MONTHLY ACCOUNT STATEMENT
Murrieta Consolidated | Account # | As of June 30, 2024 CHANDLER ASSET MANAGEMENT | chandlerasset.com
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
| 2
Murrieta Consolidated | Account # | As of June 30, 2024 Execution Time: 07/03/2024 07:44:26 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 1.70
Average Coupon 2.99%
Average Purchase YTM 3.75%
Average Market YTM 4.99%
Average Quality AA+
Average Final Maturity 1.92
Average Life 1.83
Beg. Values as of
06/01/2024
End Values as of
06/30/2024
Market Value 144,157,181.82 144,963,242.63
Accrued Interest 1,009,134.63 987,598.29
Total Market Value 145,166,316.45 145,950,840.92
Income Earned 354,931.13 293,199.48
Cont/WD 0.00 0.00
Par 147,704,597.31 148,209,331.41
Book Value 145,448,438.79 145,765,887.65
Cost Value 145,448,438.79 145,765,887.65
United States 38.98%
Federal Home Loan Banks 11.83%
Farm Credit System 8.76%
FHLMC 6.38%
Toyota Motor Corporation 2.02%
Mitsubishi UFJ Financial Group, Inc. 1.80%
Royal Bank of Canada 1.53%
Coöperatieve Rabobank U.A. 1.38%
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch | 3
Murrieta Consolidated | Account | As of June 30, 2024
Execution Time: 07/03/2024 07:44:26 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 6.4 Compliant
Max % Issuer (MV) 30.0 6.4 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
ASSET-BACKED SECURITIES (ABS)
Max % (MV) 20.0 6.2 Compliant
Max % Issuer (MV) 5.0 1.1 Compliant
Max Maturity (Years) 5 4 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
BANKERS' ACCEPTANCES
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 180 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1) 0.0 0.0 Compliant
CERTIFICATE OF DEPOSIT PLACEMENT SERVICE (CDARS)
Max % (MV) 30.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COLLATERALIZED TIME DEPOSITS (NON-NEGOTIABLE
CD/TD)
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
COMMERCIAL PAPER
Max % (MV) 40.0 3.1 Compliant
Max % Issuer (MV) 5.0 1.8 Compliant
Max Maturity (Days) 270 247 Compliant
Min Rating (A-1 by 1 or A- by 1) 0.0 0.0 Compliant
CORPORATE MEDIUM TERM NOTES
Max % (MV) 30.0 21.7 Compliant
Max % Issuer (MV) 5.0 1.5 Compliant
Max Maturity (Years) 5 3 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant
FDIC INSURED TIME DEPOSITS (NON-NEGOTIABLE CD/
TD)
| 4
Murrieta Consolidated | Account | As of June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Max % (MV) 20.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
FEDERAL AGENCIES
Max % (MV) 100.0 20.7 Compliant
Max % Issuer (MV) 30.0 11.9 Compliant
Max Callables (MV) 20.0 0.0 Compliant
Max Maturity (Years) 5 4 Compliant
LOCAL AGENCY INVESTMENT FUND (LAIF)
Max Concentration (MV) 75.0 0.0 Compliant
MONEY MARKET MUTUAL FUNDS
Max % (MV) 20.0 0.3 Compliant
Max % Issuer (MV) 10.0 0.3 Compliant
Min Rating (AAA by 2) 0.0 0.0 Compliant
MUNICIPAL SECURITIES (CA, LOCAL AGENCY)
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
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 1.4 Compliant
Max % Issuer (MV) 5.0 1.4 Compliant
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 % (MV) 20.0 0.0 Compliant
Max Maturity (Years) 1.0 0.0 Compliant
SUPRANATIONAL OBLIGATIONS
Max % (MV) 30.0 1.4 Compliant
Max % Issuer (MV) 10.0 1.1 Compliant
Max Maturity (Years) 5 4 Compliant
| 5
Murrieta Consolidated | Account June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Min Rating (AA- by 1) 0.0 0.0 Compliant
U.S. TREASURIES
Max % (MV) 100.0 38.9 Compliant
Max Maturity (Years) 5 4 Compliant
| 6
Murrieta Consolidated | Account # | As of June 30, 2024 Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
RECONCILIATION SUMMARY
Accrual Activity Summary
Fair Market Activity Summary
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Book Value 145,448,438.79 143,961,028.08
Maturities/Calls (6,400,000.00) (32,370,000.00)
Principal Paydowns (222,353.39) (1,859,745.42)
Purchases 13,861,455.84 64,574,102.30
Sales (6,924,751.63) (28,533,250.96)
Change in Cash, Payables, Receivables 68,777.72 952.12
Amortization/Accretion 0.00 0.00
Realized Gain (Loss) (65,679.68) (7,198.46)
Ending Book Value 145,765,887.65 145,765,887.65
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Market Value 144,157,181.82 142,893,927.50
Maturities/Calls (6,400,000.00) (32,370,000.00)
Principal Paydowns (222,353.39) (1,859,745.42)
Purchases 13,861,455.84 64,574,102.30
Sales (6,924,751.63) (28,533,250.96)
Change in Cash, Payables, Receivables 68,777.72 952.12
Amortization/Accretion 0.00 0.00
Change in Net Unrealized Gain (Loss) 488,611.95 264,455.56 Realized Gain (Loss) (65,679.68) (7,198.46)
Ending Market Value 144,963,242.63 144,963,242.63
Maturities / Calls
Month to Date (6,400,000.00)
Fiscal Year to Date (32,370,000.00)
Principal Paydowns
Month to Date (222,353.39)
Fiscal Year to Date (1,859,745.42)
Purchases
Month to Date 13,861,455.84
Fiscal Year to Date 64,574,102.30
Sales
Month to Date (6,924,751.63)
Fiscal Year to Date (28,533,250.96)
Interest Received
Month to Date 338,635.96
Fiscal Year to Date 1,904,400.77
Purchased / Sold Interest
Month to Date (23,900.14)
Fiscal Year to Date (91,126.85)
| 7
Murrieta Consolidated | Account # | As of June 30, 2024 Execution Time: 07/03/2024 07:44:26 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
44933LAC7 HART 2021-A A3 0.38
09/15/2025 13,833.86 04/20/2021
0.38%
13,832.41
13,832.41
99.76 4.84%
13,800.77
2.34 0.01%
(31.63)
NA/AAA
AAA
1.21 0.06
47788UAC6 JDOT 2021 A3 0.36 09/15/2025 31,825.53 03/02/2021
0.36%
31,819.41
31,819.41
99.37 4.93%
31,625.33
5.09 0.02%
(194.08)
Aaa/NA
AAA
1.21 0.14
05593AAC3 BMWLT 2023-1 A3 5.16
11/25/2025 136,524.16 02/07/2023
5.16%
136,520.91
136,520.91
99.81 5.69%
136,269.50
117.41
0.09%
(251.41)
Aaa/AAA
NA
1.41 0.42
44934KAC8 HART 2021-B A3 0.38
01/15/2026 159,505.61 07/20/2021
0.38%
159,470.41
159,470.41
99.09 3.83%
158,052.45
26.94 0.11%
(1,417.96)
NA/AAA
AAA
1.54 0.27
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026 131,859.87 11/16/2021
0.89%
131,832.08
131,832.08
97.97 4.64%
129,176.94
32.23 0.09%
(2,655.15)
Aaa/NA
AAA
1.56 0.55
47789QAC4 JDOT 2021-B A3 0.52
03/16/2026 122,032.74 07/13/2021
0.52%
122,021.86
122,021.86
98.07 4.81%
119,682.72
28.20 0.08%
(2,339.14)
Aaa/NA
AAA
1.71 0.45
43815PAC3 HAROT 2022-2 A3 3.73
07/20/2026 325,505.06 08/15/2022
3.73%
325,485.67
325,485.67
98.78 5.26%
321,539.79
438.44
0.22%
(3,945.87)
NA/AAA
AAA
2.05 0.83
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026 217,776.10 05/10/2022
3.21%
217,764.78
217,764.78
98.66 4.97%
214,864.22
116.51
0.15%
(2,900.56)
Aaa/AAA
NA
2.15 0.78
47787JAC2 JDOT 2022 A3 0.36 09/15/2026 227,660.97 03/10/2022
2.33%
227,610.61
227,610.61
98.03 5.46%
223,182.58
234.74
0.15%
(4,428.03)
Aaa/NA
AAA
2.21 0.64
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026 111,816.76 10/13/2021
0.68%
111,813.91
111,813.91
97.67 4.17%
109,214.18
31.68 0.08%
(2,599.73)
Aaa/AAA
NA
2.21 0.69
380146AC4 GMCAR 2022-1 A3 1.26
11/16/2026 115,200.25 01/11/2022
1.26%
115,190.24
115,190.24
97.78 4.27%
112,648.19
60.48 0.08%
(2,542.05)
NA/AAA
AAA
2.38 0.76
379929AD4 GMALT 2023-3 A3 5.38
11/20/2026 280,000.00 08/08/2023
5.38%
279,966.43
279,966.43
99.93 5.51%
279,797.56
460.29
0.19%
(168.87)
NA/AAA
AAA
2.39 1.22
36269FAD8 GMALT 2024-1 A3 5.09
03/22/2027 455,000.00 02/08/2024
5.09%
454,943.13
454,943.13
99.52 5.46%
452,814.64
707.65
0.31%
(2,128.50)
NA/AAA
AAA
2.73 1.65
05611UAD5 BMWLT 2024-1 A3 4.98
03/25/2027 1,000,000.00 06/20/2024
5.19%
994,687.50
994,687.50
99.46 5.39%
994,619.80
830.00
0.69%
(67.70)
Aaa/AAA
NA
2.73 1.60
36265WAD5 GMCAR 2022-3 A3 3.64
04/16/2027 305,892.37 07/06/2022
3.64%
305,890.25
305,890.25
98.64 4.95%
301,726.54
463.94
0.21%
(4,163.71)
Aaa/NA
AAA
2.79 1.03
02582JJT8 AMXCA 2022-2 A 05/17/2027 905,000.00 05/17/2022
3.40%
904,799.81
904,799.81
98.21 5.54%
888,800.50
1,363.53
0.61%
(15,999.31)
NA/AAA
AAA
0.87 0.92
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028 350,000.00 05/17/2024
5.32%
349,959.05
349,959.05
100.29
5.25%
351,002.19
827.56
0.24%
1,043.14
Aaa/NA
AAA
3.55 2.00
| 8
Murrieta Consolidated | Account # | As of June 30, 2024 Execution Time: 07/03/2024 07:44:26 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
437918AC9 HAROT 2024-1 A3 5.21
08/15/2028 1,250,000.00 02/13/2024
5.21%
1,249,945.63
1,249,945.63
100.05
5.26%
1,250,621.50
2,894.44
0.86%
675.87
Aaa/AAA
NA
4.13 2.44
161571HT4 CHAIT 2023-1 A 5.16 09/15/2028 1,320,000.00 09/07/2023
5.17%
1,319,634.10
1,319,634.10
100.26
5.11%
1,323,369.70
3,027.20
0.91%
3,735.60
NR/AAA
AAA
4.21 2.03
47800RAD5 JDOT 2024 A3 4.96 11/15/2028 335,000.00 03/11/2024
4.96%
334,981.24
334,981.24
99.61 5.22%
333,681.67
738.49
0.23%
(1,299.57)
Aaa/NA
AAA
4.38 2.07
096919AD7 BMWOT 2024-A A3 5.18
02/26/2029 600,000.00 06/04/2024
5.18%
599,908.86
599,908.86
100.10
5.21%
600,592.74
1,726.67
0.41%
683.88
Aaa/AAA
NA
4.66 2.10
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029 640,000.00 04/16/2024
5.23%
639,868.80
639,868.80
100.94
4.99%
645,990.66
1,487.64
0.45%
6,121.86
NA/AAA
AAA
4.79 2.53
Total ABS 9,034,433.29 4.45%
9,027,947.09
9,027,947.09
99.55 5.20%
8,993,074.17
15,621.48
6.20%
(34,872.91)
Aaa/AAA
AAA
3.18 1.65
AGENCY
3130AQF40 FEDERAL HOME LOAN BANKS 1.0
12/20/2024 1,400,000.00 12/21/2021
1.03%
1,398,768.00
1,398,768.00
97.97 5.40%
1,371,602.96
427.78
0.95%
(27,165.04)
Aaa/AA+
AA+
0.47 0.46
3133ENKS8
FEDERAL FARM CREDIT
BANKS FUNDING CORP 1.125
01/06/2025
755,000.00 01/06/2022
1.20%
753,301.25
753,301.25
97.88 5.35%
738,957.00
4,128.91
0.51%
(14,344.25)
Aaa/AA+
AA+
0.52 0.50
3133ENPG9 FEDERAL FARM CREDIT BANKS
FUNDING CORP 1.75 02/14/2025 1,200,000.00 02/25/2022
1.82%
1,197,456.00
1,197,456.00
97.81 5.37%
1,173,759.80
7,991.67
0.81%
(23,696.20)
Aaa/AA+
AA+
0.63 0.60
3133EPW68
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.125
01/22/2026
1,400,000.00 01/24/2024
4.40%
1,392,860.00
1,392,860.00
98.83 4.91%
1,383,591.29
25,506.25
0.95%
(9,268.71)
Aaa/AA+
AA+
1.56 1.46
3130B0ZP7 FEDERAL HOME LOAN BANKS
4.875 03/13/2026 1,000,000.00 06/21/2024
4.85%
1,000,450.00
1,000,450.00
99.99 4.88%
999,883.67
9,750.00
0.69%
(566.33)
Aaa/AA+
AA+
1.70 1.60
3133ERDZ1 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.75 05/08/2026 1,000,000.00 05/20/2024
4.87%
997,690.00
997,690.00
99.96 4.77%
999,551.62
6,993.06
0.69%
1,861.62
Aaa/AA+
AA+
1.85 1.75
3130AWLZ1 FEDERAL HOME LOAN BANKS
4.75 06/12/2026 2,000,000.00 08/16/2023
4.78%
1,998,620.00
1,998,620.00
99.83 4.84%
1,996,655.62
5,013.89
1.38%
(1,964.38)
Aaa/AA+
AA+
1.95 1.84
3133EPZY4 FEDERAL FARM CREDIT BANKS
FUNDING CORP 5.0 07/30/2026 2,000,000.00 11/09/2023
4.85%
2,007,480.00
2,007,480.00
100.41
4.79%
2,008,270.32
41,944.44
1.39%
790.32
Aaa/AA+
AA+
2.08 1.92
3133EPSW6 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.5 08/14/2026 2,405,000.00 08/09/2023
4.58%
2,399,468.50
2,399,468.50
99.49 4.76%
2,392,635.65
41,185.63
1.65%
(6,832.85)
Aaa/AA+
AA+
2.12 1.97
3130AWTQ3 FEDERAL HOME LOAN BANKS
4.625 09/11/2026 4,500,000.00 --
4.81%
4,476,030.00
4,476,030.00
99.78 4.73%
4,490,179.20
63,593.75
3.10%
14,149.20
Aaa/AA+
AA+
2.20 2.04
| 9
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
3130AXU63 FEDERAL HOME LOAN BANKS
4.625 11/17/2026 1,750,000.00 11/30/2023
4.53%
1,754,427.50
1,754,427.50
99.90 4.67%
1,748,241.02
9,892.36
1.21%
(6,186.48)
Aaa/AA+
AA+
2.38 2.22
3130AYPN0 FEDERAL HOME LOAN BANKS
4.125 01/15/2027 2,000,000.00 01/30/2024
4.21%
1,995,560.00
1,995,560.00
98.83 4.62%
1,976,576.40
34,833.33
1.36%
(18,983.60)
Aaa/AA+
AA+
2.54 2.34
3133EP6K6 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.5 03/26/2027 1,000,000.00 04/08/2024
4.66%
995,520.00
995,520.00
99.77 4.59%
997,723.94
11,875.00
0.69%
2,203.94
Aaa/AA+
AA+
2.74 2.52
3130B0TY5 FEDERAL HOME LOAN BANKS
4.75 04/09/2027 1,500,000.00 04/10/2024
4.84%
1,496,115.00
1,496,115.00
100.28
4.64%
1,504,256.19
15,833.33
1.04%
8,141.19
Aaa/AA+
AA+
2.77 2.55
3133ERFJ5 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.5 05/20/2027 1,000,000.00 05/20/2024
4.69%
994,830.00
994,830.00
99.71 4.61%
997,089.73
5,125.00
0.69%
2,259.73
Aaa/AA+
AA+
2.89 2.67
3130AVVX7 FEDERAL HOME LOAN BANKS
3.75 06/09/2028 1,120,000.00 06/07/2023
4.00%
1,107,243.20
1,107,243.20
97.77 4.37%
1,095,056.77
2,566.67
0.76%
(12,186.43)
Aaa/AA+
AA+
3.94 3.61
3130AWC24 FEDERAL HOME LOAN BANKS 4.0
06/09/2028 2,000,000.00 07/06/2023
4.49%
1,956,940.00
1,956,940.00
98.67 4.37%
1,973,390.56
4,888.89
1.36%
16,450.56
Aaa/AA+
AA+
3.94 3.60
3133EPWK7 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.5 09/22/2028 2,000,000.00 10/12/2023
4.71%
1,981,460.00
1,981,460.00
100.16
4.46%
2,003,180.90
24,750.00
1.38%
21,720.90
Aaa/AA+
AA+
4.23 3.77
Total Agency 30,030,000.00 4.28%
29,904,219.45
29,904,219.45
99.41 4.75%
29,850,602.65
316,299.95
20.59%
(53,616.81)
Aaa/AA+
AA+
2.35 2.16
AGENCY CMBS
3137BM7C4 FHMS K-051 A2 3.308
09/25/2025 1,223,000.00 06/23/2022
3.30%
1,220,420.23
1,220,420.23
97.68 5.34%
1,194,628.97
3,371.40
0.82%
(25,791.26)
Aaa/AA+
AAA
1.24 1.05
3137BSP72 FHMS K-058 A2 2.653
08/25/2026 2,000,000.00 02/09/2023
4.27%
1,890,546.88
1,890,546.88
95.24 4.99%
1,904,873.20
4,421.67
1.31%
14,326.32
Aaa/AA+
AAA
2.15 2.00
3137BTUM1 FHMS K-061 A2 3.347
11/25/2026 888,148.67 09/22/2022
4.23%
856,265.52
856,265.52
96.14 5.10%
853,821.99
2,477.19
0.59%
(2,443.53)
Aaa/AA+
AAA
2.41 2.13
3137BVZ82 FHMS K-063 A2 3.43 01/25/2027 862,000.00 --
4.03%
839,600.51
839,600.51
96.36 4.98%
830,609.67
2,463.88
0.57%
(8,990.84)
Aaa/AA+
AAA
2.57 2.27
3137F1G44 FHMS K-065 A2 3.243
04/25/2027 1,000,000.00 09/19/2022
4.02%
965,468.75
965,468.75
95.59 4.94%
955,939.70
2,702.50
0.66%
(9,529.05)
Aaa/AA+
AAA
2.82 2.55
3137FBU79 FHMS K-069 A2 3.187
09/25/2027 1,250,000.00 05/18/2023
4.13%
1,200,732.43
1,200,732.43
95.02 4.89%
1,187,701.50
3,319.79
0.82%
(13,030.93)
Aaa/AAA
AA+
3.24 2.89
3137F4X72 FHMS K-075 A2 3.65 02/25/2028 1,165,000.00 09/14/2023
4.83%
1,107,478.13
1,107,478.13
95.92 4.86%
1,117,482.45
3,543.54
0.77%
10,004.32
Aaa/AA+
AAA
3.66 3.31
3137FJEH8 FHMS K-081 A2 3.9 08/25/2028 1,250,000.00 05/28/2024
4.94%
1,197,265.63
1,197,265.63
96.48 4.82%
1,206,023.38
4,062.50
0.83%
8,757.75
Aaa/AA+
AAA
4.15 3.71
| 10
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
CMBS 9,638,148.67 4.23%
9,277,778.08
9,277,778.08
95.99 4.99%
9,251,080.84
26,362.48
6.38%
(26,697.24)
Aaa/AA+
AAA
2.75 2.47
CASH
CCYUSD Receivable 1,037.64 --
0.00%
1,037.64
1,037.64
1.00 0.00%
1,037.64
0.00 0.00%
0.00 Aaa/AAA
AAA
0.00 0.00
CCYUSD Receivable 74,450.40 --
0.00%
74,450.40
74,450.40
1.00 0.00%
74,450.40
0.00 0.05%
0.00 Aaa/AAA
AAA
0.00 0.00
Total Cash 75,488.04 0.00%
75,488.04
75,488.04
1.00 0.00%
75,488.04
0.00 0.05%
0.00 Aaa/AAA
AAA
0.00 0.00
COMMERCIAL
PAPER
89233GNX0 Toyota Motor Credit Corporation
01/31/2025 2,000,000.00 05/21/2024
5.42%
1,925,625.00
1,925,625.00
96.88 5.42%
1,937,684.00
0.00 1.34%
12,059.00
P-1/A-1+
F1
0.59 0.57
62479LQ40 MUFG Bank, Ltd. - New York
Branch 03/04/2025 2,700,000.00 06/07/2024
5.36%
2,594,902.50
2,594,902.50
96.40 5.38%
2,602,694.70
0.00 1.80%
7,792.20
P-1/NR
NA
0.68 0.66
Total Commercial
Paper 4,700,000.00 5.39%
4,520,527.50
4,520,527.50
96.60 5.40%
4,540,378.70
0.00 3.13%
19,851.20
P-1/AAA
A+
0.64 0.62
CORPORATE
79466LAG9 SALESFORCE INC 0.625
07/15/2024 200,000.00 06/29/2021
0.64%
199,898.00
199,898.00
99.81 5.23%
199,615.75
576.39
0.14%
(282.25)
A1/A+
NA
0.04 0.04
91159HHX1 US BANCORP 2.4 07/30/2024 1,000,000.00 11/09/2021
0.80%
1,041,550.00
1,041,550.00
99.72 5.69%
997,223.53
10,066.67
0.69%
(44,326.47)
A3/A
A
0.08 0.08
69371RR40 PACCAR FINANCIAL CORP 0.5
08/09/2024 245,000.00 08/03/2021
0.52%
244,867.70
244,867.70
99.49 5.27%
243,738.78
483.19
0.17%
(1,128.92)
A1/A+
NA
0.11 0.11
78016EYM3 ROYAL BANK OF CANADA 1.6
01/21/2025 1,000,000.00 01/12/2022
1.60%
1,000,000.00
1,000,000.00
97.79 5.67%
977,904.13
7,111.11
0.67%
(22,095.87)
A1/A
AA-
0.56 0.54
06406RBC0 BANK OF NEW YORK MELLON
CORP 3.35 04/25/2025 900,000.00 04/19/2022
3.35%
899,874.00
899,874.00
98.31 5.48%
884,820.33
5,527.50
0.61%
(15,053.67)
A1/A
AA-
0.82 0.79
14913R2V8 CATERPILLAR FINANCIAL
SERVICES CORP 3.4 05/13/2025 480,000.00 05/10/2022
3.44%
479,390.40
479,390.40
98.36 5.35%
472,118.30
2,176.00
0.33%
(7,272.10)
A2/A
A+
0.87 0.84
438516CB0 HONEYWELL INTERNATIONAL
INC 1.35 06/01/2025 1,000,000.00 03/09/2022
2.31%
970,280.00
970,280.00
96.43 5.38%
964,325.37
1,125.00
0.67%
(5,954.63)
A2/A
A
0.92 0.89
| 11
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
89115A2A9 TORONTO-DOMINION BANK
3.766 06/06/2025 1,000,000.00 06/02/2022
3.70%
1,001,830.00
1,001,830.00
98.38 5.57%
983,814.69
2,615.28
0.68%
(18,015.31)
A1/A
NA
0.93 0.90
63743HFE7
NATIONAL RURAL UTILITIES
COOPERATIVE FINANCE CORP
3.45 06/15/2025
1,105,000.00 --
3.61%
1,099,973.65
1,099,973.65
98.06 5.56%
1,083,512.37
1,694.33
0.75%
(16,461.28)
A2/A-
A
0.96 0.92
14913R2Z9 CATERPILLAR FINANCIAL
SERVICES CORP 3.65 08/12/2025 1,375,000.00 08/08/2022
3.69%
1,373,336.25
1,373,336.25
98.21 5.32%
1,350,373.76
19,377.95
0.93%
(22,962.49)
A2/A
A+
1.12 1.06
26442UAA2 DUKE ENERGY PROGRESS LLC
3.25 08/15/2025 1,000,000.00 06/23/2022
3.57%
990,710.00
990,710.00
97.80 5.28%
978,025.53
12,277.78
0.67%
(12,684.47)
Aa3/A
WR
1.13 1.07
437076CR1 HOME DEPOT INC 4.0
09/15/2025 1,000,000.00 09/14/2022
4.13%
996,380.00
996,380.00
98.54 5.25%
985,434.23
11,777.78
0.68%
(10,945.77)
A2/A
A
1.21 1.15
023135CN4 AMAZON.COM INC 4.6
12/01/2025 425,000.00 11/29/2022
4.60%
424,974.50
424,974.50
99.37 5.06%
422,316.34
1,629.17
0.29%
(2,658.16)
A1/AA
AA-
1.42 1.35
857477BR3 STATE STREET CORP 1.746
02/06/2026 335,000.00 02/02/2022
1.75%
335,000.00
335,000.00
97.57 5.84%
326,870.75
2,355.89
0.23%
(8,129.25)
A1/A
AA-
1.61 0.58
037833BY5 APPLE INC 3.25 02/23/2026 1,000,000.00 02/22/2023
4.72%
959,390.00
959,390.00
97.20 5.04%
971,963.72
11,555.56
0.67%
12,573.72
Aaa/AA+
NA
1.65 1.56
57629W6F2 MASSMUTUAL GLOBAL
FUNDING II 4.5 04/10/2026 750,000.00 04/04/2023
4.52%
749,482.50
749,482.50
98.90 5.15%
741,722.26
7,593.75
0.51%
(7,760.24)
Aa3/AA+
AA+
1.78 1.67
00440EAV9 CHUBB INA HOLDINGS LLC 3.35
05/03/2026 1,000,000.00 09/13/2023
5.23%
954,220.00
954,220.00
96.76 5.21%
967,643.77
5,397.22
0.67%
13,423.77
A3/A
A
1.84 1.75
58989V2F0 MET TOWER GLOBAL FUNDING
5.4 06/20/2026 1,000,000.00 06/12/2023
5.38%
1,000,440.00
1,000,440.00
100.23
5.27%
1,002,327.36
1,650.00
0.69%
1,887.36
Aa3/AA-
AA-
1.97 1.85
61747YET8 MORGAN STANLEY 4.679
07/17/2026 1,000,000.00 09/14/2022
4.68%
994,030.00
994,030.00
99.02 6.32%
990,199.56
21,315.44
0.68%
(3,830.44)
A1/A-
A+
2.05 0.99
69371RS56 PACCAR FINANCIAL CORP 5.05
08/10/2026 1,450,000.00 --
4.99%
1,451,925.00
1,451,925.00
99.90 5.10%
1,448,513.81
28,679.79
1.00%
(3,411.19)
A1/A+
NA
2.11 1.94
06428CAA2 BANK OF AMERICA NA 5.526
08/18/2026 1,000,000.00 09/13/2023
5.57%
998,810.00
998,810.00
100.71
5.17%
1,007,100.28
20,415.50
0.69%
8,290.28
Aa1/A+
AA
2.13 1.88
713448FW3 PEPSICO INC 5.125 11/10/2026 510,000.00 11/08/2023
5.13%
509,862.30
509,862.30
100.44
4.92%
512,240.90
3,702.81
0.35%
2,378.60
A1/A+
NA
2.36 2.11
48125LRU8 JPMORGAN CHASE BANK NA
5.11 12/08/2026 1,575,000.00 --
5.08%
1,576,460.00
1,576,460.00
99.98 5.12%
1,574,747.80
5,141.94
1.09%
(1,712.20)
Aa2/A+
AA
2.44 2.26
24422EXF1 JOHN DEERE CAPITAL CORP 4.5
01/08/2027 1,000,000.00 01/10/2024
4.52%
999,460.00
999,460.00
99.00 4.92%
990,046.73
21,625.00
0.68%
(9,413.27)
A1/A
A+
2.53 2.30
| 12
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
78016HZT0 ROYAL BANK OF CANADA 4.875
01/19/2027 1,245,000.00 01/10/2024
4.88%
1,244,688.75
1,244,688.75
99.34 5.15%
1,236,746.94
27,312.19
0.85%
(7,941.81)
A1/A
AA-
2.56 2.32
17275RBQ4 CISCO SYSTEMS INC 4.8
02/26/2027 1,500,000.00 02/29/2024
4.78%
1,500,810.00
1,500,810.00
99.73 4.91%
1,495,943.70
25,000.00
1.03%
(4,866.30)
A1/AA-
NA
2.66 2.43
857477CL5 STATE STREET CORP 4.993
03/18/2027 1,210,000.00 03/13/2024
4.99%
1,210,000.00
1,210,000.00
99.88 5.04%
1,208,536.70
17,285.49
0.83%
(1,463.30)
A1/A
AA-
2.71 2.48
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027 1,000,000.00 09/14/2022
4.23%
990,460.00
990,460.00
97.61 4.90%
976,140.17
5,666.67
0.67%
(14,319.83)
A2/A+
A+
2.86 2.65
009158AY2 AIR PRODUCTS AND CHEMICALS
INC 1.85 05/15/2027 1,500,000.00 02/09/2024
4.71%
1,371,945.00
1,371,945.00
91.89 4.91%
1,378,419.51
3,545.83
0.95%
6,474.51
A2/A
NA
2.87 2.74
437076DB5 HOME DEPOT INC 4.875
06/25/2027 740,000.00 --
4.95%
738,545.60
738,545.60
99.80 4.95%
738,492.16
601.25
0.51%
(53.44)
A2/A
A
2.99 2.75
89236TKJ3 TOYOTA MOTOR CREDIT CORP
4.55 09/20/2027 1,000,000.00 06/20/2024
4.89%
989,900.00
989,900.00
98.77 4.96%
987,738.95
12,765.28
0.68%
(2,161.05)
A1/A+
A+
3.22 2.92
74456QBU9 PUBLIC SERVICE ELECTRIC AND
GAS CO 3.7 05/01/2028 750,000.00 06/22/2023
4.79%
715,005.00
715,005.00
95.75 4.93%
718,140.65
4,625.00
0.50%
3,135.65
A1/A
WR
3.84 3.50
341081GN1 FLORIDA POWER & LIGHT CO 4.4
05/15/2028 1,500,000.00 05/22/2023
4.64%
1,484,025.00
1,484,025.00
98.22 4.91%
1,473,249.69
8,433.33
1.02%
(10,775.31)
Aa2/A+
AA-
3.88 3.50
Total Corporate 31,795,000.00 4.21%
31,497,523.65
31,497,523.65
98.45 5.22%
31,290,008.51
311,106.08
21.58%
(207,515.14)
A1/A
A+
1.98 1.80
MONEY MARKET
FUND
31846V567 FIRST AMER:GVT OBLG Z 141,337.96 --
5.19%
141,337.96
141,337.96
1.00 5.19%
141,337.96
0.00 0.10%
0.00 Aaa/
AAAm
AAA
0.00 0.00
31846V567 FIRST AMER:GVT OBLG Z 259,923.46 --
5.19%
259,923.46
259,923.46
1.00 5.19%
259,923.46
0.00 0.18%
0.00 Aaa/
AAAm
AAA
0.00 0.00
Total Money
Market Fund 401,261.42 5.19%
401,261.42
401,261.42
1.00 5.19%
401,261.42
0.00 0.28%
0.00 Aaa/
AAAm
AAA
0.00 0.00
NEGOTIABLE CD
| 13
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
21684XH82
COÖPERATIEVE RABOBANK
U.A., NEW YORK BRANCH 5.9
09/06/2024
2,000,000.00 09/13/2023
5.90%
1,999,872.84
1,999,872.84
100.09
5.17%
2,001,814.00
97,677.78
1.38%
1,941.16
P-1/A-1
F1+
0.19 0.18
Total Negotiable
CD 2,000,000.00 5.90%
1,999,872.84
1,999,872.84
100.09
5.17%
2,001,814.00
97,677.78
1.38%
1,941.16
P-1/A-1
F1+
0.19 0.18
SUPRANATIONAL
4581X0DZ8
INTER-AMERICAN
DEVELOPMENT BANK 0.5
09/23/2024
1,585,000.00 09/15/2021
0.52%
1,583,827.10
1,583,827.10
98.88 5.40%
1,567,273.44
2,157.36
1.08%
(16,553.66)
Aaa/AAA
NA
0.23 0.23
459058KT9
INTERNATIONAL BANK FOR
RECONSTRUCTION AND
DEVELOPM 3.5 07/12/2028
500,000.00 07/24/2023
4.26%
483,115.00
483,115.00
96.35 4.50%
481,770.48
8,215.28
0.33%
(1,344.53)
Aaa/AAA
NA
4.03 3.65
Total
Supranational 2,085,000.00 1.40%
2,066,942.10
2,066,942.10
98.29 5.19%
2,049,043.91
10,372.64
1.41%
(17,898.19)
Aaa/AAA
NA
1.13 1.03
US TREASURY
912797GB7 UNITED STATES TREASURY
07/11/2024 2,750,000.00 01/16/2024
5.20%
2,682,875.25
2,682,875.25
99.85 4.86%
2,745,988.30
0.00 1.89%
63,113.05
P-1/A-1+
F1+
0.03 0.03
91282CCT6 UNITED STATES TREASURY 0.375
08/15/2024 2,000,000.00 08/26/2021
0.46%
1,995,234.38
1,995,234.38
99.38 5.30%
1,987,617.18
2,822.80
1.37%
(7,617.20)
Aaa/AA+
AA+
0.13 0.13
91282CCX7 UNITED STATES TREASURY 0.375
09/15/2024 1,800,000.00 09/10/2021
0.44%
1,796,484.38
1,796,484.38
98.98 5.28%
1,781,718.75
1,980.98
1.23%
(14,765.63)
Aaa/AA+
AA+
0.21 0.21
912797KU0 UNITED STATES TREASURY
10/17/2024 2,000,000.00 04/22/2024
5.37%
1,949,235.42
1,949,235.42
98.44 5.31%
1,968,770.00
0.00 1.36%
19,534.58
P-1/A-1+
F1+
0.30 0.29
912828YM6 UNITED STATES TREASURY 1.5
10/31/2024 1,700,000.00 09/24/2021
0.55%
1,749,273.44
1,749,273.44
98.72 5.40%
1,678,174.48
4,296.20
1.16%
(71,098.96)
Aaa/AA+
AA+
0.34 0.33
91282CDH1 UNITED STATES TREASURY 0.75
11/15/2024 2,000,000.00 11/29/2021
0.81%
1,996,328.13
1,996,328.13
98.31 5.35%
1,966,132.82
1,915.76
1.36%
(30,195.31)
Aaa/AA+
AA+
0.38 0.37
91282CDN8 UNITED STATES TREASURY 1.0
12/15/2024 900,000.00 12/29/2021
0.99%
900,386.72
900,386.72
98.08 5.29%
882,676.76
393.44
0.61%
(17,709.97)
Aaa/AA+
AA+
0.46 0.45
912828Z52 UNITED STATES TREASURY 1.375
01/31/2025 2,000,000.00 06/04/2021
0.51%
2,062,500.00
2,062,500.00
97.76 5.31%
1,955,195.32
11,483.52
1.35%
(107,304.68)
Aaa/AA+
AA+
0.59 0.57
912828ZC7 UNITED STATES TREASURY 1.125
02/28/2025 1,200,000.00 02/09/2022
1.59%
1,183,359.38
1,183,359.38
97.33 5.24%
1,167,925.78
4,512.23
0.81%
(15,433.60)
Aaa/AA+
AA+
0.67 0.65
| 14
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
912828ZF0 UNITED STATES TREASURY 0.5
03/31/2025 2,000,000.00 03/03/2021
0.54%
1,997,031.25
1,997,031.25
96.57 5.21%
1,931,425.78
2,513.66
1.33%
(65,605.47)
Aaa/AA+
AA+
0.75 0.73
912828ZL7 UNITED STATES TREASURY 0.375
04/30/2025 2,000,000.00 04/12/2021
0.66%
1,977,343.75
1,977,343.75
96.12 5.19%
1,922,363.28
1,263.59
1.33%
(54,980.47)
Aaa/AA+
AA+
0.83 0.81
912828ZT0 UNITED STATES TREASURY 0.25
05/31/2025 1,800,000.00 10/14/2021
0.78%
1,765,757.81
1,765,757.81
95.62 5.19%
1,721,197.26
381.15
1.19%
(44,560.55)
Aaa/AA+
AA+
0.92 0.89
91282CAB7 UNITED STATES TREASURY 0.25
07/31/2025 2,000,000.00 12/02/2021
1.06%
1,942,031.25
1,942,031.25
94.96 5.08%
1,899,296.88
2,087.91
1.31%
(42,734.37)
Aaa/AA+
AA+
1.08 1.06
91282CAJ0 UNITED STATES TREASURY 0.25
08/31/2025 1,000,000.00 03/22/2022
2.42%
928,828.13
928,828.13
94.61 5.06%
946,132.81
835.60
0.65%
17,304.68
Aaa/AA+
AA+
1.17 1.14
9128285C0 UNITED STATES TREASURY 3.0
09/30/2025 3,250,000.00 --
2.90%
3,259,882.81
3,259,882.81
97.56 5.03%
3,170,781.25
24,508.20
2.19%
(89,101.56)
Aaa/AA+
AA+
1.25 1.20
9128285J5 UNITED STATES TREASURY 3.0
10/31/2025 2,500,000.00 06/23/2022
3.02%
2,498,632.81
2,498,632.81
97.47 4.98%
2,436,816.40
12,635.87
1.68%
(61,816.41)
Aaa/AA+
AA+
1.34 1.28
912828M56 UNITED STATES TREASURY 2.25
11/15/2025 2,500,000.00 06/23/2022
3.11%
2,431,152.34
2,431,152.34
96.43 4.97%
2,410,644.53
7,184.10
1.66%
(20,507.82)
Aaa/AA+
AA+
1.38 1.33
9128285T3 UNITED STATES TREASURY 2.625
12/31/2025 2,500,000.00 09/14/2022
3.76%
2,412,792.97
2,412,792.97
96.74 4.90%
2,418,554.70
178.33
1.67%
5,761.73
Aaa/AA+
AA+
1.50 1.44
9128286L9 UNITED STATES TREASURY 2.25
03/31/2026 2,500,000.00 09/14/2022
3.74%
2,377,832.03
2,377,832.03
95.75 4.81%
2,393,750.00
14,139.34
1.65%
15,917.97
Aaa/AA+
AA+
1.75 1.68
91282CGV7 UNITED STATES TREASURY 3.75
04/15/2026 2,000,000.00 03/20/2024
4.63%
1,965,703.13
1,965,703.13
98.21 4.80%
1,964,218.76
15,778.69
1.35%
(1,484.37)
Aaa/AA+
AA+
1.79 1.70
912828U24 UNITED STATES TREASURY 2.0
11/15/2026 3,000,000.00 09/13/2023
4.66%
2,767,031.25
2,767,031.25
94.10 4.65%
2,823,046.86
7,663.04
1.95%
56,015.61
Aaa/AA+
AA+
2.38 2.27
912828YX2 UNITED STATES TREASURY 1.75
12/31/2026 1,750,000.00 12/27/2023
3.96%
1,641,240.23
1,641,240.23
93.33 4.61%
1,633,242.19
83.22 1.13%
(7,998.04)
Aaa/AA+
AA+
2.50 2.40
91282CEF4 UNITED STATES TREASURY 2.5
03/31/2027 2,500,000.00 11/17/2022
4.02%
2,349,414.06
2,349,414.06
94.79 4.54%
2,369,628.90
15,710.38
1.63%
20,214.84
Aaa/AA+
AA+
2.75 2.60
91282CEW7 UNITED STATES TREASURY 3.25
06/30/2027 1,300,000.00 12/12/2022
3.87%
1,266,687.50
1,266,687.50
96.49 4.51%
1,254,347.65
114.81
0.87%
(12,339.85)
Aaa/AA+
AA+
3.00 2.82
91282CFB2 UNITED STATES TREASURY 2.75
07/31/2027 2,000,000.00 07/26/2023
4.30%
1,887,109.38
1,887,109.38
94.95 4.52%
1,899,062.50
22,967.03
1.31%
11,953.12
Aaa/AA+
AA+
3.08 2.88
91282CFH9 UNITED STATES TREASURY 3.125
08/31/2027 2,500,000.00 01/24/2023
3.65%
2,445,117.19
2,445,117.19
95.94 4.51%
2,398,437.50
26,112.43
1.65%
(46,679.69)
Aaa/AA+
AA+
3.17 2.94
91282CFM8 UNITED STATES TREASURY 4.125
09/30/2027 1,600,000.00 02/22/2023
4.19%
1,595,500.00
1,595,500.00
98.87 4.50%
1,581,875.01
16,590.16
1.09%
(13,624.99)
Aaa/AA+
AA+
3.25 2.98
| 15
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
9128283F5 UNITED STATES TREASURY 2.25
11/15/2027 1,400,000.00 06/07/2023
4.05%
1,298,937.50
1,298,937.50
93.02 4.50%
1,302,328.13
4,023.10
0.90%
3,390.63
Aaa/AA+
AA+
3.38 3.18
9128285M8 UNITED STATES TREASURY 3.125
11/15/2028 2,000,000.00 04/22/2024
4.72%
1,870,625.00
1,870,625.00
94.96 4.40%
1,899,140.62
7,982.34
1.31%
28,515.62
Aaa/AA+
AA+
4.38 4.01
Total US Treasury 58,450,000.00 2.90%
56,994,327.49
56,994,327.49
96.71 4.93%
56,510,490.39
210,157.88
38.98%
(483,837.10)
Aaa/AA+
AA+
1.54 1.46
Total Portfolio 148,209,331.41 3.75%
145,765,887.65
145,765,887.65
97.52 4.99%
144,963,242.63
987,598.29
100.00%
(802,645.02)
Aa2/AA
AA
1.92 1.70
Total Market
Value + Accrued 145,950,840.92
| 16
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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 06/03/2024 31846V567 16,525.00 FIRST AMER:GVT OBLG Z 1.000 5.20% (16,525.00) 0.00 (16,525.00) 0.00 Purchase 06/04/2024 31846V567 5,885.66 FIRST AMER:GVT OBLG Z 1.000 5.18% (5,885.66) 0.00 (5,885.66) 0.00 Purchase 06/04/2024 31846V567 824.66 FIRST AMER:GVT OBLG Z 1.000 5.18% (824.66) 0.00 (824.66) 0.00 Purchase 06/06/2024 31846V567 18,830.00 FIRST AMER:GVT OBLG Z 1.000 5.18% (18,830.00) 0.00 (18,830.00) 0.00 Purchase 06/06/2024 31846V567 2,500,000.00 FIRST AMER:GVT OBLG Z 1.000 5.18% (2,500,000.00) 0.00 (2,500,000.00) 0.00 Purchase 06/07/2024 31846V567 761,710.00 FIRST AMER:GVT OBLG Z 1.000 5.18% (761,710.00) 0.00 (761,710.00) 0.00 Purchase 06/07/2024 62479LQ40 2,700,000.00 MUFG Bank, Ltd. - New York Branch 03/04/2025 96.108 5.36% (2,594,902.50) 0.00 (2,594,902.50) 0.00 Purchase 06/10/2024 31846V567 101,241.25 FIRST AMER:GVT OBLG Z 1.000 5.18% (101,241.25) 0.00 (101,241.25) 0.00 Purchase 06/11/2024 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 99.985 5.18% (599,908.86) 0.00 (599,908.86) 0.00 Purchase 06/12/2024 31846V567 47,500.00 FIRST AMER:GVT OBLG Z 1.000 5.18% (47,500.00) 0.00 (47,500.00) 0.00 Purchase 06/14/2024 31846V567 2,028,750.00 FIRST AMER:GVT OBLG Z 1.000
5.18% (2,028,750.00) 0.00 (2,028,750.00) 0.00
Purchase 06/17/2024 31846V567 52,623.18 FIRST AMER:GVT OBLG Z 1.000 5.18% (52,623.18) 0.00 (52,623.18) 0.00 Purchase 06/17/2024 31846V567 134,422.41 FIRST AMER:GVT OBLG Z 1.000 5.18% (134,422.41) 0.00 (134,422.41) 0.00 Purchase 06/18/2024 31846V567 28,715.53 FIRST AMER:GVT OBLG Z 1.000 5.18% (28,715.53) 0.00 (28,715.53) 0.00 Purchase 06/18/2024 31846V567 1,140,000.00 FIRST AMER:GVT OBLG Z 1.000 5.18% (1,140,000.00) 0.00 (1,140,000.00) 0.00 Purchase 06/20/2024 31846V567 37,185.29 FIRST AMER:GVT OBLG Z 1.000 5.19% (37,185.29) 0.00 (37,185.29) 0.00 Purchase 06/21/2024 89236TKJ3 1,000,000.00 TOYOTA MOTOR CREDIT CORP 4.55 09/20/2027 98.990 4.89% (989,900.00) (11,501.39) (1,001,401.39) 0.00 Purchase 06/21/2024 31846V567 16,066.50 FIRST AMER:GVT OBLG Z 1.000 5.18% (16,066.50) 0.00 (16,066.50) 0.00 Purchase 06/21/2024 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 99.469 5.19% (994,687.50) (3,596.67) (998,284.17) 0.00 Purchase 06/24/2024 3130B0ZP7 1,000,000.00 FEDERAL HOME LOAN BANKS 4.875 03/13/2026 100.045 4.85% (1,000,450.00) (8,802.08) (1,009,252.08) 0.00 Purchase 06/25/2024 437076DB5 500,000.00 HOME DEPOT INC 4.875 06/25/2027 99.868 4.92% (499,340.00) 0.00 (499,340.00) 0.00 Purchase 06/25/2024 437076DB5 240,000.00 HOME DEPOT INC 4.875 06/25/2027 99.669 5.00% (239,205.60) 0.00 (239,205.60) 0.00 Purchase 06/25/2024 31846V567
52,781.90 FIRST AMER:GVT OBLG Z 1.000 5.18% (52,781.90) 0.00 (52,781.90) 0.00 Total Purchase 13,983,061.38 (13,861,455.84) (23,900.14) (13,885,355.98) 0.00 | 17
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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
TOTAL
ACQUISITIONS 13,983,061.38 (13,861,455.84) (23,900.14) (13,885,355.98) 0.00
DISPOSITIONS
Maturity 06/06/2024 912797HT7 (2,500,000.00) UNITED STATES TREASURY 06/06/2024 100.000 0.00% 2,500,000.00 0.00 2,500,000.00 33,066.49 Maturity 06/07/2024 24422EVQ9 (760,000.00) JOHN DEERE CAPITAL CORP 0.45 06/07/2024 100.000 0.45% 760,000.00 0.00 760,000.00 950.00 Maturity 06/14/2024 3130A1XJ2 (2,000,000.00) FEDERAL HOME LOAN BANKS 2.875 06/14/2024 100.000 2.88% 2,000,000.00 0.00 2,000,000.00 (101,140.00) Maturity 06/18/2024 89236TJH9 (1,140,000.00) TOYOTA MOTOR CREDIT CORP 0.5 06/18/2024 100.000 0.50% 1,140,000.00 0.00 1,140,000.00 1,356.60 Total Maturity (6,400,000.00) 6,400,000.00 0.00 6,400,000.00 (65,766.91) Sale 06/07/2024 31846V567 (2,594,902.50) FIRST AMER:GVT OBLG Z 1.000 5.18% 2,594,902.50 0.00 2,594,902.50 0.00 Sale 06/11/2024 31846V567 (599,908.86) FIRST AMER:GVT OBLG Z 1.000 5.18% 599,908.86 0.00 599,908.86 0.00 Sale 06/21/2024 31846V567 (1,999,685.56) FIRST AMER:GVT OBLG Z 1.000 5.18% 1,999,685.56 0.00 1,999,685.56 0.00 Sale 06/24/2024 31846V567 (1,009,252.08) FIRST AMER:GVT OBLG Z 1.000 5.18% 1,009,252.08 0.00 1,009,252.08 0.00 Sale 06/25/2024 31846V567 (720,617.63) FIRST AMER:GVT OBLG Z 1.000 5.18% 720,617.63 0.00 720,617.63 0.00 Sale 06/26/2024
31846V567 (385.00) FIRST AMER:GVT OBLG Z 1.000 5.19% 385.00 0.00 385.00 0.00 Total Sale (6,924,751.63) 6,924,751.63 0.00 6,924,751.63 0.00 TOTAL
DISPOSITIONS (13,324,751.63) 13,324,751.63 0.00 13,324,751.63 (65,766.91) OTHER
Coupon 06/01/2024 3137BM7C4 0.00 FHMS K-051 A2 3.308
09/25/2025 3.30% 3,371.40 0.00 3,371.40 0.00
Coupon 06/01/2024 3137BSP72 0.00 FHMS K-058 A2 2.653
08/25/2026 4.27% 4,421.67 0.00 4,421.67 0.00
Coupon 06/01/2024 3137BTUM1 0.00 FHMS K-061 A2 3.347
11/25/2026 4.79% 2,481.93 0.00 2,481.93 0.00
Coupon 06/01/2024 3137BVZ82 0.00 FHMS K-063 A2 3.43
01/25/2027 4.38% 2,463.88 0.00 2,463.88 0.00
| 18
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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 06/01/2024 3137F1G44 0.00 FHMS K-065 A2 3.243
04/25/2027 4.02% 2,702.50 0.00 2,702.50 0.00
Coupon 06/01/2024 3137FBU79 0.00 FHMS K-069 A2 3.187
09/25/2027 4.40% 3,319.79 0.00 3,319.79 0.00
Coupon 06/01/2024 3137F4X72 0.00 FHMS K-075 A2 3.65
02/25/2028 5.03% 3,543.54 0.00 3,543.54 0.00
Coupon 06/01/2024 3137FJEH8 0.00 FHMS K-081 A2 3.9
08/25/2028 4.94% 4,062.50 0.00 4,062.50 0.00
Coupon 06/01/2024 438516CB0 0.00
HONEYWELL
INTERNATIONAL INC 1.35
06/01/2025
2.31% 6,750.00 0.00 6,750.00 0.00
Coupon 06/01/2024 023135CN4 0.00 AMAZON.COM INC 4.6
12/01/2025 4.60% 9,775.00 0.00 9,775.00 0.00
Coupon 06/06/2024 89115A2A9 0.00 TORONTO-DOMINION
BANK 3.766 06/06/2025 3.70% 18,830.00 0.00 18,830.00 0.00 Coupon 06/07/2024 24422EVQ9 0.00 JOHN DEERE CAPITAL
CORP 0.45 06/07/2024 0.45% 1,710.00 0.00 1,710.00 0.00
Coupon 06/08/2024 48125LRU8 0.00 JPMORGAN CHASE BANK
NA 5.11 12/08/2026 5.08% 40,241.25 0.00 40,241.25 0.00
Coupon 06/09/2024 3130AVVX7 0.00 FEDERAL HOME LOAN
BANKS 3.75 06/09/2028 4.00% 21,000.00 0.00 21,000.00 0.00 Coupon 06/09/2024 3130AWC24 0.00 FEDERAL HOME LOAN
BANKS 4.0 06/09/2028 4.49% 40,000.00
0.00 40,000.00 0.00
Coupon 06/12/2024 3130AWLZ1 0.00 FEDERAL HOME LOAN
BANKS 4.75 06/12/2026 4.78% 47,500.00 0.00 47,500.00 0.00 Coupon 06/14/2024 3130A1XJ2 0.00 FEDERAL HOME LOAN
BANKS 2.875 06/14/2024 2.88% 28,750.00 0.00 28,750.00 0.00 Coupon 06/15/2024 89240BAC2 0.00 TAOT 2021-A A3 0.26
05/15/2025 0.26% 1.58 0.00 1.58 0.00
Coupon 06/15/2024 47788UAC6 0.00 JDOT 2021 A3 0.36
09/15/2025 0.36% 12.26 0.00 12.26 0.00
Coupon 06/15/2024 44933LAC7 0.00 HART 2021-A A3 0.38
09/15/2025 0.38% 9.95 0.00 9.95 0.00
Coupon 06/15/2024 47789QAC4 0.00 JDOT 2021-B A3 0.52
03/16/2026 0.52% 60.12 0.00 60.12 0.00
| 19
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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 06/15/2024 44934KAC8 0.00 HART 2021-B A3 0.38
01/15/2026 0.38% 63.29 0.00 63.29 0.00
Coupon 06/15/2024 91282CDN8 0.00 UNITED STATES TREASURY
1.0 12/15/2024 0.99% 4,500.00 0.00 4,500.00 0.00
Coupon 06/15/2024 47787JAC2 0.00 JDOT 2022 A3 0.36
09/15/2026 2.33% 469.95 0.00 469.95 0.00
Coupon 06/15/2024 63743HFE7 0.00
NATIONAL RURAL
UTILITIES COOPERATIVE
FINANCE CORP 3.45
06/15/2025
3.61% 19,061.25 0.00 19,061.25 0.00
Coupon 06/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.17% 5,676.00 0.00 5,676.00 0.00
Coupon 06/15/2024 437918AC9 0.00 HAROT 2024-1 A3 5.21
08/15/2028 5.21% 5,427.08 0.00 5,427.08 0.00
Coupon 06/15/2024 47800RAD5 0.00 JDOT 2024 A3 4.96
11/15/2028 4.96% 1,384.67 0.00 1,384.67 0.00
Coupon 06/15/2024 02582JKH2 0.00 AMXCA 2024-1 A 5.23
04/16/2029 5.23% 2,789.33 0.00 2,789.33 0.00
Coupon 06/15/2024 58770JAD6 0.00 MBALT 2024-A A3 5.32
01/18/2028 5.32% 1,137.89 0.00 1,137.89 0.00
Coupon 06/15/2024 02582JJT8 0.00 AMXCA 2022-2 A
05/17/2027 3.40% 2,556.63 0.00 2,556.63 0.00
Coupon 06/16/2024 362554AC1 0.00 GMCAR 2021-4 A3 0.68
09/16/2026 0.68%
69.74 0.00 69.74 0.00
Coupon 06/16/2024 380146AC4 0.00 GMCAR 2022-1 A3 1.26
11/16/2026 1.26% 132.41 0.00 132.41 0.00
Coupon 06/16/2024 36265WAD5 0.00 GMCAR 2022-3 A3 3.64
04/16/2027 3.64% 970.67 0.00 970.67 0.00
Coupon 06/18/2024 89236TJH9 0.00 TOYOTA MOTOR CREDIT
CORP 0.5 06/18/2024 0.50% 2,850.00 0.00 2,850.00 0.00
Coupon 06/18/2024 43815PAC3 0.00 HAROT 2022-2 A3 3.73
07/20/2026 3.73% 1,088.79 0.00 1,088.79 0.00
Coupon 06/20/2024 3130AQF40 0.00 FEDERAL HOME LOAN
BANKS 1.0 12/20/2024 1.03% 7,000.00 0.00 7,000.00 0.00
| 20
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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 06/20/2024 58989V2F0 0.00 MET TOWER GLOBAL
FUNDING 5.4 06/20/2026 5.38% 27,000.00 0.00 27,000.00 0.00 Coupon 06/20/2024 379929AD4 0.00 GMALT 2023-3 A3 5.38
11/20/2026 5.38% 1,255.33 0.00 1,255.33 0.00
Coupon 06/20/2024 36269FAD8 0.00 GMALT 2024-1 A3 5.09
03/22/2027 5.09% 1,929.96 0.00 1,929.96 0.00
Coupon 06/21/2024 43813GAC5 0.00 HAROT 2021-1 A3 0.27
04/21/2025 0.27% 0.11 0.00 0.11 0.00
Coupon 06/21/2024 43815GAC3 0.00 HAROT 2021-4 A3 0.88
01/21/2026 0.89% 108.03 0.00 108.03 0.00
Coupon 06/25/2024 05602RAD3 0.00 BMWOT 2022-A A3 3.21
08/25/2026 3.21% 635.92 0.00 635.92 0.00
Coupon 06/25/2024 05593AAC3 0.00 BMWLT 2023-1 A3 5.16
11/25/2025 5.16% 661.22 0.00 661.22 0.00
Coupon 06/25/2024 05611UAD5 0.00 BMWLT 2024-1 A3 4.98
03/25/2027 5.19% 4,150.00 0.00 4,150.00 0.00
Coupon 06/30/2024 9128285T3 0.00 UNITED STATES TREASURY
2.625 12/31/2025 3.76% 32,812.50 0.00 32,812.50 0.00
Coupon 06/30/2024 912828YX2 0.00 UNITED STATES TREASURY
1.75 12/31/2026 3.96% 15,312.50 0.00 15,312.50 0.00
Coupon 06/30/2024 91282CEW7 0.00 UNITED STATES TREASURY
3.25 06/30/2027 3.87% 21,125.00 0.00
21,125.00 0.00
Total Coupon 0.00 401,175.64 0.00 401,175.64 0.00
Custody Fee 06/26/2024 CCYUSD (385.00) Cash 0.00% (385.00) 0.00 (385.00) 0.00 Total Custody
Fee (385.00) (385.00) 0.00 (385.00) 0.00
Dividend 06/30/2024 31846V567 0.00 FIRST AMER:GVT OBLG Z 5.19% 6,238.04 0.00 6,238.04 0.00 Total Dividend 0.00 6,238.04 0.00 6,238.04 0.00
Principal
Paydown 06/01/2024 3137BTUM1 1,697.16 FHMS K-061 A2 3.347 11/25/2026 4.83% 1,697.16 -- 1,697.16 60.93
Principal
Paydown 06/15/2024 89240BAC2 7,311.24 TAOT 2021-A A3 0.26 05/15/2025 0.26% 7,311.24 -- 7,311.24 1.37
Principal
Paydown 06/15/2024 47788UAC6 9,053.90 JDOT 2021 A3 0.36 09/15/2025 0.36% 9,053.90 -- 9,053.90 1.74
| 21
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 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 06/15/2024 44933LAC7 17,594.57 HART 2021-A A3 0.38 09/15/2025 0.38% 17,594.57 -- 17,594.57 1.85
Principal
Paydown 06/15/2024 44934KAC8 40,359.37 HART 2021-B A3 0.38 01/15/2026 0.38% 40,359.37 -- 40,359.37 8.90
Principal
Paydown 06/15/2024 47789QAC4 16,716.85 JDOT 2021-B A3 0.52 03/16/2026 0.52% 16,716.85 -- 16,716.85 1.49
Principal
Paydown 06/15/2024 47787JAC2 15,417.82 JDOT 2022 A3 0.36 09/15/2026 2.33% 15,417.82 -- 15,417.82 3.41
Principal
Paydown 06/16/2024 362554AC1 11,253.12 GMCAR 2021-4 A3 0.68 09/16/2026 0.68% 11,253.12 -- 11,253.12 0.28
Principal
Paydown 06/16/2024 380146AC4 10,908.26 GMCAR 2022-1 A3 1.26 11/16/2026 1.26% 10,908.26 -- 10,908.26 0.94
Principal
Paydown 06/16/2024 36265WAD5 14,107.64 GMCAR 2022-3 A3 3.64 04/16/2027 3.64% 14,107.64 -- 14,107.64 0.10
Principal
Paydown 06/18/2024 43815PAC3 24,776.74 HAROT 2022-2 A3 3.73 07/20/2026 3.73% 24,776.74 -- 24,776.74 1.48
Principal
Paydown 06/21/2024 43813GAC5 503.19 HAROT 2021-1 A3 0.27 04/21/2025 0.27% 503.19 -- 503.19 0.01
Principal
Paydown 06/21/2024 43815GAC3 15,455.17 HAROT 2021-4 A3 0.88 01/21/2026 0.89% 15,455.17 -- 15,455.17
3.26 Principal
Paydown 06/25/2024 05602RAD3 19,949.83 BMWOT 2022-A A3 3.21 08/25/2026 3.21% 19,949.83 -- 19,949.83 1.04
Principal
Paydown 06/25/2024 05593AAC3 17,248.53 BMWLT 2023-1 A3 5.16 11/25/2025 5.16% 17,248.53 -- 17,248.53 0.41
Total Principal
Paydown 222,353.39 222,353.39 -- 222,353.39 87.23
TOTAL OTHER
TRANSACTIONS 221,968.39 629,382.07 0.00 629,382.07 87.23 | 22
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
31846V567
401,261.42
382,951.67
6,943,061.38
(6,924,751.63)
401,261.42
0.00 6,710.32
0.00 6,710.32
0.00 0.00
0.00 6,710.32
6,710.32
Total 401,261.42
382,951.67
6,943,061.38
(6,924,751.63)
401,261.42
0.00 6,710.32
0.00 6,710.32
0.00 0.00
0.00 6,710.32 6,710.32
CASH & EQUIVALENTS
CCYUSD Receivable
75,488.04
6,710.32
0.00 0.00
75,488.04
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 Total Cash & Equivalents 75,488.04
6,710.32
0.00 0.00
75,488.04
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00 0.00
FIXED INCOME
00440EAV9 CHUBB INA HOLDINGS LLC
3.35 05/03/2026
09/13/2023
09/15/2023
1,000,000.00
954,220.00
0.00 0.00
954,220.00
2,605.56
0.00 5,397.22
2,791.67
0.00 0.00
0.00 2,791.67
2,791.67
009158AY2
AIR PRODUCTS AND
CHEMICALS INC 1.85
05/15/2027
02/09/2024
02/13/2024
1,500,000.00
1,371,945.00
0.00 0.00
1,371,945.00
1,233.33
0.00 3,545.83
2,312.50
0.00 0.00
0.00 2,312.50
2,312.50
023135CN4 AMAZON.COM INC 4.6
12/01/2025
11/29/2022
12/01/2022
425,000.00
424,974.50
0.00 0.00
424,974.50
9,775.00
9,775.00
1,629.17
1,629.17
0.00 0.00
0.00 1,629.17
1,629.17
02582JJT8 AMXCA 2022-2 A 05/17/2027
05/17/2022
05/24/2022
905,000.00
904,799.81
0.00 0.00
904,799.81
1,363.53
2,556.63
1,363.53
2,556.63
0.00 0.00
0.00 2,556.63
2,556.63
| 23
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029
04/16/2024
04/23/2024
640,000.00
639,868.80
0.00 0.00
639,868.80
1,487.64
2,789.33
1,487.64
2,789.33
0.00 0.00
0.00 2,789.33
2,789.33
037833BY5 APPLE INC 3.25 02/23/2026
02/22/2023
02/28/2023
1,000,000.00
959,390.00
0.00 0.00
959,390.00
8,847.22
0.00 11,555.56
2,708.33
0.00 0.00
0.00 2,708.33
2,708.33
05593AAC3 BMWLT 2023-1 A3 5.16
11/25/2025
02/07/2023
02/15/2023
136,524.16
153,769.03
0.00 (17,248.12)
136,520.91
132.24
661.22
117.41
646.39
0.00 0.00
0.00 646.39
646.39
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026
05/10/2022
05/18/2022
217,776.10
237,713.57
0.00 (19,948.79)
217,764.78
127.18
635.92
116.51
625.25
0.00 0.00
0.00 625.25
625.25
05611UAD5 BMWLT 2024-1 A3 4.98
03/25/2027
06/20/2024
06/21/2024
1,000,000.00
0.00 994,687.50
0.00 994,687.50
0.00 553.33
830.00
1,383.33
0.00 0.00
0.00 1,383.33
1,383.33
06406RBC0 BANK OF NEW YORK MELLON
CORP 3.35 04/25/2025
04/19/2022
04/26/2022
900,000.00
899,874.00
0.00 0.00
899,874.00
3,015.00
0.00 5,527.50
2,512.50
0.00 0.00
0.00 2,512.50
2,512.50
06428CAA2 BANK OF AMERICA NA 5.526
08/18/2026
09/13/2023
09/15/2023
1,000,000.00
998,810.00
0.00 0.00
998,810.00
15,810.50
0.00 20,415.50
4,605.00
0.00 0.00
0.00 4,605.00
4,605.00
096919AD7 BMWOT 2024-A A3 5.18
02/26/2029
06/04/2024
06/11/2024
600,000.00
0.00 599,908.86
0.00 599,908.86
0.00 0.00
1,726.67
1,726.67
0.00 0.00
0.00 1,726.67
1,726.67
14913R2V8
CATERPILLAR FINANCIAL
SERVICES CORP 3.4
05/13/2025
05/10/2022
05/13/2022
480,000.00
479,390.40
0.00 0.00
479,390.40
816.00
0.00 2,176.00
1,360.00
0.00 0.00
0.00 1,360.00
1,360.00
| 24
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
14913R2Z9
CATERPILLAR FINANCIAL
SERVICES CORP 3.65
08/12/2025
08/08/2022
08/12/2022
1,375,000.00
1,373,336.25
0.00 0.00
1,373,336.25
15,195.66
0.00 19,377.95
4,182.29
0.00 0.00
0.00 4,182.29
4,182.29
161571HT4 CHAIT 2023-1 A 5.16
09/15/2028
09/07/2023
09/15/2023
1,320,000.00
1,319,634.10
0.00 0.00
1,319,634.10
3,027.20
5,676.00
3,027.20
5,676.00
0.00 0.00
0.00 5,676.00
5,676.00
17275RBQ4 CISCO SYSTEMS INC 4.8
02/26/2027
02/29/2024
03/04/2024
1,500,000.00
1,500,810.00
0.00 0.00
1,500,810.00
19,000.00
0.00 25,000.00
6,000.00
0.00 0.00
0.00 6,000.00
6,000.00
21684XH82
COÖPERATIEVE RABOBANK
U.A., NEW YORK BRANCH 5.9
09/06/2024
09/13/2023
09/14/2023
2,000,000.00
1,999,872.84
0.00 0.00
1,999,872.84
87,844.44
0.00 97,677.78
9,833.33
0.00 0.00
0.00 9,833.33
9,833.33
24422EVQ9 JOHN DEERE CAPITAL CORP
0.45 06/07/2024
06/07/2021
06/10/2021
0.00 759,050.00
0.00 (759,050.00)
0.00 1,653.00
1,710.00
0.00 57.00
0.00 0.00
0.00 57.00
57.00 24422EXF1 JOHN DEERE CAPITAL CORP
4.5 01/08/2027
01/10/2024
01/17/2024
1,000,000.00
999,460.00
0.00 0.00
999,460.00
17,875.00
0.00 21,625.00
3,750.00
0.00 0.00
0.00 3,750.00
3,750.00
26442UAA2 DUKE ENERGY PROGRESS LLC
3.25 08/15/2025
06/23/2022
06/27/2022
1,000,000.00
990,710.00
0.00 0.00
990,710.00
9,569.44
0.00 12,277.78
2,708.33
0.00 0.00
0.00 2,708.33
2,708.33
3130A1XJ2 FEDERAL HOME LOAN BANKS
2.875 06/14/2024
09/13/2019
09/13/2019
0.00 2,101,140.00
0.00 (2,101,140.00)
0.00 26,673.61
28,750.00
0.00 2,076.39
0.00 0.00
0.00 2,076.39
2,076.39
3130AQF40 FEDERAL HOME LOAN BANKS
1.0 12/20/2024
12/21/2021
12/22/2021
1,400,000.00
1,398,768.00
0.00 0.00
1,398,768.00
6,261.11
7,000.00
427.78
1,166.67
0.00 0.00
0.00 1,166.67
1,166.67
| 25
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
3130AVVX7 FEDERAL HOME LOAN BANKS
3.75 06/09/2028
06/07/2023
06/09/2023
1,120,000.00
1,107,243.20
0.00 0.00
1,107,243.20
20,066.67
21,000.00
2,566.67
3,500.00
0.00 0.00
0.00 3,500.00
3,500.00
3130AWC24 FEDERAL HOME LOAN BANKS
4.0 06/09/2028
07/06/2023
07/10/2023
2,000,000.00
1,956,940.00
0.00 0.00
1,956,940.00
38,222.22
40,000.00
4,888.89
6,666.67
0.00 0.00
0.00 6,666.67
6,666.67
3130AWLZ1 FEDERAL HOME LOAN BANKS
4.75 06/12/2026
08/16/2023
08/17/2023
2,000,000.00
1,998,620.00
0.00 0.00
1,998,620.00
44,597.22
47,500.00
5,013.89
7,916.67
0.00 0.00
0.00 7,916.67
7,916.67
3130AWTQ3 FEDERAL HOME LOAN BANKS
4.625 09/11/2026 4,500,000.00
4,476,030.00
0.00 0.00
4,476,030.00
46,250.00
0.00 63,593.75
17,343.75
0.00 0.00
0.00 17,343.75
17,343.75
3130AXU63 FEDERAL HOME LOAN BANKS
4.625 11/17/2026
11/30/2023
12/01/2023
1,750,000.00
1,754,427.50
0.00 0.00
1,754,427.50
3,147.57
0.00 9,892.36
6,744.79
0.00 0.00
0.00 6,744.79
6,744.79
3130AYPN0 FEDERAL HOME LOAN BANKS
4.125 01/15/2027
01/30/2024
01/31/2024
2,000,000.00
1,995,560.00
0.00 0.00
1,995,560.00
27,958.33
0.00 34,833.33
6,875.00
0.00 0.00
0.00 6,875.00
6,875.00
3130B0TY5 FEDERAL HOME LOAN BANKS
4.75 04/09/2027
04/10/2024
04/15/2024
1,500,000.00
1,496,115.00
0.00 0.00
1,496,115.00
9,895.83
0.00 15,833.33
5,937.50
0.00 0.00
0.00 5,937.50
5,937.50
3130B0ZP7 FEDERAL HOME LOAN BANKS
4.875 03/13/2026
06/21/2024
06/24/2024
1,000,000.00
0.00 1,000,450.00
0.00 1,000,450.00
0.00 (8,802.08)
9,750.00
947.92
0.00 0.00
0.00 947.92
947.92
3133ENKS8
FEDERAL FARM CREDIT
BANKS FUNDING CORP 1.125
01/06/2025
01/06/2022
01/11/2022
755,000.00
753,301.25
0.00 0.00
753,301.25
3,421.09
0.00 4,128.91
707.81
0.00 0.00
0.00 707.81
707.81
| 26
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
3133ENPG9
FEDERAL FARM CREDIT
BANKS FUNDING CORP 1.75
02/14/2025
02/25/2022
02/28/2022
1,200,000.00
1,197,456.00
0.00 0.00
1,197,456.00
6,241.67
0.00 7,991.67
1,750.00
0.00 0.00
0.00 1,750.00
1,750.00
3133EP6K6
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.5
03/26/2027
04/08/2024
04/09/2024
1,000,000.00
995,520.00
0.00 0.00
995,520.00
8,125.00
0.00 11,875.00
3,750.00
0.00 0.00
0.00 3,750.00
3,750.00
3133EPSW6
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.5
08/14/2026
08/09/2023
08/14/2023
2,405,000.00
2,399,468.50
0.00 0.00
2,399,468.50
32,166.88
0.00 41,185.63
9,018.75
0.00 0.00
0.00 9,018.75
9,018.75
3133EPW68
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.125
01/22/2026
01/24/2024
01/25/2024
1,400,000.00
1,392,860.00
0.00 0.00
1,392,860.00
20,693.75
0.00 25,506.25
4,812.50
0.00 0.00
0.00 4,812.50
4,812.50
3133EPWK7
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.5
09/22/2028
10/12/2023
10/16/2023
2,000,000.00
1,981,460.00
0.00 0.00
1,981,460.00
17,250.00
0.00 24,750.00
7,500.00
0.00 0.00
0.00 7,500.00
7,500.00
3133EPZY4
FEDERAL FARM CREDIT
BANKS FUNDING CORP 5.0
07/30/2026
11/09/2023
11/10/2023
2,000,000.00
2,007,480.00
0.00 0.00
2,007,480.00
33,611.11
0.00 41,944.44
8,333.33
0.00 0.00
0.00 8,333.33
8,333.33
3133ERDZ1
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.75
05/08/2026
05/20/2024
05/21/2024
1,000,000.00
997,690.00
0.00 0.00
997,690.00
3,034.72
0.00 6,993.06
3,958.33
0.00 0.00
0.00 3,958.33
3,958.33
3133ERFJ5
FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.5
05/20/2027
05/20/2024
05/21/2024
1,000,000.00
994,830.00
0.00 0.00
994,830.00
1,375.00
0.00 5,125.00
3,750.00
0.00 0.00
0.00 3,750.00
3,750.00
3137BM7C4 FHMS K-051 A2 3.308
09/25/2025
06/23/2022
06/28/2022
1,223,000.00
1,220,420.23
0.00 0.00
1,220,420.23
3,371.40
3,371.40
3,371.40
3,371.40
0.00 0.00
0.00 3,371.40
3,371.40
| 27
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137BSP72 FHMS K-058 A2 2.653
08/25/2026
02/09/2023
02/14/2023
2,000,000.00
1,890,546.88
0.00 0.00
1,890,546.88
4,421.67
4,421.67
4,421.67
4,421.67
0.00 0.00
0.00 4,421.67
4,421.67
3137BTUM1 FHMS K-061 A2 3.347
11/25/2026
09/22/2022
09/27/2022
888,148.67
857,901.75
0.00 (1,636.23)
856,265.52
2,481.93
2,481.93
2,477.19
2,477.20
0.00 0.00
0.00 2,477.20
2,477.20
3137BVZ82 FHMS K-063 A2 3.43
01/25/2027 862,000.00
839,600.51
0.00 0.00
839,600.51
2,463.88
2,463.88
2,463.88
2,463.88
0.00 0.00
0.00 2,463.88
2,463.88
3137F1G44 FHMS K-065 A2 3.243
04/25/2027
09/19/2022
09/22/2022
1,000,000.00
965,468.75
0.00 0.00
965,468.75
2,702.50
2,702.50
2,702.50
2,702.50
0.00 0.00
0.00 2,702.50
2,702.50
3137F4X72 FHMS K-075 A2 3.65
02/25/2028
09/14/2023
09/19/2023
1,165,000.00
1,107,478.13
0.00 0.00
1,107,478.13
3,543.54
3,543.54
3,543.54
3,543.54
0.00 0.00
0.00 3,543.54
3,543.54
3137FBU79 FHMS K-069 A2 3.187
09/25/2027
05/18/2023
05/23/2023
1,250,000.00
1,200,732.43
0.00 0.00
1,200,732.43
3,319.79
3,319.79
3,319.79
3,319.79
0.00 0.00
0.00 3,319.79
3,319.79
3137FJEH8 FHMS K-081 A2 3.9
08/25/2028
05/28/2024
05/31/2024
1,250,000.00
1,197,265.63
0.00 0.00
1,197,265.63
4,062.50
4,062.50
4,062.50
4,062.50
0.00 0.00
0.00 4,062.50
4,062.50
341081GN1 FLORIDA POWER & LIGHT CO
4.4 05/15/2028
05/22/2023
05/24/2023
1,500,000.00
1,484,025.00
0.00 0.00
1,484,025.00
2,933.33
0.00 8,433.33
5,500.00
0.00 0.00
0.00 5,500.00
5,500.00
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026
10/13/2021
10/21/2021
111,816.76
123,066.75
0.00 (11,252.84)
111,813.91
34.87 69.74
31.68 66.55
0.00 0.00
0.00 66.55
66.55 | 28
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
36265WAD5 GMCAR 2022-3 A3 3.64
04/16/2027
07/06/2022
07/13/2022
305,892.37
319,997.79
0.00 (14,107.54)
305,890.25
485.33
970.67
463.94
949.27
0.00 0.00
0.00 949.27
949.27
36269FAD8 GMALT 2024-1 A3 5.09
03/22/2027
02/08/2024
02/15/2024
455,000.00
454,943.13
0.00 0.00
454,943.13
707.65
1,929.96
707.65
1,929.96
0.00 0.00
0.00 1,929.96
1,929.96
379929AD4 GMALT 2023-3 A3 5.38
11/20/2026
08/08/2023
08/16/2023
280,000.00
279,966.43
0.00 0.00
279,966.43
460.29
1,255.33
460.29
1,255.33
0.00 0.00
0.00 1,255.33
1,255.33
380146AC4 GMCAR 2022-1 A3 1.26
11/16/2026
01/11/2022
01/19/2022
115,200.25
126,097.55
0.00 (10,907.32)
115,190.24
66.21 132.41
60.48 126.68
0.00 0.00
0.00 126.68
126.68
437076CR1 HOME DEPOT INC 4.0
09/15/2025
09/14/2022
09/19/2022
1,000,000.00
996,380.00
0.00 0.00
996,380.00
8,444.44
0.00 11,777.78
3,333.33
0.00 0.00
0.00 3,333.33
3,333.33
437076DB5 HOME DEPOT INC 4.875
06/25/2027 06/25/2024
740,000.00
0.00 738,545.60
0.00 738,545.60
0.00 0.00
601.25
601.25
0.00 0.00
0.00 601.25
601.25
437918AC9 HAROT 2024-1 A3 5.21
08/15/2028
02/13/2024
02/21/2024
1,250,000.00
1,249,945.63
0.00 0.00
1,249,945.63
2,894.44
5,427.08
2,894.44
5,427.08
0.00 0.00
0.00 5,427.08
5,427.08
43813GAC5 HAROT 2021-1 A3 0.27
04/21/2025
02/17/2021
02/24/2021
0.00 503.18
0.00 (503.18)
0.00 0.04
0.11 0.00
0.07 0.00
0.00 0.00
0.07 0.07
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026
11/16/2021
11/24/2021
131,859.87
147,283.99
0.00 (15,451.91)
131,832.08
36.01 108.03
32.23 104.25
0.00 0.00
0.00 104.25
104.25
| 29
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
43815PAC3 HAROT 2022-2 A3 3.73
07/20/2026
08/15/2022
08/24/2022
325,505.06
350,260.93
0.00 (24,775.26)
325,485.67
471.81
1,088.79
438.44
1,055.42
0.00 0.00
0.00 1,055.42
1,055.42
438516CB0 HONEYWELL INTERNATIONAL
INC 1.35 06/01/2025
03/09/2022
03/11/2022
1,000,000.00
970,280.00
0.00 0.00
970,280.00
6,750.00
6,750.00
1,125.00
1,125.00
0.00 0.00
0.00 1,125.00
1,125.00
44933LAC7 HART 2021-A A3 0.38
09/15/2025
04/20/2021
04/28/2021
13,833.86
31,425.12
0.00 (17,592.72)
13,832.41
5.31 9.95
2.34 6.98
0.00 0.00
0.00 6.98
6.98 44934KAC8 HART 2021-B A3 0.38
01/15/2026
07/20/2021
07/28/2021
159,505.61
199,820.88
0.00 (40,350.47)
159,470.41
33.76 63.29
26.94 56.47
0.00 0.00
0.00 56.47
56.47 4581X0DZ8
INTER-AMERICAN
DEVELOPMENT BANK 0.5
09/23/2024
09/15/2021
09/23/2021
1,585,000.00
1,583,827.10
0.00 0.00
1,583,827.10
1,496.94
0.00 2,157.36
660.42
0.00 0.00
0.00 660.42
660.42
459058KT9
INTERNATIONAL BANK FOR
RECONSTRUCTION AND
DEVELOPM 3.5 07/12/2028
07/24/2023
07/26/2023
500,000.00
483,115.00
0.00 0.00
483,115.00
6,756.94
0.00 8,215.28
1,458.33
0.00 0.00
0.00 1,458.33
1,458.33
47787JAC2 JDOT 2022 A3 0.36
09/15/2026
03/10/2022
03/16/2022
227,660.97
243,025.02
0.00 (15,414.41)
227,610.61
250.64
469.95
234.74
454.05
0.00 0.00
0.00 454.05
454.05
47788UAC6 JDOT 2021 A3 0.36
09/15/2025
03/02/2021
03/10/2021
31,825.53
40,871.57
0.00 (9,052.16)
31,819.41
6.54 12.26
5.09 10.81
0.00 0.00
0.00 10.81
10.81 47789QAC4 JDOT 2021-B A3 0.52
03/16/2026
07/13/2021
07/21/2021
122,032.74
138,737.21
0.00 (16,715.36)
122,021.86
32.07 60.12
28.20 56.26
0.00 0.00
0.00 56.26
56.26 | 30
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
47800RAD5 JDOT 2024 A3 4.96
11/15/2028
03/11/2024
03/19/2024
335,000.00
334,981.24
0.00 0.00
334,981.24
738.49
1,384.67
738.49
1,384.67
0.00 0.00
0.00 1,384.67
1,384.67
48125LRU8 JPMORGAN CHASE BANK NA
5.11 12/08/2026 12/08/2023
1,575,000.00
1,576,460.00
0.00 0.00
1,576,460.00
38,676.31
40,241.25
5,141.94
6,706.88
0.00 0.00
0.00 6,706.88
6,706.88
57629W6F2 MASSMUTUAL GLOBAL
FUNDING II 4.5 04/10/2026
04/04/2023
04/12/2023
750,000.00
749,482.50
0.00 0.00
749,482.50
4,781.25
0.00 7,593.75
2,812.50
0.00 0.00
0.00 2,812.50
2,812.50
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028
05/17/2024
05/23/2024
350,000.00
349,959.05
0.00 0.00
349,959.05
413.78
1,137.89
827.56
1,551.67
0.00 0.00
0.00 1,551.67
1,551.67
58989V2F0 MET TOWER GLOBAL
FUNDING 5.4 06/20/2026
06/12/2023
06/20/2023
1,000,000.00
1,000,440.00
0.00 0.00
1,000,440.00
24,150.00
27,000.00
1,650.00
4,500.00
0.00 0.00
0.00 4,500.00
4,500.00
61747YET8 MORGAN STANLEY 4.679
07/17/2026
09/14/2022
09/16/2022
1,000,000.00
994,030.00
0.00 0.00
994,030.00
17,416.28
0.00 21,315.44
3,899.17
0.00 0.00
0.00 3,899.17
3,899.17
62479LQ40 MUFG Bank, Ltd. - New York
Branch 03/04/2025
06/07/2024
06/07/2024
2,700,000.00
0.00 2,594,902.50
0.00 2,594,902.50
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 63743HFE7
NATIONAL RURAL UTILITIES
COOPERATIVE FINANCE CORP
3.45 06/15/2025 1,105,000.00
1,099,973.65
0.00 0.00
1,099,973.65
17,578.71
19,061.25
1,694.33
3,176.88
0.00 0.00
0.00 3,176.88
3,176.88
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027
09/14/2022
09/16/2022
1,000,000.00
990,460.00
0.00 0.00
990,460.00
2,333.33
0.00 5,666.67
3,333.33
0.00 0.00
0.00 3,333.33
3,333.33
| 31
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
69371RR40 PACCAR FINANCIAL CORP 0.5
08/09/2024
08/03/2021
08/09/2021
245,000.00
244,867.70
0.00 0.00
244,867.70
381.11
0.00 483.19
102.08
0.00 0.00
0.00 102.08
102.08
69371RS56 PACCAR FINANCIAL CORP
5.05 08/10/2026 1,450,000.00
1,451,925.00
0.00 0.00
1,451,925.00
22,577.71
0.00 28,679.79
6,102.08
0.00 0.00
0.00 6,102.08
6,102.08
713448FW3 PEPSICO INC 5.125
11/10/2026
11/08/2023
11/10/2023
510,000.00
509,862.30
0.00 0.00
509,862.30
1,524.69
0.00 3,702.81
2,178.13
0.00 0.00
0.00 2,178.13
2,178.13
74456QBU9 PUBLIC SERVICE ELECTRIC
AND GAS CO 3.7 05/01/2028
06/22/2023
06/26/2023
750,000.00
715,005.00
0.00 0.00
715,005.00
2,312.50
0.00 4,625.00
2,312.50
0.00 0.00
0.00 2,312.50
2,312.50
78016EYM3 ROYAL BANK OF CANADA 1.6
01/21/2025
01/12/2022
01/21/2022
1,000,000.00
1,000,000.00
0.00 0.00
1,000,000.00
5,777.78
0.00 7,111.11
1,333.33
0.00 0.00
0.00 1,333.33
1,333.33
78016HZT0 ROYAL BANK OF CANADA
4.875 01/19/2027
01/10/2024
01/19/2024
1,245,000.00
1,244,688.75
0.00 0.00
1,244,688.75
22,254.38
0.00 27,312.19
5,057.81
0.00 0.00
0.00 5,057.81
5,057.81
79466LAG9 SALESFORCE INC 0.625
07/15/2024
06/29/2021
07/12/2021
200,000.00
199,898.00
0.00 0.00
199,898.00
472.22
0.00 576.39
104.17
0.00 0.00
0.00 104.17
104.17
857477BR3 STATE STREET CORP 1.746
02/06/2026
02/02/2022
02/07/2022
335,000.00
335,000.00
0.00 0.00
335,000.00
1,868.46
0.00 2,355.89
487.43
0.00 0.00
0.00 487.43
487.43
857477CL5 STATE STREET CORP 4.993
03/18/2027
03/13/2024
03/18/2024
1,210,000.00
1,210,000.00
0.00 0.00
1,210,000.00
12,250.88
0.00 17,285.49
5,034.61
0.00 0.00
0.00 5,034.61
5,034.61
| 32
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
89115A2A9 TORONTO-DOMINION BANK
3.766 06/06/2025
06/02/2022
06/08/2022
1,000,000.00
1,001,830.00
0.00 0.00
1,001,830.00
18,306.94
18,830.00
2,615.28
3,138.33
0.00 0.00
0.00 3,138.33
3,138.33
89233GNX0 Toyota Motor Credit
Corporation 01/31/2025
05/21/2024
05/21/2024
2,000,000.00
1,925,625.00
0.00 0.00
1,925,625.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 89236TJH9 TOYOTA MOTOR CREDIT
CORP 0.5 06/18/2024
06/15/2021
06/18/2021
0.00 1,138,643.40
0.00 (1,138,643.40)
0.00 2,580.83
2,850.00
0.00 269.17
0.00 0.00
0.00 269.17
269.17
89236TKJ3 TOYOTA MOTOR CREDIT
CORP 4.55 09/20/2027
06/20/2024
06/21/2024
1,000,000.00
0.00 989,900.00
0.00 989,900.00
0.00 (11,501.39)
12,765.28
1,263.89
0.00 0.00
0.00 1,263.89
1,263.89
89240BAC2 TAOT 2021-A A3 0.26
05/15/2025
02/02/2021
02/08/2021
0.00 7,309.87
0.00 (7,309.87)
0.00 0.84
1.58 0.00
0.74 0.00
0.00 0.00
0.74 0.74
91159HHX1 US BANCORP 2.4 07/30/2024
11/09/2021
11/12/2021
1,000,000.00
1,041,550.00
0.00 0.00
1,041,550.00
8,066.67
0.00 10,066.67
2,000.00
0.00 0.00
0.00 2,000.00
2,000.00
912797GB7 UNITED STATES TREASURY
07/11/2024
01/16/2024
01/17/2024
2,750,000.00
2,682,875.25
0.00 0.00
2,682,875.25
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 912797HT7 UNITED STATES TREASURY
06/06/2024
03/06/2024
03/07/2024
0.00 2,466,933.51
0.00 (2,466,933.51)
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
912797KU0 UNITED STATES TREASURY
10/17/2024
04/22/2024
04/23/2024
2,000,000.00
1,949,235.42
0.00 0.00
1,949,235.42
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 | 33
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
9128283F5 UNITED STATES TREASURY
2.25 11/15/2027
06/07/2023
06/09/2023
1,400,000.00
1,298,937.50
0.00 0.00
1,298,937.50
1,455.16
0.00 4,023.10
2,567.93
0.00 0.00
0.00 2,567.93
2,567.93
9128285C0 UNITED STATES TREASURY 3.0
09/30/2025 3,250,000.00
3,259,882.81
0.00 0.00
3,259,882.81
16,516.39
0.00 24,508.20
7,991.80
0.00 0.00
0.00 7,991.80
7,991.80
9128285J5 UNITED STATES TREASURY 3.0
10/31/2025
06/23/2022
06/24/2022
2,500,000.00
2,498,632.81
0.00 0.00
2,498,632.81
6,521.74
0.00 12,635.87
6,114.13
0.00 0.00
0.00 6,114.13
6,114.13
9128285M8 UNITED STATES TREASURY
3.125 11/15/2028
04/22/2024
04/23/2024
2,000,000.00
1,870,625.00
0.00 0.00
1,870,625.00
2,887.23
0.00 7,982.34
5,095.11
0.00 0.00
0.00 5,095.11
5,095.11
9128285T3 UNITED STATES TREASURY
2.625 12/31/2025
09/14/2022
09/15/2022
2,500,000.00
2,412,792.97
0.00 0.00
2,412,792.97
27,584.13
0.00 178.33
(27,405.81)
0.00 0.00
0.00 (27,405.81)
(27,405.81)
9128286L9 UNITED STATES TREASURY
2.25 03/31/2026
09/14/2022
09/15/2022
2,500,000.00
2,377,832.03
0.00 0.00
2,377,832.03
9,528.69
0.00 14,139.34
4,610.66
0.00 0.00
0.00 4,610.66
4,610.66
912828M56 UNITED STATES TREASURY
2.25 11/15/2025
06/23/2022
06/24/2022
2,500,000.00
2,431,152.34
0.00 0.00
2,431,152.34
2,598.51
0.00 7,184.10
4,585.60
0.00 0.00
0.00 4,585.60
4,585.60
912828U24 UNITED STATES TREASURY 2.0
11/15/2026
09/13/2023
09/14/2023
3,000,000.00
2,767,031.25
0.00 0.00
2,767,031.25
2,771.74
0.00 7,663.04
4,891.30
0.00 0.00
0.00 4,891.30
4,891.30
912828YM6 UNITED STATES TREASURY 1.5
10/31/2024
09/24/2021
09/27/2021
1,700,000.00
1,749,273.44
0.00 0.00
1,749,273.44
2,217.39
0.00 4,296.20
2,078.80
0.00 0.00
0.00 2,078.80
2,078.80
| 34
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
912828YX2 UNITED STATES TREASURY
1.75 12/31/2026
12/27/2023
12/28/2023
1,750,000.00
1,641,240.23
0.00 0.00
1,641,240.23
12,872.60
0.00 83.22
(12,789.38)
0.00 0.00
0.00 (12,789.38)
(12,789.38)
912828Z52 UNITED STATES TREASURY
1.375 01/31/2025
06/04/2021
06/07/2021
2,000,000.00
2,062,500.00
0.00 0.00
2,062,500.00
9,217.03
0.00 11,483.52
2,266.48
0.00 0.00
0.00 2,266.48
2,266.48
912828ZC7 UNITED STATES TREASURY
1.125 02/28/2025
02/09/2022
02/10/2022
1,200,000.00
1,183,359.38
0.00 0.00
1,183,359.38
3,411.68
0.00 4,512.23
1,100.54
0.00 0.00
0.00 1,100.54
1,100.54
912828ZF0 UNITED STATES TREASURY 0.5
03/31/2025
03/03/2021
03/04/2021
2,000,000.00
1,997,031.25
0.00 0.00
1,997,031.25
1,693.99
0.00 2,513.66
819.67
0.00 0.00
0.00 819.67
819.67
912828ZL7 UNITED STATES TREASURY
0.375 04/30/2025
04/12/2021
04/13/2021
2,000,000.00
1,977,343.75
0.00 0.00
1,977,343.75
652.17
0.00 1,263.59
611.41
0.00 0.00
0.00 611.41
611.41
912828ZT0 UNITED STATES TREASURY
0.25 05/31/2025
10/14/2021
10/15/2021
1,800,000.00
1,765,757.81
0.00 0.00
1,765,757.81
12.30 0.00
381.15
368.85
0.00 0.00
0.00 368.85
368.85
91282CAB7 UNITED STATES TREASURY
0.25 07/31/2025
12/02/2021
12/03/2021
2,000,000.00
1,942,031.25
0.00 0.00
1,942,031.25
1,675.82
0.00 2,087.91
412.09
0.00 0.00
0.00 412.09
412.09
91282CAJ0 UNITED STATES TREASURY
0.25 08/31/2025
03/22/2022
03/23/2022
1,000,000.00
928,828.13
0.00 0.00
928,828.13
631.79
0.00 835.60
203.80
0.00 0.00
0.00 203.80
203.80
91282CCT6 UNITED STATES TREASURY
0.375 08/15/2024
08/26/2021
08/27/2021
2,000,000.00
1,995,234.38
0.00 0.00
1,995,234.38
2,204.67
0.00 2,822.80
618.13
0.00 0.00
0.00 618.13
618.13
| 35
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
91282CCX7 UNITED STATES TREASURY
0.375 09/15/2024
09/10/2021
09/15/2021
1,800,000.00
1,796,484.38
0.00 0.00
1,796,484.38
1,430.71
0.00 1,980.98
550.27
0.00 0.00
0.00 550.27
550.27
91282CDH1 UNITED STATES TREASURY
0.75 11/15/2024
11/29/2021
11/30/2021
2,000,000.00
1,996,328.13
0.00 0.00
1,996,328.13
692.93
0.00 1,915.76
1,222.83
0.00 0.00
0.00 1,222.83
1,222.83
91282CDN8 UNITED STATES TREASURY 1.0
12/15/2024
12/29/2021
12/30/2021
900,000.00
900,386.72
0.00 0.00
900,386.72
4,155.74
4,500.00
393.44
737.70
0.00 0.00
0.00 737.70
737.70
91282CEF4 UNITED STATES TREASURY 2.5
03/31/2027
11/17/2022
11/18/2022
2,500,000.00
2,349,414.06
0.00 0.00
2,349,414.06
10,587.43
0.00 15,710.38
5,122.95
0.00 0.00
0.00 5,122.95
5,122.95
91282CEW7 UNITED STATES TREASURY
3.25 06/30/2027
12/12/2022
12/13/2022
1,300,000.00
1,266,687.50
0.00 0.00
1,266,687.50
17,758.93
0.00 114.81
(17,644.12)
0.00 0.00
0.00 (17,644.12)
(17,644.12)
91282CFB2 UNITED STATES TREASURY
2.75 07/31/2027
07/26/2023
07/27/2023
2,000,000.00
1,887,109.38
0.00 0.00
1,887,109.38
18,434.07
0.00 22,967.03
4,532.97
0.00 0.00
0.00 4,532.97
4,532.97
91282CFH9 UNITED STATES TREASURY
3.125 08/31/2027
01/24/2023
01/25/2023
2,500,000.00
2,445,117.19
0.00 0.00
2,445,117.19
19,743.55
0.00 26,112.43
6,368.89
0.00 0.00
0.00 6,368.89
6,368.89
91282CFM8 UNITED STATES TREASURY
4.125 09/30/2027
02/22/2023
02/28/2023
1,600,000.00
1,595,500.00
0.00 0.00
1,595,500.00
11,180.33
0.00 16,590.16
5,409.84
0.00 0.00
0.00 5,409.84
5,409.84
91282CGV7 UNITED STATES TREASURY
3.75 04/15/2026
03/20/2024
03/21/2024
2,000,000.00
1,965,703.13
0.00 0.00
1,965,703.13
9,631.15
0.00 15,778.69
6,147.54
0.00 0.00
0.00 6,147.54
6,147.54
| 36
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
INCOME EARNED
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
Total Fixed Income 147,732,581.95
145,058,776.80
6,918,394.46
(6,688,033.07)
145,289,138.19
1,009,134.63
308,025.50
987,598.29
286,489.16
0.00 0.00
0.00 286,489.16 286,489.16
TOTAL PORTFOLIO 148,209,331.41
145,448,438.79
13,861,455.84
(13,612,784.70)
145,765,887.65
1,009,134.63
314,735.82
987,598.29
293,199.48
0.00 0.00
0.00 293,199.48 293,199.48
| 37
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount JULY 2024
07/01/2024 Dividend 31846V567 0.00 5,200.40 5,200.40
07/01/2024 Dividend 31846V567 0.00 1,037.64 1,037.64
07/01/2024 Coupon 912828YX2 0.00 UNITED STATES TREASURY 1.75 12/31/2026 15,312.50 15,312.50 07/01/2024 Coupon 9128285T3 0.00 UNITED STATES TREASURY 2.625 12/31/2025 32,812.50 32,812.50 07/01/2024 Coupon 91282CEW7 0.00 UNITED STATES TREASURY 3.25 06/30/2027 21,125.00 21,125.00 07/08/2024 Coupon 24422EXF1 1,000,000.00 JOHN DEERE CAPITAL CORP 4.5 01/08/2027 22,500.00 22,500.00 07/08/2024 Coupon 3133ENKS8 755,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
1.125 01/06/2025 4,246.88 4,246.88
07/11/2024 Final Maturity 912797GB7 2,750,000.00 UNITED STATES TREASURY 07/11/2024 2,750,000.00 2,750,000.00 07/12/2024 Coupon 459058KT9 500,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 3.5 07/12/2028 8,750.00 8,750.00
07/15/2024 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 07/15/2024 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 07/15/2024 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 07/15/2024 Coupon 3130AYPN0 2,000,000.00 FEDERAL HOME LOAN BANKS 4.125 01/15/2027 38,041.67 38,041.67
07/15/2024 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 07/15/2024 Coupon 44933LAC7 13,833.86 HART 2021-A A3 0.38 09/15/2025 4.71 4.71 07/15/2024 Effective Maturity 44933LAC7 13,833.86 HART 2021-A A3 0.38 09/15/2025 14,857.75 14,857.75 07/15/2024 Coupon 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 79.64 79.64 07/15/2024 Principal Paydown 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 36,971.56 36,971.56
07/15/2024 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 437.61 437.61 07/15/2024 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 19,851.82 19,851.82 07/15/2024 Coupon 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 9.55 9.55 07/15/2024 Principal Paydown 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 8,698.64 8,698.64 07/15/2024 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 52.88 52.88 07/15/2024 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 10,113.84 10,113.84 07/15/2024 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 07/15/2024 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 07/15/2024 Coupon 79466LAG9 200,000.00 SALESFORCE INC 0.625 07/15/2024 625.00 625.00 07/15/2024 Final Maturity 79466LAG9 200,000.00 SALESFORCE INC 0.625 07/15/2024 200,000.00 200,000.00 | 38
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/16/2024 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 63.98 63.98 07/16/2024 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 9,881.22 9,881.22 07/16/2024 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 921.48 921.48 07/16/2024 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 21,495.47 21,495.47 07/16/2024 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 120.85 120.85 07/16/2024 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 9,911.53 9,911.53 07/17/2024 Coupon 61747YET8 1,000,000.00 MORGAN STANLEY 4.679 07/17/2026 23,395.00 23,395.00 07/18/2024 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 1,009.53 1,009.53 07/18/2024 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 24,065.45 24,065.45 07/19/2024 Coupon 78016HZT0 1,245,000.00 ROYAL BANK OF CANADA 4.875 01/19/2027 30,346.88 30,346.88 07/22/2024 Coupon 3133EPW68 1,400,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.125 01/22/2026 28,875.00 28,875.00
07/22/2024 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 07/22/2024 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 07/22/2024 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 96.70 96.70 07/22/2024 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 13,928.97 13,928.97 07/22/2024 Coupon 78016EYM3 1,000,000.00 ROYAL BANK OF CANADA 1.6 01/21/2025 8,000.00 8,000.00 07/25/2024 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 587.05 587.05 07/25/2024 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 23,217.75 23,217.75 07/25/2024 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 582.55 582.55 07/25/2024 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 19,285.33 19,285.33 07/25/2024 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 07/25/2024 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 3,798.67 3,798.67 07/25/2024 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,371.40 3,371.40 07/25/2024 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 07/25/2024 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,477.19 2,477.19 07/25/2024 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.89 2,463.89 07/25/2024 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 07/25/2024 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 07/25/2024 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,319.79 3,319.79 07/25/2024 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 | 39
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/30/2024 Coupon 3133EPZY4 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
5.0 07/30/2026 50,000.00 50,000.00
07/30/2024 Coupon 91159HHX1 1,000,000.00 US BANCORP 2.4 07/30/2024 12,000.00 12,000.00 07/30/2024 Final Maturity 91159HHX1 1,000,000.00 US BANCORP 2.4 07/30/2024 1,000,000.00 1,000,000.00 07/31/2024 Coupon 912828Z52 2,000,000.00 UNITED STATES TREASURY 1.375 01/31/2025 13,750.00 13,750.00 07/31/2024 Coupon 91282CAB7 2,000,000.00 UNITED STATES TREASURY 0.25 07/31/2025 2,500.00 2,500.00 07/31/2024 Coupon 91282CFB2 2,000,000.00 UNITED STATES TREASURY 2.75 07/31/2027 27,500.00 27,500.00 July 2024 Total 4,168,517.37 400,628.77 4,569,146.15
AUGUST 2024
08/06/2024 Coupon 857477BR3 335,000.00 STATE STREET CORP 1.746 02/06/2026 2,924.55 2,924.55 08/09/2024 Coupon 69371RR40 245,000.00 PACCAR FINANCIAL CORP 0.5 08/09/2024 612.50 612.50 08/09/2024 Final Maturity 69371RR40 245,000.00 PACCAR FINANCIAL CORP 0.5 08/09/2024 245,000.00 245,000.00 08/12/2024 Coupon 14913R2Z9 1,375,000.00 CATERPILLAR FINANCIAL SERVICES CORP 3.65 08/12/2025 25,093.75 25,093.75
08/12/2024 Coupon 69371RS56 1,450,000.00 PACCAR FINANCIAL CORP 5.05 08/10/2026 36,612.50 36,612.50 08/14/2024 Coupon 3133ENPG9 1,200,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
1.75 02/14/2025 10,500.00 10,500.00
08/14/2024 Coupon 3133EPSW6 2,405,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 08/14/2026 54,112.50 54,112.50
08/15/2024 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 08/15/2024 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 08/15/2024 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 08/15/2024 Coupon 26442UAA2 1,000,000.00 DUKE ENERGY PROGRESS LLC 3.25 08/15/2025 16,250.00 16,250.00
08/15/2024 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 08/15/2024 Coupon 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 61.47 61.47 08/15/2024 Principal Paydown 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 35,735.53 35,735.53 08/15/2024 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 399.23 399.23 08/15/2024 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 17,736.40 17,736.40 08/15/2024 Coupon 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 6.94 6.94 08/15/2024 Principal Paydown 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 10,152.83 10,152.83 08/15/2024 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 48.50 48.50 08/15/2024 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 11,022.94 11,022.94 | 40
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/15/2024 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 08/15/2024 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 08/15/2024 Coupon 91282CCT6 2,000,000.00 UNITED STATES TREASURY 0.375 08/15/2024 3,750.00 3,750.00 08/15/2024 Final Maturity 91282CCT6 2,000,000.00 UNITED STATES TREASURY 0.375 08/15/2024 2,000,000.00 2,000,000.00 08/16/2024 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 58.38 58.38 08/16/2024 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 9,576.13 9,576.13 08/16/2024 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 856.27 856.27 08/16/2024 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 20,536.74 20,536.74 08/16/2024 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 110.45 110.45 08/16/2024 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 9,412.15 9,412.15 08/19/2024 Coupon 06428CAA2 1,000,000.00 BANK OF AMERICA NA 5.526 08/18/2026 27,630.00 27,630.00 08/19/2024 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 934.73 934.73 08/19/2024 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 23,267.85 23,267.85 08/20/2024 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 08/20/2024 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 08/21/2024 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 86.48 86.48 08/21/2024 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 13,531.38 13,531.38 08/23/2024 Coupon 037833BY5 1,000,000.00 APPLE INC 3.25 02/23/2026 16,250.00 16,250.00 08/26/2024 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 487.22 487.22 08/26/2024 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 20,406.44 20,406.44 08/26/2024 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 530.96 530.96 08/26/2024 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 18,581.43 18,581.43 08/26/2024 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 08/26/2024 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 08/26/2024 Coupon 17275RBQ4 1,500,000.00 CISCO SYSTEMS INC 4.8 02/26/2027 36,000.00 36,000.00 08/26/2024 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,371.40 3,371.40 08/26/2024 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 30,282.40 30,282.40 08/26/2024 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 08/26/2024 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,472.15 2,472.15 08/26/2024 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,708.41 1,708.41 08/26/2024 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 08/26/2024 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 | 41
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/26/2024 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 08/26/2024 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,318.61 3,318.61 08/26/2024 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 1,967.09 1,967.09 08/26/2024 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 August 2024 Total 2,468,917.72 288,983.35 2,757,901.07
SEPTEMBER 2024
09/03/2024 Coupon 912828ZC7 1,200,000.00 UNITED STATES TREASURY 1.125 02/28/2025 6,750.00 6,750.00 09/03/2024 Coupon 91282CAJ0 1,000,000.00 UNITED STATES TREASURY 0.25 08/31/2025 1,250.00 1,250.00 09/03/2024 Coupon 91282CFH9 2,500,000.00 UNITED STATES TREASURY 3.125 08/31/2027 39,062.50 39,062.50 09/06/2024 Coupon 21684XH82 2,000,000.00 COÖPERATIEVE RABOBANK U.A., NEW YORK BRANCH 5.9 09/06/2024 119,638.89 119,638.89
09/06/2024 Final Maturity 21684XH82 2,000,000.00 COÖPERATIEVE RABOBANK U.A., NEW YORK BRANCH 5.9 09/06/2024 2,000,000.00 2,000,000.00
09/11/2024 Coupon 3130AWTQ3 4,500,000.00 FEDERAL HOME LOAN BANKS 4.625 09/11/2026 104,062.50 104,062.50
09/13/2024 Coupon 3130B0ZP7 1,000,000.00 FEDERAL HOME LOAN BANKS 4.875 03/13/2026 19,500.00 19,500.00
09/16/2024 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 09/16/2024 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 09/16/2024 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 09/16/2024 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 52.96 52.96 09/16/2024 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 9,375.66 9,375.66 09/16/2024 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 793.98 793.98
09/16/2024 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 19,256.80 19,256.80 09/16/2024 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 100.56 100.56 09/16/2024 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 9,194.11 9,194.11 09/16/2024 Coupon 437076CR1 1,000,000.00 HOME DEPOT INC 4.0 09/15/2025 20,000.00 20,000.00 09/16/2024 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 09/16/2024 Coupon 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 43.90 43.90 09/16/2024 Principal Paydown 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 34,843.74 34,843.74 09/16/2024 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 364.94 364.94 09/16/2024 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 17,532.92 17,532.92 | 42
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/16/2024 Coupon 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 3.89 3.89 09/16/2024 Principal Paydown 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 10,479.09 10,479.09 09/16/2024 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 43.72 43.72 09/16/2024 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 10,879.40 10,879.40 09/16/2024 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 09/16/2024 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 09/16/2024 Coupon 91282CCX7 1,800,000.00 UNITED STATES TREASURY 0.375 09/15/2024 3,375.00 3,375.00 09/16/2024 Final Maturity 91282CCX7 1,800,000.00 UNITED STATES TREASURY 0.375 09/15/2024 1,800,000.00 1,800,000.00 09/18/2024 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 862.41 862.41 09/18/2024 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 22,689.50 22,689.50 09/18/2024 Coupon 857477CL5 1,210,000.00 STATE STREET CORP 4.993 03/18/2027 30,207.65 30,207.65 09/20/2024 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 09/20/2024 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 09/20/2024 Coupon 89236TKJ3 1,000,000.00 TOYOTA MOTOR CREDIT CORP 4.55 09/20/2027 22,750.00 22,750.00 09/23/2024 Coupon 3133EPWK7 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 09/22/2028 45,000.00 45,000.00
09/23/2024 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 76.56 76.56 09/23/2024 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 13,183.79 13,183.79 09/23/2024 Coupon 4581X0DZ8 1,585,000.00 INTER-AMERICAN DEVELOPMENT BANK 0.5 09/23/2024
3,962.50 3,962.50
09/23/2024 Final Maturity 4581X0DZ8 1,585,000.00 INTER-AMERICAN DEVELOPMENT BANK 0.5 09/23/2024 1,585,000.00 1,585,000.00
09/25/2024 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 399.47 399.47 09/25/2024 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 18,646.81 18,646.81 09/25/2024 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 481.26 481.26 09/25/2024 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 17,148.07 17,148.07 09/25/2024 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 09/25/2024 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 09/25/2024 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,287.92 3,287.92 09/25/2024 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 2,421.47 2,421.47 09/25/2024 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 09/25/2024 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,467.38 2,467.38 | 43
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/25/2024 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,713.89 1,713.89 09/25/2024 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 09/25/2024 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 09/25/2024 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 09/25/2024 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,313.39 3,313.39 09/25/2024 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 1,973.49 1,973.49 09/25/2024 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 09/26/2024 Coupon 3133EP6K6 1,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 03/26/2027 22,500.00 22,500.00
09/30/2024 Coupon 9128285C0 3,250,000.00 UNITED STATES TREASURY 3.0 09/30/2025 48,750.00 48,750.00 09/30/2024 Coupon 9128286L9 2,500,000.00 UNITED STATES TREASURY 2.25 03/31/2026 28,125.00 28,125.00 09/30/2024 Coupon 912828ZF0 2,000,000.00 UNITED STATES TREASURY 0.5 03/31/2025 5,000.00 5,000.00 09/30/2024 Coupon 91282CEF4 2,500,000.00 UNITED STATES TREASURY 2.5 03/31/2027 31,250.00 31,250.00 09/30/2024 Coupon 91282CFM8 1,600,000.00 UNITED STATES TREASURY 4.125 09/30/2027 33,000.00 33,000.00 September 2024
Total 5,574,338.73 642,981.13 6,217,319.87
OCTOBER 2024
10/09/2024 Coupon 3130B0TY5 1,500,000.00 FEDERAL HOME LOAN BANKS 4.75 04/09/2027 35,229.17 35,229.17 10/10/2024 Coupon 57629W6F2 750,000.00 MASSMUTUAL GLOBAL FUNDING II 4.5 04/10/2026 16,875.00 16,875.00
10/15/2024 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 10/15/2024 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33
10/15/2024 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 10/15/2024 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 10/15/2024 Coupon 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 26.76 26.76 10/15/2024 Principal Paydown 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 33,473.35 33,473.35 10/15/2024 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 331.04 331.04 10/15/2024 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 19,393.34 19,393.34 10/15/2024 Coupon 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 0.75 0.75 10/15/2024 Effective Maturity 47788UAC6 31,825.53 JDOT 2021 A3 0.36 09/15/2025 2,494.97 2,494.97 10/15/2024 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 39.01 39.01 10/15/2024 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 11,413.98 11,413.98 | 44
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/15/2024 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 10/15/2024 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 10/15/2024 Coupon 91282CGV7 2,000,000.00 UNITED STATES TREASURY 3.75 04/15/2026 37,500.00 37,500.00 10/16/2024 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 47.65 47.65 10/16/2024 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 9,017.58 9,017.58 10/16/2024 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 735.57 735.57 10/16/2024 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 18,387.03 18,387.03 10/16/2024 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 90.91 90.91 10/16/2024 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 8,824.91 8,824.91 10/17/2024 Final Maturity 912797KU0 2,000,000.00 UNITED STATES TREASURY 10/17/2024 2,000,000.00 2,000,000.00 10/18/2024 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 791.88 791.88 10/18/2024 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 21,826.51 21,826.51 10/21/2024 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 10/21/2024 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 10/21/2024 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 66.89 66.89 10/21/2024 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 12,698.62 12,698.62 10/25/2024 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 319.29 319.29 10/25/2024 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 17,556.43 17,556.43 10/25/2024 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 435.39 435.39 10/25/2024 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 16,393.37 16,393.37 10/25/2024 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 10/25/2024 Coupon 06406RBC0 900,000.00 BANK OF NEW YORK MELLON CORP 3.35 04/25/2025 15,075.00 15,075.00
10/25/2024 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 10/25/2024 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,281.25 3,281.25 10/25/2024 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 2,583.07 2,583.07 10/25/2024 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 10/25/2024 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,462.60 2,462.60 10/25/2024 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,824.99 1,824.99 10/25/2024 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 10/25/2024 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 10/25/2024 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 | 45
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2024 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,308.15 3,308.15 10/25/2024 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,116.47 2,116.47 10/25/2024 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 10/31/2024 Coupon 9128285J5 2,500,000.00 UNITED STATES TREASURY 3.0 10/31/2025 37,500.00 37,500.00 10/31/2024 Coupon 912828YM6 1,700,000.00 UNITED STATES TREASURY 1.5 10/31/2024 12,750.00 12,750.00 10/31/2024 Final Maturity 912828YM6 1,700,000.00 UNITED STATES TREASURY 1.5 10/31/2024 1,700,000.00 1,700,000.00 10/31/2024 Coupon 912828ZL7 2,000,000.00 UNITED STATES TREASURY 0.375 04/30/2025 3,750.00 3,750.00 October 2024
Total 3,878,004.60 217,121.05 4,095,125.66
NOVEMBER 2024
11/01/2024 Coupon 74456QBU9 750,000.00 PUBLIC SERVICE ELECTRIC AND GAS CO 3.7 05/01/2028 13,875.00 13,875.00
11/04/2024 Coupon 00440EAV9 1,000,000.00 CHUBB INA HOLDINGS LLC 3.35 05/03/2026 16,750.00 16,750.00 11/08/2024 Coupon 3133ERDZ1 1,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.75 05/08/2026 23,750.00 23,750.00
11/12/2024 Coupon 665859AW4 1,000,000.00 NORTHERN TRUST CORP 4.0 05/10/2027 20,000.00 20,000.00 11/12/2024 Coupon 713448FW3 510,000.00 PEPSICO INC 5.125 11/10/2026 13,068.75 13,068.75 11/13/2024 Coupon 14913R2V8 480,000.00 CATERPILLAR FINANCIAL SERVICES CORP 3.4 05/13/2025 8,160.00 8,160.00
11/15/2024 Coupon 009158AY2 1,500,000.00 AIR PRODUCTS AND CHEMICALS INC 1.85 05/15/2027 13,875.00 13,875.00
11/15/2024 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 11/15/2024 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 11/15/2024 Coupon 161571HT4 1,320,000.00
CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00
11/15/2024 Coupon 341081GN1 1,500,000.00 FLORIDA POWER & LIGHT CO 4.4 05/15/2028 33,000.00 33,000.00 11/15/2024 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 11/15/2024 Coupon 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 10.31 10.31 11/15/2024 Effective Maturity 44934KAC8 159,505.61 HART 2021-B A3 0.38 01/15/2026 20,963.08 20,963.08 11/15/2024 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 293.55 293.55 11/15/2024 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 20,792.39 20,792.39 11/15/2024 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 34.06 34.06 11/15/2024 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 13,557.06 13,557.06 11/15/2024 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 | 46
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2024 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 11/15/2024 Coupon 9128283F5 1,400,000.00 UNITED STATES TREASURY 2.25 11/15/2027 15,750.00 15,750.00 11/15/2024 Coupon 9128285M8 2,000,000.00 UNITED STATES TREASURY 3.125 11/15/2028 31,250.00 31,250.00 11/15/2024 Coupon 912828M56 2,500,000.00 UNITED STATES TREASURY 2.25 11/15/2025 28,125.00 28,125.00 11/15/2024 Coupon 912828U24 3,000,000.00 UNITED STATES TREASURY 2.0 11/15/2026 30,000.00 30,000.00 11/15/2024 Coupon 91282CDH1 2,000,000.00 UNITED STATES TREASURY 0.75 11/15/2024 7,500.00 7,500.00 11/15/2024 Final Maturity 91282CDH1 2,000,000.00 UNITED STATES TREASURY 0.75 11/15/2024 2,000,000.00 2,000,000.00 11/18/2024 Coupon 3130AXU63 1,750,000.00 FEDERAL HOME LOAN BANKS 4.625 11/17/2026 40,468.75 40,468.75
11/18/2024 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 42.54 42.54 11/18/2024 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 8,810.65 8,810.65 11/18/2024 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 679.79 679.79 11/18/2024 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 17,936.52 17,936.52 11/18/2024 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 81.64 81.64 11/18/2024 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 8,621.69 8,621.69 11/18/2024 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 724.03 724.03 11/18/2024 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 21,291.14 21,291.14 11/20/2024 Coupon 3133ERFJ5 1,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 05/20/2027 22,500.00 22,500.00
11/20/2024 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96
11/20/2024 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 11/21/2024 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 57.58 57.58 11/21/2024 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 12,359.86 12,359.86 11/25/2024 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 243.80 243.80 11/25/2024 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 18,574.41 18,574.41 11/25/2024 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 391.53 391.53 11/25/2024 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 15,909.25 15,909.25 11/25/2024 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 11/25/2024 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 11/25/2024 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,274.13 3,274.13 11/25/2024 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 2,439.36 2,439.36 11/25/2024 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 | 47
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/25/2024 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,457.51 2,457.51 11/25/2024 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,725.24 1,725.24 11/25/2024 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 11/25/2024 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 11/25/2024 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 11/25/2024 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,302.52 3,302.52 11/25/2024 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 1,986.81 1,986.81 11/25/2024 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 November 2024
Total 2,164,967.46 376,170.26 2,541,137.72
DECEMBER 2024
12/02/2024 Coupon 023135CN4 425,000.00 AMAZON.COM INC 4.6 12/01/2025 9,775.00 9,775.00 12/02/2024 Coupon 438516CB0 1,000,000.00 HONEYWELL INTERNATIONAL INC 1.35 06/01/2025 6,750.00 6,750.00
12/02/2024 Coupon 912828ZT0 1,800,000.00 UNITED STATES TREASURY 0.25 05/31/2025 2,250.00 2,250.00 12/06/2024 Coupon 89115A2A9 1,000,000.00 TORONTO-DOMINION BANK 3.766 06/06/2025 18,830.00 18,830.00 12/09/2024 Coupon 3130AVVX7 1,120,000.00 FEDERAL HOME LOAN BANKS 3.75 06/09/2028 21,000.00 21,000.00 12/09/2024 Coupon 3130AWC24 2,000,000.00 FEDERAL HOME LOAN BANKS 4.0 06/09/2028 40,000.00 40,000.00 12/09/2024 Coupon 48125LRU8 1,575,000.00 JPMORGAN CHASE BANK NA 5.11 12/08/2026 40,241.25 40,241.25 12/12/2024 Coupon 3130AWLZ1 2,000,000.00 FEDERAL HOME LOAN BANKS 4.75 06/12/2026 47,500.00 47,500.00 12/16/2024 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 12/16/2024 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 12/16/2024 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 12/16/2024 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 37.54 37.54 12/16/2024 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 8,393.09 8,393.09 12/16/2024 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 625.39 625.39 12/16/2024 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 16,891.79 16,891.79 12/16/2024 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 72.59 72.59 12/16/2024 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 8,173.35 8,173.35 12/16/2024 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 12/16/2024 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 253.35 253.35 12/16/2024 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 14,834.06 14,834.06 | 48
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/16/2024 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 28.19 28.19 12/16/2024 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 9,685.69 9,685.69 12/16/2024 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 12/16/2024 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 12/16/2024 Coupon 63743HFE7 1,105,000.00 NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 3.45 06/15/2025 19,061.25 19,061.25
12/16/2024 Coupon 91282CDN8 900,000.00 UNITED STATES TREASURY 1.0 12/15/2024 4,500.00 4,500.00 12/16/2024 Final Maturity 91282CDN8 900,000.00 UNITED STATES TREASURY 1.0 12/15/2024 900,000.00 900,000.00 12/18/2024 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 657.85 657.85 12/18/2024 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 20,304.44 20,304.44 12/20/2024 Coupon 3130AQF40 1,400,000.00 FEDERAL HOME LOAN BANKS 1.0 12/20/2024 7,000.00 7,000.00 12/20/2024 Final Maturity 3130AQF40 1,400,000.00 FEDERAL HOME LOAN BANKS 1.0 12/20/2024 1,400,000.00 1,400,000.00 12/20/2024 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 12/20/2024 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 12/20/2024 Coupon 58989V2F0 1,000,000.00 MET TOWER GLOBAL FUNDING 5.4 06/20/2026 27,000.00 27,000.00 12/23/2024 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 48.52 48.52 12/23/2024 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 11,812.93 11,812.93 12/25/2024 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 163.93 163.93 12/25/2024 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 19,131.88 19,131.88 12/25/2024 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 348.98 348.98 12/25/2024 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 15,092.19 15,092.19 12/25/2024 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 12/25/2024 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,267.40 3,267.40 12/25/2024 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 2,600.42 2,600.42 12/25/2024 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 12/25/2024 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,452.70 2,452.70 12/25/2024 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,835.95 1,835.95 12/25/2024 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 12/25/2024 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 12/25/2024 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 12/25/2024 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,297.25 3,297.25 12/25/2024 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,129.34 2,129.34 | 49
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/25/2024 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 12/26/2024 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 12/26/2024 Coupon 437076DB5 740,000.00 HOME DEPOT INC 4.875 06/25/2027 18,037.50 18,037.50 12/31/2024 Coupon 9128285T3 2,500,000.00 UNITED STATES TREASURY 2.625 12/31/2025 32,812.50 32,812.50 12/31/2024 Coupon 912828YX2 1,750,000.00 UNITED STATES TREASURY 1.75 12/31/2026 15,312.50 15,312.50 12/31/2024 Coupon 91282CEW7 1,300,000.00 UNITED STATES TREASURY 3.25 06/30/2027 21,125.00 21,125.00 December 2024
Total 2,430,885.14 388,953.44 2,819,838.58
JANUARY 2025
01/06/2025 Coupon 3133ENKS8 755,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
1.125 01/06/2025 4,246.88 4,246.88
01/06/2025 Final Maturity 3133ENKS8 755,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
1.125 01/06/2025 755,000.00 755,000.00
01/08/2025 Coupon 24422EXF1 1,000,000.00 JOHN DEERE CAPITAL CORP 4.5 01/08/2027 22,500.00 22,500.00 01/13/2025 Coupon 459058KT9 500,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 3.5 07/12/2028 8,750.00 8,750.00
01/15/2025 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 01/15/2025 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 01/15/2025 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 01/15/2025 Coupon 3130AYPN0 2,000,000.00 FEDERAL HOME LOAN BANKS 4.125 01/15/2027 41,250.00 41,250.00
01/15/2025 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 01/15/2025 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 224.67 224.67 01/15/2025 Principal Paydown 47787JAC2 227,660.97
JDOT 2022 A3 0.36 09/15/2026 17,401.32 17,401.32
01/15/2025 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 23.99 23.99 01/15/2025 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 17,491.60 17,491.60 01/15/2025 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 01/15/2025 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 01/16/2025 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 32.79 32.79 01/16/2025 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 8,234.20 8,234.20 01/16/2025 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 574.15 574.15 01/16/2025 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 16,538.15 16,538.15 01/16/2025 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 64.01 64.01 | 50
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/16/2025 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 8,024.85 8,024.85 01/17/2025 Coupon 61747YET8 1,000,000.00 MORGAN STANLEY 4.679 07/17/2026 23,395.00 23,395.00 01/20/2025 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 01/20/2025 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 01/20/2025 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 594.74 594.74 01/20/2025 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 19,891.32 19,891.32 01/21/2025 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 39.85 39.85 01/21/2025 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 11,533.61 11,533.61 01/21/2025 Coupon 78016EYM3 1,000,000.00 ROYAL BANK OF CANADA 1.6 01/21/2025 8,000.00 8,000.00 01/21/2025 Final Maturity 78016EYM3 1,000,000.00 ROYAL BANK OF CANADA 1.6 01/21/2025 1,000,000.00 1,000,000.00 01/21/2025 Coupon 78016HZT0 1,245,000.00 ROYAL BANK OF CANADA 4.875 01/19/2027 30,346.88 30,346.88 01/22/2025 Coupon 3133EPW68 1,400,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.125 01/22/2026 28,875.00 28,875.00
01/27/2025 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 81.66 81.66 01/27/2025 Principal Paydown 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 18,133.85 18,133.85 01/27/2025 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 308.61 308.61 01/27/2025 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 14,723.13 14,723.13 01/27/2025 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 01/27/2025 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 01/27/2025 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,260.24 3,260.24 01/27/2025 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 2,457.38 2,457.38 01/27/2025 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 01/27/2025 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,447.58 2,447.58 01/27/2025 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,736.66 1,736.66 01/27/2025 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 01/27/2025 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 01/27/2025 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 01/27/2025 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,291.59 3,291.59 01/27/2025 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,000.22 2,000.22 01/27/2025 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 01/30/2025 Coupon 3133EPZY4 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
5.0 07/30/2026 50,000.00 50,000.00
| 51
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/31/2025 Final Maturity 89233GNX0 2,000,000.00 Toyota Motor Credit Corporation 01/31/2025 2,000,000.00 2,000,000.00 01/31/2025 Coupon 912828Z52 2,000,000.00 UNITED STATES TREASURY 1.375 01/31/2025 13,750.00 13,750.00 01/31/2025 Final Maturity 912828Z52 2,000,000.00 UNITED STATES TREASURY 1.375 01/31/2025 2,000,000.00 2,000,000.00 01/31/2025 Coupon 91282CAB7 2,000,000.00 UNITED STATES TREASURY 0.25 07/31/2025 2,500.00 2,500.00 01/31/2025 Coupon 91282CFB2 2,000,000.00 UNITED STATES TREASURY 2.75 07/31/2027 27,500.00 27,500.00 January 2025 Total 5,893,166.27 318,562.38 6,211,728.65 FEBRUARY 2025
02/06/2025 Coupon 857477BR3 335,000.00 STATE STREET CORP 1.746 02/06/2026 2,924.55 2,924.55 02/10/2025 Coupon 69371RS56 1,450,000.00 PACCAR FINANCIAL CORP 5.05 08/10/2026 36,612.50 36,612.50 02/12/2025 Coupon 14913R2Z9 1,375,000.00 CATERPILLAR FINANCIAL SERVICES CORP 3.65 08/12/2025 25,093.75 25,093.75
02/14/2025 Coupon 3133ENPG9 1,200,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
1.75 02/14/2025 10,500.00 10,500.00
02/14/2025 Final Maturity 3133ENPG9 1,200,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
1.75 02/14/2025 1,200,000.00 1,200,000.00
02/14/2025 Coupon 3133EPSW6 2,405,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 08/14/2026 54,112.50 54,112.50
02/17/2025 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 02/17/2025 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 28.12 28.12 02/17/2025 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 8,116.23 8,116.23 02/17/2025 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 523.98 523.98 02/17/2025 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 16,300.83 16,300.83 02/17/2025 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026
55.58 55.58
02/17/2025 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 7,918.19 7,918.19 02/17/2025 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 02/17/2025 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 191.03 191.03 02/17/2025 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 13,163.52 13,163.52 02/17/2025 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 16.41 16.41 02/17/2025 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 15,507.09 15,507.09 02/17/2025 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 02/17/2025 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 02/18/2025 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 | 52
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/18/2025 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 02/18/2025 Coupon 06428CAA2 1,000,000.00 BANK OF AMERICA NA 5.526 08/18/2026 27,630.00 27,630.00 02/18/2025 Coupon 26442UAA2 1,000,000.00 DUKE ENERGY PROGRESS LLC 3.25 08/15/2025 16,250.00 16,250.00 02/18/2025 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 532.91 532.91 02/18/2025 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 19,555.31 19,555.31 02/20/2025 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 02/20/2025 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,255.33 1,255.33 02/20/2025 Principal Paydown 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 14,574.70 14,574.70 02/21/2025 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 31.39 31.39 02/21/2025 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 11,296.28 11,296.28 02/24/2025 Coupon 037833BY5 1,000,000.00 APPLE INC 3.25 02/23/2026 16,250.00 16,250.00 02/25/2025 Coupon 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 3.68 3.68 02/25/2025 Effective Maturity 05593AAC3 136,524.16 BMWLT 2023-1 A3 5.16 11/25/2025 856.59 856.59 02/25/2025 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 269.22 269.22 02/25/2025 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 13,056.19 13,056.19 02/25/2025 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 02/25/2025 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 02/25/2025 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,253.46 3,253.46 02/25/2025 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 17,851.12 17,851.12 02/25/2025 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 02/25/2025 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,442.74 2,442.74 02/25/2025 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,742.22 1,742.22 02/25/2025 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 02/25/2025 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 02/25/2025 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 02/25/2025 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,286.28 3,286.28 02/25/2025 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,006.72 2,006.72 02/25/2025 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 02/26/2025 Coupon 17275RBQ4 1,500,000.00 CISCO SYSTEMS INC 4.8 02/26/2027 36,000.00 36,000.00 02/28/2025 Coupon 912828ZC7 1,200,000.00 UNITED STATES TREASURY 1.125 02/28/2025 6,750.00 6,750.00 02/28/2025 Final Maturity 912828ZC7 1,200,000.00 UNITED STATES TREASURY 1.125 02/28/2025 1,200,000.00 1,200,000.00 02/28/2025 Coupon 91282CAJ0 1,000,000.00 UNITED STATES TREASURY 0.25 08/31/2025 1,250.00 1,250.00 | 53
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/28/2025 Coupon 91282CFH9 2,500,000.00 UNITED STATES TREASURY 3.125 08/31/2027 39,062.50 39,062.50 February 2025
Total 2,541,944.99 329,575.37 2,871,520.36
MARCH 2025
03/04/2025 Final Maturity 62479LQ40 2,700,000.00 MUFG Bank, Ltd. - New York Branch 03/04/2025 2,700,000.00 2,700,000.00
03/11/2025 Coupon 3130AWTQ3 4,500,000.00 FEDERAL HOME LOAN BANKS 4.625 09/11/2026 104,062.50 104,062.50
03/13/2025 Coupon 3130B0ZP7 1,000,000.00 FEDERAL HOME LOAN BANKS 4.875 03/13/2026 24,375.00 24,375.00
03/17/2025 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 03/17/2025 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 03/17/2025 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 03/17/2025 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 23.52 23.52 03/17/2025 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 7,903.54 7,903.54 03/17/2025 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 474.54 474.54 03/17/2025 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 15,022.32 15,022.32 03/17/2025 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 47.27 47.27 03/17/2025 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 7,683.91 7,683.91 03/17/2025 Coupon 437076CR1 1,000,000.00 HOME DEPOT INC 4.0 09/15/2025 20,000.00 20,000.00 03/17/2025 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 03/17/2025 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 165.58 165.58 03/17/2025 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 10,754.60 10,754.60
03/17/2025 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 9.69 9.69 03/17/2025 Principal Paydown 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 13,052.63 13,052.63 03/17/2025 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 03/17/2025 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 03/18/2025 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 472.13 472.13 03/18/2025 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 18,991.51 18,991.51 03/18/2025 Coupon 857477CL5 1,210,000.00 STATE STREET CORP 4.993 03/18/2027 30,207.65 30,207.65 03/20/2025 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 03/20/2025 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,189.99 1,189.99 | 54
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/20/2025 Principal Paydown 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 22,098.36 22,098.36 03/20/2025 Coupon 89236TKJ3 1,000,000.00 TOYOTA MOTOR CREDIT CORP 4.55 09/20/2027 22,750.00 22,750.00 03/21/2025 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 23.11 23.11 03/21/2025 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 10,963.70 10,963.70 03/24/2025 Coupon 3133EPWK7 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 09/22/2028 45,000.00 45,000.00
03/25/2025 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 234.30 234.30 03/25/2025 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 12,341.08 12,341.08 03/25/2025 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 03/25/2025 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 03/25/2025 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,204.25 3,204.25 03/25/2025 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 2,887.67 2,887.67 03/25/2025 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 03/25/2025 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,437.88 2,437.88 03/25/2025 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,061.48 2,061.48 03/25/2025 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 03/25/2025 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 03/25/2025 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 03/25/2025 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,280.95 3,280.95 03/25/2025 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,419.23 2,419.23 03/25/2025 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 03/26/2025 Coupon 3133EP6K6 1,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 03/26/2027 22,500.00 22,500.00
03/31/2025 Coupon 9128285C0 3,250,000.00 UNITED STATES TREASURY 3.0 09/30/2025 48,750.00 48,750.00 03/31/2025 Coupon 9128286L9 2,500,000.00 UNITED STATES TREASURY 2.25 03/31/2026 28,125.00 28,125.00 03/31/2025 Coupon 912828ZF0 2,000,000.00 UNITED STATES TREASURY 0.5 03/31/2025 5,000.00 5,000.00 03/31/2025 Final Maturity 912828ZF0 2,000,000.00 UNITED STATES TREASURY 0.5 03/31/2025 2,000,000.00 2,000,000.00 03/31/2025 Coupon 91282CEF4 2,500,000.00 UNITED STATES TREASURY 2.5 03/31/2027 31,250.00 31,250.00 03/31/2025 Coupon 91282CFM8 1,600,000.00 UNITED STATES TREASURY 4.125 09/30/2027 33,000.00 33,000.00 March 2025 Total 4,826,180.04 471,832.77 5,298,012.81
APRIL 2025
04/09/2025 Coupon 3130B0TY5 1,500,000.00 FEDERAL HOME LOAN BANKS 4.75 04/09/2027 35,625.00 35,625.00 | 55
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/10/2025 Coupon 57629W6F2 750,000.00 MASSMUTUAL GLOBAL FUNDING II 4.5 04/10/2026 16,875.00 16,875.00
04/15/2025 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 04/15/2025 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 04/15/2025 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 04/15/2025 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 04/15/2025 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 144.78 144.78 04/15/2025 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 13,675.78 13,675.78 04/15/2025 Coupon 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 4.03 4.03 04/15/2025 Effective Maturity 47789QAC4 122,032.74 JDOT 2021-B A3 0.52 03/16/2026 9,308.51 9,308.51 04/15/2025 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 04/15/2025 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 04/15/2025 Coupon 91282CGV7 2,000,000.00 UNITED STATES TREASURY 3.75 04/15/2026 37,500.00 37,500.00 04/16/2025 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 19.04 19.04 04/16/2025 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 8,127.29 8,127.29 04/16/2025 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 428.97 428.97 04/16/2025 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 15,481.01 15,481.01 04/16/2025 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 39.20 39.20 04/16/2025 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 7,940.03 7,940.03 04/18/2025 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 413.10 413.10 04/18/2025 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 19,289.17 19,289.17 04/21/2025 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 04/21/2025 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 1,090.92 1,090.92 04/21/2025 Principal Paydown 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 37,433.99 37,433.99 04/21/2025 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 15.07 15.07 04/21/2025 Principal Paydown 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 10,997.11 10,997.11 04/25/2025 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 201.28 201.28 04/25/2025 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 12,648.68 12,648.68 04/25/2025 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 04/25/2025 Coupon 06406RBC0 900,000.00 BANK OF NEW YORK MELLON CORP 3.35 04/25/2025 15,075.00 15,075.00
| 56
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/25/2025 Final Maturity 06406RBC0 900,000.00 BANK OF NEW YORK MELLON CORP 3.35 04/25/2025 900,000.00 900,000.00
04/25/2025 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 04/25/2025 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,196.29 3,196.29 04/25/2025 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 25,110.69 25,110.69 04/25/2025 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 04/25/2025 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,432.13 2,432.13 04/25/2025 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,754.45 1,754.45 04/25/2025 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 04/25/2025 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 04/25/2025 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 04/25/2025 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,274.53 3,274.53 04/25/2025 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,021.18 2,021.18 04/25/2025 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 04/30/2025 Coupon 9128285J5 2,500,000.00 UNITED STATES TREASURY 3.0 10/31/2025 37,500.00 37,500.00 04/30/2025 Coupon 912828ZL7 2,000,000.00 UNITED STATES TREASURY 0.375 04/30/2025 3,750.00 3,750.00 04/30/2025 Final Maturity 912828ZL7 2,000,000.00 UNITED STATES TREASURY 0.375 04/30/2025 2,000,000.00 2,000,000.00 April 2025 Total 3,063,787.89 202,833.77 3,266,621.66
MAY 2025
05/01/2025 Coupon 74456QBU9 750,000.00 PUBLIC SERVICE ELECTRIC AND GAS CO 3.7 05/01/2028 13,875.00 13,875.00
05/05/2025 Coupon 00440EAV9 1,000,000.00 CHUBB INA HOLDINGS LLC 3.35 05/03/2026 16,750.00 16,750.00 05/06/2025 Coupon 857477BR3 335,000.00 STATE STREET CORP 1.746 02/06/2026 4,808.09 4,808.09 05/08/2025 Coupon 3133ERDZ1 1,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.75 05/08/2026 23,750.00 23,750.00
05/12/2025 Coupon 665859AW4 1,000,000.00 NORTHERN TRUST CORP 4.0 05/10/2027 20,000.00 20,000.00 05/12/2025 Coupon 713448FW3 510,000.00 PEPSICO INC 5.125 11/10/2026 13,068.75 13,068.75 05/13/2025 Coupon 14913R2V8 480,000.00 CATERPILLAR FINANCIAL SERVICES CORP 3.4 05/13/2025 8,160.00 8,160.00
05/13/2025 Final Maturity 14913R2V8 480,000.00 CATERPILLAR FINANCIAL SERVICES CORP 3.4 05/13/2025 480,000.00 480,000.00
05/15/2025 Coupon 009158AY2 1,500,000.00 AIR PRODUCTS AND CHEMICALS INC 1.85 05/15/2027 13,875.00 13,875.00
| 57
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2025 Coupon 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 2,556.63 2,556.63 05/15/2025 Final Maturity 02582JJT8 905,000.00 AMXCA 2022-2 A 05/17/2027 905,000.00 905,000.00 05/15/2025 Coupon 02582JKH2 640,000.00 AMXCA 2024-1 A 5.23 04/16/2029 2,789.33 2,789.33 05/15/2025 Coupon 161571HT4 1,320,000.00 CHAIT 2023-1 A 5.16 09/15/2028 5,676.00 5,676.00 05/15/2025 Coupon 341081GN1 1,500,000.00 FLORIDA POWER & LIGHT CO 4.4 05/15/2028 33,000.00 33,000.00 05/15/2025 Coupon 437918AC9 1,250,000.00 HAROT 2024-1 A3 5.21 08/15/2028 5,427.08 5,427.08 05/15/2025 Coupon 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 118.35 118.35 05/15/2025 Principal Paydown 47787JAC2 227,660.97 JDOT 2022 A3 0.36 09/15/2026 12,552.25 12,552.25 05/15/2025 Coupon 47800RAD5 335,000.00 JDOT 2024 A3 4.96 11/15/2028 1,384.67 1,384.67 05/15/2025 Coupon 58770JAD6 350,000.00 MBALT 2024-A A3 5.32 01/18/2028 1,551.67 1,551.67 05/15/2025 Coupon 9128283F5 1,400,000.00 UNITED STATES TREASURY 2.25 11/15/2027 15,750.00 15,750.00 05/15/2025 Coupon 9128285M8 2,000,000.00 UNITED STATES TREASURY 3.125 11/15/2028 31,250.00 31,250.00 05/15/2025 Coupon 912828M56 2,500,000.00 UNITED STATES TREASURY 2.25 11/15/2025 28,125.00 28,125.00 05/15/2025 Coupon 912828U24 3,000,000.00 UNITED STATES TREASURY 2.0 11/15/2026 30,000.00 30,000.00 05/16/2025 Coupon 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 14.44 14.44 05/16/2025 Principal Paydown 362554AC1 111,816.76 GMCAR 2021-4 A3 0.68 09/16/2026 7,860.04 7,860.04 05/16/2025 Coupon 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 382.01 382.01 05/16/2025 Principal Paydown 36265WAD5 305,892.37 GMCAR 2022-3 A3 3.64 04/16/2027 14,821.82 14,821.82 05/16/2025 Coupon 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 30.86 30.86 05/16/2025 Principal Paydown 380146AC4 115,200.25 GMCAR 2022-1 A3 1.26 11/16/2026 7,642.65 7,642.65 05/19/2025 Coupon 3130AXU63 1,750,000.00 FEDERAL HOME LOAN BANKS 4.625 11/17/2026 40,468.75 40,468.75
05/19/2025 Coupon 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 353.14 353.14 05/19/2025 Principal Paydown 43815PAC3 325,505.06 HAROT 2022-2 A3 3.73 07/20/2026 18,604.75 18,604.75 05/20/2025 Coupon 3133ERFJ5 1,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP
4.5 05/20/2027 22,500.00 22,500.00
05/20/2025 Coupon 36269FAD8 455,000.00 GMALT 2024-1 A3 5.09 03/22/2027 1,929.96 1,929.96 05/20/2025 Coupon 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 923.09 923.09 05/20/2025 Principal Paydown 379929AD4 280,000.00 GMALT 2023-3 A3 5.38 11/20/2026 35,327.85 35,327.85 05/21/2025 Coupon 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 7.01 7.01 05/21/2025 Effective Maturity 43815GAC3 131,859.87 HAROT 2021-4 A3 0.88 01/21/2026 9,553.62 9,553.62 05/26/2025 Coupon 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 167.45 167.45 | 58
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/26/2025 Principal Paydown 05602RAD3 217,776.10 BMWOT 2022-A A3 3.21 08/25/2026 12,169.43 12,169.43 05/26/2025 Coupon 05611UAD5 1,000,000.00 BMWLT 2024-1 A3 4.98 03/25/2027 4,150.00 4,150.00 05/26/2025 Coupon 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 3,127.07 3,127.07 05/26/2025 Principal Paydown 3137BM7C4 1,223,000.00 FHMS K-051 A2 3.308 09/25/2025 21,081.86 21,081.86 05/26/2025 Coupon 3137BSP72 2,000,000.00 FHMS K-058 A2 2.653 08/25/2026 4,421.67 4,421.67 05/26/2025 Coupon 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 2,427.23 2,427.23 05/26/2025 Principal Paydown 3137BTUM1 888,148.67 FHMS K-061 A2 3.347 11/25/2026 1,864.18 1,864.18 05/26/2025 Coupon 3137BVZ82 862,000.00 FHMS K-063 A2 3.43 01/25/2027 2,463.88 2,463.88 05/26/2025 Coupon 3137F1G44 1,000,000.00 FHMS K-065 A2 3.243 04/25/2027 2,702.50 2,702.50 05/26/2025 Coupon 3137F4X72 1,165,000.00 FHMS K-075 A2 3.65 02/25/2028 3,543.54 3,543.54 05/26/2025 Coupon 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 3,269.16 3,269.16 05/26/2025 Principal Paydown 3137FBU79 1,250,000.00 FHMS K-069 A2 3.187 09/25/2027 2,162.54 2,162.54 05/26/2025 Coupon 3137FJEH8 1,250,000.00 FHMS K-081 A2 3.9 08/25/2028 4,062.50 4,062.50 05/27/2025 Coupon 096919AD7 600,000.00 BMWOT 2024-A A3 5.18 02/26/2029 2,590.00 2,590.00 May 2025 Total 1,528,641.00 371,449.81 1,900,090.81
Grand Total 499,454,141.90 38,539,351.22 4,009,092.10 42,548,443.32 | 59
Murrieta Consolidated | Account # | Asof June 30, 2024
Execution Time: 07/03/2024 07:44:26 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747
IMPORTANT DISCLOSURES
Murrieta Consolidated | Account # | As of June 30, 2024 Chandler Asset Management, Inc. (“Chandler”) is 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 client’s 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
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Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or cus
todial 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 Moody’s, 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 (“MBS”) reflect 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, Moody’s and Fitch respectively.