Cities Index.
Agenda packet

Orange City Council
August 8, 2023

Document
Agenda packet
Meeting
August 8, 2023
Body
Orange City Council
Pages
24
Original file
6.1 MB
Text extracted from the city's file for reading and search. Open the original on cityoforange.legistar.com. That file is the official record.

257
Income Earned
As of April 30, 2023
City of Orange
Account #10888
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
3135GA4S7
FNMA
Callable Note Qtrly
11/17/2022

0.375%
Due
05/17/2024
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
6,979.17

0.00 8,541.67
1,562.50

0.00 0.00

0.00 1,562.50
1,562.50
3135GA4W8
FNMA
Callable Note Qtrly
11/18/2022

0.5%
Due
02/18/2025
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
2,986.11

0.00 5,069.44
2,083.33

0.00 0.00

0.00 2,083.33
2,083.33
3135GA5Y3
FNMA
Callable Note Qtrly
12/14/2021

0.375%
Due
06/14/2024
12/14/2020
12/14/2020
4,375,000.00
4,375,000.00

0.00 0.00
4,375,000.00
4,876.30

0.00 6,243.49
1,367.19

0.00 0.00

0.00 1,367.19
1,367.19
3135GABN0
FNMA
Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
12/29/2020
12/29/2020
2,150,000.00
2,150,000.00

0.00 0.00
2,150,000.00
1,538.44

0.00 2,040.11
501.67

0.00 0.00

0.00 501.67
501.67
40434CAD7
HSBC USA Inc
Note

3.5%
Due
06/23/2024
12/10/2019
12/10/2019
3,000,000.00
3,047,392.94

0.00 0.00
3,044,226.37
28,583.33

0.00 37,333.33
8,750.00

0.00 3,166.57
(
3,166.57
)
5,583.43
5,583.43
43815JAC7
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
04/21/2027
02/16/2023
02/24/2023
210,000.00
209,962.20

0.00 0.00
209,963.22
294.00
882.00
294.00
882.00

1.02 0.00

1.02 883.02
883.02
46647PBK1
JP Morgan Chase & Co
Callable Note Cont
4/22/2025

2.083%
Due
04/22/2026
05/31/2022
06/02/2022
1,250,000.00
1,203,451.78

0.00 0.00
1,204,701.95
11,499.90
13,018.75
650.94
2,169.79
1,250.17

0.00 1,250.17
3,419.96
3,419.96
47800CAC0
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
02/22/2023
03/02/2023
395,000.00
394,929.29

0.00 0.00
394,930.54
1,594.15
2,363.75
879.53
1,649.13

1.25 0.00

1.25 1,650.38
1,650.38
61747YET8
Morgan Stanley
Callable Note Cont
7/17/2025

4.679%
Due
07/17/2026
12/28/2022
12/30/2022
775,000.00
765,143.99

0.00 0.00
765,389.78
7,453.91

0.00 10,475.76
3,021.85
245.79

0.00 245.79
3,267.64
3,267.64
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 12 ends

258
Income Earned
As of April 30, 2023
City of Orange
Account #10888
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
63743HFF4
National Rural Utilities
Note

5.45%
Due
10/30/2025
10/20/2022
10/31/2022
495,000.00
494,428.77

0.00 0.00
494,446.95
11,315.56
13,488.75

74.94 2,248.13

18.18 0.00

18.18 2,266.31
2,266.31
69371RR81
Paccar Financial Corp
Note

3.15%
Due
06/13/2024
06/06/2022
06/13/2022
895,000.00
894,876.38

0.00 0.00
894,884.83
8,457.75

0.00 10,807.13
2,349.38

8.45 0.00

8.45 2,357.83
2,357.83
713448FQ6
Pepsico Inc.

Callable Note Cont
1/13/26

4.55%
Due
02/13/2026
02/13/2023
02/15/2023
195,000.00
194,891.55

0.00 0.00
194,894.65
1,133.71

0.00 1,873.08
739.37

3.10 0.00

3.10 742.47
742.47
78016FZW7
Royal Bank of Canada
Note

4.9%
Due
01/12/2028
03/30/2023
03/31/2023
1,000,000.00
997,991.15

0.00 0.00
998,025.65
10,752.78

0.00 14,836.11
4,083.33

34.50 0.00

34.50 4,117.83
4,117.83
89236THP3
Toyota Motor Credit Corp
Note

0.8%
Due
10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,012,960.38

0.00 0.00
5,012,541.85
18,333.33
20,000.00
1,666.67
3,333.34

0.00 418.53
(
418.53
)
2,914.81
2,914.81
907818GE2
Union Pacific Corp
Callable Note Cont
1/21/26

4.75%
Due
02/21/2026
02/13/2023
02/21/2023
470,000.00
469,700.84

0.00 0.00
469,709.33
2,480.56

0.00 4,340.97
1,860.41

8.49 0.00

8.49 1,868.90
1,868.90
91282CCZ2
US Treasury
Note

0.875%
Due
09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,986,384.95

0.00 0.00
2,986,704.55

71.72 0.00
2,223.36
2,151.64
319.60

0.00 319.60
2,471.24
2,471.24
91282CFH9
US Treasury
Note

3.125%
Due
08/31/2027
03/30/2023
03/31/2023
1,950,000.00
1,901,204.08

0.00 0.00
1,902,111.63
5,298.91

0.00 10,266.64
4,967.73
907.55

0.00 907.55
5,875.28
5,875.28
91324PEN8
United Health Group Inc
Note

5.15%
Due
10/15/2025
12/28/2022
12/30/2022
775,000.00
785,717.49

0.00 0.00
785,371.02
16,962.81
18,514.97
1,773.89
3,326.05

0.00 346.47
(
346.47
)
2,979.58
2,979.58
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 13 ends

259
Income Earned
As of April 30, 2023
City of Orange
Account #10888
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
92348KAA1
Verizon Master Trust
2021-1
A

0.5%
Due
05/20/2027
10/21/2022
10/25/2022
220,000.00
207,521.92

0.00 0.00
208,063.66

33.61 91.67

33.61 91.67
541.74

0.00 541.74
633.41
633.41
Total Fixed Income
90,565,000.00
90,558,556.25

0.00 0.00
90,558,584.24
246,641.00
120,639.89
230,665.60
104,664.49
6,550.03
6,522.04

27.99 104,692.48
104,692.48

CASH & EQUIVALENT
31846V203
First American
Govt Obligation Fund Class Y
Various
Various
169,734.88
48,582.94
127,016.70
5,864.76
169,734.88

0.00 6,376.81

0.00 6,376.81

0.00 0.00

0.00 6,376.81
6,376.81
Total Cash & Equivalent
169,734.88
48,582.94
127,016.70
5,864.76
169,734.88

0.00 6,376.81

0.00 6,376.81

0.00 0.00

0.00 6,376.81
6,376.81

TOTAL PORTFOLIO
90,734,734.88
90,607,139.19
127,016.70
5,864.76
90,728,319.12
246,641.00
127,016.70
230,665.60
111,041.30
6,550.03
6,522.04

27.99 111,069.29
111,069.29
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 14 ends

260
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
05/08/2023
Interest
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.00 13,437.50
13,437.50
05/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,403.70
1,649.13
8,052.83
05/17/2023
Interest
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024

0.00 9,375.00
9,375.00
05/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 05/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
05/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
MAY 2023
6,403.70
25,865.30
32,269.00
06/06/2023
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.00 4,760.00
4,760.00
06/13/2023
Interest
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note Cont
6/13/2024

3.43%
Due
6/13/2025

0.00 16,378.25
16,378.25
06/13/2023
Interest
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024

0.00 14,096.25
14,096.25
06/14/2023
Interest
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024

0.00 8,203.13
8,203.13
06/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,430.44
1,622.39
8,052.83
06/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 06/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
06/23/2023
Interest
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024

0.00 52,500.00
52,500.00
06/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 15 ends

261
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
06/29/2023
Interest
3135GABN0
2,150,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023

0.00 3,010.00
3,010.00
JUN 2023
6,430.44
101,973.69
108,404.13
07/12/2023
Interest
78016FZW7
1,000,000.00
Royal Bank of Canada Note

4.9%
Due
1/12/2028

0.00 24,500.00
24,500.00
07/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,457.29
1,595.54
8,052.83
07/17/2023
Interest
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026

0.00 18,131.13
18,131.13
07/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 07/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
07/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
07/28/2023
Call
3130ANA42
4,000,000.00
FHLB Callable Note Qtrly
1/28/2022

0.65%
Due
4/28/2025
4,000,000.00
13,000.00
4,013,000.00
07/29/2023
Interest
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026

0.00 22,500.00
22,500.00
JUL 2023
4,006,457.29
81,130.34
4,087,587.63
08/08/2023
Interest
037833EB2
3,000,000.00
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026

0.00 10,500.00
10,500.00
08/13/2023
Interest
713448FQ6
195,000.00
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026

0.00 4,386.96
4,386.96
08/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,484.25
1,568.58
8,052.83
08/18/2023
Interest
3135GA4W8
5,000,000.00
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025

0.00 12,500.00
12,500.00
08/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 08/21/2023
Interest
907818GE2
470,000.00
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026

0.00 11,162.50
11,162.50
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 16 ends

262
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
08/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
08/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
08/31/2023
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
AUG 2023
6,484.25
71,990.46
78,474.71
09/02/2023
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

0.00 45,000.00
45,000.00
09/06/2023
Interest
191216CL2
3,000,000.00
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024

0.00 26,250.00
26,250.00
09/10/2023
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
09/14/2023
Interest
06368LAQ9
1,000,000.00
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027

0.00 23,500.00
23,500.00
09/15/2023
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
09/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,511.32
1,541.51
8,052.83
09/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 09/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
09/25/2023
Interest
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024

0.00 9,150.00
9,150.00
09/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
09/28/2023
Interest
3130ALLM4
5,000,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024

0.00 8,750.00
8,750.00
09/29/2023
Interest
3134GWXC5
5,000,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024

0.00 8,750.00
8,750.00
09/30/2023
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
SEP 2023
6,511.32
226,220.18
232,731.50
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 17 ends

263
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
10/15/2023
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
10/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,538.50
1,514.33
8,052.83
10/16/2023
Interest
89236THP3
5,000,000.00
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025

0.00 20,000.00
20,000.00
10/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 10/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
10/22/2023
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 6,100.00
6,100.00
10/22/2023
Interest
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025

2.083%
Due
4/22/2026

0.00 13,018.75
13,018.75
10/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
10/28/2023
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025

0.00 27,000.00
27,000.00
10/29/2023
Interest
3130AMBG6
5,000,000.00
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025

0.00 18,750.00
18,750.00
10/31/2023
Interest
63743HFF4
495,000.00
National Rural Utilities Note

5.45%
Due
10/30/2025

0.00 13,488.75
13,488.75
OCT 2023
6,538.50
121,231.75
127,770.25
11/08/2023
Interest
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.00 13,437.50
13,437.50
11/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,565.80
1,487.03
8,052.83
11/17/2023
Interest
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024

0.00 9,375.00
9,375.00
11/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 11/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

Page 18 ends

264
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
11/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
NOV 2023
6,565.80
25,703.20
32,269.00
12/06/2023
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.00 4,760.00
4,760.00
12/13/2023
Interest
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note Cont
6/13/2024

3.43%
Due
6/13/2025

0.00 16,378.25
16,378.25
12/13/2023
Interest
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024

0.00 14,096.25
14,096.25
12/14/2023
Interest
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024

0.00 8,203.13
8,203.13
12/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,593.21
1,459.62
8,052.83
12/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 12/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
12/23/2023
Interest
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024

0.00 52,500.00
52,500.00
12/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
12/29/2023
Maturity
3135GABN0
2,150,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
2,150,000.00
3,010.00
2,153,010.00
DEC 2023
2,156,593.21
101,810.92
2,258,404.13
01/12/2024
Interest
78016FZW7
1,000,000.00
Royal Bank of Canada Note

4.9%
Due
1/12/2028

0.00 24,500.00
24,500.00
01/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,620.74
1,432.09
8,052.83
01/17/2024
Interest
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026

0.00 18,131.13
18,131.13
01/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

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265
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
01/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
01/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
01/29/2024
Interest
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026

0.00 22,500.00
22,500.00
JAN 2024
6,620.74
67,966.89
74,587.63
02/08/2024
Interest
037833EB2
3,000,000.00
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026

0.00 10,500.00
10,500.00
02/13/2024
Interest
713448FQ6
195,000.00
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026

0.00 4,436.25
4,436.25
02/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,648.38
1,404.45
8,052.83
02/18/2024
Interest
3135GA4W8
5,000,000.00
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025

0.00 12,500.00
12,500.00
02/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 02/21/2024
Interest
907818GE2
470,000.00
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026

0.00 11,162.50
11,162.50
02/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
02/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
02/29/2024
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
FEB 2024
6,648.38
71,875.62
78,524.00
03/02/2024
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

0.00 45,000.00
45,000.00
03/06/2024
Interest
191216CL2
3,000,000.00
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024

0.00 26,250.00
26,250.00
03/10/2024
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
03/14/2024
Interest
06368LAQ9
1,000,000.00
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027

0.00 23,500.00
23,500.00
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

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266
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
03/15/2024
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
03/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,676.14
1,376.69
8,052.83
03/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 03/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
03/25/2024
Interest
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024

0.00 9,150.00
9,150.00
03/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
03/28/2024
Maturity
3130ALLM4
5,000,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
5,000,000.00
8,750.00
5,008,750.00
03/29/2024
Maturity
3134GWXC5
5,000,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
5,000,000.00
8,750.00
5,008,750.00
03/31/2024
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
MAR 2024
10,006,676.14
226,055.36
10,232,731.50
04/15/2024
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
04/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,704.01
1,348.82
8,052.83
04/16/2024
Interest
89236THP3
5,000,000.00
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025

0.00 20,000.00
20,000.00
04/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 04/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
04/22/2024
Interest
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025

2.083%
Due
4/22/2026

0.00 13,018.75
13,018.75
04/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 6,100.00
6,100.00
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

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267
Cash Flow Report
As of April 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
04/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
04/28/2024
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025

0.00 27,000.00
27,000.00
04/29/2024
Interest
3130AMBG6
5,000,000.00
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025

0.00 18,750.00
18,750.00
APR 2024
6,704.01
107,577.49
114,281.50
TOTAL
16,228,633.78
1,229,401.20
17,458,034.98
Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

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268
Important Disclosures
City of Orange
Account #10888
Chandler Asset Management, Inc.
;͞
Chandler
͟Ϳ
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 THEIR RESPECTIVE

THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, ITS AFFILIATES OR

THEIR RESPECTIVE THIRD PARTY PROVIDERS GUARANTEE THE QUALITY, ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF, AND THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN "AS IS" BASIS AND LICENSEE'S USE IS AT LICENSEE'S OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY DO NOT SPONSOR, ENDORSE, OR RECOMMEND CHANDLER, OR ANY OF ITS PRODUCTS OR SERVICES.

Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. It is not possible to invest directly in an index.

Ratings:

Ratings information have been provided by 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
͟Ϳ
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.

Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

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269
Benchmark Index & Disclosures
City of Orange
Account #10888
Benchmark Index
Disclosure
ICE BofA 1-5 Yr US Treasury & Agency
Index
The ICE BofA 1-5 Year US Treasury & Agency Index tracks the performance of US dollar denominated US Treasury and nonsubordinated US agency debt issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody ͛
s,
S&P and Fitch). Qualifying securities must have at least one year remaining term to final maturity and less than five years remaining term to final maturity, at least 18 months to maturity at time of issuance, a fixed coupon schedule, and a minimum amount outstanding of $1 billion for sovereigns and $250 million for agencies.

Execution Time: 5/1/2023 11:24:15 PM
Chandler Asset Management - CONFIDENTIAL

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270

MONTHLY ACCOUNT STATEMENT
City of Orange - Account #10888
MAY 1, 2023 THROUGH MAY 31, 2023
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.

CHANDLER

ASSET MANAGEMENT
chandlerasset.com
Chandler Team:

For questions about your account, please call (800) 317-4747, or contact
[email protected]
Custodian
US Bank
Alexander Bazan
(503) 402-5305
271

ACCOUNT SUMMARY
Beg. Values
as of
4/30/23
End Values
as of
5/31/23
Market Value
86,135,300
85,736,104
Accrued Interest
230,666
309,702
Total Market Value
86,365,965
86,045,807
Income Earned
111,069
105,214
Cont/WD
-6,153
Par
90,734,735
90,754,731
Book Value
90,728,319
90,748,344
Cost Value
90,805,129
90,825,125

TOP ISSUERS
Federal Home Loan Bank

22.9%
Federal Home Loan Mortgage Corp

20.1%
Federal National Mortgage Assoc

18.2%
Government of United States

5.4%
Toyota Motor Corp

5.3%
Federal Farm Credit Bank

4.8%
HSBC Holdings PLC

3.5%
Coca Cola Co.

3.4%
Total

83.4%

PORTFOLIO CHARACTERISTICS
Average Modified Duration

1.90 Average Coupon

1.40%
Average Purchase YTM

1.44%
Average Market YTM

4.96%
Average S&P/Moody Rating
AA/Aa1
Average Final Maturity

2.08 yrs
Average Life

2.01 yrs

CREDIT QUALITY (S&P)

MATURITY DISTRIBUTION

SECTOR ALLOCATION
Portfolio Summary
As of May 31, 2023
City of Orange
Account #10888

PERFORMANCE REVIEW
Annualized

TOTAL RATE OF RETURN
1M
3M
YTD
1YR
2YRS
3YRS
5YRS
10YRS
12/31/2021
City of Orange
-0.36%

1.59%

1.72%
-0.55%
N/A
N/A
N/A
N/A
-3.14%
ICE BofA 1-5 Yr US Treasury & Agency Index
-0.53%

1.86%

1.69%
-0.27%
N/A
N/A
N/A
N/A
-2.59%
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 1 ends

272

BOOK VALUE RECONCILIATION

BEGINNING BOOK VALUE
$90,728,319.12
Acquisition
+ Security Purchases
$0.00
+ Money Market Fund Purchases
$26,148.44
+ Money Market Contributions
$0.00
+ Security Contributions
$0.00
+ Security Transfers
$0.00
Total Acquisitions
$26,148.44
Dispositions
- Security Sales
$0.00
- Money Market Fund Sales
$0.00
- MMF Withdrawals
$6,152.71
- Security Withdrawals
$0.00
- Security Transfers
$0.00
- Other Dispositions
$0.00
- Maturities
$0.00
- Calls
$0.00
- Principal Paydowns
$0.00
Total Dispositions
$6,152.71
Amortization/Accretion
+/- Net Accretion
$28.92
$28.92
Gain/Loss on Dispositions
+/- Realized Gain/Loss
$0.00
$0.00

ENDING BOOK VALUE
$90,748,343.77

CASH TRANSACTION SUMMARY

BEGINNING BALANCE
$169,734.88
Acquisition
Contributions
$0.00
Security Sale Proceeds
$0.00
Accrued Interest Received
$0.00
Interest Received
$25,865.30
Dividend Received
$283.14
Principal on Maturities
$0.00
Interest on Maturities
$0.00
Calls/Redemption (Principal)
$0.00
Interest from Calls/Redemption
$0.00
Principal Paydown
$0.00
Total Acquisitions
$26,148.44
Dispositions
Withdrawals
$6,152.71
Security Purchase
$0.00
Accrued Interest Paid
$0.00
Total Dispositions
$6,152.71

ENDING BOOK VALUE
$189,730.61
Reconciliation Summary
As of May 31, 2023
City of Orange
Account #10888
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

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273
Holdings Report
As of May 31, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
05593AAC3
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
100,000.00
02/07/2023

5.22%
99,997.62
99,997.95

99.63 5.49%
99,627.20

86.00 0.12%
(
370.75
)
Aaa / AAA
NR

2.49 1.35
43815JAC7
Honda Auto Receivables Owner
2023-1

A
3 5.04%
Due
4/21/2027
210,000.00
02/16/2023

5.10%
209,960.98
209,964.27
100.06

5.06%
210,122.85
294.00

0.24%
158.58
Aaa / NR
AAA

3.89 2.00
92348KAA1
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
220,000.00
10/21/2022

4.28%
204,668.75
208,623.45

95.17 4.15%
209,364.32

33.61 0.24%
740.87
Aaa / AAA
AAA

3.97 1.35
47800CAC0
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
395,000.00
02/22/2023

5.07%
394,928.03
394,931.84
100.13

5.00%
395,504.81
879.53

0.46%
572.97
Aaa / NR
AAA

4.46 1.97
Total ABS
925,000.00

4.91%
909,555.38
913,517.51

4.87%
914,619.18
1,293.14

1.06%
1,101.67
Aaa / AAA
AAA

4.01 1.76
AGENCY
3135GABN0
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
2,150,000.00
12/29/2020

0.28%
2,150,000.00
2,150,000.00

97.08 5.48%
2,087,308.15
2,541.78

2.43%
(
62,691.85
)
Aaa / AA+
AAA

0.58 0.56
3130ALLM4
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
5,000,000.00
03/29/2021

0.37%
4,997,000.00
4,999,175.34

95.93 5.46%
4,796,390.00
3,062.50

5.58%
(
202,785.34
)
Aaa / AA+
NR

0.83 0.80
3134GWXC5
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
5,000,000.00
12/10/2020

0.35%
5,000,000.00
5,000,000.00

95.92 5.46%
4,795,810.00
3,013.89

5.58%
(
204,190.00
)
Aaa / NR
AAA

0.83 0.80
3135GA4S7
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024
5,000,000.00
11/20/2020

0.38%
5,000,000.00
5,000,000.00

95.32 5.44%
4,765,810.00
729.17

5.54%
(
234,190.00
)
Aaa / AA+
AAA

0.96 0.93
3135GA5Y3
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024
4,375,000.00
12/14/2020

0.38%
4,375,000.00
4,375,000.00

94.96 5.45%
4,154,320.63
7,610.68

4.84%
(
220,679.37
)
Aaa / AA+
AAA

1.04 1.01
3134GWVE3
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024
4,575,000.00
11/19/2020

0.41%
4,573,627.50
4,574,529.48

93.79 5.34%
4,291,052.63
3,355.00

4.99%
(
283,476.85
)
Aaa / NR
AAA

1.32 1.28
3135GA4W8
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025
5,000,000.00
11/20/2020

0.50%
5,000,000.00
5,000,000.00

92.43 5.17%
4,621,515.00
7,152.78

5.38%
(
378,485.00
)
Aaa / AA+
AAA

1.72 1.66
3130ANA42
FHLB Callable Note Qtrly
1/28/2022

0.65%
Due
4/28/2025
4,000,000.00
07/28/2021

0.65%
4,000,000.00
4,000,000.00

92.20 4.98%
3,688,016.00
8,883.33

4.30%
(
311,984.00
)
Aaa / AA+
NR

1.91 1.85
3130AMBG6
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025
5,000,000.00
05/04/2021

0.75%
5,000,000.00
5,000,000.00

92.37 4.98%
4,618,575.00
3,333.33

5.37%
(
381,425.00
)
Aaa / AA+
NR

1.92 1.85
3134GW3Z7
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025
9,000,000.00
10/28/2020

0.60%
9,000,000.00
9,000,000.00

90.84 4.67%
8,175,339.00
4,950.00

9.51%
(
824,661.00
)
Aaa / NR
AAA

2.41 2.34
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 3 ends

274
Holdings Report
As of May 31, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
AGENCY
3133EPCF0
FFCB Note

4.5%
Due
3/2/2026
2,000,000.00
03/27/2023

4.01%
2,026,680.00
2,025,059.25
100.63

4.25%
2,012,636.00
22,250.00

2.36%
(
12,423.25
)
Aaa / AA+
AAA

2.76 2.54
3130ANDF4
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026
5,000,000.00
07/29/2021

0.90%
5,010,000.00
5,000,000.00

89.38 4.54%
4,469,025.00
15,250.00

5.21%
(
530,975.00
)
Aaa / AA+
NR

3.16 3.04
3133EPDJ1
FFCB Note

4.375%
Due
9/15/2027
2,000,000.00
03/27/2023

3.81%
2,045,720.00
2,043,899.04
102.11

3.84%
2,042,104.00
18,472.22

2.39%
(
1,795.04
)
Aaa / AA+
AAA

4.30 3.85
3130ATS57
FHLB Note

4.5%
Due
3/10/2028
2,000,000.00
03/27/2023

3.82%
2,060,420.00
2,058,249.02
102.54

3.91%
2,050,734.00
20,250.00

2.41%
(
7,515.02
)
Aaa / AA+
AAA

4.78 4.23
Total Agency
60,100,000.00

0.87%
60,238,447.50
60,225,912.13

5.01%
56,568,635.41
120,854.68

65.88%
(
3,657,276.72
)
Aaa / AA+
AAA

1.87 1.78

CORPORATE
69371RR81
Paccar Financial Corp Note

3.15%
Due
6/13/2024
895,000.00
06/06/2022

3.16%
894,794.15
894,893.55

97.91 5.26%
876,251.54
13,156.50

1.03%
(
18,642.01
)
A
1 / A+
NR

1.04 0.98
40434CAD7
HSBC USA Inc Note

3.5%
Due
6/23/2024
3,000,000.00
12/10/2019

2.14%
3,174,900.00
3,040,954.25

97.50 5.97%
2,924,880.00
46,083.33

3.45%
(
116,074.25
)
A
1 / A-
A+

1.07 1.01
191216CL2
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024
3,000,000.00
09/20/2019

2.00%
2,964,750.00
2,990,997.93

96.61 4.53%
2,898,429.00
12,395.83

3.38%
(
92,568.93
)
A
1 / A+
A

1.27 1.22
14913Q3B3
Caterpillar Finl Service Note

2.15%
Due
11/8/2024
1,250,000.00
05/31/2022

2.87%
1,229,100.00
1,237,647.87

96.14 4.97%
1,201,738.75
1,717.01

1.40%
(
35,909.12
)
A
2 / A
A+

1.44 1.39
06051GJR1
Bank of America Corp Callable Note
Cont
4/22/2024

0.976%
Due
4/22/2025
1,250,000.00
05/31/2022

4.32%
1,192,012.50
1,212,019.56

95.81 5.85%
1,197,615.00
1,321.67

1.39%
(
14,404.56
)
A
1 / A-
AA-

1.90 0.87
24422EWF2
John Deere Capital Corp Note

3.4%
Due
6/6/2025
280,000.00
06/01/2022

3.41%
279,935.60
279,956.75

97.52 4.70%
273,068.04
4,627.78

0.32%
(
6,888.71
)
A
2 / A
A+

2.02 1.89
06406RBF3
Bank of NY Mellon Corp Callable Note
Cont
6/13/2024

3.43%
Due
6/13/2025
955,000.00
06/08/2022

3.43%
955,000.00
955,000.00

97.70 5.74%
932,999.67
15,286.37

1.10%
(
22,000.33
)
A
1 / A
AA-

2.04 0.98
91324PEN8
United Health Group Inc Note

5.15%
Due
10/15/2025
775,000.00
12/28/2022

4.56%
786,780.00
785,013.00
101.31

4.56%
785,114.53
5,099.93

0.92%
101.53
A
3 / A+
A

2.38 2.20
89236THP3
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025
5,000,000.00
11/19/2020

0.70%
5,025,000.00
5,012,109.38

90.97 4.87%
4,548,730.00
5,000.00

5.29%
(
463,379.38
)
A
1 / A+
A+

2.38 2.30
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 4 ends

275
Holdings Report
As of May 31, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

CORPORATE
63743HFF4
National Rural Utilities Note

5.45%
Due
10/30/2025
495,000.00
10/20/2022

5.50%
494,336.70
494,465.73
100.96

5.02%
499,749.03
2,323.06

0.58%
5,283.30
A
2 / A-
A

2.42 2.23
037833EB2
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026
3,000,000.00
02/08/2021

0.70%
2,999,730.00
2,999,854.65

90.94 4.31%
2,728,083.00
6,591.67

3.18%
(
271,771.65
)
Aaa / AA+
NR

2.70 2.60
713448FQ6
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026
195,000.00
02/13/2023

4.57%
194,886.90
194,897.86
100.54

4.33%
196,044.62
2,612.46

0.23%
1,146.76
A
1 / A+
NR

2.71 2.42
907818GE2
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026
470,000.00
02/13/2023

4.77%
469,689.80
469,718.10
100.40

4.58%
471,885.17
6,201.39

0.56%
2,167.07
A
3 / A-
A-

2.73 2.43
46647PBK1
JP Morgan Chase & Co Callable Note
Cont
4/22/2025

2.083%
Due
4/22/2026
1,250,000.00
05/31/2022

4.62%
1,190,825.00
1,205,993.80

94.02 5.44%
1,175,287.50
2,820.73

1.37%
(
30,706.30
)
A
1 / A-
AA-

2.90 1.81
61747YET8
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026
775,000.00
12/28/2022

5.68%
764,390.25
765,643.76

98.89 5.23%
766,376.58
13,497.62

0.91%
732.82
A
1 / A-
A+

3.13 1.97
06368LAQ9
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027
1,000,000.00
03/30/2023

4.91%
991,550.00
991,871.81

98.80 5.01%
988,013.00
10,052.78

1.16%
(
3,858.81
)
A
2 / A-
AA-

4.29 3.80
78016FZW7
Royal Bank of Canada Note

4.9%
Due
1/12/2028
1,000,000.00
03/30/2023

4.95%
997,990.00
998,061.29

99.32 5.07%
993,209.00
18,919.44

1.18%
(
4,852.29
)
A
1 / A
AA-

4.62 4.00
Total Corporate
24,590,000.00

2.57%
24,605,670.90
24,529,099.29

5.04%
23,457,474.43
167,707.57

27.46%
(
1,071,624.86
)
A
1 / A+
A+

2.21 1.91

MONEY MARKET FUND
31846V203
First American Govt Obligation Fund
Class Y
189,730.61
Various

4.66%
189,730.61
189,730.61

1.00 4.66%
189,730.61

0.00 0.22%

0.00 Aaa / AAA
AAA

0.00 0.00
Total Money Market Fund
189,730.61

4.66%
189,730.61
189,730.61

4.66%
189,730.61

0.00 0.22%

0.00 Aaa / AAA
AAA

0.00 0.00

US TREASURY
91282CCZ2
US Treasury Note

0.875%
Due
9/30/2026
3,000,000.00
09/30/2021

1.01%
2,980,546.88
2,987,034.80

90.43 3.97%
2,712,774.00
4,446.72

3.16%
(
274,260.80
)
Aaa / AA+
AAA

3.34 3.22
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 5 ends

276
Holdings Report
As of May 31, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

US TREASURY
91282CFH9
US Treasury Note

3.125%
Due
8/31/2027
1,950,000.00
03/30/2023

3.74%
1,901,173.83
1,903,049.43

97.07 3.88%
1,892,870.85
15,399.97

2.22%
(
10,178.58
)
Aaa / AA+
AAA

4.25 3.90
Total US Treasury
4,950,000.00

2.07%
4,881,720.71
4,890,084.23

3.93%
4,605,644.85
19,846.69

5.38%
(
284,439.38
)
Aaa / AA+
AAA

3.72 3.50

TOTAL PORTFOLIO
90,754,730.61

1.44%
90,825,125.10
90,748,343.77

4.96%
85,736,104.48
309,702.08
100.00%
(
5,012,239.29
)
Aa
1 / AA
AA+

2.08 1.90

TOTAL MARKET VALUE PLUS ACCRUED
86,045,806.56
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 6 ends

277
Transaction Ledger
As of May 31, 2023
City of Orange
Account #10888
Transaction
Type
Settlement
Date
CUSIP
Quantity
Security Description
Price
Acq/Disp
Yield
Amount
Interest
Pur/Sold
Total Amount
Gain/Loss

ACQUISITIONS
Purchase
05/01/2023
31846V203
283.14
First American Govt Obligation Fund
Class Y

1.000

4.42%
283.14

0.00 283.14

0.00 Purchase
05/08/2023
31846V203
13,437.50
First American Govt Obligation Fund
Class Y

1.000

4.42%
13,437.50

0.00 13,437.50

0.00 Purchase
05/15/2023
31846V203
1,649.13
First American Govt Obligation Fund
Class Y

1.000

4.42%
1,649.13

0.00 1,649.13

0.00 Purchase
05/17/2023
31846V203
9,375.00
First American Govt Obligation Fund
Class Y

1.000

4.42%
9,375.00

0.00 9,375.00

0.00 Purchase
05/22/2023
31846V203

91.67 First American Govt Obligation Fund
Class Y

1.000

4.42%

91.67 0.00

91.67 0.00
Purchase
05/22/2023
31846V203
882.00
First American Govt Obligation Fund
Class Y

1.000

4.42%
882.00

0.00 882.00

0.00 Purchase
05/25/2023
31846V203
430.00
First American Govt Obligation Fund
Class Y

1.000

4.42%
430.00

0.00 430.00

0.00 Subtotal
26,148.44
26,148.44

0.00 26,148.44

0.00 TOTAL ACQUISITIONS
26,148.44
26,148.44

0.00 26,148.44

0.00 DISPOSITIONS
Paydown
05/15/2023
47800CAC0

0.00 John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
100.000

0.00 1,649.13
1,649.13

0.00 Paydown
05/22/2023
43815JAC7

0.00 Honda Auto Receivables Owner
2023-1

A
3 5.04%
Due
4/21/2027
100.000

0.00 882.00
882.00

0.00 Paydown
05/22/2023
92348KAA1

0.00 Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
100.000

0.00 91.67

91.67 0.00
Paydown
05/25/2023
05593AAC3

0.00 BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
100.000

0.00 430.00
430.00

0.00 Subtotal

0.00 0.00
3,052.80
3,052.80

0.00 Security
Withdrawal
05/10/2023
31846V203
5,562.49
First American Govt Obligation Fund
Class Y

1.000
5,562.49

0.00 5,562.49

0.00 Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 7 ends

278
Transaction Ledger
As of May 31, 2023
City of Orange
Account #10888
Transaction
Type
Settlement
Date
CUSIP
Quantity
Security Description
Price
Acq/Disp
Yield
Amount
Interest
Pur/Sold
Total Amount
Gain/Loss

DISPOSITIONS
Security
Withdrawal
05/25/2023
31846V203
590.22
First American Govt Obligation Fund
Class Y

1.000
590.22

0.00 590.22

0.00 Subtotal
6,152.71
6,152.71

0.00 6,152.71

0.00 TOTAL DISPOSITIONS
6,152.71
6,152.71
3,052.80
9,205.51

0.00 OTHER TRANSACTIONS
Interest
05/08/2023
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.000
13,437.50

0.00 13,437.50

0.00 Interest
05/17/2023
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024

0.000
9,375.00

0.00 9,375.00

0.00 Subtotal
6,250,000.00
22,812.50

0.00 22,812.50

0.00 Dividend
05/01/2023
31846V203
169,734.88
First American Govt Obligation Fund
Class Y

0.000
283.14

0.00 283.14

0.00 Subtotal
169,734.88
283.14

0.00 283.14

0.00 TOTAL OTHER TRANSACTIONS
6,419,734.88
23,095.64

0.00 23,095.64

0.00 Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 8 ends

279
Income Earned
As of May 31, 2023
City of Orange
Account #10888
CUSIP
Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income

FIXED INCOME
037833EB2
Apple Inc
Callable Note Cont
1/8/2026

0.7%
Due
02/08/2026
02/08/2021
02/08/2021
3,000,000.00
2,999,850.07

0.00 0.00
2,999,854.65
4,841.67

0.00 6,591.67
1,750.00

4.58 0.00

4.58 1,754.58
1,754.58
05593AAC3
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
02/07/2023
02/15/2023
100,000.00
99,997.85

0.00 0.00
99,997.95

86.00 430.00

86.00 430.00

0.10 0.00

0.10 430.10
430.10
06051GJR1
Bank of America Corp
Callable Note Cont
4/22/2024

0.976%
Due
04/22/2025
05/31/2022
06/02/2022
1,250,000.00
1,210,315.66

0.00 0.00
1,212,019.56
305.00

0.00 1,321.67
1,016.67
1,703.90

0.00 1,703.90
2,720.57
2,720.57
06368LAQ9
Bank of Montreal
Callable Note Cont
8/14/2027

4.7%
Due
09/14/2027
03/30/2023
03/31/2023
1,000,000.00
991,710.90

0.00 0.00
991,871.81
6,136.11

0.00 10,052.78
3,916.67
160.91

0.00 160.91
4,077.58
4,077.58
06406RBF3
Bank of NY Mellon Corp
Callable Note Cont
6/13/2024

3.43%
Due
06/13/2025
06/08/2022
06/13/2022
955,000.00
955,000.00

0.00 0.00
955,000.00
12,556.66

0.00 15,286.37
2,729.71

0.00 0.00

0.00 2,729.71
2,729.71
14913Q3B3
Caterpillar Finl Service
Note

2.15%
Due
11/08/2024
05/31/2022
06/02/2022
1,250,000.00
1,236,919.89

0.00 0.00
1,237,647.87
12,914.93
13,437.50
1,717.01
2,239.58
727.98

0.00 727.98
2,967.56
2,967.56
191216CL2
Coca Cola Company
Callable Note Cont
8/6/2024

1.75%
Due
09/06/2024
09/20/2019
09/20/2019
3,000,000.00
2,990,395.20

0.00 0.00
2,990,997.93
8,020.83

0.00 12,395.83
4,375.00
602.73

0.00 602.73
4,977.73
4,977.73
24422EWF2
John Deere Capital Corp
Note

3.4%
Due
06/06/2025
06/01/2022
06/06/2022
280,000.00
279,954.93

0.00 0.00
279,956.75
3,834.44

0.00 4,627.78
793.34

1.82 0.00

1.82 795.16
795.16
3130ALLM4
FHLB
Callable Note Qtrly
6/28/2021

0.35%
Due
03/28/2024
03/29/2021
03/29/2021
5,000,000.00
4,999,090.41

0.00 0.00
4,999,175.34
1,604.17

0.00 3,062.50
1,458.33

84.93 0.00

84.93 1,543.26
1,543.26
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 9 ends

280
Income Earned
As of May 31, 2023
City of Orange
Account #10888
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
3130AMBG6
FHLB
Callable Note Qtrly
7/29/2021

0.75%
Due
04/29/2025
05/04/2021
05/04/2021
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
208.33

0.00 3,333.33
3,125.00

0.00 0.00

0.00 3,125.00
3,125.00
3130ANA42
FHLB
Callable Note Qtrly
1/28/2022

0.65%
Due
04/28/2025
07/28/2021
07/28/2021
4,000,000.00
4,000,000.00

0.00 0.00
4,000,000.00
6,716.67

0.00 8,883.33
2,166.66

0.00 0.00

0.00 2,166.66
2,166.66
3130ANDF4
FHLB
Callable Note Annual
7/29/2022

0.9%
Due
07/29/2026
07/29/2021
07/29/2021
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
11,500.00

0.00 15,250.00
3,750.00

0.00 0.00

0.00 3,750.00
3,750.00
3130ATS57
FHLB
Note

4.5%
Due
03/10/2028
03/27/2023
03/28/2023
2,000,000.00
2,059,284.41

0.00 0.00
2,058,249.02
12,750.00

0.00 20,250.00
7,500.00

0.00 1,035.39
(
1,035.39
)
6,464.61
6,464.61
3133EPCF0
FFCB
Note

4.5%
Due
03/02/2026
03/27/2023
03/28/2023
2,000,000.00
2,025,832.22

0.00 0.00
2,025,059.25
14,750.00

0.00 22,250.00
7,500.00

0.00 772.97
(
772.97
)
6,727.03
6,727.03
3133EPDJ1
FFCB
Note

4.375%
Due
09/15/2027
03/27/2023
03/28/2023
2,000,000.00
2,044,767.50

0.00 0.00
2,043,899.04
11,180.56

0.00 18,472.22
7,291.66

0.00 868.46
(
868.46
)
6,423.20
6,423.20
3134GW3Z7
FHLMC
Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025
10/28/2020
10/28/2020
9,000,000.00
9,000,000.00

0.00 0.00
9,000,000.00
450.00

0.00 4,950.00
4,500.00

0.00 0.00

0.00 4,500.00
4,500.00
3134GWVE3
FHLMC
Callable Note Qtrly
3/25/2021

0.4%
Due
09/25/2024
11/19/2020
11/19/2020
4,575,000.00
4,574,499.22

0.00 0.00
4,574,529.48
1,830.00

0.00 3,355.00
1,525.00

30.26 0.00

30.26 1,555.26
1,555.26
3134GWXC5
FHLMC
Callable Note Qtrly
9/29/2021

0.35%
Due
03/29/2024
12/10/2020
12/10/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
1,555.56

0.00 3,013.89
1,458.33

0.00 0.00

0.00 1,458.33
1,458.33
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 10 ends

281
Income Earned
As of May 31, 2023
City of Orange
Account #10888
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
3135GA4S7
FNMA
Callable Note Qtrly
11/17/2022

0.375%
Due
05/17/2024
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
8,541.67
9,375.00
729.17
1,562.50

0.00 0.00

0.00 1,562.50
1,562.50
3135GA4W8
FNMA
Callable Note Qtrly
11/18/2022

0.5%
Due
02/18/2025
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
5,069.44

0.00 7,152.78
2,083.34

0.00 0.00

0.00 2,083.34
2,083.34
3135GA5Y3
FNMA
Callable Note Qtrly
12/14/2021

0.375%
Due
06/14/2024
12/14/2020
12/14/2020
4,375,000.00
4,375,000.00

0.00 0.00
4,375,000.00
6,243.49

0.00 7,610.68
1,367.19

0.00 0.00

0.00 1,367.19
1,367.19
3135GABN0
FNMA
Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
12/29/2020
12/29/2020
2,150,000.00
2,150,000.00

0.00 0.00
2,150,000.00
2,040.11

0.00 2,541.78
501.67

0.00 0.00

0.00 501.67
501.67
40434CAD7
HSBC USA Inc
Note

3.5%
Due
06/23/2024
12/10/2019
12/10/2019
3,000,000.00
3,044,226.37

0.00 0.00
3,040,954.25
37,333.33

0.00 46,083.33
8,750.00

0.00 3,272.12
(
3,272.12
)
5,477.88
5,477.88
43815JAC7
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
04/21/2027
02/16/2023
02/24/2023
210,000.00
209,963.22

0.00 0.00
209,964.27
294.00
882.00
294.00
882.00

1.05 0.00

1.05 883.05
883.05
46647PBK1
JP Morgan Chase & Co
Callable Note Cont
4/22/2025

2.083%
Due
04/22/2026
05/31/2022
06/02/2022
1,250,000.00
1,204,701.95

0.00 0.00
1,205,993.80
650.94

0.00 2,820.73
2,169.79
1,291.85

0.00 1,291.85
3,461.64
3,461.64
47800CAC0
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
02/22/2023
03/02/2023
395,000.00
394,930.54

0.00 0.00
394,931.84
879.53
1,649.13
879.53
1,649.13

1.30 0.00

1.30 1,650.43
1,650.43
61747YET8
Morgan Stanley
Callable Note Cont
7/17/2025

4.679%
Due
07/17/2026
12/28/2022
12/30/2022
775,000.00
765,389.78

0.00 0.00
765,643.76
10,475.76

0.00 13,497.62
3,021.86
253.98

0.00 253.98
3,275.84
3,275.84
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 11 ends

282
Income Earned
As of May 31, 2023
City of Orange
Account #10888
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
63743HFF4
National Rural Utilities
Note

5.45%
Due
10/30/2025
10/20/2022
10/31/2022
495,000.00
494,446.95

0.00 0.00
494,465.73

74.94 0.00
2,323.06
2,248.12

18.78 0.00

18.78 2,266.90
2,266.90
69371RR81
Paccar Financial Corp
Note

3.15%
Due
06/13/2024
06/06/2022
06/13/2022
895,000.00
894,884.83

0.00 0.00
894,893.55
10,807.13

0.00 13,156.50
2,349.37

8.72 0.00

8.72 2,358.09
2,358.09
713448FQ6
Pepsico Inc.

Callable Note Cont
1/13/26

4.55%
Due
02/13/2026
02/13/2023
02/15/2023
195,000.00
194,894.65

0.00 0.00
194,897.86
1,873.08

0.00 2,612.46
739.38

3.21 0.00

3.21 742.59
742.59
78016FZW7
Royal Bank of Canada
Note

4.9%
Due
01/12/2028
03/30/2023
03/31/2023
1,000,000.00
998,025.65

0.00 0.00
998,061.29
14,836.11

0.00 18,919.44
4,083.33

35.64 0.00

35.64 4,118.97
4,118.97
89236THP3
Toyota Motor Credit Corp
Note

0.8%
Due
10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,012,541.85

0.00 0.00
5,012,109.38
1,666.67

0.00 5,000.00
3,333.33

0.00 432.47
(
432.47
)
2,900.86
2,900.86
907818GE2
Union Pacific Corp
Callable Note Cont
1/21/26

4.75%
Due
02/21/2026
02/13/2023
02/21/2023
470,000.00
469,709.33

0.00 0.00
469,718.10
4,340.97

0.00 6,201.39
1,860.42

8.77 0.00

8.77 1,869.19
1,869.19
91282CCZ2
US Treasury
Note

0.875%
Due
09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,986,704.55

0.00 0.00
2,987,034.80
2,223.36

0.00 4,446.72
2,223.36
330.25

0.00 330.25
2,553.61
2,553.61
91282CFH9
US Treasury
Note

3.125%
Due
08/31/2027
03/30/2023
03/31/2023
1,950,000.00
1,902,111.63

0.00 0.00
1,903,049.43
10,266.64

0.00 15,399.97
5,133.33
937.80

0.00 937.80
6,071.13
6,071.13
91324PEN8
United Health Group Inc
Note

5.15%
Due
10/15/2025
12/28/2022
12/30/2022
775,000.00
785,371.02

0.00 0.00
785,013.00
1,773.89

0.00 5,099.93
3,326.04

0.00 358.02
(
358.02
)
2,968.02
2,968.02
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 12 ends

283
Income Earned
As of May 31, 2023
City of Orange
Account #10888
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
92348KAA1
Verizon Master Trust
2021-1
A

0.5%
Due
05/20/2027
10/21/2022
10/25/2022
220,000.00
208,063.66

0.00 0.00
208,623.45

33.61 91.67

33.61 91.67
559.79

0.00 559.79
651.46
651.46
Total Fixed Income
90,565,000.00
90,558,584.24

0.00 0.00
90,558,613.16
230,665.60
25,865.30
309,702.08
104,901.78
6,768.35
6,739.43

28.92 104,930.70
104,930.70

CASH & EQUIVALENT
31846V203
First American
Govt Obligation Fund Class Y
Various
Various
189,730.61
169,734.88
26,148.44
6,152.71
189,730.61

0.00 283.14

0.00 283.14

0.00 0.00

0.00 283.14
283.14
Total Cash & Equivalent
189,730.61
169,734.88
26,148.44
6,152.71
189,730.61

0.00 283.14

0.00 283.14

0.00 0.00

0.00 283.14
283.14

TOTAL PORTFOLIO
90,754,730.61
90,728,319.12
26,148.44
6,152.71
90,748,343.77
230,665.60
26,148.44
309,702.08
105,184.92
6,768.35
6,739.43

28.92 105,213.84
105,213.84
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 13 ends

284
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
06/06/2023
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.00 4,760.00
4,760.00
06/13/2023
Interest
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note Cont
6/13/2024

3.43%
Due
6/13/2025

0.00 16,378.25
16,378.25
06/13/2023
Interest
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024

0.00 14,096.25
14,096.25
06/14/2023
Interest
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024

0.00 8,203.13
8,203.13
06/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,536.40
1,649.13
8,185.53
06/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 06/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
06/23/2023
Interest
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024

0.00 52,500.00
52,500.00
06/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
06/29/2023
Interest
3135GABN0
2,150,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023

0.00 3,010.00
3,010.00
JUN 2023
6,536.40
102,000.43
108,536.83
07/12/2023
Interest
78016FZW7
1,000,000.00
Royal Bank of Canada Note

4.9%
Due
1/12/2028

0.00 24,500.00
24,500.00
07/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,563.69
1,621.84
8,185.53
07/17/2023
Interest
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026

0.00 18,131.13
18,131.13
07/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 07/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
07/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 14 ends

285
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
07/28/2023
Call
3130ANA42
4,000,000.00
FHLB Callable Note Qtrly
1/28/2022

0.65%
Due
4/28/2025
4,000,000.00
13,000.00
4,013,000.00
07/29/2023
Interest
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026

0.00 22,500.00
22,500.00
JUL 2023
4,006,563.69
81,156.64
4,087,720.33
08/08/2023
Interest
037833EB2
3,000,000.00
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026

0.00 10,500.00
10,500.00
08/13/2023
Interest
713448FQ6
195,000.00
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026

0.00 4,386.96
4,386.96
08/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,591.10
1,594.43
8,185.53
08/18/2023
Interest
3135GA4W8
5,000,000.00
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025

0.00 12,500.00
12,500.00
08/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 08/21/2023
Interest
907818GE2
470,000.00
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026

0.00 11,162.50
11,162.50
08/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
08/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
08/31/2023
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
AUG 2023
6,591.10
72,016.31
78,607.41
09/02/2023
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

0.00 45,000.00
45,000.00
09/06/2023
Interest
191216CL2
3,000,000.00
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024

0.00 26,250.00
26,250.00
09/10/2023
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
09/14/2023
Interest
06368LAQ9
1,000,000.00
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027

0.00 23,500.00
23,500.00
09/15/2023
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 15 ends

286
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
09/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,618.62
1,566.91
8,185.53
09/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 09/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
09/25/2023
Interest
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024

0.00 9,150.00
9,150.00
09/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
09/28/2023
Interest
3130ALLM4
5,000,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024

0.00 8,750.00
8,750.00
09/29/2023
Interest
3134GWXC5
5,000,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024

0.00 8,750.00
8,750.00
09/30/2023
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
SEP 2023
6,618.62
226,245.58
232,864.20
10/15/2023
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
10/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,646.25
1,539.28
8,185.53
10/16/2023
Interest
89236THP3
5,000,000.00
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025

0.00 20,000.00
20,000.00
10/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 10/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
10/22/2023
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 6,100.00
6,100.00
10/22/2023
Interest
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025

2.083%
Due
4/22/2026

0.00 13,018.75
13,018.75
10/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 16 ends

287
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
10/28/2023
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025

0.00 27,000.00
27,000.00
10/29/2023
Interest
3130AMBG6
5,000,000.00
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025

0.00 18,750.00
18,750.00
10/31/2023
Interest
63743HFF4
495,000.00
National Rural Utilities Note

5.45%
Due
10/30/2025

0.00 13,488.75
13,488.75
OCT 2023
6,646.25
121,256.70
127,902.95
11/08/2023
Interest
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.00 13,437.50
13,437.50
11/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,674.00
1,511.53
8,185.53
11/17/2023
Interest
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024

0.00 9,375.00
9,375.00
11/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 11/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
11/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
NOV 2023
6,674.00
25,727.70
32,401.70
12/06/2023
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.00 4,760.00
4,760.00
12/13/2023
Interest
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note Cont
6/13/2024

3.43%
Due
6/13/2025

0.00 16,378.25
16,378.25
12/13/2023
Interest
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024

0.00 14,096.25
14,096.25
12/14/2023
Interest
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024

0.00 8,203.13
8,203.13
12/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,701.86
1,483.67
8,185.53
12/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 17 ends

288
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
12/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
12/23/2023
Interest
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024

0.00 52,500.00
52,500.00
12/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
12/29/2023
Maturity
3135GABN0
2,150,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
2,150,000.00
3,010.00
2,153,010.00
DEC 2023
2,156,701.86
101,834.97
2,258,536.83
01/12/2024
Interest
78016FZW7
1,000,000.00
Royal Bank of Canada Note

4.9%
Due
1/12/2028

0.00 24,500.00
24,500.00
01/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,729.84
1,455.69
8,185.53
01/17/2024
Interest
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026

0.00 18,131.13
18,131.13
01/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 01/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
01/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
01/29/2024
Interest
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026

0.00 22,500.00
22,500.00
JAN 2024
6,729.84
67,990.49
74,720.33
02/08/2024
Interest
037833EB2
3,000,000.00
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026

0.00 10,500.00
10,500.00
02/13/2024
Interest
713448FQ6
195,000.00
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026

0.00 4,436.25
4,436.25
02/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,757.94
1,427.59
8,185.53
02/18/2024
Interest
3135GA4W8
5,000,000.00
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025

0.00 12,500.00
12,500.00
02/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 18 ends

289
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
02/21/2024
Interest
907818GE2
470,000.00
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026

0.00 11,162.50
11,162.50
02/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
02/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
02/29/2024
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
FEB 2024
6,757.94
71,898.76
78,656.70
03/02/2024
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

0.00 45,000.00
45,000.00
03/06/2024
Interest
191216CL2
3,000,000.00
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024

0.00 26,250.00
26,250.00
03/10/2024
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
03/14/2024
Interest
06368LAQ9
1,000,000.00
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027

0.00 23,500.00
23,500.00
03/15/2024
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
03/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,786.15
1,399.38
8,185.53
03/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 03/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
03/25/2024
Interest
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024

0.00 9,150.00
9,150.00
03/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
03/28/2024
Maturity
3130ALLM4
5,000,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
5,000,000.00
8,750.00
5,008,750.00
03/29/2024
Maturity
3134GWXC5
5,000,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
5,000,000.00
8,750.00
5,008,750.00
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 19 ends

290
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
03/31/2024
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
MAR 2024
10,006,786.15
226,078.05
10,232,864.20
04/15/2024
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
04/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,814.48
1,371.05
8,185.53
04/16/2024
Interest
89236THP3
5,000,000.00
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025

0.00 20,000.00
20,000.00
04/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 04/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
04/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 6,100.00
6,100.00
04/22/2024
Interest
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025

2.083%
Due
4/22/2026

0.00 13,018.75
13,018.75
04/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
04/28/2024
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025

0.00 27,000.00
27,000.00
04/29/2024
Interest
3130AMBG6
5,000,000.00
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025

0.00 18,750.00
18,750.00
04/30/2024
Interest
63743HFF4
495,000.00
National Rural Utilities Note

5.45%
Due
10/30/2025

0.00 13,488.75
13,488.75
APR 2024
6,814.48
121,088.47
127,902.95
05/08/2024
Interest
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.00 13,437.50
13,437.50
05/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,842.93
1,342.60
8,185.53
05/17/2024
Maturity
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024
5,000,000.00
9,375.00
5,009,375.00
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 20 ends

291
Cash Flow Report
As of May 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
05/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,976.08

91.67 22,067.75
05/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
05/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
MAY 2024
5,028,819.01
25,558.77
5,054,377.78
TOTAL
21,252,239.34
1,242,852.87
22,495,092.21
Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 21 ends

292
Important Disclosures
City of Orange
Account #10888
Chandler Asset Management, Inc.
;͞
Chandler
͟Ϳ
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 THEIR RESPECTIVE

THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, ITS AFFILIATES OR

THEIR RESPECTIVE THIRD PARTY PROVIDERS GUARANTEE THE QUALITY, ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF, AND THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN "AS IS" BASIS AND LICENSEE'S USE IS AT LICENSEE'S OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY DO NOT SPONSOR, ENDORSE, OR RECOMMEND CHANDLER, OR ANY OF ITS PRODUCTS OR SERVICES.

Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. It is not possible to invest directly in an index.

Ratings:

Ratings information have been provided by 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
͟Ϳ
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.

Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

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293
Benchmark Index & Disclosures
City of Orange
Account #10888
Benchmark Index
Disclosure
ICE BofA 1-5 Yr US Treasury & Agency
Index
The ICE BofA 1-5 Year US Treasury & Agency Index tracks the performance of US dollar denominated US Treasury and nonsubordinated US agency debt issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody ͛
s,
S&P and Fitch). Qualifying securities must have at least one year remaining term to final maturity and less than five years remaining term to final maturity, at least 18 months to maturity at time of issuance, a fixed coupon schedule, and a minimum amount outstanding of $1 billion for sovereigns and $250 million for agencies.

Execution Time: 6/1/2023 10:47:30 PM
Chandler Asset Management - CONFIDENTIAL

Page 23 ends

294

MONTHLY ACCOUNT STATEMENT
City of Orange - Account #10888
JUNE 1, 2023 THROUGH JUNE 30, 2023
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.

CHANDLER

ASSET MANAGEMENT
chandlerasset.com
Chandler Team:

For questions about your account, please call (800) 317-4747, or contact
[email protected]
Custodian
US Bank
Alexander Bazan
(503) 402-5305
295

ACCOUNT SUMMARY
Beg. Values
as of
5/31/23
End Values
as of
6/30/23
Market Value
85,736,104
95,663,644
Accrued Interest
309,702
313,168
Total Market Value
86,045,807
95,976,812
Income Earned
105,214
106,186
Cont/WD
9,993,852
Par
90,754,731
100,845,829
Book Value
90,748,344
100,839,440
Cost Value
90,825,125
100,916,192

TOP ISSUERS
Federal Home Loan Bank

20.5%
Federal Home Loan Mortgage Corp

18.0%
Federal National Mortgage Assoc

16.1%
First American Govt Oblig Fund

10.6%
Government of United States

4.8%
Toyota Motor Corp

4.7%
Federal Farm Credit Bank

4.2%
HSBC Holdings PLC

3.1%
Total

82.0%

PORTFOLIO CHARACTERISTICS
Average Modified Duration

1.66 Average Coupon

1.74%
Average Purchase YTM

1.78%
Average Market YTM

5.13%
Average S&P/Moody Rating
AA/Aa1
Average Final Maturity

1.80 yrs
Average Life

1.75 yrs

CREDIT QUALITY (S&P)

MATURITY DISTRIBUTION

SECTOR ALLOCATION
Portfolio Summary
As of June 30, 2023
City of Orange
Account #10888

PERFORMANCE REVIEW
Annualized

TOTAL RATE OF RETURN
1M
3M
YTD
1YR
2YRS
3YRS
5YRS
10YRS
12/31/2021
City of Orange
-0.10%
-0.19%

1.62%

0.10%
N/A
N/A
N/A
N/A
-3.03%
ICE BofA 1-5 Yr US Treasury & Agency Index
-0.73%
-0.85%

0.95%
-0.42%
N/A
N/A
N/A
N/A
-2.92%
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 1 ends

296

BOOK VALUE RECONCILIATION

BEGINNING BOOK VALUE
$90,748,343.77
Acquisition
+ Security Purchases
$349,968.96
+ Money Market Fund Purchases
$297,215.61
+ Money Market Contributions
$10,000,000.00
+ Security Contributions
$0.00
+ Security Transfers
$0.00
Total Acquisitions
$10,647,184.57
Dispositions
- Security Sales
$194,524.00
- Money Market Fund Sales
$349,968.96
- MMF Withdrawals
$6,148.22
- Security Withdrawals
$0.00
- Security Transfers
$0.00
- Other Dispositions
$0.00
- Maturities
$0.00
- Calls
$0.00
- Principal Paydowns
$0.00
Total Dispositions
$550,641.18
Amortization/Accretion
+/- Net Accretion
$28.52
$28.52
Gain/Loss on Dispositions
+/- Realized Gain/Loss
($5,476.00)
($5,476.00)

ENDING BOOK VALUE
$100,839,439.68

CASH TRANSACTION SUMMARY

BEGINNING BALANCE
$189,730.61
Acquisition
Contributions
$10,000,000.00
Security Sale Proceeds
$194,524.00
Accrued Interest Received
$256.67
Interest Received
$101,720.43
Dividend Received
$714.51
Principal on Maturities
$0.00
Interest on Maturities
$0.00
Calls/Redemption (Principal)
$0.00
Interest from Calls/Redemption
$0.00
Principal Paydown
$0.00
Total Acquisitions
$10,297,215.61
Dispositions
Withdrawals
$6,148.22
Security Purchase
$349,968.96
Accrued Interest Paid
$0.00
Total Dispositions
$356,117.18

ENDING BOOK VALUE
$10,130,829.04
Reconciliation Summary
As of June 30, 2023
City of Orange
Account #10888
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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297
Holdings Report
As of June 30, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
05593AAC3
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
100,000.00
02/07/2023

5.22%
99,997.62
99,998.04

99.33 5.75%
99,327.80

86.00 0.10%
(
670.24
)
Aaa / AAA
NR

2.41 1.26
43815JAC7
Honda Auto Receivables Owner
2023-1

A
3 5.04%
Due
4/21/2027
210,000.00
02/16/2023

5.10%
209,960.98
209,965.28

99.35 5.43%
208,640.04
294.00

0.22%
(
1,325.24
)
Aaa / NR
AAA

3.81 1.92
92348KAA1
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
220,000.00
10/21/2022

4.28%
204,668.75
209,165.19

95.46 4.14%
210,005.84

33.61 0.22%
840.65
Aaa / AAA
AAA

3.89 1.26
47800CAC0
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
395,000.00
02/22/2023

5.07%
394,928.03
394,933.10

99.11 5.53%
391,479.41
879.53

0.41%
(
3,453.69
)
Aaa / NR
AAA

4.38 1.92
02582JJZ4
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028
350,000.00
06/07/2023

4.92%
349,968.96
349,969.46

99.41 5.15%
347,933.95
804.90

0.36%
(
2,035.51
)

NR / AAA
AAA

4.88 2.60
Total ABS
1,275,000.00

4.92%
1,259,524.34
1,264,031.07

5.19%
1,257,387.04
2,098.04

1.31%
(
6,644.03
)
Aaa / AAA
AAA

4.19 1.95
AGENCY
3135GABN0
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
1,950,000.00
12/29/2020

0.28%
1,950,000.00
1,950,000.00

97.43 5.59%
1,899,920.10

30.33 1.98%
(
50,079.90
)
Aaa / AA+
AAA

0.50 0.48
3130ALLM4
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
5,000,000.00
03/29/2021

0.37%
4,997,000.00
4,999,257.53

96.20 5.64%
4,809,825.00
4,520.83

5.02%
(
189,432.53
)
Aaa / AA+
NR

0.75 0.72
3134GWXC5
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
5,000,000.00
12/10/2020

0.35%
5,000,000.00
5,000,000.00

96.18 5.64%
4,809,170.00
4,472.22

5.02%
(
190,830.00
)
Aaa / NR
AAA

0.75 0.73
3135GA4S7
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024
5,000,000.00
11/20/2020

0.38%
5,000,000.00
5,000,000.00

95.57 5.60%
4,778,675.00
2,291.67

4.98%
(
221,325.00
)
Aaa / AA+
AAA

0.88 0.86
3135GA5Y3
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024
4,375,000.00
12/14/2020

0.38%
4,375,000.00
4,375,000.00

95.30 5.49%
4,169,458.13
774.74

4.35%
(
205,541.87
)
Aaa / AA+
AAA

0.96 0.93
3134GWVE3
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024
4,575,000.00
11/19/2020

0.41%
4,573,627.50
4,574,558.77

93.96 5.53%
4,298,445.83
4,880.00

4.48%
(
276,112.94
)
Aaa / NR
AAA

1.24 1.20
3135GA4W8
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025
5,000,000.00
11/20/2020

0.50%
5,000,000.00
5,000,000.00

92.57 5.31%
4,628,620.00
9,236.11

4.83%
(
371,380.00
)
Aaa / AA+
AAA

1.64 1.58
3130ANA42
FHLB Callable Note Qtrly
1/28/2022

0.65%
Due
4/28/2025
4,000,000.00
07/28/2021

0.65%
4,000,000.00
4,000,000.00

92.26 5.14%
3,690,404.00
11,050.00

3.86%
(
309,596.00
)
Aaa / AA+
NR

1.83 1.77
3130AMBG6
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025
5,000,000.00
05/04/2021

0.75%
5,000,000.00
5,000,000.00

92.42 5.14%
4,621,105.00
6,458.33

4.82%
(
378,895.00
)
Aaa / AA+
NR

1.83 1.77
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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298
Holdings Report
As of June 30, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
AGENCY
3134GW3Z7
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025
9,000,000.00
10/28/2020

0.60%
9,000,000.00
9,000,000.00

90.72 4.86%
8,164,998.00
9,450.00

8.52%
(
835,002.00
)
Aaa / NR
AAA

2.33 2.26
3133EPCF0
FFCB Note

4.5%
Due
3/2/2026
2,000,000.00
03/27/2023

4.01%
2,026,680.00
2,024,311.21

99.75 4.60%
1,995,080.00
29,750.00

2.11%
(
29,231.21
)
Aaa / AA+
AAA

2.67 2.46
3130ANDF4
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026
5,000,000.00
07/29/2021

0.90%
5,010,000.00
5,000,000.00

89.28 4.68%
4,463,865.00
19,000.00

4.67%
(
536,135.00
)
Aaa / AA+
NR

3.08 2.96
3133EPDJ1
FFCB Note

4.375%
Due
9/15/2027
2,000,000.00
03/27/2023

3.81%
2,045,720.00
2,043,058.60
100.56

4.23%
2,011,168.00
25,763.89

2.12%
(
31,890.60
)
Aaa / AA+
AAA

4.21 3.76
3130ATS57
FHLB Note

4.5%
Due
3/10/2028
2,000,000.00
03/27/2023

3.82%
2,060,420.00
2,057,247.03
100.96

4.27%
2,019,270.00
27,750.00

2.13%
(
37,977.03
)
Aaa / AA+
AAA

4.70 4.14
Total Agency
59,900,000.00

0.87%
60,038,447.50
60,023,433.14

5.19%
56,360,004.06
155,428.12

58.88%
(
3,663,429.08
)
Aaa / AA+
AAA

1.79 1.70

CORPORATE
69371RR81
Paccar Financial Corp Note

3.15%
Due
6/13/2024
895,000.00
06/06/2022

3.16%
894,794.15
894,902.00

97.88 5.47%
875,983.04
1,409.63

0.91%
(
18,918.96
)
A
1 / A+
NR

0.96 0.92
40434CAD7
HSBC USA Inc Note

3.5%
Due
6/23/2024
3,000,000.00
12/10/2019

2.14%
3,174,900.00
3,037,787.69

97.66 5.99%
2,929,890.00
2,333.33

3.06%
(
107,897.69
)
A
1 / A-
A+

0.98 0.94
191216CL2
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024
3,000,000.00
09/20/2019

2.00%
2,964,750.00
2,991,581.22

96.65 4.69%
2,899,458.00
16,770.83

3.04%
(
92,123.22
)
A
1 / A+
A

1.19 1.14
14913Q3B3
Caterpillar Finl Service Note

2.15%
Due
11/8/2024
1,250,000.00
05/31/2022

2.87%
1,229,100.00
1,238,352.36

95.82 5.38%
1,197,797.50
3,956.60

1.25%
(
40,554.86
)
A
2 / A
A+

1.36 1.30
06051GJR1
Bank of America Corp Callable Note
Cont
4/22/2024

0.976%
Due
4/22/2025
1,250,000.00
05/31/2022

4.33%
1,192,012.50
1,213,668.50

95.87 6.05%
1,198,396.25
2,338.33

1.25%
(
15,272.25
)
A
1 / A-
AA-

1.81 1.73
24422EWF2
John Deere Capital Corp Note

3.4%
Due
6/6/2025
280,000.00
06/01/2022

3.41%
279,935.60
279,958.52

96.83 5.14%
271,118.96
661.11

0.28%
(
8,839.56
)
A
2 / A
A+

1.94 1.84
06406RBF3
Bank of NY Mellon Corp Callable Note
Cont
6/13/2024

3.43%
Due
6/13/2025
955,000.00
06/08/2022

3.43%
955,000.00
955,000.00

97.52 5.94%
931,353.25
1,637.83

0.97%
(
23,646.75
)
A
1 / A
AA-

1.96 1.84
91324PEN8
United Health Group Inc Note

5.15%
Due
10/15/2025
775,000.00
12/28/2022

4.56%
786,780.00
784,666.53
100.28

5.02%
777,145.98
8,425.97

0.82%
(
7,520.55
)
A
3 / A+
A

2.30 2.12
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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299
Holdings Report
As of June 30, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

CORPORATE
89236THP3
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025
5,000,000.00
11/19/2020

0.70%
5,025,000.00
5,011,690.85

90.58 5.21%
4,529,045.00
8,333.33

4.73%
(
482,645.85
)
A
1 / A+
A+

2.30 2.22
63743HFF4
National Rural Utilities Note

5.45%
Due
10/30/2025
495,000.00
10/20/2022

5.50%
494,336.70
494,483.90
100.04

5.43%
495,175.23
4,571.19

0.52%
691.33
A
2 / A-
A

2.34 2.15
037833EB2
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026
3,000,000.00
02/08/2021

0.70%
2,999,730.00
2,999,859.09

90.15 4.77%
2,704,422.00
8,341.67

2.83%
(
295,437.09
)
Aaa / AA+
NR

2.61 2.52
713448FQ6
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026
195,000.00
02/13/2023

4.57%
194,886.90
194,900.96

99.70 4.67%
194,412.08
3,351.83

0.21%
(
488.88
)
A
1 / A+
NR

2.63 2.40
907818GE2
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026
470,000.00
02/13/2023

4.77%
469,689.80
469,726.59

99.30 5.03%
466,718.93
8,061.81

0.49%
(
3,007.66
)
A
3 / A-
A-

2.65 2.41
46647PBK1
JP Morgan Chase & Co Callable Note
Cont
4/22/2025

2.083%
Due
4/22/2026
1,250,000.00
05/31/2022

4.63%
1,190,825.00
1,207,243.98

93.65 5.83%
1,170,627.50
4,990.52

1.22%
(
36,616.48
)
A
1 / A-
AA-

2.81 1.73
61747YET8
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026
775,000.00
12/28/2022

5.69%
764,390.25
765,889.54

98.13 5.66%
760,498.20
16,519.47

0.81%
(
5,391.34
)
A
1 / A-
A+

3.05 1.88
06368LAQ9
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027
1,000,000.00
03/30/2023

4.91%
991,550.00
992,027.52

97.75 5.30%
977,477.00
13,969.44

1.03%
(
14,550.52
)
A
2 / A-
AA-

4.21 3.71
78016FZW7
Royal Bank of Canada Note

4.9%
Due
1/12/2028
1,000,000.00
03/30/2023

4.95%
997,990.00
998,095.79

98.69 5.23%
986,925.00
23,002.78

1.05%
(
11,170.79
)
A
1 / A
AA-

4.54 3.92
Total Corporate
24,590,000.00

2.57%
24,605,670.90
24,529,835.04

5.32%
23,366,443.92
128,675.67

24.48%
(
1,163,391.12
)
A
1 / A+
A+

2.13 1.92

MONEY MARKET FUND
31846V203
First American Govt Obligation Fund
Class Y
10,130,829.04
Various

4.70%
10,130,829.04
10,130,829.04

1.00 4.70%
10,130,829.04

0.00 10.56%

0.00 Aaa / AAA
AAA

0.00 0.00
Total Money Market Fund
10,130,829.04

4.70%
10,130,829.04
10,130,829.04

4.70%
10,130,829.04

0.00 10.56%

0.00 Aaa / AAA
AAA

0.00 0.00
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 5 ends

300
Holdings Report
As of June 30, 2023
City of Orange
Account #10888
CUSIP
Security Description
Par Value/Units
Purchase Date
Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

US TREASURY
91282CCZ2
US Treasury Note

0.875%
Due
9/30/2026
3,000,000.00
09/30/2021

1.01%
2,980,546.88
2,987,354.41

89.47 4.39%
2,684,064.00
6,598.36

2.80%
(
303,290.41
)
Aaa / AA+
AAA

3.25 3.13
91282CFH9
US Treasury Note

3.125%
Due
8/31/2027
1,950,000.00
03/30/2023

3.74%
1,901,173.83
1,903,956.98

95.64 4.28%
1,864,915.65
20,367.70

1.96%
(
39,041.33
)
Aaa / AA+
AAA

4.17 3.81
Total US Treasury
4,950,000.00

2.07%
4,881,720.71
4,891,311.39

4.34%
4,548,979.65
26,966.06

4.77%
(
342,331.74
)
Aaa / AA+
AAA

3.63 3.41

TOTAL PORTFOLIO
100,845,829.04

1.78%
100,916,192.49
100,839,439.68

5.13%
95,663,643.71
313,167.89
100.00%
(
5,175,795.97
)
Aa
1 / AA
AAA

1.80 1.66

TOTAL MARKET VALUE PLUS ACCRUED
95,976,811.60
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 6 ends

301
Transaction Ledger
As of June 30, 2023
City of Orange
Account #10888
Transaction
Type
Settlement
Date
CUSIP
Quantity
Security Description
Price
Acq/Disp
Yield
Amount
Interest
Pur/Sold
Total Amount
Gain/Loss

ACQUISITIONS
Purchase
06/01/2023
31846V203
714.51
First American Govt Obligation Fund
Class Y

1.000

4.66%
714.51

0.00 714.51

0.00 Purchase
06/06/2023
31846V203
4,760.00
First American Govt Obligation Fund
Class Y

1.000

4.66%
4,760.00

0.00 4,760.00

0.00 Purchase
06/13/2023
31846V203
30,474.50
First American Govt Obligation Fund
Class Y

1.000

4.66%
30,474.50

0.00 30,474.50

0.00 Purchase
06/14/2023
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

99.991

4.92%
349,968.96

0.00 349,968.96

0.00 Purchase
06/14/2023
31846V203
194,780.67
First American Govt Obligation Fund
Class Y

1.000

4.66%
194,780.67

0.00 194,780.67

0.00 Purchase
06/14/2023
31846V203
8,203.13
First American Govt Obligation Fund
Class Y

1.000

4.66%
8,203.13

0.00 8,203.13

0.00 Purchase
06/15/2023
31846V203
1,649.13
First American Govt Obligation Fund
Class Y

1.000

4.66%
1,649.13

0.00 1,649.13

0.00 Purchase
06/20/2023
31846V203

91.67 First American Govt Obligation Fund
Class Y

1.000

4.66%

91.67 0.00

91.67 0.00
Purchase
06/21/2023
31846V203
882.00
First American Govt Obligation Fund
Class Y

1.000

4.66%
882.00

0.00 882.00

0.00 Purchase
06/23/2023
31846V203
52,500.00
First American Govt Obligation Fund
Class Y

1.000

4.66%
52,500.00

0.00 52,500.00

0.00 Purchase
06/26/2023
31846V203
430.00
First American Govt Obligation Fund
Class Y

1.000

4.66%
430.00

0.00 430.00

0.00 Purchase
06/29/2023
31846V203
2,730.00
First American Govt Obligation Fund
Class Y

1.000

4.70%
2,730.00

0.00 2,730.00

0.00 Subtotal
647,215.61
647,184.57

0.00 647,184.57

0.00 Security
Contribution
06/29/2023
31846V203
10,000,000.00
First American Govt Obligation Fund
Class Y

1.000
10,000,000.00

0.00 10,000,000.00

0.00 Subtotal
10,000,000.00
10,000,000.00

0.00 10,000,000.00

0.00 Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 7 ends

302
Transaction Ledger
As of June 30, 2023
City of Orange
Account #10888
Transaction
Type
Settlement
Date
CUSIP
Quantity
Security Description
Price
Acq/Disp
Yield
Amount
Interest
Pur/Sold
Total Amount
Gain/Loss

ACQUISITIONS
Short Sale
06/14/2023
31846V203
-349,968.96
First American Govt Obligation Fund
Class Y

1.000
-349,968.96

0.00 -349,968.96

0.00 Subtotal
-349,968.96
-349,968.96

0.00 -349,968.96

0.00 TOTAL ACQUISITIONS
10,297,246.65
10,297,215.61

0.00 10,297,215.61

0.00 DISPOSITIONS
Closing
Purchase
06/14/2023
31846V203
-349,968.96
First American Govt Obligation Fund
Class Y

1.000
-349,968.96

0.00 -349,968.96

0.00 Subtotal
-349,968.96
-349,968.96

0.00 -349,968.96

0.00 Sale
06/14/2023
3135GABN0
200,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023

97.262

0.28%
194,524.00
256.67
194,780.67
-5,476.00
Sale
06/14/2023
31846V203
349,968.96
First American Govt Obligation Fund
Class Y

1.000

4.66%
349,968.96

0.00 349,968.96

0.00 Subtotal
549,968.96
544,492.96
256.67
544,749.63
-5,476.00
Paydown
06/15/2023
47800CAC0

0.00 John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
100.000

0.00 1,649.13
1,649.13

0.00 Paydown
06/20/2023
92348KAA1

0.00 Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
100.000

0.00 91.67

91.67 0.00
Paydown
06/21/2023
43815JAC7

0.00 Honda Auto Receivables Owner
2023-1

A
3 5.04%
Due
4/21/2027
100.000

0.00 882.00
882.00

0.00 Paydown
06/26/2023
05593AAC3

0.00 BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
100.000

0.00 430.00
430.00

0.00 Subtotal

0.00 0.00
3,052.80
3,052.80

0.00 Security
Withdrawal
06/12/2023
31846V203
5,560.29
First American Govt Obligation Fund
Class Y

1.000
5,560.29

0.00 5,560.29

0.00 Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 8 ends

303
Transaction Ledger
As of June 30, 2023
City of Orange
Account #10888
Transaction
Type
Settlement
Date
CUSIP
Quantity
Security Description
Price
Acq/Disp
Yield
Amount
Interest
Pur/Sold
Total Amount
Gain/Loss

DISPOSITIONS
Security
Withdrawal
06/23/2023
31846V203
587.93
First American Govt Obligation Fund
Class Y

1.000
587.93

0.00 587.93

0.00 Subtotal
6,148.22
6,148.22

0.00 6,148.22

0.00 TOTAL DISPOSITIONS
206,148.22
200,672.22
3,309.47
203,981.69
-5,476.00

OTHER TRANSACTIONS
Interest
06/06/2023
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.000
4,760.00

0.00 4,760.00

0.00 Interest
06/13/2023
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note
Cont
6/13/2024

3.43%
Due
6/13/2025

0.000
16,378.25

0.00 16,378.25

0.00 Interest
06/13/2023
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024

0.000
14,096.25

0.00 14,096.25

0.00 Interest
06/14/2023
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024

0.000
8,203.13

0.00 8,203.13

0.00 Interest
06/23/2023
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024

0.000
52,500.00

0.00 52,500.00

0.00 Interest
06/29/2023
3135GABN0
1,950,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023

0.000
2,730.00

0.00 2,730.00

0.00 Subtotal
11,455,000.00
98,667.63

0.00 98,667.63

0.00 Dividend
06/01/2023
31846V203
189,730.61
First American Govt Obligation Fund
Class Y

0.000
714.51

0.00 714.51

0.00 Subtotal
189,730.61
714.51

0.00 714.51

0.00 TOTAL OTHER TRANSACTIONS
11,644,730.61
99,382.14

0.00 99,382.14

0.00 Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 9 ends

304
Income Earned
As of June 30, 2023
City of Orange
Account #10888
CUSIP
Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income

FIXED INCOME
02582JJZ4
American Express Credit Trust
2023-1
A

4.87%
Due
05/15/2028
06/07/2023
06/14/2023
350,000.00

0.00 349,968.96

0.00 349,969.46

0.00 0.00
804.90
804.90

0.50 0.00

0.50 805.40
805.40
037833EB2
Apple Inc
Callable Note Cont
1/8/2026

0.7%
Due
02/08/2026
02/08/2021
02/08/2021
3,000,000.00
2,999,854.65

0.00 0.00
2,999,859.09
6,591.67

0.00 8,341.67
1,750.00

4.44 0.00

4.44 1,754.44
1,754.44
05593AAC3
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
02/07/2023
02/15/2023
100,000.00
99,997.95

0.00 0.00
99,998.04

86.00 430.00

86.00 430.00

0.09 0.00

0.09 430.09
430.09
06051GJR1
Bank of America Corp
Callable Note Cont
4/22/2024

0.976%
Due
04/22/2025
05/31/2022
06/02/2022
1,250,000.00
1,212,019.56

0.00 0.00
1,213,668.50
1,321.67

0.00 2,338.33
1,016.66
1,648.94

0.00 1,648.94
2,665.60
2,665.60
06368LAQ9
Bank of Montreal
Callable Note Cont
8/14/2027

4.7%
Due
09/14/2027
03/30/2023
03/31/2023
1,000,000.00
991,871.81

0.00 0.00
992,027.52
10,052.78

0.00 13,969.44
3,916.66
155.71

0.00 155.71
4,072.37
4,072.37
06406RBF3
Bank of NY Mellon Corp
Callable Note Cont
6/13/2024

3.43%
Due
06/13/2025
06/08/2022
06/13/2022
955,000.00
955,000.00

0.00 0.00
955,000.00
15,286.37
16,378.25
1,637.83
2,729.71

0.00 0.00

0.00 2,729.71
2,729.71
14913Q3B3
Caterpillar Finl Service
Note

2.15%
Due
11/08/2024
05/31/2022
06/02/2022
1,250,000.00
1,237,647.87

0.00 0.00
1,238,352.36
1,717.01

0.00 3,956.60
2,239.59
704.49

0.00 704.49
2,944.08
2,944.08
191216CL2
Coca Cola Company
Callable Note Cont
8/6/2024

1.75%
Due
09/06/2024
09/20/2019
09/20/2019
3,000,000.00
2,990,997.93

0.00 0.00
2,991,581.22
12,395.83

0.00 16,770.83
4,375.00
583.29

0.00 583.29
4,958.29
4,958.29
24422EWF2
John Deere Capital Corp
Note

3.4%
Due
06/06/2025
06/01/2022
06/06/2022
280,000.00
279,956.75

0.00 0.00
279,958.52
4,627.78
4,760.00
661.11
793.33

1.77 0.00

1.77 795.10
795.10
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 10 ends

305
Income Earned
As of June 30, 2023
City of Orange
Account #10888
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
3130ALLM4
FHLB
Callable Note Qtrly
6/28/2021

0.35%
Due
03/28/2024
03/29/2021
03/29/2021
5,000,000.00
4,999,175.34

0.00 0.00
4,999,257.53
3,062.50

0.00 4,520.83
1,458.33

82.19 0.00

82.19 1,540.52
1,540.52
3130AMBG6
FHLB
Callable Note Qtrly
7/29/2021

0.75%
Due
04/29/2025
05/04/2021
05/04/2021
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
3,333.33

0.00 6,458.33
3,125.00

0.00 0.00

0.00 3,125.00
3,125.00
3130ANA42
FHLB
Callable Note Qtrly
1/28/2022

0.65%
Due
04/28/2025
07/28/2021
07/28/2021
4,000,000.00
4,000,000.00

0.00 0.00
4,000,000.00
8,883.33

0.00 11,050.00
2,166.67

0.00 0.00

0.00 2,166.67
2,166.67
3130ANDF4
FHLB
Callable Note Annual
7/29/2022

0.9%
Due
07/29/2026
07/29/2021
07/29/2021
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
15,250.00

0.00 19,000.00
3,750.00

0.00 0.00

0.00 3,750.00
3,750.00
3130ATS57
FHLB
Note

4.5%
Due
03/10/2028
03/27/2023
03/28/2023
2,000,000.00
2,058,249.02

0.00 0.00
2,057,247.03
20,250.00

0.00 27,750.00
7,500.00

0.00 1,001.99
(
1,001.99
)
6,498.01
6,498.01
3133EPCF0
FFCB
Note

4.5%
Due
03/02/2026
03/27/2023
03/28/2023
2,000,000.00
2,025,059.25

0.00 0.00
2,024,311.21
22,250.00

0.00 29,750.00
7,500.00

0.00 748.04
(
748.04
)
6,751.96
6,751.96
3133EPDJ1
FFCB
Note

4.375%
Due
09/15/2027
03/27/2023
03/28/2023
2,000,000.00
2,043,899.04

0.00 0.00
2,043,058.60
18,472.22

0.00 25,763.89
7,291.67

0.00 840.44
(
840.44
)
6,451.23
6,451.23
3134GW3Z7
FHLMC
Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025
10/28/2020
10/28/2020
9,000,000.00
9,000,000.00

0.00 0.00
9,000,000.00
4,950.00

0.00 9,450.00
4,500.00

0.00 0.00

0.00 4,500.00
4,500.00
3134GWVE3
FHLMC
Callable Note Qtrly
3/25/2021

0.4%
Due
09/25/2024
11/19/2020
11/19/2020
4,575,000.00
4,574,529.48

0.00 0.00
4,574,558.77
3,355.00

0.00 4,880.00
1,525.00

29.29 0.00

29.29 1,554.29
1,554.29
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 11 ends

306
Income Earned
As of June 30, 2023
City of Orange
Account #10888
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
3134GWXC5
FHLMC
Callable Note Qtrly
9/29/2021

0.35%
Due
03/29/2024
12/10/2020
12/10/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
3,013.89

0.00 4,472.22
1,458.33

0.00 0.00

0.00 1,458.33
1,458.33
3135GA4S7
FNMA
Callable Note Qtrly
11/17/2022

0.375%
Due
05/17/2024
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
729.17

0.00 2,291.67
1,562.50

0.00 0.00

0.00 1,562.50
1,562.50
3135GA4W8
FNMA
Callable Note Qtrly
11/18/2022

0.5%
Due
02/18/2025
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
7,152.78

0.00 9,236.11
2,083.33

0.00 0.00

0.00 2,083.33
2,083.33
3135GA5Y3
FNMA
Callable Note Qtrly
12/14/2021

0.375%
Due
06/14/2024
12/14/2020
12/14/2020
4,375,000.00
4,375,000.00

0.00 0.00
4,375,000.00
7,610.68
8,203.13
774.74
1,367.19

0.00 0.00

0.00 1,367.19
1,367.19
3135GABN0
FNMA
Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
12/29/2020
12/29/2020
1,950,000.00
2,150,000.00

0.00 200,000.00
1,950,000.00
2,541.78
2,986.67

30.33 475.22

0.00 0.00

0.00 475.22
475.22
40434CAD7
HSBC USA Inc
Note

3.5%
Due
06/23/2024
12/10/2019
12/10/2019
3,000,000.00
3,040,954.25

0.00 0.00
3,037,787.69
46,083.33
52,500.00
2,333.33
8,750.00

0.00 3,166.56
(
3,166.56
)
5,583.44
5,583.44
43815JAC7
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
04/21/2027
02/16/2023
02/24/2023
210,000.00
209,964.27

0.00 0.00
209,965.28
294.00
882.00
294.00
882.00

1.01 0.00

1.01 883.01
883.01
46647PBK1
JP Morgan Chase & Co
Callable Note Cont
4/22/2025

2.083%
Due
04/22/2026
05/31/2022
06/02/2022
1,250,000.00
1,205,993.80

0.00 0.00
1,207,243.98
2,820.73

0.00 4,990.52
2,169.79
1,250.18

0.00 1,250.18
3,419.97
3,419.97
47800CAC0
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
02/22/2023
03/02/2023
395,000.00
394,931.84

0.00 0.00
394,933.10
879.53
1,649.13
879.53
1,649.13

1.26 0.00

1.26 1,650.39
1,650.39
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 12 ends

307
Income Earned
As of June 30, 2023
City of Orange
Account #10888
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
61747YET8
Morgan Stanley
Callable Note Cont
7/17/2025

4.679%
Due
07/17/2026
12/28/2022
12/30/2022
775,000.00
765,643.76

0.00 0.00
765,889.54
13,497.62

0.00 16,519.47
3,021.85
245.78

0.00 245.78
3,267.63
3,267.63
63743HFF4
National Rural Utilities
Note

5.45%
Due
10/30/2025
10/20/2022
10/31/2022
495,000.00
494,465.73

0.00 0.00
494,483.90
2,323.06

0.00 4,571.19
2,248.13

18.17 0.00

18.17 2,266.30
2,266.30
69371RR81
Paccar Financial Corp
Note

3.15%
Due
06/13/2024
06/06/2022
06/13/2022
895,000.00
894,893.55

0.00 0.00
894,902.00
13,156.50
14,096.25
1,409.63
2,349.38

8.45 0.00

8.45 2,357.83
2,357.83
713448FQ6
Pepsico Inc.

Callable Note Cont
1/13/26

4.55%
Due
02/13/2026
02/13/2023
02/15/2023
195,000.00
194,897.86

0.00 0.00
194,900.96
2,612.46

0.00 3,351.83
739.37

3.10 0.00

3.10 742.47
742.47
78016FZW7
Royal Bank of Canada
Note

4.9%
Due
01/12/2028
03/30/2023
03/31/2023
1,000,000.00
998,061.29

0.00 0.00
998,095.79
18,919.44

0.00 23,002.78
4,083.34

34.50 0.00

34.50 4,117.84
4,117.84
89236THP3
Toyota Motor Credit Corp
Note

0.8%
Due
10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,012,109.38

0.00 0.00
5,011,690.85
5,000.00

0.00 8,333.33
3,333.33

0.00 418.53
(
418.53
)
2,914.80
2,914.80
907818GE2
Union Pacific Corp
Callable Note Cont
1/21/26

4.75%
Due
02/21/2026
02/13/2023
02/21/2023
470,000.00
469,718.10

0.00 0.00
469,726.59
6,201.39

0.00 8,061.81
1,860.42

8.49 0.00

8.49 1,868.91
1,868.91
91282CCZ2
US Treasury
Note

0.875%
Due
09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,987,034.80

0.00 0.00
2,987,354.41
4,446.72

0.00 6,598.36
2,151.64
319.61

0.00 319.61
2,471.25
2,471.25
91282CFH9
US Treasury
Note

3.125%
Due
08/31/2027
03/30/2023
03/31/2023
1,950,000.00
1,903,049.43

0.00 0.00
1,903,956.98
15,399.97

0.00 20,367.70
4,967.73
907.55

0.00 907.55
5,875.28
5,875.28
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 13 ends

308
Income Earned
As of June 30, 2023
City of Orange
Account #10888
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
91324PEN8
United Health Group Inc
Note

5.15%
Due
10/15/2025
12/28/2022
12/30/2022
775,000.00
785,013.00

0.00 0.00
784,666.53
5,099.93

0.00 8,425.97
3,326.04

0.00 346.47
(
346.47
)
2,979.57
2,979.57
92348KAA1
Verizon Master Trust
2021-1
A

0.5%
Due
05/20/2027
10/21/2022
10/25/2022
220,000.00
208,623.45

0.00 0.00
209,165.19

33.61 91.67

33.61 91.67
541.74

0.00 541.74
633.41
633.41
Total Fixed Income
90,715,000.00
90,558,613.16
349,968.96
200,000.00
90,708,610.64
309,702.08
101,977.10
313,167.89
105,442.91
6,550.55
6,522.03

28.52 105,471.43
105,471.43

CASH & EQUIVALENT
31846V203
First American
Govt Obligation Fund Class Y
Various
Various
10,130,829.04
189,730.61
9,947,246.65
6,148.22
10,130,829.04

0.00 714.51

0.00 714.51

0.00 0.00

0.00 714.51
714.51
Total Cash & Equivalent
10,130,829.04
189,730.61
9,947,246.65
6,148.22
10,130,829.04

0.00 714.51

0.00 714.51

0.00 0.00

0.00 714.51
714.51

TOTAL PORTFOLIO
100,845,829.04
90,748,343.77
10,297,215.61
206,148.22
100,839,439.68
309,702.08
102,691.61
313,167.89
106,157.42
6,550.55
6,522.03

28.52 106,185.94
106,185.94
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 14 ends

309
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
07/06/2023
Purchase
4581X0EK0
1,720,000.00
Inter-American Dev Bank Note

4.5%
Due
5/15/2026
-1,718,675.60

0.00 -1,718,675.60
07/06/2023
Short Sale
31846V203
-1,718,675.60
First American Govt Obligation Fund Class Y
1,718,675.60

0.00 1,718,675.60
07/12/2023
Interest
78016FZW7
1,000,000.00
Royal Bank of Canada Note

4.9%
Due
1/12/2028

0.00 24,500.00
24,500.00
07/15/2023
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,467.76
1,467.76
07/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,674.13
1,649.13
8,323.26
07/17/2023
Interest
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026

0.00 18,131.13
18,131.13
07/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 07/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
07/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
07/28/2023
Call
3130ANA42
4,000,000.00
FHLB Callable Note Qtrly
1/28/2022

0.65%
Due
4/28/2025
4,000,000.00
13,000.00
4,013,000.00
07/29/2023
Interest
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026

0.00 22,500.00
22,500.00
JUL 2023
4,006,674.13
82,651.69
4,089,325.82
08/08/2023
Interest
037833EB2
3,000,000.00
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026

0.00 10,500.00
10,500.00
08/13/2023
Interest
713448FQ6
195,000.00
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026

0.00 4,386.96
4,386.96
08/15/2023
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
08/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,702.00
1,621.26
8,323.26
08/18/2023
Interest
3135GA4W8
5,000,000.00
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025

0.00 12,500.00
12,500.00
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 15 ends

310
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
08/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 08/21/2023
Interest
907818GE2
470,000.00
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026

0.00 11,162.50
11,162.50
08/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
08/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
08/31/2023
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
AUG 2023
6,702.00
73,463.56
80,165.56
09/02/2023
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

0.00 45,000.00
45,000.00
09/06/2023
Interest
191216CL2
3,000,000.00
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024

0.00 26,250.00
26,250.00
09/10/2023
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
09/14/2023
Interest
06368LAQ9
1,000,000.00
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027

0.00 23,500.00
23,500.00
09/15/2023
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
09/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,729.98
1,593.28
8,323.26
09/15/2023
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
09/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 09/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
09/25/2023
Interest
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024

0.00 9,150.00
9,150.00
09/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 16 ends

311
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
09/28/2023
Interest
3130ALLM4
5,000,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024

0.00 8,750.00
8,750.00
09/29/2023
Interest
3134GWXC5
5,000,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024

0.00 8,750.00
8,750.00
09/30/2023
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
SEP 2023
6,729.98
227,692.37
234,422.35
10/15/2023
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
10/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,758.08
1,565.18
8,323.26
10/15/2023
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
10/16/2023
Interest
89236THP3
5,000,000.00
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025

0.00 20,000.00
20,000.00
10/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 10/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
10/22/2023
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 6,100.00
6,100.00
10/22/2023
Interest
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025

2.083%
Due
4/22/2026

0.00 13,018.75
13,018.75
10/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
10/28/2023
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025

0.00 27,000.00
27,000.00
10/29/2023
Interest
3130AMBG6
5,000,000.00
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025

0.00 18,750.00
18,750.00
10/31/2023
Interest
63743HFF4
495,000.00
National Rural Utilities Note

5.45%
Due
10/30/2025

0.00 13,488.75
13,488.75
OCT 2023
6,758.08
122,703.02
129,461.10
11/08/2023
Interest
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.00 13,437.50
13,437.50
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 17 ends

312
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
11/15/2023
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
11/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,786.29
1,536.97
8,323.26
11/17/2023
Interest
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024

0.00 9,375.00
9,375.00
11/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 11/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
11/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
NOV 2023
6,786.29
27,173.56
33,959.85
12/06/2023
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.00 4,760.00
4,760.00
12/13/2023
Interest
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024

0.00 14,096.25
14,096.25
12/13/2023
Interest
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note Cont
6/13/2024

3.43%
Due
6/13/2025

0.00 16,378.25
16,378.25
12/14/2023
Interest
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024

0.00 8,203.13
8,203.13
12/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,814.63
1,508.63
8,323.26
12/15/2023
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
12/20/2023
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 12/21/2023
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
12/23/2023
Interest
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024

0.00 52,500.00
52,500.00
12/25/2023
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 18 ends

313
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
12/29/2023
Maturity
3135GABN0
1,950,000.00
FNMA Callable Note Qtrly
12/29/2021

0.28%
Due
12/29/2023
1,950,000.00
2,730.00
1,952,730.00
DEC 2023
1,956,814.63
103,000.35
2,059,814.98
01/12/2024
Interest
78016FZW7
1,000,000.00
Royal Bank of Canada Note

4.9%
Due
1/12/2028

0.00 24,500.00
24,500.00
01/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
01/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,843.08
1,480.18
8,323.26
01/17/2024
Interest
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025

4.679%
Due
7/17/2026

0.00 18,131.13
18,131.13
01/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 01/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
01/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
01/29/2024
Interest
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022

0.9%
Due
7/29/2026

0.00 22,500.00
22,500.00
JAN 2024
6,843.08
69,435.40
76,278.48
02/08/2024
Interest
037833EB2
3,000,000.00
Apple Inc Callable Note Cont
1/8/2026

0.7%
Due
2/8/2026

0.00 10,500.00
10,500.00
02/13/2024
Interest
713448FQ6
195,000.00
Pepsico Inc. Callable Note Cont
1/13/26

4.55%
Due
2/13/2026

0.00 4,436.25
4,436.25
02/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
02/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,871.65
1,451.61
8,323.26
02/18/2024
Interest
3135GA4W8
5,000,000.00
FNMA Callable Note Qtrly
11/18/2022

0.5%
Due
2/18/2025

0.00 12,500.00
12,500.00
02/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

Page 19 ends

314
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
02/21/2024
Interest
907818GE2
470,000.00
Union Pacific Corp Callable Note Cont
1/21/26

4.75%
Due
2/21/2026

0.00 11,162.50
11,162.50
02/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
02/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
02/29/2024
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
FEB 2024
6,871.65
73,343.20
80,214.85
03/02/2024
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

0.00 45,000.00
45,000.00
03/06/2024
Interest
191216CL2
3,000,000.00
Coca Cola Company Callable Note Cont
8/6/2024

1.75%
Due
9/6/2024

0.00 26,250.00
26,250.00
03/10/2024
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
03/14/2024
Interest
06368LAQ9
1,000,000.00
Bank of Montreal Callable Note Cont
8/14/2027

4.7%
Due
9/14/2027

0.00 23,500.00
23,500.00
03/15/2024
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
03/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
03/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,900.34
1,422.92
8,323.26
03/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 03/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
03/25/2024
Interest
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024

0.00 9,150.00
9,150.00
03/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
03/28/2024
Maturity
3130ALLM4
5,000,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
5,000,000.00
8,750.00
5,008,750.00
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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315
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
03/29/2024
Maturity
3134GWXC5
5,000,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
5,000,000.00
8,750.00
5,008,750.00
03/31/2024
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
MAR 2024
10,006,900.34
227,522.01
10,234,422.35
04/15/2024
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
04/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
04/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,929.14
1,394.12
8,323.26
04/16/2024
Interest
89236THP3
5,000,000.00
Toyota Motor Credit Corp Note

0.8%
Due
10/16/2025

0.00 20,000.00
20,000.00
04/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027

0.00 91.67

91.67 04/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
04/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 6,100.00
6,100.00
04/22/2024
Interest
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025

2.083%
Due
4/22/2026

0.00 13,018.75
13,018.75
04/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
04/28/2024
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021

0.6%
Due
10/28/2025

0.00 27,000.00
27,000.00
04/29/2024
Interest
3130AMBG6
5,000,000.00
FHLB Callable Note Qtrly
7/29/2021

0.75%
Due
4/29/2025

0.00 18,750.00
18,750.00
04/30/2024
Interest
63743HFF4
495,000.00
National Rural Utilities Note

5.45%
Due
10/30/2025

0.00 13,488.75
13,488.75
APR 2024
6,929.14
122,531.96
129,461.10
05/08/2024
Interest
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note

2.15%
Due
11/8/2024

0.00 13,437.50
13,437.50
05/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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316
Cash Flow Report
As of June 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
05/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,958.07
1,365.19
8,323.26
05/17/2024
Maturity
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022

0.375%
Due
5/17/2024
5,000,000.00
9,375.00
5,009,375.00
05/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,976.08

91.67 22,067.75
05/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
05/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025

0.00 430.00
430.00
MAY 2024
5,028,934.15
27,001.78
5,055,935.93
06/06/2024
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note

3.4%
Due
6/6/2025

0.00 4,760.00
4,760.00
06/13/2024
Call
06406RBF3
955,000.00
Bank of NY Mellon Corp Callable Note Cont
6/13/2024

3.43%
Due
6/13/2025
955,000.00
16,378.25
971,378.25
06/13/2024
Maturity
69371RR81
895,000.00
Paccar Financial Corp Note

3.15%
Due
6/13/2024
895,000.00
14,096.25
909,096.25
06/14/2024
Maturity
3135GA5Y3
4,375,000.00
FNMA Callable Note Qtrly
12/14/2021

0.375%
Due
6/14/2024
4,375,000.00
8,203.13
4,383,203.13
06/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
6,987.12
1,336.14
8,323.26
06/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028

0.00 1,420.42
1,420.42
06/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,981.40

82.51 22,063.91
06/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027

0.00 882.00
882.00
06/23/2024
Maturity
40434CAD7
3,000,000.00
HSBC USA Inc Note

3.5%
Due
6/23/2024
3,000,000.00
52,500.00
3,052,500.00
06/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,828.67
430.00
10,258.67
JUN 2024
9,263,797.19
100,088.70
9,363,885.89
TOTAL
30,310,740.66
1,256,607.60
31,567,348.26
Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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317
Important Disclosures
City of Orange
Account #10888
Chandler Asset Management, Inc.
;͞
Chandler
͟Ϳ
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 THEIR RESPECTIVE

THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, ITS AFFILIATES OR

THEIR RESPECTIVE THIRD PARTY PROVIDERS GUARANTEE THE QUALITY, ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF, AND THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN "AS IS" BASIS AND LICENSEE'S USE IS AT LICENSEE'S OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY DO NOT SPONSOR, ENDORSE, OR RECOMMEND CHANDLER, OR ANY OF ITS PRODUCTS OR SERVICES.

Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. It is not possible to invest directly in an index.

Ratings:

Ratings information have been provided by 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
͟Ϳ
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.

Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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318
Benchmark Index & Disclosures
City of Orange
Account #10888
Benchmark Index
Disclosure
ICE BofA 1-5 Yr US Treasury & Agency
Index
The ICE BofA 1-5 Year US Treasury & Agency Index tracks the performance of US dollar denominated US Treasury and nonsubordinated US agency debt issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody ͛
s,
S&P and Fitch). Qualifying securities must have at least one year remaining term to final maturity and less than five years remaining term to final maturity, at least 18 months to maturity at time of issuance, a fixed coupon schedule, and a minimum amount outstanding of $1 billion for sovereigns and $250 million for agencies.

Execution Time: 7/4/2023 1:47:55 PM
Chandler Asset Management - CONFIDENTIAL

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319
Agenda Item
City Council
Item #: 3.11. 8/8/2023 File #: 23-0513
TO: Honorable Mayor and Members of the City Council
THRU: Tom Kisela, City Manager
FROM: Christopher Cash, Public Works Director

1. SUBJECT
A Resolution of the City Council of the City of Orange accepting a portion of the west side of Cambridge Avenue, south of Taft Avenue into the City Street System. Resolution No. 11486.

2. SUMMARY
Adoption of Resolution No. 11486 will cause certain real property currently used as public streets to be accepted into the City Street System.

3. RECOMMENDED ACTION
Adopt Resolution No. 11486. A Resolution of the City Council of the City of Orange accepting certain roads and streets into the City Street System.

4. FISCAL IMPACT
None.

5. STRATEGIC PLAN GOALS
Goal 1. Provide for a safe community. d. Assure the
development of the City occurs in a fashion that maximizes public safety.

6. DISCUSSION AND BACKGROUND
Section 1806 of the California Streets and Highways Code provides that, except upon the annexation of territory to the City, no public or private street or road shall become a City street or road until the City Council, by resolution, has caused the street or road to be accepted into the City Street System.

A portion of the west side of Cambridge Avenue, south of Taft Avenue erroneously shows on the Assessor’smap as parcel (APN 357-071-02) and not public right-of-way. However, the easterly 20’of this parcel has been used as public right-of-way since the City acquired the parcel in 1974. This map error was discovered by staff when reviewing the parking lot size for the Taft Branch Library. This resolution will incorporate that easterly 20’of that parcel that is currently used as public right-of-way into the City Street System, thus allowing the Assessor to correct the configuration on their maps.

7. ATTACHMENTS
· Resolution No. 11486
City of Orange Printed on 8/2/2023Page 1 of 1
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Agenda Item
City Council
Item #: 3.11. 8/8/2023 File #: 23-0513
TO: Honorable Mayor and Members of the City Council
THRU: Tom Kisela, City Manager
FROM: Christopher Cash, Public Works Director

1. SUBJECT
A Resolution of the City Council of the City of Orange accepting a portion of the west side of Cambridge Avenue, south of Taft Avenue into the City Street System. Resolution No. 11486.

2. SUMMARY
Adoption of Resolution No. 11486 will cause certain real property currently used as public streets to be accepted into the City Street System.

3. RECOMMENDED ACTION
Adopt Resolution No. 11486. A Resolution of the City Council of the City of Orange accepting certain roads and streets into the City Street System.

4. FISCAL IMPACT
None.

5. STRATEGIC PLAN GOALS
Goal 1. Provide for a safe community. d. Assure the
development of the City occurs in a fashion that maximizes public safety.

6. DISCUSSION AND BACKGROUND
Section 1806 of the California Streets and Highways Code provides that, except upon the annexation of territory to the City, no public or private street or road shall become a City street or road until the City Council, by resolution, has caused the street or road to be accepted into the City Street System.

A portion of the west side of Cambridge Avenue, south of Taft Avenue erroneously shows on the Assessor’smap as parcel (APN 357-071-02) and not public right-of-way. However, the easterly 20’of this parcel has been used as public right-of-way since the City acquired the parcel in 1974. This map error was discovered by staff when reviewing the parking lot size for the Taft Branch Library. This resolution will incorporate that easterly 20’of that parcel that is currently used as public right-of-way into the City Street System, thus allowing the Assessor to correct the configuration on their maps.

7. ATTACHMENTS
· Resolution No. 11486
City of Orange Printed on 8/2/2023Page 1 of 1
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RESOLUTION NO. 11486

A RESOLUTION OF THE CITY COUNCIL OF THE

CITY OF ORANGE ACCEPTING CERTAIN

ROADS AND STREETS INTO THE CITY STREET
SYSTEM.

WHEREAS, Section 1806 of the California Streets and Highways Code provides that, except upon the annexation of territory to the City, no public or private street or road shall become a City street or road until the City Council, by resolution, has caused the street or road to be accepted into the City street system; and

WHEREAS, pursuant to Section 1806 of the California Streets and Highways Code, the City Council desires to accept the real property and/or parcel described as the easterly 20 feet of Assessor’s Parcel No. 375-071-02, depicted on the map attached to this Resolution as Exhibit “A”, into the City street system.

NOW THEREFORE, BE IT RESOLVED by the City Council of the City of Orange as follows:

Section 1. Effective upon the date that a certified copy of this Resolution is recorded in the Official Records of the County of Orange, the real property and/or parcel described as the easterly 20 feet of Assessor’s Parcel No. 375-071-02, depicted on the map attached to this Resolution as Exhibit “A”, is accepted into the City of Orange street system.

Section 2. The City Clerk is hereby authorized and directed to cause a certified copy of this Resolution, attested by the City Clerk under seal, to be recorded without acknowledgement, certificate of acknowledgement, or further proof in the Official Records of the County of Orange.

Section 3. All actions heretofore taken by the officers, employees and agents of the City with respect to the acceptance of conveyance and the recordation of any instrument relating to any and all of the real property and/or parcels described in Section 1 of this Res olution are hereby approved, confirmed and ratified, and the officers and employees of the City are hereby authorized and directed, jointly and severally, to do any and all things and to execute and deliver any and all certificates and documents which they may deem necessary or advisable in order to consummate the acceptance of said streets or roads into the City street system and otherwise to effectuate the purposes of this Resolution.

322
2 ADOPTED this ____ day of _____________________, 2023

_______________________________________
Daniel R. Slater, Mayor, City of Orange

ATTEST:

________________________________________
Pamela Coleman, City Clerk, City of Orange

I, PAMELA COLEMAN, City Clerk of the City of Orange, California, do hereby certify that the foregoing Resolution was duly and regularly adopted by the City Council of the City of Orange at a regular meeting thereof held on the ____ day of _____________________, 2023 by the following vote:

AYES: COUNCILMEMBERS:

NOES: COUNCILMEMBERS:

ABSENT: COUNCILMEMBERS:

ABSTAIN: COUNCILMEMBERS:

________________________________________
Pamela Coleman, City Clerk, City of Orange
323
Agenda Item
City Council
Item #: 6.1. 8/8/2023 File #: 23-0542
TO: Honorable Mayor and Members of the City Council
FROM: Tom Kisela, City Manager

1. SUBJECT
City of Orange Fiscal Health Report.

2. SUMMARY
A presentation on the City of Orange’sfiscal health based on the California State Auditor’s2021 fiscal health analysis report.

3. RECOMMENDED ACTION
Receive and file.

City of Orange Printed on 8/3/2023Page 1 of 1
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Agenda Item
City Council
Item #: 6.1. 8/8/2023 File #: 23-0542
TO: Honorable Mayor and Members of the City Council
FROM: Tom Kisela, City Manager

1. SUBJECT
City of Orange Fiscal Health Report.

2. SUMMARY
A presentation on the City of Orange’sfiscal health based on the California State Auditor’s2021 fiscal health analysis report.

3. RECOMMENDED ACTION
Receive and file.

City of Orange Printed on 8/3/2023Page 1 of 1
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