Attachment 1 - Investment Report December 31, 2022 — Manteca City Council, February 21, 2023

Investment Performance Review
For the Quarter Ended December 31, 2022
Client Management Team PFM Asset Management LLC
Monique Spyke, Managing Director
Allison Kaune, Senior Analyst
213 Market Street
Harrisburg, PA 17101-2141
717-232-2723
1 California Street Ste. 1000
San Francisco, CA 94111-5411
415-393-7270
NOT FDIC INSURED : NO BANK GUARANTEE : MAY LOSE VALUE
For Institutional Investor or Investment Professional Use Only - This material is not for inspection by, distribution to, or quotation to the general public

CITY OF MANTECA

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

ATTACHMENT
1 For the Quarter Ended December 31, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
Summary
► The Fed remained center stage and focused on increasing overnight interest rates and tightening monetary conditions in its ongoing battle with multi-decade-high inflation. At its December meeting, the FOMC raised the fed funds rate by 50 basis points (bps) to a new target range of 4.25% to 4.50%, the highest level since 2007. ► In large part due to the Fed’s historic pace of rate increases, there were accumulating signs of an economic slowdown in Q4, including: (1) a steeply inverted yield curve; (2) a sharp reversal in the housing market; (3) weakening in both the manufacturing and services sectors; (4) declining personal savings; (5) tepid consumer confidence; (6) retreating commodity prices; and (7) a falling U.S. dollar. ► On the positive side, employment remains strong, household income is rising and inflation has begun to moderate. The latter forces are significant and may keep the economy out of a deep recession, but uncertainty remains high.

Economic Snapshot
► Real GDP increased at an annualized rate of 3.2% in the third quarter of 2022.

The increase in real GDP reflected increases in exports, consumer spending, nonresidential fixed investment, state and local government spending, and federal government spending, all of which were partly offset by decreases in residential fixed investment and private inventory investment. This positive GDP occurred on the heels of two consecutive negative readings in the first half of the year. Fed projections for GDP reflect expectations for weaker economic growth over the coming years, with projections for the full calendar year 2022 at 0.5%, 2023 at 0.5%, and 2024 at 1.6%. ► The U.S. labor market was strong and historically tight for most of 2022, driving both job gains and nominal wage growth. Over the fourth quarter, the U.S. economy added 742,000 jobs in aggregate, which was strong, but a downshift from the torrid pace of the past seven quarters. The unemployment rate fell back to 3.5% in December, matching a 50+ year low. Wage growth moderated but remained above trend, while the labor force participation rate improved. ► Retail sales dipped in both November and December in a warning sign that consumer spending, which accounts for more than two-thirds of U.S. economic activity, may be moderating. Some of the moderation in spending reflected an ongoing shift in demand from goods to services post-pandemic. Slowing price increases for some goods also lowered the dollar amount of consumer spending, led by decreases in purchases of motor vehicles. Additional drags to spending included those on household furnishings and other equipment, recreational goods and vehicles, and transportation services.
► The housing market continued to cool in the face of higher borrowing rates coupled with elevated home prices. Mortgage rates for a 30-year fixed-rate loan increased from a record low level of 2.65% in January 2021 to about 6.5%. Sales of existing homes fell 11 straight months, posting a decline of 18% from 2021 levels, the largest annual drop since 2008. Home prices nationally began to turn lower mid-year. ► Business activity slowed, as the services sector joined the manufacturing sector in contraction, as measured by the ISM purchasing manager surveys.

Interest Rates
► After three-quarters of surging yields, U.S. Treasuries traded within a range in Q4, albeit a somewhat wide one.
► Short-term maturities (less than one year) continued to increase in lockstep with adjustments to Fed policy, reflecting the two rate hikes totaling 1.25% in the fourth quarter. Yields on longer-term issues were mixed, with yields on 3-7 year Treasuries lower, while those 10-years and longer rose modestly.
► For example, the yield on 3- and 12-month U.S. Treasury Bills finished the quarter at 4.34% and 4.67%, up 110 bps and 75 bps, respectively. Meanwhile, as markets digested the potential slower pace of Fed rate increases moving forward, the yield on the 3-, 5- and 10-year U.S. Treasury notes ended the quarter-end at 4.22%, 4.01%, and 3.88%, down 6 bps, down 9 bps and up 5 bps, respectively. For all of 2022, rates were sharply higher. For reference, the yield on the 2-year Treasury was 369 bps higher for the year.
► As a result, fixed income indices posted positive total returns in the fourth quarter, following three prior negative quarters. The ICE BofA 2-, 5- and 10-year U.S. Treasury indices returned 0.45%, 1.14% and 0.65%, respectively. For the year, however, bond market performance was the worst on record for many indices. ► The yield curve remained steeply inverted, as the spread between the 3-month and 10-year U.S. Treasury yields ended the quarter at nearly -50 bps. Only a handful of periods over the past 40 years has the curve reached this level of inversion, which has been a classic warning sign of a looming recession.

Sector Performance
► Most investment-grade (IG) sectors added value relative vs. like-duration U.S.

Treasuries, with corporates, municipals, and mortgage-backed securities (MBS) generating solid incremental performance.
► After reaching a multi-year high in October, IG corporate yield spreads narrowed, finishing Q4 tighter than where they began. As a result, the corporate sector generated strong excess returns for Q4 and buoyed portfolio returns relative to benchmarks.

Lower-quality credit saw a stronger performance, reversing the trend of the prior nine months of the year, while longer durations bested their shorter counterparts. ► Asset-backed security (ABS) yield spreads lagged the moves experienced in the corporate sector for much of Q4 but rallied significantly at December-end, closing the quarter only modestly wider. As a result of the strong year-end rally, the sector was just shy of breaking even with matched-duration U.S. Treasuries. With its more bullet-like structure, credit card ABS outperformed prime auto ABS. ► MBS reversed course strongly in Q4 after the remarkably negative returns posted for the first three quarters of 2022. Although still quite negative for the full year, Q4 MBS excess returns were top-of-class amongst most IG sectors. Unlike prior periods, performance was strong across all loan term and coupon structures for the period. ► Short-term credit instruments, like commercial paper and negotiable bank CDs, provided excellent income opportunities as spreads were elevated and rates moved up with the Fed.

PFM Asset Management LLC | For Institutional Investor or Investment Professional Use Only – This material is not for inspection by, distribution to, or quotation to the general public. 1 ATTACHMENT 1
For the Quarter Ended December 31, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
Economic Snapshot
Labor Market Sep '22 Dec '21
Unemployment Rate Dec '22 3.5% 3.5% 3.9%
Change In Non-Farm Payrolls Dec '22 223,000 269,000 588,000 Average Hourly Earnings (YoY) Dec '22 4.6% 5.1% 4.9%
Personal Income (YoY) Nov '22 4.7% 4.9% 7.1%
Initial Jobless Claims (week) 12/31/22 204,000 219,000 224,000 Growth
Real GDP (QoQ SAAR) 2022Q3 3.2% -0.6% 2.7%
GDP Personal Consumption (QoQ SAAR) 2022Q3 2.3% 2.0% 3.0% Retail Sales (YoY) Nov '22 6.5% 8.4% 16.8%
ISM Manufacturing Survey (month) Dec '22 48.4 50.9 58.8 Existing Home Sales SAAR (month) Nov '22 4.09 mil. 4.71 mil. 6.09 mil.

Inflation/Prices
Personal Consumption Expenditures (YoY) Nov '22 5.5% 6.3% 6.0% Consumer Price Index (YoY) Nov '22 7.1% 8.2% 7.0%
Consumer Price Index Core (YoY) Nov '22 6.0% 6.6% 5.5%
Crude Oil Futures (WTI, per barrel) Dec 31 $80.26 $79.49 $75.21 Gold Futures (oz.) Dec 31 $1,826 $1,662 $1,829
Latest
-25,000K
-20,000K
-15,000K
-10,000K
-5,000K
0 5,000K
10,000K

0.0%

2.0%

4.0%

6.0%

8.0%

10.0%

12.0%

14.0%

16.0%
Dec '19 Jun '20 Dec '20 Jun '21 Dec '21 Jun '22 Dec '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%
Sep '19 Mar '20 Sep '20 Mar '21 Sep '21 Mar '22 Sep '22 Real GDP (QoQ)
0%
1%
2%
3%
4%
5%
6%
7%
8%
9%
10%
Dec '19 Jun '20 Dec '20 Jun '21 Dec '21 Jun '22
Consumer Price Index
CPI (YoY) Core CPI (YoY)
2 2
1 1

1. Data as of Second Quarter 2022.

2. Data as of Third Quarter 2021.

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

Source: Bloomberg.

Interest Rate Overview
U.S. Treasury Note Yields U.S. Treasury Yield Curve
U.S. Treasury Yields Yield Curves as of 12/31/2022
0%
1%
2%
3%
4%
5%
3-mo1-yr2-yr3-yr5-yr7-yr10-yr20-yr30-yr
Yield
Maturity
December 31, 2022 September 30, 2022 December 31, 2021
0%
1%
2%
3%
4%
5%
6%
3-mo1-yr2-yr3-yr5-yr07-yr10-yr25-yr30-yr
Yield
Maturity
U.S. Treasury Federal Agency Corporates, A Rated

0.0%

0.5%

1.0%

1.5%

2.0%

2.5%

3.0%

3.5%

4.0%

4.5%

5.0%
12/31/21 3/31/22 6/30/22 9/30/22 12/31/22
Yield
2-Year 5-Year 10-Year
Maturity Dec '22 Sep '22 Change over
Quarter
Dec '21 Change over
Year
3-Month 4.37% 3.27% 1.10% 0.04% 4.33%
1-Year 4.71% 3.99% 0.72% 0.38% 4.33%
2-Year 4.43% 4.28% 0.15% 0.73% 3.70%
5-Year 4.01% 4.09% (0.08%) 1.26% 2.75%
10-Year 3.88% 3.83% 0.05% 1.51% 2.37%
30-Year 3.97% 3.78% 0.19% 1.90% 2.07%
PFM Asset Management LLC | For Institutional Investor or Investment Professional Use Only – This material is not for inspection by, distribution to, or quotation to the general public. 3 ATTACHMENT 1
For the Quarter Ended December 31, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
December 31, 2022 Duration Yield 3 Month 1 Year 3 Years 1-3 Year Indices
U.S. Treasury 1.81 4.49% 0.74% (3.65%) (0.41%)
Federal Agency 1.86 4.57% 0.72% (3.75%) (0.54%)
U.S. Corporates, A-AAA rated 1.81 5.17% 1.27% (3.50%) 0.03% Agency MBS (0 to 3 years) 1.98 4.88% 1.57% (5.09%) (1.25%) Taxable Municipals 1.92 4.89% 1.13% (3.40%) 0.85%
1-5 Year Indices
U.S. Treasury 2.55 4.33% 0.95% (5.25%) (0.77%)
Federal Agency 2.21 4.51% 0.87% (5.22%) (0.97%)
U.S. Corporates, A-AAA rated 2.61 5.13% 1.73% (5.67%) (0.41%) Agency MBS (0 to 5 years) 3.08 4.70% 2.20% (7.09%) (1.77%) Taxable Municipals 2.64 4.89% 1.08% (5.27%) (0.17%)
Master Indices (Maturities 1 Year or Greater)
U.S. Treasury 6.36 4.17% 0.72% (12.85%) (2.71%)
Federal Agency 3.57 4.46% 0.92% (8.20%) (1.36%)
U.S. Corporates, A-AAA rated 6.89 5.20% 3.03% (15.01%) (2.83%) Agency MBS (0 to 30 years) 5.75 4.69% 2.07% (11.88%) (3.23%) Taxable Municipals 9.37 5.24% 1.46% (20.23%) (3.28%)
Source: ICE BofAML Indices.

As of 12/31/2022 Returns for Periods ended 12/31/2022
Returns for periods greater than one year are annualized.

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

ICE BofAML Index Returns
4 ATTACHMENT 1
For the Quarter Ended December 31, 2022
QUARTERLY MARKET SUMMARY Fixed Income Management
Disclosures
PFM Asset Management LLC (“PFMAM”) is an investment adviser registered with the U.S. Securities and Exchange Commission and a subsidiary of U.S. Bancorp Asset Management, Inc. (“USBAM”). USBAM is a subsidiary of U.S. Bank National Association (“U.S. Bank”). U.S. Bank is a separate entity and subsidiary of U.S. Bancorp. U.S.

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

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

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

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

CITY OF MANTECA

ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended December 31, 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%
53%
31%
1%
7%
58%
35%
0%
20%40%60%
0-1 Yr 1-2 Yrs 2-3 Yrs 3-4 Yrs
Portfolio Benchmark
Duration Distribution
U.S. Treasury | 36%Corporate | 24%
ABS | 18%
Federal Agency | 8%
Agency CMBS | 7%
Negotiable CD | 4%Municipal | 2%Supranational | 1%
Sector Allocation
AAA | 16%AA+ | 53%AA | 3%AA- | 3%A+ | 4%A | 8%A- | 7%
BBB+ | 2%
A-2 | 1%
Not Rated | 4%
Portfolio Statistics
Portfolio Effective Duration 1.67 years
Benchmark Effective Duration 1.74 yearsPortfolio Credit Quality AA Yield At Market 4.45%
Yield At Cost 1.88%
Total Market Value $144,281,578.06
Securities Sub-Total $143,814,428.44Cash $13,256.42
Accrued Interest $453,893.20
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CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Characteristics
|
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
December 2022
$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
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 Mar-22 % of Total Jun-22 % of Total Sep-22 % of Total Dec-22 % of Total U.S. Treasury $55.5 37.9% $54.7 38.0% $51.8 36.3% $52.3 36.4%Federal Agency $29.2 20.0% $21.7 15.1% $15.2 10.7% $12.1 8.4% Agency CMBS $3.7 2.5% $5.0 3.5% $10.5 7.4% $10.3 7.2%
Supranational $4.4 3.0% $4.4 3.1% $3.3 2.3% $1.4 0.9%Municipal $4.4 3.0% $4.3 3.0% $3.7 2.6% $3.1 2.2%Negotiable CD $2.6 1.8% $1.1 0.8% $2.2 1.5% $5.0 3.5%Corporate $27.6 18.8% $30.8 21.4% $31.8 22.3% $34.0 23.6% ABS $19.0 13.0% $21.7 15.1% $24.2 16.9% $25.6 17.8%
Total $146.3 100.0% $143.6 100.0% $142.8 100.0% $143.8 100.0% 8 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Activity
|
Portfolio Activity
Net Activity by Sector
($ millions)
Federal Agency
SupranationalMunicipal
Agency CMBS
U.S. Treasury
ABS
Corporate
Negotiable CD
Federal Agency
Supranational
Municipal
Agency CMBS
U.S. Treasury
ABS
Corporate
Negotiable CD
($4.0) ($2.0) $0.0 $2.0 $4.0 $6.0
Based on total proceeds (principal and accrued interest) of buys, sells, maturities, and principal paydowns. Detail may not add to total due to rounding.

Sector Net ActivityNegotiable CD $2,850,000Corporate $1,922,833 ABS $1,392,460
U.S. Treasury $358,713
Agency CMBS ($216,844)
Municipal ($571,930)Supranational ($1,995,032)Federal Agency ($3,151,767)Total Net Activity $588,432 Sales/Maturities Purchases
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CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Performance
|

1. The lesser of 10 years or since inception is shown. Since inception returns for periods one year or less are not shown. Performance inception date is March 31, 2002.2. Interest earned calculated as the ending accrued interest less beginning accrued interest, plus net interest activity.3. Returns for periods one year or less are presented on a periodic basis. Returns for periods greater than one year are presented on an annualized basis.4. The portfolio’s benchmark is the ICE BofAML 1-3 Year U.S. Treasury Index. Source: Bloomberg. -4.0%-3.0%-2.0%-1.0%

0.0%1.0%2.0%
Return
Portfolio Benchmark Net of Fees
Portfolio Performance
Market Value Basis Earnings 3 Months 1 Year 3 Years 5 Years 10 YearsInterest Earned² $630,321 $1,746,266 $6,221,193 $12,580,869 $22,622,596Change in Market Value $455,926 ($6,521,703) ($6,351,070) ($4,261,021) ($8,292,151) Total Dollar Return $1,086,247 ($4,775,437) ($129,877) $8,319,848 $14,330,445 Total Return³
Portfolio 0.76% -3.20% -0.09% 1.08% 0.96%Benchmark⁴ 0.74% -3.65% -0.41% 0.77% 0.67%Basis Point Fee 0.03% 0.11% 0.11% 0.11% 0.11%Net of Fee Return 0.73% -3.32% -0.20% 0.96% 0.85% 3 Months 1 Year 3 Years 5 Years 10 Years
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CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Performance
|

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

Accrual Basis Earnings
Accrual Basis EarningsInterest Earned²Realized Gains / (Losses)³Change in Amortized CostTotal Earnings 3 Months
$630,321
($354,858)
($14,038)
$261,424
1 Year
$1,746,266
($1,080,905)
($95,708)
$569,654
3 Years
$6,221,193$1,556,201
($209,192)
$7,568,202
5 Year
$12,580,869
$799,954
$11,729
$13,392,553
10 Year¹
$22,622,596
$1,699,286
($3,344,353)
$20,977,529
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CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Summary
|
Ratings shown are calculated by assigning a numeral value to each security rating, then calculating a weighted average rating for each security type / issuer category using all available security ratings,excluding Not-Rated (NR) ratings. For security type / issuer categories where a rating from the applicable NRSRO is not available, a rating of NR is assigned. Includes accrued interest and excludes balancesinvested in overnight funds.

Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchU.S. Treasury 36.4% UNITED STATES TREASURY 36.4% AA / Aaa / AAA
Federal Agency 8.4%
FREDDIE MAC 8.4% AA / Aaa / AAA
Agency CMBS 7.2%
FANNIE MAE 0.7% AA / Aaa / AAAFREDDIE MAC 6.5% AA / Aaa / AAA Supranational 0.9%
INTER-AMERICAN DEVELOPMENT BANK 0.9% AAA / Aaa / AAA
Municipal 2.2%

CALIFORNIA DEPARTMENT OF WATERRESOURCES

0.1% AAA / Aa / NR
CALIFORNIA STATE UNIVERSITY 0.3% AA / Aa / NRCommonwealth of Massachusetts 0.5% NR / Aa / AAA FLORIDA 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 / A
NEW YORK ST URBAN DEVELOPMENT CORP 0.6% AA / NR / AA
Negotiable CD 3.5%
CREDIT AGRICOLE SA 0.8% A / Aa / AACREDIT SUISSE GROUP RK 0.8% BBB / A / BBBNORDEA BANK ABP 1.0% AA / Aa / AATORONTO-DOMINION BANK 1.0% A / A / NR Corporate 23.7%
AMAZON.COM INC 1.0% AA / A / AAAMERICAN EXPRESS CO 0.6% BBB / A / A Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 23.7% AMERICAN HONDA FINANCE 0.5% A / A / AANZ BANKING GROUP LTD 0.4% AA / Aa / A ASTRAZENECA PLC 0.5% A / A / A
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 / NR
CATERPILLAR INC 0.7% A / A / ACHARLES SCHWAB 0.3% A / A / ACINTAS CORPORATION NO. 2 0.2% A / A / NRCITIGROUP INC 0.7% BBB / A / ACOLGATE-PALMOLIVE COMPANY 0.2% AA / Aa / NRCOMCAST CORP 0.3% A / A / ADEERE & COMPANY 0.6% A / A / AGOLDMAN SACHS GROUP INC 0.3% BBB / A / AHOME DEPOT INC 0.2% A / A / AHONEYWELL INTERNATIONAL 0.4% A / A / AHSBC HOLDINGS PLC 0.7% A / A / AIBM CORP 0.7% A / A / NRJP MORGAN CHASE & CO 1.2% A / A / AA LOCKHEED MARTIN CORP 0.2% A / A / AMORGAN STANLEY 0.7% A / A / ANATIONAL AUSTRALIA BANK LTD 0.5% AA / Aa / NR

NATIONAL RURAL UTILITIES CO FINANCECORP

0.5% A / A / A
NESTLE SA 0.9% AA / Aa / A
PACCAR FINANCIAL CORP 0.9% A / A / NR
PNC FINANCIAL SERVICES GROUP 0.3% A / A / A
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Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 23.7% PRAXAIR INC 0.7% A / A / NRRABOBANK NEDERLAND 0.7% A / Aa / AA Roche Holding AG 1.2% AA / Aa / AASTATE STREET CORPORATION 0.9% A / A / AA TARGET CORP 0.3% A / A / ATEXAS INSTRUMENTS INC 0.1% A / Aa / NR

THE BANK OF NEW YORK MELLONCORPORATION

1.4% A / A / AA
TOYOTA MOTOR CORP 0.3% A / A / ATRUIST FIN CORP 0.7% A / A / AUNILEVER PLC 0.2% A / A / AUNITEDHEALTH GROUP INC 0.4% A / A / AUSAA CAPITAL CORP 0.4% AA / Aa / NRWAL-MART STORES INC 0.4% AA / Aa / AA ABS 17.7%
ALLY AUTO RECEIVABLES TRUST 0.8% AAA / Aaa / NRAMERICAN EXPRESS CO 0.7% AAA / NR / AAA BMW FINANCIAL SERVICES NA LLC 0.1% AAA / Aaa / NRBMW VEHICLE OWNER TRUST 0.3% AAA / Aaa / AAACAPITAL ONE FINANCIAL CORP 2.5% AAA / Aaa / AAACARMAX AUTO OWNER TRUST 2.9% AAA / Aaa / AAADISCOVER FINANCIAL SERVICES 0.9% AAA / Aaa / NRFORD CREDIT AUTO OWNER TRUST 0.1% AAA / Aaa / AAAGM FINANCIAL CONSUMER AUTOMOBILETRUST

1.2% AAA / Aaa / AAA
GM FINANCIAL LEASINGTRUST 0.4% AAA / Aaa / AAAHARLEY-DAVIDSON MOTORCYCLE TRUST 0.5% AAA / Aaa / NR Security Type / Issuer Market Value (%) S&P / Moody's / FitchABS 17.7% HONDA AUTO RECEIVABLES 0.6% AAA / Aaa / AAAHYUNDAI AUTO RECEIVABLES 1.3% AAA / NR / AAAKUBOTA CREDIT OWNER TRUST 1.7% NR / Aaa / AAAMERCEDES-BENZ AUTO LEASE TRUST 0.0% AAA / NR / AAAMERCEDES-BENZ AUTO RECEIVABLES 0.9% AAA / Aaa / AAA NISSAN AUTO LEASE TRUST 0.0% AAA / Aaa / NR
NISSAN AUTO RECEIVABLES 0.4% AAA / Aaa / NRToyota Lease Owner Trust 0.2% AAA / Aaa / NRTOYOTA MOTOR CORP 0.7% AAA / Aaa / AAAVERIZON OWNER TRUST 0.3% 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 December 31, 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 December 31, 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 December 31, 2022
Portfolio Composition
|
Issuer Distribution
As of December 31, 2022
Issuer Market Value ($) % of Portfolio
UNITED STATES TREASURY 52,331,963 36.38%FREDDIE MAC 21,468,658 14.92%CARMAX AUTO OWNER TRUST 4,210,732 2.93%CAPITAL ONE FINANCIAL CORP 3,566,818 2.48%KUBOTA CREDIT OWNER TRUST 2,488,949 1.73%THE BANK OF NEW YORK MELLON CORPORATION 2,029,567 1.41%BANK OF AMERICA CO 1,999,852 1.39%HYUNDAI AUTO RECEIVABLES 1,934,444 1.35% AMERICAN EXPRESS CO 1,894,249 1.32%
GM FINANCIAL CONSUMER AUTOMOBILE TRUST 1,788,106 1.24%ROCHE HOLDING AG 1,786,168 1.24%JP MORGAN CHASE & CO 1,714,141 1.19%TOYOTA MOTOR CORP 1,551,722 1.08%TORONTO-DOMINION BANK 1,424,370 0.99% AMAZON.COM INC 1,414,809 0.98%
NORDEA BANK ABP 1,409,207 0.98%INTER-AMERICAN DEVELOPMENT BANK 1,355,805 0.94%MERCEDES-BENZ AUTO RECEIVABLES 1,298,491 0.90%STATE STREET CORPORATION 1,298,146 0.90%DISCOVER FINANCIAL SERVICES 1,268,650 0.88%NESTLE SA 1,261,567 0.88%PACCAR FINANCIAL CORP 1,260,863 0.88% ALLY AUTO RECEIVABLES TRUST 1,137,382 0.79%
CREDIT SUISSE GROUP RK 1,114,139 0.77%
16 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Composition
|
Issuer Market Value ($) % of PortfolioCREDIT AGRICOLE SA 1,075,000 0.75%PRAXAIR INC 1,068,357 0.74%MORGAN STANLEY 1,061,252 0.74%HSBC HOLDINGS PLC 1,048,417 0.73%IBM CORP 1,047,671 0.73%RABOBANK NEDERLAND 1,024,601 0.71%CATERPILLAR INC 1,001,133 0.70%FANNIE MAE 978,206 0.68%CITIGROUP INC 974,913 0.68%TRUIST FIN CORP 961,694 0.67%NEW YORK ST URBAN DEVELOPMENT CORP 927,245 0.64%DEERE & COMPANY 911,540 0.63%HONDA AUTO RECEIVABLES 887,751 0.62%HARLEY-DAVIDSON MOTORCYCLE TRUST 779,761 0.54%NATIONAL AUSTRALIA BANK LTD 755,467 0.53%COMMONWEALTH OF MASSACHUSETTS 747,053 0.52%BMW FINANCIAL SERVICES NA LLC 728,123 0.51%NATIONAL RURAL UTILITIES CO FINANCE CORP 715,397 0.50% AMERICAN HONDA FINANCE 669,166 0.47%
WORLD OMNI AUTO REC TRUST 666,282 0.46%BRISTOL-MYERS SQUIBB CO 664,367 0.46% ASTRAZENECA PLC 656,065 0.46%
HONEYWELL INTERNATIONAL 635,047 0.44%UNITEDHEALTH GROUP INC 632,811 0.44%NISSAN AUTO RECEIVABLES 626,939 0.44% ANZ BANKING GROUP LTD 597,249 0.42%
WAL-MART STORES INC 557,224 0.39%
17 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 2022
Portfolio Composition
|
Issuer Market Value ($) % of PortfolioUSAA CAPITAL CORP 553,841 0.39%VOLKSWAGEN OF AMERICA 540,978 0.38%GM FINANCIAL LEASINGTRUST 520,965 0.36%BMW VEHICLE OWNER TRUST 500,453 0.35%COMCAST CORP 481,304 0.33%PNC FINANCIAL SERVICES GROUP 479,665 0.33%GOLDMAN SACHS GROUP INC 478,447 0.33%TARGET CORP 465,238 0.32%CHARLES SCHWAB 442,590 0.31%VERIZON OWNER TRUST 393,753 0.27%CALIFORNIA STATE UNIVERSITY 384,756 0.27%FLORIDA STATE BOARD OF ADMIN FIN CORP 361,022 0.25%TOYOTA LEASE OWNER TRUST 308,830 0.21%CINTAS CORPORATION NO. 2 304,998 0.21%LOS ANGELES COMMUNITY COLLEGE DISTRICT 296,152 0.21%NEW JERSEY TURNPIKE AUTHORITY 281,841 0.20%HOME DEPOT INC 253,027 0.18%LOCKHEED MARTIN CORP 241,578 0.17%COLGATE-PALMOLIVE COMPANY 227,140 0.16%UNILEVER PLC 220,519 0.15%VOLKSWAGEN AUTO LEASE TURST 219,209 0.15%FORD CREDIT AUTO OWNER TRUST 171,451 0.12%TEXAS INSTRUMENTS INC 154,837 0.11%CALIFORNIA DEPARTMENT OF WATER RESOURCES 96,008 0.07%MERCEDES-BENZ AUTO LEASE TRUST 25,958 0.02%NISSAN AUTO LEASE TRUST 2,336 0.00% Grand Total 143,814,428 100.00%
18 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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 12/15/2020 0.125% 12/15/2023
91282CBA8 115,000.00 AA+ Aaa 1/7/2021 1/11/2021 114,708.01 0.21 6.71 114,904.86 110,148.44 US TREASURY NOTESDTD 01/15/2021 0.125% 01/15/2024
91282CBE0 2,000,000.00 AA+ Aaa 2/2/2021 2/3/2021 1,996,875.00 0.18 1,154.89 1,998,899.28 1,906,875.00 US TREASURY NOTESDTD 02/15/2021 0.125% 02/15/2024
91282CBM2 1,950,000.00 AA+ Aaa 3/1/2021 3/3/2021 1,941,544.93 0.27 920.69 1,946,787.23 1,852,500.00 US TREASURY NOTESDTD 03/15/2021 0.250% 03/15/2024
91282CBR1 2,000,000.00 AA+ Aaa 3/11/2021 3/15/2021 1,995,546.88 0.32 1,491.72 1,998,216.31 1,896,250.00 US TREASURY NOTESDTD 03/15/2021 0.250% 03/15/2024
91282CBR1 400,000.00 AA+ Aaa 3/29/2021 3/30/2021 399,171.88 0.32 298.34 399,663.70 379,250.00 US TREASURY N/B NOTESDTD 04/15/2021 0.375% 04/15/2024
91282CBV2 1,125,000.00 AA+ Aaa 4/27/2021 4/29/2021 1,125,834.96 0.35 904.02 1,125,362.69 1,064,531.25 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 6,850.83 2,041,953.96 1,929,687.60 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 1,525,000.00 AA+ Aaa 6/16/2021 6/17/2021 1,521,247.07 0.33 178.06 1,523,178.42 1,431,355.55 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 3,000,000.00 AA+ Aaa 6/24/2021 6/29/2021 2,981,132.81 0.46 350.28 2,990,740.78 2,815,781.40 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 1,700,000.00 AA+ Aaa 6/28/2021 6/29/2021 1,689,175.78 0.47 198.49 1,694,687.93 1,595,609.46 US TREASURY N/B NOTESDTD 06/15/2021 0.250% 06/15/2024
91282CCG4 2,000,000.00 AA+ Aaa 7/1/2021 7/7/2021 1,987,031.25 0.47 233.52 1,993,588.08 1,877,187.60 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 870,000.00 AA+ Aaa 8/5/2021 8/9/2021 869,898.05 0.38 1,507.13 869,946.60 814,809.38 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 3,000,000.00 AA+ Aaa 8/4/2021 8/9/2021 3,003,281.25 0.34 5,197.01 3,001,718.75 2,809,687.50 US TREASURY N/B NOTESDTD 07/15/2021 0.375% 07/15/2024
91282CCL3 1,000,000.00 AA+ Aaa 8/10/2021 8/12/2021 998,164.06 0.44 1,732.34 999,035.62 936,562.50 US TREASURY N/B NOTESDTD 08/15/2021 0.375% 08/15/2024
91282CCT6 800,000.00 AA+ Aaa 8/23/2021 8/25/2021 798,531.25 0.44 1,133.15 799,199.36 747,375.04 19 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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 08/15/2021 0.375% 08/15/2024
91282CCT6 3,000,000.00 AA+ Aaa 9/1/2021 9/7/2021 2,996,718.75 0.41 4,249.32 2,998,189.66 2,802,656.40 US TREASURY N/B NOTESDTD 09/15/2021 0.375% 09/15/2024
91282CCX7 1,500,000.00 AA+ Aaa 10/4/2021 10/6/2021 1,494,082.03 0.51 1,678.18 1,496,570.33 1,397,578.20 US TREASURY N/B NOTESDTD 09/15/2021 0.375% 09/15/2024
91282CCX7 1,500,000.00 AA+ Aaa 10/7/2021 10/13/2021 1,491,855.47 0.56 1,678.18 1,495,249.02 1,397,578.20 US TREASURY N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 1,500,000.00 AA+ Aaa 10/13/2021 10/18/2021 1,499,238.28 0.64 2,008.93 1,499,544.92 1,400,390.70 US TREASURY N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 1,500,000.00 AA+ Aaa 11/1/2021 11/4/2021 1,492,617.19 0.79 2,008.93 1,495,519.54 1,400,390.70 US TREASURY NOTESDTD 10/31/2019 1.500% 10/31/2024
912828YM6 1,800,000.00 AA+ Aaa 5/4/2021 5/6/2021 1,865,460.94 0.45 4,624.31 1,834,374.70 1,704,937.50 US TREASURY N/B NOTESDTD 11/15/2021 0.750% 11/15/2024
91282CDH1 1,700,000.00 AA+ Aaa 12/2/2021 12/7/2021 1,692,097.66 0.91 1,655.39 1,694,967.22 1,586,843.75 US TREASURY NOTESDTD 11/30/2019 1.500% 11/30/2024
912828YV6 1,500,000.00 AA+ Aaa 6/3/2021 6/8/2021 1,553,847.66 0.46 1,978.02 1,529,614.09 1,419,140.70 US TREASURY NOTESDTD 11/30/2019 1.500% 11/30/2024
912828YV6 1,450,000.00 AA+ Aaa 6/2/2021 6/7/2021 1,503,695.31 0.43 1,912.09 1,479,507.09 1,371,836.01 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 1.03 677.20 1,449,284.56 1,356,656.25 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 700,000.00 AA+ Aaa 12/22/2021 12/27/2021 700,902.34 0.96 326.92 700,594.35 654,937.50 US TREASURY N/B NOTESDTD 01/15/2022 1.125% 01/15/2025
91282CDS7 750,000.00 AA+ Aaa 2/4/2022 2/7/2022 743,496.09 1.43 3,897.76 745,484.24 701,601.60 US TREASURY N/B NOTESDTD 02/15/2022 1.500% 02/15/2025
91282CDZ1 2,225,000.00 AA+ Aaa 2/11/2022 2/15/2022 2,204,140.63 1.82 12,606.32 2,210,230.96 2,093,585.94 US TREASURY NOTESDTD 04/30/2018 2.875% 04/30/2025
9128284M9 1,450,000.00 AA+ Aaa 5/4/2022 5/5/2022 1,444,845.70 3.00 7,139.85 1,445,984.28 1,402,875.00 US TREASURY N/B NOTESDTD 05/15/2022 2.750% 05/15/2025
91282CEQ0 3,250,000.00 AA+ Aaa 6/1/2022 6/6/2022 3,240,097.66 2.86 11,603.94 3,242,024.65 3,132,187.50 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 1,946.94 1,448,434.81 1,400,836.01 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 20,441.58 1,472,859.89 1,428,445.31 20 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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 11/15/2022 4.500% 11/15/2025
91282CFW6 1,275,000.00 AA+ Aaa 12/8/2022 12/13/2022 1,290,588.87 4.05 7,449.24 1,290,311.54 1,282,968.75 US TREASURY N/B NOTESDTD 11/15/2022 4.500% 11/15/2025
91282CFW6 1,425,000.00 AA+ Aaa 12/5/2022 12/8/2022 1,439,083.01 4.14 8,325.62 1,438,768.01 1,433,906.25 US TREASURY N/B NOTESDTD 12/15/2022 4.000% 12/15/2025
91282CGA3 600,000.00 AA+ Aaa 12/23/2022 12/29/2022 598,523.44 4.09 1,120.88 598,527.53 596,250.00 US TREASURY N/B NOTESDTD 12/15/2022 4.000% 12/15/2025
91282CGA3 200,000.00 AA+ Aaa 12/29/2022 12/30/2022 198,960.94 4.19 373.63 198,962.86 198,750.00 Security Type Sub-Total 55,185,000.00 55,338,769.18 1.13 119,860.41 55,262,887.82 52,331,962.99 Supranational
INTER-AMERICAN DEVEL BK NOTESDTD 09/23/2021 0.500% 09/23/2024 4581X0DZ8 1,455,000.00 AAA Aaa 9/15/2021 9/23/2021 1,453,923.30 0.52 1,980.42 1,454,380.11 1,355,805.38 Security Type Sub-Total 1,455,000.00 1,453,923.30 0.52 1,980.42 1,454,380.11 1,355,805.38 Negotiable CD
CREDIT SUISSE NEW YORK CERTDEPOSDTD 03/23/2021 0.590% 03/17/2023 22552G3C2 1,125,000.00 A-2 P-2 3/19/2021 3/23/2021 1,125,000.00 0.59 5,346.88 1,125,000.00 1,114,139.25 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 16,528.13 1,075,000.00 1,075,000.00 TORONTO DOMINION BANK NY CERTDEPOSDTD 10/31/2022 5.600% 10/27/2025 89115B6K1 1,425,000.00 A A1 10/27/2022 10/31/2022 1,425,000.00 5.58 13,743.33 1,425,000.00 1,424,369.87 NORDEA BANK ABP NEW YORK CERTDEPOSDTD 11/03/2022 5.530% 11/03/2025 65558UYF3 1,425,000.00 AA- Aa3 11/2/2022 11/3/2022 1,425,000.00 5.53 12,695.96 1,425,000.00 1,409,206.73 Security Type Sub-Total 5,050,000.00 5,050,000.00 4.14 48,314.30 5,050,000.00 5,022,715.85 21 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
LOS ANGELES CCD, CA TXBL GOBONDSDTD 11/10/2020 0.444% 08/01/2023 54438CYH9 305,000.00 AA+ Aaa 10/30/2020 11/10/2020 305,000.00 0.44 564.25 305,000.00 296,151.95 CA ST UNIV TXBL REV BONDSDTD 09/17/2020 0.475% 11/01/2023 13077DNB4 400,000.00 AA- Aa2 8/27/2020 9/17/2020 400,000.00 0.48 316.67 400,000.00 384,756.00 CA ST DEPT WTR RES WTR SYS TXBLREV BNDSDTD 08/06/2020 0.414% 12/01/2023 13067WRA2 100,000.00 AAA Aa1 7/30/2020 8/6/2020 100,000.00 0.41 34.50 100,000.00 96,008.00 NY ST URBAN DEV CORP TXBL REVBONDSDTD 12/23/2020 0.620% 03/15/2024 650036DS2 975,000.00 AA+ NR 12/16/2020 12/23/2020 975,000.00 0.62 1,779.92 975,000.00 927,244.50 NJ TURNPIKE AUTHORITY TXBL REVBONDSDTD 02/04/2021 0.897% 01/01/2025 646140DN0 305,000.00 AA- A1 1/22/2021 2/4/2021 305,000.00 0.90 1,367.93 305,000.00 281,841.35 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 9,410.78 765,000.00 747,053.10 FL ST BOARD OF ADMIN TXBL REVBONDSDTD 09/16/2020 1.258% 07/01/2025 341271AD6 395,000.00 AA Aa3 9/3/2020 9/16/2020 395,000.00 1.26 2,484.55 395,000.00 361,022.10 Security Type Sub-Total 3,245,000.00 3,245,000.00 1.41 15,958.60 3,245,000.00 3,094,077.00 Federal Agency
FREDDIE MAC NOTESDTD 08/21/2020 0.250% 08/24/2023
3137EAEV7 300,000.00 AA+ Aaa 8/19/2020 8/21/2020 299,694.00 0.28 264.58 299,934.51 291,324.30 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 2,700,000.00 AA+ Aaa 9/2/2020 9/4/2020 2,699,109.00 0.26 2,118.75 2,699,797.32 2,617,088.40 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 1,000,000.00 AA+ Aaa 10/7/2020 10/9/2020 999,710.00 0.26 784.72 999,931.86 969,292.00 FREDDIE MAC NOTESDTD 09/04/2020 0.250% 09/08/2023
3137EAEW5 2,035,000.00 AA+ Aaa 9/2/2020 9/4/2020 2,035,371.61 0.24 1,596.91 2,035,084.53 1,972,509.22 FREDDIE MAC NOTESDTD 10/16/2020 0.125% 10/16/2023
3137EAEY1 1,150,000.00 AA+ Aaa 10/14/2020 10/16/2020 1,145,710.50 0.25 299.48 1,148,871.80 1,107,964.05 22 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN HONDA FINANCE
DTD 01/10/2020 1.950% 05/10/2023
02665WDH1 175,000.00 A- A3 1/7/2020 1/10/2020 174,935.25 1.96 483.44 174,993.13 172,891.25 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 06/08/2020 0.800% 06/08/2023 69371RQ82 200,000.00 A+ A1 6/1/2020 6/8/2020 199,722.00 0.85 102.22 199,959.89 196,537.20 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 0.56 190.40 240,000.00 239,139.84 BRISTOL-MYERS SQUIBB CO(CALLABLE) CORPDTD 11/13/2020 0.537% 11/13/2023 110122DT2 690,000.00 A+ A2 11/9/2020 11/13/2020 690,000.00 0.54 494.04 690,000.00 664,367.19 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 01/10/2022 0.950% 01/10/2024 14913R2S5 200,000.00 A A2 1/3/2022 1/10/2022 199,968.00 0.96 902.50 199,983.61 192,157.00 TOYOTA MOTOR CREDIT CORPCORPORATE NOTESDTD 01/11/2021 0.450% 01/11/2024 89236THU2 500,000.00 A+ A1 1/6/2021 1/11/2021 499,970.00 0.45 1,062.50 499,989.73 477,888.50 JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 03/04/2021 0.450% 01/17/2024 24422EVN6 400,000.00 A A2 3/1/2021 3/4/2021 399,716.00 0.48 820.00 399,896.85 382,085.60 NATIONAL RURAL UTIL COOPCORPORATE NOTESDTD 02/08/2021 0.350% 02/08/2024 63743HEU2 265,000.00 A- A2 2/1/2021 2/8/2021 264,817.15 0.37 368.42 264,932.70 251,870.58 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 6,577.36 577,621.42 573,099.05 23 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

ASTRAZENECA FINANCE LLC
(CALLABLE) CORPDTD 05/28/2021 0.700% 05/28/2024
04636NAC7 695,000.00 A A3 5/25/2021 5/28/2021 694,937.45 0.70 445.96 694,970.72 656,064.71 TARGET CORP CORPORATE NOTESDTD 06/26/2014 3.500% 07/01/2024 87612EBD7 475,000.00 A A2 11/23/2021 11/29/2021 504,754.00 1.04 8,312.50 492,222.69 465,238.28

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 1,572.92 153,086.34 144,567.60

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 600,000.00 BBB+ A2 11/19/2021 11/23/2021 621,480.00 1.14 6,291.66 612,345.35 578,270.40

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 0.77 680.42 229,916.47 215,285.06 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 08/09/2021 0.500% 08/09/2024 69371RR40 160,000.00 A+ A1 8/3/2021 8/9/2021 159,913.60 0.52 315.56 159,953.80 148,994.88 UNILEVER CAPITAL CORP(CALLABLE) CORPORADTD 08/12/2021 0.626% 08/12/2024 904764BN6 235,000.00 A+ A1 8/9/2021 8/12/2021 235,000.00 0.63 568.01 235,000.00 220,519.30 24 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
BMW US CAPITAL LLC CORPORATENOTESDTD 08/12/2021 0.750% 08/12/2024 05565EBU8 300,000.00 A A2 8/9/2021 8/12/2021 299,973.00 0.75 868.75 299,985.49 280,370.70 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 4,582.19 329,875.61 324,473.49 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 09/14/2021 0.600% 09/13/2024 14913R2P1 710,000.00 A A2 9/7/2021 9/14/2021 709,034.40 0.65 1,278.00 709,452.39 663,103.08 NESTLE HOLDINGS INC CORP NOTES(CALLABLEDTD 09/14/2021 0.606% 09/14/2024 641062AU8 1,075,000.00 AA- Aa3 9/7/2021 9/14/2021 1,075,000.00 0.61 1,936.25 1,075,000.00 1,000,868.00 BANK OF AMERICA CORP(CALLABLE) CORPORATDTD 10/21/2020 0.810% 10/24/2024 06051GJH3 525,000.00 A- A2 10/16/2020 10/21/2020 525,000.00 0.81 791.44 525,000.00 503,526.45 BANK OF NY MELLON CORP(CALLABLE) CORPORDTD 10/25/2021 0.850% 10/25/2024 06406RAX5 670,000.00 A A1 10/20/2021 10/25/2021 669,564.50 0.87 1,044.08 669,736.55 625,189.73 CITIGROUP INC CORP NOTES(CALLABLE)DTD 10/30/2020 0.776% 10/30/2024 172967MT5 650,000.00 BBB+ A3 10/23/2020 10/30/2020 650,000.00 0.78 854.68 650,000.00 620,662.90 HONEYWELL INTERNATIONALCORPORATE NOTESDTD 11/02/2022 4.850% 11/01/2024 438516CH7 635,000.00 A A2 10/28/2022 11/2/2022 634,892.05 4.86 5,047.37 634,900.92 635,046.99 TEXAS INSTRUMENTS INCCORPORATE NOTESDTD 11/18/2022 4.700% 11/18/2024 882508BR4 155,000.00 A+ Aa3 11/15/2022 11/18/2022 154,930.25 4.72 870.15 154,934.45 154,837.10 JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 01/10/2022 1.250% 01/10/2025 24422EVY2 245,000.00 A A2 1/4/2022 1/10/2022 244,884.85 1.27 1,454.69 244,922.25 228,930.70 COOPERATIEVE RABOBANK UACORPORATE NOTESDTD 01/12/2022 1.375% 01/10/2025 21688AAS1 750,000.00 A+ Aa2 1/6/2022 1/12/2022 747,705.00 1.48 4,898.44 748,447.62 700,128.00

AMERICAN HONDA FINANCE
CORPORATE NOTESDTD 01/13/2022 1.500% 01/13/2025
02665WEA5 300,000.00 A- A3 1/11/2022 1/13/2022 299,763.00 1.53 2,100.00 299,839.33 280,989.60 25 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 03/04/2022 2.250% 03/04/2025
025816CQ0 120,000.00 BBB+ A2 3/1/2022 3/4/2022 119,878.80 2.29 877.50 119,912.31 113,297.76 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 12,391.36 1,885,000.00 1,786,167.57 BMW US CAPITAL LLC CORP NOTESDTD 04/01/2022 3.250% 04/01/2025 05565EBZ7 355,000.00 A A2 3/28/2022 4/1/2022 354,666.30 3.28 2,884.38 354,750.03 342,481.99 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 04/07/2022 2.850% 04/07/2025 69371RR73 575,000.00 A+ A1 3/31/2022 4/7/2022 574,850.50 2.86 3,823.75 574,887.19 551,070.80 AMAZON.COM INC CORPORATE
NOTESDTD 04/13/2022 3.000% 04/13/2025
023135CE4 430,000.00 AA A1 4/11/2022 4/13/2022 429,316.30 3.06 2,795.00 429,480.36 414,825.30 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 2.76 627.00 109,855.71 105,244.26 BANK OF NY MELLON CORP(CALLABLE) CORP NDTD 04/26/2022 3.350% 04/25/2025 06406RBC0 1,450,000.00 A A1 4/19/2022 4/26/2022 1,449,797.00 3.36 8,905.42 1,449,843.35 1,404,377.20 CINTAS CORPORATION NO. 2 CORPNOTE (CALLDTD 05/03/2022 3.450% 05/01/2025 17252MAP5 315,000.00 A- A3 4/26/2022 5/3/2022 314,930.70 3.46 1,811.25 314,946.09 304,998.44 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 3,234.38 573,505.98 553,841.15 26 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
CITIGROUP INC (CALLABLE)CORPORATE NOTESDTD 05/04/2021 0.981% 05/01/2025 172967MX6 230,000.00 BBB+ A3 4/27/2021 5/4/2021 230,000.00 0.98 376.05 230,000.00 215,129.81 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 05/13/2022 3.400% 05/13/2025 14913R2V8 150,000.00 A A2 5/10/2022 5/13/2022 149,809.50 3.44 680.00 149,850.00 145,872.90 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 0.82 432.60 630,000.00 587,531.07 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 3.41 731.94 309,942.30 300,523.92 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 1,668.33 780,000.00 755,467.44 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 3.46 222.33 144,969.18 139,545.39 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 18,223.33 1,065,000.00 1,047,671.39 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 5,177.08 374,768.49 364,260.38 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 2,873.53 234,812.25 227,140.19 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 6,855.33 564,645.64 557,224.47 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 3,180.00 264,921.33 260,698.52 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 1,700.00 149,951.14 147,782.25 LOCKHEED MARTIN CORP NOTES(CALLABLE)DTD 10/24/2022 4.950% 10/15/2025 539830BU2 240,000.00 A- A3 10/19/2022 10/24/2022 239,316.00 5.05 2,211.00 239,359.42 241,578.00 27 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AUST & NZ BANKING GRP NY
CORPORATE NOTESDTD 12/08/2022 5.088% 12/08/2025
05254JAA8 595,000.00 AA- Aa3 11/29/2022 12/8/2022 595,000.00 5.09 1,934.15 595,000.00 597,249.10 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 1,309.10 150,000.00 139,120.05 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 2,109.75 300,000.00 280,291.50 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 8,501.84 875,000.00 822,112.38 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 1,099.96 153,265.65 142,506.60 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 5,133.16 710,194.81 665,030.80 28 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
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 5,156.67 700,000.00 678,866.30 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 8,418.83 465,000.00 456,202.67 TRUIST FINANCIAL CORP NOTES(CALLABLE)DTD 10/28/2022 5.900% 10/28/2026 89788MAJ1 495,000.00 A- A3 10/26/2022 10/28/2022 495,000.00 5.90 5,110.88 495,000.00 505,491.03 STATE STREET CORP NOTES(CALLABLE)DTD 11/04/2022 5.751% 11/04/2026 857477BX0 205,000.00 A A1 11/1/2022 11/4/2022 205,000.00 5.75 1,866.68 205,000.00 210,317.50 Security Type Sub-Total 35,315,000.00 35,445,729.05 2.41 205,570.33 35,363,881.32 33,987,547.00 Agency CMBS
FHLMC MULTIFAMILY STRUCTURED PPOOLDTD 12/01/2017 2.951% 02/01/2024 3137FCM35 77,901.92 AA+ Aaa 8/16/2019 8/21/2019 79,739.92 2.39 191.57 78,349.83 77,901.92 FHLMC MULTIFAMILY STRUCTUREDPOOLDTD 11/01/2017 3.064% 08/01/2024 3137FBTA4 1,388,813.49 AA+ Aaa 5/25/2022 5/31/2022 1,390,658.01 3.00 3,546.10 1,390,157.92 1,356,207.15 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 2,700.83 983,962.43 973,614.22 FHMS K041 A2DTD 12/16/2014 3.171% 10/01/2024
3137BFE98 850,000.00 AA+ Aaa 8/30/2022 9/2/2022 838,810.55 3.83 2,246.13 838,810.55 825,532.69 FHMS K045 A2DTD 05/01/2015 3.023% 01/01/2025
3137BHXJ1 1,414,424.89 AA+ Aaa 7/13/2022 7/18/2022 1,397,407.59 3.54 3,563.17 1,400,572.28 1,368,960.76 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 2,270.21 843,658.20 821,863.30 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 1,006,406.25 968,180.36 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 1,432,240.09 1,392,991.38 29 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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 1,654.00 596,202.12 578,969.22 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 1,013,188.48 979,956.40 FNA 2016-M3 A2DTD 03/31/2016 2.702% 02/01/2026
3136ARTE8 1,033,002.32 AA+ Aaa 10/6/2022 10/12/2022 974,573.13 4.55 2,325.98 974,573.13 978,205.53 Security Type Sub-Total 10,689,142.62 10,550,885.49 3.58 27,467.47 10,558,121.28 10,322,382.93 ABS
NALT 2020-B A3DTD 09/29/2020 0.430% 10/16/2023
65480EAD3 2,338.30 AAA Aaa 9/22/2020 9/29/2020 2,338.06 0.43 0.45 2,338.24 2,335.60 MBALT 2020-B A3DTD 09/23/2020 0.400% 11/15/2023
58769EAC2 26,006.24 AAA NR 9/15/2020 9/23/2020 26,004.93 0.40 4.62 26,005.88 25,957.79 BMWLT 2021-1 A3DTD 03/10/2021 0.290% 01/25/2024
05591RAC8 106,089.37 AAA Aaa 3/2/2021 3/10/2021 106,086.01 0.29 5.13 106,088.13 105,269.94 GMALT 2021-1 A3DTD 02/24/2021 0.260% 02/20/2024
36261RAC2 124,534.10 NR Aaa 2/17/2021 2/24/2021 124,521.34 0.26 9.89 124,529.25 123,547.06 FORDO 2019-C A3DTD 11/22/2019 1.870% 03/15/2024
34531KAD4 24,019.78 AAA Aaa 11/19/2019 11/22/2019 24,018.40 1.87 19.96 24,019.40 23,994.77 TLOT 2021-A A3DTD 04/21/2021 0.390% 04/22/2024
89238EAC0 313,102.17 AAA Aaa 4/13/2021 4/21/2021 313,065.63 0.39 37.31 313,086.28 308,830.39 VZOT 2019-C A1ADTD 10/08/2019 1.940% 04/22/2024
92348AAA3 25,309.38 AAA NR 10/1/2019 10/8/2019 25,307.43 1.94 15.00 25,308.82 25,271.51 GMALT 2021-2 A3DTD 05/26/2021 0.340% 05/20/2024
380144AC9 402,311.49 AAA NR 5/18/2021 5/26/2021 402,248.32 0.35 41.80 402,282.22 397,418.26 ALLYA 2019-4 A3
DTD 12/11/2019 1.840% 06/17/2024
02007TAC9 19,251.44 AAA Aaa 12/4/2019 12/11/2019 19,248.12 1.84 15.74 19,250.37 19,235.13 NAROT 2019-C A3DTD 10/23/2019 1.930% 07/15/2024
65479JAD5 59,074.14 AAA Aaa 10/16/2019 10/23/2019 59,071.02 1.93 50.67 59,073.13 58,779.46 NAROT 2020-B A3DTD 06/30/2020 0.550% 07/15/2024
65479CAD0 104,912.76 AAA Aaa 6/23/2020 6/30/2020 104,909.89 0.55 25.65 104,911.67 103,884.13 VZOT 2020-A A1ADTD 01/29/2020 1.850% 07/22/2024
92348TAA2 59,049.16 AAA Aaa 1/21/2020 1/29/2020 59,042.25 1.85 33.38 59,046.76 58,773.91 30 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
GMCAR 2020-1 A3DTD 01/15/2020 1.840% 09/16/2024
36258NAC6 56,799.07 AAA Aaa 1/8/2020 1/15/2020 56,785.70 1.85 43.55 56,794.18 56,373.56 HDMOT 2020-A A3DTD 01/29/2020 1.870% 10/15/2024
41284UAD6 26,430.81 AAA Aaa 1/21/2020 1/29/2020 26,425.04 1.87 21.97 26,428.62 26,387.57 HAROT 2020-3 A3DTD 09/29/2020 0.370% 10/18/2024
43813KAC6 142,950.14 AAA NR 9/22/2020 9/29/2020 142,929.14 0.37 19.10 142,940.83 139,802.46 BMWOT 2020-A A3DTD 07/15/2020 0.480% 10/25/2024
09661RAD3 102,343.12 AAA NR 7/8/2020 7/15/2020 102,335.39 0.48 8.19 102,339.84 100,898.44 CARMX 2020-1 A3DTD 01/22/2020 1.890% 12/16/2024
14315XAC2 154,971.34 AAA NR 1/14/2020 1/22/2020 154,940.94 1.89 130.18 154,959.20 153,117.79 HART 2020-B A3DTD 07/22/2020 0.480% 12/16/2024
44933FAC0 103,087.58 AAA NR 7/14/2020 7/22/2020 103,068.28 0.48 21.99 103,079.00 101,664.57 MBART 2020-1 A3DTD 06/23/2020 0.550% 02/18/2025
58769VAC4 110,812.56 AAA NR 6/16/2020 6/23/2020 110,803.90 0.55 27.09 110,808.59 108,851.12 VZOT 2020-B ADTD 08/12/2020 0.470% 02/20/2025
92290BAA9 314,561.12 NR Aaa 8/4/2020 8/12/2020 314,495.06 0.47 45.17 314,529.91 309,707.79 CARMX 2020-3 A3DTD 07/22/2020 0.620% 03/17/2025
14315FAD9 126,146.71 AAA NR 7/14/2020 7/22/2020 126,125.09 0.62 34.76 126,136.45 123,976.51 KCOT 2022-1A A2DTD 03/23/2022 2.340% 04/15/2025
50117EAB0 232,780.73 NR Aaa 3/15/2022 3/23/2022 232,772.71 2.34 242.09 232,774.75 227,830.95 GMCAR 2020-3 A3DTD 08/19/2020 0.450% 04/16/2025
362590AC5 278,192.47 NR Aaa 8/11/2020 8/19/2020 278,128.82 0.46 52.16 278,161.19 271,766.39 WOART 2020-B A3DTD 06/24/2020 0.630% 05/15/2025
98163WAC0 175,851.69 AAA NR 6/16/2020 6/24/2020 175,837.89 0.63 49.24 175,845.01 171,887.55 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 3.44 236.50 224,985.27 219,208.84 CARMX 2020-4 A3DTD 10/21/2020 0.500% 08/15/2025
14316HAC6 237,195.33 AAA NR 10/14/2020 10/21/2020 237,143.13 0.50 52.71 237,166.93 230,729.86 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 90.93 329,959.21 314,333.02 HART 2021-A A3DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 294,335.62 AAA NR 4/20/2021 4/28/2021 294,304.65 0.38 49.71 294,316.51 284,671.49 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 0.56 138.13 554,986.02 519,661.77 31 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
CARMX 2021-1 A3DTD 01/27/2021 0.340% 12/15/2025
14316NAC3 174,385.47 AAA NR 1/20/2021 1/27/2021 174,351.01 0.34 26.35 174,364.62 168,311.99 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 0.89 105.11 429,933.41 408,089.31 CARMX 2021-2 A3DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 457,537.91 AAA NR 4/13/2021 4/21/2021 457,439.31 0.52 105.74 457,473.98 440,389.89 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 0.71 137.27 434,993.10 410,116.74 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 0.75 108.53 329,944.76 310,965.20 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 1.88 300.80 359,956.81 339,859.19 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 88.87 154,985.52 147,455.93 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 0.55 222.44 909,894.13 865,464.60 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 1.02 177.65 569,982.85 540,978.28 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 3.21 219.35 409,981.80 399,554.84 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 0.58 104.40 404,935.33 376,963.75 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 0.77 145.44 424,993.91 399,801.75 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 2.93 553.44 424,991.68 411,164.17 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 0.68 102.00 359,993.06 338,960.99 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 2.67 907.80 764,909.25 725,030.28 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 2.22 804.13 814,974.07 776,235.42 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 0.81 187.20 519,945.80 494,394.94 32 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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
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 1.04 413.69 894,903.71 835,671.35 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 3.72 777.07 469,999.83 460,907.43 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 1.26 170.63 324,977.32 307,562.35 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 1,308.80 719,881.48 702,093.17 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 1,054.00 774,889.71 753,373.78 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 3.49 915.16 589,922.94 573,772.64 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 3.10 471.46 364,935.05 353,956.12 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 1,099,929.75 1,054,868.76 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 3.17 634.00 449,914.85 433,273.05 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 1,367.44 774,983.45 752,713.33 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 3.76 434.49 259,960.07 252,552.27 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 3.64 712.83 469,997.08 459,486.95 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 3.49 659.22 424,939.69 413,332.69 ALLYA 2022-2 A3
DTD 10/12/2022 4.760% 05/17/2027
02008MAC3 1,125,000.00 AAA Aaa 10/4/2022 10/12/2022 1,124,986.05 4.76 2,380.00 1,124,986.72 1,118,146.50 NAROT 2022-B A3DTD 09/28/2022 4.460% 05/17/2027
65480JAC4 470,000.00 AAA Aaa 9/20/2022 9/28/2022 469,902.76 4.46 931.64 469,908.22 464,275.87 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 3.66 715.73 439,971.11 429,870.58 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 1,089,788.32 1,058,113.03 33 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
BUY10/4/2022 10/12/2022 1,125,000.00 02008MAC3 ALLYA 2022-2 A3 4.76% 5/17/2027 1,124,986.05 4.76%10/6/2022 10/12/2022 1,144,318.85 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,080,538.08 4.55%10/19/2022 10/24/2022 240,000.00 539830BU2 LOCKHEED MARTIN CORP NOTES (CALLABLE) 4.95% 10/15/2025 239,316.00 5.05%10/20/2022 10/31/2022 135,000.00 63743HFF4 NATIONAL RURAL UTIL COOP CORPORATE NOTES 5.45% 10/30/2025 134,819.10 5.50%10/25/2022 10/28/2022 160,000.00 91324PEN8 UNITEDHEALTH GROUP INC CORPORATE NOTES 5.15% 10/15/2025 159,985.60 5.15%10/25/2022 10/28/2022 475,000.00 693475BH7 PNC FINANCIAL SERVICES CORP NOTE (CALLAB 5.67% 10/28/2025 475,000.00 5.67%10/26/2022 10/31/2022 895,000.00 14318UAD3 CARMX 2022-4 A3 5.34% 8/16/2027 894,790.12 5.35%10/26/2022 10/28/2022 495,000.00 89788MAJ1 TRUIST FINANCIAL CORP NOTES (CALLABLE) 5.90% 10/28/2026 495,000.00 5.90%10/27/2022 10/31/2022 1,425,000.00 89115B6K1 TORONTO DOMINION BANK NY CERT DEPOS 5.60% 10/27/2025 1,425,000.00 5.58%10/28/2022 11/2/2022 635,000.00 438516CH7 HONEYWELL INTERNATIONAL CORPORATE NOTES 4.85% 11/1/2024 634,892.05 4.86%10/31/2022 11/7/2022 135,000.00 20030NDZ1 COMCAST CORP CORPORATE NOTES 5.25% 11/7/2025 134,963.55 5.26%11/1/2022 11/4/2022 205,000.00 857477BX0 STATE STREET CORP NOTES (CALLABLE) 5.75% 11/4/2026 205,000.00 5.75%11/2/2022 11/3/2022 1,425,000.00 65558UYF3 NORDEA BANK ABP NEW YORK CERT DEPOS 5.53% 11/3/2025 1,425,000.00 5.53%11/15/2022 11/18/2022 155,000.00 882508BR4 TEXAS INSTRUMENTS INC CORPORATE NOTES 4.70% 11/18/2024 154,930.25 4.72%11/15/2022 11/22/2022 1,180,000.00 58768PAC8 MBART 2022-1 A3 5.21% 8/16/2027 1,179,766.60 5.21%11/28/2022 12/5/2022 1,065,000.00 53522KAB9 LINDE INC/CT CORPORATE NOTES (CALLABLE) 4.70% 12/5/2025 1,063,849.80 4.74%11/29/2022 12/8/2022 595,000.00 05254JAA8 AUST & NZ BANKING GRP NY CORPORATE NOTES 5.08% 12/8/2025 595,000.00 5.09% 35 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
BUY12/5/2022 12/8/2022 1,425,000.00 91282CFW6 US TREASURY N/B NOTES 4.50% 11/15/2025 1,443,157.25 4.14%12/8/2022 12/13/2022 1,275,000.00 91282CFW6 US TREASURY N/B NOTES 4.50% 11/15/2025 1,295,026.72 4.05%12/23/2022 12/29/2022 600,000.00 91282CGA3 US TREASURY N/B NOTES 4.00% 12/15/2025 599,446.52 4.09%12/29/2022 12/30/2022 200,000.00 91282CGA3 US TREASURY N/B NOTES 4.00% 12/15/2025 199,290.61 4.19% Total BUY 14,989,318.85 14,959,758.30 0.00
INTEREST10/1/2022 10/1/2022 355,000.00 05565EBZ7 BMW US CAPITAL LLC CORP NOTES 3.25% 4/1/2025 5,768.7510/1/2022 10/25/2022 158,602.35 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 390.0310/1/2022 10/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.1710/1/2022 10/25/2022 1,394,801.49 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,561.3910/1/2022 10/25/2022 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.0810/1/2022 10/25/2022 965,249.47 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 2,018.9810/1/2022 10/25/2022 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.2310/1/2022 10/25/2022 91,624.80 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 174.0910/1/2022 10/25/2022 11,354.15 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 25.2510/1/2022 10/25/2022 1,421,740.74 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,581.6010/1/2022 10/25/2022 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.21 36 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST10/1/2022 10/25/2022 4,534.50 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 7.9110/1/2022 10/25/2022 850,000.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 2,246.1310/1/2022 10/25/2022 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.0010/1/2022 10/25/2022 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 2,700.8310/1/2022 10/25/2022 18,849.17 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.3110/3/2022 10/3/2022 MONEY0002 MONEY MARKET FUND 597.7610/7/2022 10/7/2022 575,000.00 69371RR73 PACCAR FINANCIAL CORP CORPORATE NOTES 2.85% 4/7/2025 8,193.7510/13/2022 10/13/2022 430,000.00 023135CE4 AMAZON.COM INC CORPORATE NOTES 3.00% 4/13/2025 6,450.0010/15/2022 10/15/2022 110,863.33 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 178.3110/15/2022 10/15/2022 110,000.00 437076CM2 HOME DEPOT INC (CALLABLE) CORPORATE NOTE 2.70% 4/15/2025 1,625.2510/15/2022 10/15/2022 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.0410/15/2022 10/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.6710/15/2022 10/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.1310/15/2022 10/15/2022 1,125,000.00 91282CBV2 US TREASURY N/B NOTES 0.37% 4/15/2024 2,109.3810/15/2022 10/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.2510/15/2022 10/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.5010/15/2022 10/15/2022 289,415.38 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 120.59 37 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST10/15/2022 10/15/2022 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.9610/15/2022 10/15/2022 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.0010/15/2022 10/15/2022 226,320.27 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 118.8210/15/2022 10/15/2022 3,000,000.00 91282CDB4 US TREASURY N/B NOTES 0.62% 10/15/2024 9,375.0010/15/2022 10/15/2022 165,178.33 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 75.7110/15/2022 10/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.0010/15/2022 10/15/2022 73,376.32 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 24.4610/15/2022 10/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.0010/15/2022 10/15/2022 27,701.90 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 44.7810/15/2022 10/15/2022 61,772.68 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 96.2610/15/2022 10/15/2022 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,342.0010/15/2022 10/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.6710/15/2022 10/15/2022 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 814.6710/15/2022 10/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.0010/15/2022 10/15/2022 19,359.69 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 28.7210/15/2022 10/15/2022 80,357.69 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 28.7910/15/2022 10/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.50 38 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST10/15/2022 10/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.7510/15/2022 10/15/2022 168,865.73 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 87.2510/15/2022 10/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.0810/15/2022 10/15/2022 211,560.84 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 333.2110/15/2022 10/15/2022 77,446.30 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 120.6910/15/2022 10/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.7510/15/2022 10/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.9210/15/2022 10/15/2022 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 989.8710/15/2022 10/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.7110/15/2022 10/15/2022 149,433.00 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 59.7710/15/2022 10/15/2022 207,572.28 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 58.8110/15/2022 10/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.7510/15/2022 10/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.3810/15/2022 10/15/2022 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 2,729.3310/15/2022 10/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.6310/15/2022 10/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.7110/15/2022 10/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.75 39 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST10/15/2022 10/15/2022 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.0010/15/2022 10/15/2022 350,000.00 20030NCR0 COMCAST CORP (CALLABLE) CORPORATE NOTES 3.70% 4/15/2024 6,475.0010/15/2022 10/15/2022 60,027.73 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 92.0410/15/2022 10/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.8310/15/2022 10/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.2510/15/2022 10/15/2022 265,000.00 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.7510/15/2022 10/15/2022 151,863.32 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 69.6010/16/2022 10/16/2022 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.6710/16/2022 10/16/2022 92,645.67 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 142.0610/16/2022 10/16/2022 356,434.57 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 133.6610/16/2022 10/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.0010/16/2022 10/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.9210/16/2022 10/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.2510/16/2022 10/16/2022 1,150,000.00 3137EAEY1 FREDDIE MAC NOTES 0.12% 10/16/2023 718.7510/18/2022 10/18/2022 187,945.59 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 57.9510/20/2022 10/20/2022 122,681.37 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 198.3310/20/2022 10/20/2022 225,429.94 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 48.84 40 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST10/20/2022 10/20/2022 33,173.39 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 12.4410/20/2022 10/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.3810/20/2022 10/20/2022 126,400.77 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 194.8710/20/2022 10/20/2022 559,995.59 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 158.6710/20/2022 10/20/2022 492,765.03 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 193.0010/20/2022 10/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.5010/20/2022 10/20/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.0010/21/2022 10/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.3310/24/2022 10/24/2022 525,000.00 06051GJH3 BANK OF AMERICA CORP (CALLABLE) CORPORAT 0.81% 10/24/2024 2,126.2510/25/2022 10/25/2022 670,000.00 06406RAX5 BANK OF NY MELLON CORP (CALLABLE) CORPOR 0.85% 10/25/2024 2,847.5010/25/2022 10/25/2022 1,450,000.00 06406RBC0 BANK OF NY MELLON CORP (CALLABLE) CORP N 3.35% 4/25/2025 24,152.5710/25/2022 10/25/2022 150,213.19 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 60.0910/25/2022 10/25/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.7510/25/2022 10/25/2022 182,663.15 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 44.1410/26/2022 10/26/2022 700,000.00 46647PCZ7 JPMORGAN CHASE & CO (CALLABLE) CORPORATE 4.08% 4/26/2026 14,280.0010/30/2022 10/30/2022 650,000.00 172967MT5 CITIGROUP INC CORP NOTES (CALLABLE) 0.77% 10/30/2024 2,522.0010/31/2022 10/31/2022 2,000,000.00 912828X70 US TREASURY NOTES 2.00% 4/30/2024 20,000.00 41 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST10/31/2022 10/31/2022 1,450,000.00 9128284M9 US TREASURY NOTES 2.87% 4/30/2025 20,843.7510/31/2022 10/31/2022 1,800,000.00 912828YM6 US TREASURY NOTES 1.50% 10/31/2024 13,500.0011/1/2022 11/1/2022 400,000.00 13077DNB4 CA ST UNIV TXBL REV BONDS 0.47% 11/1/2023 950.0011/1/2022 11/1/2022 360,000.00 605581MY0 MS ST TXBL GO BONDS 0.42% 11/1/2023 759.6011/1/2022 11/1/2022 575,000.00 90327QD89 USAA CAPITAL CORP CORPORATE NOTES 3.37% 5/1/2025 8,355.4711/1/2022 11/1/2022 315,000.00 17252MAP5 CINTAS CORPORATION NO. 2 CORP NOTE (CALL 3.45% 5/1/2025 5,373.3811/1/2022 11/1/2022 MONEY0002 MONEY MARKET FUND 832.0911/1/2022 11/1/2022 230,000.00 172967MX6 CITIGROUP INC (CALLABLE) CORPORATE NOTES 0.98% 5/1/2025 1,128.1511/1/2022 11/25/2022 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.0811/1/2022 11/25/2022 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 2,700.8311/1/2022 11/25/2022 850,000.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 2,246.1311/1/2022 11/25/2022 1,144,318.85 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 2,576.6211/1/2022 11/25/2022 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.2111/1/2022 11/25/2022 18,794.39 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.1711/1/2022 11/25/2022 55,061.94 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 104.6211/1/2022 11/25/2022 89,557.56 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 220.2411/1/2022 11/25/2022 1,392,767.02 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,556.20 42 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST11/1/2022 11/25/2022 1,419,263.89 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,575.3611/1/2022 11/25/2022 4,182.02 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 7.2911/1/2022 11/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.1711/1/2022 11/25/2022 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.2311/1/2022 11/25/2022 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.0011/6/2022 11/6/2022 2,980,000.00 3137EAEZ8 FREDDIE MAC NOTES 0.25% 11/6/2023 3,725.0011/10/2022 11/10/2022 240,000.00 6174468T9 MORGAN STANLEY CORP NOTES (CALLABLE) 0.56% 11/10/2023 672.0011/10/2022 11/10/2022 575,000.00 02665WDH1 AMERICAN HONDA FINANCE 1.95% 5/10/2023 5,606.2511/12/2022 11/12/2022 1,060,000.00 023135BW5 AMAZON.COM INC CORPORATE NOTES 0.45% 5/12/2024 2,385.0011/13/2022 11/13/2022 150,000.00 14913R2V8 CATERPILLAR FINL SERVICE CORPORATE NOTES 3.40% 5/13/2025 2,550.0011/13/2022 11/13/2022 690,000.00 110122DT2 BRISTOL-MYERS SQUIBB CO (CALLABLE) CORP 0.53% 11/13/2023 1,852.6511/15/2022 11/15/2022 500,000.00 91324PEB4 UNITEDHEALTH GROUP INC (CALLABLE) CORP N 0.55% 5/15/2024 1,375.0011/15/2022 11/15/2022 92,596.62 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 148.9311/15/2022 11/15/2022 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 814.6711/15/2022 11/15/2022 315,000.00 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.7511/15/2022 11/15/2022 271,434.83 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 113.1011/15/2022 11/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.08 43 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST11/15/2022 11/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.2511/15/2022 11/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.9211/15/2022 11/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.7111/15/2022 11/15/2022 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 2,729.3311/15/2022 11/15/2022 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.9611/15/2022 11/15/2022 132,956.13 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 53.1811/15/2022 11/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.7511/15/2022 11/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.8311/15/2022 11/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.5011/15/2022 11/15/2022 191,262.99 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 301.2411/15/2022 11/15/2022 3,250,000.00 91282CEQ0 US TREASURY N/B NOTES 2.75% 5/15/2025 44,687.5011/15/2022 11/15/2022 208,732.24 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 109.5811/15/2022 11/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.1311/15/2022 11/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.0011/15/2022 11/15/2022 58,266.02 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 19.4211/15/2022 11/15/2022 58,501.84 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 91.1711/15/2022 11/15/2022 153,807.67 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 79.47 44 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST11/15/2022 11/15/2022 195,727.55 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 55.4611/15/2022 11/15/2022 143,735.75 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 65.8811/15/2022 11/15/2022 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,342.0011/15/2022 11/15/2022 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.0011/15/2022 11/15/2022 48,387.52 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 75.4011/15/2022 11/15/2022 137,044.18 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 62.8111/15/2022 11/15/2022 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.0411/15/2022 11/15/2022 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 1,746.8311/15/2022 11/15/2022 1,125,000.00 02008MAC3 ALLYA 2022-2 A3 4.76% 5/17/2027 4,908.7511/15/2022 11/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.0011/15/2022 11/15/2022 49,445.07 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 17.7211/15/2022 11/15/2022 7,522.46 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 11.1611/15/2022 11/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.3811/15/2022 11/15/2022 1,700,000.00 91282CDH1 US TREASURY N/B NOTES 0.75% 11/15/2024 6,375.0011/15/2022 11/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.0011/15/2022 11/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.7511/15/2022 11/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.50 45 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST11/15/2022 11/15/2022 264,837.83 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 516.4311/15/2022 11/15/2022 14,134.72 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 22.8511/15/2022 11/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.7111/15/2022 11/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.6711/15/2022 11/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.2511/15/2022 11/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.7511/15/2022 11/15/2022 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.0011/15/2022 11/15/2022 895,000.00 14318UAD3 CARMX 2022-4 A3 5.34% 8/16/2027 1,991.3811/15/2022 11/15/2022 45,508.44 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 69.7811/15/2022 11/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.6711/15/2022 11/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.6311/16/2022 11/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.0011/16/2022 11/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.2511/16/2022 11/16/2022 79,959.31 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 122.6011/16/2022 11/16/2022 328,046.97 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 123.0211/16/2022 11/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.9211/16/2022 11/16/2022 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.67 46 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST11/18/2022 11/18/2022 172,141.44 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 53.0811/20/2022 11/20/2022 9,221.53 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 3.4611/20/2022 11/20/2022 190,044.06 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 41.1811/20/2022 11/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.5011/20/2022 11/20/2022 505,610.14 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 143.2611/20/2022 11/20/2022 102,368.97 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 157.8211/20/2022 11/20/2022 426,526.98 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 167.0611/20/2022 11/20/2022 395,000.00 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 128.3811/20/2022 11/20/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.0011/20/2022 11/20/2022 86,877.84 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 140.4511/21/2022 11/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.3311/24/2022 11/24/2022 960,000.00 459058JM6 INTL BK RECON & DEVELOP NOTES 0.25% 11/24/2023 1,200.0011/24/2022 11/24/2022 1,070,000.00 40428HTA0 HSBC USA INC CORPORATE NOTES 3.75% 5/24/2024 20,062.5011/25/2022 11/25/2022 133,249.17 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 53.3011/25/2022 11/25/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.7511/25/2022 11/25/2022 155,291.75 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 37.5311/28/2022 11/28/2022 695,000.00 04636NAC7 ASTRAZENECA FINANCE LLC (CALLABLE) CORP 0.70% 5/28/2024 2,432.50 47 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST11/30/2022 11/30/2022 2,950,000.00 912828YV6 US TREASURY NOTES 1.50% 11/30/2024 22,125.0012/1/2022 12/1/2022 MONEY0002 MONEY MARKET FUND 818.1412/1/2022 12/1/2022 100,000.00 13067WRA2 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.41% 12/1/2023 207.0012/1/2022 12/1/2022 630,000.00 46647PCH7 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE 0.82% 6/1/2025 2,595.6012/1/2022 12/25/2022 1,390,861.09 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,551.3312/1/2022 12/25/2022 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.2312/1/2022 12/25/2022 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 2,700.8312/1/2022 12/25/2022 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.0012/1/2022 12/25/2022 850,000.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 2,246.1312/1/2022 12/25/2022 1,074,010.13 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 2,418.3112/1/2022 12/25/2022 18,742.56 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 50.0312/1/2022 12/25/2022 83,929.50 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 206.4012/1/2022 12/25/2022 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.2112/1/2022 12/25/2022 1,416,917.37 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,569.4512/1/2022 12/25/2022 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.1712/1/2022 12/25/2022 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.0812/4/2022 12/4/2022 2,400,000.00 3137EAFA2 FREDDIE MAC NOTES 0.25% 12/4/2023 3,000.00 48 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST12/6/2022 12/6/2022 310,000.00 24422EWF2 JOHN DEERE CAPITAL CORP CORPORATE NOTES 3.40% 6/6/2025 5,270.0012/6/2022 12/6/2022 1,000,000.00 06051GKE8 BANK OF AMERICA CORP NOTES (CALLABLE) 1.53% 12/6/2025 7,650.0012/8/2022 12/8/2022 200,000.00 69371RQ82 PACCAR FINANCIAL CORP CORPORATE NOTES 0.80% 6/8/2023 800.0012/9/2022 12/9/2022 780,000.00 63254ABD9 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES 3.50% 6/9/2025 13,650.0012/15/2022 12/15/2022 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.0012/15/2022 12/15/2022 32,076.03 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 49.1812/15/2022 12/15/2022 139,444.61 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 72.0512/15/2022 12/15/2022 475,000.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 205.8312/15/2022 12/15/2022 1,125,000.00 02008MAC3 ALLYA 2022-2 A3 4.76% 5/17/2027 4,462.5012/15/2022 12/15/2022 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 814.6712/15/2022 12/15/2022 191,842.91 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 100.7212/15/2022 12/15/2022 312,791.67 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 99.0512/15/2022 12/15/2022 910,000.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 417.0812/15/2022 12/15/2022 1,180,000.00 58768PAC8 MBART 2022-1 A3 5.21% 8/16/2027 3,927.7612/15/2022 12/15/2022 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.7112/15/2022 12/15/2022 555,000.00 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 259.0012/15/2022 12/15/2022 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.38 49 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST12/15/2022 12/15/2022 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.0012/15/2022 12/15/2022 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.2512/15/2022 12/15/2022 8,225,000.00 91282CCG4 US TREASURY N/B NOTES 0.25% 6/15/2024 10,281.2512/15/2022 12/15/2022 184,919.66 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 52.3912/15/2022 12/15/2022 115,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 71.8812/15/2022 12/15/2022 123,921.60 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 56.8012/15/2022 12/15/2022 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.2512/15/2022 12/15/2022 2,150,000.00 91282CDN8 US TREASURY N/B NOTES 1.00% 12/15/2024 10,750.0012/15/2022 12/15/2022 36,718.56 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 57.2212/15/2022 12/15/2022 123,708.99 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 56.7012/15/2022 12/15/2022 330,000.00 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 170.5012/15/2022 12/15/2022 1,450,000.00 91282CEU1 US TREASURY N/B NOTES 2.87% 6/15/2025 20,843.7512/15/2022 12/15/2022 117,463.21 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 46.9912/15/2022 12/15/2022 253,945.29 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 105.8112/15/2022 12/15/2022 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 2,729.3312/15/2022 12/15/2022 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.6312/15/2022 12/15/2022 248,684.57 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 484.93 50 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST12/15/2022 12/15/2022 75,688.19 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 121.7312/15/2022 12/15/2022 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.7512/15/2022 12/15/2022 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.9612/15/2022 12/15/2022 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,342.0012/15/2022 12/15/2022 25,078.96 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 8.9912/15/2022 12/15/2022 1,628.83 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 2.6312/15/2022 12/15/2022 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.5012/15/2022 12/15/2022 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.9212/15/2022 12/15/2022 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.7512/15/2022 12/15/2022 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.0412/15/2022 12/15/2022 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.7512/15/2022 12/15/2022 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.0012/15/2022 12/15/2022 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.6712/15/2022 12/15/2022 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.0012/15/2022 12/15/2022 145,000.00 63743HFE7 NATIONAL RURAL UTIL COOP CORPORATE NOTES 3.45% 6/15/2025 3,070.9812/15/2022 12/15/2022 40,559.98 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 63.2112/15/2022 12/15/2022 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 1,746.83 51 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST12/15/2022 12/15/2022 895,000.00 14318UAD3 CARMX 2022-4 A3 5.34% 8/16/2027 3,982.7512/15/2022 12/15/2022 172,521.20 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 271.7212/15/2022 12/15/2022 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.7112/15/2022 12/15/2022 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.1312/15/2022 12/15/2022 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.6712/15/2022 12/15/2022 42,935.98 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 14.3112/16/2022 12/16/2022 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.2512/16/2022 12/16/2022 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.9212/16/2022 12/16/2022 67,934.96 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 104.1712/16/2022 12/16/2022 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.6712/16/2022 12/16/2022 303,268.60 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 113.7312/16/2022 12/16/2022 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.0012/18/2022 12/18/2022 157,185.54 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 48.4712/20/2022 12/20/2022 53,606.24 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 86.6612/20/2022 12/20/2022 364,721.64 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 142.8512/20/2022 12/20/2022 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.0012/20/2022 12/20/2022 156,380.65 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 33.88 52 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
INTEREST12/20/2022 12/20/2022 79,256.71 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 122.1912/20/2022 12/20/2022 451,693.10 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 127.9812/20/2022 12/20/2022 570,000.00 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 484.5012/20/2022 12/20/2022 355,561.78 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 115.5612/21/2022 12/21/2022 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.3312/25/2022 12/25/2022 117,696.02 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 47.0812/25/2022 12/25/2022 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.7512/25/2022 12/25/2022 130,166.72 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 31.46 Total INTEREST 163,506,268.26 579,262.97 0.00
MATURITY11/1/2022 11/1/2022 169,819.91 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 170,175.1111/1/2022 11/1/2022 18,194.99 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 18,233.0511/17/2022 11/17/2022 625,000.00 38141GXL3 GOLDMAN SACHS GROUP CORP 0.62% 11/17/2022 626,959.3812/1/2022 12/1/2022 225,000.00 13067WQZ8 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.34% 12/1/2022 225,392.6312/1/2022 12/1/2022 29,666.32 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 29,722.69 Total MATURITY 1,067,681.22 1,070,482.86 0.00
53 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS10/1/2022 10/25/2022 702,018.32 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 702,018.3210/1/2022 10/25/2022 11,354.15 3137B5JL8 FHLMC MULTIFAMILY STRUCTURED P 2.66% 2/1/2023 11,354.1510/1/2022 10/25/2022 2,034.47 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 2,034.4710/1/2022 10/25/2022 2,476.85 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,476.8510/1/2022 10/25/2022 36,562.86 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 36,562.8610/1/2022 10/25/2022 69,044.79 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 69,044.7910/1/2022 10/25/2022 352.48 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 352.4810/1/2022 10/25/2022 75,216.25 3137B1BS0 FHLMC MULTIFAMILY STRUCTURED P 2.51% 11/1/2022 75,216.2510/1/2022 10/25/2022 54.78 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 54.7810/15/2022 10/15/2022 30,912.62 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 30,912.6210/15/2022 10/15/2022 13,567.18 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 13,567.1810/15/2022 10/15/2022 15,058.06 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 15,058.0610/15/2022 10/15/2022 11,844.73 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 11,844.7310/15/2022 10/15/2022 17,980.55 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 17,980.5510/15/2022 10/15/2022 162.17 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 162.1710/15/2022 10/15/2022 14,519.29 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 14,519.2910/15/2022 10/15/2022 15,110.30 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 15,110.30 54 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS10/15/2022 10/15/2022 18,944.46 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 18,944.4610/15/2022 10/15/2022 13,385.16 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 13,385.1610/15/2022 10/15/2022 14,819.14 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 14,819.1410/15/2022 10/15/2022 20,297.85 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 20,297.8510/15/2022 10/15/2022 21,442.58 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 21,442.5810/15/2022 10/15/2022 17,588.03 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 17,588.0310/15/2022 10/15/2022 16,476.87 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 16,476.8710/15/2022 10/15/2022 18,266.71 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 18,266.7110/15/2022 10/15/2022 11,837.23 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 11,837.2310/16/2022 10/16/2022 12,686.36 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 12,686.3610/16/2022 10/16/2022 28,387.60 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 28,387.6010/18/2022 10/18/2022 15,804.15 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 15,804.1510/20/2022 10/20/2022 35,385.88 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 35,385.8810/20/2022 10/20/2022 24,031.80 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 24,031.8010/20/2022 10/20/2022 23,951.86 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 23,951.8610/20/2022 10/20/2022 35,803.53 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 35,803.5310/20/2022 10/20/2022 66,238.05 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 66,238.05 55 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS10/20/2022 10/20/2022 54,385.45 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 54,385.4510/25/2022 10/25/2022 16,964.02 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 16,964.0210/25/2022 10/25/2022 27,371.40 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 27,371.4011/1/2022 11/25/2022 1,905.93 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,905.9311/1/2022 11/25/2022 51.83 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 51.8311/1/2022 11/25/2022 2,346.52 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,346.5211/1/2022 11/25/2022 25,395.62 3136AEGQ4 FNA 2013-M7 A2 2.28% 12/1/2022 25,395.6211/1/2022 11/25/2022 70,308.72 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 70,308.72 3,976.8411/1/2022 11/25/2022 5,628.06 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,628.0611/1/2022 11/25/2022 4,182.02 3137FQ3V3 FHMS KJ27 A1 2.09% 7/1/2024 4,182.0211/15/2022 11/15/2022 24,366.11 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 24,366.1111/15/2022 11/15/2022 15,330.04 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 15,330.0411/15/2022 11/15/2022 17,489.54 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 17,489.5411/15/2022 11/15/2022 10,807.89 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 10,807.8911/15/2022 11/15/2022 15,492.92 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 15,492.9211/15/2022 11/15/2022 14,363.06 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 14,363.0611/15/2022 11/15/2022 13,432.41 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 13,432.41 56 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS11/15/2022 11/15/2022 13,122.58 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 13,122.5811/15/2022 11/15/2022 20,026.76 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 20,026.7611/15/2022 11/15/2022 18,741.79 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 18,741.7911/15/2022 11/15/2022 16,908.43 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 16,908.4311/15/2022 11/15/2022 16,153.26 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 16,153.2611/15/2022 11/15/2022 2,208.33 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 2,208.3311/15/2022 11/15/2022 17,941.86 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 17,941.8611/15/2022 11/15/2022 12,505.89 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 12,505.8911/15/2022 11/15/2022 16,889.33 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 16,889.3311/15/2022 11/15/2022 7,522.46 43815NAC8 HAROT 2019-3 A3 1.78% 8/15/2023 7,522.4611/15/2022 11/15/2022 11,668.96 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 11,668.9611/16/2022 11/16/2022 24,778.37 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 24,778.3711/16/2022 11/16/2022 12,024.35 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 12,024.3511/18/2022 11/18/2022 14,955.90 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 14,955.9011/20/2022 11/20/2022 53,917.04 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 53,917.0411/20/2022 11/20/2022 61,805.34 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 61,805.3411/20/2022 11/20/2022 23,112.26 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 23,112.26 57 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS11/20/2022 11/20/2022 33,663.41 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 33,663.4111/20/2022 11/20/2022 9,221.53 362569AC9 GMALT 2020-3 A3 0.45% 8/21/2023 9,221.5311/20/2022 11/20/2022 33,271.60 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 33,271.6011/20/2022 11/20/2022 39,438.22 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 39,438.2211/25/2022 11/25/2022 25,125.03 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 25,125.0311/25/2022 11/25/2022 15,553.15 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 15,553.1512/1/2022 12/25/2022 2,047.60 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 2,047.6012/1/2022 12/25/2022 41,007.81 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 41,007.81 2,319.5012/1/2022 12/25/2022 2,492.48 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,492.4812/1/2022 12/25/2022 18,742.56 3137FKK39 FHMS KP05 A 3.20% 7/1/2023 18,742.5612/1/2022 12/25/2022 6,027.58 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 6,027.5812/15/2022 12/15/2022 14,375.63 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 14,375.6312/15/2022 12/15/2022 12,824.59 02007TAC9 ALLYA 2019-4 A3 1.84% 6/17/2024 12,824.5912/15/2022 12/15/2022 13,109.04 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 13,109.0412/15/2022 12/15/2022 10,287.75 41284UAD6 HDMOT 2020-A A3 1.87% 10/15/2024 10,287.7512/15/2022 12/15/2022 22,740.66 65480EAD3 NALT 2020-B A3 0.43% 10/16/2023 22,740.6612/15/2022 12/15/2022 17,549.86 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 17,549.86 58 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS12/15/2022 12/15/2022 10,534.19 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 10,534.1912/15/2022 12/15/2022 16,614.05 65479JAD5 NAROT 2019-C A3 1.93% 7/15/2024 16,614.0512/15/2022 12/15/2022 1,628.83 44891JAC2 HART 2019-B A3 1.94% 2/15/2024 1,628.8312/15/2022 12/15/2022 18,456.05 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 18,456.0512/15/2022 12/15/2022 16,749.96 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 16,749.9612/15/2022 12/15/2022 15,903.84 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 15,903.8412/15/2022 12/15/2022 18,796.23 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 18,796.2312/15/2022 12/15/2022 16,929.74 58769EAC2 MBALT 2020-B A3 0.40% 11/15/2023 16,929.7412/15/2022 12/15/2022 15,991.22 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 15,991.2212/15/2022 12/15/2022 17,462.09 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 17,462.0912/15/2022 12/15/2022 13,297.90 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 13,297.9012/15/2022 12/15/2022 16,540.20 34531KAD4 FORDO 2019-C A3 1.87% 3/15/2024 16,540.2012/16/2022 12/16/2022 25,076.13 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 25,076.1312/16/2022 12/16/2022 11,135.89 36258NAC6 GMCAR 2020-1 A3 1.84% 9/16/2024 11,135.8912/18/2022 12/18/2022 14,235.40 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 14,235.4012/20/2022 12/20/2022 50,160.52 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 50,160.5212/20/2022 12/20/2022 31,846.55 36261RAC2 GMALT 2021-1 A3 0.26% 2/20/2024 31,846.55 59 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
PAYDOWNS12/20/2022 12/20/2022 28,296.86 92348AAA3 VZOT 2019-C A1A 1.94% 4/22/2024 28,296.8612/20/2022 12/20/2022 20,207.55 92348TAA2 VZOT 2020-A A1A 1.85% 7/22/2024 20,207.5512/20/2022 12/20/2022 42,459.61 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 42,459.6112/20/2022 12/20/2022 49,381.61 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 49,381.6112/25/2022 12/25/2022 24,077.35 05591RAC8 BMWLT 2021-1 A3 0.29% 1/25/2024 24,077.3512/25/2022 12/25/2022 15,352.90 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 15,352.90 Total PAYDOWNS 2,886,334.73 2,886,334.73 6,296.34
SELL10/11/2022 10/12/2022 550,000.00 91282CAW1 US TREASURY NOTES 0.25% 11/15/2023 526,304.60 -24,407.0910/11/2022 10/12/2022 250,000.00 24422EVH9 JOHN DEERE CAPITAL CORP CORPORATE NOTES 0.70% 7/5/2023 244,166.53 -6,256.5710/11/2022 10/12/2022 335,000.00 166764BV1 CHEVRON CORP CORPORATE NOTES 1.14% 5/11/2023 330,988.66 -5,614.6010/11/2022 10/12/2022 1,100,000.00 4581X0DM7 INTER-AMERICAN DEVEL BK NOTES 0.50% 5/24/2023 1,076,247.33 -25,786.5310/26/2022 10/28/2022 500,000.00 3135G05G4 FANNIE MAE NOTES 0.25% 7/10/2023 485,305.00 -14,819.6610/28/2022 10/31/2022 425,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 404,946.41 -20,020.4910/28/2022 10/31/2022 25,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 23,820.37 -1,167.0410/28/2022 10/31/2022 1,465,000.00 91282CAW1 US TREASURY NOTES 0.25% 11/15/2023 1,403,446.61 -63,618.9911/2/2022 11/2/2022 455,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 432,823.02 -21,953.19 60 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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)
SELL11/2/2022 11/3/2022 1,500,000.00 3135G05G4 FANNIE MAE NOTES 0.25% 7/10/2023 1,455,472.08 -44,971.6411/3/2022 11/4/2022 110,000.00 69371RQ90 PACCAR FINANCIAL CORP CORPORATE NOTES 0.35% 8/11/2023 106,261.86 -3,790.0511/3/2022 11/4/2022 50,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 47,504.72 -2,471.2711/4/2022 11/7/2022 150,000.00 3137EAEV7 FREDDIE MAC NOTES 0.25% 8/24/2023 144,697.04 -5,338.5911/18/2022 11/22/2022 100,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 95,331.98 -4,630.4212/2/2022 12/5/2022 400,000.00 02665WDH1 AMERICAN HONDA FINANCE 1.95% 5/10/2023 395,829.67 -4,693.0112/2/2022 12/5/2022 400,000.00 89236THA6 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES 1.35% 8/25/2023 392,328.00 -9,139.1812/6/2022 12/8/2022 960,000.00 459058JM6 INTL BK RECON & DEVELOP NOTES 0.25% 11/24/2023 918,784.53 -40,647.1912/6/2022 12/8/2022 100,000.00 89236THA6 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES 1.35% 8/25/2023 98,092.25 -2,285.8912/6/2022 12/8/2022 175,000.00 00724PAA7 ADOBE INC CORP NOTE 1.70% 2/1/2023 175,297.01 -740.4512/6/2022 12/8/2022 360,000.00 605581MY0 MS ST TXBL GO BONDS 0.42% 11/1/2023 346,537.34 -13,618.8012/8/2022 12/8/2022 30,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 28,673.89 -1,317.6112/12/2022 12/13/2022 1,100,000.00 3137EAEV7 FREDDIE MAC NOTES 0.25% 8/24/2023 1,066,292.64 -34,280.4512/13/2022 12/13/2022 225,000.00 91282CBA8 US TREASURY NOTES 0.12% 12/15/2023 215,356.86 -9,585.92 Total SELL 10,765,000.00 10,414,508.40 -361,154.63
61 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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. 62 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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. 63 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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. 64 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended December 31, 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. 65 ATTACHMENT
1

Manteca City CouncilFebruary 21, 2023

Manteca City Council
February 21, 2023