Attachment 1 - Investment Report September 30, 2022 — Manteca City Council, November 15, 2022

Investment Performance Review
For the Quarter Ended September 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
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Market Summary
1 ATTACHMENT
1 Summary
►In Q3, U.S. economic conditions were characterized by: (1) persistently high inflation despite recent energy price declines; (2) aggressive interest rate hikes bythe Fed; (3) rising Treasury yields and two-decade-high mortgage rates; (4) furtherweakening of credit and equity markets; and (5) increasing recession probability.►Interest rates surged and equity markets fell in reaction to the Fed’s aggressiverate hikes designed to combat inflation. Over the first three quarters of 2022, the S&P500 cemented its third worst performance of all time, the U.S. Dollar Index (DXY) hadits second strongest year on record, and the 10-year U.S. Treasury experienced itslargest net yield gain in 35 years.Economic Snapshot►Inflation remains the headline issue as both key measur es – CPI and PPI – came
in hotter than expected. The consumer price index (CPI) rose 8.2% year-over-year(YoY), with key contributions from food, energy, transportation and shelter costs.Despite the ongoing war in Ukraine, oil prices have fallen from above $120/barrelearlier in the year to about $80/barrel, leading to lower gasoline prices at the pump.

After peaking at over $5 per gallon in June, the national average price fell to around $3.80 by quarter end. Stripping out the volatile food and energy sectors, core CPIrose 6.6% YoY, a new 40-year high for this cycle. Although inflation remains elevated,in a sign of confidence in the Fed’s inflation fighting commitment, the University ofMichigan survey of consumers shows the expected average inflation rate over themedium term (5-10 years) to be reasonably well behaved under 3%.►U.S. economic growth declined at an annual pace of 0.6% in the second quarter of2022, the second consecutive quarter of negative real growth. Recently updated Fedprojections for GDP reflect expectations for weaker economic growth over the comingyears, with projections for the full calendar year of 2022 at just 0.2%, 2023 at 1.2%,and 2024 at 1.7%, all of which reflect sizable reductions from their June projections.►The U.S. labor market remained strong in the third quarter, adding 1.1 million new jobs, or an average of 372,000 per month. The unemployment rate ticked down to

3.5%, while the labor force participation rate improved marginally. Wage growthremained elevated, as average hourly earnings increased 5% over the past year.►Consumer spending seems to have held up reasonably well, with spending on services such as rent, utilities, transportation and healthcare rising, while spendingon goods has begun to decline. Households have maintained spending despite thepinch from higher inflation, but that consumption has come at the expense of declininghousehold savings and increasing consumer credit balances.►With mortgage rates nearing 7%, home sales have cooled significantly and home prices have begun to soften. Existing home sales decreased for the seventh straightmonth in August, while new building permits for future residential construction fell tothe lowest level in two years. And, no surprise to new home buyers, the most recentU.S. Home Affordability Report shows that median-priced single-family homes andcondos remain less affordable in the third quarter of 2022 compared to historicalaverages in 99% of counties nationwide.

Interest Rates►The third quarter saw two more aggressive Fed interest rate hikes of 0.75% each – one in July and the other in September. The federal funds rate now stands at atarget range of 3.00%-3.25%, the highest level since 2008. Prior to this cycle, theFed had not raised its flagship policy rate by 0.75% in any single move since 1994,underscoring its steadfast resolve to fight persistent inflation. By quarter end, thefutures market implied that the fed funds rate would reach a peak terminal rate ofaround 4.5% by February or March of 2023.►On the heels of the Fed rate hikes, yields on U.S. Treasuries continued theirrelentless ascent higher. The yield on the 10-year U.S. Treasury rose to 3.83% byquarter-end, an increase of 81 basis points (0.81%) from June 30. The two-yearTreasury yield ended the quarter even higher at 4.28%, up 132 basis points (1.32%)from 2.96% at the start of the quarter. The U.S. Treasury yield curve inverted early inthe quarter, with the inversion reaching the deepest level since 1982 in September.►As a result of sharply higher Treasury yields, fixed income indic es posted sizable
negative returns for the fourth quarter in a row. The ICE BofA 2-, 5-, and 10-year U.S.Treasury indices returned -1.70%, -4.09% and -6.19%, respectively.

Sector Performance►Diversification away from U.S. Treasury securities was a mixed benefit for performance in the third quarter. Corporates and asset-backed securities (ABS) helpedbuoy portfolio performance relative to benchmarks, while mortgage-backed securities(MBS), supranationals and federal agencies all detracted.►Investment-grade (IG) corporates were one of the strong er fixed income sectors
during the third quarter, as spreads were largely unchanged over the quarter, butadditional income from higher yields during the period boosted performance vs.Treasuries. Lower-quality corporate notes (BBB-rated) performed better than higherrated issues as lower-quality credit spreads narrowed more.►AAA-rated ABS were also additive to performance for the third quarter. Although they began the quarter with yield spreads elevated relative to corporates, spreads on ABS tightened throughout the quarter and generated attractive excess returns. Auto loan collateral performed better than credit card structures, but the performance ofboth structures remained solid. ►The federal agency sector generated negative excess returns largely on the heels of noticeably wider spreads in callable structures, the result of heightened marketvolatility throughout the third quarter.►Agency MBS have been a staggering underperformer this year as the sector faced pressure from multiple angles. Soaring mortgage rates caused refinancing activity togrind to a halt, pushing durations longer. Adding further pressure, the Fed’s increasedpace of its balance sheet reduction of MBS holdings compounded the gloomy outlook.

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. © PFM Asset Management LLC pfmam.com |

QUARTERLY MARKET SUMMARY
For the Quarter Ended September 30, 2022
Fixed Income Management
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Economic Snapshot

1. Data as of First Quarter 2022.2. Data as of Second Quarter 2021.

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

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.

Labor Market Jun '22 Sep '21
Unemployment Rate Sep '22 3.5% 3.6% 4.7%
Change In Non-Farm Payrolls Sep '22 263,000 293,000 424,000 Average Hourly Earnings (YoY) Sep '22 5.0% 5.2% 4.8%
Personal Income (YoY) Aug '22 3.9% 4.6% 5.0%
Initial Jobless Claims (week) 10/1/22 219,000 231,000 376,000 Growth
Real GDP (QoQ SAAR) 2022 Q2 -0.6% -1.6% 7.0%
GDP Personal Consumption (QoQ SAAR) 2022 Q2 2.0% 1.3% 12.1%Retail Sales (YoY) Aug '22 9.1% 8.8% 14.3% ISM Manufacturing Survey (month) Sep '22 50.9 53.0 60.5 Existing Home Sales SAAR (month) Aug '22 4.80 mil. 5.11 mil. 6.18 mil.

Inflation/Prices
Personal Consumption Expenditures (YoY) Aug '22 6.2% 7.0% 4.7% Consumer Price Index (YoY) Aug '22 8.3% 9.1% 5.4%
Consumer Price Index Core (YoY) Aug '22 6.3% 5.9% 4.0%
Crude Oil Futures (WTI, per barrel) Sep 30 $79.49 $105.76 $75.03Gold Futures (oz.) Sep 30 $1,662 $1,807 $1,755 Latest
25-000K20-000K15-000K10-000K5-000K05,000K10,000K

0.0%2.0%4.0%6.0%8.0%

10.0%12.0%14.0%16.0%
Sep '19 Mar '20 Sep '20 Mar '21 Sep '21 Mar '22 Sep '22 Unemployment Rate (left) vs. Change in Non-farm Payrolls (right) Change In Non-Farm Payrolls Unemployment Rate
-40%-30%-20%-10%
0%
10%20%30%40%
Jun '19 Dec '19 Jun '20 Dec '20 Jun '21 Dec '21 Jun '22 Real GDP (QoQ)
0%1%2%3%4%5%6%7%8%9%
10%
Sep '19 Mar '20 Sep '20 Mar '21 Sep '21 Mar '22
Consumer Price Index
CPI (YoY) Core CPI (YoY)
22 11
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QUARTERLY MARKET SUMMARY
For the Quarter Ended September 30, 2022
Fixed Income Management
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1 Source: Bloomberg.

Interest Rate Overview
U.S. Treasury Note Yields U.S. Treasury Yield Curve
U.S. Treasury Yields Yield Curves as of 09/30/2022
0%1%2%3%4%5%6%
3-mo
1-yr
2-yr
3-yr
5-yr
7-yr
10-yr
20-yr
30-yr
Yield
September 30, 2022
Maturity
June 30, 2022 September 30, 2021
6%5%4%3%2%1%0%
3-mo
1-yr
2-yr
3-yr
5-yr
7-yr
10-yr
25-yr
30-yr
Yield
U.S. Treasury
Maturity
Federal Agency Corporates, A Rated

5.0%4.5%4.0%3.5%3.0%2.5%2.0%1.5%1.0%0.5%0.0%
9/30/21 12/31/21 3/31/22 6/30/22 9/30/22
Yield
2-Year 5-Year 10-Year
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QUARTERLY MARKET SUMMARY
For the Quarter Ended September 30, 2022
Fixed Income Management
Maturity Sep '22 Jun '22 Change over Quarter Sep '21
3-Month 3.27% 1.67% 1.60% 0.04%
1-Year 3.99% 2.78% 1.21% 0.07%2-Year 4.28% 2.96% 1.32% 0.28%5-Year 4.09% 3.04% 1.05% 0.97% 10-Year 3.83% 3.02% 0.81% 1.49%30-Year 3.78% 3.19% 0.59% 2.05% 4 ATTACHMENT
1 September 30, 2022 Duration Yield 3 Month 1 Year 3 Years 1-3 Year Indices
U.S. Treasury 1.82 4.30% (1.56%) (4.86%) (0.48%)Federal Agency 1.84 4.36% (1.63%) (4.91%) (0.59%) U.S. Corporates, A-AAA rated 1.91 5.04% (1.43%) (5.25%) (0.13%) Agency MBS (0 to 3 years) 2.08 5.03% (2.85%) (7.14%) (1.51%) Taxable Municipals 2.15 4.81% (2.32%) (4.93%) 0.68%
1-5 Year Indices
U.S. Treasury 2.55 4.25% (2.28%) (6.78%) (0.97%)Federal Agency 2.25 4.37% (2.17%) (6.69%) (1.10%) U.S. Corporates, A-AAA rated 2.71 5.14% (2.18%) (7.92%) (0.71%) Agency MBS (0 to 5 years) 3.04 4.95% (3.91%) (9.78%) (2.29%) Taxable Municipals 2.85 4.81% (2.66%) (6.91%) (0.34%)
Master Indices (Maturities 1 Year orGreater)
U.S. Treasury 6.35 4.13% (4.72%) (13.18%) (3.23%)Federal Agency 3.61 4.36% (3.07%) (9.37%) (1.71%) U.S. Corporates, A-AAA rated 6.88 5.35% (5.26%) (17.34%) (3.59%) Agency MBS (0 to 30 years) 6.19 4.64% (5.38%) (14.03%) (3.68%) Taxable Municipals 9.57 5.23% (6.67%) (20.87%) (4.26%)
As of 09/30/2022 Returns for Periods ended 09/30/2022
Returns for periods greater than one year are annualized.

Source: ICE BofAML Indices.

ICE BofAML Index 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. © PFM Asset Management LLC pfmam.com | For the Quarter Ended September 30, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
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1 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 VALUEFurther distribution is not permitted without prior written consent.

QUARTERLY MARKET SUMMARY
For the Quarter Ended September 30, 2022
Fixed Income Management
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Portfolio Review:

CITY OF MANTECA
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CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Snapshot
|
Yield and duration calculations exclude cash and cash equivalents. Sector allocation includes market values and accrued interest.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
16%
47%
36%
7%
57%
36%
0%
20%40%60%
0-1 Yr 1-2 Yrs 2-3 Yrs
Portfolio Benchmark
Duration Distribution
U.S. Treasury | 36%Corporate | 22%
ABS | 17%
Federal Agency | 11%
Agency CMBS | 7%
Municipal | 3%Supranational | 2%Negotiable CD | 2%
Sector Allocation
AAA | 16%AA+ | 55%AA | 4%AA- | 2%A+ | 4%A | 5%A- | 7%A-1 | 1% BBB+ | 2%Not Rated | 4%
Portfolio Statistics
Portfolio Effective Duration 1.70 years
Benchmark Effective Duration 1.76 yearsPortfolio Credit Quality AA Yield At Market 4.14%
Yield At Cost 1.45%
Total Market Value $143,195,331.43
Securities Sub-Total $142,764,610.93Cash $22,425.71
Accrued Interest $408,294.79
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CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Characteristics
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$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
September 2022
$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
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 Dec-21 % of Total Mar-22 % of Total Jun-22 % of Total Sep-22 % of Total U.S. Treasury $60.4 40.7% $55.5 37.9% $54.7 38.0% $51.8 36.4%Federal Agency $30.5 20.5% $29.2 20.0% $21.7 15.1% $16.0 11.2% Agency CMBS $4.3 2.9% $3.7 2.5% $5.0 3.5% $9.7 6.8%
Supranational $4.5 3.0% $4.4 3.0% $4.4 3.1% $3.3 2.3%Municipal $4.6 3.1% $4.4 3.0% $4.3 3.0% $3.7 2.6%Negotiable CD $2.7 1.8% $2.6 1.8% $1.1 0.8% $2.2 1.5%Corporate $24.1 16.2% $27.6 18.8% $30.8 21.4% $31.8 22.3% ABS $17.6 11.8% $19.0 13.0% $21.7 15.1% $24.2 16.9%
Total $148.7 100.0% $146.3 100.0% $143.6 100.0% $142.8 100.0% 9 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Activity
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Portfolio Activity
Net Activity by Sector
($ millions)
Federal AgencyU.S. Treasury
SupranationalMunicipal
Negotiable CD
Corporate
ABS
Agency CMBS
Federal Agency
U.S. Treasury
Supranational
Municipal
Negotiable CD
Corporate
ABS
Agency CMBS
($8.0) ($6.0) ($4.0) ($2.0) $0.0 $2.0 $4.0 $6.0 $8.0
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 Activity
Agency CMBS $4,875,686ABS $2,816,052
Corporate $1,606,161Negotiable CD $1,075,000Municipal ($632,127)Supranational ($1,013,922)U.S. Treasury ($1,874,396)Federal Agency ($5,524,957)Total Net Activity $1,327,497 Sales/Maturities Purchases
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CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Performance
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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. -6.0%-4.0%-2.0%

0.0%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 $483,834 $1,405,944 $6,507,499 $12,534,901 $22,605,149Change in Market Value ($2,186,960) ($8,067,544) ($6,898,336) ($5,507,918) ($9,179,984) Total Dollar Return ($1,703,126) ($6,661,600) ($390,837) $7,026,983 $13,425,165Total Return³ Portfolio -1.18% -4.45% -0.17% 0.89% 0.90%Benchmark⁴ -1.56% -4.86% -0.48% 0.57% 0.60%Basis Point Fee 0.03% 0.11% 0.11% 0.11% 0.11%Net of Fee Return -1.20% -4.56% -0.28% 0.78% 0.78% 3 Months 1 Year 3 Years 5 Years 10 Years
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CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Performance
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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
$483,834
($410,898)
($24,797)
$48,138
1 Year
$1,405,944
($568,765)
($116,085)
$721,093
3 Years
$6,507,499$1,996,007
($173,036)
$8,330,470
5 Year
$12,534,901
$1,016,203
$9,307
$13,560,411
10 Year¹
$22,605,149
$2,091,639
($3,725,552)
$20,971,236
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CITY OF MANTECA
For the Quarter Ended September 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 36.3% UNITED STATES TREASURY 36.3% AA / Aaa / AAA
Federal Agency 11.2%
FANNIE MAE 1.4% AA / Aaa / AAAFREDDIE MAC 9.9% AA / Aaa / AAA Agency CMBS 6.8%
FANNIE MAE 0.1% AA / Aaa / AAAFREDDIE MAC 6.7% AA / Aaa / AAA Supranational 2.3%
INTER-AMERICAN DEVELOPMENT BANK 1.7% AAA / Aaa / AAAINTL BANK OF RECONSTRUCTION AND DEV 0.6% AAA / Aaa / AAA Municipal 2.6%

CALIFORNIA DEPARTMENT OF WATERRESOURCES

0.2% AAA / Aa / NR
CALIFORNIA STATE UNIVERSITY 0.3% AA / Aa / NRCommonwealth of Massachusetts 0.5% NR / Aa / AAAFLORIDA 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 0.6% AA / NR / AASTATE OF MISSISSIPPI 0.2% AA / Aa / AA Negotiable CD 1.5%
CREDIT AGRICOLE SA 0.8% A / Aa / AACREDIT SUISSE GROUP RK 0.8% A / Aa / BBB Corporate 22.4%
ADOBE INC 0.1% A / A / NR
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 22.4% AMAZON.COM INC 1.0% AA / A / AAAMERICAN EXPRESS CO 0.6% BBB / A / AAMERICAN HONDA FINANCE 0.7% A / A / AASTRAZENECA PLC 0.5% A / A / NR BANK OF AMERICA CO 1.4% A / A / AA
BMW FINANCIAL SERVICES NA LLC 0.4% A / A / NR
BRISTOL-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 / ACOLGATE-PALMOLIVE COMPANY 0.2% AA / Aa / NRCOMCAST CORP 0.2% A / A / ADEERE & COMPANY 0.8% A / A / AGOLDMAN SACHS GROUP INC 0.8% BBB / A / AHOME DEPOT INC 0.2% A / A / AHSBC HOLDINGS PLC 0.7% A / A / AIBM CORP 0.7% A / A / NRJP MORGAN CHASE & CO 1.2% A / A / AA MORGAN STANLEY 0.7% A / A / ANATIONAL AUSTRALIA BANK LTD 0.5% AA / Aa / NR

NATIONAL RURAL UTILITIES CO FINANCECORP

0.4% A / A / A
NESTLE SA 0.9% AA / Aa / A
PACCAR FINANCIAL CORP 1.0% A / A / NR
RABOBANK NEDERLAND 0.7% A / Aa / AA
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Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 22.4% Roche Holding AG 1.2% AA / Aa / AASTATE STREET CORPORATION 0.8% A / A / AATARGET CORP 0.3% A / A / ATHE BANK OF NEW YORK MELLONCORPORATION

1.4% A / A / AA
TOYOTA MOTOR CORP 0.7% A / A / ATRUIST FIN CORP 0.3% A / A / AUNILEVER PLC 0.2% A / A / AUNITEDHEALTH GROUP INC 0.3% A / A / AUSAA CAPITAL CORP 0.4% AA / Aa / NRWAL-MART STORES INC 0.4% AA / Aa / AA ABS 16.9%
ALLY AUTO RECEIVABLES TRUST 0.0% AAA / Aaa / NRAMERICAN EXPRESS CO 0.7% AAA / NR / AAA BMW FINANCIAL SERVICES NA LLC 0.1% AAA / Aaa / NRBMW VEHICLE OWNER TRUST 0.4% AAA / Aaa / AAACAPITAL ONE FINANCIAL CORP 2.5% AAA / Aaa / AAACARMAX AUTO OWNER TRUST 2.5% AAA / Aaa / AAADISCOVER FINANCIAL SERVICES 0.9% AAA / Aaa / NRFORD CREDIT AUTO OWNER TRUST 0.2% AAA / Aaa / AAAGM FINANCIAL CONSUMER AUTOMOBILETRUST

1.3% AAA / Aaa / AAA
GM FINANCIAL LEASINGTRUST 0.6% AAA / Aaa / AAAHARLEY-DAVIDSON MOTORCYCLE TRUST 0.6% AAA / Aaa / NRHONDA AUTO RECEIVABLES 0.7% AAA / Aaa / AAAHYUNDAI AUTO RECEIVABLES 1.4% AAA / NR / AAAKUBOTA CREDIT OWNER TRUST 1.8% NR / Aaa / AAA Security Type / Issuer Market Value (%) S&P / Moody's / FitchABS 16.9% MERCEDES-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 0.5% AAA / Aaa / NR Toyota Lease Owner Trust 0.3% AAA / Aaa / NRTOYOTA MOTOR CORP 0.8% AAA / Aaa / AAAVERIZON OWNER TRUST 0.5% 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%
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CITY OF MANTECA
For the Quarter Ended September 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 September 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
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Portfolio Holdings and Transactions
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CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Composition
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Issuer Distribution
As of September 30, 2022
Issuer Market Value ($) % of Portfolio
UNITED STATES TREASURY 51,797,515 36.27%FREDDIE MAC 23,723,464 16.61%CAPITAL ONE FINANCIAL CORP 3,569,351 2.50%CARMAX AUTO OWNER TRUST 3,525,378 2.47%KUBOTA CREDIT OWNER TRUST 2,518,947 1.76%INTER-AMERICAN DEVELOPMENT BANK 2,426,654 1.70%TOYOTA MOTOR CORP 2,039,034 1.43%HYUNDAI AUTO RECEIVABLES 2,036,370 1.43%FANNIE MAE 2,033,283 1.42%THE BANK OF NEW YORK MELLON CORPORATION 2,017,911 1.41%BANK OF AMERICA CO 1,982,989 1.39%GM FINANCIAL CONSUMER AUTOMOBILE TRUST 1,904,481 1.33% AMERICAN EXPRESS CO 1,887,000 1.32%
ROCHE HOLDING AG 1,778,007 1.25%JP MORGAN CHASE & CO 1,700,695 1.19% AMAZON.COM INC 1,409,002 0.99%
PACCAR FINANCIAL CORP 1,363,746 0.96%DISCOVER FINANCIAL SERVICES 1,265,469 0.89%NESTLE SA 1,254,224 0.88%DEERE & COMPANY 1,149,293 0.81%CREDIT SUISSE GROUP RK 1,105,752 0.77%GOLDMAN SACHS GROUP INC 1,095,572 0.77%STATE STREET CORPORATION 1,079,504 0.76%CREDIT AGRICOLE SA 1,075,000 0.75% 17 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Composition
|
Issuer Market Value ($) % of Portfolio
AMERICAN HONDA FINANCE 1,058,933 0.74%
MORGAN STANLEY 1,052,898 0.74%HSBC HOLDINGS PLC 1,045,954 0.73%IBM CORP 1,042,896 0.73%RABOBANK NEDERLAND 1,014,137 0.71%CATERPILLAR INC 993,960 0.70%CITIGROUP INC 967,028 0.68%HONDA AUTO RECEIVABLES 955,554 0.67%NEW YORK ST URBAN DEVELOPMENT CORP 924,973 0.65%INTL BANK OF RECONSTRUCTION AND DEV 916,771 0.64%HARLEY-DAVIDSON MOTORCYCLE TRUST 810,340 0.57%GM FINANCIAL LEASINGTRUST 808,346 0.57%BMW FINANCIAL SERVICES NA LLC 798,473 0.56%COMMONWEALTH OF MASSACHUSETTS 752,217 0.53%NATIONAL AUSTRALIA BANK LTD 751,720 0.53%NISSAN AUTO RECEIVABLES 741,544 0.52%VERIZON OWNER TRUST 733,794 0.51%WORLD OMNI AUTO REC TRUST 717,330 0.50%BRISTOL-MYERS SQUIBB CO 660,021 0.46% ASTRAZENECA PLC 651,006 0.46%
NATIONAL RURAL UTILITIES CO FINANCE CORP 576,806 0.40%USAA CAPITAL CORP 554,911 0.39%WAL-MART STORES INC 554,714 0.39%BMW VEHICLE OWNER TRUST 548,198 0.38%VOLKSWAGEN OF AMERICA 540,808 0.38%UNITEDHEALTH GROUP INC 468,200 0.33%TARGET CORP 466,169 0.33% 18 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Composition
|
Issuer Market Value ($) % of PortfolioTRUIST FIN CORP 453,573 0.32%CHARLES SCHWAB 440,076 0.31%TOYOTA LEASE OWNER TRUST 387,691 0.27%CALIFORNIA STATE UNIVERSITY 384,100 0.27%FLORIDA STATE BOARD OF ADMIN FIN CORP 358,557 0.25%COMCAST CORP 344,170 0.24%STATE OF MISSISSIPPI 343,692 0.24%CHEVRON CORPORATION 328,783 0.23%CALIFORNIA DEPARTMENT OF WATER RESOURCES 319,192 0.22%CINTAS CORPORATION NO. 2 305,083 0.21%LOS ANGELES COMMUNITY COLLEGE DISTRICT 295,295 0.21%NEW JERSEY TURNPIKE AUTHORITY 279,865 0.20%HOME DEPOT INC 252,261 0.18%COLGATE-PALMOLIVE COMPANY 226,316 0.16%FORD CREDIT AUTO OWNER TRUST 224,803 0.16%VOLKSWAGEN AUTO LEASE TURST 221,019 0.15%UNILEVER PLC 218,133 0.15% ADOBE INC 173,465 0.12%
MERCEDES-BENZ AUTO RECEIVABLES 149,158 0.10%NISSAN AUTO LEASE TRUST 80,140 0.06%MERCEDES-BENZ AUTO LEASE TRUST 73,036 0.05% ALLY AUTO RECEIVABLES TRUST 59,859 0.04%
Grand Total 142,764,611 100.00%
19 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Portfolio Holdings
|
Managed Account Detail of Securities Held
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Amortized
Cost
U.S. Treasury
US TREASURY NOTESDTD 11/15/2020 0.250% 11/15/2023
91282CAW1 2,015,000.00 AA+ Aaa 12/1/2020 12/3/2020 2,016,495.51 0.22 1,902.75 2,015,569.32 1,925,584.38 US TREASURY NOTESDTD 12/15/2020 0.125% 12/15/2023
91282CBA8 425,000.00 AA+ Aaa 12/30/2020 12/31/2020 424,385.74 0.17 156.76 424,749.51 404,214.87 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 0.21 368.85 998,953.95 951,093.80 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 0.18 529.89 1,998,632.09 1,895,312.40 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 0.27 311.31 1,946,066.32 1,841,226.66 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 44.20 399,593.22 377,062.48 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 0.32 220.99 1,997,842.51 1,885,312.40 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 1,948.00 1,125,433.69 1,058,906.25 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 16,739.13 2,049,912.24 1,928,437.60 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 2,213.11 2,989,136.54 2,801,250.00 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 1,125.00 1,522,862.82 1,423,968.75 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 1,254.10 1,693,767.57 1,587,375.00 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 1,475.41 1,992,477.16 1,867,500.00 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 1,000,000.00 AA+ Aaa 8/10/2021 8/12/2021 998,164.06 0.44 794.84 998,877.46 933,437.50 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 2,384.51 3,002,000.61 2,800,312.50 20 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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 07/15/2021 0.375% 07/15/2024
91282CCL3 870,000.00 AA+ Aaa 8/5/2021 8/9/2021 869,898.05 0.38 691.51 869,937.84 812,090.63 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 1,436.82 2,997,908.32 2,790,000.00 US TREASURY N/B NOTESDTD 08/15/2021 0.375% 08/15/2024
91282CCT6 800,000.00 AA+ Aaa 8/23/2021 8/25/2021 798,531.25 0.44 383.15 799,074.93 744,000.00 US TREASURY N/B NOTESDTD 09/15/2021 0.375% 09/15/2024
91282CCX7 1,500,000.00 AA+ Aaa 10/7/2021 10/13/2021 1,491,855.47 0.56 248.62 1,494,547.44 1,390,781.25 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 0.51 248.62 1,496,063.86 1,390,781.25 US TREASURY N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 1,500,000.00 AA+ Aaa 10/13/2021 10/18/2021 1,499,238.28 0.64 4,328.90 1,499,480.80 1,394,062.50 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 4,328.90 1,494,888.30 1,394,062.50 US TREASURY NOTESDTD 10/31/2019 1.500% 10/31/2024
912828YM6 1,800,000.00 AA+ Aaa 5/4/2021 5/6/2021 1,865,460.94 0.45 11,298.91 1,839,101.86 1,701,562.50 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 4,815.90 1,694,290.30 1,579,140.54 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 7,309.43 1,483,390.72 1,367,304.76 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 7,561.47 1,533,511.80 1,414,453.20 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 4,278.69 1,449,192.37 1,350,765.63 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 700,000.00 AA+ Aaa 12/22/2021 12/27/2021 700,902.34 0.96 2,065.57 700,670.93 652,093.75 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 1,788.38 744,926.59 698,437.50 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 4,262.57 2,208,479.99 2,085,242.19 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 17,445.31 1,445,549.63 1,400,609.38 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 33,758.49 3,241,176.41 3,127,109.38 21 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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 06/15/2022 2.875% 06/15/2025
91282CEU1 1,450,000.00 AA+ Aaa 7/6/2022 7/11/2022 1,448,130.86 2.92 12,301.23 1,448,274.10 1,398,343.75 US TREASURY N/B NOTESDTD 07/15/2022 3.000% 07/15/2025
91282CEY3 1,475,000.00 AA+ Aaa 8/3/2022 8/8/2022 1,472,522.46 3.06 9,379.08 1,472,647.26 1,425,679.69 Security Type Sub-Total 55,010,000.00 55,135,247.10 0.87 159,400.40 55,068,988.46 51,797,514.99 Supranational
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 1,940.28 1,099,921.88 1,075,912.20 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 0.32 846.67 959,210.21 916,771.20 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 0.52 161.67 1,454,289.73 1,350,741.98 Security Type Sub-Total 3,515,000.00 3,511,485.30 0.46 2,948.62 3,513,421.82 3,343,425.38 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 3,650.63 1,125,000.00 1,105,752.38 CREDIT AGRICOLE CIB NY CERTDEPOSDTD 08/19/2022 4.100% 08/16/2024 22536AZR8 1,075,000.00 A+ Aa3 8/17/2022 8/19/2022 1,075,000.00 4.07 5,264.51 1,075,000.00 1,075,000.00 Security Type Sub-Total 2,200,000.00 2,200,000.00 2.30 8,915.14 2,200,000.00 2,180,752.38 Municipal
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 0.35 261.75 225,000.00 223,920.00 LOS ANGELES CCD, CA TXBL GOBONDSDTD 11/10/2020 0.444% 08/01/2023 54438CYH9 305,000.00 AA+ Aaa 10/30/2020 11/10/2020 305,000.00 0.44 225.70 305,000.00 295,294.90 22 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
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 0.48 791.67 400,000.00 384,100.00 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 0.42 633.00 360,000.00 343,692.00 CA ST DEPT WTR RES WTR SYS TXBLREV BNDSDTD 08/06/2020 0.414% 12/01/2023 13067WRA2 100,000.00 AAA Aa1 7/30/2020 8/6/2020 100,000.00 0.41 138.00 100,000.00 95,272.00 NY ST URBAN DEV CORP TXBL REVBONDSDTD 12/23/2020 0.620% 03/15/2024 650036DS2 975,000.00 AA+ NR 12/16/2020 12/23/2020 975,000.00 0.62 268.67 975,000.00 924,972.75 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 0.90 683.96 305,000.00 279,864.95 MASSACHUSETTS CMNWLTHMUNICIPAL BONDSDTD 08/30/2022 3.660% 01/15/2025 576004GY5 765,000.00 NR Aa1 8/17/2022 8/30/2022 765,000.00 3.66 2,411.03 765,000.00 752,216.85 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 1,242.28 395,000.00 358,557.30 Security Type Sub-Total 3,830,000.00 3,830,000.00 1.26 6,656.06 3,830,000.00 3,657,890.75 Federal Agency
FANNIE MAE NOTESDTD 07/10/2020 0.250% 07/10/2023
3135G05G4 2,000,000.00 AA+ Aaa 7/8/2020 7/10/2020 1,995,700.00 0.32 1,125.00 1,998,892.60 1,941,658.00 FREDDIE MAC NOTESDTD 08/21/2020 0.250% 08/24/2023
3137EAEV7 1,550,000.00 AA+ Aaa 8/19/2020 8/21/2020 1,548,419.00 0.28 398.26 1,549,529.16 1,496,951.25 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 2,035,000.00 AA+ Aaa 9/2/2020 9/4/2020 2,035,371.61 0.24 325.04 2,035,115.64 1,961,481.56 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 2,700,000.00 AA+ Aaa 9/2/2020 9/4/2020 2,699,109.00 0.26 431.25 2,699,722.73 2,602,457.10 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 1,000,000.00 AA+ Aaa 10/7/2020 10/9/2020 999,710.00 0.26 159.72 999,906.79 963,873.00 23 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

ADOBE INC CORP NOTE
DTD 02/03/2020 1.700% 02/01/2023
00724PAA7 175,000.00 A+ A2 1/22/2020 2/3/2020 174,760.25 1.75 495.83 174,973.04 173,465.25

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 4,391.56 574,961.33 566,665.95 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 1,486.47 335,000.00 328,783.07 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 0.85 502.22 199,936.53 195,223.20 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 0.73 418.06 249,949.57 243,199.75 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 08/11/2020 0.350% 08/11/2023 69371RQ90 110,000.00 A+ A1 8/4/2020 8/11/2020 109,855.90 0.39 53.47 109,958.68 106,228.76 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 1.36 675.00 499,948.84 485,327.50 MORGAN STANLEY CORP NOTES(CALLABLE)DTD 11/13/2020 0.560% 11/10/2023 6174468T9 240,000.00 A- A1 11/9/2020 11/13/2020 240,000.00 0.56 526.40 240,000.00 238,105.92 24 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
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 1,420.37 690,000.00 660,020.88 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 1,458.65 625,000.00 620,340.00 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 0.96 427.50 199,979.57 191,455.80 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 0.45 500.00 499,987.21 474,464.50 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 0.48 370.00 399,871.94 379,454.40 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 0.37 136.55 264,917.34 249,945.09 BANK OF AMERICA CORP NOTE(CALLABLE)DTD 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 1,474.24 581,449.52 570,486.25 CHARLES SCHWAB CORP NOTES(CALLABLE)DTD 03/18/2021 0.750% 03/18/2024 808513BN4 465,000.00 A A2 3/16/2021 3/18/2021 464,767.50 0.77 125.94 464,886.72 440,076.00 COMCAST CORP (CALLABLE)CORPORATE NOTESDTD 10/05/2018 3.700% 04/15/2024 20030NCR0 350,000.00 A- A3 5/7/2020 5/11/2020 383,456.50 1.20 5,971.39 362,653.42 344,169.70 AMAZON.COM INC CORPORATE
NOTESDTD 05/12/2021 0.450% 05/12/2024
023135BW5 1,060,000.00 AA A1 5/10/2021 5/12/2021 1,058,452.40 0.50 1,841.75 1,059,168.31 994,268.34 UNITEDHEALTH GROUP INC(CALLABLE) CORP NDTD 05/19/2021 0.550% 05/15/2024 91324PEB4 500,000.00 A+ A3 5/17/2021 5/19/2021 499,480.00 0.59 1,038.89 499,718.10 468,200.00 HSBC USA INC CORPORATE NOTESDTD 05/24/2022 3.750% 05/24/2024 40428HTA0 1,070,000.00 A- A1 5/17/2022 5/24/2022 1,069,957.20 3.75 14,155.21 1,069,964.81 1,045,953.89 25 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

ASTRAZENECA FINANCE LLC
(CALLABLE) CORPDTD 05/28/2021 0.700% 05/28/2024
04636NAC7 695,000.00 A- A3 5/25/2021 5/28/2021 694,937.45 0.70 1,662.21 694,965.47 651,005.81 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 4,156.25 495,119.37 466,169.28

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 1.14 635.42 153,606.38 143,654.10

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 2,541.66 614,425.52 574,616.40

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 0.77 249.17 229,903.36 213,793.97 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 0.52 115.56 159,946.55 148,510.24 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 0.63 200.23 235,000.00 218,132.64 BMW US CAPITAL LLC CORPORATENOTESDTD 08/12/2021 0.750% 08/12/2024 05565EBU8 300,000.00 A A2 8/9/2021 8/12/2021 299,973.00 0.75 306.25 299,983.22 277,765.20 COOPERAT RABOBANK UA/NYCORPORATE NOTESDTD 08/22/2022 3.875% 08/22/2024 21688AAU6 330,000.00 A+ Aa2 8/15/2022 8/22/2022 329,848.20 3.90 1,385.31 329,856.51 323,535.96 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 09/14/2021 0.600% 09/13/2024 14913R2P1 710,000.00 A A2 9/7/2021 9/14/2021 709,034.40 0.65 213.00 709,371.26 657,579.99 NESTLE HOLDINGS INC CORP NOTES(CALLABLEDTD 09/14/2021 0.606% 09/14/2024 641062AU8 1,075,000.00 AA- Aa3 9/7/2021 9/14/2021 1,075,000.00 0.61 307.63 1,075,000.00 993,976.18 BANK OF AMERICA CORP(CALLABLE) CORPORATDTD 10/21/2020 0.810% 10/24/2024 06051GJH3 525,000.00 A- A2 10/16/2020 10/21/2020 525,000.00 0.81 1,854.56 525,000.00 498,748.43 26 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 1.53 975.00 299,819.44 278,473.20 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 1,634.99 500,000.00 475,232.00 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 1.88 562.50 199,995.29 187,106.20 JPMORGAN CHASE & CO CORPNOTES (CALLABLEDTD 02/16/2021 0.563% 02/16/2025 46647PBY1 475,000.00 A- A1 2/9/2021 2/16/2021 475,000.00 0.56 334.28 475,000.00 443,972.53

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 2.29 202.50 119,902.13 112,595.28 ROCHE HOLDINGS INC (CALLABLE)CORPORATEDTD 03/10/2022 2.132% 03/10/2025 771196BT8 1,885,000.00 AA Aa2 3/3/2022 3/10/2022 1,885,000.00 2.13 2,344.31 1,885,000.00 1,778,007.40 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 5,768.75 354,722.02 339,953.68 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 7,920.63 574,874.64 550,069.15 27 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
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 6,020.00 429,422.97 414,734.14 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 1,509.75 109,839.81 104,875.32 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 20,914.24 1,449,826.29 1,399,126.75 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 6,738.28 573,344.47 554,910.65 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 0.98 940.13 230,000.00 212,881.79 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 4,467.75 314,940.27 305,082.54 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 1,955.00 149,834.01 144,924.60 JPMORGAN CHASE & CO (CALLABLE)CORP NOTEDTD 06/01/2021 0.824% 06/01/2025 46647PCH7 630,000.00 A- A1 5/24/2021 6/1/2021 630,000.00 0.82 1,730.40 630,000.00 583,094.61 JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 06/06/2022 3.400% 06/06/2025 24422EWF2 310,000.00 A A2 6/1/2022 6/6/2022 309,928.70 3.41 3,366.94 309,936.31 299,613.45 NATIONAL AUSTRALIA BK/NYCORPORATE NOTESDTD 06/09/2022 3.500% 06/09/2025 63254ABD9 780,000.00 AA- Aa3 5/31/2022 6/9/2022 780,000.00 3.50 8,493.33 780,000.00 751,720.32 NATIONAL RURAL UTIL COOPCORPORATE NOTESDTD 05/04/2022 3.450% 06/15/2025 63743HFE7 145,000.00 A- A2 4/27/2022 5/4/2022 144,960.85 3.46 2,042.69 144,966.01 139,754.92 IBM CORP CORPORATE NOTESDTD 07/27/2022 4.000% 07/27/2025 459200KS9 1,065,000.00 A- A3 7/20/2022 7/27/2022 1,065,000.00 4.00 7,573.33 1,065,000.00 1,042,895.93 28 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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 08/11/2022 3.550% 08/11/2025 69371RR99 375,000.00 A+ A1 8/3/2022 8/11/2022 374,733.75 3.58 1,848.96 374,746.14 363,714.75 COLGATE-PALMOLIVE COCORPORATE NOTESDTD 08/09/2022 3.100% 08/15/2025 194162AM5 235,000.00 AA- Aa3 8/1/2022 8/9/2022 234,783.80 3.13 1,052.28 234,794.20 226,315.81 WALMART INC CORPORATE NOTESDTD 09/09/2022 3.900% 09/09/2025 931142EW9 565,000.00 AA Aa2 9/6/2022 9/9/2022 564,604.50 3.93 1,346.58 564,612.44 554,714.18 NESTLE HOLDINGS INC CORP NOTEDTD 09/13/2022 4.000% 09/12/2025 641062BA1 265,000.00 AA- Aa3 9/6/2022 9/13/2022 264,912.55 4.01 530.00 264,913.99 260,248.29 HOME DEPOT INC NOTES (CALLABLE)DTD 09/19/2022 4.000% 09/15/2025 437076CR1 150,000.00 A A2 9/12/2022 9/19/2022 149,946.00 4.01 200.00 149,946.59 147,385.50 BANK OF AMERICA CORP NOTES(CALLABLE)DTD 12/06/2021 1.530% 12/06/2025 06051GKE8 1,000,000.00 A- A2 12/1/2021 12/6/2021 1,000,000.00 1.53 4,887.50 1,000,000.00 913,754.00 CITIGROUP INC CORP NOTES(CALLABLE)DTD 01/25/2022 2.014% 01/25/2026 17327CAN3 150,000.00 BBB+ A3 1/18/2022 1/25/2022 150,000.00 2.01 553.85 150,000.00 137,836.20 STATE STREET CORP (CALLABLE)CORPORATE NDTD 02/07/2022 1.746% 02/06/2026 857477BR3 300,000.00 A A1 2/2/2022 2/7/2022 300,000.00 1.75 800.25 300,000.00 277,595.70 MORGAN STANLEY CORP NOTES(CALLABLE)DTD 02/18/2022 2.630% 02/18/2026 61747YEM3 875,000.00 A- A1 2/16/2022 2/18/2022 875,000.00 2.63 2,748.72 875,000.00 814,792.13 STATE STREET CORP NOTES(CALLABLE)DTD 10/29/2020 2.901% 03/30/2026 857477BM4 150,000.00 A A1 2/3/2022 2/7/2022 154,573.50 2.13 12.09 153,632.48 141,513.30 STATE STREET CORP NOTES(CALLABLE)DTD 10/29/2020 2.901% 03/30/2026 857477BM4 700,000.00 A A1 2/17/2022 2/22/2022 714,091.00 2.38 56.41 711,340.02 660,395.40 JPMORGAN CHASE & CO (CALLABLE)CORPORATEDTD 04/26/2022 4.080% 04/26/2026 46647PCZ7 700,000.00 A- A1 4/19/2022 4/26/2022 700,000.00 4.08 12,296.67 700,000.00 673,627.50 29 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
TRUIST FIN CORP NOTES (CALLABLE)DTD 07/28/2022 4.260% 07/28/2026 89788MAH5 465,000.00 A- A3 7/25/2022 7/28/2022 465,000.00 4.26 3,466.58 465,000.00 453,573.09 Security Type Sub-Total 33,415,000.00 33,547,050.85 1.95 173,984.32 33,477,779.31 31,840,535.11 Agency CMBS
FHLMC MULTIFAMILY STRUCTURED PDTD 05/01/2013 2.510% 11/01/2022 3137B1BS0 93,411.24 AA+ Aaa 2/6/2020 2/11/2020 95,104.32 1.83 195.39 93,464.04 93,088.67 FHLMC MULTIFAMILY STRUCTURED PDTD 05/01/2013 2.510% 11/01/2022 3137B1BS0 871,838.23 AA+ Aaa 8/12/2019 8/15/2019 887,912.75 1.92 1,823.59 872,262.68 868,827.55 FNA 2013-M7 A2DTD 05/01/2013 2.280% 12/01/2022
3136AEGQ4 91,624.80 AA+ Aaa 9/4/2019 9/9/2019 92,825.18 1.86 174.09 91,686.91 91,624.80 FHLMC MULTIFAMILY STRUCTURED PDTD 11/01/2013 2.669% 02/01/2023 3137B5JL8 11,354.15 AA+ Aaa 6/13/2018 6/18/2018 11,296.05 2.79 25.25 11,349.92 11,354.15 FHMS KP05 ADTD 12/01/2018 3.203% 07/01/2023
3137FKK39 18,849.17 AA+ Aaa 12/7/2018 12/17/2018 18,849.11 3.20 50.31 18,849.16 18,584.53 FHLMC MULTIFAMILY STRUCTURED PPOOLDTD 12/01/2017 2.951% 02/01/2024 3137FCM35 158,602.35 AA+ Aaa 8/16/2019 8/21/2019 162,344.37 2.39 390.03 159,726.11 158,602.35 FHMS KJ27 A1DTD 11/01/2019 2.092% 07/01/2024
3137FQ3V3 4,534.50 AA+ Aaa 11/20/2019 11/26/2019 4,534.40 2.09 7.91 4,534.46 4,534.50 FHLMC MULTIFAMILY STRUCTUREDPOOLDTD 11/01/2017 3.064% 08/01/2024 3137FBTA4 1,394,801.49 AA+ Aaa 5/25/2022 5/31/2022 1,396,653.96 3.00 3,561.39 1,396,366.63 1,366,317.30 FHLMC MULTIFAMILY STRUCTURED PDTD 11/01/2014 3.241% 09/01/2024 3137BEVH4 1,000,000.00 AA+ Aaa 9/15/2022 9/20/2022 981,250.00 4.25 2,700.83 981,539.68 978,525.26 FHMS K045 A2DTD 05/01/2015 3.023% 01/01/2025
3137BHXJ1 1,421,740.74 AA+ Aaa 7/13/2022 7/18/2022 1,404,635.42 3.54 3,581.60 1,406,064.04 1,376,172.30 FHMS K046 A2DTD 06/17/2015 3.205% 03/01/2025
3137BJP64 850,000.00 AA+ Aaa 8/3/2022 8/8/2022 843,658.20 3.51 2,270.21 843,658.20 824,093.22 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 1,006,406.25 971,150.05 FHLMC SERIES K049 A2DTD 10/01/2015 3.010% 07/01/2025
3137BLMZ8 1,450,000.00 AA+ Aaa 8/11/2022 8/16/2022 1,429,552.73 3.53 3,637.08 1,430,448.52 1,393,876.58 30 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
FHMS K052 A1DTD 12/01/2015 3.308% 09/01/2025
3137BM7C4 600,000.00 AA+ Aaa 8/5/2022 8/10/2022 595,640.63 3.56 1,654.00 595,843.39 580,130.75 FHMS K053 A2DTD 03/29/2016 2.995% 12/01/2025
3137BN6G4 1,025,000.00 AA+ Aaa 8/4/2022 8/9/2022 1,013,188.48 3.36 2,558.23 1,013,188.48 979,375.20 Security Type Sub-Total 9,991,756.67 9,943,851.85 3.27 25,404.08 9,925,388.47 9,716,257.21 ABS
HAROT 2019-3 A3DTD 08/27/2019 1.780% 08/15/2023
43815NAC8 19,359.69 AAA Aaa 8/20/2019 8/27/2019 19,359.53 1.78 15.32 19,359.65 19,346.57 GMALT 2020-3 A3DTD 09/29/2020 0.450% 08/21/2023
362569AC9 33,173.39 AAA Aaa 9/22/2020 9/29/2020 33,170.21 0.45 4.56 33,172.41 33,126.42 NALT 2020-B A3DTD 09/29/2020 0.430% 10/16/2023
65480EAD3 80,357.69 AAA Aaa 9/22/2020 9/29/2020 80,349.42 0.43 15.36 80,354.86 80,140.11 MBALT 2020-B A3DTD 09/23/2020 0.400% 11/15/2023
58769EAC2 73,376.32 AAA NR 9/15/2020 9/23/2020 73,372.60 0.40 13.04 73,374.99 73,035.66 BMWLT 2021-1 A3DTD 03/10/2021 0.290% 01/25/2024
05591RAC8 182,663.15 AAA Aaa 3/2/2021 3/10/2021 182,657.36 0.29 8.83 182,660.50 180,753.86 HART 2019-B A3DTD 11/06/2019 1.940% 02/15/2024
44891JAC2 27,701.90 AAA NR 10/29/2019 11/6/2019 27,700.62 1.94 23.89 27,701.49 27,682.20 GMALT 2021-1 A3DTD 02/24/2021 0.260% 02/20/2024
36261RAC2 225,429.94 NR Aaa 2/17/2021 2/24/2021 225,406.85 0.26 17.91 225,419.21 223,329.38 FORDO 2019-C A3DTD 11/22/2019 1.870% 03/15/2024
34531KAD4 77,446.30 AAA Aaa 11/19/2019 11/22/2019 77,441.85 1.87 64.37 77,444.80 77,249.73 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 47.07 394,976.09 387,691.16 VZOT 2019-C A1ADTD 10/08/2019 1.940% 04/22/2024
92348AAA3 122,681.37 AAA NR 10/1/2019 10/8/2019 122,671.91 1.94 72.72 122,678.12 122,460.41 GMALT 2021-2 A3DTD 05/26/2021 0.340% 05/20/2024
380144AC9 559,995.59 AAA NR 5/18/2021 5/26/2021 559,907.67 0.35 58.18 559,947.44 551,889.88 ALLYA 2019-4 A3
DTD 12/11/2019 1.840% 06/17/2024
02007TAC9 60,027.73 AAA Aaa 12/4/2019 12/11/2019 60,017.39 1.84 49.09 60,023.81 59,858.89 NAROT 2020-B A3DTD 06/30/2020 0.550% 07/15/2024
65479CAD0 165,178.33 AAA Aaa 6/23/2020 6/30/2020 165,173.81 0.55 40.38 165,176.33 163,592.02 31 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
NAROT 2019-C A3DTD 10/23/2019 1.930% 07/15/2024
65479JAD5 110,863.33 AAA Aaa 10/16/2019 10/23/2019 110,857.48 1.93 95.10 110,861.12 110,449.88 VZOT 2020-A A1ADTD 01/29/2020 1.850% 07/22/2024
92348TAA2 126,400.77 AAA Aaa 1/21/2020 1/29/2020 126,385.97 1.85 71.45 126,394.80 125,768.25 GMCAR 2020-1 A3DTD 01/15/2020 1.840% 09/16/2024
36258NAC6 92,645.67 AAA Aaa 1/8/2020 1/15/2020 92,623.86 1.85 71.03 92,636.52 92,138.38 HDMOT 2020-A A3DTD 01/29/2020 1.870% 10/15/2024
41284UAD6 61,772.68 AAA Aaa 1/21/2020 1/29/2020 61,759.21 1.87 51.34 61,766.85 61,567.61 HAROT 2020-3 A3DTD 09/29/2020 0.370% 10/18/2024
43813KAC6 187,945.59 AAA NR 9/22/2020 9/29/2020 187,917.98 0.37 25.11 187,931.64 183,771.77 BMWOT 2020-A A3DTD 07/15/2020 0.480% 10/25/2024
09661RAD3 150,213.19 AAA NR 7/8/2020 7/15/2020 150,201.85 0.48 12.02 150,207.71 148,143.45 CARMX 2020-1 A3DTD 01/22/2020 1.890% 12/16/2024
14315XAC2 211,560.84 AAA NR 1/14/2020 1/22/2020 211,519.34 1.89 177.71 211,542.13 209,564.17 HART 2020-B A3DTD 07/22/2020 0.480% 12/16/2024
44933FAC0 149,433.00 AAA NR 7/14/2020 7/22/2020 149,405.02 0.48 31.88 149,418.96 147,428.88 MBART 2020-1 A3DTD 06/23/2020 0.550% 02/18/2025
58769VAC4 151,863.32 AAA NR 6/16/2020 6/23/2020 151,851.46 0.55 37.12 151,857.25 149,157.84 VZOT 2020-B ADTD 08/12/2020 0.470% 02/20/2025
92290BAA9 492,765.03 NR Aaa 8/4/2020 8/12/2020 492,661.55 0.47 70.77 492,710.38 485,564.90 CARMX 2020-3 A3DTD 07/22/2020 0.620% 03/17/2025
14315FAD9 168,865.73 AAA NR 7/14/2020 7/22/2020 168,836.79 0.62 46.53 168,850.43 165,859.24 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 2.34 275.60 264,992.43 259,912.61 GMCAR 2020-3 A3DTD 08/19/2020 0.450% 04/16/2025
362590AC5 356,434.57 NR Aaa 8/11/2020 8/19/2020 356,353.02 0.46 66.83 356,390.08 348,043.74 WOART 2020-B A3DTD 06/24/2020 0.630% 05/15/2025
98163WAC0 226,320.27 AAA NR 6/16/2020 6/24/2020 226,302.52 0.63 63.37 226,310.76 222,178.70 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 3.44 236.50 224,983.81 221,019.37 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 90.93 329,955.29 313,312.00 CARMX 2020-4 A3DTD 10/21/2020 0.500% 08/15/2025
14316HAC6 289,415.38 AAA NR 10/14/2020 10/21/2020 289,351.68 0.50 64.31 289,377.39 281,982.44 32 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
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 53.20 314,977.64 304,072.87 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 0.56 138.13 554,984.80 516,298.12 CARMX 2021-1 A3DTD 01/27/2021 0.340% 12/15/2025
14316NAC3 207,572.28 AAA NR 1/20/2021 1/27/2021 207,531.26 0.34 31.37 207,545.34 200,552.91 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 0.89 105.11 429,927.92 407,538.43 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 0.52 109.78 474,928.30 459,897.19 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 0.71 137.27 434,992.57 412,183.03 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 0.75 108.53 329,940.62 311,642.30 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 1.88 300.80 359,953.58 344,897.03 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 88.87 154,984.46 147,553.23 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 0.55 222.44 909,886.41 866,783.55 VALET 2021-1 A3DTD 12/13/2021 1.020% 06/22/2026
92868KAC7 570,000.00 AAA Aaa 12/7/2021 12/13/2021 569,977.66 1.02 177.65 569,981.61 540,808.13 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 3.21 219.35 409,980.54 400,054.34 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 0.58 104.40 404,930.93 374,944.18 COPAR 2021-1 A3DTD 10/27/2021 0.770% 09/15/2026
14044CAC6 425,000.00 AAA Aaa 10/19/2021 10/27/2021 424,991.97 0.77 145.44 424,993.50 401,705.03 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 2.93 553.44 424,991.11 411,934.44 GMCAR 2021-4 A3DTD 10/21/2021 0.680% 09/16/2026
362554AC1 360,000.00 AAA Aaa 10/13/2021 10/21/2021 359,990.82 0.68 102.00 359,992.59 339,609.74 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 2.67 907.80 764,903.21 725,542.45 33 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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
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 2.22 804.13 814,972.35 783,448.09 WOART 2021-D A3DTD 11/03/2021 0.810% 10/15/2026
98163KAC6 520,000.00 AAA NR 10/26/2021 11/3/2021 519,929.18 0.81 187.20 519,942.19 495,151.02 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 1.04 413.69 894,897.44 832,006.86 GMCAR 2022-1 A3DTD 01/19/2022 1.260% 11/16/2026
380146AC4 325,000.00 AAA NR 1/11/2022 1/19/2022 324,971.76 1.26 170.63 324,975.85 309,398.57 HART 2022-B A3DTD 07/20/2022 3.720% 11/16/2026
44918MAD2 470,000.00 AAA NR 7/12/2022 7/20/2022 469,999.81 3.72 777.07 469,999.82 462,095.49 KCOT 2022-2A A3DTD 07/21/2022 4.090% 12/15/2026
50117JAC7 720,000.00 NR Aaa 7/14/2022 7/21/2022 719,868.02 4.09 1,308.80 719,873.93 703,882.22 HDMOT 2022-A A3DTD 04/20/2022 3.060% 02/15/2027
41284YAD8 775,000.00 AAA Aaa 4/12/2022 4/20/2022 774,870.96 3.06 1,054.00 774,882.97 748,772.53 GMCAR 2022-2 A3DTD 04/13/2022 3.100% 02/16/2027
362585AC5 365,000.00 AAA Aaa 4/5/2022 4/13/2022 364,923.72 3.10 471.46 364,931.09 353,908.38 CARMX 2022-2 A3DTD 04/28/2022 3.490% 02/16/2027
14317HAC5 590,000.00 AAA Aaa 4/21/2022 4/28/2022 589,910.26 3.49 915.16 589,918.24 577,441.26 COMET 2022-A1 A1DTD 03/30/2022 2.800% 03/15/2027
14041NFZ9 1,100,000.00 AAA NR 3/23/2022 3/30/2022 1,099,917.06 2.80 1,368.89 1,099,925.53 1,056,853.27 COPAR 2022-1 A3DTD 05/04/2022 3.170% 04/15/2027
14043QAC6 450,000.00 AAA NR 4/26/2022 5/4/2022 449,901.68 3.17 634.00 449,909.84 436,402.31 CARMX 2022-3 A3DTD 07/20/2022 3.970% 04/15/2027
14318MAD1 775,000.00 AAA NR 7/12/2022 7/20/2022 774,981.71 3.97 1,367.44 774,982.48 763,297.73 TAOT 2022-C A3DTD 08/16/2022 3.760% 04/15/2027
89231CAD9 260,000.00 AAA NR 8/8/2022 8/16/2022 259,956.55 3.76 434.49 259,957.72 255,125.00 GMCAR 2022-3 A3DTD 07/13/2022 3.640% 04/16/2027
36265WAD5 470,000.00 NR Aaa 7/6/2022 7/13/2022 469,996.76 3.64 712.83 469,996.91 461,381.89 COMET 2022-A2 ADTD 06/14/2022 3.490% 05/15/2027
14041NGA3 425,000.00 AAA NR 6/6/2022 6/14/2022 424,932.09 3.49 659.22 424,936.21 412,115.53 COPAR 2022-2 A3DTD 08/10/2022 3.660% 05/17/2027
14043GAD6 440,000.00 AAA Aaa 8/2/2022 8/10/2022 439,968.50 3.66 715.73 439,969.44 430,268.17 AMXCA 2022-2 A
DTD 05/24/2022 3.390% 05/17/2027
02582JJT8 1,090,000.00 AAA NR 5/17/2022 5/24/2022 1,089,758.89 3.39 1,642.27 1,089,776.12 1,056,134.14 34 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

1.45 1.45%
Total Investments $143,172,905.72
35 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
BUY7/6/2022 7/11/2022 1,450,000.00 91282CEU1 US TREASURY N/B NOTES 2.87% 6/15/2025 1,451,092.27 2.92%7/6/2022 7/13/2022 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 469,996.76 3.64%7/12/2022 7/20/2022 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 469,999.81 3.72%7/12/2022 7/20/2022 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 774,981.71 3.97%7/13/2022 7/18/2022 1,426,393.81 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 1,411,268.73 3.54%7/14/2022 7/21/2022 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 719,868.02 4.09%7/20/2022 7/27/2022 1,065,000.00 459200KS9 IBM CORP CORPORATE NOTES 4.00% 7/27/2025 1,065,000.00 4.00%7/25/2022 7/28/2022 465,000.00 89788MAH5 TRUIST FIN CORP NOTES (CALLABLE) 4.26% 7/28/2026 465,000.00 4.26%8/1/2022 8/9/2022 235,000.00 194162AM5 COLGATE-PALMOLIVE CO CORPORATE NOTES 3.10% 8/15/2025 234,783.80 3.13%8/2/2022 8/9/2022 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 919,885.83 3.56%8/2/2022 8/10/2022 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 439,968.50 3.66%8/3/2022 8/8/2022 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 844,187.92 3.51%8/3/2022 8/8/2022 1,475,000.00 91282CEY3 US TREASURY N/B NOTES 3.00% 7/15/2025 1,475,408.33 3.06%8/3/2022 8/11/2022 375,000.00 69371RR99 PACCAR FINANCIAL CORP CORPORATE NOTES 3.55% 8/11/2025 374,733.75 3.58%8/4/2022 8/9/2022 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 1,013,870.67 3.36%8/5/2022 8/10/2022 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 596,136.83 3.56%8/8/2022 8/16/2022 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 259,956.55 3.76% 36 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
BUY8/11/2022 8/16/2022 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 1,431,371.27 3.53%8/15/2022 8/22/2022 330,000.00 21688AAU6 COOPERAT RABOBANK UA/NY CORPORATE NOTES 3.87% 8/22/2024 329,848.20 3.90%8/17/2022 8/19/2022 1,075,000.00 22536AZR8 CREDIT AGRICOLE CIB NY CERT DEPOS 4.10% 8/16/2024 1,075,000.00 4.07%8/17/2022 8/30/2022 765,000.00 576004GY5 MASSACHUSETTS CMNWLTH MUNICIPAL BONDS 3.66% 1/15/2025 765,000.00 3.66%8/30/2022 9/2/2022 850,000.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 838,885.42 3.83%9/6/2022 9/9/2022 565,000.00 931142EW9 WALMART INC CORPORATE NOTES 3.90% 9/9/2025 564,604.50 3.92%9/6/2022 9/13/2022 265,000.00 641062BA1 NESTLE HOLDINGS INC CORP NOTE 4.00% 9/12/2025 264,912.55 4.01%9/12/2022 9/19/2022 150,000.00 437076CR1 HOME DEPOT INC NOTES (CALLABLE) 4.00% 9/15/2025 149,946.00 4.01%9/15/2022 9/20/2022 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 982,960.53 4.25%9/20/2022 9/28/2022 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 469,902.76 4.46% Total BUY 19,941,393.81 19,858,570.71 0.00
INTEREST6/25/2022 7/12/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,352.667/1/2022 7/1/2022 475,000.00 87612EBD7 TARGET CORP CORPORATE NOTES 3.50% 7/1/2024 8,312.507/1/2022 7/1/2022 305,000.00 646140DN0 NJ TURNPIKE AUTHORITY TXBL REV BONDS 0.89% 1/1/2025 1,367.937/1/2022 7/1/2022 MONEY0002 MONEY MARKET FUND 322.057/1/2022 7/1/2022 395,000.00 341271AD6 FL ST BOARD OF ADMIN TXBL REV BONDS 1.25% 7/1/2025 2,484.55 37 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST7/1/2022 7/25/2022 767,289.93 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 1,475.117/1/2022 7/25/2022 1,432,182.42 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 2,995.657/1/2022 7/25/2022 32,265.70 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 56.257/1/2022 7/25/2022 1,400,091.79 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,574.907/1/2022 7/25/2022 19,005.40 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.737/1/2022 7/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.177/1/2022 7/25/2022 51,168.08 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 113.817/1/2022 7/25/2022 166,501.68 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 316.357/1/2022 7/25/2022 175,693.94 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 432.067/5/2022 7/5/2022 250,000.00 24422EVH9 JOHN DEERE CAPITAL CORP CORPORATE NOTES 0.70% 7/5/2023 875.007/10/2022 7/10/2022 750,000.00 21688AAS1 COOPERATIEVE RABOBANK UA CORPORATE 1.37% 1/10/2025 5,098.967/10/2022 7/10/2022 200,000.00 14913R2S5 CATERPILLAR FINL SERVICE CORPORATE NOTES 0.95% 1/10/2024 950.007/10/2022 7/10/2022 3,000,000.00 3135G05G4 FANNIE MAE NOTES 0.25% 7/10/2023 3,750.007/10/2022 7/10/2022 245,000.00 24422EVY2 JOHN DEERE CAPITAL CORP CORPORATE NOTES 1.25% 1/10/2025 1,531.257/11/2022 7/11/2022 500,000.00 89236THU2 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES 0.45% 1/11/2024 1,125.007/13/2022 7/13/2022 300,000.00 02665WEA5 AMERICAN HONDA FINANCE CORPORATE NOTES 1.50% 1/13/2025 2,250.007/15/2022 7/15/2022 57,384.63 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 85.12 38 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST7/15/2022 7/15/2022 219,030.47 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 113.177/15/2022 7/15/2022 350,000.00 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 145.837/15/2022 7/15/2022 6,053.90 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 11.817/15/2022 7/15/2022 2,000,000.00 91282CBE0 US TREASURY NOTES 0.12% 1/15/2024 1,250.007/15/2022 7/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.927/15/2022 7/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.387/15/2022 7/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.717/15/2022 7/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.137/15/2022 7/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.757/15/2022 7/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.757/15/2022 7/15/2022 107,820.65 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 168.027/15/2022 7/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.007/15/2022 7/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.507/15/2022 7/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.257/15/2022 7/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.837/15/2022 7/15/2022 237,431.55 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 108.827/15/2022 7/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.67 39 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST7/15/2022 7/15/2022 278,649.28 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 438.877/15/2022 7/15/2022 204,577.06 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 81.837/15/2022 7/15/2022 10,921.38 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 24.037/15/2022 7/15/2022 28,092.29 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 58.767/15/2022 7/15/2022 750,000.00 91282CDS7 US TREASURY N/B NOTES 1.12% 1/15/2025 4,218.757/15/2022 7/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.257/15/2022 7/15/2022 140,370.39 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 218.747/15/2022 7/15/2022 171,654.24 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 276.087/15/2022 7/15/2022 200,926.51 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 92.097/15/2022 7/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.757/15/2022 7/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.087/15/2022 7/15/2022 235,000.00 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.587/15/2022 7/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.757/15/2022 7/15/2022 4,870,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 9,131.257/15/2022 7/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.637/15/2022 7/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.757/15/2022 7/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.00 40 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST7/15/2022 7/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.717/15/2022 7/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.507/15/2022 7/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.007/15/2022 7/15/2022 114,546.00 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 38.187/15/2022 7/15/2022 71,580.50 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 115.727/15/2022 7/15/2022 108,999.31 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 167.137/15/2022 7/15/2022 283,726.56 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 148.967/15/2022 7/15/2022 173,019.86 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 62.007/15/2022 7/15/2022 6,129.50 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 14.867/15/2022 7/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.677/16/2022 7/16/2022 136,491.38 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 209.297/16/2022 7/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.927/16/2022 7/16/2022 443,532.73 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 166.327/16/2022 7/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.007/16/2022 7/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.257/17/2022 7/17/2022 400,000.00 24422EVN6 JOHN DEERE CAPITAL CORP CORPORATE NOTES 0.45% 1/17/2024 900.007/18/2022 7/18/2022 238,009.22 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 73.39 41 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST7/20/2022 7/20/2022 113,753.80 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 42.667/20/2022 7/20/2022 204,352.69 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 315.047/20/2022 7/20/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 774.007/20/2022 7/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.387/20/2022 7/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.507/20/2022 7/20/2022 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.677/20/2022 7/20/2022 337,503.27 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 73.137/20/2022 7/20/2022 244,620.10 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 395.477/20/2022 7/20/2022 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.337/21/2022 7/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.337/24/2022 7/24/2022 500,000.00 38141GZH0 GOLDMAN SACHS GROUP INC (CALLABLE) CORP 1.75% 1/24/2025 4,392.507/25/2022 7/25/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.757/25/2022 7/25/2022 206,109.24 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 82.447/25/2022 7/25/2022 150,000.00 17327CAN3 CITIGROUP INC CORP NOTES (CALLABLE) 2.01% 1/25/2026 1,510.507/25/2022 7/25/2022 269,684.32 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 65.177/30/2022 7/30/2022 750,000.00 025816CG2 AMERICAN EXPRESS CO CORP NOTES (CALLABLE 2.50% 7/30/2024 9,375.008/1/2022 8/25/2022 169,760.80 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 417.47 42 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST8/1/2022 8/25/2022 1,426,618.27 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 2,984.018/1/2022 8/25/2022 1,398,336.99 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,570.428/1/2022 8/25/2022 18,951.43 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.588/1/2022 8/25/2022 150,753.03 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 286.438/1/2022 8/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.178/1/2022 8/25/2022 20,700.86 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 36.098/1/2022 8/25/2022 37,490.64 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 83.398/1/2022 8/25/2022 1,426,393.81 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,593.328/1/2022 8/1/2022 175,000.00 00724PAA7 ADOBE INC CORP NOTE 1.70% 2/1/2023 1,487.508/1/2022 8/1/2022 305,000.00 54438CYH9 LOS ANGELES CCD, CA TXBL GO BONDS 0.44% 8/1/2023 677.108/1/2022 8/1/2022 MONEY0002 MONEY MARKET FUND 814.928/1/2022 8/1/2022 800,000.00 574193TP3 MD ST TXBL GO BONDS 0.41% 8/1/2023 1,640.008/6/2022 8/6/2022 300,000.00 857477BR3 STATE STREET CORP (CALLABLE) CORPORATE N 1.74% 2/6/2026 2,604.458/7/2022 8/7/2022 200,000.00 63743HFC1 NATIONAL RURAL UTIL COOP CORPORATE NOTES 1.87% 2/7/2025 1,875.008/8/2022 8/8/2022 265,000.00 63743HEU2 NATIONAL RURAL UTIL COOP CORPORATE NOTES 0.35% 2/8/2024 463.758/9/2022 8/9/2022 160,000.00 69371RR40 PACCAR FINANCIAL CORP CORPORATE NOTES 0.50% 8/9/2024 400.008/9/2022 8/9/2022 230,000.00 02665WDY4 AMERICAN HONDA FINANCE CORPORATE NOTES 0.75% 8/9/2024 862.50 43 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST8/11/2022 8/11/2022 110,000.00 69371RQ90 PACCAR FINANCIAL CORP CORPORATE NOTES 0.35% 8/11/2023 192.508/12/2022 8/12/2022 300,000.00 05565EBU8 BMW US CAPITAL LLC CORPORATE NOTES 0.75% 8/12/2024 1,125.008/12/2022 8/12/2022 235,000.00 904764BN6 UNILEVER CAPITAL CORP (CALLABLE) CORPORA 0.62% 8/12/2024 735.558/14/2022 8/14/2022 450,000.00 88579YBL4 3M COMPANY (CALLABLE) 1.75% 2/14/2023 3,937.508/15/2022 8/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.508/15/2022 8/15/2022 118,577.62 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 184.788/15/2022 8/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.678/15/2022 8/15/2022 185,626.32 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 74.258/15/2022 8/15/2022 143,992.97 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 51.608/15/2022 8/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.718/15/2022 8/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.088/15/2022 8/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.258/15/2022 8/15/2022 255,374.96 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 402.228/15/2022 8/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.838/15/2022 8/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.758/15/2022 8/15/2022 212,637.91 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 97.468/15/2022 8/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.25 44 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST8/15/2022 8/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.758/15/2022 8/15/2022 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,214.178/15/2022 8/15/2022 2,225,000.00 91282CDZ1 US TREASURY N/B NOTES 1.50% 2/15/2025 16,687.508/15/2022 8/15/2022 183,973.72 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 84.328/15/2022 8/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.758/15/2022 8/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.138/15/2022 8/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.508/15/2022 8/15/2022 1,950,000.00 91282CBM2 US TREASURY NOTES 0.12% 2/15/2024 1,218.758/15/2022 8/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.928/15/2022 8/15/2022 201,607.00 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 104.168/15/2022 8/15/2022 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 2,513.288/15/2022 8/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.718/15/2022 8/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.678/15/2022 8/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.008/15/2022 8/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.638/15/2022 8/15/2022 44,236.04 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 65.628/15/2022 8/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.75 45 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST8/15/2022 8/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.758/15/2022 8/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.008/15/2022 8/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.388/15/2022 8/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.008/15/2022 8/15/2022 263,957.36 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 138.588/15/2022 8/15/2022 329,624.83 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 137.348/15/2022 8/15/2022 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 1,963.208/15/2022 8/15/2022 150,077.35 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 241.378/15/2022 8/15/2022 92,462.72 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 141.788/15/2022 8/15/2022 233,735.91 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 66.238/15/2022 8/15/2022 56,294.63 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 91.018/15/2022 8/15/2022 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,136.638/15/2022 8/15/2022 91,623.29 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 142.788/15/2022 8/15/2022 3,800,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 7,125.008/15/2022 8/15/2022 100,889.74 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 33.638/15/2022 8/15/2022 2,175.55 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 4.798/15/2022 8/15/2022 15,616.87 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 32.67 46 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST8/16/2022 8/16/2022 475,000.00 46647PBY1 JPMORGAN CHASE & CO CORP NOTES (CALLABLE 0.56% 2/16/2025 1,337.138/16/2022 8/16/2022 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,568.248/16/2022 8/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.008/16/2022 8/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.928/16/2022 8/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.258/16/2022 8/16/2022 413,171.45 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 154.948/16/2022 8/16/2022 121,336.29 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 186.058/18/2022 8/18/2022 221,011.54 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 68.158/18/2022 8/18/2022 875,000.00 61747YEM3 MORGAN STANLEY CORP NOTES (CALLABLE) 2.63% 2/18/2026 11,506.258/20/2022 8/20/2022 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.338/20/2022 8/20/2022 177,317.42 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 273.368/20/2022 8/20/2022 300,152.64 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 65.038/20/2022 8/20/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.008/20/2022 8/20/2022 85,376.47 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 32.028/20/2022 8/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.388/20/2022 8/20/2022 201,531.09 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 325.818/20/2022 8/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.50 47 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST8/20/2022 8/20/2022 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.678/21/2022 8/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.338/24/2022 8/24/2022 1,550,000.00 3137EAEV7 FREDDIE MAC NOTES 0.25% 8/24/2023 1,937.508/25/2022 8/25/2022 186,525.99 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 74.618/25/2022 8/25/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.758/25/2022 8/25/2022 239,473.90 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 57.878/25/2022 8/25/2022 500,000.00 89236THA6 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES 1.35% 8/25/2023 3,375.009/1/2022 9/1/2022 MONEY0002 MONEY MARKET FUND 813.389/1/2022 9/25/2022 1,424,071.16 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,587.479/1/2022 9/25/2022 24,444.24 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 54.379/1/2022 9/25/2022 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.239/1/2022 9/25/2022 1,111,682.94 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 2,325.279/1/2022 9/25/2022 18,900.43 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.459/1/2022 9/25/2022 1,396,693.90 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,566.239/1/2022 9/25/2022 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.219/1/2022 9/25/2022 4,849.15 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 8.459/1/2022 9/25/2022 164,191.04 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 403.77 48 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST9/1/2022 9/25/2022 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.089/1/2022 9/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.179/1/2022 9/25/2022 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.009/1/2022 9/25/2022 123,458.55 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 234.579/4/2022 9/4/2022 120,000.00 025816CQ0 AMERICAN EXPRESS CO CORP NOTES (CALLABLE 2.25% 3/4/2025 1,350.009/5/2022 9/5/2022 575,000.00 06051GHF9 BANK OF AMERICA CORP NOTE (CALLABLE) 3.55% 3/5/2024 10,206.259/8/2022 9/8/2022 5,735,000.00 3137EAEW5 FREDDIE MAC NOTES 0.25% 9/8/2023 7,168.759/10/2022 9/10/2022 1,885,000.00 771196BT8 ROCHE HOLDINGS INC (CALLABLE) CORPORATE 2.13% 3/10/2025 20,094.109/13/2022 9/13/2022 710,000.00 14913R2P1 CATERPILLAR FINL SERVICE CORPORATE NOTES 0.60% 9/13/2024 2,130.009/14/2022 9/14/2022 1,075,000.00 641062AU8 NESTLE HOLDINGS INC CORP NOTES (CALLABLE 0.60% 9/14/2024 3,257.259/15/2022 9/15/2022 76,759.73 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 117.709/15/2022 9/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.509/15/2022 9/15/2022 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.009/15/2022 9/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.719/15/2022 9/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.759/15/2022 9/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.639/15/2022 9/15/2022 184,821.40 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 95.49 49 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST9/15/2022 9/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.759/15/2022 9/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.719/15/2022 9/15/2022 189,425.82 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 86.829/15/2022 9/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.679/15/2022 9/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.759/15/2022 9/15/2022 220,415.67 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 62.459/15/2022 9/15/2022 130,981.67 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 210.669/15/2022 9/15/2022 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.969/15/2022 9/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.009/15/2022 9/15/2022 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 3,275.209/15/2022 9/15/2022 88,072.40 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 29.369/15/2022 9/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.139/15/2022 9/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.509/15/2022 9/15/2022 113,435.68 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 40.659/15/2022 9/15/2022 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.049/15/2022 9/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.929/15/2022 9/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.75 50 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST9/15/2022 9/15/2022 232,935.82 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 366.879/15/2022 9/15/2022 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 787.519/15/2022 9/15/2022 4,206.50 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 8.809/15/2022 9/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.089/15/2022 9/15/2022 309,457.94 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 128.949/15/2022 9/15/2022 167,603.97 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 76.829/15/2022 9/15/2022 2,400,000.00 91282CBR1 US TREASURY NOTES 0.25% 3/15/2024 3,000.009/15/2022 9/15/2022 98,216.06 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 153.059/15/2022 9/15/2022 167,668.14 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 67.079/15/2022 9/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.009/15/2022 9/15/2022 76,403.26 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 119.069/15/2022 9/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.259/15/2022 9/15/2022 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.009/15/2022 9/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.679/15/2022 9/15/2022 975,000.00 650036DS2 NY ST URBAN DEV CORP TXBL REV BONDS 0.62% 3/15/2024 3,022.509/15/2022 9/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.759/15/2022 9/15/2022 3,000,000.00 91282CCX7 US TREASURY N/B NOTES 0.37% 9/15/2024 5,625.00 51 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST9/15/2022 9/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.009/15/2022 9/15/2022 31,747.72 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 47.099/15/2022 9/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.839/15/2022 9/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.259/15/2022 9/15/2022 41,769.73 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 67.539/15/2022 9/15/2022 246,231.80 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 129.279/15/2022 9/15/2022 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,565.679/15/2022 9/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.389/16/2022 9/16/2022 106,526.53 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 163.349/16/2022 9/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.259/16/2022 9/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.009/16/2022 9/16/2022 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.679/16/2022 9/16/2022 385,597.09 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 144.609/16/2022 9/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.929/18/2022 9/18/2022 465,000.00 808513BN4 CHARLES SCHWAB CORP NOTES (CALLABLE) 0.75% 3/18/2024 1,743.759/18/2022 9/18/2022 204,335.86 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 63.009/20/2022 9/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.38 52 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
INTEREST9/20/2022 9/20/2022 560,000.00 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.679/20/2022 9/20/2022 160,817.06 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 259.999/20/2022 9/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.509/20/2022 9/20/2022 59,769.73 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 22.419/20/2022 9/20/2022 151,323.53 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 233.299/20/2022 9/20/2022 264,283.88 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 57.269/20/2022 9/20/2022 560,000.00 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 219.339/20/2022 9/20/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.009/21/2022 9/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.339/23/2022 9/23/2022 1,455,000.00 4581X0DZ8 INTER-AMERICAN DEVEL BK NOTES 0.50% 9/23/2024 3,637.509/25/2022 9/25/2022 211,089.11 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 51.019/25/2022 9/25/2022 168,408.51 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 67.369/25/2022 9/25/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.759/30/2022 9/30/2022 850,000.00 857477BM4 STATE STREET CORP NOTES (CALLABLE) 2.90% 3/30/2026 12,329.25 Total INTEREST 141,302,153.20 348,937.44 0.00
MATURITY7/1/2022 7/1/2022 300,000.00 13017HAJ5 CA ST EARTHQUAKE AUTH TXBL REV BONDS 1.32% 7/1/2022 301,990.50 53 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
MATURITY8/1/2022 8/1/2022 57,078.52 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 57,188.258/1/2022 8/1/2022 85,617.79 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 85,782.39 Total MATURITY 442,696.31 444,961.14 0.00
PAYDOWNS7/1/2022 7/25/2022 13,677.44 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 13,677.447/1/2022 7/25/2022 249,837.45 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 249,837.457/1/2022 7/25/2022 15,748.65 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 15,748.657/1/2022 7/25/2022 374,756.17 3137AWQH1 FHLMC MULTIFAMILY STRUCTURED P 2.30% 8/1/2022 374,756.177/1/2022 7/25/2022 5,933.14 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,933.147/1/2022 7/25/2022 53.97 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 53.977/1/2022 7/25/2022 5,025.68 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 5,025.687/1/2022 7/25/2022 11,564.84 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 11,564.847/1/2022 7/25/2022 1,754.80 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,754.807/1/2022 7/25/2022 538.47 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 538.477/15/2022 7/15/2022 18,950.74 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 18,950.747/15/2022 7/15/2022 6,129.50 02004WAC5 ALLYA 2019-1 A3 2.91% 9/15/2023 6,129.507/15/2022 7/15/2022 1,264.09 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 1,264.09 54 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
PAYDOWNS7/15/2022 7/15/2022 15,285.87 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 15,285.877/15/2022 7/15/2022 12,475.42 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 12,475.427/15/2022 7/15/2022 29,026.89 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 29,026.897/15/2022 7/15/2022 6,053.90 41284WAC4 HDMOT 2019-A A3 2.34% 2/15/2024 6,053.907/15/2022 7/15/2022 21,792.77 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 21,792.777/15/2022 7/15/2022 16,197.36 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 16,197.367/15/2022 7/15/2022 24,793.64 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 24,793.647/15/2022 7/15/2022 23,274.32 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 23,274.327/15/2022 7/15/2022 16,536.59 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 16,536.597/15/2022 7/15/2022 21,576.89 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 21,576.897/15/2022 7/15/2022 13,656.26 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 13,656.267/15/2022 7/15/2022 20,375.17 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 20,375.177/15/2022 7/15/2022 17,423.47 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 17,423.477/15/2022 7/15/2022 19,769.20 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 19,769.207/15/2022 7/15/2022 16,952.79 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 16,952.797/15/2022 7/15/2022 13,148.59 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 13,148.597/15/2022 7/15/2022 8,745.83 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 8,745.83 55 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
PAYDOWNS7/16/2022 7/16/2022 30,361.28 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 30,361.287/16/2022 7/16/2022 15,155.09 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 15,155.097/18/2022 7/18/2022 16,997.68 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 16,997.687/20/2022 7/20/2022 37,350.63 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 37,350.637/20/2022 7/20/2022 43,089.01 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 43,089.017/20/2022 7/20/2022 28,377.33 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 28,377.337/20/2022 7/20/2022 27,035.27 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 27,035.277/25/2022 7/25/2022 19,583.25 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 19,583.257/25/2022 7/25/2022 30,210.42 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 30,210.428/1/2022 8/25/2022 5,569.76 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,569.768/1/2022 8/25/2022 30,477.61 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 30,477.618/1/2022 8/25/2022 284,457.72 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 284,457.728/1/2022 8/25/2022 27,294.48 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 27,294.488/1/2022 8/25/2022 15,851.71 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 15,851.718/1/2022 8/25/2022 1,643.09 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,643.098/1/2022 8/25/2022 13,046.40 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 13,046.408/1/2022 8/25/2022 2,322.65 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,322.65 56 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
PAYDOWNS8/1/2022 8/25/2022 51.00 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.008/15/2022 8/15/2022 22,439.14 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 22,439.148/15/2022 8/15/2022 14,524.90 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 14,524.908/15/2022 8/15/2022 13,320.24 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 13,320.248/15/2022 8/15/2022 17,958.18 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 17,958.188/15/2022 8/15/2022 19,095.68 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 19,095.688/15/2022 8/15/2022 17,725.56 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 17,725.568/15/2022 8/15/2022 20,361.56 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 20,361.568/15/2022 8/15/2022 12,488.32 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 12,488.328/15/2022 8/15/2022 15,220.03 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 15,220.038/15/2022 8/15/2022 20,166.89 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 20,166.898/15/2022 8/15/2022 16,785.60 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 16,785.608/15/2022 8/15/2022 12,817.34 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 12,817.348/15/2022 8/15/2022 30,557.29 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 30,557.298/15/2022 8/15/2022 11,410.37 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 11,410.378/15/2022 8/15/2022 16,369.75 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 16,369.758/15/2022 8/15/2022 2,175.55 31680YAD9 FIFTH THIRD AUTO TRUST 2.64% 12/15/2023 2,175.55 57 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
PAYDOWNS8/15/2022 8/15/2022 23,212.09 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 23,212.098/15/2022 8/15/2022 15,702.99 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 15,702.998/16/2022 8/16/2022 27,574.36 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 27,574.368/16/2022 8/16/2022 14,809.76 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 14,809.768/18/2022 8/18/2022 16,675.68 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 16,675.688/20/2022 8/20/2022 25,993.89 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 25,993.898/20/2022 8/20/2022 40,714.03 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 40,714.038/20/2022 8/20/2022 35,868.76 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 35,868.768/20/2022 8/20/2022 25,606.74 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 25,606.748/25/2022 8/25/2022 28,384.79 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 28,384.798/25/2022 8/25/2022 18,117.48 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 18,117.489/1/2022 9/25/2022 13,090.09 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 13,090.099/1/2022 9/25/2022 31,833.75 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 31,833.759/1/2022 9/25/2022 2,330.42 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,330.429/1/2022 9/25/2022 51.26 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.269/1/2022 9/25/2022 314.65 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 314.659/1/2022 9/25/2022 1,892.41 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,892.41 58 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
PAYDOWNS9/1/2022 9/25/2022 132,262.49 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 132,262.499/1/2022 9/25/2022 14,170.98 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 14,170.989/1/2022 9/25/2022 5,588.69 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,588.699/15/2022 9/15/2022 19,911.53 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 19,911.539/15/2022 9/15/2022 12,388.03 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 12,388.039/15/2022 9/15/2022 15,955.67 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 15,955.679/15/2022 9/15/2022 4,206.50 14042WAC4 COPAR 2019-1 A3 2.51% 11/15/2023 4,206.509/15/2022 9/15/2022 14,630.58 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 14,630.589/15/2022 9/15/2022 20,118.34 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 20,118.349/15/2022 9/15/2022 20,769.76 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 20,769.769/15/2022 9/15/2022 16,732.00 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 16,732.009/15/2022 9/15/2022 18,235.14 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 18,235.149/15/2022 9/15/2022 15,740.65 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 15,740.659/15/2022 9/15/2022 21,374.98 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 21,374.989/15/2022 9/15/2022 20,042.56 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 20,042.569/15/2022 9/15/2022 14,067.83 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 14,067.839/15/2022 9/15/2022 12,843.39 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 12,843.39 59 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
PAYDOWNS9/15/2022 9/15/2022 24,247.49 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 24,247.499/15/2022 9/15/2022 33,077.99 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 33,077.999/15/2022 9/15/2022 14,696.08 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 14,696.089/16/2022 9/16/2022 13,880.86 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 13,880.869/16/2022 9/16/2022 29,162.52 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 29,162.529/18/2022 9/18/2022 16,390.27 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 16,390.279/20/2022 9/20/2022 38,853.94 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 38,853.949/20/2022 9/20/2022 4.41 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 4.419/20/2022 9/20/2022 26,596.34 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 26,596.349/20/2022 9/20/2022 24,922.76 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 24,922.769/20/2022 9/20/2022 67,234.97 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 67,234.979/20/2022 9/20/2022 38,135.69 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 38,135.699/25/2022 9/25/2022 18,195.32 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 18,195.329/25/2022 9/25/2022 28,425.96 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 28,425.96 Total PAYDOWNS 2,969,647.55 2,969,647.55 0.00
60 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
SELL7/8/2022 7/11/2022 150,000.00 91282CDA6 US TREASURY NOTES 0.25% 9/30/2023 145,006.85 -5,050.747/8/2022 7/11/2022 465,000.00 3135G04Q3 FANNIE MAE NOTES 0.25% 5/22/2023 454,314.43 -10,441.167/13/2022 7/18/2022 1,000,000.00 91282CDA6 US TREASURY NOTES 0.25% 9/30/2023 967,228.92 -33,207.717/13/2022 7/18/2022 1,175,000.00 3133834G3 FEDERAL HOME LOAN BANKS NOTES 2.12% 6/9/2023 1,166,119.45 -25,854.197/15/2022 7/20/2022 600,000.00 91282CDA6 US TREASURY NOTES 0.25% 9/30/2023 579,876.80 -20,394.217/19/2022 7/20/2022 325,000.00 3137EAES4 FREDDIE MAC NOTES 0.25% 6/26/2023 316,266.17 -8,492.477/22/2022 7/27/2022 365,000.00 713448EY0 PEPSICO INC CORPORATE NOTES 0.75% 5/1/2023 359,532.91 -5,937.577/22/2022 7/27/2022 450,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 434,707.13 -15,101.137/26/2022 7/28/2022 500,000.00 3137EAES4 FREDDIE MAC NOTES 0.25% 6/26/2023 487,091.11 -12,576.008/4/2022 8/8/2022 800,000.00 574193TP3 MD ST TXBL GO BONDS 0.41% 8/1/2023 779,591.78 -20,472.008/4/2022 8/8/2022 320,000.00 650036DR4 NY ST URBAN DEV CORP TXBL REV BONDS 0.48% 3/15/2023 315,544.53 -5,065.608/5/2022 8/8/2022 525,000.00 459058JV6 INTL BK OF RECON AND DEV NOTE 0.12% 4/20/2023 514,271.63 -10,545.638/8/2022 8/9/2022 2,025,000.00 3137EAES4 FREDDIE MAC NOTES 0.25% 6/26/2023 1,972,590.19 -51,281.108/8/2022 8/9/2022 1,000,000.00 3135G05G4 FANNIE MAE NOTES 0.25% 7/10/2023 972,651.39 -26,892.248/9/2022 8/10/2022 500,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 481,996.68 -17,826.438/12/2022 8/12/2022 130,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 125,462.21 -4,493.138/15/2022 8/16/2022 345,000.00 023135BP0 AMAZON.COM INC CORPORATE NOTES 0.40% 6/3/2023 337,555.28 -7,596.19 61 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 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)
SELL8/15/2022 8/16/2022 175,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 168,928.00 -6,015.508/15/2022 8/16/2022 1,050,000.00 91282CDD0 US TREASURY N/B NOTES 0.37% 10/31/2023 1,016,292.29 -33,044.538/17/2022 8/19/2022 700,000.00 3137EAEV7 FREDDIE MAC NOTES 0.25% 8/24/2023 679,248.69 -21,361.408/17/2022 8/19/2022 450,000.00 88579YBL4 3M COMPANY (CALLABLE) 1.75% 2/14/2023 447,040.38 -2,826.978/18/2022 8/22/2022 325,000.00 3137EAEV7 FREDDIE MAC NOTES 0.25% 8/24/2023 315,560.74 -9,730.208/25/2022 8/30/2022 175,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 168,909.03 -6,047.139/1/2022 9/2/2022 340,000.00 91282CDD0 US TREASURY N/B NOTES 0.37% 10/31/2023 328,400.27 -11,466.589/1/2022 9/2/2022 70,000.00 91282CAP6 US TREASURY NOTES 0.12% 10/15/2023 67,460.42 -2,523.139/1/2022 9/7/2022 510,000.00 459058JV6 INTL BK OF RECON AND DEV NOTE 0.12% 4/20/2023 499,649.90 -10,267.319/7/2022 9/9/2022 710,000.00 037833DV9 APPLE INC CORPORATE NOTES 0.75% 5/11/2023 698,539.42 -12,775.679/19/2022 9/20/2022 110,000.00 91282CDD0 US TREASURY N/B NOTES 0.37% 10/31/2023 105,768.88 -4,216.009/19/2022 9/20/2022 200,000.00 91282CAW1 US TREASURY NOTES 0.25% 11/15/2023 191,728.60 -8,503.349/27/2022 9/28/2022 20,000.00 91282CAW1 US TREASURY NOTES 0.25% 11/15/2023 19,130.98 -893.19 Total SELL 15,510,000.00 15,116,465.06 -410,898.45
62 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Appendix
|
Important Disclosures
This material is for general information purposes only and is not intended to provide specific advice or a specific recommendation, as it was prepared without regard to any specific objectives or financial circumstances.Investment advisory services are provided by PFM Asset Management LLC ("PFMAM"), an investment adviser registered with the U.S. Securities and Exchange Commission and a subsidiary of U.S. Bancorp Asset Management, Inc. ("USBAM"). USBAM is a subsidiary of U.S. Bank National Association ("U.S. Bank"). U.S. Bankis a separate entity and subsidiary of U.S. Bancorp. U.S. Bank is not responsible for and does not guarantee the products, services or performance of PFMAM. The information contained is not an offer to purchase or sell any securities. Additional applicable regulatory information is available upon request.PFMAM professionals have exercised reasonable professional care in the preparation of this performance report. Information in this report is obtained from sourcesexternal to PFMAM and is generally believed to be reliable and available to the public; however, we cannot guarantee its accuracy, completeness or suitability. We rely on the client's custodian for security holdings and market values. Transaction dates reported by the custodian may differ from money manager statements. While efforts are made to ensure the data contained herein is accurate and complete, we disclaim all responsibility for any errors that may occur. References to particular issuers arefor illustrative purposes only and are not intended to be recommendations or advice regarding such issuers. Fixed income manager and index characteristics are gathered from external sources. When average credit quality is not available, it is estimated by taking the market value weights of individual credit tiers on the portion ofthe strategy rated by a NRSRO.It is not possible to invest directly in an index. The index returns shown throughout this material do not represent the results of actual trading of investor assets.

Third-party providers maintain the indices shown and calculate the index levels and performance shown or discussed. Index returns do not reflect payment of any salescharges or fees an investor would pay to purchase the securities they represent. The imposition of these fees and charges would cause investment performance to belower than the performance shown.The views expressed within this material constitute the perspective and judgment of PFMAM at the time of distribution and are subject to change. Any forecast,projection, or prediction of the market, the economy, economic trends, and equity or fixed-income markets are based upon certain assumptions and current opinion asof the date of issue and are also subject to change. Some, but not all assumptions are noted in the report. Assumptions may or may not be proven correct as actualevents occur, and results may depend on events outside of your or our control. Changes in assumptions may have a material effect on results. Opinions and datapresented are not necessarily indicative of future events or expected performance.For more information regarding PFMAM's services or entities, please visit www.pfmam.com.© 2022 PFM Asset Management LLC. Further distribution is not permitted without prior written consent. 63 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Appendix
|
Important Disclosures
Market values that include accrued interest are derived from closing bid prices as of the last business day of the month as supplied by Refinitiv, Bloomberg, or Telerate. Where prices are not available from generally recognized sources, the securities are priced using a yield-based matrix system to arrive at an estimatedmarket value.

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

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

Bank of America/Merrill Lynch Indices provided by Bloomberg Financial Markets.Money market fund/cash balances are included in performance and duration computations.Standard & Poor's is the source of the credit ratings. Distribution of credit rating is exclusive of money market fund/LGIP holdings.Callable securities in the portfolio are included in the maturity distribution analysis to their stated maturity date, although, they may be called prior to maturity.MBS maturities are represented by expected average life. 64 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Appendix
|
Glossary
Accrued Interest: Interest that is due on a bond or other fixed income security since the last interest payment was made.Agencies: Federal agency securities and/or Government-sponsored enterprises.Amortized Cost: The original cost of the principal of the security is adjusted for the amount of the periodic reduction of any discount or premium from the purchase date until the date of the report. Discount or premium with respect to short-term securities (those with less than one year to maturity at time of issuance) is amortized on a straight line basis. Such discount or premium with respect to longer-term securities is amortized using the constant yield basis.

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

Bankers’ Acceptance: A draft or bill or exchange accepted by a bank or trust company. The accepting institution guarantees payment of the bill as well as the insurer.Commercial Paper: An unsecured obligation issued by a corporation or bank to finance its short-term credit needs, such as accounts receivable and inventory.Contribution to Total Return: The weight of each individual security multiplied by its return, then summed for each sector to determine how much each sector addedor subtracted from the overall portfolio performance.Effective Duration: A measure of the sensitivity of a security’s price to a change in interest rates, stated in years.Effective Yield: The total yield an investor receives in relation to the nominal yield or coupon of a bond. Effective yield takes into account the power of compoundingon investment returns, while nominal yield does not.FDIC: Federal Deposit Insurance Corporation. A federal agency that insures bank deposits to a specified amount.Interest Rate: Interest per year divided by principal amount and expressed as a percentage.Market Value: The value that would be received or paid for an investment in an orderly transaction between market participants at the measurement date.Maturity: The date upon which the principal or stated value of an investment becomes due and payable.Negotiable Certificates of Deposit: A CD with a very large denomination, usually $1 million or more, that can be traded in secondary markets.Par Value: The nominal dollar face amount of a security.Pass-through Security: A security representing pooled debt obligations that passes income from debtors to its shareholders. The most common type is themortgage-backed security. 65 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2022
Appendix
|
Glossary
Repurchase Agreements: A holder of securities sells these securities to an investor with an agreement to repurchase them at a fixed price on a fixed date.Settle Date: The date on which the transaction is settled and monies/securities are exchanged. If the settle date of the transaction (i.e., coupon payments andmaturity proceeds) occurs on a non-business day, the funds are exchanged on the next business day.Supranational: A multinational union or association in which member countries cede authority and sovereignty on at least some internal matters to the group, whosedecisions are binding on its members.Trade Date: The date on which the transaction occurred; however, the final consummation of the security transaction and payment has not yet taken place.Unsettled Trade: A trade which has been executed; however, the final consummation of the security transaction and payment has not yet taken place.U.S. Treasury: The department of the U.S. government that issues Treasury securities.Yield: The rate of return based on the current market value, the annual interest receipts, maturity value, and the time period remaining until maturity, stated as a percentage on an annualized basis.

YTM at Cost: The yield to maturity at cost is the expected rate of return based on the original cost, the annual interest receipts, maturity value, and the time periodfrom purchase date to maturity, stated as a percentage on an annualized basis.YTM at Market: The yield to maturity at market is the rate of return based on the current market value, the annual interest receipts, maturity value, and the timeperiod remaining until maturity, stated as a percentage on an annualized basis. 66 ATTACHMENT
1

Manteca City CouncilNovember 15, 2022

Manteca City Council
November 15, 2022