4,458,237 4,458,237 4,458,237
State of California LAIF Pool 46,707,596 46,802,697 46,707,596 0.64 4.575% California CLASS 123,809,968 123,843,705 123,809,968 5.260% Investments 240,704,593 241,929,640 243,803,060 2.39 3.524% 2.32 415,680,394 417,034,279 418,778,861
Total Funds with Fiscal Agents 2,849,052
Total Investment Portfolio 419,883,331
1. I hereby certify that the investments are in compliance with the investment policy adopted by the City Council. There are no items of non-compliance for this period.
3. The market value for LAIF is provided by the State Treasurer's Office.
4. The market values for investments held by fiscal agents are provided by each respective trustee or fiscal agent.
5. The value of LAIF incorporates accrued interest receivable provided by the City's investment advisors.
6. The City has the ability to meet its budgeted expenditures for the next six months pending any future action by City Council or any unforeseen catastrophic event. /S/ Launa Jimenez
Chief Financial Officer/City Treasurer
CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
September 2024
Bank Accounts
2. The market values for the investments in the General Portfolio are provided by the City's investment advisors.
Par Value
Average Maturity
(in years)
Average Yield
to Maturity
Average
Duration
(in years)Cost Value Market ValueGeneral Portfolio
CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
Asset Balance (par) Avg YTM (2) Balance Yield Balance Yield Asset Balance (par) Investment
Portfolio (4)
Benchmark 1-5
Gov(5)
Oct 21 288,711,262 0.91% 106,900,067 0.203% 174,923,444 1.38% -0.42% -0.63% Nov 21 294,654,846 0.92% 100,300,067 0.203% 184,906,704 1.35% -0.62% -0.71% Dec 21 294,627,511 0.94% 92,300,067 0.212% 195,311,898 1.32% -0.95% -1.05% Jan 22 294,969,319 0.94% 92,358,252 0.234% 195,595,521 1.30% -1.88% -1.92% Feb 22 324,897,541 0.98% 107,358,252 0.278% 205,732,226 1.34% -2.02% -2.01% Mar 22 325,131,296 0.99% 107,658,252 0.365% 206,012,398 1.35% -3.64% -3.70% Apr 22 324,515,844 1.06% 107,738,556 0.523% 206,412,804 1.36% -4.72% -4.76% May 22 346,565,395 1.12% 115,338,556 0.684% 216,762,042 1.40% -4.39% -4.33% Jun 22 383,476,803 1.19% 162,579,173 0.861% 217,107,439 1.40% -4.79% -4.74% Jul 22 369,199,807 1.28% 141,304,379 1.090% 217,349,391 1.44% -4.38% -4.36% Aug 22 370,452,358 1.41% 146,304,379 1.276% 217,602,629 1.48% -5.38% -5.50% Sep 22 372,470,167 1.54% 151,304,379 1.513% 217,877,998 1.51% -6.67% -6.91% Oct 22 380,053,901 1.69% 149,798,931 1.772% 218,428,420 1.59% -6.48% -6.66% Nov 22 376,300,861 1.80% 145,798,931 2.007% 218,675,380 1.60% -5.30% -5.59% Dec 22 373,294,517 1.93% 150,798,931 2.173% 219,057,237 1.62% -4.99% -5.30% Jan 23 384,155,072 2.10% 148,573,248 2.425% 229,475,983 1.67% -3.15% -3.36% Feb 23 396,819,683 2.18% 153,573,248 2.624% 229,652,364 1.75% -3.61% -4.07% Mar 23 385,367,736 2.41% 139,573,248 2.831% 240,071,115 1.81% -0.25% -0.40% Apr 23 392,130,838 2.50% 133,568,086 2.870% 250,640,411 1.89% 1.11% 0.96% May 23 393,035,454 2.59% 117,568,086 2.993% 260,980,803 1.97% 0.10% -0.20% Jun 23 401,600,214 2.89% 124,116,027 3.167% 272,037,037 2.07% 0.25% -0.24% Jul 23 392,167,170 2.92% 107,575,030 3.296% 272,444,923 2.14% -0.17% -0.65% Aug 23 367,750,075 2.97% 84,575,030 3.434% 273,304,577 2.21% 1.22% 0.86% Sep 23 371,172,113 3.16% 93,575,029 3.534% 273,977,067 2.35% 2.56% 2.30% Oct 23 382,761,429 3.22% 99,466,248 3.670% 274,376,978 2.41% 2.89% 2.60% Nov 23 375,964,757 3.31% 97,466,247 3.843% 274,739,732 3.15% 3.31% 2.99% Dec 23 379,752,092 3.34% 97,466,248 3.929% 275,892,133 3.22% 4.70% 4.48% Jan 24 403,275,278 3.28% 102,929,639 4.012% 276,491,973 3.30% 4.11% 3.73% Feb 24 410,683,320 2.68% 57,128,309 5.440% 73,426,639 4.122% 255,895,778 3.18% 4.52% 4.25% Mar 24 406,671,661 2.48% 97,009,278 5.421% 46,944,639 4.232% 256,449,339 3.18% 3.32% 2.68% Apr 24 413,609,042 2.75% 112,466,448 5.403% 51,606,298 4.272% 240,926,798 3.16% 2.18% 1.48% May 24 423,061,594 3.93% 116,998,580 5.394% 54,171,701 4.332% 241,222,841 3.28% 3.52% 2.92% Jun 24 444,453,315 4.14% 143,599,410 5.401% 54,370,062 4.480% 242,404,341 3.36% 4.72% 4.34% Jul 24 433,779,644 4.02% 128,217,474 5.421% 46,591,572 4.516% 243,076,785 3.45% 5.94% 5.53% Aug 24 420,957,381 4.17% 121,778,896 5.408% 51,775,182 4.579% 243,407,598 3.52% 6.72% 6.32% Sep 24 418,778,861 4.23% 123,809,968 5.260% 46,707,596 4.575% 243,803,060 3.52% 8.03% 7.66% Notes:
PORTFOLIO PERFORMANCE - 36 MONTH TREND
Period
Total General Portfolio (1) Local Agency Investment Fund (LAIF) Chandler Asset Management (CAM) Rate of Return (3)
Weighted Avg
YTM (2)
California CLASS
(1) Total General Portfolio includes all assets that comprise the City's Investment Portfolio which is LAIF, California CLASS, as well as assets managed by Chandler Asset Management. (2) Yield to Maturity (YTM): The rate of return on an investment or security if it were to be held until maturity. This yield does not reflect changes in the market value of a security. (4) The Rate of Return for the investment portfolio reflects the performance of the portfolio during the past twelve months. (5) The portfolio benchmark is the ICE Bank of America-Merrill Lynch 1 to 5 year Government Index. (3) Rate of Return represents the gain or loss on an investment or portfolio of investments over a specified period, expressed as a percentage of increase over the initial investment cost. Gains on investments are considered to be any income received from the security or portfolio plus any realized capital gain. This measure of return recognizes the changes in market values of a security or portfolio of securities.
CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
Trustee Bond Description
Investment
Type Issuer Value Date Maturity Date Market Value
Stated
Rate Yield Price
% of of
Portfolio
Wells Fargo 2014 Partial Refunding of the 2005 Lease Revenue Bonds Money Market WF Government Fund 9/30/2024 10/1/2024 $ 1,534 0.03% 0.03% 1.00 0.05% Wells Fargo 2017 Refunding of the 2007 RDA TABs Money Market WF Government Fund 9/30/2024 10/1/2024 $ 3,833 0.02% 0.02% 1.00 0.13% Wells Fargo 2019 Taxable Lease Revenue Bonds (Electric Utility) Money Market WF Government Fund 9/30/2024 10/1/2024 $ 2,832,946 0.02% 0.02% 1.00 99.43% Wilmington Trust 2020 Taxable Refunding of the 2013 TRIP COPs Money Market Federated Hermes Gov Fund 9/30/2024 10/1/2024 $ 10,497 0.03% 0.03% 1.00 0.37% Wells Fargo 2021 Taxable Refunding Lease Revenue Bonds (Electric Utility) Money Market WF Government Fund 9/30/2024 10/1/2024 $ 242 0.02% 0.02% 1.00 0.01% Total 2,849,052$ 100%
Trustee Bond Description Construction fund Debt Service Reserve &
Other Total
Wells Fargo 2014 Partial Refunding of the 2005 Lease Revenue Bonds $0 $1,534 $0 $1,534 Wells Fargo 2017 Refunding of the 2007 RDA TABs $0 $3,833 $0 $3,833 Wells Fargo 2019 Taxable Lease Revenue Bonds (Electric Utility) $2,503,370 $329,576 $0 $2,832,946 Wilmington Trust 2020 Taxable Refunding of the 2013 TRIP COPs $0 $10,497 $0 $10,497 Wells Fargo 2021 Taxable Refunding Lease Revenue Bonds (Electric Utility) $0 $242 $0 $242 Total $2,503,370 $345,682 $0 $2,849,052
FUNDS WITH FISCAL AGENTS
By Investment Type
By Fund Purpose
CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
10/1/2023
########
260817451 273977067
0 /S/ Launa Jimenez
45230 2014136
PORTFOLIO CHARACTERISTICS
The portfolio invested in LAIF and California CLASS represents the City's immediate cash liquidity needs and is managed by City staff in a manner to fund the day to day operations of the City.
The portfolio managed by Chandler is comprised of idle cash balances related to funds that generally expect to expend cash with the next 12 to 60 months. 10 30
50 70
90 110
130
150
170
190
210
230
250
270
290
310
330
350
370
390
410
430
450
Millions
Portfolio Balances Trend ($)
LAIF
Chandler
CA Class
$
-8.0%
-6.0%
-4.0%
-2.0%
0.0%
2.0%
4.0%
6.0%
8.0%
10.0%
Benchmark Comparison
Ice BAML Government 1-5 Index City Portfolio
0.00%
0.25%
0.50%
0.75%
1.00%
1.25%
1.50%
1.75%
2.00%
2.25%
2.50%
2.75%
3.00%
3.25%
3.50%
3.75%
4.00%
4.25%
4.50%
4.75%
5.00%
5.25%
5.50%
5.75%
Avg Yield to Maturity Trend
LAIF Chandler CA Class
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Portfolio Balances Trend (%)
LAIF
Chandler
CA Class
CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
Account Name Account Number Investment Issuer Value Date Maturity Date Market Value Stated
Rate Yield Price
% of of
Portfolio
Wells Fargo 2014 Partial Refunding of the 2005 Lease Revenue Bonds Revenue fund 83478300 Money Market WF Gov Fund 09/30/24 10/01/24 1,458 0.03% 0.03% 1.000 0.051% Interest fund 83478301 Money Market WF Gov Fund 09/30/24 10/01/24 76 0.03% 0.03% 1.000 0.003% Principal fund 83478302 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% 1,534
Wells Fargo 2017 Refunding of the 2007 RDA TABs
Income fund 49150300 Money Market WF Gov Fund 09/30/24 10/01/24 3,833 0.02% 0.02% 1.000 0.135% Interest fund 49150301 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 1.000 0.000% Reserve fund 49150304 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% 3,833
Wells Fargo 2019 Taxable Lease Revenue Bonds (Electric utility) Revenue fund 83056100 Money Market WF Gov Fund 09/30/24 10/01/24 329,576 0.02% 0.02% 1.000 11.568% Interest fund 83056101 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% Construction fund 83056103 Money Market WF Gov Fund 09/30/24 10/01/24 2,503,370 0.02% 0.02% 1.000 87.867% Reserve Fund 83056105 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% 2,832,946
Wilmington Trust 2020 Taxable Refunding of the 2013 TRIP COPs Revenue fund 143629-000 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 3 0.03% 0.03% 1.000 0.000% Interest fund 143629-001 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 177 0.03% 0.03% 1.000 0.006% Principal fund 143629-002 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 671 0.03% 0.03% 1.000 0.024% Reserve fund 143629-003 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% Admin fund 143629-004 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 889 0.03% 0.03% 1.000 0.031% Surplus fund 143629-005 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% Interest fund 144078-003 Money Market Federated Gov Obl Fund 09/30/24 10/01/24 8,757 0.03% 0.03% 1.000 0.307% 10,497
Wells Fargo 2021 Taxable Refunding Lease Revenue Bonds (Electric Utility) Revenue fund 83056107 Money Market WF Gov Fund 09/30/24 10/01/24 242 0.02% 0.02% 1.000 0.008% Interest fund 83056108 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% Principal fund 83056109 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% Reserve fund 83056111 Money Market WF Gov Fund 09/30/24 10/01/24 - 0.00% 0.00% 0.000 0.000% 242
Totals 2,849,052 100.000%
Type Summary of Bond Proceeds with Fiscal Agents
1 Construction Funds 2,503,370
2 Principal & Interest Accounts 345,682
3 Debt Service Reserve Funds -
4 Custody Accounts -
5 Arbitrage Rebate Accounts -
6 Other Accounts -
Total Fiscal Agent Funds 2,849,052
FUNDS WITH FISCAL AGENTS
Construction Funds
Total Fiscal Agent Funds
Principal & Interest Accounts
Debt Service Reserve Funds
Custody Accounts
Arbitrage Rebate Accounts
Other Accounts
MONTHLY ACCOUNT STATEMENT
City of Moreno Valley | As of September 30, 2024
CHANDLER ASSET MANAGEMENT | chandlerasset.com
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 at the end of the statement.
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian:
US Bank
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Performance Review
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Total Rate of Return 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Since Inception (06/01/10)
City of Moreno Valley 0.91% 3.49% 4.71% 8.03% 5.25% 1.12% 1.63% 1.78% 1.78% Benchmark Return* 0.87% 3.37% 4.21% 7.44% 4.75% 0.76% 1.28% 1.49% 1.47% Secondary Benchmark Return* 0.89% 3.41% 4.34% 7.66% 4.94% 0.84% 1.37% 1.59% 1.61% Average Modified Duration 2.59
Average Coupon 3.03%
Average Purchase YTM 3.29%
Average Market YTM 3.92%
Average Quality AA
Average Final Maturity 2.98
Average Life 2.67
Beg. Values as of
09/01/2024
End Values as of
09/30/2024
Market Value 212,606,017.60 214,465,578.29
Accrued Interest 1,077,724.66 1,165,672.84
Total Market Value 213,683,742.25 215,631,251.13
Income Earned 396,316.38 750,929.15
Cont/WD 0.00 0.00
Par 215,672,638.20 216,067,134.10
Book Value 213,863,461.23 214,320,436.84
Cost Value 213,345,241.65 213,664,422.25
United States 35.19%
FHLMC 16.03%
FNMA 5.79%
Inter-American Development Bank 2.90%
International Finance Corporation 1.67%
American Express Credit Master Trust 1.64%
Realty Income Corporation 1.63%
International Bank for Recon and Dev 1.53%
*Periods over 1 year are annualized.
Benchmark: ICE BofA 1-5 Year Unsubordinated US Treasury & Agency Index Secondary Benchmark: ICE BofA 1-5 Year AAA-A Corp/Govt *See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
AGENCY MORTGAGE SECURITIES (CMOS)
Max % (MV) 20.0 13.0 Compliant
Max Maturity (Years) 5.0 4.3 Compliant
ASSET-BACKED SECURITIES (ABS)
Max % (MV) 20.0 7.9 Compliant
Max % Issuer (MV) 5.0 1.6 Compliant
Max Maturity (Years) 5 4 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
BANKERS' ACCEPTANCES
Max % (MV) 40.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 180 0.0 Compliant
CERTIFICATE OF DEPOSIT PLACEMENT SERVICE (CDARS)
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COLLATERALIZED BANK DEPOSITS
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COLLATERALIZED TIME DEPOSITS (NON-NEGOTIABLE
CD/TD)
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COMMERCIAL PAPER
Max % (MV) 40.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 270 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1) 0.0 0.0 Compliant
CORPORATE MEDIUM TERM NOTES
Max % (MV) 30.0 26.7 Compliant
Max % Issuer (MV) 5.0 1.6 Compliant
Max Maturity (Years) 5 4 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
FDIC INSURED TIME DEPOSITS (NON-NEGOTIABLE CD/
TD)
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
FEDERAL AGENCIES
Max % (MV) 100.0 10.7 Compliant
Max Maturity (Years) 5 3 Compliant
LOCAL AGENCY INVESTMENT FUND (LAIF)
Max % (MV) 100.0 0.0 Compliant
MONEY MARKET MUTUAL FUNDS
Max % (MV) 20.0 0.4 Compliant
Min Rating (AAA by 2) 0.0 0.0 Compliant
MORTGAGE-BACKED SECURITIES (NON-AGENCY)
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
MUNICIPAL SECURITIES (CA, LOCAL AGENCY)
Max % (MV) 100.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
MUNICIPAL SECURITIES (CA, OTHER STATES)
Max % (MV) 100.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
MUTUAL FUNDS
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 10.0 0.0 Compliant
Min Rating (AAA by 2) 0.0 0.0 Compliant
NEGOTIABLE CERTIFICATES OF DEPOSIT (NCD)
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1 if > FDIC Limit) 0.0 0.0 Compliant
REPURCHASE AGREEMENTS
Max Maturity (Years) 1.0 0.0 Compliant
REVERSE REPURCHASE AGREEMENTS
Max % (MV) 20.0 0.0 Compliant
Max Maturity (Days) 92.0 0.0 Compliant
SUPRANATIONAL OBLIGATIONS
Max % (MV) 30.0 6.1 Compliant
Max Maturity (Years) 5 2 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
U.S. TREASURIES
Max % (MV) 100.0 35.2 Compliant
Max Maturity (Years) 5 4 Compliant
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
ABS
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026 167,014.42 11/16/2021
0.89%
166,979.21
167,004.49
98.70 5.24%
164,839.89
40.83 0.08%
(2,164.60)
Aaa/NA
AAA
1.31 0.30
47789QAC4 JDOT 2021-B A3 0.52
03/16/2026 155,899.22 07/13/2021
0.52%
155,885.31
155,895.41
98.83 4.69%
154,072.88
36.03 0.07%
(1,822.54)
Aaa/NA
AAA
1.46 0.28
89238JAC9 TAOT 2021-D A3 0.71
04/15/2026 165,475.72 11/09/2021
0.71%
165,472.19
165,474.64
98.81 4.64%
163,509.55
52.22 0.08%
(1,965.09)
NA/AAA
AAA
1.54 0.30
44935FAD6 HART 2021-C A3 0.74
05/15/2026 103,472.72 11/09/2021
0.75%
103,449.62
103,465.56
99.08 5.23%
102,519.82
34.03 0.05%
(945.74)
NA/AAA
AAA
1.62 0.20
43815BAC4 HAROT 2022-1 A3 1.88
05/15/2026 503,111.60 02/15/2022
1.89%
503,035.93
503,084.88
98.81 4.89%
497,113.86
420.38
0.23%
(5,971.03)
Aaa/AAA
NA
1.62 0.39
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026 331,893.57 05/10/2022
3.23%
331,876.31
331,886.40
99.33 4.75%
329,664.01
177.56
0.15%
(2,222.39)
Aaa/AAA
NA
1.90 0.44
47787JAC2 JDOT 2022 A3 0.36 09/15/2026 358,094.56 03/10/2022
2.34%
358,015.35
358,062.27
98.85 4.69%
353,976.01
369.24
0.17%
(4,086.26)
Aaa/NA
AAA
1.96 0.49
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026 145,092.01 10/13/2021
0.68%
145,088.30
145,090.74
98.52 4.96%
142,948.42
41.11 0.07%
(2,142.32)
Aaa/AAA
NA
1.96 0.34
448977AD0 HART 2022-A A3 2.22
10/15/2026 566,027.35 03/09/2022
2.23%
566,005.56
566,018.50
98.90 4.95%
559,799.07
558.48
0.26%
(6,219.43)
NA/AAA
AAA
2.04 0.40
380146AC4 GMCAR 2022-1 A3 1.26
11/16/2026 167,773.37 01/11/2022
1.27%
167,758.79
167,767.66
98.64 4.79%
165,495.22
88.08 0.08%
(2,272.44)
NA/AAA
AAA
2.13 0.38
362585AC5 GMCAR 2022-2 A3 3.1
02/16/2027 312,861.00 04/05/2022
3.13%
312,795.61
312,831.25
99.15 4.69%
310,214.82
404.11
0.14%
(2,616.43)
Aaa/AAA
NA
2.38 0.54
47800AAC4 JDOT 2022-B A3 3.74
02/16/2027 654,605.14 07/12/2022
3.77%
654,542.63
654,573.68
99.44 4.62%
650,954.54
1,088.10
0.30%
(3,619.15)
Aaa/NA
AAA
2.38 0.66
44934FAD7 HALST 24B A3 5.41 05/17/2027 810,000.00 05/14/2024
5.41%
809,977.48
809,980.21
101.70
4.37%
823,775.83
1,947.60
0.38%
13,795.63
NA/AAA
AAA
2.63 1.54
02582JJT8 AMXCA 2022-2 A 05/17/2027 1,840,000.00 05/17/2022
3.42%
1,839,592.99
1,839,877.91
99.28 4.61%
1,826,753.84
2,772.27
0.85%
(13,124.07)
NA/AAA
AAA
0.62 0.60
47800BAC2 JDOT 2022-C A3 5.09
06/15/2027 1,262,219.46 10/12/2022
5.15%
1,262,121.51
1,262,163.30
100.44
4.58%
1,267,835.70
2,855.42
0.59%
5,672.41
Aaa/NA
AAA
2.71 0.79
36269WAD1 GMALT 2024-2 A3 5.39
07/20/2027 750,000.00 05/07/2024
5.85%
749,956.43
749,961.61
101.83
4.31%
763,724.78
1,235.21
0.36%
13,763.16
NA/AAA
AAA
2.80 1.59
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028 545,000.00 05/17/2024
5.73%
544,936.24
544,942.50
102.19
4.33%
556,949.89
1,288.62
0.26%
12,007.39
Aaa/NA
AAA
3.30 2.06
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
161571HT4 CHAIT 2023-1 A 5.16 09/15/2028 2,200,000.00 09/07/2023
5.17%
2,199,390.16
2,199,517.67
102.17
4.04%
2,247,749.68
5,045.33
1.05%
48,232.01
NR/AAA
AAA
3.96 1.82
437930AC4 HONDO-242-A3 5.27 11/20/2028 710,000.00 05/14/2024
5.27%
709,913.74
709,920.72
102.19
4.16%
725,544.03
1,351.17
0.34%
15,623.31
NA/AAA
AAA
4.14 1.86
096919AD7 BMWOT 2024-A A3 5.18
02/26/2029 930,000.00 06/04/2024
5.24%
929,858.73
929,867.92
102.19
4.05%
950,388.11
802.90
0.44%
20,520.19
Aaa/AAA
NA
4.41 1.84
43813YAC6 HAROT 2024-3 A3 4.57
03/21/2029 1,310,000.00 08/09/2024
4.62%
1,309,794.20
1,309,799.24
100.97
4.15%
1,322,653.55
1,662.97
0.62%
12,854.31
Aaa/NA
AAA
4.47 2.07
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029 1,645,000.00 04/16/2024
5.30%
1,644,662.78
1,644,692.63
102.98
4.03%
1,694,089.60
3,823.71
0.79%
49,396.97
NA/AAA
AAA
4.54 2.33
05522RDJ4 BACCT 2024-1 A 4.93
03/15/2029 1,050,000.00 06/06/2024
4.93%
1,049,941.10
1,049,944.83
102.32
4.03%
1,074,370.82
2,300.67
0.50%
24,425.98
Aaa/AAA
NA
4.45 2.41
Total ABS 16,683,540.13 4.39%
16,681,050.18
16,681,824.03
101.01
4.36%
16,848,943.90
28,396.03
7.86%
167,119.88
Aaa/AAA
AAA
3.10 1.41
AGENCY
3130A4CH3 FEDERAL HOME LOAN BANKS
2.375 03/14/2025 900,000.00 03/19/2020
1.20%
951,993.00
904,685.08
99.04 4.53%
891,368.73
1,009.38
0.42%
(13,316.35)
Aaa/AA+
AA+
0.45 0.44
3135G03U5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.625 04/22/2025 2,830,000.00 04/22/2020
0.67%
2,824,170.20
2,829,351.18
97.98 4.33%
2,772,787.39
7,811.98
1.29%
(56,563.79)
Aaa/AA+
AA+
0.56 0.54
3135G04Z3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 06/17/2025 3,400,000.00 --
0.51%
3,398,324.20
3,399,798.56
97.43 4.20%
3,312,724.65
4,911.11
1.54%
(87,073.91)
Aaa/AA+
AA+
0.71 0.70
3137EAEU9
FEDERAL HOME LOAN
MORTGAGE CORP 0.375
07/21/2025
3,400,000.00 --
0.45%
3,388,108.00
3,398,045.13
97.12 4.04%
3,302,244.36
2,479.17
1.54%
(95,800.77)
Aaa/AA+
AA+
0.80 0.79
3135G05X7 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.375 08/25/2025 3,150,000.00 12/16/2020
0.43%
3,141,904.50
3,148,448.99
96.87 3.95%
3,051,261.64
1,181.25
1.42%
(97,187.35)
Aaa/AA+
AA+
0.90 0.88
3137EAEX3
FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025
3,385,000.00 --
0.44%
3,374,969.55
3,383,001.21
96.53 4.03%
3,267,655.01
282.08
1.52%
(115,346.19)
Aaa/AA+
AA+
0.98 0.96
3135G06G3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 11/07/2025 3,400,000.00 --
0.56%
3,389,186.80
3,397,611.52
96.23 4.04%
3,271,708.82
6,800.00
1.53%
(125,902.70)
Aaa/AA+
AA+
1.10 1.07
3133EPME2
FEDERAL FARM CREDIT
BANKS FUNDING CORP 3.875
06/08/2028
3,200,000.00 06/06/2023
3.97%
3,186,080.00
3,189,744.76
100.81
3.64%
3,225,938.98
38,922.22
1.50%
36,194.21
Aaa/AA+
AA+
3.69 3.37
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
Total Agency 23,665,000.00 1.02%
23,654,736.25
23,650,686.44
97.62 4.05%
23,095,689.58
63,397.19
10.77%
(554,996.85)
Aaa/AA+
AA+
1.23 1.17
AGENCY CMBS
3137BLW95 FHMS K-050 A2 3.334
08/25/2025 588,000.00 02/07/2022
1.79%
616,389.38
594,806.29
98.96 4.47%
581,910.97
1,633.66
0.27%
(12,895.32)
Aaa/AA+
AAA
0.90 0.74
3137BSP72 FHMS K-058 A2 2.653
08/25/2026 950,000.00 11/12/2021
1.36%
1,004,736.33
971,314.67
97.49 3.99%
926,176.57
2,100.29
0.43%
(45,138.11)
Aaa/AA+
AAA
1.90 1.78
3137FAWS3 FHMS K-067 A2 3.194
07/25/2027 675,000.00 09/28/2022
4.37%
640,538.09
655,028.18
97.95 3.93%
661,165.67
1,796.63
0.31%
6,137.49
Aaa/AA+
AA+
2.82 2.60
3137FBU79 FHMS K-069 A2 3.187
09/25/2027 1,250,594.28 09/28/2022
4.37%
1,184,986.93
1,211,619.62
97.89 3.92%
1,224,191.86
3,321.37
0.57%
12,572.24
Aaa/AAA
AA+
2.99 2.70
3137FCLD4 FHMS K-071 A2 3.286
11/25/2027 3,250,000.00 04/13/2023
4.03%
3,146,914.06
3,179,991.09
98.17 3.87%
3,190,535.08
8,899.58
1.49%
10,543.98
Aaa/AA+
AAA
3.15 2.90
3137FEBQ2 FHMS K-072 A2 3.444
12/25/2027 1,115,000.00 05/05/2023
3.98%
1,088,910.74
1,096,897.25
98.60 3.87%
1,099,424.79
3,200.05
0.51%
2,527.54
Aaa/AA+
AAA
3.24 2.94
3137FETN0 FHMS K-073 A2 3.35 01/25/2028 2,005,000.00 05/24/2023
4.27%
1,926,992.97
1,949,785.72
98.31 3.87%
1,971,119.11
5,597.29
0.92%
21,333.39
Aaa/AA+
AAA
3.32 2.99
3137F4D41 FHMS K-074 A2 3.6 01/25/2028 2,200,000.00 07/25/2023
4.73%
2,099,710.93
2,126,425.76
99.01 3.88%
2,178,174.68
6,600.00
1.02%
51,748.92
Aaa/AA+
AAA
3.32 3.01
3137FEZU7 FHMS K-076 A2 3.9 04/25/2028 2,069,000.00 05/05/2023
3.94%
2,062,615.20
2,064,436.37
99.84 3.90%
2,065,784.15
6,724.25
0.96%
1,347.79
Aaa/AA+
AAA
3.57 3.20
3137FJEH8 FHMS K-081 A2 3.9 08/25/2028 6,200,000.00 --
5.01%
5,899,464.85
5,963,008.74
99.74 3.93%
6,184,128.62
20,150.00
2.88%
221,119.88
Aaa/AA+
AAA
3.90 3.53
3137FJKE8 FHMS K-082 A2 3.92 09/25/2028 1,500,000.00 11/28/2023
4.74%
1,446,796.88
1,456,144.20
99.81 3.93%
1,497,217.05
4,900.00
0.70%
41,072.85
Aaa/AA+
AAA
3.99 3.57
3137H4BY5 FHMS K-746 A2 2.031
09/25/2028 1,750,000.00 03/21/2024
4.64%
1,568,164.06
1,589,477.34
93.13 3.91%
1,629,715.33
2,961.88
0.76%
40,237.98
Aaa/AA+
AAA
3.99 3.71
3137FKZZ2 FHMS K-088 A2 3.69 01/25/2029 2,300,000.00 07/29/2024
4.47%
2,226,507.81
2,229,372.91
98.93 3.93%
2,275,482.46
7,072.50
1.06%
46,109.55
Aaa/AA+
AA+
4.32 3.86
3137H5YC5 FHMS K-748 A2 2.26 01/25/2029 2,500,000.00 04/11/2024
4.94%
2,221,191.41
2,248,408.05
93.32 3.97%
2,332,895.00
4,708.33
1.09%
84,486.95
Aaa/AA+
AAA
4.32 3.95
Total Agency
CMBS 28,352,594.28 4.39%
27,133,919.64
27,336,716.20
98.16 3.93%
27,817,921.33
79,665.83
12.97%
481,205.13
Aaa/AA+
AAA
3.56 3.23
CASH
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
CCYUSD Receivable 5,130.07 --
0.00%
5,130.07
5,130.07
1.00 0.00%
5,130.07
0.00 0.00%
0.00 Aaa/AAA
AAA
0.00 0.00
Total Cash 5,130.07 0.00%
5,130.07
5,130.07
1.00 0.00%
5,130.07
0.00 0.00%
0.00 Aaa/AAA
AAA
0.00 0.00
CORPORATE
40139LBC6 GUARDIAN LIFE GLOBAL
FUNDING 0.875 12/10/2025 1,700,000.00 --
1.12%
1,682,830.00
1,695,109.60
96.03 4.33%
1,632,491.66
4,586.46
0.76%
(62,617.95)
Aa1/AA+
NA
1.19 1.16
66815L2A6
NORTHWESTERN MUTUAL
GLOBAL FUNDING 0.8
01/14/2026
1,100,000.00 12/06/2021
1.46%
1,070,817.00
1,090,843.79
95.86 4.14%
1,054,464.69
1,882.22
0.49%
(36,379.10)
Aaa/AA+
AAA
1.29 1.25
78016EZQ3 ROYAL BANK OF CANADA 1.2
04/27/2026 1,000,000.00 07/09/2021
1.13%
1,003,440.00
1,001,127.00
95.69 4.06%
956,927.73
5,133.33
0.45%
(44,199.27)
A1/A
AA-
1.57 1.52
023135BX3 AMAZON.COM INC 1.0
05/12/2026 2,615,000.00 05/10/2021
1.09%
2,603,703.20
2,611,362.26
95.61 3.83%
2,500,241.04
10,096.81
1.17%
(111,121.22)
A1/AA
AA-
1.61 1.57
91324PEC2 UNITEDHEALTH GROUP INC 1.15
05/15/2026 430,000.00 --
1.08%
431,391.30
430,442.55
95.60 3.97%
411,098.46
1,868.11
0.19%
(19,344.09)
A2/A+
A
1.62 1.57
89236TJK2 TOYOTA MOTOR CREDIT CORP
1.125 06/18/2026 1,785,000.00 06/15/2021
1.13%
1,784,214.60
1,784,731.18
95.34 3.96%
1,701,810.63
5,745.47
0.79%
(82,920.55)
A1/A+
A+
1.71 1.66
06051GJD2 BANK OF AMERICA CORP 1.319
06/19/2026 1,800,000.00 --
1.24%
1,805,843.00
1,801,054.48
97.54 5.53%
1,755,659.72
6,726.90
0.82%
(45,394.77)
A1/A-
AA-
1.72 0.70
57629WDE7 MASSMUTUAL GLOBAL
FUNDING II 1.2 07/16/2026 1,250,000.00 08/19/2021
1.15%
1,252,787.50
1,251,018.03
95.03 4.11%
1,187,865.56
3,125.00
0.55%
(63,152.47)
Aa3/AA+
AA+
1.79 1.74
58989V2D5 MET TOWER GLOBAL FUNDING
1.25 09/14/2026 975,000.00 09/07/2021
1.27%
974,103.00
974,649.75
94.65 4.13%
922,854.80
575.52
0.43%
(51,794.95)
Aa3/AA-
AA-
1.96 1.89
931142ER0 WALMART INC 1.05 09/17/2026 445,000.00 09/08/2021
1.09%
444,158.95
444,670.21
94.97 3.74%
422,597.65
181.71
0.20%
(22,072.56)
Aa2/AA
AA
1.96 1.91
59217GER6 METROPOLITAN LIFE GLOBAL
FUNDING I 1.875 01/11/2027 1,575,000.00 01/03/2022
1.90%
1,573,204.50
1,574,181.90
95.34 4.04%
1,501,628.51
6,562.50
0.70%
(72,553.38)
Aa3/AA-
AA-
2.28 2.19
808513BY0 CHARLES SCHWAB CORP 2.45
03/03/2027 1,425,000.00 03/01/2022
2.46%
1,424,601.70
1,424,803.52
96.04 4.19%
1,368,543.48
2,715.42
0.64%
(56,260.04)
A2/A-
A
2.42 2.31
084664CZ2 BERKSHIRE HATHAWAY FINANCE
CORP 2.3 03/15/2027 2,395,000.00 03/07/2022
2.30%
2,394,544.95
2,394,776.96
96.79 3.68%
2,318,136.24
2,448.22
1.08%
(76,640.73)
Aa2/AA
A+
2.45 2.35
06051GHT9 BANK OF AMERICA CORP 3.559
04/23/2027 1,000,000.00 --
4.30%
968,671.24
982,981.60
98.75 4.98%
987,539.93
15,620.06
0.46%
4,558.33
A1/A-
AA-
2.56 1.48
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027 895,000.00 05/05/2022
4.03%
893,550.10
894,244.88
100.16
3.93%
896,456.19
14,021.67
0.42%
2,211.32
A2/A+
A+
2.61 2.34
91324PEG3 UNITEDHEALTH GROUP INC 3.7
05/15/2027 910,000.00 05/17/2022
3.69%
910,425.60
910,219.80
99.53 3.89%
905,722.95
12,719.78
0.42%
(4,496.85)
A2/A+
A
2.62 2.44
89115A2C5 TORONTO-DOMINION BANK
4.108 06/08/2027 2,000,000.00 08/26/2022
4.18%
1,993,300.00
1,996,232.93
99.99 4.11%
1,999,777.88
25,789.11
0.93%
3,544.95
A1/A
NA
2.69 2.49
756109AU8 REALTY INCOME CORP 3.65
01/15/2028 1,500,000.00 04/10/2023
4.87%
1,422,720.00
1,446,628.36
98.18 4.25%
1,472,734.85
11,558.33
0.69%
26,106.48
A3/A-
WR
3.29 3.04
24422EWR6 JOHN DEERE CAPITAL CORP 4.75
01/20/2028 1,650,000.00 01/23/2023
4.40%
1,675,393.50
1,666,817.44
102.40
3.97%
1,689,588.73
15,457.29
0.79%
22,771.29
A1/A
A+
3.31 3.01
037833ET3 APPLE INC 4.0 05/10/2028 1,000,000.00 05/08/2023
4.01%
999,449.70
999,603.31
101.09
3.67%
1,010,936.16
15,666.67
0.47%
11,332.85
Aaa/AA+
NA
3.61 3.21
58933YBH7 MERCK & CO INC 4.05
05/17/2028 1,165,000.00 05/08/2023
4.05%
1,165,218.35
1,165,155.50
100.84
3.80%
1,174,806.52
17,562.38
0.55%
9,651.02
A1/A+
NA
3.63 3.23
91324PDK5 UNITEDHEALTH GROUP INC 3.85
06/15/2028 1,000,000.00 11/02/2023
5.24%
943,820.00
954,835.69
99.62 3.96%
996,211.09
11,336.11
0.46%
41,375.40
A2/A+
A
3.71 3.38
74340XCG4 PROLOGIS LP 4.875 06/15/2028 2,350,000.00 --
4.99%
2,338,786.70
2,341,614.77
102.61
4.11%
2,411,399.72
33,732.29
1.12%
69,784.95
A3/A
NA
3.71 3.26
89115A2U5 TORONTO-DOMINION BANK
5.523 07/17/2028 1,000,000.00 07/12/2023
5.36%
1,006,890.00
1,005,223.13
104.61
4.19%
1,046,115.55
11,352.83
0.49%
40,892.42
A1/A
AA-
3.80 3.38
78016HZS2 ROYAL BANK OF CANADA 5.2
08/01/2028 1,750,000.00 09/12/2023
5.50%
1,727,337.50
1,732,205.55
103.90
4.09%
1,818,303.48
15,166.67
0.85%
86,097.93
A1/A
AA-
3.84 3.43
74456QBX3 PUBLIC SERVICE ELECTRIC AND
GAS CO 3.65 09/01/2028 1,000,000.00 12/14/2023
4.44%
966,790.00
972,353.98
98.46 4.08%
984,556.02
3,041.67
0.46%
12,202.04
A1/A
WR
3.92 3.60
40139LBH5 GUARDIAN LIFE GLOBAL
FUNDING 5.737 10/02/2028 1,000,000.00 11/02/2023
5.63%
1,004,470.00
1,003,646.84
105.81
4.15%
1,058,131.19
28,525.64
0.49%
54,484.35
Aa1/AA+
NA
4.01 3.48
26442CAX2 DUKE ENERGY CAROLINAS LLC
3.95 11/15/2028 2,000,000.00 12/06/2023
4.79%
1,927,120.00
1,939,158.94
99.68 4.03%
1,993,690.28
29,844.44
0.93%
54,531.34
Aa3/A
NA
4.13 3.71
756109BS2 REALTY INCOME CORP 4.7
12/15/2028 1,000,000.00 12/14/2023
4.71%
999,730.00
999,772.63
101.47
4.31%
1,014,674.78
13,838.89
0.47%
14,902.15
A3/A-
NA
4.21 3.67
66815L2Q1
NORTHWESTERN MUTUAL
GLOBAL FUNDING 4.71
01/10/2029
1,500,000.00 --
4.67%
1,502,853.80
1,502,439.87
102.02
4.19%
1,530,364.57
15,896.25
0.71%
27,924.71
Aaa/AA+
AAA
4.28 3.81
57629W5B2 MASSMUTUAL GLOBAL
FUNDING II 4.85 01/17/2029 1,290,000.00 01/09/2024
4.85%
1,289,832.30
1,289,855.98
102.85
4.12%
1,326,789.94
12,860.58
0.62%
36,933.95
Aa3/AA+
AA+
4.30 3.82
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
46647PAM8 JPMORGAN CHASE & CO 3.509
01/23/2029 2,000,000.00 01/18/2024
5.07%
1,888,580.00
1,907,798.23
97.66 4.61%
1,953,232.90
13,256.22
0.91%
45,434.67
A1/A-
AA-
4.31 3.07
64952WFF5 NEW YORK LIFE GLOBAL
FUNDING 4.7 01/29/2029 1,000,000.00 01/22/2024
4.74%
998,190.00
998,433.71
102.39
4.09%
1,023,935.71
8,094.44
0.48%
25,502.00
Aaa/AA+
AAA
4.33 3.86
69371RS80 PACCAR FINANCIAL CORP 4.6
01/31/2029 2,000,000.00 04/09/2024
4.85%
1,978,760.00
1,980,852.55
102.54
3.95%
2,050,831.92
15,588.89
0.96%
69,979.37
A1/A+
NA
4.34 3.88
756109CF9 REALTY INCOME CORP 4.75
02/15/2029 1,000,000.00 05/21/2024
5.18%
982,010.00
983,373.04
101.86
4.28%
1,018,596.86
6,069.44
0.47%
35,223.82
A3/A-
NA
4.38 3.83
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029 1,115,000.00 02/21/2024
4.86%
1,114,609.75
1,114,656.32
103.42
3.99%
1,153,114.29
5,257.53
0.54%
38,457.98
A1/AA-
NA
4.41 3.86
89236TMF9 TOYOTA MOTOR CREDIT CORP
5.05 05/16/2029 1,000,000.00 05/21/2024
5.00%
1,002,080.00
1,001,930.20
103.74
4.15%
1,037,414.97
18,937.50
0.48%
35,484.77
A1/A+
A+
4.62 4.03
64952WFG3 NEW YORK LIFE GLOBAL
FUNDING 5.0 06/06/2029 1,060,000.00 06/03/2024
5.04%
1,057,964.80
1,058,095.20
103.75
4.11%
1,099,715.67
16,930.56
0.51%
41,620.46
Aaa/AA+
AAA
4.68 4.09
437076DC3 HOME DEPOT INC 4.75
06/25/2029 1,600,000.00 06/18/2024
4.82%
1,595,280.00
1,595,533.32
103.07
4.03%
1,649,139.87
20,266.67
0.77%
53,606.55
A2/A
A
4.73 4.10
713448FX1 PEPSICO INC 4.5 07/17/2029 1,900,000.00 07/15/2024
4.53%
1,897,055.00
1,897,177.57
103.07
3.79%
1,958,250.43
17,575.00
0.91%
61,072.85
A1/A+
NA
4.79 4.19
171239AL0 CHUBB INA HOLDINGS LLC 4.65
08/15/2029 1,082,000.00 08/12/2024
4.52%
1,088,113.01
1,087,952.95
102.32
4.12%
1,107,135.93
8,525.26
0.52%
19,182.98
A3/A
A
4.87 4.24
30303M8S4 META PLATFORMS INC 4.3
08/15/2029 1,140,000.00 08/12/2024
4.33%
1,138,230.18
1,138,275.73
101.54
3.95%
1,157,573.90
7,080.67
0.54%
19,298.16
Aa3/AA-
NA
4.87 4.27
Total Corporate 57,402,000.00 3.73%
56,922,871.23
57,045,841.25
99.85 4.11%
57,261,062.43
493,220.50
26.70%
215,221.18
A1/A+
AA-
3.31 2.92
MONEY MARKET
FUND
60934N104 FEDERATED HRMS GV O INST 868,869.62 --
4.83%
868,869.62
868,869.62
1.00 4.83%
868,869.62
0.00 0.41%
0.00 Aaa/
AAAm
AAA
0.00 0.00
Total Money
Market Fund 868,869.62 4.83%
868,869.62
868,869.62
1.00 4.83%
868,869.62
0.00 0.41%
0.00 Aaa/
AAAm
AAA
0.00 0.00
SUPRANATIONAL
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
4581X0DL9
INTER-AMERICAN
DEVELOPMENT BANK 0.875
04/03/2025
3,000,000.00 12/14/2021
1.08%
2,980,230.00
2,996,978.67
98.25 4.42%
2,947,446.90
12,979.17
1.37%
(49,531.77)
Aaa/AAA
AAA
0.51 0.49
459058JL8
INTERNATIONAL BANK FOR
RECONSTRUCTION AND
DEVELOPM 0.5 10/28/2025
3,400,000.00 --
0.60%
3,384,848.15
3,396,543.18
96.30 4.06%
3,274,054.58
7,225.00
1.53%
(122,488.59)
Aaa/AAA
NA
1.08 1.05
4581X0DV7
INTER-AMERICAN
DEVELOPMENT BANK 0.875
04/20/2026
3,435,000.00 04/13/2021
0.97%
3,419,267.70
3,430,123.50
95.52 3.87%
3,281,271.97
13,441.82
1.53%
(148,851.54)
Aaa/AAA
NA
1.55 1.51
45950KCX6 INTERNATIONAL FINANCE CORP
0.75 10/08/2026 3,800,000.00 11/08/2021
1.14%
3,728,332.00
3,770,541.38
94.33 3.69%
3,584,641.04
13,695.83
1.67%
(185,900.33)
Aaa/AAA
NA
2.02 1.96
Total
Supranational 13,635,000.00 0.95%
13,512,677.85
13,594,186.73
96.00 3.99%
13,087,414.49
47,341.82
6.10%
(506,772.23)
Aaa/AAA
AAA
1.33 1.29
US TREASURY
91282CAM3 UNITED STATES TREASURY 0.25
09/30/2025 3,300,000.00 03/29/2021
0.74%
3,228,199.22
3,284,112.17
96.39 3.98%
3,180,890.63
22.66 1.48%
(103,221.54)
Aaa/AA+
AA+
1.00 0.98
91282CAT8 UNITED STATES TREASURY 0.25
10/31/2025 3,400,000.00 02/22/2021
0.54%
3,354,046.88
3,389,391.30
96.13 3.94%
3,268,382.80
3,557.07
1.52%
(121,008.50)
Aaa/AA+
AA+
1.08 1.06
91282CAZ4 UNITED STATES TREASURY 0.375
11/30/2025 2,200,000.00 03/26/2021
0.76%
2,160,554.69
2,190,179.11
96.05 3.88%
2,113,117.18
2,772.54
0.99%
(77,061.93)
Aaa/AA+
AA+
1.17 1.14
91282CCZ2 UNITED STATES TREASURY 0.875
09/30/2026 1,780,000.00 10/18/2021
1.19%
1,753,369.53
1,769,256.44
94.73 3.64%
1,686,132.80
42.79 0.79%
(83,123.64)
Aaa/AA+
AA+
2.00 1.95
91282CDK4 UNITED STATES TREASURY 1.25
11/30/2026 3,500,000.00 12/16/2021
1.17%
3,512,714.84
3,505,552.64
95.09 3.63%
3,328,281.25
14,702.87
1.55%
(177,271.39)
Aaa/AA+
AA+
2.17 2.09
912828Z78 UNITED STATES TREASURY 1.5
01/31/2027 1,150,000.00 02/07/2022
1.77%
1,135,355.47
1,143,136.89
95.31 3.62%
1,096,048.83
2,906.25
0.51%
(47,088.05)
Aaa/AA+
AA+
2.34 2.25
91282CET4 UNITED STATES TREASURY 2.625
05/31/2027 1,800,000.00 06/09/2022
3.07%
1,763,367.19
1,780,392.57
97.56 3.59%
1,756,125.00
15,879.10
0.82%
(24,267.57)
Aaa/AA+
AA+
2.67 2.52
91282CEW7 UNITED STATES TREASURY 3.25
06/30/2027 2,975,000.00 --
3.12%
2,993,090.82
2,985,016.62
99.16 3.57%
2,949,898.44
24,434.61
1.38%
(35,118.18)
Aaa/AA+
AA+
2.75 2.58
91282CFB2 UNITED STATES TREASURY 2.75
07/31/2027 900,000.00 08/22/2022
3.12%
884,742.19
891,258.28
97.77 3.58%
879,925.78
4,169.84
0.41%
(11,332.50)
Aaa/AA+
AA+
2.83 2.68
91282CFH9 UNITED STATES TREASURY 3.125
08/31/2027 3,150,000.00 --
3.41%
3,109,707.03
3,126,345.44
98.76 3.58%
3,110,994.15
8,429.73
1.45%
(15,351.29)
Aaa/AA+
AA+
2.92 2.75
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
91282CFM8 UNITED STATES TREASURY 4.125
09/30/2027 3,900,000.00 10/20/2022
4.45%
3,843,632.81
3,865,760.29
101.61
3.56%
3,962,613.29
441.96
1.85%
96,853.00
Aaa/AA+
AA+
3.00 2.80
91282CFZ9 UNITED STATES TREASURY 3.875
11/30/2027 1,250,000.00 12/05/2022
3.81%
1,253,906.25
1,252,478.97
100.88
3.58%
1,260,937.50
16,278.18
0.59%
8,458.53
Aaa/AA+
AA+
3.17 2.92
91282CGC9 UNITED STATES TREASURY 3.875
12/31/2027 3,350,000.00 --
3.71%
3,375,494.14
3,366,757.94
100.95
3.56%
3,381,929.69
32,805.88
1.58%
15,171.75
Aaa/AA+
AA+
3.25 3.00
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028 5,000,000.00 --
3.84%
4,923,765.63
4,948,531.31
99.77 3.57%
4,988,671.90
29,483.70
2.33%
40,140.59
Aaa/AA+
AA+
3.34 3.10
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 5,000,000.00 --
4.08%
4,981,033.20
4,987,124.16
101.36
3.57%
5,067,968.75
17,127.07
2.36%
80,844.59
Aaa/AA+
AA+
3.42 3.16
91282CHE4 UNITED STATES TREASURY 3.625
05/31/2028 3,000,000.00 06/14/2023
4.00%
2,950,429.69
2,963,295.48
100.16
3.58%
3,004,687.50
36,547.13
1.40%
41,392.02
Aaa/AA+
AA+
3.67 3.36
91282CHQ7 UNITED STATES TREASURY 4.125
07/31/2028 4,000,000.00 08/21/2023
4.46%
3,941,718.75
3,954,828.00
101.94
3.58%
4,077,656.24
27,798.91
1.90%
122,828.24
Aaa/AA+
AA+
3.84 3.50
91282CHX2 UNITED STATES TREASURY 4.375
08/31/2028 1,100,000.00 09/25/2023
4.62%
1,088,398.44
1,090,788.32
102.89
3.58%
1,131,753.91
4,121.20
0.53%
40,965.59
Aaa/AA+
AA+
3.92 3.57
91282CJF9 UNITED STATES TREASURY 4.875
10/31/2028 1,700,000.00 10/27/2023
4.79%
1,706,441.41
1,705,256.78
104.88
3.58%
1,783,007.80
34,681.39
0.83%
77,751.02
Aaa/AA+
AA+
4.08 3.62
91282CJN2 UNITED STATES TREASURY 4.375
11/30/2028 1,400,000.00 12/28/2023
3.83%
1,434,125.00
1,428,867.70
103.06
3.58%
1,442,875.00
20,584.02
0.67%
14,007.30
Aaa/AA+
AA+
4.17 3.74
91282CJR3 UNITED STATES TREASURY 3.75
12/31/2028 4,500,000.00 --
3.99%
4,452,480.47
4,459,340.18
100.67
3.58%
4,530,234.38
42,646.06
2.11%
70,894.20
Aaa/AA+
AA+
4.25 3.86
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029 2,500,000.00 02/16/2024
4.31%
2,465,625.00
2,469,869.53
101.69
3.58%
2,542,187.50
16,847.83
1.19%
72,317.97
Aaa/AA+
AA+
4.34 3.93
91282CKG5 UNITED STATES TREASURY 4.125
03/31/2029 5,000,000.00 --
4.59%
4,897,460.94
4,907,008.45
102.27
3.57%
5,113,476.55
566.62
2.38%
206,468.10
Aaa/AA+
AA+
4.50 4.08
91282CKP5 UNITED STATES TREASURY 4.625
04/30/2029 2,000,000.00 05/03/2024
4.48%
2,012,773.44
2,011,734.72
104.42
3.57%
2,088,437.50
38,709.24
0.97%
76,702.78
Aaa/AA+
AA+
4.58 4.04
91282CKT7 UNITED STATES TREASURY 4.5
05/31/2029 1,600,000.00 06/21/2024
4.26%
1,617,187.50
1,616,243.24
104.00
3.56%
1,664,000.00
24,196.72
0.78%
47,756.76
Aaa/AA+
AA+
4.67 4.13
91282CKX8 UNITED STATES TREASURY 4.25
06/30/2029 2,000,000.00 07/18/2024
4.09%
2,014,140.63
2,013,561.55
102.92
3.57%
2,058,437.50
21,480.98
0.96%
44,875.96
Aaa/AA+
AA+
4.75 4.24
91282CLK5 UNITED STATES TREASURY 3.625
08/31/2029 4,000,000.00 09/11/2024
3.45%
4,031,406.25
4,031,094.44
100.30
3.56%
4,011,875.00
12,417.13
1.87%
(19,219.44)
Aaa/AA+
AA+
4.92 4.45
Total US Treasury 75,455,000.00 3.40%
74,885,167.41
75,137,182.51
100.10
3.62%
75,480,546.87
453,651.46
35.19%
343,364.36
Aaa/AA+
AA+
3.34 3.07
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
Total Portfolio 216,067,134.10 3.29%
213,664,422.25
214,320,436.84
98.93 3.92%
214,465,578.29
1,165,672.84
100.00%
145,141.45
Aa2/AA
AA
2.98 2.59
Total Market
Value + Accrued 215,631,251.13
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 09/03/2024 60934N104 208,987.50 FEDERATED HRMS GV O INST 1.000 5.16% (208,987.50) 0.00 (208,987.50) 0.00
Purchase 09/04/2024 60934N104 6,628.52 FEDERATED HRMS GV O INST 1.000 5.09% (6,628.52) 0.00 (6,628.52) 0.00
Purchase 09/12/2024 60934N104 1,851,245.15 FEDERATED HRMS GV O INST 1.000 5.13% (1,851,245.15) 0.00 (1,851,245.15) 0.00 Purchase 09/13/2024 91282CLK5 4,000,000.00 UNITED STATES TREASURY
3.625 08/31/2029 100.785 3.45% (4,031,406.25) (5,207.18) (4,036,613.43) 0.00 Purchase 09/16/2024 60934N104 235,649.10 FEDERATED HRMS GV O INST 1.000 5.13% (235,649.10) 0.00 (235,649.10) 0.00
Purchase 09/16/2024 60934N104 236,686.32 FEDERATED HRMS GV O INST 1.000 5.13% (236,686.32) 0.00 (236,686.32) 0.00
Purchase 09/17/2024 60934N104 5,198.00 FEDERATED HRMS GV O INST 1.000 5.14% (5,198.00) 0.00 (5,198.00) 0.00
Purchase 09/17/2024 60934N104 2,336.25 FEDERATED HRMS GV O INST 1.000 5.14% (2,336.25) 0.00 (2,336.25) 0.00
Purchase 09/18/2024 60934N104 3,118.08 FEDERATED HRMS GV O INST 1.000 5.14% (3,118.08) 0.00 (3,118.08) 0.00
Purchase 09/20/2024 60934N104 3,368.75 FEDERATED HRMS GV O INST 1.000 4.90% (3,368.75) 0.00
(3,368.75) 0.00
Purchase 09/23/2024 60934N104 6,346.88 FEDERATED HRMS GV O INST 1.000 4.80% (6,346.88) 0.00 (6,346.88) 0.00
Purchase 09/23/2024 60934N104 31,153.87 FEDERATED HRMS GV O INST 1.000 4.80% (31,153.87) 0.00 (31,153.87) 0.00
Purchase 09/25/2024 60934N104 52,952.22 FEDERATED HRMS GV O INST 1.000 4.79% (52,952.22) 0.00 (52,952.22) 0.00
Purchase 09/25/2024 60934N104 70,146.65 FEDERATED HRMS GV O INST 1.000 4.79% (70,146.65) 0.00 (70,146.65) 0.00
Purchase 09/30/2024 60934N104 195,475.00 FEDERATED HRMS GV O INST 1.000 4.80% (195,475.00) 0.00 (195,475.00) 0.00
Total Purchase 6,909,292.29 (6,940,698.54) (5,207.18) (6,945,905.72) 0.00 TOTAL
ACQUISITIONS 6,909,292.29 (6,940,698.54) (5,207.18) (6,945,905.72) 0.00
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
OTHER
Sale 09/12/2024 3130A4CH3 (1,850,000.00) FEDERAL HOME LOAN BANKS 2.375 03/14/2025 98.893 1.20% 1,829,520.50 (21,724.65) 1,851,245.15 (31,225.67) Sale 09/13/2024 60934N104 (4,036,613.43) FEDERATED HRMS GV O INST 1.000 5.13% 4,036,613.43 0.00 4,036,613.43 0.00
Sale 09/27/2024 60934N104 (262.57) FEDERATED HRMS GV O
INST 1.000 4.78% 262.57 0.00 262.57 0.00
Total Sale (5,886,876.00) 5,866,396.50 (21,724.65) 5,888,121.15 (31,225.67)
TOTAL OTHER
TRANSACTIONS (5,886,876.00) 5,866,396.50 (21,724.65) 5,888,121.15 (31,225.67) OTHER
Coupon 09/01/2024 3137BSP72 0.00 FHMS K-058 A2 2.653
08/25/2026 1.34% 2,100.29 0.00 2,100.29 0.00
Coupon 09/01/2024 3137BLW95 0.00 FHMS K-050 A2 3.334
08/25/2025 1.56% 1,633.66 0.00 1,633.66 0.00
Coupon 09/01/2024 3137FEZU7 0.00 FHMS K-076 A2 3.9
04/25/2028 3.92% 6,724.25 0.00 6,724.25 0.00
Coupon 09/01/2024 3137FEBQ2 0.00 FHMS K-072 A2 3.444
12/25/2027 3.95% 3,200.05 0.00 3,200.05 0.00
Coupon 09/01/2024 3137FCLD4 0.00 FHMS K-071 A2 3.286
11/25/2027 3.99% 8,899.58 0.00 8,899.58 0.00
Coupon 09/01/2024 3137FETN0 0.00 FHMS K-073 A2 3.35
01/25/2028 4.24% 5,597.29 0.00 5,597.29 0.00
Coupon 09/01/2024
3137FAWS3 0.00 FHMS K-067 A2 3.194
07/25/2027 4.29% 1,796.63 0.00 1,796.63 0.00
Coupon 09/01/2024 3137FBU79 0.00 FHMS K-069 A2 3.187
09/25/2027 4.31% 3,326.64 0.00 3,326.64 0.00
Coupon 09/01/2024 74456QBX3 0.00
PUBLIC SERVICE ELECTRIC
AND GAS CO 3.65
09/01/2028
4.44% 18,250.00 0.00 18,250.00 0.00
Coupon 09/01/2024 3137FKZZ2 0.00 FHMS K-088 A2 3.69
01/25/2029 4.47% 7,072.50 0.00 7,072.50 0.00
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/01/2024 3137H4BY5 0.00 FHMS K-746 A2 2.031
09/25/2028 4.60% 2,961.88 0.00 2,961.88 0.00
Coupon 09/01/2024 3137F4D41 0.00 FHMS K-074 A2 3.6
01/25/2028 4.69% 6,600.00 0.00 6,600.00 0.00
Coupon 09/01/2024 3137FJKE8 0.00 FHMS K-082 A2 3.92
09/25/2028 4.72% 4,900.00 0.00 4,900.00 0.00
Coupon 09/01/2024 3137H5YC5 0.00 FHMS K-748 A2 2.26
01/25/2029 4.91% 4,708.33 0.00 4,708.33 0.00
Coupon 09/01/2024 3137FJEH8 0.00 FHMS K-081 A2 3.9
08/25/2028 4.97% 20,150.00 0.00 20,150.00 0.00
Coupon 09/03/2024 808513BY0 0.00 CHARLES SCHWAB CORP
2.45 03/03/2027 2.46% 17,456.25 0.00 17,456.25 0.00
Coupon 09/14/2024 3130A4CH3 0.00 FEDERAL HOME LOAN
BANKS 2.375 03/14/2025 1.20% 10,687.50 0.00 10,687.50 0.00 Coupon 09/14/2024 58989V2D5 0.00
MET TOWER GLOBAL
FUNDING 1.25
09/14/2026
1.27% 6,093.75 0.00 6,093.75 0.00
Coupon 09/15/2024 47789QAC4 0.00 JDOT 2021-B A3 0.52
03/16/2026 0.53% 75.59 0.00 75.59 0.00
Coupon 09/15/2024 89238JAC9 0.00 TAOT 2021-D A3 0.71
04/15/2026 0.71% 112.20 0.00 112.20 0.00
Coupon 09/15/2024 44935FAD6 0.00 HART 2021-C A3 0.74
05/15/2026 0.77% 76.82
0.00 76.82 0.00
Coupon 09/15/2024 43815BAC4 0.00 HAROT 2022-1 A3 1.88
05/15/2026 1.90% 877.99 0.00 877.99 0.00
Coupon 09/15/2024 448977AD0 0.00 HART 2022-A A3 2.22
10/15/2026 2.23% 1,162.73 0.00 1,162.73 0.00
Coupon 09/15/2024 084664CZ2 0.00
BERKSHIRE HATHAWAY
FINANCE CORP 2.3
03/15/2027
2.30% 27,542.50 0.00 27,542.50 0.00
Coupon 09/15/2024 47787JAC2 0.00 JDOT 2022 A3 0.36
09/15/2026 2.35% 754.18 0.00 754.18 0.00
Coupon 09/15/2024 02582JJT8 0.00 AMXCA 2022-2 A
05/17/2027 3.42% 5,198.00 0.00 5,198.00 0.00
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/15/2024 47800AAC4 0.00 JDOT 2022-B A3 3.74
02/16/2027 3.78% 2,155.75 0.00 2,155.75 0.00
Coupon 09/15/2024 05522RDJ4 0.00 BACCT 2024-1 A 4.93
03/15/2029 4.98% 4,313.75 0.00 4,313.75 0.00
Coupon 09/15/2024 47800BAC2 0.00 JDOT 2022-C A3 5.09
06/15/2027 5.15% 5,673.22 0.00 5,673.22 0.00
Coupon 09/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.23% 9,460.00 0.00 9,460.00 0.00
Coupon 09/15/2024 02582JKH2 0.00 AMXCA 2024-1 A 5.23
04/16/2029 5.29% 7,169.46 0.00 7,169.46 0.00
Coupon 09/15/2024 58770JAD6 0.00 MBALT 2024-A A3 5.32
01/18/2028 5.39% 2,416.17 0.00 2,416.17 0.00
Coupon 09/15/2024 44934FAD7 0.00 HALST 24B A3 5.41
05/17/2027 5.47% 3,651.75 0.00 3,651.75 0.00
Coupon 09/16/2024 362554AC1 0.00 GMCAR 2021-4 A3 0.68
09/16/2026 0.68% 92.18 0.00 92.18 0.00
Coupon 09/16/2024 380146AC4 0.00 GMCAR 2022-1 A3 1.26
11/16/2026 1.27% 195.68 0.00 195.68 0.00
Coupon 09/16/2024 362585AC5 0.00 GMCAR 2022-2 A3 3.1
02/16/2027 3.14% 872.47 0.00 872.47 0.00
Coupon 09/17/2024 931142ER0 0.00 WALMART INC 1.05
09/17/2026 1.09% 2,336.25 0.00
2,336.25 0.00
Coupon 09/18/2024 437930AC4 0.00 HONDO-242-A3 5.27
11/20/2028 5.33% 3,118.08 0.00 3,118.08 0.00
Coupon 09/20/2024 36269WAD1 0.00 GMALT 2024-2 A3 5.39
07/20/2027 5.45% 3,368.75 0.00 3,368.75 0.00
Coupon 09/21/2024 43815GAC3 0.00 HAROT 2021-4 A3 0.88
01/21/2026 0.90% 141.37 0.00 141.37 0.00
Coupon 09/21/2024 43813YAC6 0.00 HAROT 2024-3 A3 4.57
03/21/2029 4.62% 4,988.92 0.00 4,988.92 0.00
Coupon 09/23/2024 3137EAEX3 0.00
FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025
0.44% 6,346.88 0.00 6,346.88 0.00
Coupon 09/25/2024 05602RAD3 0.00 BMWOT 2022-A A3 3.21
08/25/2026 3.24% 985.31 0.00 985.31 0.00
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/25/2024 096919AD7 0.00 BMWOT 2024-A A3 5.18
02/26/2029 5.24% 4,014.50 0.00 4,014.50 0.00
Coupon 09/30/2024 91282CAM3 0.00 UNITED STATES TREASURY
0.25 09/30/2025 0.74% 4,125.00 0.00 4,125.00 0.00
Coupon 09/30/2024 91282CCZ2 0.00 UNITED STATES TREASURY
0.875 09/30/2026 1.19% 7,787.50 0.00 7,787.50 0.00
Coupon 09/30/2024 91282CFM8 0.00 UNITED STATES TREASURY
4.125 09/30/2027 4.45% 80,437.50 0.00 80,437.50 0.00
Coupon 09/30/2024 91282CKG5 0.00 UNITED STATES TREASURY
4.125 03/31/2029 4.59% 103,125.00 0.00 103,125.00 0.00
Total Coupon 0.00 424,734.10 0.00 424,734.10 0.00
Dividend 09/30/2024 60934N104 0.00 FEDERATED HRMS GV O
INST 5.04% 5,130.07 0.00 5,130.07 0.00
Total Dividend 0.00 5,130.07 0.00 5,130.07 0.00
Principal
Paydown 09/01/2024 3137FBU79 1,982.64 FHMS K-069 A2 3.187 09/25/2027 4.31% 1,982.64 -- 1,982.64 0.00
Principal
Paydown 09/15/2024 47789QAC4 18,533.93 JDOT 2021-B A3 0.52 03/16/2026 0.53% 18,533.93 -- 18,533.93 (0.00)
Principal
Paydown 09/15/2024 89238JAC9 24,156.26 TAOT 2021-D A3 0.71 04/15/2026 0.71% 24,156.26 -- 24,156.26 (0.01)
Principal
Paydown 09/15/2024 44935FAD6 21,102.14
HART 2021-C A3 0.74
05/15/2026 0.77% 21,102.14 -- 21,102.14 (0.00)
Principal
Paydown 09/15/2024 43815BAC4 57,304.47 HAROT 2022-1 A3 1.88 05/15/2026 1.90% 57,304.47 -- 57,304.47 0.00
Principal
Paydown 09/15/2024 448977AD0 62,474.52 HART 2022-A A3 2.22 10/15/2026 2.23% 62,474.52 -- 62,474.52 (0.00)
Principal
Paydown 09/15/2024 47787JAC2 31,997.49 JDOT 2022 A3 0.36 09/15/2026 2.35% 31,997.49 -- 31,997.49 0.00
Principal
Paydown 09/15/2024 47800AAC4 37,080.62 JDOT 2022-B A3 3.74 02/16/2027 3.78% 37,080.62 -- 37,080.62 0.00
Principal
Paydown 09/15/2024 47800BAC2 75,278.42 JDOT 2022-C A3 5.09 06/15/2027 5.15% 75,278.42 -- 75,278.42 (0.00)
Principal
Paydown 09/16/2024 362554AC1 17,567.92 GMCAR 2021-4 A3 0.68 09/16/2026 0.68% 17,567.92 -- 17,567.92 0.00
City of Moreno Valley | As of September 30, 2024
Execution Time: 10/02/2024 02:29:35 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Principal
Paydown 09/16/2024 380146AC4 18,587.47 GMCAR 2022-1 A3 1.26 11/16/2026 1.27% 18,587.47 -- 18,587.47 0.01
Principal
Paydown 09/16/2024 362585AC5 24,868.49 GMCAR 2022-2 A3 3.1 02/16/2027 3.14% 24,868.49 -- 24,868.49 0.00
Principal
Paydown 09/21/2024 43815GAC3 25,761.01 HAROT 2021-4 A3 0.88 01/21/2026 0.90% 25,761.01 -- 25,761.01 0.00
Principal
Paydown 09/25/2024 05602RAD3 36,445.32 BMWOT 2022-A A3 3.21 08/25/2026 3.24% 36,445.32 -- 36,445.32 (0.00)
Total Principal
Paydown 453,140.70 453,140.70 -- 453,140.70 0.01
TOTAL OTHER
TRANSACTIONS 453,140.70 883,004.87 0.00 883,004.87 0.01
MONTHLY ACCOUNT STATEMENT
City of Moreno Valley Limited Strategy | As of September 30, 2024 CHANDLER ASSET MANAGEMENT | chandlerasset.com
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 at the end of the statement.
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian:
US Bank
City of Moreno Valley Limited Strategy | As of September 30, 2024 Execution Time: 10/02/2024 02:30:59 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Average Modified Duration 0.21
Average Coupon 0.04%
Average Purchase YTM 5.35%
Average Market YTM 4.61%
Average Quality AAA
Average Final Maturity 0.22
Average Life 0.22
Beg. Values as of
09/01/2024
End Values as of
09/30/2024
Market Value 27,338,131.29 27,464,062.02
Accrued Interest 0.00 0.00
Total Market Value 27,338,131.29 27,464,062.02
Income Earned 122,877.02 118,950.12
Cont/WD 0.00 0.00
Par 27,734,960.14 27,735,926.19
Book Value 27,306,500.82 27,425,391.45
Cost Value 27,039,205.10 27,040,171.15
United States 99.14%
Federated Hermes, Inc. 0.86%
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch
City of Moreno Valley Limited Strategy | As of September 30, 2024 Execution Time: 10/02/2024 02:30:59 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
AGENCY MORTGAGE SECURITIES (CMOS)
Max % (MV) 20.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
ASSET-BACKED SECURITIES (ABS)
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
BANKERS' ACCEPTANCES
Max % (MV) 40.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 180 0.0 Compliant
CERTIFICATE OF DEPOSIT PLACEMENT SERVICE (CDARS)
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COLLATERALIZED BANK DEPOSITS
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COLLATERALIZED TIME DEPOSITS (NON-NEGOTIABLE
CD/TD)
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COMMERCIAL PAPER
Max % (MV) 40.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 270 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1) 0.0 0.0 Compliant
CORPORATE MEDIUM TERM NOTES
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
City of Moreno Valley Limited Strategy | As of September 30, 2024 Execution Time: 10/02/2024 02:30:59 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
FDIC INSURED TIME DEPOSITS (NON-NEGOTIABLE CD/
TD)
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
FEDERAL AGENCIES
Max % (MV) 100.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
LOCAL AGENCY INVESTMENT FUND (LAIF)
Max % (MV) 100.0 0.0 Compliant
MONEY MARKET MUTUAL FUNDS
Max % (MV) 20.0 0.9 Compliant
Min Rating (AAA by 2) 0.0 0.0 Compliant
MORTGAGE-BACKED SECURITIES (NON-AGENCY)
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
MUNICIPAL SECURITIES (CA, LOCAL AGENCY)
Max % (MV) 100.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
MUNICIPAL SECURITIES (CA, OTHER STATES)
Max % (MV) 100.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
MUTUAL FUNDS
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 10.0 0.0 Compliant
Min Rating (AAA by 2) 0.0 0.0 Compliant
NEGOTIABLE CERTIFICATES OF DEPOSIT (NCD)
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
City of Moreno Valley Limited Strategy | As of September 30, 2024 Execution Time: 10/02/2024 02:30:59 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1 if > FDIC Limit) 0.0 0.0 Compliant
REPURCHASE AGREEMENTS
Max Maturity (Years) 1.0 0.0 Compliant
REVERSE REPURCHASE AGREEMENTS
Max % (MV) 20.0 0.0 Compliant
Max Maturity (Days) 92.0 0.0 Compliant
SUPRANATIONAL OBLIGATIONS
Max % (MV) 30.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
U.S. TREASURIES
Max % (MV) 100.0 99.1 Compliant
Max Maturity (Years) 5 0.0 Compliant
City of Moreno Valley Limited Strategy | As of September 30, 2024 Execution Time: 10/02/2024 02:30:59 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody's/
S&P/
Fitch
Maturity
Duration
CASH
CCYUSD Receivable 966.05 --
0.00%
966.05
966.05
1.00 0.00%
966.05
0.00 0.00%
0.00 Aaa/AAA
AAA
0.00 0.00
Total Cash 966.05 0.00%
966.05
966.05
1.00 0.00%
966.05
0.00 0.00%
0.00 Aaa/AAA
AAA
0.00 0.00
MONEY MARKET
FUND
60934N104 FEDERATED HRMS GV O INST 234,960.14 --
4.83%
234,960.14
234,960.14
1.00 4.83%
234,960.14
0.00 0.86%
0.00 Aaa/
AAAm
AAA
0.00 0.00
Total Money
Market Fund 234,960.14 4.83%
234,960.14
234,960.14
1.00 4.83%
234,960.14
0.00 0.86%
0.00 Aaa/
AAAm
AAA
0.00 0.00
US TREASURY
912797LQ8 UNITED STATES TREASURY
12/19/2024 27,500,000.00 06/24/2024
5.35%
26,804,244.96
27,189,465.26
99.01 4.61%
27,228,135.83
0.00 99.14%
38,670.56
P-1/A-1+
F1+
0.22 0.21
Total US Treasury 27,500,000.00 5.35%
26,804,244.96
27,189,465.26
99.01 4.61%
27,228,135.83
0.00 99.14%
38,670.56
P-1/A-1+
F1+
0.22 0.21
Total Portfolio 27,735,926.19 5.35%
27,040,171.15
27,425,391.45
98.17 4.61%
27,464,062.02
0.00 100.00%
38,670.56
Aaa/AAA
AAA
0.22 0.21
Total Market
Value + Accrued 27,464,062.02
City of Moreno Valley Limited Strategy | As of September 30, 2024 Execution Time: 10/02/2024 02:30:59 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 09/04/2024 60934N104 1,025.54 FEDERATED HRMS GV O INST 1.000 5.09% (1,025.54) 0.00 (1,025.54) 0.00
Total Purchase 1,025.54 (1,025.54) 0.00 (1,025.54) 0.00 TOTAL
ACQUISITIONS 1,025.54 (1,025.54) 0.00 (1,025.54) 0.00
OTHER
Dividend 09/30/2024 60934N104 0.00 FEDERATED HRMS GV O
INST 4.80% 966.05 0.00 966.05 0.00
Total Dividend 0.00 966.05 0.00 966.05 0.00
TOTAL OTHER
TRANSACTIONS 0.00 966.05 0.00 966.05 0.00