Attachment 1 - Investment Report June 30, 2022 — Manteca City Council, August 16, 2022

Investment Performance Review
For the Quarter Ended June 30, 2022
Client Management Team PFM Asset Management LLC
Monique Spyke, Managing Director
Allison Kaune, Senior Analyst
213 Market Street
Harrisburg, PA 17101-2141
717-232-2723
1 California Street Ste. 1000
San Francisco, CA 94111-5411
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

CITY OF MANTECA

ATTACHMENT
1 © PFM Asset Management LLC pfmam.com |
Market Summary

ATTACHMENT
1 For the Quarter Ended June 30, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
Summary
► In Q2, U.S. economic conditions were characterized by: (1) persistently high inflation; (2) declining consumer sentiment; (3) slowing economic growth and increasing recession probabilities; (4) more aggressive Federal Reserve (Fed) monetary policy tightening; (5) rising yields and decade-high mortgage rates; and (6) elevated volatility and risk-off sentiment in credit and equity markets. ► The first half of 2022 was one of the most difficult investment environments in the past 40 years due to the pace of interest rate increases and the resulting simultaneous weakness in both bond and stock market returns. As we enter the second half of the year, many of the first half’s significant headwinds are still in place: high inflation, tighter Fed monetary policy, rising rates, wider credit spreads, slowing growth and lingering geopolitical turmoil.
► The focus of headlines on inflation remains very high, with the Consumer Price Index increasing 9.1% year-over-year (YoY) through June, the largest 12-month increase since December 1981. Numerous factors have driven this inflation: gasoline prices surged nearly 60%, shelter costs rose 5.6%, food was up 10.4%, while new and used cars rose 9% over that span. Some of these price pressures resulted from surging input costs for oil, industrial metals and agricultural products, exacerbated by Russia’s ongoing invasion of Ukraine. But, more recently, many commodity prices have fallen substantially. For example, lumber, copper, aluminum, steel, cattle and coffee prices are now down on a year-to-date basis.
► As a result of surging inflation, the Fed lifted the overnight federal funds target rate three times in the first half of 2022, in March, May and June. The last hike was by three quarters of a percentage point (0.75%) to a new range of 1.5% to 1.75%, the largest hike since 1994. The market now expects short-term rates to reach 3.25% to

3.75% by year-end. In addition, the Fed kicked off its plan to reduce its balance sheet holdings of Treasuries and agency-backed mortgage securities through monthly runoff of maturities and principal payments.

Economic Snapshot
► U.S. economic real growth (inflation-adjusted) declined at an annual pace of 1.6% in Q1 2022, a big disappointment. The drop was a sharp reversal from the 6.9% increase in Q4. It resulted from decreases in exports, federal government spending, private inventory investment, and state and local government spending, while imports, which are a subtraction in the calculation of GDP, increased. The economy has downshifted from its torrid pace of 2021 as federal stimulus programs ended and rampant inflation cut into consumer spending habits and corporate profits. Economists’ estimates for future GDP reflect expectations for growth to normalize in the future, with projections for the full calendar year 2022 at 2.1% and 2023 at 1.5%. ► The U.S. labor market remains a tailwind as the economy added 2.7 million new jobs this year. The unemployment rate remained at 3.6%, while wage growth remained elevated and job openings remained plentiful. Despite this apparent strength, job gains have begun to moderate, and the level of new weekly jobless claims has increased noticeably, indicating a possible sea change.
► Household spending has also adapted to rising food and energy costs. The share of disposable income going towards non-discretionary items such as food, energy, debt service and rent broke a decade-long downtrend and is now rising quickly. Largely due to pain at the pump and grocery check-out counter, measures of consumer sentiment nosedived. The Conference Board Consumer Confidence Index dipped below 100 for the first in over a year, while the University of Michigan Consumer Sentiment Index reached an all-time low in June.
► Increasing inventories and a falling mortgage affordability index led to a sharp decline in home sales. Sales of both new and existing homes sales declined. On the manufacturing front, indices of activity posted a decline and moved toward their lowest levels in nearly two years, although still in expansionary territory. Automobile sales in June were down nearly 15% YoY.

Interest Rates
► U.S. Treasury yields rose sharply in Q2. By the end of the quarter, the yield on a 3-month U.S. Treasury Bill stood at 1.67% (up 1.17% over the quarter), the 2-year note was 2.96% (up 0.62%), the 5-year note was 3.04% (up 0.58%), the 10-year note was

3.02% (up 0.68%) and the 30-year ended the quarter at 3.19% (up 0.74%). ► As a result of rapidly increasing Treasury yields, fixed income indices posted large negative total returns. The ICE BofA 2-, 5-, and 10-year U.S. Treasury indices returned -0.50%, -2.05%, and -4.92%, respectively. Underscoring the recent historic underperformance of U.S. Treasuries, from peak to trough (August 3, 2020, to June 14, 2022), the 10-year Treasury Index lost -17%.

Sector Performance
► Diversification in securities other than U.S. Treasury securities generally detracted from performance as few sectors were immune to risk-off sentiment and wider yield spreads. The exceptions were shorter-duration municipals and federal agency securities with maturities inside five years.
► Despite relatively stable fundamentals and a favorable upgrade/downgrade ratio, wider spreads on investment-grade (IG) corporates generated notably negative excess returns. Quickly tightening financial conditions and an increasing repricing of recession risks were the primary culprits. After rapidly retracing to close Q1, IG corporate spreads slowly and steadily increased throughout Q2, finishing at their widest level in two years.

For the second consecutive quarter, lower quality and longer duration corporates underperformed their higher quality and shorter duration counterparts. ► Like corporates, AAA-rated asset-backed securities fundamentals remain strong, however growing economic growth concerns pushed spreads wider over the quarter.

Historically, spreads in the sector remain elevated and appear attractive. The result of wider spreads was negative excess returns from the sector regardless of type, although credit card collateral outperformed auto loan-backed issues. ► Mortgage-backed securities (MBS) continued the trend of underperformance, finishing the worst start to a year in several decades. The looming acceleration of Fed balance sheet reduction of its MBS holdings has weighed on the sector for the better part of the year. Refinancing activity has plummeted and MBS durations have extended noticeably due to decade-high mortgage rates, further pressuring performance in the sector. Only the highest coupon MBS avoided sharply negative excess returns.

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 June 30, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
Economic Snapshot
Labor Market Mar '22 Jun '21
Unemployment Rate Jun'22 3.6% 3.6% 5.9%
Change In Non-Farm Payrolls Jun'22 372,000 398,000 557,000 Average Hourly Earnings (YoY) Jun'22 5.1% 5.6% 4.0%
Personal Income (YoY) May'22 5.3% -11.4% 3.1%
Initial Jobless Claims (week) 7/2/22 235,000 171,000 405,000 Growth
Real GDP (QoQ SAAR) 2022Q1 -1.6% 6.9% 6.3%
GDP Personal Consumption (QoQ SAAR) 2022Q1 1.8% 2.5% 11.4% Retail Sales (YoY) May'22 8.1% 7.1% 19.4%
ISM Manufacturing Survey (month) Jun'22 53.0 57.1 60.9
Existing Home Sales SAAR (month) May'22 5.41 mil. 5.75 mil. 5.97 mil.

Inflation / Prices
Personal Consumption Expenditures (YoY) May'22 6.3% 6.6% 4.0% Consumer Price Index (YoY) May'22 8.6% 8.5% 5.4%
Consumer Price Index Core (YoY) May'22 6.0% 6.5% 4.5%
Crude Oil Futures (WTI, per barrel) Jun 30 $105.76 $100.28 $73.47 Gold Futures (oz.) Jun 30 $1,807 $1,949 $1,772
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%
Jun '19 Dec '19 Jun '20 Dec '20 Jun '21 Dec '21 Jun '22 Unemployment Rate (left) vs. Change in Nonfarm Payrolls (right) Change In Non-Farm Payrolls Unemployment Rate
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
Mar '19 Sep '19 Mar '20 Sep '20 Mar '21 Sep '21 Mar '22 Real GDP (QoQ)
0%
1%
2%
3%
4%
5%
6%
7%
8%
9%
10%
May '19 Nov '19 May '20 Nov '20 May '21 Nov '21 May '22 Consumer Price Index
CPI (YoY) Core CPI (YoY)
2 2
1 1

1. Data as of Fourth Quarter 2021.

2. Data as of First Quarter 2021.

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 06/30/2022
0%
1%
2%
3%
4%
3-mo1-yr2-yr3-yr5-yr7-yr10-yr20-yr30-yr
Yield
Maturity
June 30, 2022 March 31, 2022 June 30, 2021
0%
1%
2%
3%
4%
5%
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%

2.5%

3.0%

3.5%
6/30/21 9/30/21 12/31/21 3/31/22 6/30/22
Yield
2-Year 5-Year 10-Year
Maturity Jun '22 Mar '22 Change over
Quarter
Jun '21 Change over
Year
3-Month 1.67% 0.50% 1.17% 0.04% 1.63%
1-Year 2.78% 1.61% 1.17% 0.07% 2.71%
2-Year 2.96% 2.34% 0.62% 0.25% 2.71%
5-Year 3.04% 2.46% 0.58% 0.89% 2.15%
10-Year 3.02% 2.34% 0.68% 1.47% 1.55%
30-Year 3.19% 2.45% 0.74% 2.09% 1.10%
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 June 30, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
June 30, 2022 Duration Yield 3 Month 1 Year 3 Years
1-3 Year Indices
U.S. Treasury 1.85 2.95% (0.50%) (3.30%) 0.24%
Federal Agency 1.79 2.95% (0.58%) (3.25%) 0.16%
U.S. Corporates, A-AAA rated 1.95 3.70% (0.91%) (3.74%) 0.66% Agency MBS (0 to 3 years) 2.14 3.14% (0.35%) (4.43%) (0.09%) Taxable Municipals 1.82 3.30% (0.29%) (2.64%) 1.78%
1-5 Year Indices
U.S. Treasury 2.58 2.98% (0.81%) (4.61%) 0.04%
Federal Agency 2.34 3.00% (0.90%) (4.53%) (0.14%)
U.S. Corporates, A-AAA rated 2.76 3.86% (1.66%) (5.82%) 0.39% Agency MBS (0 to 5 years) 2.98 3.32% (1.67%) (5.87%) (0.55%) Taxable Municipals 2.66 3.47% (0.64%) (4.15%) 0.95%
Master Indices (Maturities 1 Year or Greater)
U.S. Treasury 6.67 3.06% (3.85%) (8.91%) (0.85%)
Federal Agency 3.77 3.12% (1.98%) (6.49%) (0.11%)
U.S. Corporates, A-AAA rated 7.38 4.28% (6.10%) (12.90%) (0.88%) Agency MBS (0 to 30 years) 6.19 3.66% (3.91%) (9.10%) (1.42%) Taxable Municipals 9.99 4.40% (7.05%) (14.94%) (0.52%)
Source: ICE BofAML Indices.

As of 06/30/2022 Returns for Periods ended 06/30/2022
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 June 30, 2022
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.

ATTACHMENT
1 PFM Asset Management LLC
For the Quarter Ended June 30, 2022
Market Update
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC | pfmam.com
Current Market Themes
▸ The U.S. economy is characterized by:
▹ High inflation▹ A strong labor market▹ Depressed consumer confidence▹ Growing potential for economic recession ▸ The Federal Reserve is tightening monetary policy
▹ More aggressive rate hikes to battle persistent inflation▹ Short-term fed funds rate projected to reach 3.25% to 3.75% by year-end▹ Start of balance sheet reduction; pace to double beginning in September ▸ Asset prices have fallen sharply in 2022 as a result of:
▹ The impact of higher rates on bond prices and equity valuations▹ Wider credit spreads▹ High commodity prices, rising labor costs, and the continuing conflict in Ukraine▹ High levels of volatility and uncertainty For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC pfmam.com |

CITY OF MANTECA
7 ATTACHMENT
1 PFM Asset Management LLC
For the Quarter Ended June 30, 2022
Market Update
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC | pfmam.com
Strong Labor Market and Spending Provide Momentum Against Signs of Economic Slowing Source: Bloomberg, as of June 2022.

Tailwinds Headwinds
$400$450$500$550$600$650$700
2017 2018 2019 2020 2021 2022
Billions
Retail Sales (Monthly)
20406080
100120
2017 2018 2019 2020 2021 2022
Index of Consumer Sentiment
34567
2017 2018 2019 2020 2021 2022
Millions
Existing Home Sales
April 20

14.7%
June 22

3.6%
0%4%8%
12%16%
2017 2018 2019 2020 2021 2022
U.S. Unemployment Rate
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC pfmam.com |

CITY OF MANTECA
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1 PFM Asset Management LLC
For the Quarter Ended June 30, 2022
Market Update
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC | pfmam.com
Fed’s Updated Projections Show More Expected Inflation, Lower Growth Source: Federal Reserve, latest economic projections as of June 2022.

1.7% 1.7% 1.9% 1.8%
0%1%2%3%
2022 2023 2024 Longer
Run
Change in Real GDP
March Projections June Projections

3.7% 3.9% 4.1% 4.0%
0%1%2%3%4%5%
2022 2023 2024 Longer
Run
Unemployment Rate
March Projections June Projections

4.3%

2.7% 2.3%
0%2%4%6%
2022 2023 2024
Core PCE Inflation
March Projections June Projections

3.4%

3.8%

3.4%

2.5%
0%1%2%3%4%
2022 2023 2024 Longer
Run
Federal Funds Rate
March Projections June Projections
For the Quarter Ended June 30, 2022
Market Update
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CITY OF MANTECA
9 ATTACHMENT
1 PFM Asset Management LLC
For the Quarter Ended June 30, 2022
Market Update
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC | pfmam.com
Treasury Yields Move Higher Across the Curve; Curve Remains Flat Beyond 2-Years
Source: Bloomberg, as of 6/30/2022.

0.0%0.5%1.0%1.5%2.0%2.5%3.0%3.5%
3 M
1 Y
2 Y
3 Y
4 Y
5 Y
10 Y
30 Y
Maturity
U.S. Treasury Yield Curve
June 30, 2022March 31, 2022December 31, 2021
2Q2022
6/30/22
1Q2022
3/31/22
QoQ
Change
3-month 1.63% 0.48% +1.15%
1-year 2.74% 1.60% +1.14%
2-year 2.95% 2.33% +0.62%3-year 3.01% 2.51% +0.50%5-year 3.04% 2.46% +0.58% 10-year 3.01% 2.34% +0.67%30-year 3.18% 2.45% +0.73%
For the Quarter Ended June 30, 2022
Market Update
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CITY OF MANTECA
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1 PFM Asset Management LLC
For the Quarter Ended June 30, 2022
Market Update
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC | pfmam.com
Source: ICE BofAML 1-3 year Indices via Bloomberg, MarketAxess and PFMAM as of 6/30/2022. Spreads on ABS and MBS are option-adjusted spreads of 0-3 year indices based on weighted average life; spreads on agencies are relative to comparable maturity Treasuries. CMBS is Commercial Mortgage-Backed Securities.

Sector Yield Spreads Widened in Q2 2022
1-3 Year Indices

0.0%0.2%0.4%0.6%0.8%1.0%1.2%
Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22
Corporate Notes A-AAA Yield Spreads
-0.10%-0.05%

0.00%0.05%0.10%0.15%0.20%
Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22
Federal Agency Yield Spreads
-0.5%

0.0%0.5%1.0%1.5%2.0%
Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22
Mortgage-Backed Securities Yield Spreads
Agency MBS AAA CMBS Index

0.0%0.4%0.8%1.2%1.6%
Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22
Asset-Backed Securities AAA Yield Spreads
For the Quarter Ended June 30, 2022
Market Update
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CITY OF MANTECA
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1 PFM Asset Management LLC
For the Quarter Ended June 30, 2022
Market Update
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC | pfmam.com
Source: ICE BofAML Indices. ABS indices are 0-3 year, based on weighted average life. As of 6/30/2022.

Rising Rates and Wider Spreads Hurt Fixed-Income Returns in Q2 2022 1-3 Year Indices

0.79% 0.83%

1.18%

1.59%

0.0%0.5%1.0%1.5%2.0%2.5%
U.S. Treasury
Agency
ABS
Corp A-AAA
10-Year Average
-0.50% -0.58% -0.51%
-0.91%
-5.0%-4.0%-3.0%-2.0%-1.0%

0.0%
U.S. Treasury
Agency
ABS
Corp A-AAA
Q2 2022
For the Quarter Ended June 30, 2022
Market Update
© PFM Asset Management LLC pfmam.com |

CITY OF MANTECA
12 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com |
Portfolio Review:

CITY OF MANTECA

ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Snapshot
|
Yield and duration calculations exclude cash and cash equivalents. Sector allocation includes market values and accrued interests.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 Snapshot - CITY OF MANTECA¹
Credit Quality - S&P
15%
47%
38%
0%
7%
55%
38%
0%
20%40%60%
0-1 Yr 1-2 Yrs 2-3 Yrs 3-4 Yrs
Portfolio Benchmark
Duration Distribution
U.S. Treasury | 38%Corporate | 21%Federal Agency | 15%
ABS | 15%Agency CMBS | 4%
Supranational | 3%Municipal | 3%Negotiable CD | 1%
Sector Allocation
AAA | 16%AA+ | 58%AA | 3%AA- | 2%A+ | 4%A | 5%A- | 6%A-1 | 1% BBB+ | 2%Not Rated | 3%
Portfolio Statistics
Portfolio Effective Duration 1.74 years
Benchmark Effective Duration 1.78 yearsPortfolio Credit Quality AA Yield At Market 3.01%
Yield At Cost 1.04%
Total Market Value $144,898,530.60
Securities Sub-Total $143,622,170.47Cash $1,002,411.04
Accrued Interest $273,949.09
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CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Characteristics
|
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
June 2022
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
March 2022
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
December 2021
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
September 2021
Sector Allocation Review
U.S. Treasury Federal Agency Agency CMBS Supranational Municipal Negotiable CD Corporate ABS Market values, excluding accrued interest. Only includes fixed-income securities held within the separately managed account(s) and LGIPs managed by PFMAM. Detail may not add to total due to rounding.

Security Type Sep-21 % of Total Dec-21 % of Total Mar-22 % of Total Jun-22 % of Total U.S. Treasury $56.3 37.7% $60.4 40.7% $55.5 37.9% $54.7 38.0%Federal Agency $30.7 20.5% $30.5 20.5% $29.2 20.0% $21.7 15.1% Agency CMBS $6.3 4.2% $4.3 2.9% $3.7 2.5% $5.0 3.5%
Supranational $4.5 3.0% $4.5 3.0% $4.4 3.0% $4.4 3.1%Municipal $4.7 3.1% $4.6 3.1% $4.4 3.0% $4.3 3.0%Negotiable CD $7.0 4.7% $2.7 1.8% $2.6 1.8% $1.1 0.8%Corporate $23.1 15.5% $24.1 16.2% $27.6 18.8% $30.8 21.4% ABS $16.9 11.3% $17.6 11.8% $19.0 13.0% $21.7 15.1%
Total $149.5 100.0% $148.7 100.0% $146.3 100.0% $143.6 100.0% 15 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Activity
|
Portfolio Activity
Net Activity by Sector
($ millions)
Federal AgencyNegotiable CDU.S. Treasury
Agency CMBS
ABS
Corporate
Federal Agency
Negotiable CD
U.S. Treasury
Agency CMBS
ABS
Corporate
($8.0) ($6.0) ($4.0) ($2.0) $0.0 $2.0 $4.0 $6.0
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 ActivityCorporate $3,571,210
ABS $2,877,934Agency CMBS $1,341,841
U.S. Treasury ($411,724)Negotiable CD ($1,523,992)Federal Agency ($7,424,246)Total Net Activity ($1,568,977) Sales/Maturities Purchases
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1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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. -4.0%-3.0%-2.0%-1.0%

0.0%1.0%2.0%
Return
Portfolio Benchmark Net of Fees
Portfolio Performance
Market Value Basis Earnings 3 Months 1 Year 3 Years 5 Years 10 YearsInterest Earned² $351,476 $1,270,194 $6,941,816 $12,605,975 $22,670,474Change in Market Value ($1,144,007) ($6,100,615) ($4,502,962) ($3,384,101) ($6,955,031) Total Dollar Return ($792,531) ($4,830,421) $2,438,854 $9,221,874 $15,715,443Total Return³ Portfolio -0.54% -3.23% 0.47% 1.20% 1.06%Benchmark⁴ -0.50% -3.30% 0.24% 0.94% 0.78%Basis Point Fee 0.03% 0.11% 0.11% 0.11% 0.11%Net of Fee Return -0.57% -3.34% 0.36% 1.09% 0.95% 3 Months 1 Year 3 Years 5 Years 10 Years
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CITY OF MANTECA
For the Quarter Ended June 30, 2022
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 Earned²Realized Gains / (Losses)³Change in Amortized CostTotal Earnings 3 Months
$351,476
($265,268)
($22,715)
$63,493
1 Year
$1,270,194
$18,345
($125,100)
$1,163,439
3 Years
$6,941,816$2,440,191
($112,954)
$9,269,053
5 Year
$12,605,975
$1,376,051
($2,052)
$13,979,974
10 Year¹
$22,670,474
$2,656,747
($4,016,444)
$21,310,777
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1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Summary
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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. Includes accrued interest and excludes balancesinvested in overnight funds.

Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchU.S. Treasury 38.0% UNITED STATES TREASURY 38.0% AA / Aaa / AAA
Federal Agency 15.1%
FANNIE MAE 2.3% AA / Aaa / AAAFEDERAL HOME LOAN BANKS 0.8% AA / Aaa / NRFREDDIE MAC 11.9% AA / Aaa / AAA Agency CMBS 3.5%
FANNIE MAE 0.1% AA / Aaa / AAAFREDDIE MAC 3.4% AA / Aaa / AAA Supranational 3.1%
INTER-AMERICAN DEVELOPMENT BANK 1.7% AAA / Aaa / AAAINTL BANK OF RECONSTRUCTION AND DEV 1.3% AAA / Aaa / AAA Municipal 3.0%

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% AA / A / ANEW YORK ST URBAN DEVELOPMENT CORP 0.9% AA / NR / AASTATE OF MARYLAND 0.5% AAA / Aaa / AAASTATE OF MISSISSIPPI 0.2% AA / Aa / AA Negotiable CD 0.8%
CREDIT SUISSE GROUP RK 0.8% A / Aa / A
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 21.5% 3M COMPANY 0.3% A / A / NR
ADOBE INC 0.1% A / A / NRAMAZON.COM INC 1.2% AA / A / AAAMERICAN EXPRESS CO 0.6% BBB / A / AAMERICAN HONDA FINANCE 0.7% A / A / AAPPLE INC 0.5% AA / Aaa / NRASTRAZENECA PLC 0.5% A / A / NR BANK OF AMERICA CO 1.4% A / A / AABMW FINANCIAL SERVICES NA LLC 0.4% A / A / NRBRISTOL-MYERS SQUIBB CO 0.5% A / A / NRCATERPILLAR INC 0.7% A / A / ACHARLES SCHWAB 0.3% A / A / ACHEVRON CORPORATION 0.2% AA / Aa / NRCINTAS CORPORATION NO. 2 0.2% A / A / NRCITIGROUP INC 0.7% BBB / A / ACOMCAST CORP 0.2% A / A / ADEERE & COMPANY 0.8% A / A / AGOLDMAN SACHS GROUP INC 0.8% BBB / A / AHOME DEPOT INC 0.1% A / A / AHSBC HOLDINGS PLC 0.7% A / A / AJP MORGAN CHASE & CO 1.2% A / A / AAMORGAN STANLEY 0.8% A / A / ANATIONAL AUSTRALIA BANK LTD 0.5% AA / Aa / NR

NATIONAL RURAL UTILITIES CO FINANCECORP

0.4% A / A / A
NESTLE SA 0.7% AA / Aa / A
PACCAR FINANCIAL CORP 0.7% A / A / NR
19 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 21.5% PEPSICO INC 0.2% A / A / NRRABOBANK NEDERLAND 0.5% A / Aa / AA Roche Holding AG 1.3% AA / Aa / AASTATE STREET CORPORATION 0.8% A / A / AA TARGET CORP 0.3% A / A / ATHE BANK OF NEW YORK MELLONCORPORATION

1.4% A / A / AA
TOYOTA MOTOR CORP 0.7% A / A / AUNILEVER PLC 0.2% A / A / AUNITEDHEALTH GROUP INC 0.3% A / A / AUSAA CAPITAL CORP 0.4% AA / Aa / NR ABS 15.1%
ALLY AUTO RECEIVABLES TRUST 0.1% AAA / Aaa / AAAAMERICAN EXPRESS CO 0.8% AAA / NR / AAA BMW FINANCIAL SERVICES NA LLC 0.2% AAA / Aaa / NRBMW VEHICLE OWNER TRUST 0.4% AAA / Aaa / AAACAPITAL ONE FINANCIAL CORP 2.2% AAA / Aaa / AAACARMAX AUTO OWNER TRUST 2.1% 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 / AAAGM FINANCIAL CONSUMER AUTOMOBILETRUST

1.1% AAA / Aaa / AAA
GM FINANCIAL LEASINGTRUST 0.7% AAA / Aaa / AAAHARLEY-DAVIDSON MOTORCYCLE TRUST 0.6% AAA / Aaa / AAAHONDA AUTO RECEIVABLES 0.7% AAA / Aaa / AAAHYUNDAI AUTO RECEIVABLES 1.2% AAA / NR / AAA Security Type / Issuer Market Value (%) S&P / Moody's / FitchABS 15.1% KUBOTA CREDIT OWNER TRUST 1.3% NR / Aaa / AAAMERCEDES-BENZ AUTO LEASE TRUST 0.1% AAA / NR / AAAMERCEDES-BENZ AUTO RECEIVABLES 0.1% AAA / NR / AAANISSAN AUTO LEASE TRUST 0.1% AAA / Aaa / NRNISSAN AUTO RECEIVABLES 0.3% AAA / Aaa / NR Toyota Lease Owner Trust 0.3% AAA / Aaa / NRTOYOTA MOTOR CORP 0.6% AAA / Aaa / AAAVERIZON OWNER TRUST 0.7% AAA / Aaa / AAAVOLKSWAGEN AUTO LEASE TURST 0.2% NR / Aaa / AAA VOLKSWAGEN OF AMERICA 0.4% AAA / Aaa / NRWORLD OMNI AUTO REC TRUST 0.5% AAA / NR / AAA Total 100.0%
20 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Compliance
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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 June 30, 2022, 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
21 ATTACHMENT
1 © PFM Asset Management LLC | pfmam.com
Portfolio Holdings and Transactions

ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Composition
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Issuer Distribution
As of June 30, 2022
Issuer Market Value ($) % of Portfolio
UNITED STATES TREASURY 54,661,922 38.06%FREDDIE MAC 21,979,348 15.30%FANNIE MAE 3,540,030 2.46%CAPITAL ONE FINANCIAL CORP 3,225,233 2.25%CARMAX AUTO OWNER TRUST 2,987,215 2.08%INTER-AMERICAN DEVELOPMENT BANK 2,452,425 1.71%THE BANK OF NEW YORK MELLON CORPORATION 2,064,276 1.44%BANK OF AMERICA CO 2,004,626 1.40%INTL BANK OF RECONSTRUCTION AND DEV 1,937,621 1.35% AMERICAN EXPRESS CO 1,933,556 1.35%
KUBOTA CREDIT OWNER TRUST 1,833,024 1.28%ROCHE HOLDING AG 1,819,370 1.27%TOYOTA MOTOR CORP 1,803,532 1.26% AMAZON.COM INC 1,770,352 1.23%
JP MORGAN CHASE & CO 1,726,727 1.20%HYUNDAI AUTO RECEIVABLES 1,684,369 1.17%GM FINANCIAL CONSUMER AUTOMOBILE TRUST 1,586,469 1.10%NEW YORK ST URBAN DEVELOPMENT CORP 1,243,605 0.87%DEERE & COMPANY 1,168,559 0.81%FEDERAL HOME LOAN BANKS 1,167,057 0.81%STATE STREET CORPORATION 1,110,626 0.77%CREDIT SUISSE GROUP RK 1,103,097 0.77%GOLDMAN SACHS GROUP INC 1,099,966 0.77%MORGAN STANLEY 1,077,290 0.75% 23 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Composition
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Issuer Market Value ($) % of Portfolio
AMERICAN HONDA FINANCE 1,070,070 0.75%
HSBC HOLDINGS PLC 1,063,089 0.74%HONDA AUTO RECEIVABLES 1,050,701 0.73%PACCAR FINANCIAL CORP 1,021,011 0.71%CATERPILLAR INC 1,010,925 0.70%NESTLE SA 1,009,728 0.70%VERIZON OWNER TRUST 999,341 0.70%GM FINANCIAL LEASINGTRUST 997,792 0.69%CITIGROUP INC 975,587 0.68%BMW FINANCIAL SERVICES NA LLC 899,761 0.63%HARLEY-DAVIDSON MOTORCYCLE TRUST 878,758 0.61%STATE OF MARYLAND 778,944 0.54%WORLD OMNI AUTO REC TRUST 774,223 0.54%NATIONAL AUSTRALIA BANK LTD 772,719 0.54%RABOBANK NEDERLAND 705,764 0.49% APPLE INC 696,971 0.49%
BRISTOL-MYERS SQUIBB CO 665,020 0.46%
ASTRAZENECA PLC 658,978 0.46%
BMW VEHICLE OWNER TRUST 609,247 0.42%NATIONAL RURAL UTILITIES CO FINANCE CORP 587,774 0.41%USAA CAPITAL CORP 570,716 0.40%VOLKSWAGEN OF AMERICA 546,554 0.38%TARGET CORP 476,397 0.33%UNITEDHEALTH GROUP INC 476,373 0.33%CHARLES SCHWAB 446,038 0.31%3M COMPANY 445,161 0.31%NISSAN AUTO RECEIVABLES 406,346 0.28% 24 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Composition
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Issuer Market Value ($) % of PortfolioCALIFORNIA STATE UNIVERSITY 387,276 0.27%TOYOTA LEASE OWNER TRUST 386,711 0.27%DISCOVER FINANCIAL SERVICES 379,366 0.26%FLORIDA STATE BOARD OF ADMIN FIN CORP 370,234 0.26%PEPSICO INC 357,873 0.25%COMCAST CORP 351,000 0.24%STATE OF MISSISSIPPI 345,679 0.24%CHEVRON CORPORATION 329,226 0.23%CALIFORNIA DEPARTMENT OF WATER RESOURCES 318,779 0.22%CINTAS CORPORATION NO. 2 315,453 0.22%CALIFORNIA EARTHQUAKE AUTHORITY 300,000 0.21%LOS ANGELES COMMUNITY COLLEGE DISTRICT 296,497 0.21%FORD CREDIT AUTO OWNER TRUST 288,640 0.20%NEW JERSEY TURNPIKE AUTHORITY 284,913 0.20%VOLKSWAGEN AUTO LEASE TURST 223,325 0.16%UNILEVER PLC 221,589 0.15%MERCEDES-BENZ AUTO RECEIVABLES 198,136 0.14% ADOBE INC 173,456 0.12%
NISSAN AUTO LEASE TRUST 172,353 0.12%
ALLY AUTO RECEIVABLES TRUST 114,958 0.08%
MERCEDES-BENZ AUTO LEASE TRUST 113,840 0.08%HOME DEPOT INC 107,658 0.07%FIFTH THIRD AUTO TRUST 10,924 0.01% Grand Total 143,622,170 100.00%
25 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Portfolio Holdings
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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
Amortized
Cost
U.S. Treasury
US TREASURY NOTESDTD 09/30/2021 0.250% 09/30/2023
91282CDA6 1,750,000.00 AA+ Aaa 10/4/2021 10/6/2021 1,749,111.33 0.28 1,099.73 1,749,440.29 1,692,031.25 US TREASURY NOTESDTD 10/15/2020 0.125% 10/15/2023
91282CAP6 1,500,000.00 AA+ Aaa 10/8/2020 10/15/202 1,497,128.91 0.19 394.47 1,498,765.04 1,446,093.75 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 0.52 947.69 1,497,130.77 1,449,140.70 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 0.22 713.62 2,235,773.18 2,152,933.48 US TREASURY NOTESDTD 12/15/2020 0.125% 12/15/2023
91282CBA8 425,000.00 AA+ Aaa 12/30/202 12/31/202 424,385.74 0.17 23.22 424,697.14 407,734.38 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 54.65 998,735.22 959,375.00 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 1,153.31 1,998,364.89 1,914,375.00 US TREASURY NOTESDTD 02/15/2021 0.125% 02/15/2024
91282CBM2 1,950,000.00 AA+ Aaa 3/1/2021 3/3/2021 1,941,544.93 0.27 915.75 1,945,345.40 1,862,554.59 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 0.32 293.48 399,522.74 381,812.48 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 1,467.39 1,997,468.71 1,909,062.40 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 0.35 887.55 1,125,504.68 1,073,847.60 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 6,739.13 2,057,870.52 1,964,687.60 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 0.46 327.87 2,987,532.31 2,844,375.00 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 0.47 185.79 1,692,847.21 1,611,812.50 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 0.47 218.58 1,991,366.24 1,896,250.00 26 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
U.S. Treasury
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 0.33 166.67 1,522,547.22 1,445,890.63 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 5,189.92 3,002,282.48 2,845,312.50 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 1,729.97 998,719.31 948,437.50 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 1,505.08 869,929.08 825,140.63 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 1,127.07 798,950.51 756,624.96 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 4,226.52 2,997,626.98 2,837,343.60 US TREASURY N/B NOTESDTD 09/15/2021 0.375% 09/15/2024
91282CCX7 1,500,000.00 AA+ Aaa 10/7/2021 10/13/202 1,491,855.47 0.56 1,650.82 1,493,845.85 1,415,156.25 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 1,650.82 1,495,557.39 1,415,156.25 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 1,972.34 1,494,257.05 1,421,015.70 US TREASURY N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 1,500,000.00 AA+ Aaa 10/13/202 10/18/202 1,499,238.28 0.64 1,972.34 1,499,416.69 1,421,015.70 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 4,548.91 1,843,829.03 1,738,687.50 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 1,628.40 1,693,613.38 1,611,546.96 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 1,842.21 1,487,274.34 1,398,570.24 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 1,905.74 1,537,409.51 1,446,796.80 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 700,000.00 AA+ Aaa 12/22/202 12/27/202 700,902.34 0.96 306.01 700,747.51 666,531.25 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 1,450,000.00 AA+ Aaa 1/3/2022 1/6/2022 1,448,923.83 1.03 633.88 1,449,100.19 1,380,671.88 US TREASURY N/B NOTESDTD 01/15/2022 1.125% 01/15/2025
91282CDS7 750,000.00 AA+ Aaa 2/4/2022 2/7/2022 743,496.09 1.43 3,892.44 744,368.94 715,078.13 27 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
U.S. Treasury
US TREASURY N/B NOTESDTD 02/15/2022 1.500% 02/15/2025
91282CDZ1 2,225,000.00 AA+ Aaa 2/11/2022 2/15/2022 2,204,140.63 1.82 12,538.67 2,206,729.02 2,138,085.94 US TREASURY NOTESDTD 04/30/2018 2.875% 04/30/2025
9128284M9 1,450,000.00 AA+ Aaa 5/4/2022 5/5/2022 1,444,845.70 3.00 7,023.44 1,445,114.99 1,443,656.25 US TREASURY N/B NOTESDTD 05/15/2022 2.750% 05/15/2025
91282CEQ0 3,250,000.00 AA+ Aaa 6/1/2022 6/6/2022 3,240,097.66 2.86 11,414.74 3,240,328.16 3,225,117.35 Security Type Sub-Total 57,055,000.00 57,176,719.96 0.72 82,348.22 57,122,011.97 54,661,921.75 Supranational
INTL BK OF RECON AND DEV NOTEDTD 04/20/2021 0.125% 04/20/2023 459058JV6 1,035,000.00 AAA Aaa 4/13/2021 4/20/2021 1,032,857.55 0.23 255.16 1,034,140.09 1,013,173.92 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 1,099,891.29 1,076,900.00 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 0.32 246.67 959,036.80 924,447.36 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 1,454,199.35 1,375,524.99 Security Type Sub-Total 4,550,000.00 4,544,342.85 0.41 3,047.53 4,547,267.53 4,390,046.27 Negotiable CD
CREDIT SUISSE NEW YORK CERTDEPOSDTD 03/23/2021 0.590% 03/17/2023 22552G3C2 1,125,000.00 A-1 P-1 3/19/2021 3/23/2021 1,125,000.00 0.59 1,954.37 1,125,000.00 1,103,097.38 Security Type Sub-Total 1,125,000.00 1,125,000.00 0.59 1,954.37 1,125,000.00 1,103,097.38 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 1,990.50 300,000.00 300,000.00 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 65.44 225,000.00 222,534.00 28 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
Municipal
NY ST URBAN DEV CORP TXBL REVBONDSDTD 12/23/2020 0.480% 03/15/2023 650036DR4 320,000.00 AA+ NR 12/16/202 12/23/202 320,000.00 0.48 452.27 320,000.00 313,542.40 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 1,366.67 800,000.00 778,944.00 LOS ANGELES CCD, CA TXBL GOBONDSDTD 11/10/2020 0.444% 08/01/2023 54438CYH9 305,000.00 AA+ Aaa 10/30/202 11/10/2020 305,000.00 0.44 564.25 305,000.00 296,496.60 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 0.48 316.67 400,000.00 387,276.00 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 0.42 253.20 360,000.00 345,679.20 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 34.50 100,000.00 96,245.00 NY ST URBAN DEV CORP TXBL REVBONDSDTD 12/23/2020 0.620% 03/15/2024 650036DS2 975,000.00 AA+ NR 12/16/202 12/23/202 975,000.00 0.62 1,779.92 975,000.00 930,062.25 NJ TURNPIKE AUTHORITY TXBL REVBONDSDTD 02/04/2021 0.897% 01/01/2025 646140DN0 305,000.00 AA- A1 1/22/2021 2/4/2021 305,000.00 0.90 1,367.93 305,000.00 284,912.70 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 2,484.55 395,000.00 370,233.50 Security Type Sub-Total 4,485,000.00 4,485,000.00 0.63 10,675.90 4,485,000.00 4,325,925.65 Federal Agency
FANNIE MAE NOTESDTD 05/22/2020 0.250% 05/22/2023
3135G04Q3 465,000.00 AA+ Aaa 5/20/2020 5/22/2020 463,600.35 0.35 125.94 464,584.58 454,592.84 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 1,190,012.77 1,167,057.00 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 2,847,264.00 2,777,125.50 29 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 1,239.58 174,952.88 173,455.80 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 2,996.88 449,691.71 445,161.15 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 0.82 456.25 364,799.36 357,872.65

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 1,588.44 574,945.24 568,833.13

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 0.84 739.58 709,446.21 696,970.79 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 1.14 530.88 335,000.00 329,225.61 AMAZON.COM INC CORPORATE
NOTESDTD 06/03/2020 0.400% 06/03/2023
023135BP0 345,000.00 AA A1 6/1/2020 6/3/2020 344,517.00 0.45 107.33 344,851.35 336,383.28 30 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
Corporate
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 0.85 102.22 199,913.17 195,885.80 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 0.73 855.56 249,932.82 244,324.25 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 0.39 149.72 109,946.57 106,499.14 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 2,362.50 499,934.49 489,225.00 MORGAN STANLEY CORPORATENOTESDTD 11/13/2020 0.560% 11/10/2023 6174468T9 240,000.00 A- A1 11/9/2020 11/13/2020 240,000.00 0.56 190.40 240,000.00 237,435.36 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 0.54 494.04 690,000.00 665,019.93 GOLDMAN SACHS GROUP INC(CALLABLE) CORPDTD 11/19/2020 0.627% 11/17/2023 38141GXL3 625,000.00 BBB+ A2 11/16/2020 11/19/2020 625,000.00 0.63 478.96 625,000.00 617,809.38 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 01/10/2022 0.950% 01/10/2024 14913R2S5 200,000.00 A A2 1/3/2022 1/10/2022 199,968.00 0.96 902.50 199,975.54 193,368.20 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 1,062.50 499,984.68 478,688.50 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 0.48 820.00 399,847.04 383,467.20 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 0.37 368.42 264,901.98 252,184.60 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 6,577.36 593,062.24 573,740.75 31 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 0.70 445.96 694,960.22 658,978.15 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 8,312.50 498,016.06 476,397.45

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 150,000.00 BBB+ A2 11/19/2021 11/23/2021 155,370.00 1.14 1,572.92 154,126.42 146,104.80

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 600,000.00 BBB+ A2 11/19/2021 11/23/2021 621,480.00 1.14 6,291.66 616,505.68 584,419.20 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 0.52 315.56 159,939.30 150,529.76

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 0.77 680.42 229,890.25 216,283.03 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 0.63 568.01 235,000.00 221,589.49 32 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN HONDA FINANCE
CORPORATE NOTESDTD 01/13/2022 1.500% 01/13/2025
02665WEA5 300,000.00 A- A3 1/11/2022 1/13/2022 299,763.00 1.53 2,100.00 299,799.54 284,953.80 GOLDMAN SACHS GROUP INC(CALLABLE) CORPDTD 01/24/2022 1.757% 01/24/2025 38141GZH0 500,000.00 BBB+ A2 1/19/2022 1/24/2022 500,000.00 1.76 3,831.24 500,000.00 482,156.50 NATIONAL RURAL UTIL COOPCORPORATE NOTESDTD 02/07/2022 1.875% 02/07/2025 63743HFC1 200,000.00 A- A2 1/31/2022 2/7/2022 199,994.00 1.88 1,500.00 199,994.79 191,414.60 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 1,002.84 475,000.00 447,674.20 33 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 03/04/2022 2.250% 03/04/2025
025816CQ0 120,000.00 BBB+ A2 3/1/2022 3/4/2022 119,878.80 2.29 877.50 119,891.96 115,514.16 ROCHE HOLDINGS INC (CALLABLE)CORPORATEDTD 03/10/2022 2.132% 03/10/2025 771196BT8 1,885,000.00 AA Aa3 3/3/2022 3/10/2022 1,885,000.00 2.13 12,391.36 1,885,000.00 1,819,369.96 BMW US CAPITAL LLC CORP NOTESDTD 04/01/2022 3.250% 04/01/2025 05565EBZ7 355,000.00 A A2 3/28/2022 4/1/2022 354,666.30 3.28 2,884.38 354,694.01 350,157.45 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 04/07/2022 2.850% 04/07/2025 69371RR73 575,000.00 A+ A1 3/31/2022 4/7/2022 574,850.50 2.86 3,823.75 574,862.09 568,095.98 AMAZON.COM INC CORPORATE
NOTESDTD 04/13/2022 3.000% 04/13/2025
023135CE4 430,000.00 AA A1 4/11/2022 4/13/2022 429,316.30 3.06 2,795.00 429,365.58 426,265.02 HOME DEPOT INC (CALLABLE)CORPORATE NOTEDTD 03/28/2022 2.700% 04/15/2025 437076CM2 110,000.00 A A2 3/24/2022 3/28/2022 109,807.50 2.76 767.25 109,823.92 107,657.99 BANK OF NY MELLON CORP(CALLABLE) CORP NDTD 04/26/2022 3.350% 04/25/2025 06406RBC0 1,450,000.00 A A1 4/19/2022 4/26/2022 1,449,797.00 3.36 8,770.49 1,449,809.24 1,433,609.20 CITIGROUP INC (CALLABLE)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 0.98 376.05 230,000.00 215,412.02 USAA CAPITAL CORP CORPORATENOTESDTD 05/26/2022 3.375% 05/01/2025 90327QD89 575,000.00 AA Aa1 5/23/2022 5/26/2022 573,119.75 3.49 1,886.72 573,182.95 570,715.68 CINTAS CORPORATION NO. 2 CORPNOTE (CALLDTD 05/03/2022 3.450% 05/01/2025 17252MAP5 315,000.00 A- A3 4/26/2022 5/3/2022 314,930.70 3.46 1,750.88 314,934.44 315,452.97 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 05/13/2022 3.400% 05/13/2025 14913R2V8 150,000.00 A A2 5/10/2022 5/13/2022 149,809.50 3.44 680.00 149,818.02 149,410.50 JPMORGAN CHASE & CO (CALLABLE)CORP NOTEDTD 06/01/2021 0.824% 06/01/2025 46647PCH7 630,000.00 A- A2 5/24/2021 6/1/2021 630,000.00 0.82 432.60 630,000.00 589,303.26 34 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
Agency CMBS
FHLMC MULTIFAMILY STRUCTURED PDTD 12/01/2012 2.307% 08/01/2022 3137AWQH1 460,373.96 AA+ Aaa 9/4/2019 9/9/2019 467,171.68 1.78 885.07 460,573.33 459,217.53 FHLMC MULTIFAMILY STRUCTURED PDTD 12/01/2012 2.307% 08/01/2022 3137AWQH1 306,915.97 AA+ Aaa 9/6/2019 9/11/2019 310,488.66 1.89 590.04 307,020.95 306,145.02 FHLMC MULTIFAMILY STRUCTURED PDTD 05/01/2013 2.510% 11/01/2022 3137B1BS0 138,598.30 AA+ Aaa 2/6/2020 2/11/2020 141,110.40 1.83 289.90 138,909.15 138,080.67 FHLMC MULTIFAMILY STRUCTURED PDTD 05/01/2013 2.510% 11/01/2022 3137B1BS0 1,293,584.12 AA+ Aaa 8/12/2019 8/15/2019 1,317,434.58 1.92 2,705.75 1,296,082.93 1,288,752.95 FNA 2013-M7 A2DTD 05/01/2013 2.280% 12/01/2022
3136AEGQ4 166,501.68 AA+ Aaa 9/4/2019 9/9/2019 168,683.01 1.86 316.35 166,784.75 165,969.59 FHLMC MULTIFAMILY STRUCTURED PDTD 11/01/2013 2.669% 02/01/2023 3137B5JL8 51,168.08 AA+ Aaa 6/13/2018 6/18/2018 50,906.24 2.79 113.81 51,134.75 51,031.90 FHMS KP05 ADTD 12/01/2018 3.203% 07/01/2023
3137FKK39 19,005.40 AA+ Aaa 12/7/2018 12/17/201 19,005.34 3.20 50.73 19,005.39 18,888.10 FHLMC MULTIFAMILY STRUCTURED PPOOLDTD 12/01/2017 2.951% 02/01/2024 3137FCM35 175,693.94 AA+ Aaa 8/16/2019 8/21/2019 179,839.22 2.39 432.06 177,173.49 175,279.91 FHMS KJ27 A1DTD 11/01/2019 2.092% 07/01/2024
3137FQ3V3 32,265.70 AA+ Aaa 11/20/2019 11/26/2019 32,264.93 2.09 56.25 32,265.36 32,186.82 FHLMC MULTIFAMILY STRUCTUREDPOOLDTD 11/01/2017 3.064% 08/01/2024 3137FBTA4 1,400,091.79 AA+ Aaa 5/25/2022 5/31/2022 1,401,951.28 3.00 3,574.90 1,401,878.59 1,390,829.36 FHMS K047 A2DTD 07/30/2015 3.329% 05/01/2025
3137BKRJ1 1,000,000.00 AA+ Aaa 5/19/2022 5/24/2022 1,006,406.25 3.10 2,774.17 1,006,406.25 999,237.53 Security Type Sub-Total 5,044,198.94 5,095,261.59 2.47 11,789.03 5,057,234.94 5,025,619.38 ABS
HAROT 2019-3 A3DTD 08/27/2019 1.780% 08/15/2023
43815NAC8 57,384.63 AAA Aaa 8/20/2019 8/27/2019 57,384.15 1.78 45.40 57,384.49 57,338.07 GMALT 2020-3 A3DTD 09/29/2020 0.450% 08/21/2023
362569AC9 113,753.80 AAA Aaa 9/22/2020 9/29/2020 113,742.90 0.45 15.64 113,749.51 113,469.01 ALLYA 2019-1 A3
DTD 02/13/2019 2.910% 09/15/2023
02004WAC5 6,129.50 NR Aaa 2/5/2019 2/13/2019 6,128.76 2.91 7.93 6,129.31 6,129.40 36 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
ABS
NALT 2020-B A3DTD 09/29/2020 0.430% 10/16/2023
65480EAD3 173,019.86 AAA Aaa 9/22/2020 9/29/2020 173,002.05 0.43 33.07 173,012.30 172,353.46 COPAR 2019-1 A3DTD 05/30/2019 2.510% 11/15/2023
14042WAC4 28,092.29 AAA Aaa 5/21/2019 5/30/2019 28,086.60 2.51 31.34 28,090.54 28,109.38 MBALT 2020-B A3DTD 09/23/2020 0.400% 11/15/2023
58769EAC2 114,546.00 AAA NR 9/15/2020 9/23/2020 114,540.19 0.40 20.36 114,543.46 113,840.41 FIFTH THIRD AUTO TRUSTDTD 05/08/2019 2.640% 12/15/2023
31680YAD9 10,921.38 AAA Aaa 4/30/2019 5/8/2019 10,918.98 2.65 12.81 10,920.62 10,924.19 BMWLT 2021-1 A3DTD 03/10/2021 0.290% 01/25/2024
05591RAC8 269,684.32 AAA Aaa 3/2/2021 3/10/2021 269,675.77 0.29 13.03 269,679.66 266,627.39 HDMOT 2019-A A3DTD 06/26/2019 2.340% 02/15/2024
41284WAC4 6,053.90 NR Aaa 6/19/2019 6/26/2019 6,053.43 2.34 6.30 6,053.74 6,054.62 HART 2019-B A3DTD 11/06/2019 1.940% 02/15/2024
44891JAC2 71,580.50 AAA NR 10/29/201 11/6/2019 71,577.20 1.94 61.72 71,579.25 71,558.82 GMALT 2021-1 A3DTD 02/24/2021 0.260% 02/20/2024
36261RAC2 337,503.27 NR Aaa 2/17/2021 2/24/2021 337,468.71 0.26 26.81 337,484.30 334,776.11 FORDO 2019-C A3DTD 11/22/2019 1.870% 03/15/2024
34531KAD4 140,370.39 AAA Aaa 11/19/2019 11/22/2019 140,362.33 1.87 116.66 140,367.20 140,086.15 VZOT 2019-C A1ADTD 10/08/2019 1.940% 04/22/2024
92348AAA3 244,620.10 AAA NR 10/1/2019 10/8/2019 244,601.24 1.94 145.01 244,612.58 244,369.83 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 47.07 394,972.22 386,711.24 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 58.18 559,944.42 549,547.04 ALLYA 2019-4 A3
DTD 12/11/2019 1.840% 06/17/2024
02007TAC9 108,999.31 AAA Aaa 12/4/2019 12/11/2019 108,980.53 1.84 89.14 108,991.15 108,828.14 NAROT 2019-C A3DTD 10/23/2019 1.930% 07/15/2024
65479JAD5 171,654.24 AAA Aaa 10/16/201 10/23/201 171,645.18 1.93 147.24 171,650.33 171,199.03 NAROT 2020-B A3DTD 06/30/2020 0.550% 07/15/2024
65479CAD0 237,431.55 AAA Aaa 6/23/2020 6/30/2020 237,425.05 0.55 58.04 237,428.27 235,147.34 VZOT 2020-A A1ADTD 01/29/2020 1.850% 07/22/2024
92348TAA2 204,352.69 AAA Aaa 1/21/2020 1/29/2020 204,328.76 1.85 115.52 204,341.69 203,794.68 GMCAR 2020-1 A3DTD 01/15/2020 1.840% 09/16/2024
36258NAC6 136,491.38 AAA Aaa 1/8/2020 1/15/2020 136,459.24 1.85 104.64 136,476.16 136,039.57 37 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
ABS
HDMOT 2020-A A3DTD 01/29/2020 1.870% 10/15/2024
41284UAD6 107,820.65 AAA Aaa 1/21/2020 1/29/2020 107,797.14 1.87 89.61 107,809.22 107,617.13 HAROT 2020-3 A3DTD 09/29/2020 0.370% 10/18/2024
43813KAC6 238,009.22 AAA NR 9/22/2020 9/29/2020 237,974.25 0.37 31.80 237,989.37 233,794.48 BMWOT 2020-A A3DTD 07/15/2020 0.480% 10/25/2024
09661RAD3 206,109.24 AAA NR 7/8/2020 7/15/2020 206,093.68 0.48 16.49 206,100.81 203,404.57 HART 2020-B A3DTD 07/22/2020 0.480% 12/16/2024
44933FAC0 204,577.06 AAA NR 7/14/2020 7/22/2020 204,538.76 0.48 43.64 204,555.65 201,753.10 CARMX 2020-1 A3DTD 01/22/2020 1.890% 12/16/2024
14315XAC2 278,649.28 AAA NR 1/14/2020 1/22/2020 278,594.62 1.89 234.07 278,621.83 276,800.83 MBART 2020-1 A3DTD 06/23/2020 0.550% 02/18/2025
58769VAC4 200,926.51 AAA NR 6/16/2020 6/23/2020 200,910.82 0.55 49.12 200,917.63 198,136.14 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 80.42 559,931.35 551,176.25 CARMX 2020-3 A3DTD 07/22/2020 0.620% 03/17/2025
14315FAD9 219,030.47 AAA NR 7/14/2020 7/22/2020 218,992.93 0.62 60.36 219,008.60 215,984.44 KCOT 2022-1A A2DTD 03/23/2022 2.340% 04/15/2025
50117EAB0 265,000.00 NR Aaa 3/15/2022 3/23/2022 264,990.86 2.34 275.60 264,991.68 261,010.00 GMCAR 2020-3 A3DTD 08/19/2020 0.450% 04/16/2025
362590AC5 443,532.73 NR Aaa 8/11/2020 8/19/2020 443,431.25 0.46 83.16 443,471.88 436,245.89 WOART 2020-B A3DTD 06/24/2020 0.630% 05/15/2025
98163WAC0 283,726.56 AAA NR 6/16/2020 6/24/2020 283,704.31 0.63 79.44 283,713.49 279,503.57 VWALT 2022-A A3DTD 06/14/2022 3.440% 07/21/2025
92868AAC9 225,000.00 NR Aaa 6/7/2022 6/14/2022 224,982.09 3.44 365.50 224,982.36 223,324.67 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 90.93 329,951.36 313,667.05 CARMX 2020-4 A3DTD 10/21/2020 0.500% 08/15/2025
14316HAC6 350,000.00 AAA NR 10/14/202 10/21/202 349,922.97 0.50 77.78 349,950.03 342,507.90 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 53.20 314,975.74 305,084.37 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 0.56 138.13 554,983.58 522,658.14 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 35.51 234,967.10 229,079.18 38 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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
Amortized
Cost
ABS
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 0.89 105.11 429,922.43 410,827.07 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 0.52 109.78 474,922.95 461,113.61 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 0.71 137.27 434,992.04 415,445.88 HAROT 2022-1 A3DTD 02/23/2022 1.880% 05/15/2026
43815BAC4 360,000.00 AAA Aaa 2/15/2022 2/23/2022 359,945.86 1.88 300.80 359,950.35 348,740.93 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 0.75 108.53 329,936.49 314,825.05 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 0.55 222.44 909,878.69 874,411.72 FORDO 2022-A A3DTD 01/24/2022 1.290% 06/15/2026
345286AC2 155,000.00 AAA NR 1/19/2022 1/24/2022 154,981.59 1.29 88.87 154,983.40 148,554.03 VALET 2021-1 A3DTD 12/13/2021 1.020% 06/22/2026
92868KAC7 570,000.00 AAA Aaa 12/7/2021 12/13/202 569,977.66 1.02 177.65 569,980.36 546,553.73 BMWOT 2022-A A3DTD 05/18/2022 3.210% 08/25/2026
05602RAD3 410,000.00 AAA Aaa 5/10/2022 5/18/2022 409,978.68 3.21 219.35 409,979.28 405,842.85 COPAR 2021-1 A3DTD 10/27/2021 0.770% 09/15/2026
14044CAC6 425,000.00 AAA Aaa 10/19/202 10/27/202 424,991.97 0.77 145.44 424,993.08 402,338.87 TAOT 2022-B A3DTD 04/13/2022 2.930% 09/15/2026
89238FAD5 425,000.00 AAA Aaa 4/7/2022 4/13/2022 424,990.06 2.93 553.44 424,990.55 420,172.81 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 0.58 104.40 404,926.53 379,366.09 GMCAR 2021-4 A3DTD 10/21/2021 0.680% 09/16/2026
362554AC1 360,000.00 AAA Aaa 10/13/202 10/21/202 359,990.82 0.68 102.00 359,992.12 342,001.22 HART 2022-A A3DTD 03/16/2022 2.220% 10/15/2026
448977AD0 815,000.00 AAA NR 3/9/2022 3/16/2022 814,968.62 2.22 804.13 814,970.63 791,148.05 WOART 2021-D A3DTD 11/03/2021 0.810% 10/15/2026
98163KAC6 520,000.00 AAA NR 10/26/202 11/3/2021 519,929.18 0.81 187.20 519,938.59 494,719.73 KCOT 2022-1A A3DTD 03/23/2022 2.670% 10/15/2026
50117EAC8 765,000.00 NR Aaa 3/15/2022 3/23/2022 764,890.61 2.67 907.80 764,897.17 735,689.18 COMET 2021-A3 A3DTD 11/30/2021 1.040% 11/15/2026
14041NFY2 895,000.00 AAA NR 11/18/2021 11/30/2021 894,876.67 1.04 413.69 894,891.17 846,232.61 39 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
BUY3/28/2022 4/1/2022 355,000.00 05565EBZ7 BMW US CAPITAL LLC CORP NOTES 3.25% 4/1/2025 354,666.30 3.28%3/31/2022 4/7/2022 575,000.00 69371RR73 PACCAR FINANCIAL CORP CORPORATE NOTES 2.85% 4/7/2025 574,850.50 2.86%4/5/2022 4/13/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 364,923.72 3.10%4/7/2022 4/13/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 424,990.06 2.93%4/11/2022 4/13/2022 430,000.00 023135CE4 AMAZON.COM INC CORPORATE NOTES 3.00% 4/13/2025 429,316.30 3.06%4/12/2022 4/20/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 774,870.96 3.06%4/19/2022 4/26/2022 700,000.00 46647PCZ7 JPMORGAN CHASE & CO (CALLABLE) CORPORATE 4.08% 4/26/2026 700,000.00 4.08%4/19/2022 4/26/2022 1,450,000.00 06406RBC0 BANK OF NY MELLON CORP (CALLABLE) CORP N 3.35% 4/25/2025 1,449,797.00 3.35%4/21/2022 4/28/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 589,910.26 3.49%4/26/2022 5/3/2022 315,000.00 17252MAP5 CINTAS CORPORATION NO. 2 CORP NOTE (CALL 3.45% 5/1/2025 314,930.70 3.46%4/26/2022 5/4/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 449,901.68 3.17%4/27/2022 5/4/2022 145,000.00 63743HFE7 NATIONAL RURAL UTIL COOP CORPORATE NOTES 3.45% 6/15/2025 144,960.85 3.46%5/4/2022 5/5/2022 1,450,000.00 9128284M9 US TREASURY NOTES 2.87% 4/30/2025 1,445,412.11 3.00%5/10/2022 5/13/2022 150,000.00 14913R2V8 CATERPILLAR FINL SERVICE CORPORATE NOTES 3.40% 5/13/2025 149,809.50 3.44%5/10/2022 5/18/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 409,978.68 3.21%5/17/2022 5/24/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 1,089,758.89 3.39%5/17/2022 5/24/2022 1,070,000.00 40428HTA0 HSBC USA INC CORPORATE NOTES 3.75% 5/24/2024 1,069,957.20 3.75% 41 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
BUY5/19/2022 5/24/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 1,008,533.11 3.10%5/23/2022 5/26/2022 575,000.00 90327QD89 USAA CAPITAL CORP CORPORATE NOTES 3.37% 5/1/2025 573,119.75 3.49%5/25/2022 5/31/2022 1,401,723.14 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,407,163.87 3.00%5/31/2022 6/9/2022 780,000.00 63254ABD9 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES 3.50% 6/9/2025 780,000.00 3.50%6/1/2022 6/6/2022 3,250,000.00 91282CEQ0 US TREASURY N/B NOTES 2.75% 5/15/2025 3,245,440.73 2.86%6/1/2022 6/6/2022 310,000.00 24422EWF2 JOHN DEERE CAPITAL CORP CORPORATE NOTES 3.40% 6/6/2025 309,928.70 3.41%6/6/2022 6/14/2022 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 424,932.09 3.49%6/7/2022 6/14/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 224,982.09 3.44% Total BUY 18,711,723.14 18,712,135.05 0.00
INTEREST3/1/2022 4/14/2022 1,550,000.00 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,242.084/1/2022 4/1/2022 MONEY0002 MONEY MARKET FUND 10.114/1/2022 4/25/2022 192,612.39 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 473.674/1/2022 4/25/2022 345,424.09 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 777.324/1/2022 4/25/2022 19,159.16 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.144/1/2022 4/25/2022 103,226.27 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 179.964/1/2022 4/25/2022 1,000,000.00 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,922.50 42 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST4/1/2022 4/25/2022 1,548,165.78 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,238.254/1/2022 4/25/2022 216,552.61 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 441.204/1/2022 4/25/2022 200,606.41 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 395.304/1/2022 4/25/2022 90,585.27 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 201.484/15/2022 4/15/2022 269,298.47 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 107.724/15/2022 4/15/2022 166,864.27 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 255.864/15/2022 4/15/2022 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.584/15/2022 4/15/2022 350,000.00 20030NCR0 COMCAST CORP (CALLABLE) CORPORATE NOTES 3.70% 4/15/2024 6,475.004/15/2022 4/15/2022 9,899.65 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 26.234/15/2022 4/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.504/15/2022 4/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.714/15/2022 4/15/2022 64,472.31 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 156.354/15/2022 4/15/2022 278,347.71 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 143.814/15/2022 4/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.384/15/2022 4/15/2022 162,297.82 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 252.914/15/2022 4/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 378.954/15/2022 4/15/2022 101,542.40 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 150.62 43 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST4/15/2022 4/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,457.494/15/2022 4/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.834/15/2022 4/15/2022 323,876.60 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 148.444/15/2022 4/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.004/15/2022 4/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.634/15/2022 4/15/2022 54,758.25 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 146.934/15/2022 4/15/2022 260,448.45 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 119.374/15/2022 4/15/2022 3,000,000.00 91282CDB4 US TREASURY N/B NOTES 0.62% 10/15/2024 9,375.004/15/2022 4/15/2022 1,125,000.00 91282CBV2 US TREASURY N/B NOTES 0.37% 4/15/2024 2,109.384/15/2022 4/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.674/15/2022 4/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.504/15/2022 4/15/2022 69,652.71 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 145.694/15/2022 4/15/2022 350,726.44 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 184.134/15/2022 4/15/2022 29,743.27 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 65.934/15/2022 4/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.004/15/2022 4/15/2022 123,393.69 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 199.494/15/2022 4/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.00 44 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST4/15/2022 4/15/2022 212,501.93 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 331.154/15/2022 4/15/2022 145,000.00 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 48.334/15/2022 4/15/2022 65,843.36 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 128.394/15/2022 4/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.754/15/2022 4/15/2022 41,226.49 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 90.704/15/2022 4/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,248.234/15/2022 4/15/2022 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.834/15/2022 4/15/2022 1,500,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 937.504/15/2022 4/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.084/15/2022 4/15/2022 355,198.79 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 559.444/15/2022 4/15/2022 271,721.02 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 97.374/15/2022 4/15/2022 245,038.47 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 394.104/15/2022 4/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.754/16/2022 4/16/2022 546,361.64 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 204.894/16/2022 4/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.004/16/2022 4/16/2022 1,150,000.00 3137EAEY1 FREDDIE MAC NOTES 0.12% 10/16/2023 718.754/16/2022 4/16/2022 52,445.59 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 129.80 45 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST4/16/2022 4/16/2022 186,461.06 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 285.914/16/2022 4/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.254/18/2022 4/18/2022 32,696.41 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 77.114/18/2022 4/18/2022 285,000.00 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 87.884/20/2022 4/20/2022 203,020.43 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 76.134/20/2022 4/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.504/20/2022 4/20/2022 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.334/20/2022 4/20/2022 350,000.00 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 75.834/20/2022 4/20/2022 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.674/20/2022 4/20/2022 1,325,000.00 3137EAEQ8 FREDDIE MAC NOTES 0.37% 4/20/2023 2,484.384/20/2022 4/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.384/20/2022 4/20/2022 300,580.71 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 463.404/20/2022 4/20/2022 391,682.72 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 633.224/20/2022 4/20/2022 459058JV6 INTL BK OF RECON AND DEV NOTE 0.12% 4/20/2023 652.054/21/2022 4/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.334/24/2022 4/24/2022 525,000.00 06051GJH3 BANK OF AMERICA CORP (CALLABLE) CORPORAT 0.81% 10/24/2024 2,126.254/25/2022 4/25/2022 270,000.00 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.25 46 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST4/25/2022 4/25/2022 670,000.00 06406RAX5 BANK OF NY MELLON CORP (CALLABLE) CORPOR 0.85% 10/25/2024 2,847.504/25/2022 4/25/2022 271,184.94 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 108.474/30/2022 4/30/2022 650,000.00 172967MT5 CITIGROUP INC CORPORATE NOTES 0.77% 10/30/2024 2,522.004/30/2022 4/30/2022 1,500,000.00 91282CDD0 US TREASURY N/B NOTES 0.37% 10/31/2023 2,812.504/30/2022 4/30/2022 2,000,000.00 912828X70 US TREASURY NOTES 2.00% 4/30/2024 20,000.004/30/2022 4/30/2022 1,800,000.00 912828YM6 US TREASURY NOTES 1.50% 10/31/2024 13,500.005/1/2022 5/1/2022 230,000.00 172967MX6 CITIGROUP INC (CALLABLE) CORPORATE NOTES 0.98% 5/1/2025 1,128.155/1/2022 5/1/2022 365,000.00 713448EY0 PEPSICO INC CORPORATE NOTES 0.75% 5/1/2023 1,368.755/1/2022 5/1/2022 360,000.00 605581MY0 MS ST TXBL GO BONDS 0.42% 11/1/2023 759.605/1/2022 5/1/2022 400,000.00 13077DNB4 CA ST UNIV TXBL REV BONDS 0.47% 11/1/2023 950.005/1/2022 5/25/2022 187,120.30 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 460.165/1/2022 5/25/2022 19,109.28 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.015/1/2022 5/25/2022 77,716.68 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 172.855/1/2022 5/25/2022 190,848.79 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 376.075/1/2022 5/25/2022 64,113.56 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 145.115/1/2022 5/25/2022 193,393.03 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 373.445/1/2022 5/25/2022 102,820.84 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 228.80 47 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST5/1/2022 5/25/2022 923,328.71 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,775.105/1/2022 5/25/2022 1,512,205.89 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,163.035/2/2022 5/2/2022 MONEY0002 MONEY MARKET FUND 5.135/5/2022 5/5/2022 2,750,000.00 3137EAER6 FREDDIE MAC NOTES 0.37% 5/5/2023 5,156.255/6/2022 5/6/2022 2,980,000.00 3137EAEZ8 FREDDIE MAC NOTES 0.25% 11/6/2023 3,725.005/10/2022 5/10/2022 575,000.00 02665WDH1 AMERICAN HONDA FINANCE 1.95% 5/10/2023 5,606.255/10/2022 5/10/2022 240,000.00 6174468T9 MORGAN STANLEY CORPORATE NOTES 0.56% 11/10/2023 672.005/11/2022 5/11/2022 335,000.00 166764BV1 CHEVRON CORP CORPORATE NOTES 1.14% 5/11/2023 1,911.185/11/2022 5/11/2022 710,000.00 037833DV9 APPLE INC CORPORATE NOTES 0.75% 5/11/2023 2,662.505/12/2022 5/12/2022 1,060,000.00 023135BW5 AMAZON.COM INC CORPORATE NOTES 0.45% 5/12/2024 2,385.005/13/2022 5/13/2022 690,000.00 110122DT2 BRISTOL-MYERS SQUIBB CO (CALLABLE) CORP 0.53% 11/13/2023 1,852.655/15/2022 5/15/2022 256,198.15 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 132.375/15/2022 5/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.715/15/2022 5/15/2022 217,519.30 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 349.845/15/2022 5/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,646.885/15/2022 5/15/2022 500,000.00 91324PEB4 UNITEDHEALTH GROUP INC (CALLABLE) CORP N 0.55% 5/15/2024 1,375.005/15/2022 5/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.00 48 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST5/15/2022 5/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.505/15/2022 5/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.085/15/2022 5/15/2022 25,642.31 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 68.815/15/2022 5/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.835/15/2022 5/15/2022 145,596.90 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 223.255/15/2022 5/15/2022 238,475.57 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 109.305/15/2022 5/15/2022 245,488.18 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 98.205/15/2022 5/15/2022 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.585/15/2022 5/15/2022 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.835/15/2022 5/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.635/15/2022 5/15/2022 142,036.24 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 221.345/15/2022 5/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.385/15/2022 5/15/2022 326,304.44 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 171.315/15/2022 5/15/2022 291,844.56 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 133.765/15/2022 5/15/2022 326,517.79 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 514.275/15/2022 5/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.005/15/2022 5/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.75 49 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST5/15/2022 5/15/2022 136,336.48 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 45.455/15/2022 5/15/2022 187,112.30 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 291.585/15/2022 5/15/2022 43,312.87 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 84.465/15/2022 5/15/2022 43,039.15 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 104.375/15/2022 5/15/2022 2,235,000.00 91282CAW1 US TREASURY NOTES 0.25% 11/15/2023 2,793.755/15/2022 5/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 972.355/15/2022 5/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.135/15/2022 5/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.505/15/2022 5/15/2022 85,387.46 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 126.665/15/2022 5/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,106.895/15/2022 5/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.755/15/2022 5/15/2022 1,700,000.00 91282CDH1 US TREASURY N/B NOTES 0.75% 11/15/2024 6,375.005/15/2022 5/15/2022 104,290.47 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 168.605/15/2022 5/15/2022 235,451.43 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 84.375/15/2022 5/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.755/15/2022 5/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.675/15/2022 5/15/2022 54,433.14 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 113.86 50 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST5/15/2022 5/15/2022 15,573.33 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 34.525/15/2022 5/15/2022 29,992.63 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 65.985/15/2022 5/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.005/15/2022 5/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 3,850.005/15/2022 5/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.755/16/2022 5/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.005/16/2022 5/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.255/16/2022 5/16/2022 25,854.66 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 63.995/16/2022 5/16/2022 507,962.01 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 190.495/16/2022 5/16/2022 167,997.01 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 257.605/16/2022 5/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 1,037.215/17/2022 5/17/2022 625,000.00 38141GXL3 GOLDMAN SACHS GROUP INC (CALLABLE) CORP 0.62% 11/17/2023 1,959.385/18/2022 5/18/2022 20,770.89 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 48.985/18/2022 5/18/2022 274,571.44 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 84.665/20/2022 5/20/2022 350,000.00 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 75.835/20/2022 5/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.505/20/2022 5/20/2022 337,483.20 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 545.60 51 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST5/20/2022 5/20/2022 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.675/20/2022 5/20/2022 261,714.01 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 403.485/20/2022 5/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.385/20/2022 5/20/2022 169,775.20 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 63.675/20/2022 5/20/2022 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.335/21/2022 5/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.335/22/2022 5/22/2022 3,140,000.00 3135G04Q3 FANNIE MAE NOTES 0.25% 5/22/2023 3,925.005/24/2022 5/24/2022 960,000.00 459058JM6 INTL BK RECON & DEVELOP NOTES 0.25% 11/24/2023 1,200.005/24/2022 5/24/2022 1,100,000.00 4581X0DM7 INTER-AMERICAN DEVEL BK NOTES 0.50% 5/24/2023 2,750.005/25/2022 5/25/2022 247,270.71 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 98.915/25/2022 5/25/2022 270,000.00 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.255/28/2022 5/28/2022 695,000.00 04636NAC7 ASTRAZENECA FINANCE LLC (CALLABLE) CORP 0.70% 5/28/2024 2,432.505/31/2022 5/31/2022 2,950,000.00 912828YV6 US TREASURY NOTES 1.50% 11/30/2024 22,125.006/1/2022 6/25/2022 74,702.26 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 147.206/1/2022 6/25/2022 181,853.65 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 345.526/1/2022 6/25/2022 19,055.84 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.866/1/2022 6/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.17 52 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST6/1/2022 6/25/2022 88,591.69 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 154.446/1/2022 6/25/2022 181,224.74 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 445.666/1/2022 6/25/2022 896,719.54 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,723.946/1/2022 6/25/2022 1,508,256.74 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,182.766/1/2022 6/25/2022 64,125.29 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 142.636/1/2022 6/25/2022 1,401,723.14 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,579.076/1/2022 6/1/2022 MONEY0002 MONEY MARKET FUND 85.866/1/2022 6/1/2022 630,000.00 46647PCH7 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE 0.82% 6/1/2025 2,595.606/1/2022 6/1/2022 100,000.00 13067WRA2 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.41% 12/1/2023 207.006/1/2022 6/1/2022 225,000.00 13067WQZ8 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.34% 12/1/2022 392.636/2/2022 6/2/2022 1,525,000.00 23341VZT1 DNB BANK ASA/NY LT CD 2.04% 12/2/2022 15,727.836/3/2022 6/3/2022 345,000.00 023135BP0 AMAZON.COM INC CORPORATE NOTES 0.40% 6/3/2023 690.006/4/2022 6/4/2022 2,400,000.00 3137EAFA2 FREDDIE MAC NOTES 0.25% 12/4/2023 3,000.006/6/2022 6/6/2022 1,000,000.00 06051GKE8 BANK OF AMERICA CORP NOTES (CALLABLE) 1.53% 12/6/2025 7,650.006/8/2022 6/8/2022 200,000.00 69371RQ82 PACCAR FINANCIAL CORP CORPORATE NOTES 0.80% 6/8/2023 800.006/9/2022 6/9/2022 1,175,000.00 3133834G3 FEDERAL HOME LOAN BANKS NOTES 2.12% 6/9/2023 12,484.386/15/2022 6/15/2022 70,824.37 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 105.06 53 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST6/15/2022 6/15/2022 20,182.41 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 44.406/15/2022 6/15/2022 8,225,000.00 91282CCG4 US TREASURY N/B NOTES 0.25% 6/15/2024 10,281.256/15/2022 6/15/2022 87,096.09 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 140.816/15/2022 6/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.676/15/2022 6/15/2022 2,797.73 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 6.206/15/2022 6/15/2022 162,477.59 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 253.196/15/2022 6/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,624.636/15/2022 6/15/2022 237,141.02 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 122.526/15/2022 6/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.676/15/2022 6/15/2022 1,425,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 890.636/15/2022 6/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.716/15/2022 6/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.716/15/2022 6/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.256/15/2022 6/15/2022 126,717.02 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 194.306/15/2022 6/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.756/15/2022 6/15/2022 40,945.54 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 85.646/15/2022 6/15/2022 202,779.37 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 72.66 54 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST6/15/2022 6/15/2022 24,037.01 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 58.296/15/2022 6/15/2022 302,790.76 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 476.906/15/2022 6/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.006/15/2022 6/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.086/15/2022 6/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.756/15/2022 6/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.636/15/2022 6/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.006/15/2022 6/15/2022 124,109.00 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 193.406/15/2022 6/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.836/15/2022 6/15/2022 2,150,000.00 91282CDN8 US TREASURY N/B NOTES 1.00% 12/15/2024 10,750.006/15/2022 6/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.386/15/2022 6/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.506/15/2022 6/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 2,155.486/15/2022 6/15/2022 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.836/15/2022 6/15/2022 219,980.48 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 100.826/15/2022 6/15/2022 304,712.53 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 159.976/15/2022 6/15/2022 24,079.98 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 46.96 55 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST6/15/2022 6/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.756/15/2022 6/15/2022 224,255.68 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 89.706/15/2022 6/15/2022 264,807.06 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 121.376/15/2022 6/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.756/15/2022 6/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.926/15/2022 6/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.136/15/2022 6/15/2022 109.93 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 0.296/15/2022 6/15/2022 194,178.11 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 312.306/15/2022 6/15/2022 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.586/15/2022 6/15/2022 125,646.16 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 41.886/15/2022 6/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.006/15/2022 6/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.506/16/2022 6/16/2022 2,520.33 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 6.246/16/2022 6/16/2022 474,803.82 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 178.056/16/2022 6/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.006/16/2022 6/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.256/16/2022 6/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.92 56 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
INTEREST6/16/2022 6/16/2022 151,547.08 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 232.376/18/2022 6/18/2022 255,657.17 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 78.836/18/2022 6/18/2022 9,822.44 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 23.166/20/2022 6/20/2022 232,759.55 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 358.846/20/2022 6/20/2022 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.336/20/2022 6/20/2022 350,000.00 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 75.836/20/2022 6/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.506/20/2022 6/20/2022 141,514.42 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 53.076/20/2022 6/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.386/20/2022 6/20/2022 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.676/20/2022 6/20/2022 290,511.43 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 469.666/21/2022 6/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.336/25/2022 6/25/2022 226,231.15 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 90.496/25/2022 6/25/2022 270,000.00 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.256/25/2022 7/12/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,352.666/26/2022 6/26/2022 2,850,000.00 3137EAES4 FREDDIE MAC NOTES 0.25% 6/26/2023 3,562.50 Total INTEREST 137,518,514.61 304,812.48 0.00
57 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
MATURITY4/1/2022 4/1/2022 1,025,000.00 46647PBB1 JPMORGAN CHASE & CO BONDS (CALLED, OMD 4 3.20% 4/1/2022 1,041,435.885/19/2022 5/19/2022 200,000.00 61744YAH1 MORGAN STANLEY CORP NOTES 2.75% 5/19/2022 202,750.00 Total MATURITY 1,225,000.00 1,244,185.88 0.00
PAYDOWNS4/1/2022 4/25/2022 9,757.62 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 9,757.624/1/2022 4/25/2022 12,868.59 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 12,868.594/1/2022 4/25/2022 405.43 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 405.434/1/2022 4/25/2022 46,002.77 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 46,002.774/1/2022 4/25/2022 30,668.52 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 30,668.524/1/2022 4/25/2022 279,328.48 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 279,328.484/1/2022 4/25/2022 3,479.99 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,479.994/1/2022 4/25/2022 5,492.09 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,492.094/1/2022 4/25/2022 49.88 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 49.884/1/2022 4/25/2022 23,159.58 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 23,159.584/1/2022 4/25/2022 32,479.90 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 32,479.904/1/2022 4/25/2022 1,982.05 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 1,982.054/15/2022 4/15/2022 28,681.00 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 28,681.00 58 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS4/15/2022 4/15/2022 27,519.17 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 27,519.174/15/2022 4/15/2022 11,233.86 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 11,233.864/15/2022 4/15/2022 9,899.65 89231PAD0 TOYOTA AUTO RECEIVABLES OWNER 3.18% 3/15/2023 9,899.654/15/2022 4/15/2022 14,169.94 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 14,169.944/15/2022 4/15/2022 29,115.94 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 29,115.944/15/2022 4/15/2022 16,154.94 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 16,154.944/15/2022 4/15/2022 23,810.29 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 23,810.294/15/2022 4/15/2022 15,219.57 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 15,219.574/15/2022 4/15/2022 25,389.63 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 25,389.634/15/2022 4/15/2022 22,149.56 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 22,149.564/15/2022 4/15/2022 36,269.59 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 36,269.594/15/2022 4/15/2022 8,663.52 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 8,663.524/15/2022 4/15/2022 21,433.16 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 21,433.164/15/2022 4/15/2022 24,422.00 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 24,422.004/15/2022 4/15/2022 21,972.88 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 21,972.884/15/2022 4/15/2022 22,530.49 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 22,530.494/15/2022 4/15/2022 32,032.04 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 32,032.04 59 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS4/15/2022 4/15/2022 20,261.58 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 20,261.584/15/2022 4/15/2022 19,103.22 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 19,103.224/15/2022 4/15/2022 21,267.37 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 21,267.374/16/2022 4/16/2022 38,399.63 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 38,399.634/16/2022 4/16/2022 18,464.05 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 18,464.054/16/2022 4/16/2022 26,590.93 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 26,590.934/18/2022 4/18/2022 11,925.52 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 11,925.524/18/2022 4/18/2022 10,428.56 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 10,428.564/20/2022 4/20/2022 54,199.52 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 54,199.524/20/2022 4/20/2022 38,866.70 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 38,866.704/20/2022 4/20/2022 33,245.23 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 33,245.234/25/2022 4/25/2022 23,914.23 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 23,914.235/1/2022 5/25/2022 11,539.38 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 11,539.385/1/2022 5/25/2022 13,591.39 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 13,591.395/1/2022 5/25/2022 14,229.15 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 14,229.155/1/2022 5/25/2022 116,146.53 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 116,146.535/1/2022 5/25/2022 15,965.50 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 15,965.50 60 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS5/1/2022 5/25/2022 382.18 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 382.185/1/2022 5/25/2022 3,566.97 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 3,566.975/1/2022 5/25/2022 53.44 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 53.445/1/2022 5/25/2022 64,113.56 3137BLUR7 FHLMC MULTIFAMILY STRUCTURED P 2.71% 6/1/2022 64,113.565/1/2022 5/25/2022 5,895.56 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,895.565/1/2022 5/25/2022 10,643.67 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 10,643.675/15/2022 5/15/2022 19,002.14 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 19,002.145/15/2022 5/15/2022 13,487.60 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 13,487.605/15/2022 5/15/2022 23,727.03 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 23,727.035/15/2022 5/15/2022 21,591.91 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 21,591.915/15/2022 5/15/2022 17,194.38 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 17,194.385/15/2022 5/15/2022 25,532.38 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 25,532.385/15/2022 5/15/2022 10,690.32 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 10,690.325/15/2022 5/15/2022 17,927.24 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 17,927.245/15/2022 5/15/2022 19,057.13 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 19,057.135/15/2022 5/15/2022 24,634.71 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 24,634.715/15/2022 5/15/2022 21,232.50 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 21,232.50 61 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS5/15/2022 5/15/2022 14,563.09 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 14,563.095/15/2022 5/15/2022 27,037.50 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 27,037.505/15/2022 5/15/2022 32,672.06 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 32,672.065/15/2022 5/15/2022 9,810.22 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 9,810.225/15/2022 5/15/2022 12,775.60 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 12,775.605/15/2022 5/15/2022 19,232.89 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 19,232.895/15/2022 5/15/2022 23,341.19 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 23,341.195/15/2022 5/15/2022 18,495.09 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 18,495.095/15/2022 5/15/2022 18,879.88 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 18,879.885/16/2022 5/16/2022 16,449.93 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 16,449.935/16/2022 5/16/2022 33,158.19 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 33,158.195/16/2022 5/16/2022 23,334.33 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 23,334.335/18/2022 5/18/2022 18,914.27 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 18,914.275/18/2022 5/18/2022 10,948.45 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 10,948.455/20/2022 5/20/2022 46,971.77 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 46,971.775/20/2022 5/20/2022 28,954.46 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 28,954.465/20/2022 5/20/2022 28,260.78 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 28,260.78 62 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS5/25/2022 5/25/2022 21,039.56 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 21,039.566/1/2022 6/25/2022 68,712.29 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 68,712.296/1/2022 6/25/2022 56,325.99 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 56,325.996/1/2022 6/25/2022 1,631.35 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,631.356/1/2022 6/25/2022 74,702.26 3136ABPW7 FNA 2013-M1 A2 2.36% 8/1/2022 74,702.266/1/2022 6/25/2022 51,771.84 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 51,771.846/1/2022 6/25/2022 12,957.21 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 12,957.216/1/2022 6/25/2022 7,362.03 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 7,362.036/1/2022 6/25/2022 50.44 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.446/1/2022 6/25/2022 5,530.80 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,530.806/1/2022 6/25/2022 77,657.77 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 77,657.776/1/2022 6/25/2022 15,351.97 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 15,351.976/15/2022 6/15/2022 13,439.74 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 13,439.746/15/2022 6/15/2022 29,759.51 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 29,759.516/15/2022 6/15/2022 20,985.97 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 20,985.976/15/2022 6/15/2022 27,375.51 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 27,375.516/15/2022 6/15/2022 2,797.73 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST 2.66% 6/15/2023 2,797.73 63 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS6/15/2022 6/15/2022 11,100.16 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 11,100.166/15/2022 6/15/2022 24,141.48 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 24,141.486/15/2022 6/15/2022 22,523.87 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 22,523.876/15/2022 6/15/2022 109.93 65478NAD7 NAROT 2018-C A3 3.22% 6/15/2023 109.936/15/2022 6/15/2022 19,053.97 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 19,053.976/15/2022 6/15/2022 17,907.51 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 17,907.516/15/2022 6/15/2022 18,110.55 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 18,110.556/15/2022 6/15/2022 15,515.59 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 15,515.596/15/2022 6/15/2022 16,288.35 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 16,288.356/15/2022 6/15/2022 19,678.62 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 19,678.626/15/2022 6/15/2022 12,853.25 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 12,853.256/15/2022 6/15/2022 18,026.08 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 18,026.086/15/2022 6/15/2022 17,717.71 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 17,717.716/15/2022 6/15/2022 22,107.20 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 22,107.206/15/2022 6/15/2022 9,261.03 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 9,261.036/16/2022 6/16/2022 2,520.33 36256XAD4 GMCAR 2019-1 A3 2.97% 11/16/2023 2,520.336/16/2022 6/16/2022 31,271.09 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 31,271.09 64 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
PAYDOWNS6/16/2022 6/16/2022 15,055.70 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 15,055.706/18/2022 6/18/2022 17,647.95 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 17,647.956/18/2022 6/18/2022 9,822.44 43814WAC9 HAROT 2019-1 A3 2.83% 3/20/2023 9,822.446/20/2022 6/20/2022 28,406.86 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 28,406.866/20/2022 6/20/2022 45,891.33 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 45,891.336/20/2022 6/20/2022 27,760.62 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 27,760.626/20/2022 6/20/2022 12,496.73 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 12,496.736/25/2022 6/25/2022 315.68 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 315.686/25/2022 6/25/2022 20,121.91 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 20,121.91 Total PAYDOWNS 2,950,170.95 2,950,170.95 0.00
SELL4/6/2022 4/11/2022 250,000.00 912828ZP8 US TREASURY NOTES 0.12% 5/15/2023 245,097.60 -4,695.524/11/2022 4/13/2022 430,000.00 023135BP0 AMAZON.COM INC CORPORATE NOTES 0.40% 6/3/2023 422,128.61 -8,263.794/12/2022 4/13/2022 805,000.00 3137EAEQ8 FREDDIE MAC NOTES 0.37% 4/20/2023 793,924.88 -11,842.104/12/2022 4/18/2022 500,000.00 912828ZP8 US TREASURY NOTES 0.12% 5/15/2023 490,656.51 -8,953.534/22/2022 4/26/2022 700,000.00 3137EAEQ8 FREDDIE MAC NOTES 0.37% 4/20/2023 688,108.75 -11,361.264/22/2022 4/26/2022 700,000.00 46647PBZ8 JPMORGAN CHASE & CO CORPORATE NOTES (CAL 0.69% 3/16/2024 684,295.11 -16,247.00 65 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
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)
SELL4/25/2022 4/28/2022 500,000.00 912828ZP8 US TREASURY NOTES 0.12% 5/15/2023 490,087.84 -9,556.204/26/2022 5/3/2022 325,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 318,645.23 -6,821.285/2/2022 5/4/2022 100,000.00 3137EAEQ8 FREDDIE MAC NOTES 0.37% 4/20/2023 98,318.58 -1,615.865/4/2022 5/5/2022 950,000.00 3137EAER6 FREDDIE MAC NOTES 0.37% 5/5/2023 932,225.50 -17,641.265/4/2022 5/5/2022 525,000.00 3137EAEQ8 FREDDIE MAC NOTES 0.37% 4/20/2023 515,847.28 -8,815.235/10/2022 5/13/2022 175,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 171,590.22 -3,670.945/16/2022 5/18/2022 350,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 343,356.52 -7,175.745/19/2022 5/24/2022 1,050,000.00 3137EAER6 FREDDIE MAC NOTES 0.37% 5/5/2023 1,032,914.31 -17,153.905/19/2022 5/24/2022 400,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 392,283.31 -8,338.655/19/2022 5/24/2022 1,100,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 1,078,779.10 -22,937.335/24/2022 5/26/2022 250,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 245,493.00 -4,899.935/25/2022 5/31/2022 750,000.00 3137EAER6 FREDDIE MAC NOTES 0.37% 5/5/2023 738,338.13 -11,767.305/25/2022 5/31/2022 675,000.00 3135G04Q3 FANNIE MAE NOTES 0.25% 5/22/2023 663,013.69 -11,367.956/2/2022 6/6/2022 1,525,000.00 23341VZT1 DNB BANK ASA/NY LT CD 2.04% 12/2/2022 1,523,991.93 -1,353.746/2/2022 6/6/2022 2,000,000.00 3135G04Q3 FANNIE MAE NOTES 0.25% 5/22/2023 1,961,554.44 -36,715.806/3/2022 6/9/2022 550,000.00 912828S35 US TREASURY NOTES 1.37% 6/30/2023 548,100.35 -9,519.336/3/2022 6/9/2022 100,000.00 912828ZU7 US TREASURY NOTES 0.25% 6/15/2023 98,093.54 -2,071.58 66 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Appendix
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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. 68 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Appendix
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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. 69 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Appendix
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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. 70 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended June 30, 2022
Appendix
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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. 71 ATTACHMENT
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Manteca City CouncilAugust 16, 2022

Manteca City Council
August 16, 2022