MONTHLY ACCOUNT STATEMENT
City of Orange - Account #10888
JANUARY 1, 2024 THROUGH JANUARY 31, 2024
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
ACCOUNT SUMMARY
Beg. Values
as of
12/31/23
End Values
as of
1/31/24
Market Value
98,619,628
99,007,027
Accrued Interest
432,134
410,313
Total Market Value
99,051,762
99,417,340
Income Earned
157,989
162,389
Cont/WD
-6,843
Par
101,835,159
101,884,914
Book Value
101,526,336
101,681,985
Cost Value
101,579,550
101,738,790
TOP ISSUERS
Federal Home Loan Bank
24.3%
Federal Home Loan Mortgage Corp
15.6%
Federal National Mortgage Assoc
14.1%
Government of United States
6.7%
Federal Farm Credit Bank
6.2%
Toyota Motor Corp
4.7%
HSBC Holdings PLC
3.0%
Coca Cola Co.
3.0%
Total
77.7%
PORTFOLIO CHARACTERISTICS
Average Modified Duration
1.66 Average Coupon
1.88%
Average Purchase YTM
1.97%
Average Market YTM
4.66%
Average S&P/Moody Rating
AA/Aa1
Average Final Maturity
1.88 yrs
Average Life
1.77 yrs
CREDIT QUALITY (S&P)
MATURITY DISTRIBUTION
SECTOR ALLOCATION
Portfolio Summary
As of January 31, 2024
City of Orange
Account #10888
PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN
1M
3M
YTD
1YR
2YRS
3YRS
5YRS
10YRS
12/31/2021
City of Orange
0.38%
2.75%
0.38%
4.27%
0.02%
N/A
N/A
N/A
-0.50%
ICE BofA 1-5 Yr US Treasury & Agency Index
0.36%
3.35%
0.36%
3.61%
0.05%
N/A
N/A
N/A
-0.39%
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE
$101,526,336.43
Acquisition
+ Security Purchases
$2,060,660.00
+ Money Market Fund Purchases
$176,087.29
+ Money Market Contributions
$0.00
+ Security Contributions
$0.00
+ Security Transfers
$0.00
Total Acquisitions
$2,236,747.29
Dispositions
- Security Sales
$1,888,681.64
- Money Market Fund Sales
$169,490.26
- MMF Withdrawals
$6,842.62
- Security Withdrawals
$0.00
- Security Transfers
$0.00
- Other Dispositions
$0.00
- Maturities
$0.00
- Calls
$0.00
- Principal Paydowns
$0.00
Total Dispositions
$2,065,014.52
Amortization/Accretion
+/- Net Accretion
$5,635.07
$5,635.07
Gain/Loss on Dispositions
+/- Realized Gain/Loss
($21,718.94)
($21,718.94)
ENDING BOOK VALUE
$101,681,985.33
CASH TRANSACTION SUMMARY
BEGINNING BALANCE
$240,159.25
Acquisition
Contributions
$0.00
Security Sale Proceeds
$1,888,681.64
Accrued Interest Received
$25,446.43
Interest Received
$175,435.72
Dividend Received
$651.57
Principal on Maturities
$0.00
Interest on Maturities
$0.00
Calls/Redemption (Principal)
$0.00
Interest from Calls/Redemption
$0.00
Principal Paydown
$0.00
Total Acquisitions
$2,090,215.36
Dispositions
Withdrawals
$6,842.62
Security Purchase
$2,060,660.00
Accrued Interest Paid
$22,958.33
Total Dispositions
$2,090,460.95
ENDING BOOK VALUE
$239,913.66
Reconciliation Summary
As of January 31, 2024
City of Orange
Account #10888
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Holdings Report
As of January 31, 2024
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
99,998.71
99.84 5.43%
99,841.70
86.00 0.10%
(
157.01
)
Aaa / AAA
NR
1.82 0.73
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
209,972.56
100.21
4.95%
210,435.54
294.00
0.21%
462.98
Aaa / NR
AAA
3.22 1.48
92348KAA1
Verizon Master Trust
2021-1
A
0.5%
Due
5/20/2027
220,000.00
10/21/2022
4.28%
204,668.75
213,047.67
98.45 2.45%
216,584.07
33.61 0.22%
3,536.40
Aaa / AAA
AAA
3.30 0.80
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
394,942.10
100.22
4.93%
395,853.99
879.53
0.40%
911.89
Aaa / NR
AAA
3.79 1.58
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
189,971.77
101.06
4.78%
192,022.56
173.22
0.19%
2,050.79
NR / AAA
AAA
4.07 1.41
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
349,975.72
100.68
4.60%
352,368.80
757.56
0.36%
2,393.08
NR / AAA
AAA
4.29 2.12
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
329,945.63
102.06
4.80%
336,783.48
519.75
0.34%
6,837.85
Aaa / NR
AAA
4.39 2.18
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
1,059,743.43
101.59
4.56%
1,076,877.32
2,430.93
1.09%
17,133.89
NR / AAA
AAA
4.63 2.40
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
1,054,958.67
101.74
4.57%
1,073,304.25
2,452.29
1.08%
18,345.58
NR / AAA
AAA
4.63 2.39
Total ABS
3,910,000.00
5.20%
3,894,091.57
3,902,556.26
4.56%
3,954,071.71
7,626.89
3.98%
51,515.45
Aaa / AAA
AAA
4.25 2.04
AGENCY
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
4,889,849.95
99.24 5.18%
4,852,850.67
5,847.63
4.89%
(
36,999.28
)
Aaa / AA+
NR
0.16 0.16
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
99.22 5.21%
2,679,023.70
3,202.50
2.70%
(
20,976.30
)
Aaa / NR
AA+
0.16 0.16
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
98.51 5.50%
4,925,650.00
3,854.17
4.96%
(
74,350.00
)
Aaa / AA+
AA+
0.29 0.29
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
98.25 5.20%
4,298,406.88
2,141.93
4.33%
(
76,593.12
)
Aaa / AA+
AA+
0.37 0.36
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
4,574,768.65
97.12 4.95%
4,443,413.85
6,405.00
4.48%
(
131,354.80
)
Aaa / NR
AA+
0.65 0.63
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Holdings Report
As of January 31, 2024
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
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
96.13 4.32%
4,806,490.00
11,319.44
4.85%
(
193,510.00
)
Aaa / AA+
AA+
1.05 1.02
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
95.57 4.35%
3,822,600.00
216.67
3.85%
(
177,400.00
)
Aaa / AA+
NR
1.24 1.21
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
95.67 4.36%
4,783,610.00
9,583.33
4.82%
(
216,390.00
)
Aaa / AA+
NR
1.24 1.21
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
93.32 4.64%
8,398,764.00
13,950.00
8.46%
(
601,236.00
)
Aaa / NR
AA+
1.74 1.69
3133EPCF0
FFCB Note
4.5%
Due
3/2/2026
2,000,000.00
03/27/2023
4.01%
2,026,680.00
2,018,950.28
100.48
4.25%
2,009,698.00
37,250.00
2.06%
(
9,252.28
)
Aaa / AA+
AA+
2.08 1.94
3133EPQC2
FFCB Note
4.625%
Due
7/17/2026
2,000,000.00
07/28/2023
4.66%
1,998,260.00
1,998,557.50
101.04
4.17%
2,020,820.00
3,597.22
2.04%
22,262.50
Aaa / AA+
AA+
2.46 2.30
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
91.97 4.33%
4,598,720.00
250.00
4.63%
(
401,280.00
)
Aaa / AA+
NR
2.49 2.42
3133EPDJ1
FFCB Note
4.375%
Due
9/15/2027
2,000,000.00
03/27/2023
3.81%
2,045,720.00
2,037,035.44
101.21
4.01%
2,024,270.00
33,055.56
2.07%
(
12,765.44
)
Aaa / AA+
AA+
3.62 3.27
3130ATS57
FHLB Note
4.5%
Due
3/10/2028
2,000,000.00
03/27/2023
3.82%
2,060,420.00
2,050,066.10
101.76
4.03%
2,035,292.00
35,250.00
2.08%
(
14,774.10
)
Aaa / AA+
NR
4.11 3.66
3130AEB25
FHLB Note
3.25%
Due
6/9/2028
2,000,000.00
07/24/2023
4.15%
1,921,180.00
1,929,632.90
97.31 3.93%
1,946,142.00
9,388.89
1.97%
16,509.10
Aaa / AA+
NR
4.36 4.00
3130AXQK7
Federal Home Loan Banks Note
4.75%
Due
12/8/2028
2,000,000.00
01/29/2024
4.05%
2,060,660.00
2,060,591.61
103.57
3.93%
2,071,360.00
23,222.22
2.11%
10,768.39
Aaa / AA+
NR
4.86 4.27
Total Agency
61,540,000.00
1.24%
61,658,613.50
61,634,452.43
4.63%
59,717,111.10
198,534.56
60.27%
(
1,917,341.33
)
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
894,962.55
99.20 5.36%
887,814.05
3,759.00
0.90%
(
7,148.50
)
A
1 / A+
NR
0.37 0.36
40434CAD7
HSBC USA Inc Note
3.5%
Due
6/23/2024
3,000,000.00
12/10/2019
2.14%
3,174,900.00
3,015,093.96
99.14 5.70%
2,974,344.00
11,083.33
3.00%
(
40,749.96
)
A
2 / A-
A+
0.39 0.39
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
2,995,761.45
98.08 5.05%
2,942,418.00
21,145.83
2.98%
(
53,343.45
)
A
1 / A+
NR
0.60 0.58
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Holdings Report
As of January 31, 2024
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
1,243,401.24
97.80 5.10%
1,222,472.50
6,196.18
1.24%
(
20,928.74
)
A
2 / A
A+
0.77 0.75
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
1,225,485.85
98.82 6.21%
1,235,195.00
3,355.00
1.25%
9,709.15
A
1 / A-
AA-
1.22 1.08
24422EWF2
John Deere Capital Corp Note
3.4%
Due
6/6/2025
280,000.00
06/01/2022
3.41%
279,935.60
279,971.15
98.42 4.62%
275,587.48
1,454.44
0.28%
(
4,383.67
)
A
2 / A
A+
1.35 1.29
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
99.15 5.74%
946,921.66
4,367.53
0.96%
(
8,078.34
)
A
1 / A
AA-
1.37 0.36
91324PEN8
United Health Group Inc Note
5.15%
Due
10/15/2025
775,000.00
12/28/2022
4.56%
786,780.00
782,183.49
100.92
4.58%
782,166.43
11,752.01
0.80%
(
17.06 )
A
2 / A+
A
1.71 1.60
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
5,008,691.41
93.76 4.64%
4,687,935.00
11,666.67
4.73%
(
320,756.41
)
A
1 / A+
A+
1.71 1.66
63743HFF4
National Rural Utilities Note
5.45%
Due
10/30/2025
495,000.00
10/20/2022
5.50%
494,336.70
494,614.14
101.07
4.80%
500,275.22
6,819.31
0.51%
5,661.08
A
2 / A-
A
1.75 1.63
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
2,999,890.88
92.88 4.43%
2,786,292.00
10,091.67
2.81%
(
213,598.88
)
Aaa / AA+
NR
2.02 1.96
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
194,923.19
100.16
4.46%
195,303.81
4,140.50
0.20%
380.62
A
1 / A+
NR
2.04 1.81
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
469,787.45
100.40
4.53%
471,878.59
9,922.22
0.48%
2,091.14
A
3 / A-
A-
2.06 1.83
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
1,216,203.57
96.16 5.34%
1,202,061.25
7,160.31
1.22%
(
14,142.32
)
A
1 / A-
AA-
2.22 1.18
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
767,651.01
99.33 5.15%
769,770.30
1,410.20
0.78%
2,119.29
A
1 / A-
A+
2.46 1.39
24422EXD6
John Deere Capital Corp Note
5.15%
Due
9/8/2026
505,000.00
09/05/2023
5.18%
504,641.45
504,689.21
101.76
4.43%
513,876.89
10,330.76
0.53%
9,187.68
A
2 / A
A+
2.61 2.37
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
379,905.17
101.87
4.38%
387,089.28
4,381.88
0.39%
7,184.11
A
1 / A+
NR
2.78 2.47
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Holdings Report
As of January 31, 2024
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
993,143.46
100.00
4.69%
1,000,033.00
17,886.11
1.02%
6,889.54
A
2 / A-
AA-
3.62 3.17
78016FZW7
Royal Bank of Canada Note
4.9%
Due
1/12/2028
1,000,000.00
03/30/2023
4.95%
997,990.00
998,343.01
100.94
4.64%
1,009,431.00
2,586.11
1.02%
11,087.99
A
1 / A
AA-
3.95 3.55
Total Corporate
25,475,000.00
2.67%
25,490,209.75
25,419,702.19
5.00%
24,790,865.46
149,509.06
25.09%
(
628,836.73
)
A
1 / A+
A+
1.58 1.37
MONEY MARKET FUND
31846V203
First American Govt Obligation Fund
Class Y
239,913.66
Various
4.95%
239,913.66
239,913.66
1.00 4.95%
239,913.66
0.00 0.24%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund
239,913.66
4.95%
239,913.66
239,913.66
4.95%
239,913.66
0.00 0.24%
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
1,718,942.00
100.55
4.24%
1,729,542.56
16,340.00
1.76%
10,600.56
Aaa / AAA
AAA
2.29 2.14
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
1,944,837.69
97.93 4.01%
1,958,532.00
3,694.44
1.97%
13,694.31
Aaa / AAA
NR
4.45 4.06
Total Supranational
3,720,000.00
4.35%
3,657,055.60
3,663,779.69
4.12%
3,688,074.56
20,034.44
3.73%
24,294.87
Aaa / AAA
AAA
3.43 3.16
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
2,989,644.89
92.13 4.02%
2,763,867.00
8,893.44
2.79%
(
225,777.89
)
Aaa / AA+
AA+
2.67 2.58
9128284N7
US Treasury Note
2.875%
Due
5/15/2028
2,000,000.00
07/31/2023
4.23%
1,883,281.25
1,895,620.09
95.95 3.91%
1,919,062.00
12,321.43
1.94%
23,441.91
Aaa / AA+
AA+
4.29 3.96
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Holdings Report
As of January 31, 2024
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
9128285M8
US Treasury Note
3.125%
Due
11/15/2028
2,000,000.00
12/28/2023
3.86%
1,935,078.13
1,936,316.12
96.70 3.89%
1,934,062.00
13,392.86
1.96%
(
2,254.12
)
Aaa / AA+
AA+
4.79 4.36
Total US Treasury
7,000,000.00
2.71%
6,798,906.26
6,821,581.10
3.95%
6,616,991.00
34,607.73
6.69%
(
204,590.10
)
Aaa / AA+
AA+
3.76 3.50
TOTAL PORTFOLIO
101,884,913.66
1.97%
101,738,790.34
101,681,985.33
4.66%
99,007,027.49
410,312.68
100.00%
(
2,674,957.84
)
Aa
1 / AA
AA
1.88 1.66
TOTAL MARKET VALUE PLUS ACCRUED
99,417,340.17
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Transaction Ledger
As of January 31, 2024
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
01/02/2024
31846V203
651.57
First American Govt Obligation Fund
Class Y
1.000
4.98%
651.57
0.00 651.57
0.00 Purchase
01/12/2024
31846V203
59,500.00
First American Govt Obligation Fund
Class Y
1.000
4.98%
59,500.00
0.00 59,500.00
0.00 Purchase
01/16/2024
31846V203
4,598.04
First American Govt Obligation Fund
Class Y
1.000
4.98%
4,598.04
0.00 4,598.04
0.00 Purchase
01/16/2024
31846V203
1,420.42
First American Govt Obligation Fund
Class Y
1.000
4.98%
1,420.42
0.00 1,420.42
0.00 Purchase
01/16/2024
31846V203
1,649.13
First American Govt Obligation Fund
Class Y
1.000
4.98%
1,649.13
0.00 1,649.13
0.00 Purchase
01/16/2024
31846V203
4,558.00
First American Govt Obligation Fund
Class Y
1.000
4.98%
4,558.00
0.00 4,558.00
0.00 Purchase
01/17/2024
31846V203
64,381.13
First American Govt Obligation Fund
Class Y
1.000
4.98%
64,381.13
0.00 64,381.13
0.00 Purchase
01/22/2024
31846V203
91.67 First American Govt Obligation Fund
Class Y
1.000
4.98%
91.67 0.00
91.67 0.00
Purchase
01/22/2024
31846V203
882.00
First American Govt Obligation Fund
Class Y
1.000
4.98%
882.00
0.00 882.00
0.00 Purchase
01/22/2024
31846V203
1,559.25
First American Govt Obligation Fund
Class Y
1.000
4.98%
1,559.25
0.00 1,559.25
0.00 Purchase
01/25/2024
31846V203
430.00
First American Govt Obligation Fund
Class Y
1.000
4.98%
430.00
0.00 430.00
0.00 Purchase
01/25/2024
31846V203
866.08
First American Govt Obligation Fund
Class Y
1.000
4.98%
866.08
0.00 866.08
0.00 Purchase
01/28/2024
31846V203
13,000.00
First American Govt Obligation Fund
Class Y
1.000
4.98%
13,000.00
0.00 13,000.00
0.00 Purchase
01/29/2024
31846V203
22,500.00
First American Govt Obligation Fund
Class Y
1.000
4.98%
22,500.00
0.00 22,500.00
0.00 Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Transaction Ledger
As of January 31, 2024
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
01/30/2024
3130AXQK7
2,000,000.00
Federal Home Loan Banks Note
4.75%
Due
12/8/2028
103.033
4.05%
2,060,660.00
22,958.33
2,083,618.33
0.00 Subtotal
2,176,087.29
2,236,747.29
22,958.33
2,259,705.62
0.00 TOTAL ACQUISITIONS
2,176,087.29
2,236,747.29
22,958.33
2,259,705.62
0.00 DISPOSITIONS
Sale
01/30/2024
31846V203
169,490.26
First American Govt Obligation Fund
Class Y
1.000
4.95%
169,490.26
0.00 169,490.26
0.00 Sale
01/30/2024
91282CFH9
1,950,000.00
US Treasury Note
3.125%
Due
8/31/2027
96.855
3.74%
1,888,681.64
25,446.43
1,914,128.07
-21,718.94
Subtotal
2,119,490.26
2,058,171.90
25,446.43
2,083,618.33
-21,718.94
Paydown
01/16/2024
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
01/16/2024
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
01/16/2024
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
01/16/2024
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
01/22/2024
438123AC5
0.00 Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
6/21/2028
100.000
0.00 1,559.25
1,559.25
0.00 Paydown
01/22/2024
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
01/22/2024
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: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Transaction Ledger
As of January 31, 2024
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
01/25/2024
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
01/25/2024
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
16,054.59
16,054.59
0.00 Security
Withdrawal
01/08/2024
31846V203
6,174.17
First American Govt Obligation Fund
Class Y
1.000
6,174.17
0.00 6,174.17
0.00 Security
Withdrawal
01/26/2024
31846V203
668.45
First American Govt Obligation Fund
Class Y
1.000
668.45
0.00 668.45
0.00 Subtotal
6,842.62
6,842.62
0.00 6,842.62
0.00 TOTAL DISPOSITIONS
2,126,332.88
2,065,014.52
41,501.02
2,106,515.54
-21,718.94
OTHER TRANSACTIONS
Interest
01/12/2024
459058KT9
2,000,000.00
Intl. Bank Recon & Development Note
3.5%
Due
7/12/2028
0.000
35,000.00
0.00 35,000.00
0.00 Interest
01/12/2024
78016FZW7
1,000,000.00
Royal Bank of Canada Note
4.9%
Due
1/12/2028
0.000
24,500.00
0.00 24,500.00
0.00 Interest
01/17/2024
3133EPQC2
2,000,000.00
FFCB Note
4.625%
Due
7/17/2026
0.000
46,250.00
0.00 46,250.00
0.00 Interest
01/17/2024
61747YET8
775,000.00
Morgan Stanley Callable Note Cont
7/17/2025
4.679%
Due
7/17/2026
0.000
18,131.13
0.00 18,131.13
0.00 Interest
01/28/2024
3130ANA42
4,000,000.00
FHLB Callable Note Qtrly
1/28/2022
0.65%
Due
4/28/2025
0.000
13,000.00
0.00 13,000.00
0.00 Interest
01/29/2024
3130ANDF4
5,000,000.00
FHLB Callable Note Annual
7/29/2022
0.9%
Due
7/29/2026
0.000
22,500.00
0.00 22,500.00
0.00 Subtotal
14,775,000.00
159,381.13
0.00 159,381.13
0.00 Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Transaction Ledger
As of January 31, 2024
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
01/02/2024
31846V203
239,284.25
First American Govt Obligation Fund
Class Y
0.000
651.57
0.00 651.57
0.00 Subtotal
239,284.25
651.57
0.00 651.57
0.00 TOTAL OTHER TRANSACTIONS
15,014,284.25
160,032.70
0.00 160,032.70
0.00 Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
349,974.81
0.00 0.00
349,975.72
757.56
1,420.42
757.56
1,420.42
0.91 0.00
0.91 1,421.33
1,421.33
02582JKD1
American Express Credit Trust
2023-3
A
5.23%
Due
09/15/2028
09/12/2023
09/19/2023
1,055,000.00
1,054,957.33
0.00 0.00
1,054,958.67
2,452.29
4,598.04
2,452.29
4,598.04
1.34 0.00
1.34 4,599.38
4,599.38
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
2,999,886.29
0.00 0.00
2,999,890.88
8,341.67
0.00 10,091.67
1,750.00
4.59 0.00
4.59 1,754.59
1,754.59
05592XAD2
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
02/25/2028
07/11/2023
07/18/2023
190,000.00
189,970.92
0.00 0.00
189,971.77
173.22
866.08
173.22
866.08
0.85 0.00
0.85 866.93
866.93
05593AAC3
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
02/07/2023
02/15/2023
100,000.00
99,998.61
0.00 0.00
99,998.71
86.00 430.00
86.00 430.00
0.10 0.00
0.10 430.10
430.10
06051GJR1
Bank of America Corp
Callable Note Cont
4/22/2024
0.976%
Due
04/22/2025
05/31/2022
06/02/2022
1,250,000.00
1,223,781.95
0.00 0.00
1,225,485.85
2,338.33
0.00 3,355.00
1,016.67
1,703.90
0.00 1,703.90
2,720.57
2,720.57
06368LAQ9
Bank of Montreal
Callable Note Cont
8/14/2027
4.7%
Due
09/14/2027
03/30/2023
03/31/2023
1,000,000.00
992,982.56
0.00 0.00
993,143.46
13,969.44
0.00 17,886.11
3,916.67
160.90
0.00 160.90
4,077.57
4,077.57
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
1,637.83
0.00 4,367.53
2,729.70
0.00 0.00
0.00 2,729.70
2,729.70
14913Q3B3
Caterpillar Finl Service
Note
2.15%
Due
11/08/2024
05/31/2022
06/02/2022
1,250,000.00
1,242,673.26
0.00 0.00
1,243,401.24
3,956.60
0.00 6,196.18
2,239.58
727.98
0.00 727.98
2,967.56
2,967.56
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
1,059,735.12
0.00 0.00
1,059,743.43
2,430.93
4,558.00
2,430.93
4,558.00
8.31 0.00
8.31 4,566.31
4,566.31
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
2,995,158.71
0.00 0.00
2,995,761.45
16,770.83
0.00 21,145.83
4,375.00
602.74
0.00 602.74
4,977.74
4,977.74
24422EWF2
John Deere Capital Corp
Note
3.4%
Due
06/06/2025
06/01/2022
06/06/2022
280,000.00
279,969.33
0.00 0.00
279,971.15
661.11
0.00 1,454.44
793.33
1.82 0.00
1.82 795.15
795.15
24422EXD6
John Deere Capital Corp
Note
5.15%
Due
09/08/2026
09/05/2023
09/08/2023
505,000.00
504,679.07
0.00 0.00
504,689.21
8,163.47
0.00 10,330.76
2,167.29
10.14 0.00
10.14 2,177.43
2,177.43
3130AEB25
FHLB
Note
3.25%
Due
06/09/2028
07/24/2023
07/25/2023
2,000,000.00
1,928,260.97
0.00 0.00
1,929,632.90
3,972.22
0.00 9,388.89
5,416.67
1,371.93
0.00 1,371.93
6,788.60
6,788.60
3130ALLM4
FHLB
Callable Note Qtrly
6/28/2021
0.35%
Due
03/28/2024
03/29/2021
03/29/2021
4,890,000.00
4,889,766.89
0.00 0.00
4,889,849.95
4,421.38
0.00 5,847.63
1,426.25
83.06 0.00
83.06 1,509.31
1,509.31
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
6,458.33
0.00 9,583.33
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
11,050.00
13,000.00
216.67
2,166.67
0.00 0.00
0.00 2,166.67
2,166.67
3130ANDF4
FHLB
Callable Note Annual
7/29/2022
0.9%
Due
07/29/2026
07/29/2021
07/29/2021
5,000,000.00
5,000,000.00
0.00 0.00
5,000,000.00
19,000.00
22,500.00
250.00
3,750.00
0.00 0.00
0.00 3,750.00
3,750.00
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
2,051,101.49
0.00 0.00
2,050,066.10
27,750.00
0.00 35,250.00
7,500.00
0.00 1,035.39
(
1,035.39
)
6,464.61
6,464.61
3130AXQK7
Federal Home Loan Banks
Note
4.75%
Due
12/08/2028
01/29/2024
01/30/2024
2,000,000.00
0.00 2,060,660.00
0.00 2,060,591.61
0.00 (
22,958.33
)
23,222.22
263.89
0.00 68.39
(
68.39 )
195.50
195.50
3133EPCF0
FFCB
Note
4.5%
Due
03/02/2026
03/27/2023
03/28/2023
2,000,000.00
2,019,723.25
0.00 0.00
2,018,950.28
29,750.00
0.00 37,250.00
7,500.00
0.00 772.97
(
772.97
)
6,727.03
6,727.03
3133EPDJ1
FFCB
Note
4.375%
Due
09/15/2027
03/27/2023
03/28/2023
2,000,000.00
2,037,903.90
0.00 0.00
2,037,035.44
25,763.89
0.00 33,055.56
7,291.67
0.00 868.46
(
868.46
)
6,423.21
6,423.21
3133EPQC2
FFCB
Note
4.625%
Due
07/17/2026
07/28/2023
07/31/2023
2,000,000.00
1,998,507.65
0.00 0.00
1,998,557.50
42,138.89
46,250.00
3,597.22
7,708.33
49.85 0.00
49.85 7,758.18
7,758.18
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
9,450.00
0.00 13,950.00
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
4,574,738.39
0.00 0.00
4,574,768.65
4,880.00
0.00 6,405.00
1,525.00
30.26 0.00
30.26 1,555.26
1,555.26
3134GWXC5
FHLMC
Callable Note Qtrly
9/29/2021
0.35%
Due
03/29/2024
12/10/2020
12/10/2020
2,700,000.00
2,700,000.00
0.00 0.00
2,700,000.00
2,415.00
0.00 3,202.50
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
2,291.67
0.00 3,854.17
1,562.50
0.00 0.00
0.00 1,562.50
1,562.50
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
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
9,236.11
0.00 11,319.44
2,083.33
0.00 0.00
0.00 2,083.33
2,083.33
3135GA5Y3
FNMA
Callable Note Qtrly
12/14/2021
0.375%
Due
06/14/2024
12/14/2020
12/14/2020
4,375,000.00
4,375,000.00
0.00 0.00
4,375,000.00
774.74
0.00 2,141.93
1,367.19
0.00 0.00
0.00 1,367.19
1,367.19
40434CAD7
HSBC USA Inc
Note
3.5%
Due
06/23/2024
12/10/2019
12/10/2019
3,000,000.00
3,018,366.08
0.00 0.00
3,015,093.96
2,333.33
0.00 11,083.33
8,750.00
0.00 3,272.12
(
3,272.12
)
5,477.88
5,477.88
438123AC5
Honda Auto Receivables OT
2023-4
A
3 5.67%
Due
06/21/2028
11/01/2023
11/08/2023
330,000.00
329,944.27
0.00 0.00
329,945.63
519.75
1,559.25
519.75
1,559.25
1.36 0.00
1.36 1,560.61
1,560.61
43815JAC7
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
04/21/2027
02/16/2023
02/24/2023
210,000.00
209,971.51
0.00 0.00
209,972.56
294.00
882.00
294.00
882.00
1.05 0.00
1.05 883.05
883.05
4581X0EK0
Inter-American Dev Bank
Note
4.5%
Due
05/15/2026
06/27/2023
07/06/2023
1,720,000.00
1,718,902.68
0.00 0.00
1,718,942.00
9,890.00
0.00 16,340.00
6,450.00
39.32 0.00
39.32 6,489.32
6,489.32
459058KT9
Intl. Bank Recon & Development
Note
3.5%
Due
07/12/2028
07/24/2023
07/26/2023
2,000,000.00
1,943,784.07
0.00 0.00
1,944,837.69
32,861.11
35,000.00
3,694.44
5,833.33
1,053.62
0.00 1,053.62
6,886.95
6,886.95
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
1,214,911.73
0.00 0.00
1,216,203.57
4,990.52
0.00 7,160.31
2,169.79
1,291.84
0.00 1,291.84
3,461.63
3,461.63
47800CAC0
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
02/22/2023
03/02/2023
395,000.00
394,940.80
0.00 0.00
394,942.10
879.53
1,649.13
879.53
1,649.13
1.30 0.00
1.30 1,650.43
1,650.43
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
767,397.03
0.00 0.00
767,651.01
16,519.47
18,131.13
1,410.20
3,021.86
253.98
0.00 253.98
3,275.84
3,275.84
63743HFF4
National Rural Utilities
Note
5.45%
Due
10/30/2025
10/20/2022
10/31/2022
495,000.00
494,595.36
0.00 0.00
494,614.14
4,571.19
0.00 6,819.31
2,248.12
18.78 0.00
18.78 2,266.90
2,266.90
69371RR81
Paccar Financial Corp
Note
3.15%
Due
06/13/2024
06/06/2022
06/13/2022
895,000.00
894,953.82
0.00 0.00
894,962.55
1,409.63
0.00 3,759.00
2,349.37
8.73 0.00
8.73 2,358.10
2,358.10
713448FQ6
Pepsico Inc.
Callable Note Cont
1/13/26
4.55%
Due
02/13/2026
02/13/2023
02/15/2023
195,000.00
194,919.98
0.00 0.00
194,923.19
3,401.13
0.00 4,140.50
739.37
3.21 0.00
3.21 742.58
742.58
713448FW3
Pepsico Inc.
Callable Note Cont
10/10/2026
5.125%
Due
11/10/2026
11/08/2023
11/10/2023
380,000.00
379,902.27
0.00 0.00
379,905.17
2,758.96
0.00 4,381.88
1,622.92
2.90 0.00
2.90 1,625.82
1,625.82
78016FZW7
Royal Bank of Canada
Note
4.9%
Due
01/12/2028
03/30/2023
03/31/2023
1,000,000.00
998,307.37
0.00 0.00
998,343.01
23,002.78
24,500.00
2,586.11
4,083.33
35.64 0.00
35.64 4,118.97
4,118.97
89236THP3
Toyota Motor Credit Corp
Note
0.8%
Due
10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,009,123.88
0.00 0.00
5,008,691.41
8,333.33
0.00 11,666.67
3,333.34
0.00 432.47
(
432.47
)
2,900.87
2,900.87
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
469,778.67
0.00 0.00
469,787.45
8,061.81
0.00 9,922.22
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
1,893,552.50
0.00 0.00
1,895,620.09
7,424.45
0.00 12,321.43
4,896.98
2,067.59
0.00 2,067.59
6,964.57
6,964.57
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
9128285M8
US Treasury
Note
3.125%
Due
11/15/2028
12/28/2023
12/29/2023
2,000,000.00
1,935,187.36
0.00 0.00
1,936,316.12
8,070.05
0.00 13,392.86
5,322.81
1,128.76
0.00 1,128.76
6,451.57
6,451.57
91282CCZ2
US Treasury
Note
0.875%
Due
09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,989,314.63
0.00 0.00
2,989,644.89
6,670.08
0.00 8,893.44
2,223.36
330.26
0.00 330.26
2,553.62
2,553.62
91282CFH9
US Treasury
Note
Due
08/31/2027
03/30/2023
03/31/2023
0.00 1,909,523.29
0.00 1,910,400.58
0.00 20,591.52
25,446.43
0.00 4,854.91
877.29
0.00 877.29
5,732.20
5,732.20
91324PEN8
United Health Group Inc
Note
5.15%
Due
10/15/2025
12/28/2022
12/30/2022
775,000.00
782,541.51
0.00 0.00
782,183.49
8,425.97
0.00 11,752.01
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
212,487.87
0.00 0.00
213,047.67
33.61 91.67
33.61 91.67
559.80
0.00 559.80
651.47
651.47
Total Fixed Income
101,645,000.00
101,286,177.18
2,060,660.00
1,910,400.58
101,442,071.67
432,133.73
177,923.82
410,312.68
156,102.77
12,442.89
6,807.82
5,635.07
161,737.84
161,737.84
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Income Earned
As of January 31, 2024
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
CASH & EQUIVALENT
31846V203
First American
Govt Obligation Fund Class Y
Various
Various
239,913.66
240,159.25
176,087.29
176,332.88
239,913.66
0.00 651.57
0.00 651.57
0.00 0.00
0.00 651.57
651.57
Total Cash & Equivalent
239,913.66
240,159.25
176,087.29
176,332.88
239,913.66
0.00 651.57
0.00 651.57
0.00 0.00
0.00 651.57
651.57
TOTAL PORTFOLIO
101,884,913.66
101,526,336.43
2,236,747.29
2,086,733.46
101,681,985.33
432,133.73
178,575.39
410,312.68
156,754.34
12,442.89
6,807.82
5,635.07
162,389.41
162,389.41
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
7,806.62
1,649.13
9,455.75
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
FEB 2024
7,806.62
54,653.34
62,459.96
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: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
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
7,839.22
1,616.53
9,455.75
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
7,597,839.22
248,083.24
7,845,922.46
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
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
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
04/15/2024
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
7,871.95
1,583.80
9,455.75
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
46647PBK1
1,250,000.00
JP Morgan Chase & Co Callable Note Cont
4/22/2025
2.083%
Due
4/22/2026
0.00 13,018.75
13,018.75
04/22/2024
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024
0.976%
Due
4/22/2025
0.00 6,100.00
6,100.00
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
7,871.95
134,303.01
142,174.96
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
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
Interest
9128285M8
2,000,000.00
US Treasury Note
3.125%
Due
11/15/2028
0.00 31,250.00
31,250.00
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
7,904.81
1,550.94
9,455.75
05/17/2024
Maturity
3135GA4S7
5,000,000.00
FNMA Callable Note Qtrly
11/17/2022
0.375%
Due
5/17/2024
5,000,000.00
9,375.00
5,009,375.00
05/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A
0.5%
Due
5/20/2027
21,976.08
91.67 22,067.75
05/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027
0.00 882.00
882.00
05/21/2024
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
05/25/2024
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
5,029,880.89
147,206.40
5,177,087.29
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
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
06/08/2024
Interest
3130AXQK7
2,000,000.00
Federal Home Loan Banks Note
4.75%
Due
12/8/2028
0.00 56,736.11
56,736.11
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
7,937.81
1,517.94
9,455.75
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
06/15/2024
Paydown
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A
4.87%
Due
5/15/2028
0.00 1,420.42
1,420.42
06/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A
0.5%
Due
5/20/2027
21,981.40
82.51 22,063.91
06/21/2024
Paydown
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
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
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
JUN 2024
9,264,747.88
201,087.98
9,465,835.86
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
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
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
7,970.95
1,484.80
9,455.75
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
07/17/2024
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 18,989.93
18,989.93
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
07/28/2024
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
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
4,039,824.01
194,200.74
4,234,024.75
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
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
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
8,004.23
1,451.52
9,455.75
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
08/18/2024
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
08/21/2024
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
08/25/2024
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
AUG 2024
39,900.44
54,343.56
94,244.00
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
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
8,037.65
1,418.10
9,455.75
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
09/21/2024
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
09/25/2024
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
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028
0.00 866.08
866.08
09/25/2024
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
09/30/2024
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
7,614,977.14
234,438.39
7,849,415.53
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
02582JJZ4
350,000.00
American Express Credit Trust
2023-1
A
4.87%
Due
5/15/2028
0.00 1,420.42
1,420.42
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
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
8,071.21
1,384.54
9,455.75
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 19,198.61
19,198.61
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
10/31/2024
Interest
63743HFF4
495,000.00
National Rural Utilities Note
5.45%
Due
10/30/2025
0.00 13,488.75
13,488.75
OCT 2024
50,730.24
146,986.52
197,716.76
11/08/2024
Maturity
14913Q3B3
1,250,000.00
Caterpillar Finl Service Note
2.15%
Due
11/8/2024
1,250,000.00
13,437.50
1,263,437.50
11/10/2024
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
11/15/2024
Interest
9128284N7
2,000,000.00
US Treasury Note
2.875%
Due
5/15/2028
0.00 28,750.00
28,750.00
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
11/15/2024
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
11/15/2024
Interest
9128285M8
2,000,000.00
US Treasury Note
3.125%
Due
11/15/2028
0.00 31,250.00
31,250.00
11/15/2024
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
11/15/2024
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
11/15/2024
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
11/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
8,104.91
1,350.84
9,455.75
11/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A
0.5%
Due
5/20/2027
22,007.97
36.69 22,044.66
11/21/2024
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
11/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027
10,717.03
837.16
11,554.19
11/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
10,018.54
217.06
10,235.60
11/25/2024
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
NOV 2024
1,300,848.45
137,318.54
1,438,166.99
12/06/2024
Interest
24422EWF2
280,000.00
John Deere Capital Corp Note
3.4%
Due
6/6/2025
0.00 4,760.00
4,760.00
12/08/2024
Interest
3130AXQK7
2,000,000.00
Federal Home Loan Banks Note
4.75%
Due
12/8/2028
0.00 47,500.00
47,500.00
12/09/2024
Interest
3130AEB25
2,000,000.00
FHLB Note
3.25%
Due
6/9/2028
0.00 32,500.00
32,500.00
12/15/2024
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
12/15/2024
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: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
12/15/2024
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
12/15/2024
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
8,138.74
1,317.01
9,455.75
12/20/2024
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A
0.5%
Due
5/20/2027
22,013.29
27.52 22,040.81
12/21/2024
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
12/21/2024
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027
10,758.12
792.15
11,550.27
12/25/2024
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
10,056.96
173.98
10,230.94
12/25/2024
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
DEC 2024
50,967.11
100,072.45
151,039.56
01/12/2025
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
01/12/2025
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
01/15/2025
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
01/15/2025
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
01/15/2025
Paydown
47800CAC0
395,000.00
John Deere Owner Trust
2023
-A A
3 5.01%
Due
11/15/2027
8,172.72
1,283.03
9,455.75
01/15/2025
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
01/17/2025
Interest
3133EPQC2
2,000,000.00
FFCB Note
4.625%
Due
7/17/2026
0.00 46,250.00
46,250.00
01/17/2025
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
01/20/2025
Paydown
92348KAA1
220,000.00
Verizon Master Trust
2021-1
A
0.5%
Due
5/20/2027
22,018.61
18.35 22,036.96
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
Cash Flow Report
As of January 31, 2024
City of Orange
Account #10888
Payment Date
Transaction Type
CUSIP
Quantity
Security Description
Principal Amount
Income
Total Amount
01/21/2025
Paydown
43815JAC7
210,000.00
Honda Auto Receivables Owner
2023-1
A
3 5.04%
Due
4/21/2027
10,799.38
746.96
11,546.34
01/21/2025
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
01/22/2025
Interest
06051GJR1
1,250,000.00
Bank of America Corp Callable Note Cont
4/22/2024
0.976%
Due
4/22/2025
0.00 19,198.61
19,198.61
01/25/2025
Paydown
05593AAC3
100,000.00
BMW Vehicle Lease Trust
2023-1
A
3 5.16%
Due
11/25/2025
10,095.52
130.73
10,226.25
01/25/2025
Paydown
05592XAD2
190,000.00
BMW Vehicle Owner Trust
2023
-A A
3 5.47%
Due
2/25/2028
50,439.99
866.08
51,306.07
01/29/2025
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 2025
101,526.22
180,760.60
282,286.82
TOTAL
35,106,920.17
1,833,454.77
36,940,374.94
Execution Time: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
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: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL
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: 2/3/2024 11:33:39 PM
Chandler Asset Management - CONFIDENTIAL