49
9,697.92
0.00 0.00
0.00 9,697.92
9,697.92
26442CAX2 Duke Energy Carolinas
Callable Note Cont 8/15/2028
3.95% Due 11/15/2028
12/06/2023
12/08/2023
3,280,000.00
0.00 3,156,836.00
0.00 3,156,836.00
0.00 (8,277.44)
16,554.89
8,277.45
0.00 0.00
0.00 8,277.45
8,277.45
3130A1XJ2 FHLB
Note
2.875% Due 06/14/2024
Various
Various
5,500,000.00
5,740,000.40
0.00 0.00
5,740,000.40
73,352.43
79,062.50
7,467.02
13,177.09
0.00 0.00
0.00 13,177.09
13,177.09
3130A2UW4 FHLB
Note
2.875% Due 09/13/2024
09/13/2019
09/16/2019
4,000,000.00
4,206,760.00
0.00 0.00
4,206,760.00
24,916.67
0.00 34,500.00
9,583.33
0.00 0.00
0.00 9,583.33
9,583.33
3130AQF40 FHLB
Note
1% Due 12/20/2024
12/21/2021
12/22/2021
4,300,000.00
4,297,205.00
0.00 0.00
4,297,205.00
19,230.56
21,500.00
1,313.89
3,583.33
0.00 0.00
0.00 3,583.33
3,583.33
Chandler Asset Management Page 24 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
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
45,666.67
55,333.33
333.33
9,999.99
0.00 0.00
0.00 9,999.99
9,999.99
3135G03U5 FNMA
Note
0.625% Due 04/22/2025
04/22/2020
04/24/2020
5,270,000.00
5,259,143.80
0.00 0.00
5,259,143.80
3,568.23
0.00 6,313.02
2,744.79
0.00 0.00
0.00 2,744.79
2,744.79
3135G04Z3 FNMA
Note
0.5% Due 06/17/2025
Various
Various
6,200,000.00
6,196,731.90
0.00 0.00
6,196,731.90
14,122.22
15,500.00
1,205.55
2,583.33
0.00 0.00
0.00 2,583.33
2,583.33
3135G05X7 FNMA
Note
0.375% Due 08/25/2025
Various
Various
6,285,000.00
6,260,439.20
0.00 0.00
6,260,439.20
6,285.00
0.00 8,249.06
1,964.06
0.00 0.00
0.00 1,964.06
1,964.06
3135G06G3 FNMA
Note
0.5% Due 11/07/2025
Various
Various
6,300,000.00
6,279,895.00
0.00 0.00
6,279,895.00
2,100.00
0.00 4,725.00
2,625.00
0.00 0.00
0.00 2,625.00
2,625.00
3135G0W66 FNMA
Note
1.625% Due 10/15/2024
Various
Various
3,500,000.00
3,564,275.00
0.00 0.00
3,564,275.00
7,267.36
0.00 12,006.94
4,739.58
0.00 0.00
0.00 4,739.58
4,739.58
3135G0X24 FNMA
Note
1.625% Due 01/07/2025
Various
Various
4,220,000.00
4,282,878.20
0.00 0.00
4,282,878.20
27,430.00
0.00 33,144.58
5,714.58
0.00 0.00
0.00 5,714.58
5,714.58
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: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137EAEP0 FHLMC
Note
1.5% Due 02/12/2025
02/13/2020
02/14/2020
6,575,000.00
6,569,937.25
0.00 0.00
6,569,937.25
29,861.46
0.00 38,080.21
8,218.75
0.00 0.00
0.00 8,218.75
8,218.75
3137EAEU9 FHLMC
Note
0.375% Due 07/21/2025
Various
Various
6,300,000.00
6,277,899.60
0.00 0.00
6,277,899.60
8,531.25
0.00 10,500.00
1,968.75
0.00 0.00
0.00 1,968.75
1,968.75
3137EAEX3 FHLMC
Note
0.375% Due 09/23/2025
Various
Various
6,295,000.00
6,276,346.05
0.00 0.00
6,276,346.05
4,458.96
0.00 6,426.14
1,967.18
0.00 0.00
0.00 1,967.18
1,967.18
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: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137FJEH8 FHLMC
K081 A2
3.9% Due 08/25/2028
09/05/2023
09/08/2023
3,148,000.00
3,015,685.63
0.00 0.00
3,015,685.63
10,231.00
10,231.00
10,231.00
10,231.00
0.00 0.00
0.00 10,231.00
10,231.00
3137FJKE8 FHLMC
K082 A2
3.92% Due 09/25/2028
11/28/2023
12/01/2023
2,500,000.00
0.00 2,411,328.13
0.00 2,411,328.13
0.00 0.00
8,166.67
8,166.67
0.00 0.00
0.00 8,166.67
8,166.67
362554AC1 GM Financial Securitized Term
2021-4 A3
0.68% Due 09/16/2026
10/13/2021
10/21/2021
561,939.35
597,219.33
0.00 35,294.32
561,925.01
169.22
338.43
159.22
328.43
0.00 0.00
0.00 328.43
328.43
36262XAC8 GM Financial Auto Lease Trust
2021-3 A2
Due 10/21/2024
08/10/2021
08/18/2021
0.00 221,621.19
0.00 221,621.19
0.00 26.41
71.99 0.00
45.58 0.00
0.00 0.00
45.58 45.58
36265MAC9 GM Financial Auto Lease Trust
2022-1 A3
1.9% Due 03/20/2025
02/15/2022
02/23/2022
1,044,024.87
1,287,943.74
0.00 243,927.84
1,044,015.90
747.73
2,039.27
606.11
1,897.65
0.00 0.00
0.00 1,897.65
1,897.65
380146AC4 GM Financial Auto Receivables
2022-1 A3
1.26% Due 11/16/2026
01/11/2022
01/19/2022
550,408.81
584,059.14
0.00 33,698.16
550,360.98
306.66
613.32
288.96
595.62
0.00 0.00
0.00 595.62
595.62
40139LBC6 Guardian Life Glob Fun
Note
0.875% Due 12/10/2025
Various
Various
3,000,000.00
2,969,700.00
0.00 0.00
2,969,700.00
12,468.76
13,125.00
1,531.26
2,187.50
0.00 0.00
0.00 2,187.50
2,187.50
43813GAC5 Honda Auto Receivables Trust
2021-1 A3
0.27% Due 04/21/2025
02/17/2021
02/24/2021
128,058.95
155,360.70
0.00 27,304.09
128,056.61
11.65 34.96
9.60 32.91
0.00 0.00
0.00 32.91
32.91 43813KAC6 Honda Auto Receivables Trust
2020-3 A3
0.37% Due 10/18/2024
09/22/2020
09/29/2020
32,883.51
84,038.34
0.00 51,159.66
32,878.68
11.23 25.92
4.39 19.08
0.00 0.00
0.00 19.08
19.08 Chandler Asset Management Page 27 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
43815BAC4 Honda Auto Receivables Trust
2022-1 A3
1.88% Due 05/15/2026
02/15/2022
02/23/2022
1,610,241.01
1,649,751.84
0.00 39,753.01
1,609,998.83
1,378.67
2,585.00
1,345.45
2,551.78
0.00 0.00
0.00 2,551.78
2,551.78
43815GAC3 Honda Auto Receivables Trust
2021-4 A3
0.88% Due 01/21/2026
11/16/2021
11/24/2021
713,966.06
766,431.80
0.00 52,616.26
713,815.54
187.39
562.17
174.53
549.31
0.00 0.00
0.00 549.31
549.31
44891RAC4 Hyundai Auto Receivables Trust
2020-C A3
0.38% Due 05/15/2025
10/20/2020
10/28/2020
170,395.49
230,541.47
0.00 60,185.22
170,356.25
38.94 73.02
28.78 62.86
0.00 0.00
0.00 62.86
62.86 44891WAC3 Hyundai Auto Lease Trust
2022-A A3
1.16% Due 01/15/2025
01/11/2022
01/19/2022
502,957.57
632,942.99
0.00 129,996.54
502,946.45
326.32
611.86
259.30
544.84
0.00 0.00
0.00 544.84
544.84
448977AD0 Hyundai Auto Receivables Trust
2022-A A3
2.22% Due 10/15/2026
03/09/2022
03/16/2022
1,310,975.16
1,349,948.03
0.00 39,023.34
1,310,924.69
1,332.00
2,497.50
1,293.50
2,459.00
0.00 0.00
0.00 2,459.00
2,459.00
44933LAC7 Hyundai Auto Receivables Trust
2021-A A3
0.38% Due 09/15/2025
04/20/2021
04/28/2021
387,530.90
449,272.61
0.00 61,782.48
387,490.13
75.89 142.29
65.45 131.85
0.00 0.00
0.00 131.85
131.85
44935FAD6 Hyundai Auto Receivables Trust
2021-C A3
0.74% Due 05/15/2026
11/09/2021
11/17/2021
504,075.27
542,558.29
0.00 38,595.53
503,962.76
178.48
334.65
165.78
321.95
0.00 0.00
0.00 321.95
321.95
4581X0DV7 Inter-American Dev Bank
Note
0.875% Due 04/20/2026
04/13/2021
04/20/2021
6,390,000.00
6,360,733.80
0.00 0.00
6,360,733.80
6,367.81
0.00 11,027.19
4,659.38
0.00 0.00
0.00 4,659.38
4,659.38
459058JL8 Intl. Bank Recon & Development
Note
0.5% Due 10/28/2025
Various
Various
6,300,000.00
6,272,360.85
0.00 0.00
6,272,360.85
2,887.50
0.00 5,512.51
2,625.01
0.00 0.00
0.00 2,625.01
2,625.01
Chandler Asset Management Page 28 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
46647PBK1 JP Morgan Chase & Co
Callable Note Cont 4/22/2025
2.083% Due 04/22/2026
05/20/2021
05/24/2021
1,000,000.00
1,037,330.00
0.00 0.00
1,037,330.00
2,256.58
0.00 3,992.42
1,735.84
0.00 0.00
0.00 1,735.84
1,735.84
46647PCH7 JP Morgan Chase & Co
Callable Note Cont 6/1/2024
0.824% Due 06/01/2025
05/24/2021
06/01/2021
3,295,000.00
3,299,268.65
0.00 0.00
3,299,268.65
13,575.40
13,575.40
2,262.57
2,262.57
0.00 0.00
0.00 2,262.57
2,262.57
46647PCK0 JP Morgan Chase & Co
Callable Note Cont 6/23/2024
0.969% Due 06/23/2025
Various
Various
1,565,000.00
1,565,968.20
0.00 0.00
1,565,968.20
6,655.68
7,582.43
336.99
1,263.74
0.00 0.00
0.00 1,263.74
1,263.74
47787JAC2 John Deere Owner Trust
2022-A A3
2.32% Due 09/16/2026
03/10/2022
03/16/2022
853,492.06
902,717.33
0.00 49,414.06
853,303.27
931.01
1,745.64
880.05
1,694.68
0.00 0.00
0.00 1,694.68
1,694.68
47789QAC4 John Deere Owner Trust
2021-B A3
0.52% Due 03/16/2026
07/13/2021
07/21/2021
786,004.39
831,939.25
0.00 46,004.97
785,934.28
192.29
360.54
181.65
349.90
0.00 0.00
0.00 349.90
349.90
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
10,224.00
0.00 12,496.00
2,272.00
0.00 0.00
0.00 2,272.00
2,272.00
57636QAW4 MasterCard Inc
Callable Note Cont 2/9/28
4.875% Due 03/09/2028
03/06/2023
03/09/2023
2,090,000.00
2,087,972.70
0.00 0.00
2,087,972.70
23,207.71
0.00 31,698.33
8,490.62
0.00 0.00
0.00 8,490.62
8,490.62
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
3,110.63
0.00 9,776.25
6,665.62
0.00 0.00
0.00 6,665.62
6,665.62
Chandler Asset Management Page 29 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
58989V2D5 Met Tower Global Funding
Note
1.25% Due 09/14/2026
09/07/2021
09/14/2021
1,715,000.00
1,713,422.20
0.00 0.00
1,713,422.20
4,585.24
0.00 6,371.70
1,786.46
0.00 0.00
0.00 1,786.46
1,786.46
59217GER6 Metlife
Note
1.875% Due 01/11/2027
01/03/2022
01/11/2022
2,485,000.00
2,482,167.10
0.00 0.00
2,482,167.10
18,119.79
0.00 22,002.60
3,882.81
0.00 0.00
0.00 3,882.81
3,882.81
6174468Q5 Morgan Stanley
Callable Note Cont 4/28/2025
2.188% Due 04/28/2026
05/18/2022
05/20/2022
1,600,000.00
1,511,376.00
0.00 0.00
1,511,376.00
3,209.07
0.00 6,126.40
2,917.33
0.00 0.00
0.00 2,917.33
2,917.33
63743HFE7 National Rural Utilities
Note
3.45% Due 06/15/2025
04/27/2022
05/04/2022
940,000.00
939,746.20
0.00 0.00
939,746.20
14,953.83
16,215.00
1,441.33
2,702.50
0.00 0.00
0.00 2,702.50
2,702.50
64952WEK5 New York Life Global
Note
1.45% Due 01/14/2025
01/11/2022
01/14/2022
3,745,000.00
3,740,955.40
0.00 0.00
3,740,955.40
20,665.12
0.00 25,190.33
4,525.21
0.00 0.00
0.00 4,525.21
4,525.21
665859AW4 Northern Trust Company
Callable Note Cont 4/10/2027
4% Due 05/10/2027
05/05/2022
05/10/2022
1,345,000.00
1,342,821.10
0.00 0.00
1,342,821.10
3,138.33
0.00 7,621.67
4,483.34
0.00 0.00
0.00 4,483.34
4,483.34
66815L2A6 Northwestern Mutual Glbl
Note
0.8% Due 01/14/2026
12/06/2021
12/08/2021
1,870,000.00
1,820,388.90
0.00 0.00
1,820,388.90
5,693.11
0.00 6,939.78
1,246.67
0.00 0.00
0.00 1,246.67
1,246.67
66815L2J7 Northwestern Mutual Glbl
Note
4% Due 07/01/2025
06/27/2022
07/01/2022
2,350,000.00
2,349,201.00
0.00 0.00
2,349,201.00
39,166.67
0.00 47,000.00
7,833.33
0.00 0.00
0.00 7,833.33
7,833.33
69371RR73 Paccar Financial Corp
Note
2.85% Due 04/07/2025
03/31/2022
04/07/2022
2,970,000.00
2,969,227.80
0.00 0.00
2,969,227.80
12,696.75
0.00 19,750.50
7,053.75
0.00 0.00
0.00 7,053.75
7,053.75
Chandler Asset Management Page 30 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
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
25,488.38
0.00 32,377.13
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
11,040.80
11,356.25
1,577.26
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
82,875.00
90,458.33
8,666.66
16,249.99
0.00 0.00
0.00 16,249.99
16,249.99
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
2,805,270.00
0.00 0.00
2,805,270.00
27,375.00
0.00 36,500.00
9,125.00
0.00 0.00
0.00 9,125.00
9,125.00
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
62,050.00
0.00 75,737.50
13,687.50
0.00 0.00
0.00 13,687.50
13,687.50
78016EZ59 Royal Bank of Canada
Note
3.375% Due 04/14/2025
04/07/2022
04/14/2022
1,270,000.00
1,269,530.10
0.00 0.00
1,269,530.10
5,595.94
0.00 9,167.81
3,571.87
0.00 0.00
0.00 3,571.87
3,571.87
78016HZS2 ROYAL BANK OF CANADA
Note
5.2% Due 08/01/2028
09/12/2023
09/14/2023
3,500,000.00
3,454,675.00
0.00 0.00
3,454,675.00
66,227.78
0.00 81,394.44
15,166.66
0.00 0.00
0.00 15,166.66
15,166.66
808513BY0 Charles Schwab Corp
Callable Note Cont 2/3/2027
2.45% Due 03/03/2027
03/09/2022
03/11/2022
1,300,000.00
1,282,866.00
0.00 0.00
1,282,866.00
7,785.56
0.00 10,439.72
2,654.16
0.00 0.00
0.00 2,654.16
2,654.16
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
28,631.94
0.00 39,934.03
11,302.09
0.00 0.00
0.00 11,302.09
11,302.09
Chandler Asset Management Page 31 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
89114TZT2 Toronto-Dominion Bank
Note
2.8% Due 03/10/2027
03/09/2022
03/11/2022
1,900,000.00
1,884,933.00
0.00 0.00
1,884,933.00
11,970.00
0.00 16,403.33
4,433.33
0.00 0.00
0.00 4,433.33
4,433.33
89115A2C5 Toronto-Dominion Bank
Note
4.108% Due 06/08/2027
08/26/2022
08/30/2022
1,400,000.00
1,395,310.00
0.00 0.00
1,395,310.00
27,637.71
28,756.00
3,674.38
4,792.67
0.00 0.00
0.00 4,792.67
4,792.67
89236TJK2 Toyota Motor Credit Corp
Note
1.125% Due 06/18/2026
06/15/2021
06/18/2021
3,325,000.00
3,323,537.00
0.00 0.00
3,323,537.00
16,936.72
18,703.13
1,350.78
3,117.19
0.00 0.00
0.00 3,117.19
3,117.19
89236TJT3 Toyota Motor Credit Corp
Note
1.45% Due 01/13/2025
01/10/2022
01/13/2022
2,700,000.00
2,696,382.00
0.00 0.00
2,696,382.00
15,007.50
0.00 18,270.00
3,262.50
0.00 0.00
0.00 3,262.50
3,262.50
89236XAC0 Toyota Auto Receivables
2020-D A3
Due 01/15/2025
10/06/2020
10/13/2020
0.00 21,876.00
0.00 21,876.00
0.00 3.40
6.39 0.00
2.99 0.00
0.00 0.00
2.99 2.99
89238JAC9 Toyota Auto Receivables Trust
2021-D A3
0.71% Due 04/15/2026
11/09/2021
11/15/2021
675,578.87
723,970.99
0.00 48,406.51
675,564.48
228.46
428.36
213.18
413.08
0.00 0.00
0.00 413.08
413.08
89238LAC4 Toyota Lease Owner Trust
2022-A A3
1.96% Due 02/20/2025
02/23/2022
02/28/2022
1,555,407.37
1,858,775.96
0.00 303,613.41
1,555,162.55
1,113.38
3,036.48
931.52
2,854.62
0.00 0.00
0.00 2,854.62
2,854.62
89240BAC2 Toyota Auto Receivables Owners
2021-A A3
0.26% Due 05/15/2025
02/02/2021
02/08/2021
484,909.94
582,240.78
0.00 97,420.84
484,819.94
67.29 126.18
56.03 114.92
0.00 0.00
0.00 114.92
114.92
90331HPL1 US Bank NA
Callable Note Cont 12/21/2024
Due 01/21/2025
01/16/2020
01/21/2020
0.00 4,136,171.15
0.00 4,136,171.15
0.00 30,684.51
32,336.76
0.00 1,652.25
0.00 0.00
0.00 1,652.25
1,652.25
Chandler Asset Management Page 32 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
9128283D0 US Treasury
Note
2.25% Due 10/31/2024
11/07/2019
11/08/2019
4,000,000.00
4,090,468.75
0.00 0.00
4,090,468.75
7,664.84
0.00 15,329.67
7,664.83
0.00 0.00
0.00 7,664.83
7,664.83
912828D56 US Treasury
Note
2.375% Due 08/15/2024
12/12/2019
12/13/2019
5,000,000.00
5,140,234.38
0.00 0.00
5,140,234.38
34,850.54
0.00 44,853.94
10,003.40
0.00 0.00
0.00 10,003.40
10,003.40
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
19,903.85
0.00 26,610.58
6,706.73
0.00 0.00
0.00 6,706.73
6,706.73
91282CAB7 US Treasury
Note
0.25% Due 07/31/2025
03/12/2021
03/15/2021
5,975,000.00
5,879,062.50
0.00 24,496.09
5,854,566.41
5,013.59
25.65 6,251.02
1,263.08
0.00 0.00
0.00 1,263.08
1,263.08
91282CAM3 US Treasury
Note
0.25% Due 09/30/2025
03/29/2021
03/30/2021
3,200,000.00
3,130,375.00
0.00 0.00
3,130,375.00
1,355.19
0.00 2,032.79
677.60
0.00 0.00
0.00 677.60
677.60
91282CAT8 US Treasury
Note
0.25% Due 10/31/2025
02/19/2021
02/22/2021
6,000,000.00
5,923,125.00
0.00 0.00
5,923,125.00
1,277.47
0.00 2,554.95
1,277.48
0.00 0.00
0.00 1,277.48
1,277.48
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
38.93 0.00
1,245.90
1,206.97
0.00 0.00
0.00 1,206.97
1,206.97
91282CCW9 US Treasury
Note
0.75% Due 08/31/2026
09/23/2021
09/24/2021
1,570,000.00
1,558,899.61
0.00 0.00
1,558,899.61
2,976.10
0.00 3,978.91
1,002.81
0.00 0.00
0.00 1,002.81
1,002.81
91282CCZ2 US Treasury
Note
0.875% Due 09/30/2026
10/18/2021
10/19/2021
3,130,000.00
3,083,172.27
0.00 0.00
3,083,172.27
4,639.41
0.00 6,959.12
2,319.71
0.00 0.00
0.00 2,319.71
2,319.71
Chandler Asset Management Page 33 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
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
2,989.29
0.00 5,978.57
2,989.28
0.00 0.00
0.00 2,989.28
2,989.28
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
25,913.46
0.00 36,346.15
10,432.69
0.00 0.00
0.00 10,432.69
10,432.69
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
172.13
0.00 5,508.20
5,336.07
0.00 0.00
0.00 5,336.07
5,336.07
91282CEW7 US Treasury
Note
3.25% Due 06/30/2027
Various
Various
6,650,000.00
6,690,380.86
0.00 0.00
6,690,380.86
90,443.61
108,062.50
593.75
18,212.64
0.00 0.00
0.00 18,212.64
18,212.64
91282CFB2 US Treasury
Note
2.75% Due 07/31/2027
08/22/2022
08/23/2022
1,300,000.00
1,277,960.94
0.00 0.00
1,277,960.94
11,949.05
0.00 14,960.60
3,011.55
0.00 0.00
0.00 3,011.55
3,011.55
91282CFH9 US Treasury
Note
3.125% Due 08/31/2027
Various
Various
3,450,000.00
3,399,517.58
0.00 0.00
3,399,517.58
27,249.32
0.00 36,431.15
9,181.83
0.00 0.00
0.00 9,181.83
9,181.83
91282CFM8 US Treasury
Note
4.125% Due 09/30/2027
Various
Various
2,800,000.00
2,770,000.01
0.00 0.00
2,770,000.01
19,565.57
0.00 29,348.36
9,782.79
0.00 0.00
0.00 9,782.79
9,782.79
91282CFZ9 US Treasury
Note
3.875% Due 11/30/2027
Various
Various
4,600,000.00
4,628,085.94
0.00 0.00
4,628,085.94
487.02
0.00 15,584.70
15,097.68
0.00 0.00
0.00 15,097.68
15,097.68
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
113,512.23
135,625.00
745.19
22,857.96
0.00 0.00
0.00 22,857.96
22,857.96
Chandler Asset Management Page 34 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
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
81,888.59
0.00 102,527.17
20,638.58
0.00 0.00
0.00 20,638.58
20,638.58
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
70,769.23
0.00 94,615.38
23,846.15
0.00 0.00
0.00 23,846.15
23,846.15
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
693.31
0.00 22,185.79
21,492.48
0.00 0.00
0.00 21,492.48
21,492.48
91282CHX2 US Treasury
Note
4.375% Due 08/31/2028
09/25/2023
09/26/2023
1,900,000.00
1,879,960.94
0.00 0.00
1,879,960.94
21,009.62
0.00 28,088.94
7,079.32
0.00 0.00
0.00 7,079.32
7,079.32
91282CJA0 US Treasury
Note
4.625% Due 09/30/2028
10/04/2023
10/05/2023
5,800,000.00
5,763,296.88
0.00 0.00
5,763,296.88
45,441.26
0.00 68,161.89
22,720.63
0.00 0.00
0.00 22,720.63
22,720.63
91282CJF9 US Treasury
Note
4.875% Due 10/31/2028
10/27/2023
10/31/2023
2,000,000.00
2,007,578.13
0.00 0.00
2,007,578.13
8,303.57
0.00 16,607.14
8,303.57
0.00 0.00
0.00 8,303.57
8,303.57
91282CJN2 US Treasury
Note
4.375% Due 11/30/2028
12/28/2023
12/29/2023
3,400,000.00
0.00 3,482,875.00
0.00 3,482,875.00
0.00 (11,786.20)
13,005.46
1,219.26
0.00 0.00
0.00 1,219.26
1,219.26
91324PEC2 United Health Group Inc
Callable Note Cont 4/15/2026
1.15% Due 05/15/2026
Various
Various
805,000.00
807,605.05
0.00 0.00
807,605.05
411.44
0.00 1,182.90
771.46
0.00 0.00
0.00 771.46
771.46
91324PEG3 United Health Group Inc
Callable Note Cont 4/15/2027
3.7% Due 05/15/2027
05/17/2022
05/20/2022
1,365,000.00
1,365,638.40
0.00 0.00
1,365,638.40
2,244.66
0.00 6,453.41
4,208.75
0.00 0.00
0.00 4,208.75
4,208.75
Chandler Asset Management Page 35 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
91324PEP3 United Health Group Inc
Callable Note Cont 1/15/2028
5.25% Due 02/15/2028
02/16/2023
02/21/2023
1,500,000.00
1,532,220.00
0.00 0.00
1,532,220.00
23,187.50
0.00 29,750.00
6,562.50
0.00 0.00
0.00 6,562.50
6,562.50
92348KAV5 Verizon Master Trust
2022-5 A1A
3.72% Due 07/20/2027
08/02/2022
08/11/2022
1,150,000.00
1,149,949.40
0.00 0.00
1,149,949.40
1,307.17
3,565.00
1,307.17
3,565.00
0.00 0.00
0.00 3,565.00
3,565.00
931142ER0 Wal-Mart Stores
Callable Note Cont 08/17/2026
1.05% Due 09/17/2026
09/08/2021
09/17/2021
785,000.00
783,516.35
0.00 0.00
783,516.35
1,694.29
0.00 2,381.17
686.88
0.00 0.00
0.00 686.88
686.88
Total Fixed Income 351,143,598.05
346,129,922.44
9,051,039.13
5,900,719.35
349,280,242.22
1,694,431.65
791,853.67
1,598,426.56
695,848.58
0.00 0.00
0.00 695,848.58 695,848.58
CASH & EQUIVALENT
60934N807 Federated Investors
Govt Oblig Fund Inst.
Various
Various
363,352.38
3,082,456.15
29,911,120.80
32,630,224.57
363,352.38
0.00 6,254.16
0.00 6,254.16
0.00 0.00
0.00 6,254.16
6,254.16
912797FH5 US Treasury
Bill
5.228% Due 05/16/2024
10/31/2023
11/01/2023
26,000,000.00
25,256,214.46
0.00 0.00
25,256,214.46
113,266.83
0.00 230,309.23
117,042.40
0.00 0.00
0.00 117,042.40
117,042.40
912797FS1 US Treasury
Bill
5.096% Due 06/13/2024
12/15/2023
12/18/2023
31,000,000.00
0.00 30,218,896.44
0.00 30,218,896.44
0.00 0.00
61,435.11
61,435.11
0.00 0.00
0.00 61,435.11
61,435.11
912797FU6 US Treasury
Bill
Due 12/14/2023
06/15/2023
06/16/2023
0.00 29,225,923.33
0.00 29,225,923.33
0.00 718,480.00
774,076.67
0.00 55,596.67
0.00 0.00
0.00 55,596.67
55,596.67
Chandler Asset Management Page 36 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
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
323,613.00
0.00 416,501.92
92,888.92
0.00 0.00
0.00 92,888.92
92,888.92
912797GX9 US Treasury
Bill
5.285% Due 03/14/2024
09/14/2023
09/15/2023
22,350,000.00
21,756,086.43
0.00 0.00
21,756,086.43
252,659.36
0.00 354,379.37
101,720.01
0.00 0.00
0.00 101,720.01
101,720.01
912797HF7 US Treasury
Bill
5.3% Due 04/11/2024
10/31/2023
11/01/2023
26,000,000.00
25,379,900.00
0.00 0.00
25,379,900.00
114,833.33
0.00 233,494.44
118,661.11
0.00 0.00
0.00 118,661.11
118,661.11
Total Cash & Equivalent 126,213,352.38
124,670,214.62
60,130,017.24
61,856,147.90
122,944,083.96
1,522,852.52
780,330.83
1,296,120.07
553,598.38
0.00 0.00
0.00 553,598.38 553,598.38
LOCAL AGENCY INVESTMENT FUND
90LAIF$00 Local Agency Investment Fund
State Pool
Various
Various
35,997,356.57
29,597,356.57
25,400,000.00
19,000,000.00
35,997,356.57
177,648.84
0.00 281,903.44
104,254.60
0.00 0.00
0.00 104,254.60
104,254.60
Total Local Agency Investment Fund 35,997,356.57
29,597,356.57
25,400,000.00
19,000,000.00
35,997,356.57
177,648.84
0.00 281,903.44
104,254.60
0.00 0.00
0.00 104,254.60 104,254.60
TOTAL PORTFOLIO 513,354,307.00
500,397,493.63
94,581,056.37
86,756,867.25
508,221,682.75
3,394,933.01
1,572,184.50
3,176,450.07
1,353,701.56
0.00 0.00
0.00 1,353,701.56 1,353,701.56
Chandler Asset Management Page 37 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/01/2024 Interest 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 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
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 Dividend 90LAIF$00 2,708,399,650.04 Local Agency Investment Fund State Pool 0.00 281,618.01 281,618.01 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 484,909.94 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
161,584.13 105.06 161,689.19
01/15/2024 Paydown 44891WAC3 502,957.57 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
125,497.61 486.19 125,983.80
01/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,040.71 2,425.30 74,466.01
01/15/2024 Paydown 44933LAC7 387,530.90 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
77,455.82 122.72 77,578.54
01/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,123.36 1,650.08 41,773.44
01/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,366.68 340.60 52,707.28
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
91,442.12 2,522.71 93,964.83
Chandler Asset Management Page 38 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2024 Paydown 44891RAC4 170,395.49 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
85,182.13 53.96 85,236.09
01/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,070.32 399.72 48,470.04
01/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,736.26 310.85 39,047.11
01/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
36,286.94 7,849.00 44,135.94
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 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,401.47 318.43 37,719.90
01/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,256.53 577.93 31,834.46
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 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
01/20/2024 Paydown 3137BSRE5 0.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
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 3137FEBQ2 0.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
01/20/2024 Paydown 3137FJEH8 0.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
01/20/2024 Paydown 36265MAC9 1,044,024.87 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
259,296.36 1,653.04 260,949.40
01/20/2024 Paydown 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
01/20/2024 Paydown 89238LAC4 1,555,407.37 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
258,404.09 2,540.50 260,944.59
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
Chandler Asset Management Page 39 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,920.27 523.58 51,443.85
01/21/2024 Paydown 43813GAC5 128,058.95 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
42,676.01 28.81 42,704.82
01/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
56,196.71 9,000.00 65,196.71
01/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
01/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
01/25/2024 Paydown 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 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
131,844.18 2,781.32 134,625.50
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 260,003.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
86,288.91 238.34 86,527.25
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
91,123.06 17,068.34 108,191.40
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
01/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
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 5,975,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,468.75 7,468.75
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
Chandler Asset Management Page 40 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount JAN 2024 1,940,178.66 947,328.63 2,887,507.29
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
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 170,395.49 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
85,213.37 26.98 85,240.35
02/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,133.16 2,292.03 74,425.19
02/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,174.85 1,572.51 41,747.36
02/15/2024 Paydown 44891WAC3 502,957.57 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
125,658.66 364.88 126,023.54
02/15/2024 Paydown 44933LAC7 387,530.90 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
77,480.99 98.19 77,579.18
02/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,742.72 286.96 39,029.68
02/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,098.76 371.28 48,470.04
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
91,842.94 2,379.45 94,222.39
Chandler Asset Management Page 41 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,371.48 317.91 52,689.39
02/15/2024 Paydown 89240BAC2 484,909.94 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
161,636.64 70.05 161,706.69
02/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
36,438.44 7,697.50 44,135.94
02/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,393.54 545.11 31,938.65
02/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,410.20 297.24 37,707.44
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 36265MAC9 1,044,024.87 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
260,432.94 1,242.49 261,675.43
02/20/2024 Paydown 89238LAC4 1,555,407.37 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
258,735.71 2,118.44 260,854.15
02/21/2024 Paydown 43813GAC5 128,058.95 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
42,686.32 19.21 42,705.53
02/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,932.16 486.23 51,418.39
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
91,457.18 16,775.98 108,233.16
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 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
02/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
123,218.20 2,428.64 125,646.84
Chandler Asset Management Page 42 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 05601XAC3 260,003.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
86,667.15 159.24 86,826.39
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
02/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
02/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
56,394.80 8,831.41 65,226.21
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 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 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
FEB 2024 21,904,944.00 1,257,366.05 23,162,310.05
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
Chandler Asset Management Page 43 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 880591EZ1 3,500,000.00 Tennessee Valley Authority Note
3.875% Due 3/15/2028
0.00 67,812.50 67,812.50
03/15/2024 Interest 91282CED9 7,000,000.00 US Treasury Note 0.00 61,250.00 61,250.00 03/15/2024 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
03/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,749.17 263.07 39,012.24
03/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,127.22 342.82 48,470.04
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
92,245.52 2,235.56 94,481.08
03/15/2024 Paydown 89240BAC2 484,909.94 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
161,689.18 35.03 161,724.21
03/15/2024 Paydown 44891WAC3 502,957.57 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
125,819.92 243.41 126,063.33
03/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,225.73 2,158.58 74,384.31
03/15/2024 Paydown 44933LAC7 387,530.90 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
77,506.18 73.65 77,579.83
03/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,226.40 1,494.84 41,721.24
03/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,376.27 295.22 52,671.49
03/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
36,590.57 7,545.37 44,135.94
03/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,531.14 512.15 32,043.29
Chandler Asset Management Page 44 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,418.93 276.04 37,694.97
03/17/2024 Interest 931142ER0 785,000.00 Wal-Mart Stores Callable Note Cont 08/17/2026
1.05% Due 9/17/2026
0.00 4,121.25 4,121.25
03/20/2024 Paydown 36265MAC9 1,044,024.87 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
261,574.51 830.13 262,404.64
03/20/2024 Paydown 89238LAC4 1,555,407.37 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
259,067.76 1,695.84 260,763.60
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
03/21/2024 Paydown 43813GAC5 128,058.95 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
42,696.63 9.61 42,706.24
03/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,944.04 448.88 51,392.92
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
56,593.59 8,662.23 65,255.82
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 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
03/25/2024 Paydown 05601XAC3 260,003.10 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
87,047.04 79.79 87,126.83
03/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
114,575.58 2,099.03 116,674.61
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 45 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
03/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
03/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
91,792.52 16,482.56 108,275.08
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
03/31/2024 Interest 91282CJA0 5,800,000.00 US Treasury Note
4.625% Due 9/30/2028
0.00 134,125.00 134,125.00
MAR 2024 23,601,279.06 1,310,632.15 24,911,911.21
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
04/11/2024 Maturity 912797HF7 26,000,000.00 US Treasury Bill
5.3% Due 4/11/2024
25,379,900.00 620,100.00 26,000,000.00
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 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 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,318.42 2,024.96 74,343.38
04/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,278.03 1,417.07 41,695.10
04/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
36,743.33 7,392.61 44,135.94
Chandler Asset Management Page 46 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 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 502,957.57 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
125,981.39 121.78 126,103.17
04/15/2024 Paydown 44933LAC7 387,530.90 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
77,531.36 49.11 77,580.47
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
92,649.86 2,091.05 94,740.91
04/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,155.70 314.34 48,470.04
04/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,755.63 239.17 38,994.80
04/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,381.08 272.52 52,653.60
04/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,427.66 254.83 37,682.49
04/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,669.36 479.04 32,148.40
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 36265MAC9 1,044,024.87 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
262,721.07 415.98 263,137.05
04/20/2024 Paydown 89238LAC4 1,555,407.37 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
259,400.23 1,272.69 260,672.92
04/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
66,600.55 2,949.44 69,549.99
04/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,955.93 411.52 51,367.45
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
Chandler Asset Management Page 47 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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
56,793.09 8,492.44 65,285.53
04/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
04/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
92,129.10 16,188.05 108,317.15
04/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
04/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
105,916.27 1,792.54 107,708.81
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 6174468Q5 1,600,000.00 Morgan Stanley Callable Note Cont 4/28/2025
2.188% Due 4/28/2026
0.00 17,504.00 17,504.00
04/28/2024 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
04/30/2024 Interest 91282CJF9 2,000,000.00 US Treasury Note
4.875% Due 10/31/2028
0.00 48,750.00 48,750.00
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
Chandler Asset Management Page 48 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount APR 2024 26,928,308.06 1,156,155.78 28,084,463.84
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
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 26442CAX2 3,280,000.00 Duke Energy Carolinas Callable Note Cont 8/15/2028
3.95% Due 11/15/2028
0.00 64,780.00 64,780.00
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 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,385.88 249.82 52,635.70
05/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,411.22 1,891.18 74,302.40
05/15/2024 Paydown 44933LAC7 387,530.90 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
77,556.56 24.56 77,581.12
05/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,329.72 1,339.20 41,668.92
05/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
36,896.74 7,239.20 44,135.94
05/15/2024 Paydown 43815BAC4 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
93,055.98 1,945.89 95,001.87
Chandler Asset Management Page 49 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,184.19 285.85 48,470.04
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 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,762.09 215.27 38,977.36
05/16/2024 Maturity 912797FH5 26,000,000.00 US Treasury Bill
5.228% Due 5/16/2024
25,256,214.46 743,785.54 26,000,000.00
05/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,808.17 445.79 32,253.96
05/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,436.39 233.63 37,670.02
05/17/2024 Interest 58933YBH7 1,975,000.00 Merck & Co Callable Note Cont 4/17/2028
4.05% Due 5/17/2028
0.00 39,993.75 39,993.75
05/18/2024 Interest 22160KAM7 2,500,000.00 Costco Wholesale Corp Callable Note Cont 2/18/2027
3% Due 5/18/2027
0.00 37,500.00 37,500.00
05/20/2024 Paydown 89238LAC4 1,555,407.37 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
259,733.12 849.01 260,582.13
05/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
66,807.02 2,742.97 69,549.99
05/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,967.81 374.16 51,341.97
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 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
05/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
56,993.27 8,322.07 65,315.34
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 50 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 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
92,466.91 15,892.47 108,359.38
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
05/25/2024 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 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
97,240.26 1,509.21 98,749.47
05/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
05/31/2024 Interest 91282CFZ9 4,600,000.00 US Treasury Note
3.875% Due 11/30/2027
0.00 89,125.00 89,125.00
05/31/2024 Interest 91282CHE4 7,000,000.00 US Treasury Note
3.625% Due 5/31/2028
0.00 126,875.00 126,875.00
05/31/2024 Interest 91282CJN2 3,400,000.00 US Treasury Note
4.375% Due 11/30/2028
0.00 74,375.00 74,375.00
05/31/2024 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
05/31/2024 Interest 91282CET4 2,400,000.00 US Treasury Note
2.625% Due 5/31/2027
0.00 31,500.00 31,500.00
MAY 2024 26,409,249.79 1,538,676.20 27,947,925.99
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
Chandler Asset Management Page 51 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/13/2024 Maturity 912797FS1 31,000,000.00 US Treasury Bill
5.096% Due 6/13/2024
30,218,896.44 781,103.56 31,000,000.00
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 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,212.70 257.34 48,470.04
06/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,768.55 191.37 38,959.92
06/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,050.78 7,085.16 44,135.94
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 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,504.16 1,757.21 74,261.37
06/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,381.47 1,261.23 41,642.70
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
93,463.87 1,800.11 95,263.98
06/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,390.68 227.12 52,617.80
06/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,445.13 212.41 37,657.54
06/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
31,947.60 412.39 32,359.99
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
Chandler Asset Management Page 52 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 89238LAC4 1,555,407.37 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
260,066.44 424.78 260,491.22
06/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
67,014.12 2,535.87 69,549.99
06/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,979.71 336.78 51,316.49
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 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
88,547.51 1,249.09 89,796.60
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 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 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
57,194.18 8,151.09 65,345.27
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
92,805.95 15,595.81 108,401.76
06/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
06/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
06/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
Chandler Asset Management Page 53 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
JUN 2024 36,787,669.29 1,565,735.92 38,353,405.21
07/01/2024 Interest 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 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 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,597.20 1,623.08 74,220.28
07/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,433.29 1,183.16 41,616.45
07/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,395.48 204.42 52,599.90
07/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,205.47 6,930.47 44,135.94
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 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,775.02 167.46 38,942.48
Chandler Asset Management Page 54 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,241.22 228.82 48,470.04
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
93,873.56 1,653.68 95,527.24
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 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,087.64 378.84 32,466.48
07/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,453.87 191.19 37,645.06
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
07/21/2024 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 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
50,991.60 299.40 51,291.00
07/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
57,395.79 7,979.50 65,375.29
07/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
07/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
07/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
07/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
79,837.98 1,012.23 80,850.21
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
Chandler Asset Management Page 55 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
07/25/2024 Paydown 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
93,146.23 15,298.06 108,444.29
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
07/31/2024 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 5,975,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,468.75 7,468.75
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 801,656.21 608,656.20 1,410,312.41
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
94,285.04 1,506.61 95,791.65
08/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,269.77 200.27 48,470.04
08/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,781.48 143.55 38,925.03
Chandler Asset Management Page 56 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,485.18 1,104.99 41,590.17
08/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,400.29 181.71 52,582.00
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 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,690.36 1,488.78 74,179.14
08/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,360.80 6,775.14 44,135.94
08/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,228.29 345.15 32,573.44
08/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,462.60 169.97 37,632.57
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 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,003.50 262.00 51,265.50
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 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
08/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
71,111.67 798.66 71,910.33
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
08/25/2024 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 57 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
57,598.11 7,807.32 65,405.43
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 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
93,487.77 14,999.21 108,486.98
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 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 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 5,794,595.11 707,600.11 6,502,195.22
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
09/01/2024 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 49,849.69 49,849.69
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
Chandler Asset Management Page 58 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/15/2024 Interest 91282CED9 7,000,000.00 US Treasury Note 0.00 61,250.00 61,250.00 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 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,783.65 1,354.30 74,137.95
09/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,537.14 1,026.72 41,563.86
09/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,516.78 6,619.16 44,135.94
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 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
94,698.32 1,358.90 96,057.22
09/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,298.33 171.71 48,470.04
09/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,787.94 119.64 38,907.58
09/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,405.09 159.01 52,564.10
09/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,369.56 311.31 32,680.87
09/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,471.35 148.74 37,620.09
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 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 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,015.40 224.60 51,240.00
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
Chandler Asset Management Page 59 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 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 23,836.68 23,836.68
09/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
62,368.52 608.44 62,976.96
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 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
57,801.14 7,634.52 65,435.66
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
93,830.56 14,699.27 108,529.83
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 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 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
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
09/30/2024 Interest 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.00 13,693.75 13,693.75
09/30/2024 Interest 91282CFM8 2,800,000.00 US Treasury Note
4.125% Due 9/30/2027
0.00 57,750.00 57,750.00
09/30/2024 Interest 91282CJA0 5,800,000.00 US Treasury Note
4.625% Due 9/30/2028
0.00 134,125.00 134,125.00
09/30/2024 Interest 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
SEP 2024 4,787,523.06 777,812.91 5,565,335.97
Chandler Asset Management Page 60 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/01/2024 Maturity 13063DRK6 3,385,000.00 California State Taxable GO
2.4% Due 10/1/2024
3,385,000.00 40,620.00 3,425,620.00
10/07/2024 Interest 69371RR73 2,970,000.00 Paccar Financial Corp Note
2.85% Due 4/7/2025
0.00 42,322.50 42,322.50
10/14/2024 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
10/15/2024 Maturity 3135G0W66 3,500,000.00 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 28,437.50 3,528,437.50
10/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,794.40 95.72 38,890.12
10/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,589.17 948.34 41,537.51
10/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,326.90 143.14 48,470.04
10/15/2024 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
10/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,877.06 1,219.65 74,096.71
10/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,673.42 6,462.52 44,135.94
10/15/2024 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
10/15/2024 Paydown 43815BAC4 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
95,113.41 1,210.54 96,323.95
10/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,409.89 136.30 52,546.19
10/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,480.09 127.51 37,607.60
10/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,511.45 277.32 32,788.77
10/20/2024 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
10/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
67,848.97 1,701.02 69,549.99
Chandler Asset Management Page 61 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,027.30 187.19 51,214.49
10/22/2024 Interest 3135G03U5 5,270,000.00 FNMA Note
0.625% Due 4/22/2025
0.00 16,468.75 16,468.75
10/22/2024 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
10/23/2024 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
10/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
10/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
58,004.89 7,461.12 65,466.01
10/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
10/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
10/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
94,174.61 14,398.23 108,572.84
10/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
10/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
53,608.54 441.60 54,050.14
10/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
10/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
10/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
10/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
10/28/2024 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
10/28/2024 Interest 459058JL8 6,300,000.00 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
0.00 15,750.00 15,750.00
Chandler Asset Management Page 62 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/31/2024 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
10/31/2024 Interest 91282CDG3 3,120,000.00 US Treasury Note
1.125% Due 10/31/2026
0.00 17,550.00 17,550.00
10/31/2024 Interest 91282CJF9 2,000,000.00 US Treasury Note
4.875% Due 10/31/2028
0.00 48,750.00 48,750.00
10/31/2024 Maturity 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
4,000,000.00 45,000.00 4,045,000.00
OCT 2024 11,665,440.10 524,686.84 12,190,126.94
11/01/2024 Interest 06367WB85 2,761,000.00 Bank of Montreal Note
1.85% Due 5/1/2025
0.00 25,539.25 25,539.25
11/07/2024 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
11/08/2024 Maturity 14913Q3B3 2,593,000.00 Caterpillar Finl Service Note
2.15% Due 11/8/2024
2,593,000.00 27,874.75 2,620,874.75
11/10/2024 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
11/10/2024 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
11/12/2024 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
11/15/2024 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
11/15/2024 Interest 26442CAX2 3,280,000.00 Duke Energy Carolinas Callable Note Cont 8/15/2028
3.95% Due 11/15/2028
0.00 64,780.00 64,780.00
11/15/2024 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
11/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,830.70 6,305.24 44,135.94
11/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
72,970.58 1,084.83 74,055.41
Chandler Asset Management Page 63 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,641.25 869.87 41,511.12
11/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,414.70 113.59 52,528.29
11/15/2024 Paydown 43815BAC4 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
95,530.32 1,061.53 96,591.85
11/15/2024 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
11/15/2024 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
11/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,800.87 71.79 38,872.66
11/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,355.50 114.54 48,470.04
11/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,488.83 106.27 37,595.10
11/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,653.95 243.19 32,897.14
11/17/2024 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
11/18/2024 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
11/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
68,059.30 1,490.69 69,549.99
11/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,039.21 149.77 51,188.98
11/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
58,209.36 7,287.10 65,496.46
11/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
11/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
Chandler Asset Management Page 64 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
11/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
11/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
11/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
44,831.66 298.20 45,129.86
11/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
11/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
11/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
94,519.91 14,096.09 108,616.00
11/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
11/30/2024 Interest 91282CFZ9 4,600,000.00 US Treasury Note
3.875% Due 11/30/2027
0.00 89,125.00 89,125.00
11/30/2024 Interest 91282CHE4 7,000,000.00 US Treasury Note
3.625% Due 5/31/2028
0.00 126,875.00 126,875.00
11/30/2024 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
11/30/2024 Interest 91282CET4 2,400,000.00 US Treasury Note
2.625% Due 5/31/2027
0.00 31,500.00 31,500.00
11/30/2024 Interest 91282CJN2 3,400,000.00 US Treasury Note
4.375% Due 11/30/2028
0.00 74,375.00 74,375.00
NOV 2024 3,366,346.14 784,623.08 4,150,969.22
12/01/2024 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 49,307.84 49,307.84
12/06/2024 Maturity 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
1,975,000.00 11,356.25 1,986,356.25
12/08/2024 Interest 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.00 28,756.00 28,756.00
Chandler Asset Management Page 65 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/10/2024 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
12/15/2024 Interest 63743HFE7 940,000.00 National Rural Utilities Note
3.45% Due 6/15/2025
0.00 16,215.00 16,215.00
12/15/2024 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
12/15/2024 Paydown 43815BAC4 1,610,241.01 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
95,949.07 911.86 96,860.93
12/15/2024 Paydown 89238JAC9 675,578.87 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
48,384.11 85.93 48,470.04
12/15/2024 Paydown 44935FAD6 504,075.27 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
38,807.33 47.87 38,855.20
12/15/2024 Paydown 47787JAC2 853,492.06 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
40,693.41 791.30 41,484.71
12/15/2024 Paydown 47789QAC4 786,004.39 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
52,419.51 90.87 52,510.38
12/15/2024 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
12/15/2024 Paydown 448977AD0 1,310,975.16 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
73,064.23 949.83 74,014.06
12/15/2024 Paydown 47800CAC0 1,880,000.00 John Deere Owner Trust 2023-A A3
5.01% Due 11/15/2027
37,988.64 6,147.30 44,135.94
12/15/2024 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
12/16/2024 Paydown 380146AC4 550,408.81 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
32,797.09 208.90 33,005.99
12/16/2024 Paydown 362554AC1 561,939.35 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,497.59 85.02 37,582.61
12/17/2024 Interest 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.00 15,500.00 15,500.00
12/18/2024 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
12/19/2024 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
Chandler Asset Management Page 66 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/20/2024 Maturity 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
4,300,000.00 21,500.00 4,321,500.00
12/20/2024 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
68,270.28 1,279.71 69,549.99
12/21/2024 Paydown 43815GAC3 713,966.06 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
51,051.12 112.34 51,163.46
12/23/2024 Interest 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.00 23,577.59 23,577.59
12/25/2024 Paydown 05602RAD3 1,039,745.37 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
36,037.87 178.28 36,216.15
12/25/2024 Paydown 3137FEBQ2 4,690,000.00 FHLMC K072 A2
3.444% Due 12/25/2027
0.00 13,460.30 13,460.30
12/25/2024 Paydown 3137FGR31 1,997,000.00 FHLMC K078 A2
3.854% Due 6/25/2028
0.00 6,413.70 6,413.70
12/25/2024 Paydown 3137FJEH8 3,148,000.00 FHLMC K081 A2
3.9% Due 8/25/2028
0.00 10,231.00 10,231.00
12/25/2024 Paydown 3137FJKE8 2,500,000.00 FHLMC K082 A2
3.92% Due 9/25/2028
0.00 8,166.67 8,166.67
12/25/2024 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
12/25/2024 Paydown 3137FG6X8 5,320,000.00 FHLMC K077 A2
3.85% Due 5/25/2028
94,866.48 13,792.84 108,659.32
12/25/2024 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
12/25/2024 Paydown 3137F4D41 3,000,000.00 FHLMC K074 A2
3.6% Due 1/25/2028
58,414.54 7,112.48 65,527.02
12/25/2024 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
12/25/2024 Paydown 3137FETN0 6,000,000.00 FHLMC K073 A2
3.35% Due 1/25/2028
0.00 16,750.00 16,750.00
12/30/2024 Interest 3130AWN63 3,000,000.00 FHLB Note
4% Due 6/30/2028
0.00 60,000.00 60,000.00
DEC 2024 7,041,241.27 503,906.72 7,545,147.99
TOTAL 171,028,430.75 11,683,180.59 182,711,611.34
Chandler Asset Management Page 67 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
32,883.51 09/22/2020
0.38%
32,878.68
32,878.68
99.73 7.04%
32,793.86
4.39 0.01%
(84.82)
NR
AAA
0.00 0.04
90LAIF$00 Local Agency Investment Fund State
Pool
35,997,356.57 Various
3.93%
35,997,356.57
35,997,356.57
1.00 3.93%
35,997,356.57
281,903.44
7.23%
0.00 NR
NR
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
49,863.62 12/14/2023
5.00%
49,863.62
49,863.62
1.00 5.00%
49,863.62
0.00 0.01%
0.00 Aaa
AAA
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
313,488.76 Various
5.00%
313,488.76
313,488.76
1.00 5.00%
313,488.76
0.00 0.06%
0.00 Aaa
AAA
0.00 0.00
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
170,395.49 10/20/2020
0.39%
170,356.25
170,356.25
99.37 6.13%
169,316.20
28.78 0.03%
(1,040.05)
NR
AAA
0.08 0.11
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
416,501.92
4.06%
0.00 P-1
A-1+
0.11 0.10
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
484,909.94 02/02/2021
0.27%
484,819.94
484,819.94
98.89 6.00%
479,542.47
56.03 0.10%
(5,277.47)
Aaa
NR
0.13 0.19
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
128,058.95 02/17/2021
0.27%
128,056.61
128,056.61
98.79 6.20%
126,504.06
9.60 0.03%
(1,552.55)
Aaa
NR
0.14 0.20
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
260,003.10 01/11/2022
1.11%
259,964.23
259,964.23
99.43 6.24%
258,527.58
47.67 0.05%
(1,436.65)
NR
AAA
0.15 0.11
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
502,957.57 01/11/2022
1.16%
502,946.45
502,946.45
99.35 5.93%
499,693.88
259.30
0.10%
(3,252.57)
Aaa
AAA
0.16 0.13
36265MAC9 GM Financial Auto Lease Trust 2022-1
A3
1.9% Due 3/20/2025
1,044,024.87 02/15/2022
1.91%
1,044,015.90
1,044,015.90
99.37 5.69%
1,037,426.63
606.11
0.21%
(6,589.27)
Aaa
NR
0.18 0.17
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
354,379.37
4.40%
0.00 P-1
A-1+
0.20 0.20
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
387,530.90 04/20/2021
0.38%
387,490.13
387,490.13
98.59 5.75%
382,047.72
65.45 0.08%
(5,442.41)
NR
AAA
0.21 0.26
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
1,555,407.37 02/23/2022
1.98%
1,555,162.55
1,555,162.55
99.26 5.68%
1,543,860.03
931.52
0.31%
(11,302.52)
NR
AAA
0.26 0.20
912797HF7 US Treasury Bill
5.3% Due 4/11/2024
26,000,000.00 10/31/2023
5.50%
25,379,900.00
25,379,900.00
97.62 5.50%
25,379,900.00
233,494.44
5.10%
0.00 P-1
A-1+
0.28 0.27
Chandler Asset Management Page 68 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
912797FH5 US Treasury Bill
5.228% Due 5/16/2024
26,000,000.00 10/31/2023
5.45%
25,256,214.46
25,256,214.46
97.14 5.45%
25,256,214.46
230,309.23
5.08%
0.00 P-1
A-1+
0.38 0.37
05602RAD3 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
1,039,745.37 05/10/2022
3.23%
1,039,691.30
1,039,691.30
98.59 5.24%
1,025,068.32
556.26
0.20%
(14,622.98)
Aaa
AAA
0.44 0.70
912797FS1 US Treasury Bill
5.096% Due 6/13/2024
31,000,000.00 12/15/2023
5.30%
30,218,896.44
30,218,896.44
97.48 5.30%
30,218,896.44
61,435.11
6.03%
0.00 P-1
A-1+
0.45 0.44
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
98.93 5.29%
5,441,089.51
7,467.02
1.09%
(298,910.89)
Aaa
AA+
0.45 0.44
46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
2.18%
1,565,968.20
1,565,968.20
97.66 5.97%
1,528,405.61
336.99
0.30%
(37,562.59)
A1
A0.480.47
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
504,075.27 11/09/2021
0.75%
503,962.76
503,962.76
97.28 5.70%
490,388.61
165.78
0.10%
(13,574.15)
NR
AAA
0.54 0.55
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
675,578.87 11/09/2021
0.71%
675,564.48
675,564.48
97.03 5.67%
655,520.93
213.18
0.13%
(20,043.55)
NR
AAA
0.58 0.60
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
713,966.06 11/16/2021
0.89%
713,815.54
713,815.54
97.04 5.75%
692,799.82
174.53
0.14%
(21,015.72)
Aaa
NR
0.60 0.61
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
786,004.39 07/13/2021
0.52%
785,934.28
785,934.28
97.29 5.63%
764,717.03
181.65
0.15%
(21,217.25)
Aaa
NR
0.62 0.53
912828D56 US Treasury Note
2.375% Due 8/15/2024
5,000,000.00 12/12/2019
1.75%
5,140,234.38
5,140,234.38
98.37 5.06%
4,918,360.00
44,853.94
0.99%
(221,874.38)
Aaa
AA+
0.62 0.60
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
561,939.35 10/13/2021
0.68%
561,925.01
561,925.01
96.65 5.81%
543,102.02
159.22
0.11%
(18,822.99)
Aaa
AAA
0.63 0.65
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
98.60 4.93%
3,943,848.00
34,500.00
0.79%
(262,912.00)
Aaa
AA+
0.70 0.68
43815BAC4 Honda Auto Receivables Trust 2022-1
A3
1.88% Due 5/15/2026
1,610,241.01 02/15/2022
1.89%
1,609,998.83
1,609,998.83
97.33 5.61%
1,567,281.37
1,345.45
0.31%
(42,717.46)
Aaa
AAA
0.72 0.71
380146AC4 GM Financial Auto Receivables 2022-1
A3
1.26% Due 11/16/2026
550,408.81 01/11/2022
1.27%
550,360.98
550,360.98
97.07 5.49%
534,286.79
288.96
0.11%
(16,074.19)
NR
AAA
0.72 0.69
Chandler Asset Management Page 69 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
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
99.90 4.58%
1,148,876.45
1,307.17
0.23%
(1,072.95)
NR
AAA
0.73 0.62
448977AD0 Hyundai Auto Receivables Trust 2022-A
A3
2.22% Due 10/15/2026
1,310,975.16 03/09/2022
2.23%
1,310,924.69
1,310,924.69
97.72 5.40%
1,281,143.92
1,293.50
0.26%
(29,780.77)
NR
AAA
0.75 0.72
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
98.08 5.03%
3,320,140.02
20,310.00
0.67%
(142,613.43)
Aa2
AA0.750.73
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
97.45 4.96%
3,410,820.00
12,006.94
0.68%
(153,455.00)
Aaa
AA+
0.79 0.77
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
97.84 4.92%
3,913,752.00
15,329.67
0.78%
(176,716.75)
Aaa
AA+
0.84 0.81
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
97.51 5.17%
2,528,413.56
8,207.57
0.51%
(96,070.65)
A2
A
0.86 0.83
47787JAC2 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
853,492.06 03/10/2022
2.34%
853,303.27
853,303.27
97.77 5.39%
834,428.46
880.05
0.17%
(18,874.81)
Aaa
NR
0.88 0.73
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
96.12 5.48%
1,898,381.85
1,577.26
0.38%
(74,583.90)
Aa3
AA0.930.90
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
96.40 4.85%
4,145,174.20
1,313.89
0.83%
(152,030.80)
Aaa
AA+
0.97 0.94
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
96.90 4.78%
4,089,222.20
33,144.58
0.82%
(193,656.00)
Aaa
AA+
1.02 0.98
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
96.50 4.96%
2,605,589.10
18,270.00
0.52%
(90,792.90)
A1
A+
1.04 1.00
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
96.30 5.16%
3,606,581.06
25,190.33
0.72%
(134,374.34)
Aaa
AA+
1.04 1.00
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
96.54 4.72%
6,347,564.18
38,080.21
1.27%
(222,373.07)
Aaa
AA+
1.12 1.08
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
96.05 4.65%
6,723,556.00
26,610.58
1.34%
(384,451.81)
Aaa
AA+
1.16 1.13
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
96.63 4.65%
6,764,023.00
36,346.15
1.35%
(59,062.94)
Aaa
AA+
1.21 1.17
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
97.72 4.72%
2,902,289.94
19,750.50
0.58%
(66,937.86)
A1
A+
1.27 1.22
78016EZ59 Royal Bank of Canada Note
3.375% Due 4/14/2025
1,270,000.00 04/07/2022
3.39%
1,269,530.10
1,269,530.10
97.96 5.02%
1,244,151.69
9,167.81
0.25%
(25,378.41)
A1
A
1.29 1.23
Chandler Asset Management Page 70 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
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
95.08 4.54%
5,010,610.60
6,313.02
1.00%
(248,533.20)
Aaa
AA+
1.31 1.27
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.30%
1,037,330.00
1,037,330.00
95.78 5.45%
957,849.00
3,992.42
0.19%
(79,481.00)
A1
A1.311.26
6174468Q5 Morgan Stanley Callable Note Cont
4/28/2025
2.188% Due 4/28/2026
1,600,000.00 05/18/2022
5.01%
1,511,376.00
1,511,376.00
96.07 5.29%
1,537,048.00
6,126.40
0.31%
25,672.00
A1
A1.331.28
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
95.88 5.09%
2,647,122.56
8,513.08
0.53%
(215,537.46)
A2
A1.331.29
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
2.05%
3,299,268.65
3,299,268.65
97.86 6.00%
3,224,447.46
2,262.57
0.64%
(74,821.19)
A1
A1.331.28
02582JJT8 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
2,765,000.00 05/17/2022
3.42%
2,764,388.38
2,764,388.38
97.95 4.99%
2,708,425.34
4,165.93
0.54%
(55,963.04)
NR
AAA
1.37 1.30
63743HFE7 National Rural Utilities Note
3.45% Due 6/15/2025
940,000.00 04/27/2022
3.46%
939,746.20
939,746.20
97.92 4.95%
920,403.82
1,441.33
0.18%
(19,342.38)
A2
A1.461.40
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
94.36 4.53%
5,850,537.00
1,205.55
1.17%
(346,194.90)
Aaa
AA+
1.46 1.42
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
2.29%
3,007,920.00
3,007,920.00
94.11 5.54%
2,823,393.00
1,319.00
0.56%
(184,527.00)
A1
A1.471.42
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
99.09 4.64%
2,328,530.40
47,000.00
0.47%
(20,670.60)
Aaa
AA+
1.50 1.41
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
93.97 4.43%
5,920,286.40
10,500.00
1.18%
(357,613.20)
Aaa
AA+
1.56 1.52
91282CAB7 US Treasury Note
0.25% Due 7/31/2025
5,975,000.00 03/12/2021
0.72%
5,854,566.41
5,854,566.41
93.65 4.44%
5,595,724.93
6,251.02
1.12%
(258,841.48)
Aaa
AA+
1.58 1.55
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
93.49 4.51%
5,875,953.35
8,249.06
1.17%
(384,485.85)
Aaa
AA+
1.65 1.61
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
93.33 4.43%
5,875,299.76
6,426.14
1.17%
(401,046.29)
Aaa
AA+
1.73 1.68
91282CAM3 US Treasury Note
0.25% Due 9/30/2025
3,200,000.00 03/29/2021
0.74%
3,130,375.00
3,130,375.00
93.13 4.38%
2,980,000.00
2,032.79
0.59%
(150,375.00)
Aaa
AA+
1.75 1.71
Chandler Asset Management Page 71 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
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
93.19 4.42%
5,871,209.40
5,512.51
1.17%
(401,151.45)
Aaa
AAA
1.83 1.78
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
92.89 4.33%
5,573,202.00
2,554.95
1.11%
(349,923.00)
Aaa
AA+
1.84 1.79
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
93.15 4.40%
5,868,141.31
4,725.00
1.17%
(411,753.69)
Aaa
AA+
1.85 1.80
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
92.86 4.30%
3,528,805.40
1,245.90
0.70%
(203,061.79)
Aaa
AA+
1.92 1.87
40139LBC6 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
3,000,000.00 Various
1.12%
2,969,700.00
2,969,700.00
92.52 4.96%
2,775,720.00
1,531.26
0.55%
(193,980.00)
Aa1
AA+
1.95 1.88
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
100.19
4.95%
1,883,559.05
4,186.13
0.38%
3,901.59
Aaa
NR
2.02 1.66
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
92.46 4.73%
1,728,940.29
6,939.78
0.35%
(91,448.61)
Aaa
AA+
2.04 1.97
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
97.06 4.38%
2,911,833.00
1,800.00
0.58%
778.31
NR
NR
2.13 3.64
3137BSRE5 FHLMC K059 A2
3.12% Due 9/25/2026
3,000,000.00 02/18/2022
1.98%
3,128,437.50
3,128,437.50
96.52 4.48%
2,895,570.00
7,800.00
0.58%
(232,867.50)
NR
AAA
2.24 2.48
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
92.71 4.23%
5,924,252.07
11,027.19
1.18%
(436,481.73)
Aaa
AAA
2.30 2.23
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
97.89 4.36%
5,207,934.20
3,413.66
1.04%
(21,190.81)
NR
NR
2.31 3.89
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.93%
2,906,255.64
2,906,255.64
96.24 5.30%
2,887,344.00
20,167.67
0.58%
(18,911.64)
A1
A2.312.17
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
92.38 4.43%
4,494,092.40
6,621.81
0.90%
(349,890.80)
A1
AA
2.36 2.29
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
92.57 4.49%
745,206.21
1,182.90
0.15%
(62,398.84)
A2
A+
2.37 2.29
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
92.34 4.44%
3,070,288.38
1,350.78
0.61%
(253,248.62)
A1
A+
2.47 2.38
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
91.29 4.89%
2,074,088.36
12,496.00
0.42%
(197,281.56)
Aa3
AA+
2.54 2.43
Chandler Asset Management Page 72 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
95.42 4.49%
1,431,252.00
3,316.25
0.29%
(155,173.78)
NR
NR
2.57 2.46
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
101.55
4.59%
3,701,373.57
8,359.20
0.74%
57,383.96
NR
AAA
2.67 2.46
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
91.68 4.08%
1,439,371.29
3,978.91
0.29%
(119,528.32)
Aaa
AA+
2.67 2.58
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
90.96 4.86%
1,559,970.86
6,371.70
0.31%
(153,451.34)
Aa3
AA2.712.59
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
91.88 4.25%
721,262.71
2,381.17
0.14%
(62,253.64)
Aa2
AA
2.72 2.61
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
91.85 4.04%
2,874,833.01
6,959.12
0.57%
(208,339.26)
Aaa
AA+
2.75 2.66
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
92.28 4.04%
2,879,051.76
5,978.57
0.57%
(221,935.74)
Aaa
AA+
2.84 2.73
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
91.31 5.00%
2,269,140.48
22,002.60
0.46%
(213,026.62)
Aa3
AA3.032.85
808513BY0 Charles Schwab Corp Callable Note
Cont 2/3/2027
2.45% Due 3/3/2027
1,300,000.00 03/09/2022
2.73%
1,282,866.00
1,282,866.00
93.09 4.83%
1,210,137.50
10,439.72
0.24%
(72,728.50)
A2
A3.172.97
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
94.42 4.70%
1,793,978.10
16,403.33
0.36%
(90,954.90)
A1
A
3.19 2.97
665859AW4 Northern Trust Company Callable Note
Cont 4/10/2027
4% Due 5/10/2027
1,345,000.00 05/05/2022
4.04%
1,342,821.10
1,342,821.10
98.65 4.44%
1,326,799.46
7,621.67
0.27%
(16,021.64)
A2
A+
3.36 3.09
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
97.93 4.37%
1,336,704.93
6,453.41
0.27%
(28,933.47)
A2
A+
3.37 3.12
22160KAM7 Costco Wholesale Corp Callable Note
Cont 2/18/2027
3% Due 5/18/2027
2,500,000.00 07/15/2022
3.53%
2,441,975.00
2,441,975.00
96.29 4.19%
2,407,217.50
8,958.33
0.48%
(34,757.50)
Aa3
A+
3.38 3.16
3137FBBX3 FHLMC K068 A2
3.244% Due 8/25/2027
2,650,000.00 11/02/2022
4.79%
2,482,408.20
2,482,408.20
96.15 4.39%
2,547,887.55
7,163.83
0.51%
65,479.35
Aaa
NR
3.40 3.31
91282CET4 US Treasury Note
2.625% Due 5/31/2027
2,400,000.00 06/09/2022
3.07%
2,351,156.25
2,351,156.25
95.71 3.98%
2,297,061.60
5,508.20
0.46%
(54,094.65)
Aaa
AA+
3.42 3.21
Chandler Asset Management Page 73 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
89115A2C5 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
1,400,000.00 08/26/2022
4.18%
1,395,310.00
1,395,310.00
98.22 4.67%
1,375,082.80
3,674.38
0.27%
(20,227.20)
A1
A
3.44 3.16
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
97.72 3.95%
6,498,559.55
593.75
1.29%
(191,821.31)
Aaa
AA+
3.50 3.27
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
95.99 3.96%
1,247,898.60
14,960.60
0.25%
(30,062.34)
Aaa
AA+
3.58 3.33
91282CFH9 US Treasury Note
3.125% Due 8/31/2027
3,450,000.00 Various
3.45%
3,399,517.58
3,399,517.58
97.19 3.96%
3,352,968.75
36,431.15
0.68%
(46,548.83)
Aaa
AA+
3.67 3.39
91282CFM8 US Treasury Note
4.125% Due 9/30/2027
2,800,000.00 Various
4.37%
2,770,000.01
2,770,000.01
100.63
3.94%
2,817,718.40
29,348.36
0.57%
47,718.39
Aaa
AA+
3.75 3.41
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
96.17 4.38%
5,770,320.00
3,350.00
1.15%
62,320.31
NR
NR
3.90 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
99.79 3.93%
4,590,298.60
15,584.70
0.92%
(37,787.34)
Aaa
AA+
3.92 3.59
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
96.57 4.38%
4,529,250.25
13,460.30
0.90%
58,177.98
NR
NR
3.99 3.58
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
99.84 3.92%
6,988,513.00
745.19
1.39%
(40,432.31)
Aaa
AA+
4.00 3.67
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
95.88 4.78%
4,314,676.50
75,737.50
0.87%
71,866.50
A3
A4.043.63
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
103.41
4.32%
1,551,105.00
29,750.00
0.31%
18,885.00
A2
A+
4.04 3.56
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
101.65
4.30%
2,490,542.60
52,045.49
0.51%
2,837.10
A2
A
4.06 3.58
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
98.42 3.92%
6,889,533.00
102,527.17
1.39%
61,525.19
Aaa
AA+
4.09 3.71
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
103.07
4.05%
2,154,215.25
31,698.33
0.44%
66,242.55
Aa3
A+
4.11 3.65
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
100.33
3.91%
7,022,967.00
94,615.38
1.42%
73,006.06
Aaa
AA+
4.17 3.76
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
99.55 3.99%
3,484,390.00
39,934.03
0.70%
(64,365.00)
Aaa
AA+
4.21 3.80
Chandler Asset Management Page 74 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
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
97.91 4.36%
1,955,200.79
1,282.74
0.39%
3,523.33
NR
NR
4.28 3.92
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
99.77 4.06%
1,646,157.15
9,350.00
0.33%
(2,926.35)
Aaa
AA+
4.28 3.87
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
99.56 4.16%
1,966,319.88
9,776.25
0.39%
(9,072.37)
A1
A+
4.30 3.89
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
101.27
4.55%
4,050,916.00
8,666.66
0.81%
91,202.30
A3
A
4.38 3.90
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
98.94 3.89%
6,925,898.00
22,185.79
1.38%
41,562.06
Aaa
AA+
4.42 4.03
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
97.96 4.37%
3,083,878.39
10,231.00
0.62%
68,192.76
NR
NR
4.45 4.14
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
100.42
3.90%
3,012,588.00
333.33
0.60%
81,228.00
Aaa
AA+
4.50 4.08
3137FJKE8 FHLMC K082 A2
3.92% Due 9/25/2028
2,500,000.00 11/28/2023
4.75%
2,411,328.13
2,411,328.13
98.05 4.36%
2,451,145.00
8,166.67
0.49%
39,816.87
NR
NR
4.57 4.17
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
101.92
4.73%
3,567,305.00
81,394.44
0.73%
112,630.00
A1
A
4.59 3.96
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
103.15
4.19%
1,722,553.23
32,377.13
0.35%
55,191.83
A1
A+
4.61 4.02
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
102.14
3.87%
1,940,671.40
28,088.94
0.39%
60,710.46
Aaa
AA+
4.67 4.14
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
96.40 4.51%
2,891,973.00
36,500.00
0.58%
86,703.00
A1
A
4.67 4.18
91282CJA0 US Treasury Note
4.625% Due 9/30/2028
5,800,000.00 10/04/2023
4.77%
5,763,296.88
5,763,296.88
103.22
3.88%
5,986,690.40
68,161.89
1.21%
223,393.52
Aaa
AA+
4.75 4.20
91282CJF9 US Treasury Note
4.875% Due 10/31/2028
2,000,000.00 10/27/2023
4.79%
2,007,578.13
2,007,578.13
104.38
3.87%
2,087,656.00
16,607.14
0.42%
80,077.87
Aaa
AA+
4.84 4.26
26442CAX2 Duke Energy Carolinas Callable Note
Cont 8/15/2028
3.95% Due 11/15/2028
3,280,000.00 12/06/2023
4.81%
3,156,836.00
3,156,836.00
98.43 4.31%
3,228,444.96
16,554.89
0.65%
71,608.96
Aa3
A
4.88 4.36
Chandler Asset Management Page 75 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings by Maturity
As of December 31, 2023
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
91282CJN2 US Treasury Note
4.375% Due 11/30/2028
3,400,000.00 12/28/2023
3.83%
3,482,875.00
3,482,875.00
102.33
3.85%
3,479,155.40
13,005.46
0.70%
(3,719.60)
Aaa
AA+
4.92 4.38
TOTAL PORTFOLIO 513,354,307.00 3.36%
508,221,682.75
508,221,682.75 4.71%
498,906,580.51
3,176,450.07
100.00%
(9,315,102.24)
Aa1
AA+
1.78 1.68
TOTAL MARKET VALUE PLUS ACCRUED 502,083,030.58
Chandler Asset Management Page 76 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Issuer Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
$237,945,000.00 $234,067,583.97 $231,897,000.67 $233,793,626.06 46.56% $52,975,000.00 $52,019,397.26 $50,927,421.52 $51,042,412.32 10.17% $35,997,356.57 $35,997,356.57 $35,997,356.57 $36,279,260.01 7.23% $31,775,000.00 $31,843,363.10 $30,105,284.46 $30,170,928.61 6.01% $16,800,000.00 $17,175,325.40 $16,542,699.71 $16,586,313.95 3.30% $6,390,000.00 $6,360,733.80 $5,924,252.07 $5,935,279.26 1.18% $6,300,000.00 $6,272,360.85 $5,871,209.40 $5,876,721.91 1.17% $6,000,000.00 $5,914,175.64 $5,710,737.00 $5,732,223.67 1.14% $5,860,000.00 $5,902,566.85 $5,710,702.07 $5,717,294.05 1.14% $6,025,000.00 $6,019,919.00 $5,675,877.48 $5,695,498.26 1.13% $4,770,000.00 $4,724,205.10 $4,811,456.69 $4,902,018.94 0.98% $4,640,000.00 $4,636,589.20 $4,624,843.17 $4,676,970.80 0.93% $4,865,000.00 $4,843,983.20 $4,494,092.40 $4,500,714.21 0.90% $4,500,000.00 $4,242,810.00 $4,314,676.50 $4,390,414.00 0.87% $4,220,000.00 $4,169,589.90 $4,057,470.69 $4,111,410.47 0.82% $4,000,000.00 $3,959,713.70 $4,050,916.00 $4,059,582.66 0.81% $4,200,000.00 $4,195,589.30 $3,829,111.34 $3,857,485.64 0.77% $3,645,000.00 $3,643,989.61 $3,701,373.57 $3,709,732.77 0.74% $3,670,000.00 $3,705,463.45 $3,633,016.14 $3,670,402.45 0.73% $3,745,000.00 $3,740,955.40 $3,606,581.06 $3,631,771.39 0.72% $3,500,000.00 $3,548,755.00 $3,484,390.00 $3,524,324.03 0.70% $3,519,496.45 $3,518,895.01 $3,482,704.54 $3,487,952.37 0.69% $3,385,000.00 $3,462,753.45 $3,320,140.02 $3,340,450.02 0.67% $3,280,000.00 $3,156,836.00 $3,228,444.96 $3,244,999.85 0.65% $3,300,000.00 $3,280,243.00 $3,169,060.90 $3,189,138.61 0.64% $3,000,000.00 $2,805,270.00 $2,891,973.00 $2,928,473.00 0.58% $3,000,000.00 $2,969,700.00 $2,775,720.00 $2,777,251.26 0.55% $2,765,000.00 $2,764,388.38 $2,708,425.34 $2,712,591.27 0.54% $2,761,000.00 $2,862,660.02 $2,647,122.56 $2,655,635.64 0.53% $2,450,000.00 $2,487,705.50 $2,490,542.60 $2,542,588.09 0.51% Execution Time: 1/9/2024 12:11:45 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
Bank of America Corp
JP Morgan Chase & Co
Toyota Motor Corp
Royal Bank of Canada
Paccar Financial
Amazon.com Inc
Realty Income Corp
Northwestern Mutual Glbl
Prologis Trust
Metlife Inc
JP Morgan ABS
United Health Group Inc
New York Life Global Funding
Tennessee Valley Authority
John Deere ABS
State of California
Duke Energy Field Services
Toronto Dominion Holdings
Public Service El & Gas
Guardian Life Global Funding
American Express ABS
Bank of Montreal Chicago
Deere & Company
Chandler Asset Management Page 77
DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Issuer Report
As of December 31, 2023
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
Caterpillar Inc $2,593,000.00 $2,624,484.21 $2,528,413.56 $2,536,621.13 0.51% Honda ABS $2,485,149.53 $2,484,749.66 $2,419,379.11 $2,420,913.08 0.48% Costco Wholesale Corporation $2,500,000.00 $2,441,975.00 $2,407,217.50 $2,416,175.83 0.48% Hyundai Auto Receivables $2,372,976.82 $2,372,733.83 $2,322,896.45 $2,324,449.96 0.46% MasterCard Inc $2,090,000.00 $2,087,972.70 $2,154,215.25 $2,185,913.58 0.44% Mass Mutual Insurance $2,272,000.00 $2,271,369.92 $2,074,088.36 $2,086,584.36 0.42% Merck & Company $1,975,000.00 $1,975,392.25 $1,966,319.88 $1,976,096.13 0.39% Prudential Financial Inc $1,975,000.00 $1,972,965.75 $1,898,381.85 $1,899,959.11 0.38% Apple Inc $1,650,000.00 $1,649,083.50 $1,646,157.15 $1,655,507.15 0.33% Toyota Lease Owner Trust $1,555,407.37 $1,555,162.55 $1,543,860.03 $1,544,791.55 0.31% Morgan Stanley $1,600,000.00 $1,511,376.00 $1,537,048.00 $1,543,174.40 0.31% Northern Trust Corp $1,345,000.00 $1,342,821.10 $1,326,799.46 $1,334,421.13 0.27% Charles Schwab Corp/The $1,300,000.00 $1,282,866.00 $1,210,137.50 $1,220,577.22 0.24% Verizon Master Trust $1,150,000.00 $1,149,949.40 $1,148,876.45 $1,150,183.62 0.23% Toyota ABS $1,160,488.81 $1,160,384.42 $1,135,063.40 $1,135,332.61 0.23% GM Financial Securitized Term Auto Trust $1,112,348.16 $1,112,285.99 $1,077,388.81 $1,077,836.99 0.21% GM Financial Automobile Leasing Trust $1,044,024.87 $1,044,015.90 $1,037,426.63 $1,038,032.74 0.21% BMW ABS $1,039,745.37 $1,039,691.30 $1,025,068.32 $1,025,624.58 0.20% National Rural Utilities $940,000.00 $939,746.20 $920,403.82 $921,845.15 0.18% Wal-Mart Stores $785,000.00 $783,516.35 $721,262.71 $723,643.88 0.14% Hyundai Auto Lease Securitization $502,957.57 $502,946.45 $499,693.88 $499,953.18 0.10% Federated Govt Obligation Money Market Fund $363,352.38 $363,352.38 $363,352.38 $363,352.38 0.07% BMW Vehicle Lease Trust $260,003.10 $259,964.23 $258,527.58 $258,575.25 0.05% TOTAL $513,354,307.00 $508,221,682.75 $498,906,580.51 $502,083,030.58 100.00% Chandler Asset Management Page 78 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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.
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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 79 Execution Time: 1/9/2024 12:11:45 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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
December 31, 2023
DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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% 10/31/2023 0.050% 0.391% 0.084%11/30/2023 1.608% 0.317% 1.504%12/31/2023 1.462% 0.330% 1.370% DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Corona Supplemental
As of December 31, 2023
City of Corona Consolidated
Account #10003
Investments Par Value Market Value Book Value % of Portfolio Term Days to Maturity YTM ABS $22,612,598.05 $22,360,684.11 $22,609,156.73 4.45%
Agency $71,245,000.00 $68,275,524.51 $71,691,626.40 14.11% 1,559 1,011 3.761 CMO $33,805,000.00 $32,784,271.18 $32,895,214.36 6.47%
Corporate $95,311,000.00 $92,112,789.60 $94,501,544.24 18.59% LAIF $35,997,356.57 $35,997,356.57 $35,997,356.57 7.08% 1 1 0.680 Money Market Fund $363,352.38 $363,352.38 $363,352.38 0.07% Municipal Bonds $3,385,000.00 $3,320,140.02 $3,462,753.45 0.68% Supranational $12,690,000.00 $11,795,461.47 $12,633,094.65 2.49% US Treasury $237,945,000.00 $231,897,000.67 $234,067,583.97 46.06% 1,699 864 4.337 TOTAL PORTFOLIO $513,354,307.00 $498,906,580.51 $508,221,682.75 100.00% 1341 836 1.958 AVERAGE DAILY BALANCE $303,261,387.00
Chandler Asset Management Page 1 Execution Time: 1/9/2024 12:59:56 PM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8
MONTHLY ACCOUNT STATEMENT
City of Corona Pension Stabilization Trust - Account #10952 DECEMBER 1, 2023 THROUGH DECEMBER 31, 2023
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.
CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian
Charles Schwab & Co.
Schwab Prime Broker
(877) 518-5226
DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8
ACCOUNT SUMMARY
Beg. Values
as of 11/30/23
End Values
as of 12/31/23
Market Value 35,510,368 37,759,219
Accrued Interest 0 0
Total Market Value 35,510,368 37,759,219
Income Earned 17,464 251,175
Cont/WD 0
Par 944,645 542,983
Book Value 32,977,566 33,228,741
Cost Value 32,977,566 33,228,741
TOP ISSUERS
iShares Core S&P 500 ETF 31.6%
iShares Core S&P Mid-Cap ETF 17.5%
Vanguard Small-Cap ETF 15.8%
Vanguard Total Bond Market 13.0%
Vanguard Real Estate ETF 7.9%
Vanguard FTSE Developed Markets 7.8%
Vanguard 2.0%
SPDR Barclays Capital High Yiel 1.9%
Total 97.5%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 0.00
Average Coupon 0.00%
Average Purchase YTM 2.32%
Average Market YTM 0.00%
Average S&P/Moody Rating NR/NR
Average Final Maturity 0.00 yrs
Average Life 0.00 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of December 31, 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 6.33% 11.58% 17.16% 17.16% N/A N/A N/A N/A 11.21% Multi Asset Class Index* 4.26% 8.99% 14.39% 14.39% N/A N/A N/A N/A 6.38% *35% S&P 500, 15% MSCI EAFE (Europe, Australasia, Israel and the Far East), 50% ICE BofA US Corporate, Government & Mortgage Index Chandler Asset Management Page 1 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Category Standard Comment
Fixed Income
10%-30% acceptable range (combined Cash & Fixed Income); Excluding Treasury, Agency obligations, Exchange Traded Funds (ETFs), and Mutual Fund holdings, no individual security holding shall exceed 5% of the portfolio at time of purchase; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix; Individually purchased fixed income securities must, at the time of purchase, have a credit rating of at least "Investment Grade" by one of more NRSRO;
Permitted: Fixed-income securities of U.S. and non-U.S. issuers including governments, quasi-government entities, and corporations; Mortgage-backed securities, Asset-backed securities, Money Market Instruments Complies
Global Equities
50%-80% acceptable range; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix;
Permitted: Equity securities of U.S. and non-U.S. issuers Complies
Commodities (not direct investment) 0%-5% acceptable range; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix Complies Real Estate Investment Trusts (REITs) 0%-15% acceptable range; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix; Publicly traded Real Estate Investment Trusts (REITs) Complies Commingled Funds Funds that are consistent with the policy's investment objectives Complies Mutual Funds Mutual Funds that invest in securities permitted by the Investment Policy Complies Exchange Traded Funds (ETFs) ETFs that invest in securities permitted by the Investment Policy Complies Cash 10%-30% acceptable range (combined Cash & Fixed Income); The allocation of Trust assets shall be maintained within the acceptable range and the policy mix Complies
Credit Rating Individually purchased fixed income securities must, at the time of purchase, have a credit rating of at least "Investment Grade" by one of more NRSRO Complies
Max per Security Holding Excluding Treasury, Agency obligations, Exchange Traded Funds (ETFs), and Mutual Fund holdings, no individual security holding shall exceed 5% of the portfolio at time of purchase Complies Statement of Compliance
As of December 31, 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: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8
BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE $32,977,565.84
Acquisition
+ Security Purchases $659,036.78
+ Money Market Fund Purchases $251,175.01
+ Money Market Contributions $0.00
+ Security Contributions $0.00
+ Security Transfers $0.00
Total Acquisitions $910,211.79
Dispositions
- Security Sales $0.00
- Money Market Fund Sales $659,036.78
- 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 $659,036.78
Amortization/Accretion
+/- Net Accretion $0.00
$0.00
Gain/Loss on Dispositions
+/- Realized Gain/Loss $0.00
$0.00
ENDING BOOK VALUE $33,228,740.85
CASH TRANSACTION SUMMARY
BEGINNING BALANCE $670,040.00
Acquisition
Contributions $0.00
Security Sale Proceeds $0.00
Accrued Interest Received $0.00
Interest Received $0.00
Dividend Received $251,175.01
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 $251,175.01
Dispositions
Withdrawals $0.00
Security Purchase $659,036.78
Accrued Interest Paid $0.00
Total Dispositions $659,036.78
ENDING BOOK VALUE $262,178.23
Reconciliation Summary
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
Chandler Asset Management Page 3 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CASH
90CASH$00 Cash Custodial Cash Account 262,178.23 Various
0.00%
262,178.23
262,178.23
1.00 0.00%
262,178.23
0.00 0.69%
0.00 NR / NR
NR
0.00 0.00
Total Cash 262,178.23 N/A
262,178.23
262,178.23 0.00%
262,178.23
0.00 0.69%
0.00 NR / NR
NR
0.00 0.00
EMERGING MARKET EQUITY
922042858 Vanguard FTSE Emerging Markets ETF
Due 12/31/2023
16,720.00 Various
3.69%
643,691.94
643,691.94
41.10 0.00%
687,192.00
0.00 1.82%
43,500.06
NR / NR
NR
0.00 0.00
Total Emerging Market Equity 16,720.00 3.69%
643,691.94
643,691.94 0.00%
687,192.00
0.00 1.82%
43,500.06
NR / NR
NR
0.00 0.00
INTERNATIONAL EQUITY
921943858 Vanguard ETF FTSE Developed Mkts ETF
Due 12/31/2023
61,510.00 Various
3.91%
2,420,843.73
2,420,843.73
47.90 0.00%
2,946,329.00
0.00 7.80%
525,485.27
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%
2,946,329.00
0.00 7.80%
525,485.27
NR / NR
NR
0.00 0.00
INTERNATIONAL REAL ESTATE
922042676 Vanguard Vanguard GLBL Ex-US Real Est
Due 12/31/2023
18,075.00 Various
0.00%
753,183.45
753,183.45
42.59 0.00%
769,814.25
0.00 2.04%
16,630.80
NR / NR
NR
0.00 0.00
Total International Real Estate 18,075.00 N/A
753,183.45
753,183.45 0.00%
769,814.25
0.00 2.04%
16,630.80
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
477.63
N/A
11,940,750.00
0.00 31.62%
2,179,460.95
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
11,940,750.00
0.00 31.62%
2,179,460.95
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 4 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
MID CAP US EQUITY
464287507 ISHARES S&P Midcap ETF
Due 12/31/2023
23,900.00 Various
1.59%
5,704,651.26
5,704,651.26
277.15
0.00%
6,623,885.00
0.00 17.54%
919,233.74
NR / NR
NR
0.00 0.00
Total Mid Cap US Equity 23,900.00 1.59%
5,704,651.26
5,704,651.26 0.00%
6,623,885.00
0.00 17.54%
919,233.74
NR / NR
NR
0.00 0.00
REAL ESTATE
922908553 Vanguard ETF REIT
Due 12/31/2023
33,700.00 Various
3.49%
2,948,012.68
2,948,012.68
88.36 0.00%
2,977,732.00
0.00 7.89%
29,719.32
NR / NR
NR
0.00 0.00
Total Real Estate 33,700.00 3.49%
2,948,012.68
2,948,012.68 0.00%
2,977,732.00
0.00 7.89%
29,719.32
NR / NR
NR
0.00 0.00
SMALL CAP US EQUITY
922908751 Vanguard ETF Small Cap
Due 12/31/2023
27,900.00 Various
1.54%
5,195,403.48
5,195,403.48
213.33
0.00%
5,951,907.00
0.00 15.76%
756,503.52
NR / NR
NR
0.00 0.00
Total Small Cap US Equity 27,900.00 1.54%
5,195,403.48
5,195,403.48 0.00%
5,951,907.00
0.00 15.76%
756,503.52
NR / NR
NR
0.00 0.00
US CORE BONDS
921937835 Vanguard ETF Total Bond Index
Due 12/31/2023
66,600.00 Various
2.36%
4,862,778.58
4,862,778.58
73.55 0.00%
4,898,430.00
0.00 12.97%
35,651.42
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%
4,898,430.00
0.00 12.97%
35,651.42
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 5 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Holdings Report
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
US HIGH YIELD BONDS
78468R622 SPDR Bloomberg High Yield Bond ETF
Due 12/31/2023
7,400.00 Various
5.50%
676,708.45
676,708.45
94.73 0.00%
701,002.00
0.00 1.86%
24,293.55
NR / NR
NR
0.00 0.00
Total US High Yield Bonds 7,400.00 5.50%
676,708.45
676,708.45 0.00%
701,002.00
0.00 1.86%
24,293.55
NR / NR
NR
0.00 0.00
TOTAL PORTFOLIO 542,983.23 2.32%
33,228,740.85
33,228,740.85 0.00%
37,759,219.48
0.00 100.00%
4,530,478.63
NR / NR
NR
0.00 0.00
TOTAL MARKET VALUE PLUS ACCRUED 37,759,219.48
Chandler Asset Management Page 6 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/06/2023 90CASH$00 13,383.74 Cash Custodial Cash Account 1.000 13,383.74 0.00 13,383.74 0.00 Purchase 12/07/2023 90CASH$00 3,808.97 Cash Custodial Cash Account 1.000 3,808.97 0.00 3,808.97 0.00 Purchase 12/15/2023 90CASH$00 249.18 Cash Custodial Cash Account 1.000 249.18 0.00 249.18 0.00 Purchase 12/21/2023 90CASH$00 37,502.65 Cash Custodial Cash Account 1.000 37,502.65 0.00 37,502.65 0.00 Purchase 12/21/2023 90CASH$00 25,104.34 Cash Custodial Cash Account 1.000 25,104.34 0.00 25,104.34 0.00 Purchase 12/21/2023 90CASH$00 14,461.13 Cash Custodial Cash Account 1.000 14,461.13 0.00 14,461.13 0.00 Purchase 12/22/2023 90CASH$00 3,900.15 Cash Custodial Cash Account 1.000 3,900.15 0.00 3,900.15 0.00 Purchase 12/27/2023 90CASH$00 138,742.82 Cash Custodial Cash Account 1.000 138,742.82 0.00 138,742.82 0.00 Purchase 12/28/2023 90CASH$00 14,022.03 Cash Custodial Cash Account 1.000 14,022.03 0.00 14,022.03 0.00 Purchase 12/29/2023 464287507 600.00 ISHARES S&P Midcap ETF 279.709 1.45% 167,825.58 0.00 167,825.58 0.00 Purchase 12/29/2023 922042676 2,300.00 Vanguard Vanguard GLBL Ex-US Real Est
42.287 97,258.95 0.00 97,258.95 0.00
Purchase 12/29/2023 922908553 2,500.00 Vanguard ETF REIT 88.610 3.86% 221,524.25 0.00 221,524.25 0.00 Purchase 12/29/2023 922908751 800.00 Vanguard ETF Small Cap 215.535 1.40% 172,428.00 0.00 172,428.00 0.00 Subtotal 257,375.01 910,211.79 0.00 910,211.79 0.00
TOTAL ACQUISITIONS 257,375.01 910,211.79 0.00 910,211.79 0.00
DISPOSITIONS
Sale 12/29/2023 90CASH$00 659,036.78 Cash Custodial Cash Account 1.000 659,036.78 0.00 659,036.78 0.00 Subtotal 659,036.78 659,036.78 0.00 659,036.78 0.00
TOTAL DISPOSITIONS 659,036.78 659,036.78 0.00 659,036.78 0.00
OTHER TRANSACTIONS
Dividend 12/06/2023 921937835 66,600.00 Vanguard ETF Total Bond Index 0.000 13,383.74 0.00 13,383.74 0.00 Dividend 12/07/2023 78468R622 7,400.00 SPDR Bloomberg High Yield Bond ETF 0.000 3,808.97 0.00 3,808.97 0.00 Dividend 12/15/2023 90CASH$00 687,232.71 Cash Custodial Cash Account 0.000 249.18 0.00 249.18 0.00 Dividend 12/21/2023 921943858 61,510.00 Vanguard ETF FTSE Developed Mkts ETF 0.000 37,502.65 0.00 37,502.65 0.00 Chandler Asset Management Page 7 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Transaction Ledger
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
OTHER TRANSACTIONS
Dividend 12/21/2023 922042676 15,775.00 Vanguard Vanguard GLBL Ex-US Real Est
0.000 25,104.34 0.00 25,104.34 0.00
Dividend 12/21/2023 922042858 16,720.00 Vanguard FTSE Emerging Markets ETF 0.000 14,461.13 0.00 14,461.13 0.00 Dividend 12/22/2023 78468R622 7,400.00 SPDR Bloomberg High Yield Bond ETF 0.000 3,900.15 0.00 3,900.15 0.00 Dividend 12/27/2023 464287200 25,000.00 ISHARES S&P 500 Index ETF 0.000 48,132.50 0.00 48,132.50 0.00 Dividend 12/27/2023 464287507 23,300.00 ISHARES S&P Midcap ETF 0.000 28,095.37 0.00 28,095.37 0.00 Dividend 12/27/2023 922908553 31,200.00 Vanguard ETF REIT 0.000 33,330.96 0.00 33,330.96 0.00 Dividend 12/27/2023 922908751 27,100.00 Vanguard ETF Small Cap 0.000 29,183.99 0.00 29,183.99 0.00 Dividend 12/28/2023 921937835 66,600.00 Vanguard ETF Total Bond Index 0.000 14,022.03 0.00 14,022.03 0.00 Subtotal 1,035,837.71 251,175.01 0.00 251,175.01 0.00
TOTAL OTHER TRANSACTIONS 1,035,837.71 251,175.01 0.00 251,175.01 0.00 Chandler Asset Management Page 8 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
EQUITY
464287200 ISHARES
S&P 500 Index ETF
Various
Various
25,000.00
9,761,289.05
0.00 0.00
9,761,289.05
0.00 48,132.50
0.00 48,132.50
0.00 0.00
0.00 48,132.50
48,132.50
464287507 ISHARES
S&P Midcap ETF
Various
Various
23,900.00
5,536,825.68
167,825.58
0.00 5,704,651.26
0.00 28,095.37
0.00 28,095.37
0.00 0.00
0.00 28,095.37
28,095.37
78468R622 SPDR Bloomberg
High Yield Bond ETF
Various
Various
7,400.00
676,708.45
0.00 0.00
676,708.45
0.00 7,709.12
0.00 7,709.12
0.00 0.00
0.00 7,709.12
7,709.12
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 27,405.77
0.00 27,405.77
0.00 0.00
0.00 27,405.77
27,405.77
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 37,502.65
0.00 37,502.65
0.00 0.00
0.00 37,502.65
37,502.65
922042676 Vanguard
Vanguard GLBL Ex-US Real Est
Various
Various
18,075.00
655,924.50
97,258.95
0.00 753,183.45
0.00 25,104.34
0.00 25,104.34
0.00 0.00
0.00 25,104.34
25,104.34
922042858 Vanguard
FTSE Emerging Markets ETF
Various
Various
16,720.00
643,691.94
0.00 0.00
643,691.94
0.00 14,461.13
0.00 14,461.13
0.00 0.00
0.00 14,461.13
14,461.13
922908553 Vanguard
ETF REIT
Various
Various
33,700.00
2,726,488.43
221,524.25
0.00 2,948,012.68
0.00 33,330.96
0.00 33,330.96
0.00 0.00
0.00 33,330.96
33,330.96
Chandler Asset Management Page 9 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Income Earned
As of December 31, 2023
City of Corona Pension Stabilization Trust
Account #10952
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
922908751 Vanguard
ETF Small Cap
Various
Various
27,900.00
5,022,975.48
172,428.00
0.00 5,195,403.48
0.00 29,183.99
0.00 29,183.99
0.00 0.00
0.00 29,183.99
29,183.99
Total Equity 280,805.00
32,307,525.84
659,036.78
0.00 32,966,562.62
0.00 250,925.83
0.00 250,925.83
0.00 0.00
0.00 250,925.83 250,925.83
CASH & EQUIVALENT
90CASH$00 Cash
Custodial Cash Account
Various
Various
262,178.23
670,040.00
251,175.01
659,036.78
262,178.23
0.00 249.18
0.00 249.18
0.00 0.00
0.00 249.18
249.18
Total Cash & Equivalent 262,178.23
670,040.00
251,175.01
659,036.78
262,178.23
0.00 249.18
0.00 249.18
0.00 0.00
0.00 249.18 249.18
TOTAL PORTFOLIO 542,983.23
32,977,565.84
910,211.79
659,036.78
33,228,740.85
0.00 251,175.01
0.00 251,175.01
0.00 0.00
0.00 251,175.01 251,175.01
Chandler Asset Management Page 10 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 Cash Flow - no data for this time period
Chandler Asset Management Page 11 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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 12 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8 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 13 Execution Time: 1/4/2024 1:13:15 AM DocuSign Envelope ID: 886D60D3-3E5C-4CB6-B86F-511C933DF6A8