Attachment 1 - Investment Report December 31, 2021 — Manteca City Council, February 15, 2022

Investment Performance Review
For the Quarter Ended December 31, 2021
Client Management Team PFM Asset Management LLC
Monique Spyke, Managing Director
Allison Kaune, Senior Analyst

CITY OF MANTECA
213 Market Street
Harrisburg, PA 17101-2141
717-232-2723
1 California Street 10th Floor
San Francisco, CA 94111
415-393-7270
NOT FDIC INSURED : NO BANK GUARANTEE : MAY LOSE VALUE
For Institutional Investor or Investment Professional Use Only - This material is not for inspection by, distribution to, or quotation to the general public

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Market Summary

ATTACHMENT
1 For the Quarter Ended December 31, 2021
QUARTERLY MARKET SUMMARY Fixed Income Management
Summary
► In Q4, U.S. economic conditions were characterized by: (1) a surge in COVID cases as the Omicron variant spread widely; (2) a sharply falling unemployment rate, rising wages, and near-record number of job openings; (3) stickier-than-expected inflation as pent-up consumer demand clashed with continued global supply chain disruptions amid a tight labor market and; (4) a pivot by the Fed to remove monetary accommodation more quickly, setting the stage for rate hikes to begin sooner than previously expected. ► The public health situation remained precarious with the emergence of the Omicron variant to COVID-19. The surge in new cases affected small businesses already challenged by labor shortages and rising prices due to supply chain challenges.

The labor market continued to recover, with the unemployment rate falling to a cycle low, plentiful job opportunities and rising wages. Although the economy has largely rebounded from the pandemic-induced recession, the massive monetary and fiscal support from the Fed and Congress has triggered a multi-decade surge in inflation. ► While growth is forecast to remain above trend, the real challenge for 2022 is getting inflation down. Mounting inflationary pressures prompted accelerated tapering of bond purchases by the Fed and pulled forward expected rate hikes. Tapering is expected to be complete by mid-March followed by three rate hikes in 2022. The Fed may also let some of its $8.7 trillion balance sheet roll off sometime later in the year.

Economic Snapshot
► U.S. real GDP growth slowed sharply in Q3 to a modest 2.3%, well below the 6.5% growth rate in the first half of 2021. The lackluster growth reflected a slowdown in consumer spending as the Delta variant dampened confidence and behavior. Personal consumption grew at just 2% compared to the previous quarter’s 12%. Nevertheless, economists predict a solid rebound for Q4, with the Atlanta Fed forecasting growth of over 6%.
► The unemployment rate dropped to 3.9% in December, compared to the record low pre-pandemic level of 3.5%. In the past 50 years, unemployment has only been lower during the 22 months prior to the pandemic and for one month in 2000. Although the U.S. economy added a record 6.4 million jobs in 2021, overall employment remains below its pre-pandemic figure largely due to people dropping out of the labor force This imbalance created a shortage of workers and kept pressure on wages as employers battle to attract and retain workers.
► Inflation was shockingly high, with the CPI reaching 7% year-over-year. Sharply higher prices for gasoline, heating oil and other energy products were most pronounced.

New and used cars continued to show large price increases, but inflation became more widespread and persistent.
► Manufacturing and services activity chilled a bit with both the ISM Manufacturing and Non-Manufacturing PMI surveys pulling back at quarter end. Nonetheless, both indices remain well above the 50-point threshold indicating growth. ► Demand for homes remained exceptionally strong, but inventories are lean, leading to even higher prices. Higher prices amid higher mortgage rates will negatively affect affordability and present a headwind to further price increases. Existing home sales rose by 1.9% to a 6.46 million-unit annual rate in November, marking the third consecutive month of increases, while unseasonably mild weather helped boost housing starts by 12%. Bolstered by near-record-low inventories and high backlogs, home builder confidence is near an all-time high.

Interest Rates
► U.S. Treasury yields generally rose in the quarter and the yield curve flattened, as short- to intermediate-term maturities increased between 30 and 40 bps, led higher by expectations for faster Fed rate hikes. Meanwhile, rate changes were more muted to modestly lower on the longer end of the curve, which reflected expectations for longerterm normalization of inflation and GDP growth. At quarter-end, the yield on a 3-month U.S. Treasury Bill stood at 0.03%, the 2-year note rose to 0.73%, the 5-year note climbed to 1.26%, the 10-year note increased to 1.51%, while the 30-year ended the quarter at 1.90%.
► As a result of yield changes over the quarter, U.S. Treasury returns were largely negative, except for the shortest and longest tenors. For example, the 3-month U.S.

Treasury index returned 0.01% for the quarter and the 10-year U.S. Treasury index returned 0.75%. Meanwhile, those indexes representing the “belly” of the curve posted negative returns, with the 2-, 3-, and 5-year Treasury indices returning -0.51%, -0.85%, and -0.90%, respectively.

Sector Performance
► Investment in non-government sectors was a modest detractor to portfolio performance in Q4 as yield spreads on most investment-grade (IG) fixed-income sectors widened off recent rock bottom levels. As a result, most IG spread sectors produced negative excess returns for Q4, underperforming similar-maturity Treasuries. ► Federal agencies were not immune to the broad spread widening experienced in Q4, generating slightly negative excess returns. Although callable yield spreads widened modestly over the quarter due to an uptick in volatility, spreads generally remained low.

Non-callable agencies markedly outperformed their optionable counterparts. ► The taxable municipal sector was one of the best performing IG sectors during Q4, generating positive excess returns. Municipals performed well as lean supply was met with robust demand for new issues, ultimately keeping spreads in check. ► IG corporates slightly underperformed in Q4 after consistently being one of the topperforming sectors in prior quarters, as incremental spreads widened due to rising rates and the prospects for reduced monetary support from the Fed. As a result, IG corporates posted negative excess returns, with longer duration issues underperforming shorter ones. Underperformance was generally consistent across the quality ratings spectrum. ► Federal agency-backed mortgage-backed security (MBS) excess returns were generally negative across most collateral and coupon types except 15-year MBS passthroughs. Conventional 15-year collateral generated modest outperformance, while 30-year collateral MBS and Agency CMBS underperformed. The Fed’s announcement of accelerated asset purchase tapering and the looming balance sheet reduction in combination with slowing refinancing activity has weighed on the sector. It is likely to persist for at least the near term.

PFM Asset Management LLC | For Institutional Investor or Investment Professional Use Only – This material is not for inspection by, distribution to, or quotation to the general public. 1 ATTACHMENT 1
For the Quarter Ended December 31, 2021
QUARTERLY MARKET SUMMARY Fixed Income Management
Economic Snapshot
Labor Market Sep '21 Dec '20
Unemployment Rate Dec'21 3.9% 4.7% 6.7%
Change In Non-Farm Payrolls Dec'21 199,000 379,000 -306,000 Average Hourly Earnings (YoY) Dec'21 4.7% 4.5% 5.5%
Personal Income (YoY) Nov'21 7.4% 5.1% 4.8%
Initial Jobless Claims (week) 1/1/22 207,000 364,000 763,000 Growth
Real GDP (QoQ SAAR) 2021Q3 2.3% 6.7% 33.8%
GDP Personal Consumption (QoQ SAAR) 2021Q3 2.0% 12.0% 41.4% Retail Sales (YoY) Nov '21 18.2% 14.2% 2.3%
ISM Manufacturing Survey (month) Dec '21 58.7 61.1 60.5 Existing Home Sales SAAR (month) Nov '21 6.46 mil. 6.29 mil. 6.65 mil.

Inflation/Prices
Personal Consumption Expenditures (YoY) Nov '21 5.7% 4.4% 1.3% Consumer Price Index (YoY) Nov '21 6.8% 5.4% 1.4%
Consumer Price Index Core (YoY) Nov '21 4.9% 4.0% 1.6%
Crude Oil Futures (WTI, per barrel) Dec 31 $75.21 $75.03 $48.52 Gold Futures (oz.) Dec 31 $1,829 $1,755 $1,895
Latest
25-000K
20-000K
15-000K
10-000K
5-000K
0 5,000K
10,000K

0.0%

2.0%

4.0%

6.0%

8.0%

10.0%

12.0%

14.0%

16.0%
Dec '18 Jun '19 Dec '19 Jun '20 Dec '20 Jun '21 Dec '21 Unemployment Rate (left) vs. Change in Non-farm Payrolls (right) Change In Non-Farm Payrolls Unemployment Rate
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
Sep '18 Mar '19 Sep '19 Mar '20 Sep '20 Mar '21 Sep '21 Real GDP (QoQ)
0%
1%
2%
3%
4%
5%
6%
7%
8%
Dec '18 Jun '19 Dec '19 Jun '20 Dec '20 Jun '21
Consumer Price Index
CPI (YoY) Core CPI (YoY)
2 2
1 1

1. Data as of Second Quarter 2021.

2. Data as of Third Quarter 2020.

Note: YoY = year-over-year, QoQ = quarter-over-quarter, SAAR = seasonally adjusted annual rate, WTI = West Texas Intermediate crude oil.

Source: Bloomberg.

Interest Rate Overview
U.S. Treasury Note Yields U.S. Treasury Yield Curve
U.S. Treasury Yields Yield Curves as of 12/31/2021
0%
1%
2%
3%
3-mo1-yr2-yr3-yr5-yr7-yr10-yr20-yr30-yr
Yield
Maturity
December 31, 2021 September 30, 2021 December 31, 2020
0%
1%
2%
3%
3-mo1-yr2-yr3-yr5-yr07-yr10-yr25-yr30-yr
Yield
Maturity
U.S. Treasury Federal Agency Corporates, A Rated

0.0%

0.5%

1.0%

1.5%

2.0%
12/31/20 3/31/21 6/30/21 9/30/21 12/31/21
Yield
2-Year 5-Year 10-Year
Maturity Dec '21 Sep '21 Change over
Quarter
Dec '20 Change over
Year
3-Month 0.04% 0.04% 0.00% 0.07% (0.03%)
1-Year 0.38% 0.07% 0.31% 0.11% 0.27%
2-Year 0.73% 0.28% 0.45% 0.12% 0.61%
5-Year 1.26% 0.97% 0.29% 0.36% 0.90%
10-Year 1.51% 1.49% 0.02% 0.92% 0.59%
30-Year 1.90% 2.05% (0.15%) 1.65% 0.25%
PFM Asset Management LLC | For Institutional Investor or Investment Professional Use Only – This material is not for inspection by, distribution to, or quotation to the general public. 3 ATTACHMENT 1
For the Quarter Ended December 31, 2021
QUARTERLY MARKET SUMMARY Fixed Income Management
December 31, 2021 Duration Yield 3 Month 1 Year 3 Years 1-3 Year Indices
U.S. Treasury 1.88 0.70% (0.53%) (0.55%) 2.01%
Federal Agency 1.78 0.68% (0.49%) (0.43%) 1.89%
U.S. Corporates, A-AAA rated 1.83 1.04% (0.57%) (0.24%) 2.88% Agency MBS (0 to 3 years) 1.87 0.78% (0.63%) (2.66%) 2.49% Taxable Municipals 1.51 0.94% (0.47%) 2.02% 3.58%
1-5 Year Indices
U.S. Treasury 2.64 0.87% (0.68%) (1.10%) 2.42%
Federal Agency 2.39 0.84% (0.70%) (0.86%) 2.07%
U.S. Corporates, A-AAA rated 2.75 1.30% (0.69%) (0.64%) 3.65% Agency MBS (0 to 5 years) 2.87 1.64% (0.75%) (1.56%) 2.59% Taxable Municipals 2.52 1.17% (0.67%) 0.46% 3.34%
Master Indices (Maturities 1 Year or Greater)
U.S. Treasury 7.37 1.24% 0.35% (2.38%) 4.16%
Federal Agency 3.99 1.08% (0.37%) (1.15%) 3.43%
U.S. Corporates, A-AAA rated 8.47 2.09% 0.20% (1.73%) 6.71% Agency MBS (0 to 30 years) 3.82 1.85% (0.42%) (1.21%) 3.08% Taxable Municipals 11.18 2.55% 0.64% 1.41% 8.83%
Source: ICE BofAML Indices.

As of 12/31/2021 Returns for Periods ended 12/31/2021
Returns for periods greater than one year are annualized.

PFM Asset Management LLC | For Institutional Investor or Investment Professional Use Only – This material is not for inspection by, distribution to, or quotation to the general public.

ICE BofAML Index Returns
4 ATTACHMENT 1
For the Quarter Ended December 31, 2021
QUARTERLY MARKET SUMMARY Fixed Income Management
Disclosures
PFM Asset Management LLC (“PFMAM”) is an investment adviser registered with the U.S. Securities and Exchange Commission and a subsidiary of U.S. Bancorp Asset Management, Inc. (“USBAM”). USBAM is a subsidiary of U.S. Bank National Association (“U.S. Bank”). U.S. Bank is a separate entity and subsidiary of U.S. Bancorp. U.S.

Bank is not responsible for and does not guarantee the products, services or performance of PFMAM.

The views expressed within this material constitute the perspective and judgment of PFM Asset Management LLC at the time of distribution and are subject to change.

Information is obtained from sources generally believed to be reliable and available to the public; however, PFM Asset Management LLC cannot guarantee its accuracy, completeness, or suitability. The information contained in this report is not an offer to purchase or sell any securities.

NOT FDIC INSURED : NO BANK GUARANTEE : MAY LOSE VALUE
Further distribution is not permitted without prior written consent.

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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Account Summary
|
Account Summary¹
PFM Managed Account $148,690,152
CAMP Pool $8,148,927Local Agency Investment $35,881,577Wells Fargo $49,900,884Total Program $242,621,539 Consolidated Summary

38.9%

0.0% 0.0% 0.3% 2.6%

28.0% 25.0%

2.9% 2.4% 0.0% 0.0% 0.0%
$0
$20
$40$60$80
$100$120
Millions
Under
30 days
31 to 60
days
61 to 90
days
91 to
180
days
181
days to
1 year
1 to 2 years
2 to 3 years
3 to 4 years
4 to 5 years
5 to 7 years
7 to 10
years
Over 10
years
Maturity Distribution
(Weighted Average Maturity: 470 Days)

1. Market values exclude accrued interest, as of December 31, 2021. 7 ATTACHMENT
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Portfolio Review:

CITY OF MANTECA

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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Snapshot
|
The portfolio’s benchmark is the ICE BofAML 1-3 Year U.S. Treasury Index. Source: Bloomberg.

An average of each security’s credit rating was assigned a numeric value and adjusted for its relative weighting in the portfolio.

1. Portfolio Statistics
Total Market Value $149,057,015.27
Portfolio Effective Duration 1.79 yearsBenchmark Effective Duration 1.82 years Yield At Cost 0.65%
Yield At Market 0.85%
Portfolio Credit Quality AA
Portfolio Snapshot¹
Credit Quality - S&P
12%
48%
38%
2%
6%
55%
39%
<1%
0%
20%40%60%
0-1 Yr 1-2 Yrs 2-3 Yrs 3-4 Yrs
Portfolio Benchmark
Duration Distribution
U.S. Treasury | 41%Federal Agency | 21%Corporate | 16%
ABS | 12%
Municipal | 3%Supranational | 3%
Agency CMBS | 3%
Negotiable CD | 2%
Sector Allocation
AAA | 13%AA+ | 66%AA | 2%AA- | 1%A-1+ | 1%A+ | 4%A | 3%A- | 5% BBB+ | 3%Not Rated | 2%
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Account Summary
|
Account Summary

1. Yield at market, yield on cost, and portfolio duration only include investments held within the separately managed account(s).

CITY OF MANTECA
Portfolio Values December 31, 2021PFM Managed Account $148,690,152 Amortized Cost $149,443,795
Market Value $148,690,152
Accrued Interest $210,292
Analytics¹ December 31, 2021Yield at Market 0.85%
Yield on Cost 0.65%Portfolio Duration 1.79
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Characteristics
|
$0
$30$60$90
$120$150
December 2021
$0
$30$60$90
$120$150
September 2021
$0
$30$60$90
$120$150
June 2021
$0
$30$60$90
$120$150
Millions
March 2021
Sector Allocation Review
U.S. Treasury Federal Agency Agency CMBS Supranational Municipal Negotiable CD Corporate ABS Market values, excluding accrued interest. Only includes investments held within the separately managed account(s). Detail may not add to total due to rounding.

Security Type Mar-21 % of Total Jun-21 % of Total Sep-21 % of Total Dec-21 % of Total U.S. Treasury $46.9 31.4% $48.9 32.7% $56.3 37.7% $60.4 40.7%Federal Agency $34.9 23.4% $32.6 21.7% $30.7 20.5% $30.5 20.5% Agency CMBS $7.0 4.7% $6.5 4.4% $6.3 4.2% $4.3 2.9%
Supranational $2.1 1.4% $3.1 2.1% $4.5 3.0% $4.5 3.0%Municipal $5.5 3.7% $5.5 3.7% $4.7 3.1% $4.6 3.1%Negotiable CD $10.1 6.8% $10.1 6.8% $7.0 4.7% $2.7 1.8%Corporate $23.6 15.8% $25.2 16.9% $23.1 15.5% $24.1 16.2% ABS $19.1 12.8% $17.4 11.7% $16.9 11.3% $17.6 11.8%
Total $149.2 100.0% $149.4 100.0% $149.5 100.0% $148.7 100.0% 11 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Portfolio Activity
Net Activity by Sector
($ millions)
Negotiable CD
Agency CMBS
ABS
Corporate
U.S. Treasury
Negotiable CD
Agency CMBS
ABS
Corporate
U.S. Treasury
($10.0) ($5.0) $0.0 $5.0 $10.0 $15.0
Based on total proceeds (principal and accrued interest) of buys, sells, maturities, and principal paydowns. Detail may not add to total due to rounding.

Sector Net ActivityU.S. Treasury $4,598,676Corporate $1,139,225 ABS $754,001Agency CMBS ($1,927,308)
Negotiable CD ($4,307,632)Total Net Activity $256,962
Sales/Maturities Purchases
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Performance
|

1. The lesser of 10 years or since inception is shown. Since inception returns for periods one year or less are not shown. Performance inception date is March 31, 2002.2. Interest earned calculated as the ending accrued interest less beginning accrued interest, plus net interest activity.3. Returns for periods one year or less are presented on a periodic basis. Returns for periods greater than one year are presented on an annualized basis.4. The portfolio’s benchmark is the ICE BofAML 1-3 Year U.S. Treasury Index. Source: Bloomberg. -1.0%-0.5%

0.0%0.5%1.0%1.5%2.0%2.5%
Return
Portfolio Benchmark Net of Fees
Portfolio Performance
Market Value Basis Earnings 3 Months 1 Year 3 Years 5 Years 10 YearsInterest Earned² $289,999 $1,507,878 $8,069,660 $13,005,804 $23,034,280Change in Market Value ($958,841) ($1,952,415) $2,639,282 $1,521,519 ($2,138,609) Total Dollar Return ($668,842) ($444,537) $10,708,942 $14,527,323 $20,895,671Total Return³ Portfolio -0.54% -0.44% 2.34% 1.94% 1.41%Benchmark⁴ -0.53% -0.55% 2.01% 1.61% 1.09%Basis Point Fee 0.03% 0.11% 0.11% 0.11% 0.11%Net of Fee Return -0.57% -0.55% 2.23% 1.83% 1.30% 3 Months 1 Year 3 Years 5 Years 10 Years
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Performance
|

1. The lesser of 10 years or since inception is shown. Performance inception date is March 31, 2002.2. Interest earned calculated as the ending accrued interest less beginning accrued interest, plus net interest activity.3. Realized gains / (losses) are shown on an amortized cost basis.

Accrual Basis Earnings
Accrual Basis EarningsInterest EarnedRealized Gains / (Losses)Change in Amortized CostTotal Earnings 3 Months
$289,999$157,281
($34,416)
$412,864
1 Year
$1,507,878
$880,826
($117,189)
$2,271,515
3 Years
$8,069,660$2,384,634
$21,331
$10,475,625
5 Year
$13,005,804
$1,639,793
($27,750)
$14,617,847
10 Year
$23,034,280
$3,591,953
($4,411,721)
$22,214,512
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Account Summary
|
Ratings shown are calculated by assigning a numeral value to each security rating, then calculating a weighted average rating for each security type / issuer category using all available security ratings,excluding Not-Rated (NR) ratings. For security type / issuer categories where a rating from the applicable NRSRO is not available, a rating of NR is assigned. Excludes balances invested in money marketfunds.

Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchU.S. Treasury 40.6% UNITED STATES TREASURY 40.6% AA / Aaa / AAA
Federal Agency 20.5%
FANNIE MAE 4.1% AA / Aaa / AAA
FEDERAL HOME LOAN BANKS 0.8% AA / Aaa / NRFREDDIE MAC 15.6% AA / Aaa / AAA Agency CMBS 2.9%
FANNIE MAE 0.4% AA / Aaa / AAA
FREDDIE MAC 2.5% AA / Aaa / AAA
Supranational 3.0%
INTER-AMERICAN DEVELOPMENT BANK 1.7% AAA / Aaa / AAA
INTL BANK OF RECONSTRUCTION AND DEV 1.3% AAA / Aaa / AAA Municipal 3.1%

CALIFORNIA DEPARTMENT OF WATERRESOURCES

0.2% AAA / Aa / NR
CALIFORNIA EARTHQUAKE AUTHORITY 0.2% NR / NR / ACALIFORNIA STATE UNIVERSITY 0.3% AA / Aa / NRFLORIDA STATE BOARD OF ADMIN FIN CORP 0.3% AA / Aa / AALOS ANGELES COMMUNITY COLLEGEDISTRICT

0.2% AA / Aaa / NR
NEW JERSEY TURNPIKE AUTHORITY 0.2% A / A / ANEW YORK ST URBAN DEVELOPMENT CORP 0.9% AA / NR / AASTATE OF CONNECTICUT 0.1% A / Aa / AASTATE OF MARYLAND 0.5% AAA / Aaa / AAASTATE OF MISSISSIPPI 0.2% AA / Aa / AA Negotiable CD 1.8%
CREDIT SUISSE GROUP RK 0.8% A / A / A
DNB ASA 1.0% AA / Aa / NR
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 16.2% 3M COMPANY 0.3% A / A / NR
ADOBE INC 0.1% A / A / NRAMAZON.COM INC 1.2% AA / A / AAAMERICAN EXPRESS CO 0.5% BBB / A / AAMERICAN HONDA FINANCE 0.5% A / A / AAPPLE INC 0.5% AA / Aaa / NRASTRAZENECA PLC 0.5% A / A / NR BANK OF AMERICA CO 1.4% A / A / AA
BMW FINANCIAL SERVICES NA LLC 0.2% A / A / NR
BRISTOL-MYERS SQUIBB CO 0.5% A / A / NR
CATERPILLAR INC 0.5% A / A / ACHARLES SCHWAB 0.3% A / A / ACHEVRON CORPORATION 0.2% AA / Aa / NRCITIGROUP INC 0.6% BBB / A / ACOMCAST CORP 0.3% A / A / ADEERE & COMPANY 0.4% A / A / AGOLDMAN SACHS GROUP INC 0.7% BBB / A / AIBM CORP 0.4% A / A / NRJP MORGAN CHASE & CO 1.9% A / A / AAMERCK & CO INC 0.1% A / A / AMORGAN STANLEY 0.7% BBB / A / ANATIONAL RURAL UTILITIES CO FINANCECORP

0.2% A / A / A
NESTLE SA 0.7% AA / Aa / APACCAR FINANCIAL CORP 0.3% A / A / NRPEPSICO INC 0.2% A / A / NRPNC FINANCIAL SERVICES GROUP 0.2% A / A / A 15 ATTACHMENT
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Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 16.2% TARGET CORP 0.3% A / A / A

THE BANK OF NEW YORK MELLONCORPORATION

1.3% A / A / AA
TOYOTA MOTOR CORP 0.7% A / A / AUNILEVER PLC 0.2% A / A / AUNITEDHEALTH GROUP INC 0.3% A / A / A ABS 11.8%
ALLY AUTO RECEIVABLES TRUST 0.2% AAA / Aaa / AAA
BMW FINANCIAL SERVICES NA LLC 0.2% AAA / Aaa / NRBMW VEHICLE OWNER TRUST 0.2% AAA / NR / AAACAPITAL ONE FINANCIAL CORP 1.0% AAA / Aaa / AAACARMAX AUTO OWNER TRUST 1.9% AAA / Aaa / AAADISCOVER FINANCIAL SERVICES 0.3% AAA / Aaa / NRFIFTH THIRD AUTO TRUST 0.0% AAA / Aaa / NRFORD CREDIT AUTO OWNER TRUST 0.2% AAA / Aaa / NRGM FINANCIAL CONSUMER AUTOMOBILETRUST

0.9% AAA / Aaa / AAA
GM FINANCIAL LEASINGTRUST 0.8% AAA / Aaa / AAAHARLEY-DAVIDSON MOTORCYCLE TRUST 0.2% AAA / Aaa / AAAHONDA AUTO RECEIVABLES 0.6% AAA / Aaa / AAAHYUNDAI AUTO RECEIVABLES 0.8% AAA / NR / AAAKUBOTA CREDIT OWNER TRUST 0.6% NR / Aaa / AAA MERCEDES-BENZ AUTO LEASE TRUST 0.2% AAA / NR / AAAMERCEDES-BENZ AUTO RECEIVABLES 0.2% AAA / NR / AAANISSAN AUTO LEASE TRUST 0.2% AAA / Aaa / NRNISSAN AUTO RECEIVABLES 0.6% AAA / Aaa / NRToyota Lease Owner Trust 0.3% AAA / Aaa / NR Security Type / Issuer Market Value (%) S&P / Moody's / FitchABS 11.8% TOYOTA MOTOR CORP 0.3% AAA / Aaa / AAAVERIZON OWNER TRUST 1.0% AAA / Aaa / AAAVOLKSWAGEN AUTO LEASE TURST 0.1% AAA / NR / AAAVOLKSWAGEN OF AMERICA 0.4% AAA / Aaa / NRWORLD OMNI AUTO REC TRUST 0.6% AAA / NR / AAA Total 100.0%
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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Compliance
|
Note: Pre- and post-trade compliance for the account(s) managed by PFM Asset Management is provided via Bloomberg Asset and Investment Management ("AIM").

Certificate of Compliance
During the reporting period for the quarter ended December 31, 2021, the account(s) managed by PFM Asset Management("PFMAM") were in compliance with the applicable investment policy and guidelines as furnished to PFMAM.

Acknowledged : PFM Asset Management LLC
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Portfolio Holdings and Transactions

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CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Managed Account Detail of Securities Held
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
U.S. Treasury
US TREASURY NOTESDTD 03/31/2016 1.500% 03/31/2023
912828Q29 2,325,000.00 AA+ Aaa 3/2/2020 3/5/2020 2,374,224.61 0.80 8,910.37 2,352,972.54 US TREASURY NOTESDTD 03/31/2021 0.125% 03/31/2023
91282CBU4 750,000.00 AA+ Aaa 3/29/2021 3/31/2021 749,707.03 0.14 239.53 746,367.15 US TREASURY NOTESDTD 03/31/2016 1.500% 03/31/2023
912828Q29 2,900,000.00 AA+ Aaa 3/2/2020 3/4/2020 2,962,757.81 0.79 11,114.01 2,934,890.48 US TREASURY NOTESDTD 03/31/2021 0.125% 03/31/2023
91282CBU4 900,000.00 AA+ Aaa 4/15/2021 4/20/2021 899,472.66 0.16 287.43 895,640.58 US TREASURY NOTESDTD 05/15/2020 0.125% 05/15/2023
912828ZP8 1,250,000.00 AA+ Aaa 6/3/2020 6/5/2020 1,245,507.81 0.25 202.87 1,242,773.50 US TREASURY NOTESDTD 06/15/2020 0.250% 06/15/2023
912828ZU7 1,450,000.00 AA+ Aaa 6/25/2020 6/29/2020 1,451,869.14 0.21 169.30 1,443,203.12 US TREASURY NOTESDTD 06/15/2020 0.250% 06/15/2023
912828ZU7 1,250,000.00 AA+ Aaa 6/11/2020 6/16/2020 1,251,611.33 0.21 145.95 1,244,140.63 US TREASURY NOTESDTD 06/30/2016 1.375% 06/30/2023
912828S35 750,000.00 AA+ Aaa 3/5/2020 3/11/2020 768,222.66 0.63 28.49 758,789.10 US TREASURY NOTESDTD 09/30/2021 0.250% 09/30/2023
91282CDA6 2,250,000.00 AA+ Aaa 10/4/2021 10/6/2021 2,248,857.42 0.28 1,437.16 2,234,179.80 US TREASURY NOTESDTD 10/15/2020 0.125% 10/15/2023
91282CAP6 1,500,000.00 AA+ Aaa 10/8/2020 10/15/2020 1,497,128.91 0.19 401.79 1,485,000.00 US TREASURY N/B NOTESDTD 10/31/2021 0.375% 10/31/2023
91282CDD0 1,500,000.00 AA+ Aaa 11/1/2021 11/4/2021 1,495,722.66 0.52 963.40 1,491,562.50 US TREASURY NOTESDTD 11/15/2020 0.250% 11/15/2023
91282CAW1 2,235,000.00 AA+ Aaa 12/1/2020 12/3/2020 2,236,658.79 0.22 725.45 2,216,491.52 US TREASURY NOTESDTD 12/15/2020 0.125% 12/15/2023
91282CBA8 425,000.00 AA+ Aaa 12/30/2020 12/31/2020 424,385.74 0.17 24.81 420,085.94 US TREASURY NOTESDTD 12/15/2020 0.125% 12/15/2023
91282CBA8 1,000,000.00 AA+ Aaa 1/7/2021 1/11/2021 997,460.94 0.21 58.38 988,437.50 US TREASURY NOTESDTD 01/15/2021 0.125% 01/15/2024
91282CBE0 2,000,000.00 AA+ Aaa 2/2/2021 2/3/2021 1,996,875.00 0.18 1,154.89 1,974,687.60 19 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
U.S. Treasury
US TREASURY NOTESDTD 02/15/2021 0.125% 02/15/2024
91282CBM2 2,650,000.00 AA+ Aaa 3/1/2021 3/3/2021 2,638,509.77 0.27 1,251.19 2,615,632.68 US TREASURY NOTESDTD 03/15/2021 0.250% 03/15/2024
91282CBR1 400,000.00 AA+ Aaa 3/29/2021 3/30/2021 399,171.88 0.32 298.34 395,250.00 US TREASURY NOTESDTD 03/15/2021 0.250% 03/15/2024
91282CBR1 2,000,000.00 AA+ Aaa 3/11/2021 3/15/2021 1,995,546.88 0.32 1,491.72 1,976,250.00 US TREASURY N/B NOTESDTD 04/15/2021 0.375% 04/15/2024
91282CBV2 1,125,000.00 AA+ Aaa 4/27/2021 4/29/2021 1,125,834.96 0.35 904.02 1,113,574.28 US TREASURY NOTESDTD 05/01/2017 2.000% 04/30/2024
912828X70 2,000,000.00 AA+ Aaa 4/5/2021 4/7/2021 2,096,796.88 0.41 6,850.83 2,054,062.40 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 3,000,000.00 AA+ Aaa 6/24/2021 6/29/2021 2,981,132.81 0.46 350.28 2,955,937.50 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 1,700,000.00 AA+ Aaa 6/28/2021 6/29/2021 1,689,175.78 0.47 198.49 1,675,031.25 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 1,525,000.00 AA+ Aaa 6/16/2021 6/17/2021 1,521,247.07 0.33 178.06 1,502,601.56 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 2,000,000.00 AA+ Aaa 7/1/2021 7/7/2021 1,987,031.25 0.47 233.52 1,970,625.00 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 1,000,000.00 AA+ Aaa 8/10/2021 8/12/2021 998,164.06 0.44 1,732.34 987,500.00 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 870,000.00 AA+ Aaa 8/5/2021 8/9/2021 869,898.05 0.38 1,507.13 859,125.00 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 3,000,000.00 AA+ Aaa 8/4/2021 8/9/2021 3,003,281.25 0.34 5,197.01 2,962,500.00 US TREASURY N/B NOTESDTD 08/15/2021 0.375% 08/15/2024
91282CCT6 800,000.00 AA+ Aaa 8/23/2021 8/25/2021 798,531.25 0.44 1,133.15 789,375.04 US TREASURY N/B NOTESDTD 08/15/2021 0.375% 08/15/2024
91282CCT6 3,000,000.00 AA+ Aaa 9/1/2021 9/7/2021 2,996,718.75 0.41 4,249.32 2,960,156.40 US TREASURY N/B NOTESDTD 09/15/2021 0.375% 09/15/2024
91282CCX7 1,500,000.00 AA+ Aaa 10/7/2021 10/13/2021 1,491,855.47 0.56 1,678.18 1,478,671.80 US TREASURY N/B NOTESDTD 09/15/2021 0.375% 09/15/2024
91282CCX7 1,500,000.00 AA+ Aaa 10/4/2021 10/6/2021 1,494,082.03 0.51 1,678.18 1,478,671.80 US TREASURY N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 1,500,000.00 AA+ Aaa 10/13/2021 10/18/2021 1,499,238.28 0.64 2,008.93 1,487,812.50 20 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
U.S. Treasury
US TREASURY N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 1,500,000.00 AA+ Aaa 11/1/2021 11/4/2021 1,492,617.19 0.79 2,008.93 1,487,812.50 US TREASURY NOTESDTD 10/31/2019 1.500% 10/31/2024
912828YM6 1,800,000.00 AA+ Aaa 5/4/2021 5/6/2021 1,865,460.94 0.45 4,624.31 1,828,125.00 US TREASURY N/B NOTESDTD 11/15/2021 0.750% 11/15/2024
91282CDH1 1,700,000.00 AA+ Aaa 12/2/2021 12/7/2021 1,692,097.66 0.91 1,655.39 1,690,703.04 US TREASURY NOTESDTD 11/30/2019 1.500% 11/30/2024
912828YV6 1,500,000.00 AA+ Aaa 6/3/2021 6/8/2021 1,553,847.66 0.46 1,978.02 1,523,437.50 US TREASURY NOTESDTD 11/30/2019 1.500% 11/30/2024
912828YV6 1,450,000.00 AA+ Aaa 6/2/2021 6/7/2021 1,503,695.31 0.43 1,912.09 1,472,656.25 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 700,000.00 AA+ Aaa 12/22/2021 12/27/2021 700,902.34 0.96 326.92 700,656.25 Security Type Sub-Total 60,705,000.00 60,995,300.03 0.44 69,310.18 60,395,389.71 Supranational
INTL BK OF RECON AND DEV NOTEDTD 04/20/2021 0.126% 04/20/2023 459058JV6 1,035,000.00 AAA Aaa 4/13/2021 4/20/2021 1,032,857.55 0.23 257.20 1,029,146.04 INTER-AMERICAN DEVEL BK NOTESDTD 04/24/2020 0.500% 05/24/2023 4581X0DM7 1,100,000.00 AAA Aaa 4/17/2020 4/24/2020 1,099,626.00 0.51 565.28 1,098,265.30 INTL BK RECON & DEVELOP NOTESDTD 11/24/2020 0.250% 11/24/2023 459058JM6 960,000.00 AAA Aaa 11/17/2020 11/24/2020 957,936.00 0.32 246.67 951,118.08 INTER-AMERICAN DEVEL BK NOTESDTD 09/23/2021 0.500% 09/23/2024 4581X0DZ8 1,455,000.00 AAA Aaa 9/15/2021 9/23/2021 1,453,923.30 0.52 1,980.42 1,436,393.46 Security Type Sub-Total 4,550,000.00 4,544,342.85 0.41 3,049.57 4,514,922.88 Negotiable CD
DNB BANK ASA/NY LT CDDTD 12/06/2019 2.040% 12/02/2022
23341VZT1 1,525,000.00 A-1+ P-1 12/4/2019 12/6/2019 1,525,000.00 2.03 2,592.50 1,546,683.98 CREDIT SUISSE NEW YORK CERTDEPOSDTD 03/23/2021 0.590% 03/17/2023 22552G3C2 1,125,000.00 A+ A1 3/19/2021 3/23/2021 1,125,000.00 0.59 5,236.25 1,124,750.25 Security Type Sub-Total 2,650,000.00 2,650,000.00 1.42 7,828.75 2,671,434.23 21 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Municipal
CA ST EARTHQUAKE AUTH TXBL REVBONDSDTD 11/24/2020 1.327% 07/01/2022 13017HAJ5 300,000.00 NR NR 11/13/2020 11/24/2020 300,000.00 1.33 1,990.50 300,954.00 CT ST TXBL GO BONDSDTD 06/11/2020 2.500% 07/01/2022
20772KJU4 165,000.00 A+ Aa3 5/29/2020 6/11/2020 167,775.30 1.66 2,062.50 166,793.55 CA ST DEPT WTR RES WTR SYS TXBLREV BNDSDTD 08/06/2020 0.349% 12/01/2022 13067WQZ8 225,000.00 AAA Aa1 7/30/2020 8/6/2020 225,000.00 0.35 65.44 224,570.25 NY ST URBAN DEV CORP TXBL REVBONDSDTD 12/23/2020 0.480% 03/15/2023 650036DR4 320,000.00 AA+ NR 12/16/2020 12/23/2020 320,000.00 0.48 452.27 319,484.80 MD ST TXBL GO BONDSDTD 08/05/2020 0.410% 08/01/2023
574193TP3 800,000.00 AAA Aaa 7/23/2020 8/5/2020 800,000.00 0.41 1,366.67 797,592.00 LOS ANGELES CCD, CA TXBL GOBONDSDTD 11/10/2020 0.444% 08/01/2023 54438CYH9 305,000.00 AA+ Aaa 10/30/2020 11/10/2020 305,000.00 0.44 564.25 303,322.50 CA ST UNIV TXBL REV BONDSDTD 09/17/2020 0.475% 11/01/2023 13077DNB4 400,000.00 AA- Aa2 8/27/2020 9/17/2020 400,000.00 0.48 316.67 397,132.00 MS ST TXBL GO BONDSDTD 08/06/2020 0.422% 11/01/2023
605581MY0 360,000.00 AA Aa2 7/24/2020 8/6/2020 360,000.00 0.42 253.20 358,578.00 CA ST DEPT WTR RES WTR SYS TXBLREV BNDSDTD 08/06/2020 0.414% 12/01/2023 13067WRA2 100,000.00 AAA Aa1 7/30/2020 8/6/2020 100,000.00 0.41 34.50 98,961.00 NY ST URBAN DEV CORP TXBL REVBONDSDTD 12/23/2020 0.620% 03/15/2024 650036DS2 975,000.00 AA+ NR 12/16/2020 12/23/2020 975,000.00 0.62 1,779.92 967,531.50 NJ TURNPIKE AUTHORITY TXBL REVBONDSDTD 02/04/2021 0.897% 01/01/2025 646140DN0 305,000.00 A+ A2 1/22/2021 2/4/2021 305,000.00 0.90 1,367.93 300,714.75 FL ST BOARD OF ADMIN TXBL REVBONDSDTD 09/16/2020 1.258% 07/01/2025 341271AD6 395,000.00 AA Aa3 9/3/2020 9/16/2020 395,000.00 1.26 2,484.55 393,388.40 Security Type Sub-Total 4,650,000.00 4,652,775.30 0.67 12,738.40 4,629,022.75 22 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Federal Agency
FREDDIE MAC NOTESDTD 04/20/2020 0.375% 04/20/2023
3137EAEQ8 2,880,000.00 AA+ Aaa 4/17/2020 4/20/2020 2,872,800.00 0.46 2,130.00 2,874,824.64 FREDDIE MAC NOTESDTD 05/07/2020 0.375% 05/05/2023
3137EAER6 2,750,000.00 AA+ Aaa 5/5/2020 5/7/2020 2,748,845.00 0.39 1,604.17 2,743,801.50 FANNIE MAE NOTESDTD 05/22/2020 0.250% 05/22/2023
3135G04Q3 3,140,000.00 AA+ Aaa 5/20/2020 5/22/2020 3,130,548.60 0.35 850.42 3,126,830.84 FEDERAL HOME LOAN BANKS NOTESDTD 05/09/2013 2.125% 06/09/2023 3133834G3 1,175,000.00 AA+ Aaa 3/24/2020 3/25/2020 1,226,253.50 0.75 1,525.87 1,200,972.20 FREDDIE MAC NOTESDTD 06/26/2020 0.250% 06/26/2023
3137EAES4 2,850,000.00 AA+ Aaa 6/24/2020 6/26/2020 2,841,678.00 0.35 98.96 2,835,980.85 FANNIE MAE NOTESDTD 07/10/2020 0.250% 07/10/2023
3135G05G4 3,000,000.00 AA+ Aaa 7/8/2020 7/10/2020 2,993,550.00 0.32 3,562.50 2,983,503.00 FREDDIE MAC NOTESDTD 08/21/2020 0.250% 08/24/2023
3137EAEV7 2,575,000.00 AA+ Aaa 8/19/2020 8/21/2020 2,572,373.50 0.28 2,271.01 2,558,450.48 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 2,035,000.00 AA+ Aaa 9/2/2020 9/4/2020 2,035,371.61 0.24 1,596.91 2,020,260.50 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 2,700,000.00 AA+ Aaa 9/2/2020 9/4/2020 2,699,109.00 0.26 2,118.75 2,680,443.90 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 1,000,000.00 AA+ Aaa 10/7/2020 10/9/2020 999,710.00 0.26 784.72 992,757.00 FREDDIE MAC NOTESDTD 10/16/2020 0.125% 10/16/2023
3137EAEY1 1,150,000.00 AA+ Aaa 10/14/2020 10/16/2020 1,145,710.50 0.25 299.48 1,137,996.30 FREDDIE MAC NOTESDTD 11/05/2020 0.250% 11/06/2023
3137EAEZ8 2,980,000.00 AA+ Aaa 11/3/2020 11/5/2020 2,977,318.00 0.28 1,138.19 2,953,653.82 FREDDIE MAC NOTESDTD 12/04/2020 0.250% 12/04/2023
3137EAFA2 2,400,000.00 AA+ Aaa 12/2/2020 12/4/2020 2,397,624.00 0.28 450.00 2,376,984.00 Security Type Sub-Total 30,635,000.00 30,640,891.71 0.34 18,430.98 30,486,459.03 Corporate
GOLDMAN SACHS GROUP INC NOTES(CALLED,OMDTD 01/27/2021 0.481% 01/27/2022 38141GXP4 400,000.00 BBB+ A2 1/20/2021 1/27/2021 400,000.00 0.48 823.04 398,449.20 23 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

ADOBE INC CORP NOTE
DTD 02/03/2020 1.700% 02/01/2023
00724PAA7 175,000.00 A+ A2 1/22/2020 2/3/2020 174,760.25 1.75 1,239.58 176,927.98 3M COMPANYDTD 08/26/2019 1.750% 02/14/2023
88579YBL4 450,000.00 A+ A1 8/19/2019 8/26/2019 448,285.50 1.86 2,996.88 454,944.60 PNC BANK NA CORP NOTES(CALLABLE)DTD 02/25/2020 1.743% 02/24/2023 69353RFT0 275,000.00 A A2 2/20/2020 2/25/2020 275,000.00 1.74 1,690.95 275,365.20 JPMORGAN CHASE & CO BONDSDTD 03/22/2019 3.207% 04/01/2023 46647PBB1 1,025,000.00 A- A2 3/15/2019 3/22/2019 1,025,000.00 3.21 8,217.94 1,031,138.73 PEPSICO INC CORPORATE NOTESDTD 05/01/2020 0.750% 05/01/2023 713448EY0 365,000.00 A+ A1 4/29/2020 5/1/2020 364,277.30 0.82 456.25 364,954.74

AMERICAN HONDA FINANCE
DTD 01/10/2020 1.950% 05/10/2023
02665WDH1 575,000.00 A- A3 1/7/2020 1/10/2020 574,787.25 1.96 1,588.44 583,993.00

APPLE INC CORPORATE NOTES
DTD 05/11/2020 0.750% 05/11/2023
037833DV9 710,000.00 AA+ Aaa 5/4/2020 5/11/2020 708,068.80 0.84 739.58 711,176.47 CHEVRON CORP CORPORATE NOTESDTD 05/11/2020 1.141% 05/11/2023 166764BV1 335,000.00 AA- Aa2 5/7/2020 5/11/2020 335,000.00 1.14 530.88 337,056.57 AMAZON.COM INC CORPORATE
NOTESDTD 06/03/2020 0.400% 06/03/2023
023135BP0 775,000.00 AA A1 6/1/2020 6/3/2020 773,915.00 0.45 241.11 772,469.63 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 06/08/2020 0.800% 06/08/2023 69371RQ82 200,000.00 A+ A1 6/1/2020 6/8/2020 199,722.00 0.85 102.22 200,212.20 24 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Corporate
JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 06/04/2020 0.700% 07/05/2023 24422EVH9 250,000.00 A A2 6/1/2020 6/4/2020 249,795.00 0.73 855.56 249,822.75 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 08/11/2020 0.350% 08/11/2023 69371RQ90 110,000.00 A+ A1 8/4/2020 8/11/2020 109,855.90 0.39 149.72 109,156.74 TOYOTA MOTOR CREDIT CORPCORPORATE NOTESDTD 05/26/2020 1.350% 08/25/2023 89236THA6 500,000.00 A+ A1 5/20/2020 5/26/2020 499,815.00 1.36 2,362.50 504,224.00 MORGAN STANLEY CORPORATENOTESDTD 11/13/2020 0.560% 11/10/2023 6174468T9 240,000.00 BBB+ A1 11/9/2020 11/13/2020 240,000.00 0.56 190.40 239,535.12 BRISTOL-MYERS SQUIBB CO(CALLABLE) CORPDTD 11/13/2020 0.537% 11/13/2023 110122DT2 690,000.00 A+ A2 11/9/2020 11/13/2020 690,000.00 0.54 494.04 690,010.35 GOLDMAN SACHS GROUP INCCORPORATE NOTESDTD 11/19/2020 0.627% 11/17/2023 38141GXL3 625,000.00 BBB+ A2 11/16/2020 11/19/2020 625,000.00 0.63 478.96 623,308.13 TOYOTA MOTOR CREDIT CORPCORPORATE NOTESDTD 01/11/2021 0.450% 01/11/2024 89236THU2 500,000.00 A+ A1 1/6/2021 1/11/2021 499,970.00 0.45 1,062.50 495,600.50 JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 03/04/2021 0.450% 01/17/2024 24422EVN6 400,000.00 A A2 3/1/2021 3/4/2021 399,716.00 0.48 820.00 394,399.60 MORGAN STANLEY CORP NOTES(CALLABLE)DTD 01/25/2021 0.529% 01/25/2024 6174468W2 575,000.00 BBB+ A1 1/20/2021 1/25/2021 575,000.00 0.53 1,318.09 572,815.00 NATIONAL RURAL UTIL COOPCORPORATE NOTESDTD 02/08/2021 0.350% 02/08/2024 63743HEU2 265,000.00 A- A2 2/1/2021 2/8/2021 264,817.15 0.37 368.42 260,874.22 BANK OF AMERICA CORP NOTEDTD 03/05/2018 3.550% 03/05/2024 06051GHF9 575,000.00 A- A2 9/24/2020 9/28/2020 611,949.50 1.62 6,577.36 591,368.53 JPMORGAN CHASE & COCORPORATE NOTES (CALDTD 03/16/2021 0.697% 03/16/2024 46647PBZ8 700,000.00 A- A2 3/9/2021 3/16/2021 700,000.00 0.70 1,423.04 698,376.00 25 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

ASTRAZENECA FINANCE LLC
(CALLABLE) CORPDTD 05/28/2021 0.700% 05/28/2024
04636NAC7 695,000.00 A- A3 5/25/2021 5/28/2021 694,937.45 0.70 445.96 688,647.70 TARGET CORP CORPORATE NOTESDTD 06/26/2014 3.500% 07/01/2024 87612EBD7 475,000.00 A A2 11/23/2021 11/29/2021 504,754.00 1.04 8,312.50 503,386.48

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 150,000.00 BBB+ A3 11/19/2021 11/23/2021 155,370.00 1.14 1,572.92 154,761.90

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 600,000.00 BBB+ A3 11/19/2021 11/23/2021 621,480.00 1.14 6,291.66 619,047.60 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 08/09/2021 0.500% 08/09/2024 69371RR40 160,000.00 A+ A1 8/3/2021 8/9/2021 159,913.60 0.52 315.56 157,349.76

AMERICAN HONDA FINANCE
CORPORATE NOTESDTD 09/09/2021 0.750% 08/09/2024
02665WDY4 230,000.00 A- A3 9/7/2021 9/9/2021 229,848.20 0.77 536.67 227,377.77 BMW US CAPITAL LLC CORPORATENOTESDTD 08/12/2021 0.750% 08/12/2024 05565EBU8 300,000.00 A A2 8/9/2021 8/12/2021 299,973.00 0.75 868.75 296,446.50 26 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Corporate
UNILEVER CAPITAL CORP(CALLABLE) CORPORADTD 08/12/2021 0.626% 08/12/2024 904764BN6 235,000.00 A+ A1 8/9/2021 8/12/2021 235,000.00 0.63 568.01 233,476.73 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 09/14/2021 0.600% 09/13/2024 14913R2P1 710,000.00 A A2 9/7/2021 9/14/2021 709,034.40 0.65 1,266.17 698,792.65 NESTLE HOLDINGS INC CORP NOTES(CALLABLEDTD 09/14/2021 0.606% 09/14/2024 641062AU8 1,075,000.00 AA- Aa3 9/7/2021 9/14/2021 1,075,000.00 0.61 1,936.25 1,057,490.40 BANK OF AMERICA CORP(CALLABLE) CORPORATDTD 10/21/2020 0.810% 10/24/2024 06051GJH3 525,000.00 A- A2 10/16/2020 10/21/2020 525,000.00 0.81 791.44 521,542.88 BANK OF NY MELLON CORP(CALLABLE) CORPORDTD 10/25/2021 0.850% 10/25/2024 06406RAX5 670,000.00 A A1 10/20/2021 10/25/2021 669,564.50 0.87 1,044.08 664,168.99 CITIGROUP INC CORPORATE NOTESDTD 10/30/2020 0.776% 10/30/2024 172967MT5 650,000.00 BBB+ A3 10/23/2020 10/30/2020 650,000.00 0.78 854.68 645,743.15 JPMORGAN CHASE & CO CORPNOTES (CALLABLEDTD 02/16/2021 0.563% 02/16/2025 46647PBY1 475,000.00 A- A2 2/9/2021 2/16/2021 475,000.00 0.56 1,002.84 467,915.38 CITIGROUP INC CORPORATE NOTESDTD 05/04/2021 0.981% 05/01/2025 172967MX6 230,000.00 BBB+ A3 4/27/2021 5/4/2021 230,000.00 0.98 376.05 227,921.72 JPMORGAN CHASE & COCORPORATE NOTESDTD 06/01/2021 0.824% 06/01/2025 46647PCH7 630,000.00 A- A2 5/24/2021 6/1/2021 630,000.00 0.82 432.60 622,478.43 BANK OF AMERICA CORP NOTES(CALLABLE)DTD 12/06/2021 1.530% 12/06/2025 06051GKE8 1,000,000.00 A- A2 12/1/2021 12/6/2021 1,000,000.00 1.53 1,062.50 1,000,725.00 Security Type Sub-Total 24,075,000.00 24,200,242.70 1.05 82,801.92 24,097,302.22 Agency CMBS
FHLMC MULTIFAMILY STRUCTURED PDTD 11/01/2015 2.716% 06/01/2022 3137BLUR7 630,762.22 AA+ Aaa 3/7/2019 3/12/2019 629,702.74 2.77 1,427.63 633,292.53 27 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Agency CMBS
FHLMC MULTIFAMILY STRUCTURED PDTD 12/01/2012 2.307% 08/01/2022 3137AWQH1 400,000.00 AA+ Aaa 9/6/2019 9/11/2019 404,656.25 1.89 769.00 403,100.25 FNA 2013-M1 A2DTD 01/01/2013 2.365% 08/01/2022
3136ABPW7 295,128.96 AA+ Aaa 9/10/2019 9/13/2019 297,400.06 2.09 581.56 295,128.96 FHLMC MULTIFAMILY STRUCTURED PDTD 12/01/2012 2.307% 08/01/2022 3137AWQH1 600,000.00 AA+ Aaa 9/4/2019 9/9/2019 608,859.38 1.78 1,153.50 604,650.38 FHLMC MULTIFAMILY STRUCTURED PDTD 05/01/2013 2.510% 11/01/2022 3137B1BS0 150,000.00 AA+ Aaa 2/6/2020 2/11/2020 152,718.75 1.83 313.75 151,817.29 FHLMC MULTIFAMILY STRUCTURED PDTD 05/01/2013 2.510% 11/01/2022 3137B1BS0 1,400,000.00 AA+ Aaa 8/12/2019 8/15/2019 1,425,812.50 1.92 2,928.33 1,416,961.36 FNA 2013-M7 A2DTD 05/01/2013 2.280% 12/01/2022
3136AEGQ4 227,098.41 AA+ Aaa 9/4/2019 9/9/2019 230,073.61 1.86 431.49 228,415.96 FHLMC MULTIFAMILY STRUCTURED PDTD 11/01/2013 2.669% 02/01/2023 3137B5JL8 130,961.50 AA+ Aaa 6/13/2018 6/18/2018 130,291.34 2.79 291.28 132,026.90 FHMS KP05 ADTD 12/01/2018 3.203% 07/01/2023
3137FKK39 19,317.00 AA+ Aaa 12/7/2018 12/17/2018 19,316.94 3.20 51.56 19,808.98 FHLMC MULTIFAMILY STRUCTURED PPOOLDTD 12/01/2017 2.951% 02/01/2024 3137FCM35 283,955.24 AA+ Aaa 8/16/2019 8/21/2019 290,654.82 2.39 698.29 288,080.19 FHMS KJ27 A1DTD 11/01/2019 2.092% 07/01/2024
3137FQ3V3 138,549.35 AA+ Aaa 11/20/2019 11/26/2019 138,546.04 2.09 241.54 140,209.97 Security Type Sub-Total 4,275,772.68 4,328,032.43 2.10 8,887.93 4,313,492.77 ABS
MBALT 2019-B A3DTD 11/20/2019 2.000% 10/17/2022
58769QAC5 92,105.45 AAA NR 11/13/2019 11/20/2019 92,090.81 2.01 81.87 92,282.19 VWALT 2019-A A3DTD 10/04/2019 1.990% 11/21/2022
92867XAD8 111,483.75 AAA NR 10/1/2019 10/4/2019 111,481.99 1.99 67.79 111,662.06 TOYOTA AUTO RECEIVABLES OWNERDTD 11/07/2018 3.180% 03/15/2023 89231PAD0 68,740.19 AAA Aaa 10/31/2018 11/7/2018 68,725.32 3.19 97.15 68,953.53 HAROT 2019-1 A3DTD 02/27/2019 2.830% 03/20/2023
43814WAC9 69,653.22 AAA NR 2/19/2019 2/27/2019 69,651.36 2.83 71.18 70,066.27 28 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
ABS
VALET 2018-2 A3DTD 11/21/2018 3.250% 04/20/2023
92869BAD4 55,716.15 AAA Aaa 11/15/2018 11/21/2018 55,713.81 3.25 55.33 55,844.69 GMCAR 2018-3 A3DTD 07/18/2018 3.020% 05/16/2023
36255JAD6 33,907.47 AAA NR 7/11/2018 7/18/2018 33,899.57 3.03 42.67 33,969.59 HYUNDAI AUTO RECEIVABLES TRUSTDTD 04/10/2019 2.660% 06/15/2023 44932NAD2 72,688.42 AAA NR 4/3/2019 4/10/2019 72,678.86 2.66 85.93 73,005.94 NAROT 2018-C A3DTD 12/12/2018 3.220% 06/15/2023
65478NAD7 137,987.17 AAA Aaa 12/4/2018 12/12/2018 137,960.73 3.22 197.47 138,619.97 CARMAX AUTO OWNER TRUSTDTD 07/25/2018 3.130% 06/15/2023 14313FAD1 32,262.56 AAA NR 7/18/2018 7/25/2018 32,258.16 3.13 44.88 32,351.10 HAROT 2019-3 A3DTD 08/27/2019 1.780% 08/15/2023
43815NAC8 149,420.01 AAA Aaa 8/20/2019 8/27/2019 149,418.77 1.78 118.21 150,166.14 GMALT 2020-3 A3DTD 09/29/2020 0.450% 08/21/2023
362569AC9 245,000.00 AAA Aaa 9/22/2020 9/29/2020 244,976.53 0.45 33.69 244,967.44 ALLYA 2019-1 A3
DTD 02/13/2019 2.910% 09/15/2023
02004WAC5 127,224.20 NR Aaa 2/5/2019 2/13/2019 127,208.83 2.91 164.54 127,865.22 NALT 2020-B A3DTD 09/29/2020 0.430% 10/16/2023
65480EAD3 275,000.00 AAA Aaa 9/22/2020 9/29/2020 274,971.70 0.43 52.56 275,016.17 MBALT 2020-B A3DTD 09/23/2020 0.400% 11/15/2023
58769EAC2 145,000.00 AAA NR 9/15/2020 9/23/2020 144,992.65 0.40 25.78 144,713.92 COPAR 2019-1 A3DTD 05/30/2019 2.510% 11/15/2023
14042WAC4 114,500.84 AAA Aaa 5/21/2019 5/30/2019 114,477.64 2.51 127.73 115,228.26 GMCAR 2019-1 A3DTD 01/16/2019 2.970% 11/16/2023
36256XAD4 130,215.02 NR Aaa 1/8/2019 1/16/2019 130,200.61 2.97 161.14 130,761.10 FIFTH THIRD AUTO TRUSTDTD 05/08/2019 2.640% 12/15/2023
31680YAD9 73,727.45 AAA Aaa 4/30/2019 5/8/2019 73,711.25 2.65 86.51 74,125.19 BMWLT 2021-1 A3DTD 03/10/2021 0.290% 01/25/2024
05591RAC8 270,000.00 AAA Aaa 3/2/2021 3/10/2021 269,991.44 0.29 13.05 269,244.73 HART 2019-B A3DTD 11/06/2019 1.940% 02/15/2024
44891JAC2 180,794.91 AAA NR 10/29/2019 11/6/2019 180,786.58 1.94 155.89 181,842.62 HDMOT 2019-A A3DTD 06/26/2019 2.340% 02/15/2024
41284WAC4 126,816.44 NR Aaa 6/19/2019 6/26/2019 126,806.63 2.34 131.89 127,305.06 GMALT 2021-1 A3DTD 02/24/2021 0.260% 02/20/2024
36261RAC2 350,000.00 NR Aaa 2/17/2021 2/24/2021 349,964.16 0.26 27.81 348,906.25 29 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
ABS
FORDO 2019-C A3DTD 11/22/2019 1.870% 03/15/2024
34531KAD4 291,398.70 AAA Aaa 11/19/2019 11/22/2019 291,381.97 1.87 242.18 293,303.86 TLOT 2021-A A3DTD 04/21/2021 0.390% 04/22/2024
89238EAC0 395,000.00 AAA Aaa 4/13/2021 4/21/2021 394,953.90 0.39 47.07 393,119.87 VZOT 2019-C A1ADTD 10/08/2019 1.940% 04/22/2024
92348AAA3 567,957.26 AAA NR 10/1/2019 10/8/2019 567,913.47 1.94 336.67 571,819.37 GMALT 2021-2 A3DTD 05/26/2021 0.340% 05/20/2024
380144AC9 560,000.00 AAA NR 5/18/2021 5/26/2021 559,912.08 0.35 58.18 557,437.89 ALLYA 2019-4 A3
DTD 12/11/2019 1.840% 06/17/2024
02007TAC9 229,290.75 AAA Aaa 12/4/2019 12/11/2019 229,251.27 1.84 187.51 230,670.03 NAROT 2019-C A3DTD 10/23/2019 1.930% 07/15/2024
65479JAD5 325,558.19 AAA Aaa 10/16/2019 10/23/2019 325,541.00 1.93 279.26 328,000.33 NAROT 2020-B A3DTD 06/30/2020 0.550% 07/15/2024
65479CAD0 416,965.14 AAA Aaa 6/23/2020 6/30/2020 416,953.72 0.55 101.92 417,011.17 VZOT 2020-A A1ADTD 01/29/2020 1.850% 07/22/2024
92348TAA2 375,000.00 AAA Aaa 1/21/2020 1/29/2020 374,956.09 1.85 211.98 377,579.44 GMCAR 2020-1 A3DTD 01/15/2020 1.840% 09/16/2024
36258NAC6 240,277.97 AAA Aaa 1/8/2020 1/15/2020 240,221.39 1.85 184.21 242,297.70 HDMOT 2020-A A3DTD 01/29/2020 1.870% 10/15/2024
41284UAD6 215,205.09 AAA Aaa 1/21/2020 1/29/2020 215,158.16 1.87 178.86 216,608.40 HAROT 2020-3 A3DTD 09/29/2020 0.370% 10/18/2024
43813KAC6 285,000.00 AAA NR 9/22/2020 9/29/2020 284,958.13 0.37 38.08 283,941.60 BMWOT 2020-A A3DTD 07/15/2020 0.480% 10/25/2024
09661RAD3 344,121.87 AAA NR 7/8/2020 7/15/2020 344,095.89 0.48 27.53 343,985.12 CARMX 2020-1 A3DTD 01/22/2020 1.890% 12/16/2024
14315XAC2 437,058.00 AAA NR 1/14/2020 1/22/2020 436,972.25 1.89 367.13 441,103.89 HART 2020-B A3DTD 07/22/2020 0.480% 12/16/2024
44933FAC0 325,000.00 AAA NR 7/14/2020 7/22/2020 324,939.16 0.48 69.33 324,929.41 MBART 2020-1 A3DTD 06/23/2020 0.550% 02/18/2025
58769VAC4 325,000.00 AAA NR 6/16/2020 6/23/2020 324,974.62 0.55 79.44 324,989.70 VZOT 2020-B ADTD 08/12/2020 0.470% 02/20/2025
92290BAA9 560,000.00 NR Aaa 8/4/2020 8/12/2020 559,882.40 0.47 80.42 558,490.80 CARMX 2020-3 A3DTD 07/22/2020 0.620% 03/17/2025
14315FAD9 325,000.00 AAA NR 7/14/2020 7/22/2020 324,944.30 0.62 89.56 324,930.06 30 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
ABS
GMCAR 2020-3 A3DTD 08/19/2020 0.450% 04/16/2025
362590AC5 600,000.00 NR Aaa 8/11/2020 8/19/2020 599,862.72 0.46 112.50 598,592.46 WOART 2020-B A3DTD 06/24/2020 0.630% 05/15/2025
98163WAC0 400,000.00 AAA NR 6/16/2020 6/24/2020 399,968.64 0.63 112.00 400,254.88 KCOT 2021-1A A3DTD 04/14/2021 0.620% 08/15/2025
50117TAC5 330,000.00 NR Aaa 4/6/2021 4/14/2021 329,932.48 0.62 90.93 326,899.02 CARMX 2020-4 A3DTD 10/21/2020 0.500% 08/15/2025
14316HAC6 350,000.00 AAA NR 10/14/2020 10/21/2020 349,922.97 0.50 77.78 348,350.94 HART 2021-A A3DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 315,000.00 AAA NR 4/20/2021 4/28/2021 314,966.86 0.38 53.20 311,911.24 KCOT 2021-2A A3DTD 07/28/2021 0.560% 11/17/2025
50117XAE2 555,000.00 NR Aaa 7/20/2021 7/28/2021 554,979.08 0.56 138.13 546,786.62 CARMX 2021-1 A3DTD 01/27/2021 0.340% 12/15/2025
14316NAC3 235,000.00 AAA NR 1/20/2021 1/27/2021 234,953.56 0.34 35.51 232,994.32 HAROT 2021-4 A3DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 430,000.00 NR Aaa 11/16/2021 11/24/2021 429,909.36 0.89 105.11 429,085.95 CARMX 2021-2 A3DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 475,000.00 AAA NR 4/13/2021 4/21/2021 474,897.64 0.52 109.78 470,959.84 TAOT 2021-D A3DTD 11/15/2021 0.710% 04/15/2026
89238JAC9 435,000.00 AAA NR 11/9/2021 11/15/2021 434,990.73 0.71 137.27 432,188.33 HART 2021-C A3DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 330,000.00 AAA NR 11/9/2021 11/17/2021 329,926.34 0.75 108.53 327,812.10 CARMX 2021-3 A3DTD 07/28/2021 0.550% 06/15/2026
14317DAC4 910,000.00 AAA Aaa 7/21/2021 7/28/2021 909,850.31 0.55 222.44 902,984.08 VALET 2021-1 A3DTD 12/13/2021 1.020% 06/22/2026
92868KAC7 570,000.00 AAA Aaa 12/7/2021 12/13/2021 569,977.66 1.02 177.65 570,037.05 DCENT 2021-A1 A1DTD 09/27/2021 0.580% 09/15/2026
254683CP8 405,000.00 AAA Aaa 9/20/2021 9/27/2021 404,913.29 0.58 104.40 398,775.43 COPAR 2021-1 A3DTD 10/27/2021 0.770% 09/15/2026
14044CAC6 425,000.00 AAA Aaa 10/19/2021 10/27/2021 424,991.97 0.77 145.44 421,813.61 GMCAR 2021-4 A3DTD 10/21/2021 0.680% 09/16/2026
362554AC1 360,000.00 AAA Aaa 10/13/2021 10/21/2021 359,990.82 0.68 102.00 357,241.10 WOART 2021-D A3DTD 11/03/2021 0.810% 10/15/2026
98163KAC6 520,000.00 AAA NR 10/26/2021 11/3/2021 519,929.18 0.81 187.20 517,054.72 31 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
BUY10/4/2021 10/6/2021 2,250,000.00 91282CDA6 US TREASURY NOTES 0.25% 9/30/2023 2,248,950.14 0.28%10/4/2021 10/6/2021 1,500,000.00 91282CCX7 US TREASURY N/B NOTES 0.37% 9/15/2024 1,494,408.34 0.51%10/7/2021 10/13/2021 1,500,000.00 91282CCX7 US TREASURY N/B NOTES 0.37% 9/15/2024 1,492,290.55 0.56%10/13/2021 10/18/2021 1,500,000.00 91282CDB4 US TREASURY N/B NOTES 0.62% 10/15/2024 1,499,315.55 0.64%10/13/2021 10/21/2021 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 359,990.82 0.68%10/19/2021 10/27/2021 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 424,991.97 0.77%10/20/2021 10/25/2021 670,000.00 06406RAX5 BANK OF NY MELLON CORP (CALLABLE) CORPOR 0.85% 10/25/2024 669,564.50 0.87%10/26/2021 11/3/2021 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 519,929.18 0.81%11/1/2021 11/4/2021 1,500,000.00 91282CDB4 US TREASURY N/B NOTES 0.62% 10/15/2024 1,493,132.30 0.79%11/1/2021 11/4/2021 1,500,000.00 91282CDD0 US TREASURY N/B NOTES 0.37% 10/31/2023 1,495,784.81 0.52%11/9/2021 11/17/2021 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 329,926.34 0.75%11/9/2021 11/15/2021 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 434,990.73 0.71%11/16/2021 11/24/2021 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 429,909.36 0.89%11/18/2021 11/30/2021 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/16/2026 894,876.67 1.04%11/19/2021 11/23/2021 600,000.00 025816CG2 AMERICAN EXPRESS CO CORP NOTES (CALLABLE 2.50% 7/30/2024 626,188.33 1.14%11/19/2021 11/23/2021 150,000.00 025816CG2 AMERICAN EXPRESS CO CORP NOTES (CALLABLE 2.50% 7/30/2024 156,547.08 1.14%11/23/2021 11/29/2021 475,000.00 87612EBD7 TARGET CORP CORPORATE NOTES 3.50% 7/1/2024 511,588.72 1.04% 33 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
BUY12/1/2021 12/6/2021 1,000,000.00 06051GKE8 BANK OF AMERICA CORP NOTES (CALLABLE) 1.53% 12/6/2025 1,000,000.00 1.53%12/2/2021 12/7/2021 1,700,000.00 91282CDH1 US TREASURY N/B NOTES 0.75% 11/15/2024 1,692,872.52 0.91%12/7/2021 12/13/2021 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 569,977.66 1.02%12/22/2021 12/27/2021 700,000.00 91282CDN8 US TREASURY N/B NOTES 1.00% 12/15/2024 701,133.11 0.96% Total BUY 19,010,000.00 19,046,368.68 0.00
INTEREST10/1/2021 10/25/2021 1,000,000.00 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,922.5010/1/2021 10/1/2021 MONEY0002 MONEY MARKET FUND 5.6510/1/2021 10/25/2021 404,232.39 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 824.4910/1/2021 10/25/2021 308,272.93 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 4,913.1610/1/2021 10/25/2021 767,288.15 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 1,736.6310/1/2021 10/1/2021 1,025,000.00 46647PBB1 JPMORGAN CHASE & CO BONDS 3.20% 4/1/2023 16,435.8810/1/2021 10/25/2021 328,340.42 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 866.2810/1/2021 10/25/2021 1,550,000.00 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,242.0810/1/2021 10/25/2021 170,274.59 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 378.7210/1/2021 10/25/2021 54,029.19 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 144.2110/1/2021 10/25/2021 325,363.52 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 800.12 34 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST10/1/2021 10/25/2021 1,290,816.98 3137ASNJ9 FHMS K019 A2 2.27% 3/1/2022 2,443.9510/5/2021 10/5/2021 75,000.00 61772BAA1 MORGAN STANLEY CORP NOTES (CALLABLE) 0.73% 4/5/2024 248.2410/15/2021 10/15/2021 164,423.51 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 343.9210/15/2021 10/15/2021 13,928.82 65478LAD1 NALT 2019-B A3 2.27% 7/15/2022 26.3510/15/2021 10/15/2021 300,967.28 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 461.4810/15/2021 10/15/2021 279,234.71 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 435.1410/15/2021 10/15/2021 1,500,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 937.5010/15/2021 10/15/2021 415,166.16 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 667.7310/15/2021 10/15/2021 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 117.4510/15/2021 10/15/2021 231,429.68 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 621.0010/15/2021 10/15/2021 350,000.00 20030NCR0 COMCAST CORP (CALLABLE) CORPORATE NOTES 3.70% 4/15/2024 6,475.0010/15/2021 10/15/2021 325,000.00 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 148.9610/15/2021 10/15/2021 275,000.00 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 98.5410/15/2021 10/15/2021 49,994.66 58772RAD6 MBART 2018-1 A3 3.03% 1/15/2023 126.2410/15/2021 10/15/2021 199,131.44 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 482.8910/15/2021 10/15/2021 201,288.60 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 392.5110/15/2021 10/15/2021 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.00 35 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST10/15/2021 10/15/2021 199,331.85 58769QAC5 MBALT 2019-B A3 2.00% 10/17/2022 332.2210/15/2021 10/15/2021 145,000.00 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 48.3310/15/2021 10/15/2021 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.5810/15/2021 10/15/2021 1,125,000.00 91282CBV2 US TREASURY N/B NOTES 0.37% 4/15/2024 2,109.3810/15/2021 10/15/2021 397,341.34 65479KAD2 NAROT 2019-A A3 2.90% 10/15/2023 960.2410/15/2021 10/15/2021 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.8310/15/2021 10/15/2021 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.8310/15/2021 10/15/2021 135,873.86 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 360.0710/15/2021 10/15/2021 72,269.43 14313FAD1 CARMAX AUTO OWNER TRUST 3.13% 6/15/2023 188.5010/15/2021 10/15/2021 400,000.00 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 210.0010/15/2021 10/15/2021 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.0810/15/2021 10/15/2021 203,190.04 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 301.4010/15/2021 10/15/2021 475,000.00 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 748.1310/15/2021 10/15/2021 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.7510/15/2021 10/15/2021 475,000.00 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 217.7110/15/2021 10/15/2021 110,473.28 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 243.0410/15/2021 10/15/2021 325,000.00 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 130.00 36 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST10/15/2021 10/15/2021 325,000.00 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 167.9210/15/2021 10/15/2021 308,543.64 89238UAD2 TAOT 2019-C A3 1.91% 9/15/2023 491.1010/15/2021 10/15/2021 120,339.02 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 266.7510/15/2021 10/15/2021 377,458.36 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 588.2110/15/2021 10/15/2021 675,000.00 254683CM5 DCENT 2019-A3 A 1.89% 10/15/2024 1,063.1310/15/2021 10/15/2021 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.5010/15/2021 10/15/2021 241,986.68 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 391.2110/16/2021 10/16/2021 1,150,000.00 3137EAEY1 FREDDIE MAC NOTES 0.12% 10/16/2023 718.7510/16/2021 10/16/2021 301,765.74 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 462.7110/16/2021 10/16/2021 82,166.84 36255JAD6 GMCAR 2018-3 A3 3.02% 5/16/2023 206.7910/16/2021 10/16/2021 600,000.00 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 225.0010/16/2021 10/16/2021 216,548.13 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 535.9610/18/2021 10/18/2021 111,096.30 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 262.0010/18/2021 10/18/2021 285,000.00 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 87.8810/20/2021 10/20/2021 375,000.00 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 578.1310/20/2021 10/20/2021 725,000.00 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 1,172.0810/20/2021 10/20/2021 244,804.37 92867XAD8 VWALT 2019-A A3 1.99% 11/21/2022 405.97 37 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST10/20/2021 10/20/2021 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.3310/20/2021 10/20/2021 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.3810/20/2021 10/20/2021 2,880,000.00 3137EAEQ8 FREDDIE MAC NOTES 0.37% 4/20/2023 5,400.0010/20/2021 10/20/2021 350,000.00 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 75.8310/20/2021 10/20/2021 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.6710/20/2021 10/20/2021 1,035,000.00 459058JV6 INTL BK OF RECON AND DEV NOTE 0.12% 4/20/2023 652.0510/20/2021 10/20/2021 245,000.00 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 91.8810/20/2021 10/20/2021 136,534.10 92869BAD4 VALET 2018-2 A3 3.25% 4/20/2023 369.7810/24/2021 10/24/2021 525,000.00 06051GJH3 BANK OF AMERICA CORP (CALLABLE) CORPORAT 0.81% 10/24/2024 2,126.2510/25/2021 10/25/2021 270,000.00 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.2510/25/2021 10/25/2021 375,000.00 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 150.0010/30/2021 10/30/2021 650,000.00 172967MT5 CITIGROUP INC CORPORATE NOTES 0.77% 10/30/2024 2,522.0010/31/2021 10/31/2021 2,000,000.00 912828X70 US TREASURY NOTES 2.00% 4/30/2024 20,000.0010/31/2021 10/31/2021 1,800,000.00 912828YM6 US TREASURY NOTES 1.50% 10/31/2024 13,500.0011/1/2021 11/1/2021 360,000.00 605581MY0 MS ST TXBL GO BONDS 0.42% 11/1/2023 759.6011/1/2021 11/25/2021 1,550,000.00 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,242.0811/1/2021 11/25/2021 270,017.42 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 627.14 38 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST11/1/2021 11/25/2021 365,622.62 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 738.8811/1/2021 11/25/2021 139,484.79 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 243.1711/1/2021 11/25/2021 1,245,045.98 3137ASNJ9 FHMS K019 A2 2.27% 3/1/2022 2,357.2911/1/2021 11/1/2021 365,000.00 713448EY0 PEPSICO INC CORPORATE NOTES 0.75% 5/1/2023 1,368.7511/1/2021 11/25/2021 295,402.78 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 726.4411/1/2021 11/25/2021 765,840.80 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 1,733.3511/1/2021 11/1/2021 230,000.00 172967MX6 CITIGROUP INC CORPORATE NOTES 0.98% 5/1/2025 1,109.3511/1/2021 11/25/2021 1,000,000.00 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,922.5011/1/2021 11/1/2021 MONEY0002 MONEY MARKET FUND 7.9611/1/2021 11/25/2021 156,983.18 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 349.1611/1/2021 11/1/2021 400,000.00 13077DNB4 CA ST UNIV TXBL REV BONDS 0.47% 11/1/2023 950.0011/1/2021 11/25/2021 19,417.61 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.8311/5/2021 11/5/2021 2,750,000.00 3137EAER6 FREDDIE MAC NOTES 0.37% 5/5/2023 5,156.2511/6/2021 11/6/2021 2,980,000.00 3137EAEZ8 FREDDIE MAC NOTES 0.25% 11/6/2023 3,725.0011/10/2021 11/10/2021 575,000.00 02665WDH1 AMERICAN HONDA FINANCE 1.95% 5/10/2023 5,606.2511/10/2021 11/10/2021 240,000.00 6174468T9 MORGAN STANLEY CORPORATE NOTES 0.56% 11/10/2023 672.0011/11/2021 11/11/2021 335,000.00 166764BV1 CHEVRON CORP CORPORATE NOTES 1.14% 5/11/2023 1,911.18 39 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST11/11/2021 11/11/2021 710,000.00 037833DV9 APPLE INC CORPORATE NOTES 0.75% 5/11/2023 2,662.5011/12/2021 11/12/2021 1,060,000.00 023135BW5 AMAZON.COM INC CORPORATE NOTES 0.45% 5/12/2024 2,385.0011/13/2021 11/13/2021 690,000.00 110122DT2 BRISTOL-MYERS SQUIBB CO (CALLABLE) CORP 0.53% 11/13/2023 1,852.6511/15/2021 11/15/2021 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.8311/15/2021 11/15/2021 675,000.00 254683CM5 DCENT 2019-A3 A 1.89% 10/15/2024 1,063.1311/15/2021 11/15/2021 112,369.46 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 297.7811/15/2021 11/15/2021 325,000.00 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 130.0011/15/2021 11/15/2021 184,547.83 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 273.7511/15/2021 11/15/2021 475,000.00 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 217.7111/15/2021 11/15/2021 104,092.99 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 230.7411/15/2021 11/15/2021 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.7511/15/2021 11/15/2021 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.5011/15/2021 11/15/2021 475,000.00 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 748.1311/15/2021 11/15/2021 221,042.79 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 357.3511/15/2021 11/15/2021 58,722.46 14313FAD1 CARMAX AUTO OWNER TRUST 3.13% 6/15/2023 153.1711/15/2021 11/15/2021 256,511.53 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 399.7311/15/2021 11/15/2021 145,000.00 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 48.33 40 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST11/15/2021 11/15/2021 348,150.06 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 542.5311/15/2021 11/15/2021 325,000.00 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 148.9611/15/2021 11/15/2021 500,000.00 91324PEB4 UNITEDHEALTH GROUP INC (CALLABLE) CORP N 0.55% 5/15/2024 1,344.4411/15/2021 11/15/2021 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 163.6211/15/2021 11/15/2021 97,713.77 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 214.9711/15/2021 11/15/2021 325,000.00 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 167.9211/15/2021 11/15/2021 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.0011/15/2021 11/15/2021 165,218.26 58769QAC5 MBALT 2019-B A3 2.00% 10/17/2022 275.3611/15/2021 11/15/2021 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.5811/15/2021 11/15/2021 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.7511/15/2021 11/15/2021 275,000.00 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 98.5411/15/2021 11/15/2021 1,250,000.00 912828ZP8 US TREASURY NOTES 0.12% 5/15/2023 781.2511/15/2021 11/15/2021 383,808.87 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 617.2911/15/2021 11/15/2021 174,662.69 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 340.5911/15/2021 11/15/2021 276,389.74 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 423.8011/15/2021 11/15/2021 400,000.00 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 210.0011/15/2021 11/15/2021 27,502.24 58772RAD6 MBART 2018-1 A3 3.03% 1/15/2023 69.44 41 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST11/15/2021 11/15/2021 147,082.06 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 307.6511/15/2021 11/15/2021 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.8311/15/2021 11/15/2021 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.0811/15/2021 11/15/2021 199,193.97 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 534.5011/15/2021 11/15/2021 174,338.77 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 422.7711/15/2021 11/15/2021 2,235,000.00 91282CAW1 US TREASURY NOTES 0.25% 11/15/2023 2,793.7511/16/2021 11/16/2021 187,914.80 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 465.0911/16/2021 11/16/2021 65,518.50 36255JAD6 GMCAR 2018-3 A3 3.02% 5/16/2023 164.8911/16/2021 11/16/2021 281,121.46 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 431.0511/16/2021 11/16/2021 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 170.0011/16/2021 11/16/2021 600,000.00 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 225.0011/17/2021 11/17/2021 625,000.00 38141GXL3 GOLDMAN SACHS GROUP INC CORPORATE NOTES 0.62% 11/17/2023 1,959.3811/18/2021 11/18/2021 96,365.81 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 227.2611/18/2021 11/18/2021 285,000.00 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 87.8811/19/2021 11/19/2021 200,000.00 61744YAH1 MORGAN STANLEY CORP NOTES 2.75% 5/19/2022 2,750.0011/20/2021 11/20/2021 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.3311/20/2021 11/20/2021 375,000.00 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 578.13 42 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST11/20/2021 11/20/2021 108,401.59 92869BAD4 VALET 2018-2 A3 3.25% 4/20/2023 293.5911/20/2021 11/20/2021 198,699.52 92867XAD8 VWALT 2019-A A3 1.99% 11/21/2022 329.5111/20/2021 11/20/2021 350,000.00 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 75.8311/20/2021 11/20/2021 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.6711/20/2021 11/20/2021 245,000.00 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 91.8811/20/2021 11/20/2021 725,000.00 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 1,172.0811/20/2021 11/20/2021 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.3811/22/2021 11/22/2021 3,140,000.00 3135G04Q3 FANNIE MAE NOTES 0.25% 5/22/2023 3,925.0011/24/2021 11/24/2021 1,100,000.00 4581X0DM7 INTER-AMERICAN DEVEL BK NOTES 0.50% 5/24/2023 2,750.0011/24/2021 11/24/2021 960,000.00 459058JM6 INTL BK RECON & DEVELOP NOTES 0.25% 11/24/2023 1,200.0011/25/2021 11/25/2021 270,000.00 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.2511/25/2021 11/25/2021 375,000.00 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 150.0011/28/2021 11/28/2021 695,000.00 04636NAC7 ASTRAZENECA FINANCE LLC (CALLABLE) CORP 0.70% 5/28/2024 2,432.5011/30/2021 11/30/2021 2,950,000.00 912828YV6 US TREASURY NOTES 1.50% 11/30/2024 22,125.0012/1/2021 12/25/2021 289,886.59 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 712.8812/1/2021 12/1/2021 225,000.00 13067WQZ8 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.34% 12/1/2022 392.6312/1/2021 12/25/2021 19,369.10 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.70 43 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST12/1/2021 12/1/2021 100,000.00 13067WRA2 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.41% 12/1/2023 207.0012/1/2021 12/25/2021 747,549.83 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 1,691.9512/1/2021 12/25/2021 338,172.79 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 666.3812/1/2021 12/1/2021 630,000.00 46647PCH7 JPMORGAN CHASE & CO CORPORATE NOTES 0.82% 6/1/2025 2,595.6012/1/2021 12/1/2021 MONEY0002 MONEY MARKET FUND 17.1512/1/2021 12/25/2021 139,045.09 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 242.4012/1/2021 12/25/2021 1,000,000.00 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,922.5012/1/2021 12/25/2021 144,336.96 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 321.0312/1/2021 12/25/2021 1,550,000.00 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,242.0812/1/2021 12/25/2021 243,568.36 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 513.0412/2/2021 12/2/2021 1,525,000.00 23341VZT1 DNB BANK ASA/NY LT CD 2.04% 12/2/2022 15,814.2512/3/2021 12/3/2021 775,000.00 023135BP0 AMAZON.COM INC CORPORATE NOTES 0.40% 6/3/2023 1,550.0012/4/2021 12/4/2021 2,400,000.00 3137EAFA2 FREDDIE MAC NOTES 0.25% 12/4/2023 3,000.0012/8/2021 12/8/2021 200,000.00 69371RQ82 PACCAR FINANCIAL CORP CORPORATE NOTES 0.80% 6/8/2023 800.0012/9/2021 12/9/2021 1,175,000.00 3133834G3 FEDERAL HOME LOAN BANKS NOTES 2.12% 6/9/2023 12,484.3812/15/2021 12/15/2021 275,000.00 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 98.5412/15/2021 12/15/2021 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.38 44 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST12/15/2021 12/15/2021 5,934.39 58772RAD6 MBART 2018-1 A3 3.03% 1/15/2023 14.9812/15/2021 12/15/2021 325,000.00 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 130.0012/15/2021 12/15/2021 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.7512/15/2021 12/15/2021 149,748.85 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 292.0112/15/2021 12/15/2021 325,000.00 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 148.9612/15/2021 12/15/2021 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.5812/15/2021 12/15/2021 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.5012/15/2021 12/15/2021 87,641.31 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 194.2712/15/2021 12/15/2021 130,551.17 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 273.0712/15/2021 12/15/2021 200,285.04 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 323.7912/15/2021 12/15/2021 354,745.96 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 570.5512/15/2021 12/15/2021 145,000.00 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 48.3312/15/2021 12/15/2021 168,539.07 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 452.2512/15/2021 12/15/2021 449,320.49 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 205.9412/15/2021 12/15/2021 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.0012/15/2021 12/15/2021 45,350.10 14313FAD1 CARMAX AUTO OWNER TRUST 3.13% 6/15/2023 118.2912/15/2021 12/15/2021 465,818.10 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 733.66 45 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST12/15/2021 12/15/2021 90,364.56 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 239.4712/15/2021 12/15/2021 325,000.00 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 167.9212/15/2021 12/15/2021 131,633.17 58769QAC5 MBALT 2019-B A3 2.00% 10/17/2022 219.3912/15/2021 12/15/2021 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.7112/15/2021 12/15/2021 2,700,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 3,375.0012/15/2021 12/15/2021 85,341.77 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 187.7512/15/2021 12/15/2021 400,000.00 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 210.0012/15/2021 12/15/2021 8,225,000.00 91282CCG4 US TREASURY N/B NOTES 0.25% 6/15/2024 10,281.2512/15/2021 12/15/2021 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.0812/15/2021 12/15/2021 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.7512/15/2021 12/15/2021 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 189.9312/15/2021 12/15/2021 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 491.4012/15/2021 12/15/2021 252,259.88 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 386.8012/15/2021 12/15/2021 150,003.87 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 363.7612/15/2021 12/15/2021 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.8312/15/2021 12/15/2021 234,599.73 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 365.5812/15/2021 12/15/2021 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.83 46 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST12/15/2021 12/15/2021 319,505.16 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 497.9012/15/2021 12/15/2021 166,843.81 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 247.4812/15/2021 12/15/2021 1,425,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 890.6312/16/2021 12/16/2021 260,193.95 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 398.9612/16/2021 12/16/2021 600,000.00 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 225.0012/16/2021 12/16/2021 159,362.89 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 394.4212/16/2021 12/16/2021 49,249.04 36255JAD6 GMCAR 2018-3 A3 3.02% 5/16/2023 123.9412/16/2021 12/16/2021 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.0012/18/2021 12/18/2021 82,719.41 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 195.0812/18/2021 12/18/2021 285,000.00 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 87.8812/20/2021 12/20/2021 642,733.62 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 1,039.0912/20/2021 12/20/2021 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.6712/20/2021 12/20/2021 245,000.00 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 91.8812/20/2021 12/20/2021 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.3812/20/2021 12/20/2021 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.3312/20/2021 12/20/2021 350,000.00 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 75.8312/20/2021 12/20/2021 156,845.36 92867XAD8 VWALT 2019-A A3 1.99% 11/21/2022 260.10 47 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST12/20/2021 12/20/2021 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 113.0512/20/2021 12/20/2021 375,000.00 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 578.1312/20/2021 12/20/2021 82,463.31 92869BAD4 VALET 2018-2 A3 3.25% 4/20/2023 223.3412/21/2021 12/21/2021 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 283.8012/25/2021 12/25/2021 370,621.25 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 148.2512/25/2021 12/25/2021 270,000.00 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.2512/26/2021 12/26/2021 2,850,000.00 3137EAES4 FREDDIE MAC NOTES 0.25% 6/26/2023 3,562.5012/31/2021 12/31/2021 750,000.00 912828S35 US TREASURY NOTES 1.37% 6/30/2023 5,156.25 Total INTEREST 128,535,694.34 286,632.18 0.00
MATURITY11/4/2021 11/4/2021 320,000.00 17308CC46 CITIGROUP INC CORP NOTE (CALLED,OMD 11/4 2.31% 11/4/2021 323,699.20 Total MATURITY 320,000.00 323,699.20 0.00
PAYDOWNS10/1/2021 10/25/2021 29,960.74 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 29,960.7410/1/2021 10/25/2021 45,771.00 3137ASNJ9 FHMS K019 A2 2.27% 3/1/2022 45,771.0010/1/2021 10/25/2021 1,447.35 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 1,447.3510/1/2021 10/25/2021 38,609.77 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 38,609.77 48 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS10/1/2021 10/25/2021 34,611.58 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 34,611.5810/1/2021 10/25/2021 168,788.14 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 168,788.1410/1/2021 10/25/2021 58,323.00 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 58,323.0010/1/2021 10/25/2021 13,291.41 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 13,291.4110/15/2021 10/15/2021 17,341.45 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 17,341.4510/15/2021 10/15/2021 22,492.42 58772RAD6 MBART 2018-1 A3 3.03% 1/15/2023 22,492.4210/15/2021 10/15/2021 24,792.67 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 24,792.6710/15/2021 10/15/2021 29,288.95 89238UAD2 TAOT 2019-C A3 1.91% 9/15/2023 29,288.9510/15/2021 10/15/2021 12,759.51 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 12,759.5110/15/2021 10/15/2021 26,625.91 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 26,625.9110/15/2021 10/15/2021 13,546.97 14313FAD1 CARMAX AUTO OWNER TRUST 3.13% 6/15/2023 13,546.9710/15/2021 10/15/2021 13,928.82 65478LAD1 NALT 2019-B A3 2.27% 7/15/2022 13,928.8210/15/2021 10/15/2021 24,577.54 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 24,577.5410/15/2021 10/15/2021 34,113.59 58769QAC5 MBALT 2019-B A3 2.00% 10/17/2022 34,113.5910/15/2021 10/15/2021 16,246.03 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 16,246.0310/15/2021 10/15/2021 20,943.89 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 20,943.8910/15/2021 10/15/2021 32,235.71 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 32,235.71 49 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS10/15/2021 10/15/2021 22,723.18 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 22,723.1810/15/2021 10/15/2021 29,308.30 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 29,308.3010/15/2021 10/15/2021 23,504.40 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 23,504.4010/15/2021 10/15/2021 31,357.29 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 31,357.2910/15/2021 10/15/2021 18,642.21 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 18,642.2110/15/2021 10/15/2021 43,590.17 65479KAD2 NAROT 2019-A A3 2.90% 10/15/2023 43,590.1710/16/2021 10/16/2021 20,644.28 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 20,644.2810/16/2021 10/16/2021 16,648.34 36255JAD6 GMCAR 2018-3 A3 3.02% 5/16/2023 16,648.3410/16/2021 10/16/2021 28,633.33 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 28,633.3310/18/2021 10/18/2021 14,730.49 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 14,730.4910/20/2021 10/20/2021 46,104.85 92867XAD8 VWALT 2019-A A3 1.99% 11/21/2022 46,104.8510/20/2021 10/20/2021 28,132.51 92869BAD4 VALET 2018-2 A3 3.25% 4/20/2023 28,132.5111/1/2021 11/25/2021 27,449.83 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 27,449.8311/1/2021 11/25/2021 48.51 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 48.5111/1/2021 11/25/2021 5,516.19 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,516.1911/1/2021 11/25/2021 26,449.06 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 26,449.0611/1/2021 11/25/2021 439.70 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 439.70 50 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS11/1/2021 11/25/2021 12,646.22 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 12,646.2211/1/2021 11/25/2021 18,290.97 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 18,290.9711/15/2021 11/15/2021 12,372.00 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 12,372.0011/15/2021 11/15/2021 22,004.90 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 22,004.9011/15/2021 11/15/2021 33,585.09 58769QAC5 MBALT 2019-B A3 2.00% 10/17/2022 33,585.0911/15/2021 11/15/2021 9,181.90 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 9,181.9011/15/2021 11/15/2021 17,704.02 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 17,704.0211/15/2021 11/15/2021 24,913.84 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 24,913.8411/15/2021 11/15/2021 13,372.36 14313FAD1 CARMAX AUTO OWNER TRUST 3.13% 6/15/2023 13,372.3611/15/2021 11/15/2021 16,451.68 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 16,451.6811/15/2021 11/15/2021 20,757.75 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 20,757.7511/15/2021 11/15/2021 21,911.80 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 21,911.8011/15/2021 11/15/2021 24,334.90 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 24,334.9011/15/2021 11/15/2021 24,129.86 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 24,129.8611/15/2021 11/15/2021 16,530.89 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 16,530.8911/15/2021 11/15/2021 25,679.51 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 25,679.5111/15/2021 11/15/2021 30,654.90 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 30,654.90 51 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS11/15/2021 11/15/2021 28,644.90 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 28,644.9011/15/2021 11/15/2021 29,062.91 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 29,062.9111/15/2021 11/15/2021 21,567.85 58772RAD6 MBART 2018-1 A3 3.03% 1/15/2023 21,567.8511/16/2021 11/16/2021 16,269.46 36255JAD6 GMCAR 2018-3 A3 3.02% 5/16/2023 16,269.4611/16/2021 11/16/2021 20,927.51 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 20,927.5111/16/2021 11/16/2021 28,551.91 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 28,551.9111/17/2021 12/11/2021 65,537.17 3137ASNJ9 FHMS K019 A2 2.27% 3/1/2022 65,537.1711/18/2021 11/18/2021 13,646.40 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 13,646.4011/20/2021 11/20/2021 25,938.28 92869BAD4 VALET 2018-2 A3 3.25% 4/20/2023 25,938.2811/20/2021 11/20/2021 82,266.38 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 82,266.3811/20/2021 11/20/2021 41,854.16 92867XAD8 VWALT 2019-A A3 1.99% 11/21/2022 41,854.1611/25/2021 11/25/2021 4,378.75 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 4,378.7512/1/2021 12/25/2021 13,375.46 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 13,375.4612/1/2021 12/25/2021 16,469.95 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 16,469.9512/1/2021 12/25/2021 495.74 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 495.7412/1/2021 12/25/2021 5,931.35 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,931.3512/1/2021 12/25/2021 52.10 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 52.10 52 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS12/1/2021 12/25/2021 116,787.61 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 116,787.6112/1/2021 12/25/2021 43,043.83 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 43,043.8312/15/2021 12/15/2021 16,050.33 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 16,050.3312/15/2021 12/15/2021 22,969.13 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 22,969.1312/15/2021 12/15/2021 30,551.90 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 30,551.9012/15/2021 12/15/2021 29,187.77 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 29,187.7712/15/2021 12/15/2021 5,934.39 58772RAD6 MBART 2018-1 A3 3.03% 1/15/2023 5,934.3912/15/2021 12/15/2021 32,355.35 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 32,355.3512/15/2021 12/15/2021 39,527.72 58769QAC5 MBALT 2019-B A3 2.00% 10/17/2022 39,527.7212/15/2021 12/15/2021 22,932.41 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 22,932.4112/15/2021 12/15/2021 28,106.46 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 28,106.4612/15/2021 12/15/2021 28,760.10 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 28,760.1012/15/2021 12/15/2021 19,394.64 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 19,394.6412/15/2021 12/15/2021 19,490.13 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 19,490.1312/15/2021 12/15/2021 21,624.37 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 21,624.3712/15/2021 12/15/2021 22,779.67 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 22,779.6712/15/2021 12/15/2021 13,087.54 14313FAD1 CARMAX AUTO OWNER TRUST 3.13% 6/15/2023 13,087.54 53 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS12/15/2021 12/15/2021 14,952.89 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 14,952.8912/15/2021 12/15/2021 11,614.32 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 11,614.3212/15/2021 12/15/2021 17,423.80 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 17,423.8012/16/2021 12/16/2021 15,341.57 36255JAD6 GMCAR 2018-3 A3 3.02% 5/16/2023 15,341.5712/16/2021 12/16/2021 29,147.87 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 29,147.8712/16/2021 12/16/2021 19,915.98 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 19,915.9812/18/2021 12/18/2021 13,066.19 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 13,066.1912/20/2021 12/20/2021 45,361.61 92867XAD8 VWALT 2019-A A3 1.99% 11/21/2022 45,361.6112/20/2021 12/20/2021 26,747.16 92869BAD4 VALET 2018-2 A3 3.25% 4/20/2023 26,747.1612/20/2021 12/20/2021 74,776.36 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 74,776.3612/25/2021 12/25/2021 26,499.38 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 26,499.38 Total PAYDOWNS 2,630,542.44 2,630,542.44 0.00
SELL10/4/2021 10/6/2021 1,200,000.00 86565CKU2 SUMITOMO MITSUI BANK NY CERT DEPOS 0.70% 7/8/2022 1,206,584.40 4,484.4010/4/2021 10/6/2021 600,000.00 69371RQ33 PACCAR FINANCIAL CORP 2.00% 9/26/2022 611,133.33 11,037.1010/4/2021 10/6/2021 1,525,000.00 65558TLL7 NORDEA BANK ABP NEW YORK CERT DEPOS 1.85% 8/26/2022 1,550,966.09 22,753.0010/4/2021 10/6/2021 375,000.00 92826CAG7 VISA INC (CALLABLE) NOTE 2.15% 9/15/2022 381,897.81 7,833.71 54 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
SELL10/8/2021 10/13/2021 375,000.00 91282CAX9 US TREASURY NOTES 0.12% 11/30/2022 375,143.60 170.4210/8/2021 10/13/2021 225,000.00 912828TY6 US TREASURY NOTES 1.62% 11/15/2022 230,191.66 3,776.5710/8/2021 10/13/2021 735,000.00 912828Z29 US TREASURY NOTES 1.50% 1/15/2023 750,042.03 10,801.0810/15/2021 10/18/2021 450,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 460,637.83 8,457.8510/15/2021 10/18/2021 975,000.00 912828Z29 US TREASURY NOTES 1.50% 1/15/2023 994,619.23 15,148.8810/15/2021 10/18/2021 390,000.00 912828Z29 US TREASURY NOTES 1.50% 1/15/2023 397,847.69 5,526.8310/22/2021 10/25/2021 45,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 46,038.34 806.0910/22/2021 10/25/2021 55,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 56,269.07 950.9710/27/2021 10/27/2021 350,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 358,109.20 6,054.1711/1/2021 11/3/2021 1,525,000.00 83050PDR7 SKANDINAV ENSKILDA BANK LT CD 1.86% 8/26/2022 1,550,081.92 19,645.2911/2/2021 11/4/2021 550,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 562,887.82 9,465.3511/2/2021 11/4/2021 279,254.69 89238UAD2 TAOT 2019-C A3 1.91% 9/15/2023 281,390.62 1,855.4711/2/2021 11/4/2021 353,751.17 65479KAD2 NAROT 2019-A A3 2.90% 10/15/2023 357,484.68 3,214.3911/12/2021 11/15/2021 380,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 388,672.62 6,124.5211/15/2021 11/17/2021 675,000.00 254683CM5 DCENT 2019-A3 A 1.89% 10/15/2024 684,510.33 9,524.5511/15/2021 11/17/2021 1,179,508.81 3137ASNJ9 FHMS K019 A2 2.27% 3/1/2022 1,183,971.15 4,765.4111/19/2021 11/23/2021 25,000.00 912828P38 US TREASURY NOTES 1.75% 1/31/2023 25,577.15 400.73 55 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Appendix
|
Important Disclosures
This material is for general information purposes only and is not intended to provide specific advice or a specific recommendation, as it was prepared without regard to any specific objectives or financial circumstances.Investment advisory services are provided by PFM Asset Management LLC ("PFMAM"), an investment adviser registered with the U.S. Securities and Exchange Commission and a subsidiary of U.S. Bancorp Asset Management, Inc. ("USBAM"). USBAM is a subsidiary of U.S. Bank National Association ("U.S. Bank"). U.S. Bankis a separate entity and subsidiary of U.S. Bancorp. U.S. Bank is not responsible for and does not guarantee the products, services or performance of PFMAM. The information contained is not an offer to purchase or sell any securities. Additional applicable regulatory information is available upon request.PFMAM professionals have exercised reasonable professional care in the preparation of this performance report. Information in this report is obtained from sourcesexternal to PFMAM and is generally believed to be reliable and available to the public; however, we cannot guarantee its accuracy, completeness or suitability. We rely on the client's custodian for security holdings and market values. Transaction dates reported by the custodian may differ from money manager statements. While efforts are made to ensure the data contained herein is accurate and complete, we disclaim all responsibility for any errors that may occur. References to particular issuers arefor illustrative purposes only and are not intended to be recommendations or advice regarding such issuers. Fixed income manager and index characteristics are gathered from external sources. When average credit quality is not available, it is estimated by taking the market value weights of individual credit tiers on the portion ofthe strategy rated by a NRSRO.It is not possible to invest directly in an index. The index returns shown throughout this material do not represent the results of actual trading of investor assets.

Third-party providers maintain the indices shown and calculate the index levels and performance shown or discussed. Index returns do not reflect payment of any salescharges or fees an investor would pay to purchase the securities they represent. The imposition of these fees and charges would cause investment performance to belower than the performance shown.The views expressed within this material constitute the perspective and judgment of PFMAM at the time of distribution and are subject to change. Any forecast,projection, or prediction of the market, the economy, economic trends, and equity or fixed-income markets are based upon certain assumptions and current opinion asof the date of issue and are also subject to change. Some, but not all assumptions are noted in the report. Assumptions may or may not be proven correct as actualevents occur, and results may depend on events outside of your or our control. Changes in assumptions may have a material effect on results. Opinions and datapresented are not necessarily indicative of future events or expected performance.For more information regarding PFMAM's services or entities, please visit www.pfmam.com.© 2022 PFM Asset Management LLC. Further distribution is not permitted without prior written consent. 57 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Appendix
|
Important Disclosures
Market values that include accrued interest are derived from closing bid prices as of the last business day of the month as supplied by Refinitiv, Bloomberg, or Telerate. Where prices are not available from generally recognized sources, the securities are priced using a yield-based matrix system to arrive at an estimatedmarket value.

In accordance with generally accepted accounting principles, information is presented on a trade date basis; forward settling purchases are included in the monthly balances, and forward settling sales are excluded.

Performance is presented in accordance with the CFA Institute's Global Investment Performance Standards (GIPS). Unless otherwise noted, performance is showngross of fees. Quarterly returns are presented on an unannualized basis. Returns for periods greater than one year are presented on an annualized basis. Past performance is not indicative of future returns.

Bank of America/Merrill Lynch Indices provided by Bloomberg Financial Markets.Money market fund/cash balances are included in performance and duration computations.Standard & Poor's is the source of the credit ratings. Distribution of credit rating is exclusive of money market fund/LGIP holdings.Callable securities in the portfolio are included in the maturity distribution analysis to their stated maturity date, although, they may be called prior to maturity.MBS maturities are represented by expected average life. 58 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Appendix
|
Glossary
Accrued Interest: Interest that is due on a bond or other fixed income security since the last interest payment was made.Agencies: Federal agency securities and/or Government-sponsored enterprises.Amortized Cost: The original cost of the principal of the security is adjusted for the amount of the periodic reduction of any discount or premium from the purchase date until the date of the report. Discount or premium with respect to short-term securities (those with less than one year to maturity at time of issuance) is amortized on a straight line basis. Such discount or premium with respect to longer-term securities is amortized using the constant yield basis.

Asset-Backed Security: A financial instrument collateralized by an underlying pool of assets – usually ones that generate a cash flow from debt, such as loans, leases, credit card balances, and receivables.

Bankers’ Acceptance: A draft or bill or exchange accepted by a bank or trust company. The accepting institution guarantees payment of the bill as well as the insurer.Commercial Paper: An unsecured obligation issued by a corporation or bank to finance its short-term credit needs, such as accounts receivable and inventory.Contribution to Total Return: The weight of each individual security multiplied by its return, then summed for each sector to determine how much each sector addedor subtracted from the overall portfolio performance.Effective Duration: A measure of the sensitivity of a security’s price to a change in interest rates, stated in years.Effective Yield: The total yield an investor receives in relation to the nominal yield or coupon of a bond. Effective yield takes into account the power of compoundingon investment returns, while nominal yield does not.FDIC: Federal Deposit Insurance Corporation. A federal agency that insures bank deposits to a specified amount.Interest Rate: Interest per year divided by principal amount and expressed as a percentage.Market Value: The value that would be received or paid for an investment in an orderly transaction between market participants at the measurement date.Maturity: The date upon which the principal or stated value of an investment becomes due and payable.Negotiable Certificates of Deposit: A CD with a very large denomination, usually $1 million or more, that can be traded in secondary markets.Par Value: The nominal dollar face amount of a security.Pass-through Security: A security representing pooled debt obligations that passes income from debtors to its shareholders. The most common type is themortgage-backed security. 59 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2021
Appendix
|
Glossary
Repurchase Agreements: A holder of securities sells these securities to an investor with an agreement to repurchase them at a fixed price on a fixed date.Settle Date: The date on which the transaction is settled and monies/securities are exchanged. If the settle date of the transaction (i.e., coupon payments andmaturity proceeds) occurs on a non-business day, the funds are exchanged on the next business day.Supranational: A multinational union or association in which member countries cede authority and sovereignty on at least some internal matters to the group, whosedecisions are binding on its members.Trade Date: The date on which the transaction occurred; however, the final consummation of the security transaction and payment has not yet taken place.Unsettled Trade: A trade which has been executed; however, the final consummation of the security transaction and payment has not yet taken place.U.S. Treasury: The department of the U.S. government that issues Treasury securities.Yield: The rate of return based on the current market value, the annual interest receipts, maturity value, and the time period remaining until maturity, stated as a percentage on an annualized basis.

YTM at Cost: The yield to maturity at cost is the expected rate of return based on the original cost, the annual interest receipts, maturity value, and the time periodfrom purchase date to maturity, stated as a percentage on an annualized basis.YTM at Market: The yield to maturity at market is the rate of return based on the current market value, the annual interest receipts, maturity value, and the timeperiod remaining until maturity, stated as a percentage on an annualized basis. 60 ATTACHMENT
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Manteca City CouncilFebruary 15, 2022

Manteca City Council
February 15, 2022