Orange City Council
February 13, 2024

177
Income Earned
As of October 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
494,539.63

0.00 0.00
494,558.41
11,315.56
13,488.75

74.94 2,248.13

18.78 0.00

18.78 2,266.91
2,266.91
69371RR81
Paccar Financial Corp
Note

3.15%
Due
06/13/2024
06/06/2022
06/13/2022
895,000.00
894,927.91

0.00 0.00
894,936.64
8,457.75

0.00 10,807.13
2,349.38

8.73 0.00

8.73 2,358.11
2,358.11
713448FQ6
Pepsico Inc.

Callable Note Cont
1/13/26

4.55%
Due
02/13/2026
02/13/2023
02/15/2023
195,000.00
194,910.47

0.00 0.00
194,913.68
1,183.00

0.00 1,922.38
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
998,201.58

0.00 0.00
998,237.23
10,752.78

0.00 14,836.11
4,083.33

35.65 0.00

35.65 4,118.98
4,118.98
89236THP3
Toyota Motor Credit Corp
Note

0.8%
Due
10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,010,407.37

0.00 0.00
5,009,974.89
18,333.33
20,000.00
1,666.67
3,333.34

0.00 432.48
(
432.48
)
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
469,752.63

0.00 0.00
469,761.41
2,480.56

0.00 4,340.97
1,860.41

8.78 0.00

8.78 1,869.19
1,869.19
9128284N7
US Treasury
Note

2.875%
Due
05/15/2028
07/31/2023
07/31/2023
2,000,000.00
1,887,416.43

0.00 0.00
1,889,484.02
21,718.75

0.00 26,562.50
4,843.75
2,067.59

0.00 2,067.59
6,911.34
6,911.34
91282CCZ2
US Treasury
Note

0.875%
Due
09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,988,334.52

0.00 0.00
2,988,664.78

71.72 0.00
2,295.08
2,223.36
330.26

0.00 330.26
2,553.62
2,553.62
91282CFH9
US Treasury
Note

3.125%
Due
08/31/2027
03/30/2023
03/31/2023
1,950,000.00
1,906,740.13

0.00 0.00
1,907,677.94
5,189.73

0.00 10,379.46
5,189.73
937.81

0.00 937.81
6,127.54
6,127.54
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

178
Income Earned
As of October 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
91324PEN8
United Health Group Inc
Note

5.15%
Due
10/15/2025
12/28/2022
12/30/2022
775,000.00
783,604.02

0.00 0.00
783,246.00
18,404.10
19,956.25
1,773.89
3,326.04

0.00 358.02
(
358.02
)
2,968.02
2,968.02
92348KAA1
Verizon Master Trust
2021-1
A

0.5%
Due
05/20/2027
10/21/2022
10/25/2022
220,000.00
210,826.53

0.00 0.00
211,386.33

33.61 91.67

33.61 91.67
559.80

0.00 559.80
651.47
651.47
Total Fixed Income
100,945,000.00
100,687,389.08

0.00 0.00
100,692,021.90
348,573.44
132,196.02
364,480.03
148,102.61
11,372.26
6,739.44
4,632.82
152,735.43
152,735.43

CASH & EQUIVALENT
31846V203
First American
Govt Obligation Fund Class Y
Various
Various
204,683.58
78,344.66
133,069.71
6,730.79
204,683.58

0.00 873.69

0.00 873.69

0.00 0.00

0.00 873.69
873.69
62479MY64
MUFG Bank Ltd/NY
Discount CP

5.55%
Due
11/06/2023
07/28/2023
07/28/2023
400,000.00
397,780.00

0.00 0.00
399,691.67

0.00 0.00

0.00 0.00
1,911.67

0.00 1,911.67
1,911.67
1,911.67
Total Cash & Equivalent
604,683.58
476,124.66
133,069.71
6,730.79
604,375.25

0.00 873.69

0.00 873.69
1,911.67

0.00 1,911.67
2,785.36
2,785.36

TOTAL PORTFOLIO
101,549,683.58
101,163,513.74
133,069.71
6,730.79
101,296,397.15
348,573.44
133,069.71
364,480.03
148,976.30
13,283.93
6,739.44
6,544.49
155,520.79
155,520.79
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

179
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
11/06/2023
Maturity
62479MY64
400,000.00
MUFG Bank Ltd/NY Discount CP

5.55%
Due
11/6/2023
400,000.00

0.00 400,000.00
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
Interest
4581X0EK0
1,720,000.00
Inter-American Dev Bank Note

4.5%
Due
5/15/2026

0.00 27,735.00
27,735.00
11/15/2023
Interest
9128284N7
2,000,000.00
US Treasury Note

2.875%
Due
5/15/2028

0.00 28,750.00
28,750.00
11/15/2023
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
11/15/2023
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,281.51
1,649.13
8,930.64
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
407,281.51
93,792.84
501,074.35
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
12/09/2023
Interest
3130AEB25
2,000,000.00
FHLB Note

3.25%
Due
6/9/2028

0.00 32,500.00
32,500.00
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
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

180
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
7,311.92
1,618.72
8,930.64
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
12/15/2023
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
12/15/2023
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
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
1,957,311.92
145,632.56
2,102,944.48
01/12/2024
Interest
459058KT9
2,000,000.00
Intl. Bank Recon & Development Note

3.5%
Due
7/12/2028

0.00 35,000.00
35,000.00
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

181
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
01/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
01/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,342.44
1,588.20
8,930.64
01/17/2024
Interest
3133EPQC2
2,000,000.00
FFCB Note

4.625%
Due
7/17/2026

0.00 46,250.00
46,250.00
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
01/28/2024
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
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
4,007,342.44
173,815.54
4,181,157.98
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
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
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
02/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,373.10
1,557.54
8,930.64
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

182
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
7,373.10
83,471.25
90,844.35
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
03/08/2024
Interest
24422EXD6
505,000.00
John Deere Capital Corp Note

5.15%
Due
9/8/2026

0.00 13,003.75
13,003.75
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
03/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,403.88
1,526.76
8,930.64
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

183
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
03/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
2,700,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
2,700,000.00
4,725.00
2,704,725.00
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
7,707,403.88
246,626.72
7,954,030.60
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
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
7,434.79
1,495.85
8,930.64
04/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
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 Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

184
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
7,434.79
132,655.81
140,090.60
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
Interest
4581X0EK0
1,720,000.00
Inter-American Dev Bank Note

4.5%
Due
5/15/2026

0.00 38,700.00
38,700.00
05/15/2024
Interest
9128284N7
2,000,000.00
US Treasury Note

2.875%
Due
5/15/2028

0.00 28,750.00
28,750.00
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
05/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
05/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
05/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,465.83
1,464.81
8,930.64
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: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

185
Cash Flow Report
As of October 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
05/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
MAY 2024
5,029,441.91
104,573.52
5,134,015.43
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
06/09/2024
Interest
3130AEB25
2,000,000.00
FHLB Note

3.25%
Due
6/9/2028

0.00 32,500.00
32,500.00
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
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
06/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,497.00
1,433.64
8,930.64
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
06/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
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
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

186
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
06/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
9,264,307.07
142,708.32
9,407,015.39
07/12/2024
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
07/12/2024
Interest
459058KT9
2,000,000.00
Intl. Bank Recon & Development Note

3.5%
Due
7/12/2028

0.00 35,000.00
35,000.00
07/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
07/15/2024
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
07/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
07/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,528.30
1,402.34
8,930.64
07/17/2024
Interest
3133EPQC2
2,000,000.00
FFCB Note

4.625%
Due
7/17/2026

0.00 46,250.00
46,250.00
07/17/2024
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
07/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,986.71

73.35 22,060.06
07/21/2024
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
07/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 19,084.72
19,084.72
07/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,866.35
387.74
10,254.09
07/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
07/29/2024
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
JUL 2024
39,381.36
179,653.82
219,035.18
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

187
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
08/08/2024
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
08/13/2024
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
08/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
08/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
08/15/2024
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
08/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,559.73
1,370.91
8,930.64
08/18/2024
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
08/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,992.02

64.19 22,056.21
08/21/2024
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
08/21/2024
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
08/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,904.19
345.31
10,249.50
08/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
08/31/2024
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
AUG 2024
39,455.94
83,172.45
122,628.39
09/02/2024
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

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

1.75%
Due
9/6/2024
3,000,000.00
26,250.00
3,026,250.00
09/08/2024
Interest
24422EXD6
505,000.00
John Deere Capital Corp Note

5.15%
Due
9/8/2026

0.00 13,003.75
13,003.75
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

188
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
09/10/2024
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
09/14/2024
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
09/15/2024
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
09/15/2024
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
09/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
09/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
09/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,591.29
1,339.35
8,930.64
09/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,997.33

55.03 22,052.36
09/21/2024
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
09/25/2024
Maturity
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024
4,575,000.00
9,150.00
4,584,150.00
09/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,942.16
302.72
10,244.88
09/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
09/30/2024
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
SEP 2024
7,614,530.78
232,800.39
7,847,331.17
10/15/2024
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
10/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
10/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

189
Cash Flow Report
As of October 31, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
10/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,622.99
1,307.65
8,930.64
10/15/2024
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
10/16/2024
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
10/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
22,002.65

45.86 22,048.51
10/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027
10,676.10
882.00
11,558.10
10/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 19,294.44
19,294.44
10/22/2024
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
10/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,980.28
259.97
10,240.25
10/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
10/28/2024
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
10/29/2024
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
OCT 2024
50,282.02
131,957.46
182,239.48
TOTAL
36,131,546.72
1,750,860.68
37,882,407.40
Execution Time: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

190
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: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

191
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: 11/2/2023 11:02:04 PM
Chandler Asset Management - CONFIDENTIAL

192

MONTHLY ACCOUNT STATEMENT
City of Orange - Account #10888
NOVEMBER 1, 2023 THROUGH NOVEMBER 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
193

ACCOUNT SUMMARY
Beg. Values
as of
10/31/23
End Values
as of
11/30/23
Market Value
96,416,628
97,494,535
Accrued Interest
364,480
420,686
Total Market Value
96,781,108
97,915,221
Income Earned
155,521
155,301
Cont/WD
-6,737
Par
101,549,684
101,635,219
Book Value
101,296,397
101,386,574
Cost Value
101,352,862
101,444,532

TOP ISSUERS
Federal Home Loan Bank

22.3%
Federal National Mortgage Assoc

16.2%
Federal Home Loan Mortgage Corp

15.6%
Government of United States

6.6%
Federal Farm Credit Bank

6.2%
Toyota Motor Corp

4.7%
HSBC Holdings PLC

3.1%
Coca Cola Co.

3.0%
Total

77.7%

PORTFOLIO CHARACTERISTICS
Average Modified Duration

1.71 Average Coupon

1.79%
Average Purchase YTM

1.89%
Average Market YTM

5.07%
Average S&P/Moody Rating
AA/Aa1
Average Final Maturity

1.92 yrs
Average Life

1.82 yrs

CREDIT QUALITY (S&P)

MATURITY DISTRIBUTION

SECTOR ALLOCATION
Portfolio Summary
As of November 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

1.18%

1.40%

3.71%

3.86%
N/A
N/A
N/A
N/A
-1.34%
ICE BofA 1-5 Yr US Treasury & Agency Index

1.48%

1.24%

2.80%

2.86%
N/A
N/A
N/A
N/A
-1.36%
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

194

BOOK VALUE RECONCILIATION

BEGINNING BOOK VALUE
$101,296,397.15
Acquisition
+ Security Purchases
$709,839.29
+ Money Market Fund Purchases
$602,112.27
+ Money Market Contributions
$0.00
+ Security Contributions
$0.00
+ Security Transfers
$0.00
Total Acquisitions
$1,311,951.56
Dispositions
- Security Sales
$107,811.00
- Money Market Fund Sales
$709,839.29
- MMF Withdrawals
$6,737.25
- Security Withdrawals
$0.00
- Security Transfers
$0.00
- Other Dispositions
$0.00
- Maturities
$400,000.00
- Calls
$0.00
- Principal Paydowns
$0.00
Total Dispositions
$1,224,387.54
Amortization/Accretion
+/- Net Accretion
$4,793.36
$4,793.36
Gain/Loss on Dispositions
+/- Realized Gain/Loss
($2,180.62)
($2,180.62)

ENDING BOOK VALUE
$101,386,573.91

CASH TRANSACTION SUMMARY

BEGINNING BALANCE
$204,683.58
Acquisition
Contributions
$0.00
Security Sale Proceeds
$107,811.00
Accrued Interest Received
$44.92
Interest Received
$93,792.84
Dividend Received
$463.51
Principal on Maturities
$400,000.00
Interest on Maturities
$0.00
Calls/Redemption (Principal)
$0.00
Interest from Calls/Redemption
$0.00
Principal Paydown
$0.00
Total Acquisitions
$602,112.27
Dispositions
Withdrawals
$6,737.25
Security Purchase
$709,839.29
Accrued Interest Paid
$0.00
Total Dispositions
$716,576.54

ENDING BOOK VALUE
$90,219.31
Reconciliation Summary
As of November 30, 2023
City of Orange
Account #10888
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

195
Holdings Report
As of November 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
99,998.51

99.59 5.68%
99,588.60

86.00 0.10%
(
409.91
)
Aaa / AAA
NR

1.99 0.89
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
209,970.46

99.41 5.47%
208,752.18
294.00

0.21%
(
1,218.28
)
Aaa / NR
AAA

3.39 1.60
92348KAA1
Verizon Master Trust
2021-1
A

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

4.28%
204,668.75
211,928.07

97.56 3.13%
214,623.43

33.61 0.22%
2,695.36
Aaa / AAA
AAA

3.47 0.93
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
394,939.50

99.29 5.48%
392,189.62
879.53

0.40%
(
2,749.88
)
Aaa / NR
AAA

3.96 1.69
05592XAD2
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028
190,000.00
07/11/2023

5.54%
189,966.33
189,970.07
100.45

5.28%
190,861.46
173.22

0.20%
891.39

NR / AAA
AAA

4.24 1.82
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
349,973.91

99.51 5.14%
348,285.70
757.56

0.36%
(
1,688.21
)

NR / AAA
AAA

4.46 2.26
438123AC5
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028
330,000.00
11/01/2023

5.74%
329,941.89
329,942.90
101.09

5.24%
333,608.88
1,195.43

0.34%
3,665.98
Aaa / NR
AAA

4.56 2.19
161571HT4
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028
1,060,000.00
09/07/2023

5.23%
1,059,706.17
1,059,726.81
100.42

5.05%
1,064,404.31
2,430.93

1.09%
4,677.50

NR / AAA
AAA

4.80 2.54
02582JKD1
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028
1,055,000.00
09/12/2023

5.29%
1,054,952.84
1,054,955.99
100.43

5.12%
1,059,496.41
2,452.29

1.08%
4,540.42

NR / AAA
AAA

4.80 2.53
Total ABS
3,910,000.00

5.20%
3,894,091.57
3,901,406.22

5.08%
3,911,810.59
8,302.57

4.00%
10,404.37
Aaa / AAA
AAA

4.42 2.18
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

99.61 5.13%
1,942,398.90
2,305.33

1.99%
(
7,601.10
)
Aaa / AA+
AA+

0.08 0.08
3130ALLM4
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
4,890,000.00
03/29/2021

0.37%
4,887,066.00
4,889,683.82

98.41 5.29%
4,812,156.09
2,995.13

4.92%
(
77,527.73
)
Aaa / AA+
NR

0.33 0.32
3134GWXC5
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
2,700,000.00
12/10/2020

0.35%
2,700,000.00
2,700,000.00

98.40 5.28%
2,656,683.90
1,627.50

2.71%
(
43,316.10
)
Aaa / NR
AA+

0.33 0.32
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

97.73 5.40%
4,886,300.00
729.17

4.99%
(
113,700.00
)
Aaa / AA+
AA+

0.46 0.45
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

97.40 5.33%
4,261,280.63
7,610.68

4.36%
(
113,719.37
)
Aaa / AA+
AA+

0.54 0.52
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

196
Holdings Report
As of November 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
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
4,574,708.12

96.07 5.37%
4,395,216.22
3,355.00

4.49%
(
179,491.90
)
Aaa / NR
AA+

0.82 0.80
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

94.46 5.26%
4,723,215.00
7,152.78

4.83%
(
276,785.00
)
Aaa / AA+
AA+

1.22 1.18
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

94.00 5.11%
3,760,096.00
8,883.33

3.85%
(
239,904.00
)
Aaa / AA+
NR

1.41 1.37
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

94.13 5.11%
4,706,350.00
3,333.33

4.81%
(
293,650.00
)
Aaa / AA+
NR

1.41 1.37
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

91.79 5.16%
8,261,424.00
4,950.00

8.44%
(
738,576.00
)
Aaa / NR
AA+

1.91 1.85
3133EPCF0
FFCB Note

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

4.01%
2,026,680.00
2,020,496.22

99.71 4.63%
1,994,266.00
22,250.00

2.06%
(
26,230.22
)
Aaa / AA+
AA+

2.25 2.10
3133EPQC2
FFCB Note

4.625%
Due
7/17/2026
2,000,000.00
07/28/2023

4.66%
1,998,260.00
1,998,457.80
100.03

4.61%
2,000,692.00
34,430.56

2.08%
2,234.20
Aaa / AA+
AA+

2.63 2.41
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

90.71 4.65%
4,535,640.00
15,250.00

4.65%
(
464,360.00
)
Aaa / AA+
NR

2.66 2.57
3133EPDJ1
FFCB Note

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

3.81%
2,045,720.00
2,038,772.35

99.60 4.49%
1,991,988.00
18,472.22

2.05%
(
46,784.35
)
Aaa / AA+
AA+

3.79 3.43
3130ATS57
FHLB Note

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

3.82%
2,060,420.00
2,052,136.88
100.58

4.35%
2,011,650.00
20,250.00

2.08%
(
40,486.88
)
Aaa / AA+
NR

4.28 3.82
3130AEB25
FHLB Note

3.25%
Due
6/9/2028
2,000,000.00
07/24/2023

4.15%
1,921,180.00
1,926,889.03

95.23 4.43%
1,904,556.00
31,055.56

1.98%
(
22,333.03
)
Aaa / AA+
NR

4.53 4.08
Total Agency
61,490,000.00

1.11%
61,547,953.50
61,526,144.22

5.07%
58,843,912.74
184,650.59

60.29%
(
2,682,231.48
)
Aaa / AA+
AA+

1.55 1.46

CORPORATE
69371RR81
Paccar Financial Corp Note

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

3.16%
894,794.15
894,945.09

98.74 5.56%
883,738.22
13,156.50

0.92%
(
11,206.87
)
A
1 / A+
NR

0.54 0.51
40434CAD7
HSBC USA Inc Note

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

2.14%
3,174,900.00
3,021,638.20

98.72 5.83%
2,961,663.00
46,083.33

3.07%
(
59,975.20
)
A
2 / A-
A+

0.56 0.54
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
2,994,555.98

97.56 5.03%
2,926,842.00
12,395.83

3.00%
(
67,713.98
)
A
1 / A+
NR

0.77 0.74
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

197
Holdings Report
As of November 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
14913Q3B3
Caterpillar Finl Service Note

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

2.87%
1,229,100.00
1,241,945.28

97.11 5.34%
1,213,892.50
1,717.01

1.24%
(
28,052.78
)
A
2 / A
A+

0.94 0.91
06051GJR1
Bank of America Corp Callable Note
Cont
4/22/2024

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

4.41%
1,192,012.50
1,222,078.06

97.81 6.29%
1,222,575.00
1,321.67

1.25%
496.94
A
1 / A-
AA-

1.39 1.33
24422EWF2
John Deere Capital Corp Note

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

3.41%
279,935.60
279,967.51

97.53 5.11%
273,083.16
4,627.78

0.28%
(
6,884.35
)
A
2 / A
A+

1.52 1.43
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

98.60 6.04%
941,644.33
15,286.37

0.98%
(
13,355.67
)
A
1 / A
AA-

1.54 1.43
91324PEN8
United Health Group Inc Note

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

4.56%
786,780.00
782,899.53
100.47

4.88%
778,671.18
5,099.93

0.80%
(
4,228.35
)
A
2 / A+
A

1.88 1.76
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
5,009,556.36

92.54 5.01%
4,626,825.00
5,000.00

4.73%
(
382,731.36
)
A
1 / A+
A+

1.88 1.82
63743HFF4
National Rural Utilities Note

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

5.50%
494,336.70
494,576.58
100.35

5.25%
496,743.39
2,323.06

0.51%
2,166.81
A
2 / A-
A

1.92 1.79
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
2,999,881.71

91.71 4.73%
2,751,195.00
6,591.67

2.82%
(
248,686.71
)
Aaa / AA+
NR

2.19 2.12
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
194,916.78

99.59 4.74%
194,202.45
2,661.75

0.20%
(
714.33
)
A
1 / A+
NR

2.21 2.05
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
469,769.90

99.66 4.91%
468,403.41
6,201.39

0.48%
(
1,366.49
)
A
3 / A-
A-

2.23 2.06
46647PBK1
JP Morgan Chase & Co Callable Note
Cont
4/22/2025

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

4.68%
1,190,825.00
1,213,619.88

94.99 5.88%
1,187,352.50
2,820.73

1.22%
(
26,267.38
)
A
1 / A-
AA-

2.39 1.34
61747YET8
Morgan Stanley Callable Note Cont
7/17/2025

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

5.75%
764,390.25
767,143.05

98.28 5.79%
761,691.70
13,497.62

0.79%
(
5,451.35
)
A
1 / A-
A+

2.63 1.52
24422EXD6
John Deere Capital Corp Note

5.15%
Due
9/8/2026
505,000.00
09/05/2023

5.18%
504,641.45
504,668.93
100.71

4.87%
508,572.37
5,996.17

0.53%
3,903.44
A
2 / A
A+

2.78 2.53
713448FW3
Pepsico Inc. Callable Note Cont
10/10/2026

5.125%
Due
11/10/2026
380,000.00
11/08/2023

5.13%
379,897.40
379,899.37
100.96

4.76%
383,633.56
1,136.04

0.39%
3,734.19
A
1 / A+
NR

2.95 2.63
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

198
Holdings Report
As of November 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
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
992,821.65

97.98 5.29%
979,813.00
10,052.78

1.01%
(
13,008.65
)
A
2 / A-
AA-

3.79 3.39
78016FZW7
Royal Bank of Canada Note

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

4.95%
997,990.00
998,271.72

98.95 5.19%
989,472.00
18,919.44

1.03%
(
8,799.72
)
A
1 / A
AA-

4.12 3.61
Total Corporate
25,475,000.00

2.67%
25,490,209.75
25,418,155.58

5.30%
24,550,013.77
174,889.07

25.25%
(
868,141.81
)
A
1 / A+
A+

1.75 1.57

MONEY MARKET FUND
31846V203
First American Govt Obligation Fund
Class Y
90,219.31
Various

4.98%
90,219.31
90,219.31

1.00 4.98%
90,219.31

0.00 0.09%

0.00 Aaa / AAA
AAA

0.00 0.00
Total Money Market Fund
90,219.31

4.98%
90,219.31
90,219.31

4.98%
90,219.31

0.00 0.09%

0.00 Aaa / AAA
AAA

0.00 0.00

SUPRANATIONAL
4581X0EK0
Inter-American Dev Bank Note

4.5%
Due
5/15/2026
1,720,000.00
06/27/2023

4.53%
1,718,675.60
1,718,863.35

99.63 4.66%
1,713,658.36
3,440.00

1.75%
(
5,204.99
)
Aaa / AAA
AAA

2.46 2.30
459058KT9
Intl. Bank Recon & Development Note

3.5%
Due
7/12/2028
2,000,000.00
07/24/2023

4.19%
1,938,380.00
1,942,730.45

96.05 4.46%
1,920,974.00
27,027.78

1.99%
(
21,756.45
)
Aaa / AAA
NR

4.62 4.14
Total Supranational
3,720,000.00

4.35%
3,657,055.60
3,661,593.80

4.55%
3,634,632.36
30,467.78

3.74%
(
26,961.44
)
Aaa / AAA
AAA

3.61 3.28

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
2,988,984.38

90.61 4.44%
2,718,165.00
4,446.72

2.78%
(
270,819.38
)
Aaa / AA+
AA+

2.84 2.74
91282CFH9
US Treasury Note

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

3.74%
1,901,173.83
1,908,585.49

95.63 4.40%
1,864,687.50
15,401.79

1.92%
(
43,897.99
)
Aaa / AA+
AA+

3.75 3.46
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

199
Holdings Report
As of November 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
9128284N7
US Treasury Note

2.875%
Due
5/15/2028
2,000,000.00
07/31/2023

4.23%
1,883,281.25
1,891,484.91

94.05 4.36%
1,881,094.00
2,527.47

1.92%
(
10,390.91
)
Aaa / AA+
AA+

4.46 4.11
Total US Treasury
6,950,000.00

2.68%
6,765,001.96
6,789,054.78

4.40%
6,463,946.50
22,375.98

6.62%
(
325,108.28
)
Aaa / AA+
AA+

3.57 3.35

TOTAL PORTFOLIO
101,635,219.31

1.89%
101,444,531.69
101,386,573.91

5.07%
97,494,535.27
420,685.99
100.00%
(
3,892,038.64
)
Aa
1 / AA
AA

1.92 1.71

TOTAL MARKET VALUE PLUS ACCRUED
97,915,221.26
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

200
Transaction Ledger
As of November 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
11/01/2023
31846V203
463.51
First American Govt Obligation Fund
Class Y

1.000

4.97%
463.51

0.00 463.51

0.00 Purchase
11/06/2023
31846V203
400,000.00
First American Govt Obligation Fund
Class Y

1.000

4.97%
400,000.00

0.00 400,000.00

0.00 Purchase
11/08/2023
31846V203
13,437.50
First American Govt Obligation Fund
Class Y

1.000

4.97%
13,437.50

0.00 13,437.50

0.00 Purchase
11/08/2023
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

99.982

5.74%
329,941.89

0.00 329,941.89

0.00 Purchase
11/10/2023
31846V203
107,855.92
First American Govt Obligation Fund
Class Y

1.000

4.97%
107,855.92

0.00 107,855.92

0.00 Purchase
11/10/2023
713448FW3
380,000.00
Pepsico Inc. Callable Note Cont
10/10/2026

5.125%
Due
11/10/2026

99.973

5.13%
379,897.40

0.00 379,897.40

0.00 Purchase
11/15/2023
31846V203
56,485.00
First American Govt Obligation Fund
Class Y

1.000

4.97%
56,485.00

0.00 56,485.00

0.00 Purchase
11/15/2023
31846V203
4,558.00
First American Govt Obligation Fund
Class Y

1.000

4.97%
4,558.00

0.00 4,558.00

0.00 Purchase
11/15/2023
31846V203
1,649.13
First American Govt Obligation Fund
Class Y

1.000

4.97%
1,649.13

0.00 1,649.13

0.00 Purchase
11/15/2023
31846V203
1,420.42
First American Govt Obligation Fund
Class Y

1.000

4.97%
1,420.42

0.00 1,420.42

0.00 Purchase
11/15/2023
31846V203
4,598.04
First American Govt Obligation Fund
Class Y

1.000

4.97%
4,598.04

0.00 4,598.04

0.00 Purchase
11/17/2023
31846V203
9,375.00
First American Govt Obligation Fund
Class Y

1.000

4.97%
9,375.00

0.00 9,375.00

0.00 Purchase
11/20/2023
31846V203

91.67 First American Govt Obligation Fund
Class Y

1.000

4.97%

91.67 0.00

91.67 0.00
Purchase
11/21/2023
31846V203
882.00
First American Govt Obligation Fund
Class Y

1.000

4.97%
882.00

0.00 882.00

0.00 Purchase
11/27/2023
31846V203
866.08
First American Govt Obligation Fund
Class Y

1.000

4.97%
866.08

0.00 866.08

0.00 Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

201
Transaction Ledger
As of November 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
11/27/2023
31846V203
430.00
First American Govt Obligation Fund
Class Y

1.000

4.97%
430.00

0.00 430.00

0.00 Subtotal
1,312,112.27
1,311,951.56

0.00 1,311,951.56

0.00 Short Sale
11/08/2023
31846V203
-329,941.89
First American Govt Obligation Fund
Class Y

1.000
-329,941.89

0.00 -329,941.89

0.00 Subtotal
-329,941.89
-329,941.89

0.00 -329,941.89

0.00 TOTAL ACQUISITIONS
982,170.38
982,009.67

0.00 982,009.67

0.00 DISPOSITIONS
Closing
Purchase
11/08/2023
31846V203
-329,941.89
First American Govt Obligation Fund
Class Y

1.000
-329,941.89

0.00 -329,941.89

0.00 Subtotal
-329,941.89
-329,941.89

0.00 -329,941.89

0.00 Sale
11/08/2023
31846V203
329,941.89
First American Govt Obligation Fund
Class Y

1.000

4.97%
329,941.89

0.00 329,941.89

0.00 Sale
11/10/2023
3130ALLM4
110,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024

98.010

0.37%
107,811.00

44.92 107,855.92
-2,180.62
Sale
11/10/2023
31846V203
379,897.40
First American Govt Obligation Fund
Class Y

1.000

4.97%
379,897.40

0.00 379,897.40

0.00 Subtotal
819,839.29
817,650.29

44.92 817,695.21
-2,180.62
Paydown
11/15/2023
02582JJZ4

0.00 American Express Credit Trust
2023-1
A

4.87%
Due
5/15/2028
100.000

0.00 1,420.42
1,420.42

0.00 Paydown
11/15/2023
02582JKD1

0.00 American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028
100.000

0.00 4,598.04
4,598.04

0.00 Paydown
11/15/2023
161571HT4

0.00 Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028
100.000

0.00 4,558.00
4,558.00

0.00 Paydown
11/15/2023
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
11/20/2023
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
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

202
Transaction Ledger
As of November 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
Paydown
11/21/2023
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
11/27/2023
05592XAD2

0.00 BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028
100.000

0.00 866.08
866.08

0.00 Paydown
11/27/2023
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
14,495.34
14,495.34

0.00 Maturity
11/06/2023
62479MY64
400,000.00
MUFG Bank Ltd/NY Discount CP

5.55%
Due
11/6/2023

98.443
400,000.00

0.00 400,000.00

0.00 Subtotal
400,000.00
400,000.00

0.00 400,000.00

0.00 Security
Withdrawal
11/06/2023
31846V203
6,082.57
First American Govt Obligation Fund
Class Y

1.000
6,082.57

0.00 6,082.57

0.00 Security
Withdrawal
11/27/2023
31846V203
654.68
First American Govt Obligation Fund
Class Y

1.000
654.68

0.00 654.68

0.00 Subtotal
6,737.25
6,737.25

0.00 6,737.25

0.00 TOTAL DISPOSITIONS
896,634.65
894,445.65
14,540.26
908,985.91
-2,180.62

OTHER TRANSACTIONS
Interest
11/08/2023
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
11/15/2023
4581X0EK0
1,720,000.00
Inter-American Dev Bank Note

4.5%
Due
5/15/2026

0.000
27,735.00

0.00 27,735.00

0.00 Interest
11/15/2023
9128284N7
2,000,000.00
US Treasury Note

2.875%
Due
5/15/2028

0.000
28,750.00

0.00 28,750.00

0.00 Interest
11/17/2023
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
9,970,000.00
79,297.50

0.00 79,297.50

0.00 Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

203
Transaction Ledger
As of November 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

OTHER TRANSACTIONS
Dividend
11/01/2023
31846V203
-125,258.31
First American Govt Obligation Fund
Class Y

0.000
463.51

0.00 463.51

0.00 Subtotal
-125,258.31
463.51

0.00 463.51

0.00 TOTAL OTHER TRANSACTIONS
9,844,741.69
79,761.01

0.00 79,761.01

0.00 Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

204
Income Earned
As of November 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
349,973.04

0.00 0.00
349,973.91
757.56
1,420.42
757.56
1,420.42

0.87 0.00

0.87 1,421.29
1,421.29
02582JKD1
American Express Credit Trust
2023-3
A

5.23%
Due
09/15/2028
09/12/2023
09/19/2023
1,055,000.00
1,054,954.70

0.00 0.00
1,054,955.99
2,452.29
4,598.04
2,452.29
4,598.04

1.29 0.00

1.29 4,599.33
4,599.33
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
2,999,877.27

0.00 0.00
2,999,881.71
4,841.67

0.00 6,591.67
1,750.00

4.44 0.00

4.44 1,754.44
1,754.44
05592XAD2
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
02/25/2028
07/11/2023
07/18/2023
190,000.00
189,969.24

0.00 0.00
189,970.07
173.22
866.08
173.22
866.08

0.83 0.00

0.83 866.91
866.91
05593AAC3
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
02/07/2023
02/15/2023
100,000.00
99,998.42

0.00 0.00
99,998.51

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
1,220,429.12

0.00 0.00
1,222,078.06
305.00

0.00 1,321.67
1,016.67
1,648.94

0.00 1,648.94
2,665.61
2,665.61
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
992,665.94

0.00 0.00
992,821.65
6,136.11

0.00 10,052.78
3,916.67
155.71

0.00 155.71
4,072.38
4,072.38
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
1,241,240.79

0.00 0.00
1,241,945.28
12,914.93
13,437.50
1,717.01
2,239.58
704.49

0.00 704.49
2,944.07
2,944.07
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

205
Income Earned
As of November 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
161571HT4
Chase Issuance Trust
23 -A
1 A

5.16%
Due
09/15/2028
09/07/2023
09/15/2023
1,060,000.00
1,059,718.77

0.00 0.00
1,059,726.81
2,430.93
4,558.00
2,430.93
4,558.00

8.04 0.00

8.04 4,566.04
4,566.04
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
2,993,972.70

0.00 0.00
2,994,555.98
8,020.83

0.00 12,395.83
4,375.00
583.28

0.00 583.28
4,958.28
4,958.28
24422EWF2
John Deere Capital Corp
Note

3.4%
Due
06/06/2025
06/01/2022
06/06/2022
280,000.00
279,965.74

0.00 0.00
279,967.51
3,834.44

0.00 4,627.78
793.34

1.77 0.00

1.77 795.11
795.11
24422EXD6
John Deere Capital Corp
Note

5.15%
Due
09/08/2026
09/05/2023
09/08/2023
505,000.00
504,659.12

0.00 0.00
504,668.93
3,828.88

0.00 5,996.17
2,167.29

9.81 0.00

9.81 2,177.10
2,177.10
3130AEB25
FHLB
Note

3.25%
Due
06/09/2028
07/24/2023
07/25/2023
2,000,000.00
1,925,561.35

0.00 0.00
1,926,889.03
25,638.89

0.00 31,055.56
5,416.67
1,327.68

0.00 1,327.68
6,744.35
6,744.35
3130ALLM4
FHLB
Callable Note Qtrly
6/28/2021

0.35%
Due
03/28/2024
03/29/2021
03/29/2021
4,890,000.00
4,999,594.52

0.00 109,991.62
4,889,683.82
1,604.17

44.92 2,995.13
1,435.88

80.92 0.00

80.92 1,516.80
1,516.80
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
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

206
Income Earned
As of November 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
3130ATS57
FHLB
Note

4.5%
Due
03/10/2028
03/27/2023
03/28/2023
2,000,000.00
2,053,138.87

0.00 0.00
2,052,136.88
12,750.00

0.00 20,250.00
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
2,021,244.26

0.00 0.00
2,020,496.22
14,750.00

0.00 22,250.00
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
2,039,612.79

0.00 0.00
2,038,772.35
11,180.56

0.00 18,472.22
7,291.66

0.00 840.44
(
840.44
)
6,451.22
6,451.22
3133EPQC2
FFCB
Note

4.625%
Due
07/17/2026
07/28/2023
07/31/2023
2,000,000.00
1,998,409.56

0.00 0.00
1,998,457.80
26,722.22

0.00 34,430.56
7,708.34

48.24 0.00

48.24 7,756.58
7,756.58
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
4,574,678.84

0.00 0.00
4,574,708.12
1,830.00

0.00 3,355.00
1,525.00

29.28 0.00

29.28 1,554.28
1,554.28
3134GWXC5
FHLMC
Callable Note Qtrly
9/29/2021

0.35%
Due
03/29/2024
12/10/2020
12/10/2020
2,700,000.00
2,700,000.00

0.00 0.00
2,700,000.00
840.00

0.00 1,627.50
787.50

0.00 0.00

0.00 787.50
787.50
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
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

207
Income Earned
As of November 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
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
1,950,000.00
1,950,000.00

0.00 0.00
1,950,000.00
1,850.33

0.00 2,305.33
455.00

0.00 0.00

0.00 455.00
455.00
40434CAD7
HSBC USA Inc
Note

3.5%
Due
06/23/2024
12/10/2019
12/10/2019
3,000,000.00
3,024,804.77

0.00 0.00
3,021,638.20
37,333.33

0.00 46,083.33
8,750.00

0.00 3,166.57
(
3,166.57
)
5,583.43
5,583.43
438123AC5
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
06/21/2028
11/01/2023
11/08/2023
330,000.00

0.00 329,941.89

0.00 329,942.90

0.00 0.00
1,195.43
1,195.43

1.01 0.00

1.01 1,196.44
1,196.44
43815JAC7
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
04/21/2027
02/16/2023
02/24/2023
210,000.00
209,969.45

0.00 0.00
209,970.46
294.00
882.00
294.00
882.00

1.01 0.00

1.01 883.01
883.01
4581X0EK0
Inter-American Dev Bank
Note

4.5%
Due
05/15/2026
06/27/2023
07/06/2023
1,720,000.00
1,718,825.29

0.00 0.00
1,718,863.35
24,725.00
27,735.00
3,440.00
6,450.00

38.06 0.00

38.06 6,488.06
6,488.06
459058KT9
Intl. Bank Recon & Development
Note

3.5%
Due
07/12/2028
07/24/2023
07/26/2023
2,000,000.00
1,941,710.81

0.00 0.00
1,942,730.45
21,194.44

0.00 27,027.78
5,833.34
1,019.64

0.00 1,019.64
6,852.98
6,852.98
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
1,212,369.70

0.00 0.00
1,213,619.88
650.94

0.00 2,820.73
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
394,938.25

0.00 0.00
394,939.50
879.53
1,649.13
879.53
1,649.13

1.25 0.00

1.25 1,650.38
1,650.38
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

208
Income Earned
As of November 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
766,897.26

0.00 0.00
767,143.05
10,475.76

0.00 13,497.62
3,021.86
245.79

0.00 245.79
3,267.65
3,267.65
63743HFF4
National Rural Utilities
Note

5.45%
Due
10/30/2025
10/20/2022
10/31/2022
495,000.00
494,558.41

0.00 0.00
494,576.58

74.94 0.00
2,323.06
2,248.12

18.17 0.00

18.17 2,266.29
2,266.29
69371RR81
Paccar Financial Corp
Note

3.15%
Due
06/13/2024
06/06/2022
06/13/2022
895,000.00
894,936.64

0.00 0.00
894,945.09
10,807.13

0.00 13,156.50
2,349.37

8.45 0.00

8.45 2,357.82
2,357.82
713448FQ6
Pepsico Inc.

Callable Note Cont
1/13/26

4.55%
Due
02/13/2026
02/13/2023
02/15/2023
195,000.00
194,913.68

0.00 0.00
194,916.78
1,922.38

0.00 2,661.75
739.37

3.10 0.00

3.10 742.47
742.47
713448FW3
Pepsico Inc.

Callable Note Cont
10/10/2026

5.125%
Due
11/10/2026
11/08/2023
11/10/2023
380,000.00

0.00 379,897.40

0.00 379,899.37

0.00 0.00
1,136.04
1,136.04

1.97 0.00

1.97 1,138.01
1,138.01
78016FZW7
Royal Bank of Canada
Note

4.9%
Due
01/12/2028
03/30/2023
03/31/2023
1,000,000.00
998,237.23

0.00 0.00
998,271.72
14,836.11

0.00 18,919.44
4,083.33

34.49 0.00

34.49 4,117.82
4,117.82
89236THP3
Toyota Motor Credit Corp
Note

0.8%
Due
10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,009,974.89

0.00 0.00
5,009,556.36
1,666.67

0.00 5,000.00
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
469,761.41

0.00 0.00
469,769.90
4,340.97

0.00 6,201.39
1,860.42

8.49 0.00

8.49 1,868.91
1,868.91
9128284N7
US Treasury
Note

2.875%
Due
05/15/2028
07/31/2023
07/31/2023
2,000,000.00
1,889,484.02

0.00 0.00
1,891,484.91
26,562.50
28,750.00
2,527.47
4,714.97
2,000.89

0.00 2,000.89
6,715.86
6,715.86
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

209
Income Earned
As of November 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
91282CCZ2
US Treasury
Note

0.875%
Due
09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,988,664.78

0.00 0.00
2,988,984.38
2,295.08

0.00 4,446.72
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
1,907,677.94

0.00 0.00
1,908,585.49
10,379.46

0.00 15,401.79
5,022.33
907.55

0.00 907.55
5,929.88
5,929.88
91324PEN8
United Health Group Inc
Note

5.15%
Due
10/15/2025
12/28/2022
12/30/2022
775,000.00
783,246.00

0.00 0.00
782,899.53
1,773.89

0.00 5,099.93
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
211,386.33

0.00 0.00
211,928.07

33.61 91.67

33.61 91.67
541.74

0.00 541.74
633.41
633.41
Total Fixed Income
101,545,000.00
100,692,021.90
709,839.29
109,991.62
101,296,354.60
364,480.03
93,837.76
420,685.99
150,043.72
11,007.07
6,522.04
4,485.03
154,528.75
154,528.75

CASH & EQUIVALENT
31846V203
First American
Govt Obligation Fund Class Y
09/15/2023
09/15/2023
90,219.31
204,683.58
272,170.38
386,634.65
90,219.31

0.00 463.51

0.00 463.51

0.00 0.00

0.00 463.51
463.51
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

210
Income Earned
As of November 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
62479MY64
MUFG Bank Ltd/NY
Discount CP
Due
11/06/2023
07/28/2023
07/28/2023

0.00 399,691.67

0.00 400,000.00

0.00 0.00

0.00 0.00

0.00 308.33

0.00 308.33
308.33
308.33
Total Cash & Equivalent
90,219.31
604,375.25
272,170.38
786,634.65
90,219.31

0.00 463.51

0.00 463.51
308.33

0.00 308.33
771.84
771.84

TOTAL PORTFOLIO
101,635,219.31
101,296,397.15
982,009.67
896,626.27
101,386,573.91
364,480.03
94,301.27
420,685.99
150,507.23
11,315.40
6,522.04
4,793.36
155,300.59
155,300.59
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

211
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
12/09/2023
Interest
3130AEB25
2,000,000.00
FHLB Note

3.25%
Due
6/9/2028

0.00 32,500.00
32,500.00
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
7,449.23
1,649.13
9,098.36
12/15/2023
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
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
12/15/2023
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
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
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 2,234.93
2,234.93
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
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
1,957,449.23
147,897.90
2,105,347.13
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

212
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
01/12/2024
Interest
459058KT9
2,000,000.00
Intl. Bank Recon & Development Note

3.5%
Due
7/12/2028

0.00 35,000.00
35,000.00
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
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
01/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,480.34
1,618.02
9,098.36
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
01/17/2024
Interest
3133EPQC2
2,000,000.00
FFCB Note

4.625%
Due
7/17/2026

0.00 46,250.00
46,250.00
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
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
01/28/2024
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
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
4,007,480.34
175,404.61
4,182,884.95
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
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

213
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
02/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
02/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,511.57
1,586.79
9,098.36
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
02/18/2024
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
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
7,511.57
85,059.75
92,571.32
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
03/08/2024
Interest
24422EXD6
505,000.00
John Deere Capital Corp Note

5.15%
Due
9/8/2026

0.00 13,003.75
13,003.75
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

214
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
03/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,542.93
1,555.43
9,098.36
03/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
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
03/21/2024
Paydown
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
4,890,000.00
FHLB Callable Note Qtrly
6/28/2021

0.35%
Due
3/28/2024
4,890,000.00
8,557.50
4,898,557.50
03/29/2024
Maturity
3134GWXC5
2,700,000.00
FHLMC Callable Note Qtrly
9/29/2021

0.35%
Due
3/29/2024
2,700,000.00
4,725.00
2,704,725.00
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
7,597,542.93
248,022.14
7,845,565.07
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

215
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
7,574.42
1,523.94
9,098.36
04/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
04/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
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
04/21/2024
Paydown
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
7,574.42
134,243.15
141,817.57
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

216
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
05/10/2024
Interest
713448FW3
380,000.00
Pepsico Inc. Callable Note Cont
10/10/2026

5.125%
Due
11/10/2026

0.00 9,737.50
9,737.50
05/15/2024
Interest
4581X0EK0
1,720,000.00
Inter-American Dev Bank Note

4.5%
Due
5/15/2026

0.00 38,700.00
38,700.00
05/15/2024
Interest
9128284N7
2,000,000.00
US Treasury Note

2.875%
Due
5/15/2028

0.00 28,750.00
28,750.00
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
05/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
05/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
05/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,606.04
1,492.32
9,098.36
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
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
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
05/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
MAY 2024
5,029,582.12
115,897.78
5,145,479.90
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
06/09/2024
Interest
3130AEB25
2,000,000.00
FHLB Note

3.25%
Due
6/9/2028

0.00 32,500.00
32,500.00
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

217
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
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
06/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
06/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,637.80
1,460.56
9,098.36
06/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
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
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
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
9,264,447.87
144,294.49
9,408,742.36
07/12/2024
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
07/12/2024
Interest
459058KT9
2,000,000.00
Intl. Bank Recon & Development Note

3.5%
Due
7/12/2028

0.00 35,000.00
35,000.00
07/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

218
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
07/15/2024
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
07/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
07/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,669.68
1,428.68
9,098.36
07/17/2024
Interest
3133EPQC2
2,000,000.00
FFCB Note

4.625%
Due
7/17/2026

0.00 46,250.00
46,250.00
07/17/2024
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
07/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,986.71

73.35 22,060.06
07/21/2024
Paydown
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
07/21/2024
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
07/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 18,958.33
18,958.33
07/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,866.35
387.74
10,254.09
07/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
07/29/2024
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
JUL 2024
39,522.74
181,113.02
220,635.76
08/08/2024
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
08/13/2024
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
08/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
08/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

219
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
08/15/2024
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
08/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,701.71
1,396.65
9,098.36
08/18/2024
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
08/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,992.02

64.19 22,056.21
08/21/2024
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
08/21/2024
Paydown
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
08/21/2024
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
08/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
08/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,904.19
345.31
10,249.50
08/31/2024
Interest
91282CFH9
1,950,000.00
US Treasury Note

3.125%
Due
8/31/2027

0.00 30,468.75
30,468.75
AUG 2024
39,597.92
84,757.44
124,355.36
09/02/2024
Interest
3133EPCF0
2,000,000.00
FFCB Note

4.5%
Due
3/2/2026

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

1.75%
Due
9/6/2024
3,000,000.00
26,250.00
3,026,250.00
09/08/2024
Interest
24422EXD6
505,000.00
John Deere Capital Corp Note

5.15%
Due
9/8/2026

0.00 13,003.75
13,003.75
09/10/2024
Interest
3130ATS57
2,000,000.00
FHLB Note

4.5%
Due
3/10/2028

0.00 45,000.00
45,000.00
09/14/2024
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
09/15/2024
Interest
3133EPDJ1
2,000,000.00
FFCB Note

4.375%
Due
9/15/2027

0.00 43,750.00
43,750.00
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

220
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
09/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
09/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,733.86
1,364.50
9,098.36
09/15/2024
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
09/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
09/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
21,997.33

55.03 22,052.36
09/21/2024
Paydown
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
09/21/2024
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
09/25/2024
Maturity
3134GWVE3
4,575,000.00
FHLMC Callable Note Qtrly
3/25/2021

0.4%
Due
9/25/2024
4,575,000.00
9,150.00
4,584,150.00
09/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,942.16
302.72
10,244.88
09/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
09/30/2024
Interest
91282CCZ2
3,000,000.00
US Treasury Note

0.875%
Due
9/30/2026

0.00 13,125.00
13,125.00
SEP 2024
7,614,673.35
234,384.79
7,849,058.14
10/15/2024
Interest
91324PEN8
775,000.00
United Health Group Inc Note

5.15%
Due
10/15/2025

0.00 19,956.25
19,956.25
10/15/2024
Paydown
02582JKD1
1,055,000.00
American Express Credit Trust
2023-3
A

5.23%
Due
9/15/2028

0.00 4,598.04
4,598.04
10/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
7,766.15
1,332.21
9,098.36
10/15/2024
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
10/15/2024
Paydown
161571HT4
1,060,000.00
Chase Issuance Trust
23 -A
1 A

5.16%
Due
9/15/2028

0.00 4,558.00
4,558.00
Execution Time: 12/2/2023 9:39:16 PM
Chandler Asset Management - CONFIDENTIAL

221
Cash Flow Report
As of November 30, 2023
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
10/16/2024
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
10/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A

0.5%
Due
5/20/2027
22,002.65

45.86 22,048.51
10/21/2024
Paydown
438123AC5
330,000.00
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028

0.00 1,559.25
1,559.25
10/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027
10,676.10
882.00
11,558.10
10/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024

0.976%
Due
4/22/2025

0.00 19,166.67
19,166.67
10/22/2024
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
10/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
9,980.28
259.97
10,240.25
10/25/2024
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028

0.00 866.08
866.08
10/28/2024
Interest
3134GW3Z7
9,000,000.00
FHLMC Callable Note Qtrly
10/28/2021