Attachment 1 - Quarterly Investment Report - September 30, 2023 — Manteca City Council, November 21, 2023

Investment Performance Review
For the Quarter Ended September 30, 2023
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

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Market Update

ATTACHMENT
1 PFM Asset Management LLC
▸ The U.S. economy is characterized by:
▹ Stronger than expected growth, supported by a resilient consumer ▹ Inflation that remains stubbornly above the Federal Reserve’s (“Fed”) target range ▹ Continued creation of new jobs by the labor market, albeit at a moderating pace ▸ Fed pauses again in rate hike campaign
▹ After hiking in July, the Federal Reserve held rates steady at the September FOMC meeting as expected
▹ The Fed’s most recent “dot plot” indicated one more rate hike for 2023 and set the stage for interest rates to remain “higher-for-longer”
▹ Updated FOMC economic projections point to stronger GDP growth expectations, higher inflation, and slightly lower unemployment for the remainder of 2023 and into 2024 ▸ Interest rates reached their highest levels since 2006-7 ▹ The U.S. government rating downgrade by Fitch had little impact, although it highlighted growing worry about the erosion of governance standards and fiscal irresponsibility ▹ Treasury yields across the curve rose during Q3. Sticky inflation, a “higher for longer” market consensus, increased Treasury borrowing, and reduced Treasury holdings by China and Japan weighed especially on the long end of the curve ▹ The next concern is the annual federal budget process and potential for a government shutdown
For the Quarter Ended September 30, 2023
Market Update
© PFM Asset Management LLC | pfmam.com
Current Market Themes

CITY OF MANTECA
1 ATTACHMENT 1
Source: Bloomberg, as of August 2023.

For the Quarter Ended September 30, 2023
Market Update
© PFM Asset Management LLC | pfmam.com
-2%
0%
2%
4%
6%
8%
10%
Aug-20 Nov-20 Feb-21 May-21 Aug-21 Nov-21 Feb-22 May-22 Aug-22 Nov-22 Feb-23 May-23 Aug-23 Factors Contributing to the Consumer Price Index
(CPI YoY)
Services (Ex Food & Energy) Goods (Ex Food & Energy) Food Energy Headline YoY% Inflation Gradually Falling, But Sensitive to
Recently Rising Energy Prices

CITY OF MANTECA
2 ATTACHMENT 1
Fed’s Updated “Dot Plot” Projects Rates To Be “Higher for Longer” Source: Federal Reserve and Bloomberg. Individual dots represent each Fed members’ judgement of the midpoint of the appropriate target range for the federal funds rate at each year-end. © PFM Asset Management LLC | pfmam.com
For the Quarter Ended September 30, 2023
Market Update
0%
1%
2%
3%
4%
5%
6%
7%
Fed Participants’ Assessments of ‘Appropriate’ Monetary Policy Sep-23 FOMC Projections
Sep-23 Median
Jun-23 Median
2023 2024 2025 2026 Longer Term
The September Fed dot plot is more hawkish than the June dot plot as the median fed funds rate projections for 2024 and 2025 were 0.5 percentage points higher

CITY OF MANTECA
3 ATTACHMENT 1

3.8% 4.1% 4.1% 4.0% 4.0%
0%
1%
2%
3%
4%
5%
6%
2023 2024 2025 2026 Longer
Run
Unemployment Rate
June Projections September Projections

2.1%

1.5%

1.8% 1.8% 1.8%
0%
1%
2%
3%
2023 2024 2025 2026 Longer
Run
Change in Real GDP
June Projections September Projections
The Fed’s Protections for Growth and Employment Were More Upbeat © PFM Asset Management LLC | pfmam.com
For the Quarter Ended September 30, 2023
Market Update
Source: Federal Reserve, latest economic projections as of September 2023.

5.6%

5.1%

3.9%

2.9% 2.5%
0%
2%
4%
6%
8%
2023 2024 2025 2026 Longer
Run
Federal Funds Rate
June Projections September Projections

3.3%

2.5%

2.2% 2.0% 2.0%
0%
1%
2%
3%
4%
5%
2023 2024 2025 2026 Longer
Run
PCE Inflation
June Projections September Projections

CITY OF MANTECA
4 ATTACHMENT 1
Interest Rates Are At Their Highest Levels Since 2006-07 PFM Asset Management LLC
© PFM Asset Management LLC | pfmam.com
For the Quarter Ended September 30, 2023
Market Update
Source: Bloomberg, as of September 30, 2023.

5.45%

5.04%

4.61% 4.57% 4.70%

0.0%

1.0%

2.0%

3.0%

4.0%

5.0%

6.0%
Yield
Maturity
U.S. Treasury Yield Curve
15 Year Range
September 30, 2023
June 30, 2023
3-Month 2-Year 5-Year 10-Year 30-Year

CITY OF MANTECA
5 ATTACHMENT 1
Sector Yield Spreads
PFM Asset Management LLC
© PFM Asset Management LLC | pfmam.com
For the Quarter Ended September 30, 2023
Market Update
Source: ICE BofA 1-3 year Indices via Bloomberg, MarketAxess and PFMAM as of September 30, 2023. Spreads on ABS and MBS are option-adjusted spreads of 0-3 year indices based on weighted average life; spreads on agencies are relative to comparable maturity Treasuries.

CMBS is Commercial Mortgage-Backed Securities and represented by the ICE BofA Agency CMBS Index. -0.2%

0.0%

0.2%

0.4%

0.6%
Sep-22 Dec-22 Mar-23 Jun-23 Sep-23
Federal Agency Yield Spreads
Bullet Callable

0.0%

0.2%

0.4%

0.6%

0.8%

1.0%

1.2%
Sep-22 Dec-22 Mar-23 Jun-23 Sep-23
Corporate Notes A-AAA Yield Spreads

0.0%

0.3%

0.5%

0.8%

1.0%

1.3%

1.5%
Sep-22 Dec-22 Mar-23 Jun-23 Sep-23
Mortgage-Backed Securities Yield Spreads
Agency MBS AAA CMBS

0.0%

0.5%

1.0%

1.5%

2.0%
Sep-22 Dec-22 Mar-23 Jun-23 Sep-23
Asset-Backed Securities AAA Yield Spreads

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6 ATTACHMENT 1
Fixed-Income Markets
1-3 Year Indices
PFM Asset Management LLC
© PFM Asset Management LLC | pfmam.com
For the Quarter Ended September 30, 2023
Market Update
Source: ICE BofAML Indices. ABS indices are 0-3 year, based on weighted average life. As of September 30, 2023.

0.74%

0.81%

1.15%

0.81%

0.0%

0.5%

1.0%

1.5%

2.0%
U.S. Treasury
Agency
ABS
Corp A-AAA
Third Quarter Returns

0.81%

0.88%

1.40%

1.51%

0.0%

0.5%

1.0%

1.5%

2.0%
U.S. Treasury
Agency
ABS
Corp A-AAA
10-Year Average Returns

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7 ATTACHMENT 1
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Portfolio Review:

CITY OF MANTECA

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CITY OF MANTECA
For the Quarter Ended September 30, 2023
Compliance
|
Note: Pre- and post-trade compliance for the account(s) managed by PFM Asset Management is provided via Bloomberg Asset and Investment Management ("AIM").

Certificate of Compliance
During the reporting period for the quarter ended September 30, 2023, 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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CITY OF MANTECA
For the Quarter Ended September 30, 2023
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 BofA 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
17%
45%
38%
7%
58%
36%
0%
20%40%60%
0-1 Yr 1-2 Yrs 2-3 Yrs
Portfolio Benchmark
Duration Distribution
U.S. Treasury | 38%Corporate | 27%
ABS | 19%Agency CMBS | 10%
Negotiable CD | 4%Municipal | 1%Supranational | 1%
Sector Allocation
AAA | 16%AA+ | 47%AA | 3%AA- | 6%A+ | 5%A | 8%A- | 7%A-1 | 1% BBB+ | 2%Not Rated | 5%
Portfolio Statistics
Portfolio Effective DurationBenchmark Effective Duration Portfolio Credit Quality
Yield At Market
Yield At Cost
Total Market Value
Securities Sub-TotalCash
$147,549,536.98
$146,514,696.72
$1,020,959.52
$13,880.74

1.71 years1.75 years

3.45%5.03%
AA
Accrued Interest
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
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 37.9% UNITED STATES TREASURY 37.9% AA / Aaa / AA
Agency CMBS 9.5%
FANNIE MAE 0.5% AA / Aaa / AAFREDDIE MAC 9.0% AA / Aaa / AA Supranational 0.9%
INTER-AMERICAN DEVELOPMENT BANK 0.9% AAA / Aaa / AAA
Municipal 1.2%
CALIFORNIA STATE UNIVERSITY 0.3% AA / Aa / NRCommonwealth of Massachusetts 0.5% NR / Aa / AAAFLORIDA STATE BOARD OF ADMIN FIN CORP 0.2% AA / Aa / AANEW JERSEY TURNPIKE AUTHORITY 0.2% AA / A / A Negotiable CD 4.2%
CREDIT AGRICOLE SA 0.7% A / Aa / AANATIXIS NY BRANCH 0.7% A / A / ANORDEA BANK ABP 1.0% AA / Aa / AARABOBANK NEDERLAND 0.7% A / Aa / AA TORONTO-DOMINION BANK 1.0% A / A / NR
Corporate 27.0%
AMAZON.COM INC 0.3% AA / A / AAAMERICAN EXPRESS CO 0.6% BBB / A / AAMERICAN HONDA FINANCE 0.5% A / A / AANZ BANKING GROUP LTD 0.4% AA / Aa / AASTRAZENECA PLC 0.5% A / A / A BANK OF AMERICA CO 1.5% A / Aa / AABMW FINANCIAL SERVICES NA LLC 0.9% A / A / NR Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 27.0% CATERPILLAR INC 0.8% A / A / ACHARLES SCHWAB 0.3% A / A / ACINTAS CORPORATION NO. 2 0.2% A / A / NRCITIGROUP INC 0.9% A / A / ACOLGATE-PALMOLIVE COMPANY 0.4% AA / Aa / NRCOMCAST CORP 0.1% A / A / ACOMMONWEALTH BANK OF AUSTRALIA 1.2% AA / Aa / A DEERE & COMPANY 0.6% A / A / AEXXON MOBIL CORP 0.7% AA / Aa / NRGOLDMAN SACHS GROUP INC 0.3% BBB / A / AHOME DEPOT INC 0.2% A / A / AHONEYWELL INTERNATIONAL 0.1% A / A / AHSBC HOLDINGS PLC 0.7% A / A / AIBM CORP 0.7% A / A / NRINTEL CORPORATION 0.5% A / A / AJP 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 1.2% AA / Aa / NRNATIONAL RURAL UTILITIES CO FINANCECORP

0.6% A / A / A
NESTLE SA 1.1% AA / Aa / A
PACCAR FINANCIAL CORP 0.7% A / A / NR
PEPSICO INC 0.7% A / A / NRPNC FINANCIAL SERVICES GROUP 0.4% A / A / APRAXAIR INC 0.7% A / A / NRRABOBANK NEDERLAND 0.7% A / Aa / AA 11 ATTACHMENT
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Issuer Diversification
Security Type / Issuer Market Value (%) S&P / Moody's / FitchCorporate 27.0% ROCHE HOLDINGS INC 1.2% AA / Aa / AASTATE STREET CORPORATION 1.2% A / A / AATARGET CORP 0.3% A / A / ATHE BANK OF NEW YORK MELLONCORPORATION

0.4% A / A / AA
TOYOTA MOTOR CORP 0.7% A / A / ATRUIST FIN CORP 0.6% A / A / AUNILEVER PLC 0.2% A / A / AUNITEDHEALTH GROUP INC 0.1% A / A / AUSAA CAPITAL CORP 0.4% AA / Aa / NRWAL-MART STORES INC 0.5% AA / Aa / AAWELLS FARGO & COMPANY 0.7% A / Aa / A ABS 19.3%
ALLY AUTO RECEIVABLES TRUST 1.1% AAA / Aaa / AAAAMERICAN EXPRESS CO 1.0% AAA / NR / AAA BANK OF AMERICA CO 0.2% AAA / NR / AAABank of America Corp 0.3% NR / Aaa / AAABMW VEHICLE OWNER TRUST 0.4% AAA / Aaa / AAACAPITAL ONE FINANCIAL CORP 2.4% AAA / Aaa / AAACARMAX AUTO OWNER TRUST 2.2% AAA / Aaa / AAADISCOVER FINANCIAL SERVICES 1.2% AAA / Aaa / AAAFIFTH THIRD AUTO TRUST 0.5% AAA / Aaa / NRFORD CREDIT AUTO OWNER TRUST 0.6% AAA / NR / AAAGM FINANCIAL CONSUMER AUTOMOBILETRUST

1.3% AAA / Aaa / AAA
HARLEY-DAVIDSON MOTORCYCLE TRUST 0.8% AAA / Aaa / AAAHONDA AUTO RECEIVABLES 0.7% AAA / Aaa / AAA Security Type / Issuer Market Value (%) S&P / Moody's / FitchABS 19.3% HYUNDAI AUTO RECEIVABLES 1.1% AAA / NR / AAAKUBOTA CREDIT OWNER TRUST 2.1% NR / Aaa / AAAMERCEDES-BENZ AUTO RECEIVABLES 1.0% AAA / Aaa / AAA NISSAN AUTO RECEIVABLES 0.3% AAA / Aaa / NR
TOYOTA MOTOR CORP 1.3% AAA / Aaa / AAAVERIZON OWNER TRUST 0.0% NR / Aaa / AAAVOLKSWAGEN AUTO LEASE TURST 0.2% NR / Aaa / AAA VOLKSWAGEN OF AMERICA 0.3% AAA / Aaa / NRWORLD OMNI AUTO REC TRUST 0.3% AAA / NR / AAA Total 100.0%
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Portfolio Activity
Net Activity by Sector
($ millions)
MunicipalU.S. Treasury
Corporate
Agency CMBS
ABS
Negotiable CD
Municipal
U.S. Treasury
Corporate
Agency CMBS
ABS
Negotiable CD
($15.0) ($10.0) ($5.0) $0.0 $5.0 $10.0 $15.0
Based on total proceeds (principal and accrued interest) of buys, sells, maturities, and principal paydowns. Detail may not add to total due to rounding.

Sector Net ActivityNegotiable CD $2,200,000
ABS $871,425Agency CMBS $542,672
Corporate ($742,563)U.S. Treasury ($867,496)Municipal ($1,052,647)Total Net Activity $951,390 Sales/Maturities Purchases
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Characteristics
|
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
September 2023
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
June 2023
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
March 2023
$0.0
$30.0$60.0$90.0
$120.0$150.0
Millions
December 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 Dec-22 % of Total Mar-23 % of Total Jun-23 % of Total Sep-23 % of Total U.S. Treasury $52.3 36.4% $52.6 36.1% $56.3 38.6% $55.3 37.7%Federal Agency $12.1 8.4% $6.3 4.4% $0.0 0.0% $0.0 0.0% Agency CMBS $10.3 7.2% $11.9 8.2% $13.4 9.2% $13.9 9.5% Supranational $1.4 0.9% $1.4 1.0% $1.4 0.9% $1.4 1.0%Municipal $3.1 2.2% $2.8 1.9% $2.8 2.0% $1.8 1.2%Negotiable CD $5.0 3.5% $3.9 2.7% $3.9 2.7% $6.1 4.2%Corporate $34.0 23.6% $40.3 27.7% $40.2 27.7% $39.6 27.0% ABS $25.6 17.8% $26.1 18.0% $27.5 18.9% $28.4 19.4%
Total $143.8 100.0% $145.4 100.0% $145.5 100.0% $146.5 100.0% 14 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
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 BofA 1-3 Year U.S. Treasury Index. Source: Bloomberg. -1.0%

0.0%1.0%2.0%3.0%4.0%
Return
Portfolio Benchmark Net of Fees
Portfolio Performance
Market Value Basis Earnings 3 Months 1 Year 3 Years 5 Years 10 YearsInterest Earned² $1,145,986 $3,500,557 $6,679,852 $13,466,896 $23,489,591 Change in Market Value $87,842 $853,649 ($8,492,552) ($2,865,476) ($6,426,463) Total Dollar Return $1,233,828 $4,354,206 ($1,812,700) $10,601,420 $17,063,128Total Return³ Portfolio 0.84% 3.04% -0.41% 1.39% 1.15%Benchmark⁴ 0.74% 2.47% -0.84% 1.06% 0.81%Basis Point Fee 0.03% 0.11% 0.11% 0.11% 0.11%Net of Fee Return 0.82% 2.93% -0.52% 1.28% 1.03% 3 Months 1 Year 3 Years 5 Years 10 Years
15 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
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
$1,145,986
($694,124)
$48,156
$500,018
1 Year
$3,500,557
($2,384,372)
$72,953
$1,189,138
3 Years
$6,679,852
($1,889,478)
($139,026)
$4,651,348
5 Year
$13,466,896
($799,915)
$42,742
$12,709,724
10 Year¹
$23,489,591
($744,194)
($1,812,843)
$20,932,555
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Portfolio Holdings and Transactions

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CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Composition
|
Issuer Distribution
As of September 30, 2023
Issuer Market Value ($) % of Portfolio
UNITED STATES TREASURY 55,346,519 37.77 %FREDDIE MAC 13,202,057 9.00 %CAPITAL ONE FINANCIAL CORP 3,533,419 2.40 %CARMAX AUTO OWNER TRUST 3,279,129 2.24 %KUBOTA CREDIT OWNER TRUST 3,053,223 2.08 %TOYOTA MOTOR CORP 2,829,487 1.93 %BANK OF AMERICA CO 2,429,769 1.66 % AMERICAN EXPRESS CO 2,270,400 1.55 %
RABOBANK NEDERLAND 2,110,782 1.44 %GM FINANCIAL CONSUMER AUTOMOBILE TRUST 1,880,987 1.28 %STATE STREET CORPORATION 1,827,565 1.25 %ROCHE HOLDINGS INC 1,797,824 1.23 %NATIONAL AUSTRALIA BANK LTD 1,785,980 1.22 %JP MORGAN CHASE & CO 1,751,866 1.20 %DISCOVER FINANCIAL SERVICES 1,721,413 1.17 %COMMONWEALTH BANK OF AUSTRALIA 1,708,965 1.17 %HYUNDAI AUTO RECEIVABLES 1,652,707 1.13 % ALLY AUTO RECEIVABLES TRUST 1,622,714 1.11 %
NESTLE SA 1,568,709 1.07 %MERCEDES-BENZ AUTO RECEIVABLES 1,448,626 0.99 %TORONTO-DOMINION BANK 1,424,525 0.97 %NORDEA BANK ABP 1,413,775 0.96 %INTER-AMERICAN DEVELOPMENT BANK 1,384,808 0.95 %CITIGROUP INC 1,366,155 0.93 % 18 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Composition
|
Issuer Market Value ($) % of PortfolioBMW FINANCIAL SERVICES NA LLC 1,351,315 0.92 %HARLEY-DAVIDSON MOTORCYCLE TRUST 1,246,356 0.85 %CATERPILLAR INC 1,104,052 0.75 %NATIXIS NY BRANCH 1,096,458 0.75 %HONDA AUTO RECEIVABLES 1,094,788 0.75 %CREDIT AGRICOLE SA 1,074,893 0.73 %MORGAN STANLEY 1,071,617 0.73 %EXXON MOBIL CORP 1,070,054 0.73 %PACCAR FINANCIAL CORP 1,068,321 0.73 %WELLS FARGO & COMPANY 1,053,298 0.72 %HSBC HOLDINGS PLC 1,052,574 0.72 %PRAXAIR INC 1,051,013 0.72 %IBM CORP 1,035,911 0.71 %PEPSICO INC 1,023,454 0.70 %TRUIST FIN CORP 937,122 0.64 %FORD CREDIT AUTO OWNER TRUST 921,202 0.63 %DEERE & COMPANY 892,055 0.61 %NATIONAL RURAL UTILITIES CO FINANCE CORP 846,409 0.58 % AMERICAN HONDA FINANCE 799,474 0.55 %
FIFTH THIRD AUTO TRUST 787,282 0.54 %COMMONWEALTH OF MASSACHUSETTS 749,302 0.51 %FANNIE MAE 726,204 0.50 %WAL-MART STORES INC 705,969 0.48 %INTEL CORPORATION 701,681 0.48 % ASTRAZENECA PLC 672,422 0.46 %
BMW VEHICLE OWNER TRUST 644,029 0.44 %THE BANK OF NEW YORK MELLON CORPORATION 635,709 0.43 % 19 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Composition
|
Issuer Market Value ($) % of PortfolioCOLGATE-PALMOLIVE COMPANY 603,921 0.41 % ANZ BANKING GROUP LTD 589,225 0.40 %
USAA CAPITAL CORP 552,884 0.38 %PNC FINANCIAL SERVICES GROUP 552,773 0.38 %GOLDMAN SACHS GROUP INC 491,981 0.34 %WORLD OMNI AUTO REC TRUST 468,942 0.32 %TARGET CORP 466,576 0.32 %NISSAN AUTO RECEIVABLES 462,047 0.32 %CHARLES SCHWAB 454,015 0.31 %VOLKSWAGEN OF AMERICA 452,632 0.31 % AMAZON.COM INC 415,226 0.28 %
CALIFORNIA STATE UNIVERSITY 398,388 0.27 %BANK OF AMERICA CORP 389,017 0.27 %FLORIDA STATE BOARD OF ADMIN FIN CORP 367,109 0.25 %CINTAS CORPORATION NO. 2 304,608 0.21 %NEW JERSEY TURNPIKE AUTHORITY 288,548 0.20 %HOME DEPOT INC 252,090 0.17 %LOCKHEED MARTIN CORP 238,078 0.16 %UNILEVER PLC 224,957 0.15 %VOLKSWAGEN AUTO LEASE TURST 221,546 0.15 %HONEYWELL INTERNATIONAL 198,505 0.14 %UNITEDHEALTH GROUP INC 159,182 0.11 %COMCAST CORP 134,298 0.09 %VERIZON OWNER TRUST 3,778 0.00 %Grand Total 146,514,697 100.00 % 20 ATTACHMENT
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CITY OF MANTECA
For the Quarter Ended September 30, 2023
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 N/B NOTESDTD 10/15/2021 0.625% 10/15/2024
91282CDB4 225,000.00 AA+ Aaa 11/1/2021 11/4/2021 223,892.58 0.79 649.33 224,608.90 214,136.73 US TREASURY NOTESDTD 10/31/2019 1.500% 10/31/2024
912828YM6 1,800,000.00 AA+ Aaa 5/4/2021 5/6/2021 1,865,460.94 0.45 11,298.91 1,820,347.36 1,726,031.16 US TREASURY N/B NOTESDTD 11/15/2021 0.750% 11/15/2024
91282CDH1 1,700,000.00 AA+ Aaa 12/2/2021 12/7/2021 1,692,097.66 0.91 4,815.90 1,696,975.92 1,614,203.04 US TREASURY NOTESDTD 11/30/2019 1.500% 11/30/2024
912828YV6 1,500,000.00 AA+ Aaa 6/3/2021 6/8/2021 1,553,847.66 0.46 7,561.47 1,518,048.07 1,434,609.30 US TREASURY NOTESDTD 11/30/2019 1.500% 11/30/2024
912828YV6 1,450,000.00 AA+ Aaa 6/2/2021 6/7/2021 1,503,695.31 0.43 7,309.43 1,467,982.86 1,386,788.99 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 1,450,000.00 AA+ Aaa 1/3/2022 1/6/2022 1,448,923.83 1.03 4,278.69 1,449,558.11 1,376,593.75 US TREASURY N/B NOTESDTD 12/15/2021 1.000% 12/15/2024
91282CDN8 700,000.00 AA+ Aaa 12/22/2021 12/27/2021 700,902.34 0.96 2,065.57 700,367.10 664,562.50 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 1,788.38 747,139.01 710,859.38 US TREASURY N/B NOTESDTD 02/15/2022 1.500% 02/15/2025
91282CDZ1 2,225,000.00 AA+ Aaa 2/11/2022 2/15/2022 2,204,140.63 1.82 4,262.57 2,215,426.77 2,113,054.69 US TREASURY NOTESDTD 04/30/2018 2.875% 04/30/2025
9128284M9 1,450,000.00 AA+ Aaa 5/4/2022 5/5/2022 1,444,845.70 3.00 17,445.31 1,447,274.03 1,398,117.26 US TREASURY N/B NOTESDTD 05/15/2022 2.750% 05/15/2025
91282CEQ0 3,250,000.00 AA+ Aaa 6/1/2022 6/6/2022 3,240,097.66 2.86 33,758.49 3,244,541.73 3,126,093.75 US TREASURY N/B NOTESDTD 05/31/2023 4.250% 05/31/2025
91282CHD6 1,250,000.00 AA+ Aaa 6/28/2023 6/30/2023 1,238,037.11 4.78 17,853.48 1,239,624.20 1,231,250.00 US TREASURY N/B NOTESDTD 06/15/2022 2.875% 06/15/2025
91282CEU1 1,450,000.00 AA+ Aaa 7/6/2022 7/11/2022 1,448,130.86 2.92 12,301.23 1,448,911.71 1,395,625.00 US TREASURY N/B NOTESDTD 07/15/2022 3.000% 07/15/2025
91282CEY3 1,475,000.00 AA+ Aaa 8/3/2022 8/8/2022 1,472,522.46 3.06 9,379.08 1,473,490.83 1,421,070.31 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 24,221.13 1,435,184.92 1,409,859.38 21 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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 21,671.53 1,286,326.74 1,261,453.12 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 7,081.97 598,900.09 587,437.50 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 2,360.66 199,225.27 195,812.50 US TREASURY N/B NOTESDTD 01/15/2023 3.875% 01/15/2026
91282CGE5 1,450,000.00 AA+ Aaa 1/31/2023 2/2/2023 1,448,300.78 3.92 11,909.31 1,448,680.66 1,415,562.50 US TREASURY N/B NOTESDTD 01/15/2023 3.875% 01/15/2026
91282CGE5 1,750,000.00 AA+ Aaa 2/6/2023 2/9/2023 1,740,019.53 4.08 14,373.30 1,742,200.14 1,708,437.50 US TREASURY N/B NOTESDTD 02/15/2023 4.000% 02/15/2026
91282CGL9 1,750,000.00 AA+ Aaa 3/2/2023 3/7/2023 1,719,443.36 4.64 8,940.22 1,725,350.22 1,712,812.50 US TREASURY N/B NOTESDTD 02/15/2023 4.000% 02/15/2026
91282CGL9 1,450,000.00 AA+ Aaa 5/19/2023 5/23/2023 1,448,130.86 4.05 7,407.61 1,448,375.96 1,419,187.50 US TREASURY NOTESDTD 02/28/2019 2.500% 02/28/2026
9128286F2 3,025,000.00 AA+ Aaa 5/1/2023 5/3/2023 2,915,107.42 3.87 6,440.59 2,931,186.66 2,859,570.31 US TREASURY N/B NOTESDTD 04/15/2023 3.750% 04/15/2026
91282CGV7 350,000.00 AA+ Aaa 4/21/2023 4/24/2023 348,632.81 3.89 6,060.45 348,834.05 340,375.00 US TREASURY N/B NOTESDTD 04/15/2023 3.750% 04/15/2026
91282CGV7 1,000,000.00 AA+ Aaa 5/1/2023 5/2/2023 998,476.56 3.80 17,315.57 998,691.17 972,500.00 US TREASURY N/B NOTESDTD 04/15/2023 3.750% 04/15/2026
91282CGV7 1,450,000.00 AA+ Aaa 5/16/2023 5/18/2023 1,448,753.91 3.78 25,107.58 1,448,913.33 1,410,125.00 US TREASURY N/B NOTESDTD 04/15/2023 3.750% 04/15/2026
91282CGV7 1,475,000.00 AA+ Aaa 5/17/2023 5/19/2023 1,471,773.44 3.83 25,540.47 1,472,183.60 1,434,437.50 US TREASURY N/B NOTESDTD 04/15/2023 3.750% 04/15/2026
91282CGV7 550,000.00 AA+ Aaa 6/12/2023 6/13/2023 542,287.11 4.28 9,523.57 543,105.26 534,875.00 US TREASURY N/B NOTESDTD 05/15/2023 3.625% 05/15/2026
91282CHB0 3,000,000.00 AA+ Aaa 6/1/2023 6/5/2023 2,970,234.38 3.99 41,076.77 2,973,501.68 2,908,125.00 US TREASURY N/B NOTESDTD 05/15/2023 3.625% 05/15/2026
91282CHB0 1,500,000.00 AA+ Aaa 6/12/2023 6/13/2023 1,474,628.91 4.25 20,538.38 1,477,244.49 1,454,062.50 US TREASURY N/B NOTESDTD 06/15/2023 4.125% 06/15/2026
91282CHH7 2,500,000.00 AA+ Aaa 6/29/2023 6/30/2023 2,482,812.50 4.37 30,430.33 2,484,291.17 2,453,515.50 US TREASURY N/B NOTESDTD 06/15/2023 4.125% 06/15/2026
91282CHH7 1,500,000.00 AA+ Aaa 6/29/2023 6/30/2023 1,485,468.75 4.48 18,258.20 1,486,718.89 1,472,109.30 22 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Amortized
Cost
U.S. Treasury
US TREASURY N/B NOTESDTD 07/15/2023 4.500% 07/15/2026
91282CHM6 2,900,000.00 AA+ Aaa 8/1/2023 8/3/2023 2,894,562.50 4.57 27,660.33 2,894,860.38 2,873,265.48 US TREASURY N/B NOTESDTD 08/15/2023 4.375% 08/15/2026
91282CHU8 1,000,000.00 AA+ Aaa 9/6/2023 9/11/2023 990,312.50 4.73 5,587.64 990,493.74 987,500.00 US TREASURY N/B NOTESDTD 08/15/2023 4.375% 08/15/2026
91282CHU8 3,000,000.00 AA+ Aaa 9/11/2023 9/12/2023 2,973,046.88 4.71 16,762.91 2,973,526.38 2,962,500.00 US TREASURY N/B NOTESDTD 08/15/2023 4.375% 08/15/2026
91282CHU8 700,000.00 AA+ Aaa 9/19/2023 9/22/2023 691,906.25 4.81 3,911.35 691,975.10 691,250.00 US TREASURY N/B NOTESDTD 08/15/2023 4.375% 08/15/2026
91282CHU8 2,500,000.00 AA+ Aaa 9/12/2023 9/15/2023 2,476,464.84 4.72 13,969.09 2,476,818.42 2,468,750.00 Security Type Sub-Total 57,025,000.00 56,827,610.38 3.42 500,916.80 56,770,884.92 55,346,518.95 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 0.52 161.67 1,454,648.30 1,384,807.89 Security Type Sub-Total 1,455,000.00 1,453,923.30 0.52 161.67 1,454,648.30 1,384,807.89 Negotiable CD
CREDIT AGRICOLE CIB NY CERTDEPOSDTD 08/19/2022 4.100% 08/16/2024 22536AZR8 1,075,000.00 A-1 P-1 8/17/2022 8/19/2022 1,075,000.00 4.07 5,631.81 1,075,000.00 1,074,892.50 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 74,258.33 1,425,000.00 1,424,525.33 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 32,396.58 1,425,000.00 1,413,775.28 COOPERAT RABOBANK UA/NY CERTDEPOSDTD 07/20/2023 5.080% 07/17/2026 21684LGS5 1,100,000.00 A+ Aa2 7/17/2023 7/20/2023 1,100,000.00 5.08 11,020.78 1,100,000.00 1,076,889.00 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 A2 5/25/2021 5/28/2021 694,937.45 0.70 1,662.21 694,986.30 672,421.54 24 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 600,000.00 BBB+ A2 11/19/2021 11/23/2021 621,480.00 1.14 2,541.66 606,172.67 583,654.80

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 07/30/2019 2.500% 07/30/2024
025816CG2 150,000.00 BBB+ A2 11/19/2021 11/23/2021 155,370.00 1.14 635.42 151,543.17 145,913.70 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 08/09/2021 0.500% 08/09/2024 69371RR40 160,000.00 A+ A1 8/3/2021 8/9/2021 159,913.60 0.52 115.56 159,975.33 153,035.20 BMW US CAPITAL LLC CORPORATENOTESDTD 08/12/2021 0.750% 08/12/2024 05565EBU8 300,000.00 A A2 8/9/2021 8/12/2021 299,973.00 0.75 306.25 299,992.22 287,268.00 UNILEVER CAPITAL CORP(CALLABLE) CORPORADTD 08/12/2021 0.626% 08/12/2024 904764BN6 235,000.00 A+ A1 8/9/2021 8/12/2021 235,000.00 0.63 200.23 235,000.00 224,957.04 COOPERAT RABOBANK UA/NYCORPORATE NOTESDTD 08/22/2022 3.875% 08/22/2024 21688AAU6 330,000.00 A+ Aa2 8/15/2022 8/22/2022 329,848.20 3.90 1,385.31 329,932.30 324,180.45 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 09/14/2021 0.600% 09/13/2024 14913R2P1 710,000.00 A A2 9/7/2021 9/14/2021 709,034.40 0.65 213.00 709,693.12 677,345.68 NESTLE HOLDINGS INC CORP NOTES(CALLABLEDTD 09/14/2021 0.606% 09/14/2024 641062AU8 1,075,000.00 AA- Aa3 9/7/2021 9/14/2021 1,075,000.00 0.61 307.63 1,075,000.00 1,025,978.93 BANK OF AMERICA CORP(CALLABLE) CORPORATDTD 10/21/2020 0.810% 10/24/2024 06051GJH3 525,000.00 A- A1 10/16/2020 10/21/2020 525,000.00 0.81 1,854.56 525,000.00 521,742.38 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 2,467.83 669,845.03 635,709.40 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 2,115.68 650,000.00 647,015.20 25 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN HONDA FINANCE
CORPORATE NOTESDTD 01/13/2022 1.500% 01/13/2025
02665WEA5 300,000.00 A- A3 1/11/2022 1/13/2022 299,763.00 1.53 975.00 299,898.37 284,681.70 GOLDMAN SACHS GROUP INC(CALLABLE) CORPDTD 01/24/2022 1.757% 01/24/2025 38141GZH0 500,000.00 BBB+ A2 1/19/2022 1/24/2022 500,000.00 1.76 1,634.99 500,000.00 491,981.00 NATIONAL RURAL UTIL COOPCORPORATE NOTESDTD 02/07/2022 1.875% 02/07/2025 63743HFC1 200,000.00 A- A2 1/31/2022 2/7/2022 199,994.00 1.88 562.50 199,997.29 189,890.00 JPMORGAN CHASE & CO CORPNOTES (CALLABLEDTD 02/16/2021 0.563% 02/16/2025 46647PBY1 475,000.00 A- A1 2/9/2021 2/16/2021 475,000.00 0.56 334.28 475,000.00 463,779.08

AMERICAN EXPRESS CO CORP
NOTES (CALLABLEDTD 03/04/2022 2.250% 03/04/2025
025816CQ0 120,000.00 BBB+ A2 3/1/2022 3/4/2022 119,878.80 2.29 202.50 119,942.50 114,014.64 ROCHE HOLDINGS INC (CALLABLE)CORPORATEDTD 03/10/2022 2.132% 03/10/2025 771196BT8 1,885,000.00 AA Aa2 3/3/2022 3/10/2022 1,885,000.00 2.13 2,344.31 1,885,000.00 1,797,824.41 BMW US CAPITAL LLC CORP NOTESDTD 04/01/2022 3.250% 04/01/2025 05565EBZ7 355,000.00 A A2 3/28/2022 4/1/2022 354,666.30 3.28 5,768.75 354,833.15 343,315.53 26 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Amortized
Cost
Corporate
PACCAR FINANCIAL CORPCORPORATE NOTESDTD 04/07/2022 2.850% 04/07/2025 69371RR73 575,000.00 A+ A1 3/31/2022 4/7/2022 574,850.50 2.86 7,920.63 574,924.43 552,553.73 AMAZON.COM INC CORPORATE
NOTESDTD 04/13/2022 3.000% 04/13/2025
023135CE4 430,000.00 AA A1 4/11/2022 4/13/2022 429,316.30 3.06 6,020.00 429,650.66 415,226.49 HOME DEPOT INC (CALLABLE)CORPORATE NOTEDTD 03/28/2022 2.700% 04/15/2025 437076CM2 110,000.00 A A2 3/24/2022 3/28/2022 109,807.50 2.76 1,369.50 109,902.89 105,682.83 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 8,085.94 573,985.26 552,883.78 CITIGROUP INC (CALLABLE)CORPORATE NOTESDTD 05/04/2021 0.981% 05/01/2025 172967MX6 230,000.00 BBB+ A3 4/27/2021 5/4/2021 230,000.00 0.98 940.13 230,000.00 222,126.87 CINTAS CORPORATION NO. 2 CORPNOTE (CALLDTD 05/03/2022 3.450% 05/01/2025 17252MAP5 315,000.00 A- A3 4/26/2022 5/3/2022 314,930.70 3.46 4,528.13 314,963.39 304,607.52 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 05/13/2022 3.400% 05/13/2025 14913R2V8 150,000.00 A A2 5/10/2022 5/13/2022 149,809.50 3.44 1,955.00 149,897.45 145,041.30 JPMORGAN CHASE & CO (CALLABLE)CORP NOTEDTD 06/01/2021 0.824% 06/01/2025 46647PCH7 630,000.00 A- A1 5/24/2021 6/1/2021 630,000.00 0.82 1,730.40 630,000.00 609,009.66 JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 06/06/2022 3.400% 06/06/2025 24422EWF2 310,000.00 A A2 6/1/2022 6/6/2022 309,928.70 3.41 3,366.94 309,960.06 299,628.64 NATIONAL AUSTRALIA BK/NYCORPORATE NOTESDTD 06/09/2022 3.500% 06/09/2025 63254ABD9 780,000.00 AA- Aa3 5/31/2022 6/9/2022 780,000.00 3.50 8,493.33 780,000.00 753,965.94 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 1,472.96 144,978.57 139,666.90 PEPSICO INC CORP NOTES(CALLABLE)DTD 07/17/2015 3.500% 07/17/2025 713448CY2 525,000.00 A+ A1 1/5/2023 1/9/2023 509,454.75 4.76 3,777.08 513,932.46 508,830.53 27 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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
IBM CORP CORPORATE NOTESDTD 07/27/2022 4.000% 07/27/2025 459200KS9 1,065,000.00 A- A3 7/20/2022 7/27/2022 1,065,000.00 4.00 7,573.33 1,065,000.00 1,035,910.59 INTEL CORP NOTES (CALLABLE)DTD 07/29/2015 3.700% 07/29/2025 458140AS9 725,000.00 A A2 1/24/2023 1/26/2023 709,702.50 4.60 4,619.86 713,848.71 701,681.10 BMW US CAPITAL LLC CORPORATENOTESDTD 08/11/2023 5.300% 08/11/2025 05565ECC7 725,000.00 A A2 8/8/2023 8/11/2023 724,956.50 5.30 5,336.81 724,959.53 720,731.20 PACCAR FINANCIAL CORPCORPORATE NOTESDTD 08/11/2022 3.550% 08/11/2025 69371RR99 375,000.00 A+ A1 8/3/2022 8/11/2022 374,733.75 3.58 1,848.96 374,834.81 362,731.88 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 3.13 930.86 234,865.81 225,755.34 WALMART INC CORPORATE NOTESDTD 09/09/2022 3.900% 09/09/2025 931142EW9 565,000.00 AA Aa2 9/6/2022 9/9/2022 564,604.50 3.93 1,346.58 564,744.15 550,377.80 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 4.01 559.44 264,943.14 258,393.02 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 4.01 266.67 149,964.64 146,407.50 CITIBANK NA CORP NOTES(CALLABLE)DTD 09/29/2023 5.864% 09/29/2025 17325FBA5 355,000.00 A+ Aa3 9/26/2023 9/29/2023 355,000.00 5.86 115.65 355,000.00 355,470.38 UNITEDHEALTH GROUP INCCORPORATE NOTESDTD 10/28/2022 5.150% 10/15/2025 91324PEN8 160,000.00 A+ A2 10/25/2022 10/28/2022 159,985.60 5.15 3,799.56 159,990.09 159,182.40 LOCKHEED MARTIN CORP NOTES(CALLABLE)DTD 10/24/2022 4.950% 10/15/2025 539830BU2 240,000.00 A- A2 10/19/2022 10/24/2022 239,316.00 5.05 5,478.00 239,531.21 238,077.60 PNC FINANCIAL SERVICES CORPNOTE (CALLABDTD 10/28/2022 5.671% 10/28/2025 693475BH7 475,000.00 A- A3 10/25/2022 10/28/2022 475,000.00 5.67 11,448.33 475,000.00 470,095.63 NATIONAL RURAL UTIL COOPCORPORATE NOTESDTD 10/31/2022 5.450% 10/30/2025 63743HFF4 135,000.00 A- A2 10/20/2022 10/31/2022 134,819.10 5.50 3,086.06 134,874.44 134,966.25 28 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 9,502.55 595,000.00 589,224.93 CATERPILLAR FINL SERVICECORPORATE NOTESDTD 01/06/2023 4.800% 01/06/2026 14913R3B1 285,000.00 A A2 1/3/2023 1/6/2023 284,928.75 4.81 3,230.00 284,946.17 281,665.22 NATIONAL AUSTRALIA BK/NYCORPORATE NOTESDTD 01/12/2023 4.966% 01/12/2026 63253QAA2 1,045,000.00 AA- Aa3 1/4/2023 1/12/2023 1,045,000.00 4.97 11,388.00 1,045,000.00 1,032,013.79

AMERICAN HONDA FINANCE
CORPORATE NOTESDTD 01/12/2023 4.750% 01/12/2026
02665WEC1 190,000.00 A- A3 1/10/2023 1/12/2023 189,889.80 4.77 1,980.49 189,916.14 186,861.01 CITIGROUP INC CORP NOTES(CALLABLE)DTD 01/25/2022 2.014% 01/25/2026 17327CAN3 150,000.00 BBB+ A3 1/18/2022 1/25/2022 150,000.00 2.01 553.85 150,000.00 141,542.85 STATE STREET CORP NOTES(CALLABLE)DTD 01/26/2023 4.857% 01/26/2026 857477BZ5 120,000.00 A A1 1/23/2023 1/26/2023 120,000.00 4.86 1,052.35 120,000.00 118,137.60 STATE STREET CORP (CALLABLE)CORPORATE NDTD 02/07/2022 1.746% 02/06/2026 857477BR3 300,000.00 A A1 2/2/2022 2/7/2022 300,000.00 1.75 800.25 300,000.00 282,253.50 PEPSICO INC CORP NOTES(CALLABLE)DTD 02/15/2023 4.550% 02/13/2026 713448FQ6 520,000.00 A+ A1 2/13/2023 2/15/2023 519,698.40 4.57 3,154.67 519,761.26 514,623.20 MORGAN STANLEY CORP NOTES(CALLABLE)DTD 02/18/2022 2.630% 02/18/2026 61747YEM3 875,000.00 A- A1 2/16/2022 2/18/2022 875,000.00 2.63 2,748.72 875,000.00 831,619.25 29 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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
EXXON MOBIL CORP NOTES(CALLABLE)DTD 03/03/2016 3.043% 03/01/2026 30231GAT9 1,125,000.00 AA- Aa2 1/30/2023 2/1/2023 1,082,340.00 4.37 2,852.81 1,091,524.80 1,070,053.88 COLGATE-PALMOLIVE COCORPORATE NOTESDTD 03/01/2023 4.800% 03/02/2026 194162AQ6 380,000.00 AA- Aa3 2/27/2023 3/1/2023 379,559.20 4.84 1,469.33 379,645.19 378,165.36 NATIONAL RURAL UTIL COOP CORPNOTES (CALDTD 02/09/2023 4.450% 03/13/2026 63743HFH0 125,000.00 A- A2 2/2/2023 2/9/2023 124,911.25 4.47 278.13 124,929.66 121,875.00 COMMONWEALTH BK AUSTR NYCORPORATE NOTESDTD 03/13/2023 5.316% 03/13/2026 20271RAR1 700,000.00 AA- Aa3 3/6/2023 3/13/2023 700,000.00 5.32 1,860.60 700,000.00 697,125.80 NESTLE HOLDINGS INC CORPORATENOTESDTD 03/14/2023 5.250% 03/13/2026 641062BK9 285,000.00 AA- Aa3 3/7/2023 3/14/2023 284,905.95 5.26 748.13 284,923.21 284,337.38 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 12.09 152,177.10 143,384.85 STATE STREET CORP NOTES(CALLABLE)DTD 10/29/2020 2.901% 03/30/2026 857477BM4 700,000.00 A A1 2/17/2022 2/22/2022 714,091.00 2.38 56.41 706,796.54 669,129.30 WALMART INC CORPORATE NOTES(CALLABLE)DTD 04/18/2023 4.000% 04/15/2026 931142FA6 160,000.00 AA Aa2 4/12/2023 4/18/2023 159,929.60 4.02 2,897.78 159,940.29 155,591.52 WELLS FARGO & CO CORP NOTESDTD 04/22/2016 3.000% 04/22/2026 949746RW3 650,000.00 BBB+ A1 3/28/2023 3/30/2023 611,520.00 5.11 8,612.50 617,881.75 606,076.25 JPMORGAN CHASE & CO (CALLABLE)CORPORATEDTD 04/26/2022 4.080% 04/26/2026 46647PCZ7 700,000.00 A- A1 4/19/2022 4/26/2022 700,000.00 4.08 12,296.67 700,000.00 679,077.70 TOYOTA MOTOR CREDIT CORP CORPNOTESDTD 05/18/2023 4.450% 05/18/2026 89236TKT1 495,000.00 A+ A1 5/15/2023 5/18/2023 494,712.90 4.47 8,137.94 494,748.53 483,833.79 JOHN DEERE CAPITAL CORPCORPORATE NOTESDTD 06/08/2023 4.750% 06/08/2026 24422EWX3 365,000.00 A A2 6/5/2023 6/8/2023 364,788.30 4.77 5,442.05 364,810.51 359,869.56 30 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

AMERICAN HONDA FINANCE
CORPORATE NOTESDTD 07/07/2023 5.250% 07/07/2026
02665WEK3 330,000.00 A- A3 7/5/2023 7/7/2023 329,594.10 5.29 4,042.50 329,625.95 327,931.23 TRUIST FIN CORP NOTES (CALLABLE)DTD 07/28/2022 4.260% 07/28/2026 89788MAH5 465,000.00 A- A3 7/25/2022 7/28/2022 465,000.00 4.26 3,466.58 465,000.00 446,984.51 STATE STREET CORP NOTES(CALLABLE)DTD 08/03/2023 5.272% 08/03/2026 857477CD3 415,000.00 A A1 7/31/2023 8/3/2023 415,000.00 5.27 3,524.92 415,000.00 410,079.76 WELLS FARGO BANK NA BANKNOTES (CALLABLEDTD 08/09/2023 5.450% 08/07/2026 94988J6D4 450,000.00 A+ Aa2 8/3/2023 8/9/2023 449,608.50 5.48 3,542.50 449,627.47 447,221.25 BANK OF AMERICA NA CORPORATENOTESDTD 08/18/2023 5.526% 08/18/2026 06428CAA2 725,000.00 A+ Aa1 8/14/2023 8/18/2023 725,000.00 5.53 4,785.36 725,000.00 721,313.38 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 12,412.13 495,000.00 490,137.62 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 4,814.07 205,000.00 204,579.55 PNC FINANCIAL SERVICES CORPNOTES (CALLADTD 01/24/2023 4.758% 01/26/2027 693475BL8 85,000.00 A- A3 1/19/2023 1/24/2023 85,000.00 4.76 730.22 85,000.00 82,677.55 Security Type Sub-Total 40,695,000.00 40,643,863.40 3.33 306,624.20 40,624,327.57 39,562,424.00 Agency CMBS
FHLMC MULTIFAMILY STRUCTURED PPOOLDTD 12/01/2017 2.951% 02/01/2024 3137FCM35 24,274.18 AA+ Aaa 8/16/2019 8/21/2019 24,846.90 2.39 59.69 24,317.53 24,081.11 FHLMC MULTIFAMILY STRUCTUREDPOOLDTD 11/01/2017 3.064% 08/01/2024 3137FBTA4 1,370,615.69 AA+ Aaa 5/25/2022 5/31/2022 1,372,436.05 3.00 3,499.64 1,371,315.83 1,338,943.56 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 2,700.83 991,151.69 977,369.11 31 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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 K041 A2DTD 12/16/2014 3.171% 10/01/2024
3137BFE98 846,676.61 AA+ Aaa 8/30/2022 9/2/2022 835,530.91 3.83 2,237.34 841,309.08 824,855.17 FHMS K045 A2DTD 05/01/2015 3.023% 01/01/2025
3137BHXJ1 1,392,177.19 AA+ Aaa 7/13/2022 7/18/2022 1,375,427.55 3.54 3,507.13 1,383,634.50 1,345,556.53 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 2,270.21 846,497.10 821,287.45 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 1,003,450.90 966,073.12 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 1,437,556.38 1,389,830.12 FHMS K733 A2DTD 11/09/2018 3.750% 08/01/2025
3137FJXQ7 597,017.81 AA+ Aaa 8/10/2023 8/15/2023 580,474.45 5.24 1,865.68 581,558.88 578,094.69 FHMS K733 A2DTD 11/09/2018 3.750% 08/01/2025
3137FJXQ7 597,017.81 AA+ Aaa 3/6/2023 3/9/2023 578,267.71 5.15 1,865.68 582,676.98 578,094.69 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 1,654.00 597,266.62 576,794.56 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 1,017,268.82 975,822.09 FHMS K054 A2DTD 04/20/2016 2.745% 01/01/2026
3137BNGT5 450,000.00 AA+ Aaa 3/1/2023 3/6/2023 423,773.44 4.96 1,029.38 429,084.83 425,265.07 FNA 2016-M3 A2DTD 03/31/2016 2.702% 02/01/2026
3136ARTE8 770,868.63 AA+ Aaa 10/6/2022 10/12/2022 727,266.38 4.55 1,735.74 740,043.86 726,204.36 FHMS K057 A2DTD 09/28/2016 2.570% 07/01/2026
3137BRQJ7 600,000.00 AA+ Aaa 3/2/2023 3/7/2023 557,953.13 4.86 1,285.00 565,169.09 559,694.38 FHMS K057 A2DTD 09/28/2016 2.570% 07/01/2026
3137BRQJ7 675,000.00 AA+ Aaa 5/18/2023 5/23/2023 641,830.08 4.26 1,445.63 645,658.50 629,656.17 FHMS K058 A2DTD 11/09/2016 2.653% 08/01/2026
3137BSP72 750,000.00 AA+ Aaa 4/12/2023 4/17/2023 715,869.14 4.14 1,658.13 720,611.11 698,140.25 FHMS K061 A2DTD 01/30/2017 3.347% 11/01/2026
3137BTUM1 520,000.00 AA+ Aaa 5/19/2023 5/24/2023 503,993.75 4.31 1,450.37 505,649.13 492,498.57 Security Type Sub-Total 14,518,647.92 14,207,365.78 3.88 37,233.93 14,284,220.83 13,928,261.00 32 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Amortized
Cost
ABS
HAROT 2020-3 A3DTD 09/29/2020 0.370% 10/18/2024
43813KAC6 33,867.44 AAA NR 9/22/2020 9/29/2020 33,862.47 0.37 4.53 33,866.15 33,591.14 CARMX 2020-1 A3DTD 01/22/2020 1.890% 12/16/2024
14315XAC2 5,955.34 AAA NR 1/14/2020 1/22/2020 5,954.17 1.89 5.00 5,955.05 5,947.68 MBART 2020-1 A3DTD 06/23/2020 0.550% 02/18/2025
58769VAC4 16,547.02 AAA NR 6/16/2020 6/23/2020 16,545.73 0.55 4.04 16,546.64 16,484.90 VZOT 2020-B ADTD 08/12/2020 0.470% 02/20/2025
92290BAA9 3,789.21 NR Aaa 8/4/2020 8/12/2020 3,788.41 0.47 0.54 3,788.96 3,777.81 CARMX 2020-3 A3DTD 07/22/2020 0.620% 03/17/2025
14315FAD9 14,304.71 AAA NR 7/14/2020 7/22/2020 14,302.26 0.62 3.94 14,303.94 14,263.73 KCOT 2022-1A A2DTD 03/23/2022 2.340% 04/15/2025
50117EAB0 90,247.69 NR Aaa 3/15/2022 3/23/2022 90,244.58 2.34 93.86 90,246.13 89,359.78 GMCAR 2020-3 A3DTD 08/19/2020 0.450% 04/16/2025
362590AC5 80,947.84 NR Aaa 8/11/2020 8/19/2020 80,929.32 0.46 15.18 80,941.71 80,229.14 WOART 2020-B A3DTD 06/24/2020 0.630% 05/15/2025
98163WAC0 46,062.38 AAA NR 6/16/2020 6/24/2020 46,058.76 0.63 12.90 46,061.18 45,728.48 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 3.44 236.50 224,989.58 221,546.39 KCOT 2021-1A A3DTD 04/14/2021 0.620% 08/15/2025
50117TAC5 217,709.29 NR Aaa 4/6/2021 4/14/2021 217,664.75 0.62 59.99 217,690.06 211,807.69 CARMX 2020-4 A3DTD 10/21/2020 0.500% 08/15/2025
14316HAC6 98,676.10 AAA NR 10/14/2020 10/21/2020 98,654.39 0.50 21.93 98,667.66 97,078.16 HART 2021-A A3DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 136,850.46 AAA NR 4/20/2021 4/28/2021 136,836.06 0.38 23.11 136,844.03 134,149.87 KCOT 2021-2A A3DTD 07/28/2021 0.560% 11/17/2025
50117XAE2 452,062.00 NR Aaa 7/20/2021 7/28/2021 452,044.96 0.56 112.51 452,053.57 435,578.32 CARMX 2021-1 A3DTD 01/27/2021 0.340% 12/15/2025
14316NAC3 88,256.96 AAA NR 1/20/2021 1/27/2021 88,239.52 0.34 13.34 88,249.08 86,059.79 HAROT 2021-4 A3DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 368,569.88 NR Aaa 11/16/2021 11/24/2021 368,492.18 0.89 90.09 368,526.76 354,436.81 CARMX 2021-2 A3DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 248,875.72 AAA NR 4/13/2021 4/21/2021 248,822.10 0.52 57.52 248,849.26 241,454.54 TAOT 2021-D A3DTD 11/15/2021 0.710% 04/15/2026
89238JAC9 376,260.49 AAA NR 11/9/2021 11/15/2021 376,252.47 0.71 118.73 376,255.88 362,188.46 33 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Amortized
Cost
ABS
HART 2021-C A3DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 282,766.22 AAA NR 11/9/2021 11/17/2021 282,703.10 0.75 93.00 282,729.39 273,256.25 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 1.88 300.80 359,966.40 346,323.31 FORDO 2022-A A3DTD 01/24/2022 1.290% 06/15/2026
345286AC2 140,662.89 AAA NR 1/19/2022 1/24/2022 140,646.18 1.29 80.65 140,652.59 136,025.42 CARMX 2021-3 A3DTD 07/28/2021 0.550% 06/15/2026
14317DAC4 640,364.44 AAA Aaa 7/21/2021 7/28/2021 640,259.10 0.55 156.53 640,306.07 615,101.36 VALET 2021-1 A3DTD 12/13/2021 1.020% 06/22/2026
92868KAC7 468,815.66 AAA Aaa 12/7/2021 12/13/2021 468,797.29 1.02 146.11 468,804.60 452,632.42 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 3.21 219.35 409,985.53 399,916.38 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 0.58 104.40 404,948.38 385,260.06 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 2.93 553.44 424,993.36 412,397.69 COPAR 2021-1 A3DTD 10/27/2021 0.770% 09/15/2026
14044CAC6 373,083.59 AAA Aaa 10/19/2021 10/27/2021 373,076.54 0.77 127.68 373,079.32 358,052.43 GMCAR 2021-4 A3DTD 10/21/2021 0.680% 09/16/2026
362554AC1 310,411.77 AAA Aaa 10/13/2021 10/21/2021 310,403.85 0.68 87.95 310,406.99 298,044.78 WOART 2021-D A3DTD 11/03/2021 0.810% 10/15/2026
98163KAC6 439,523.25 AAA NR 10/26/2021 11/3/2021 439,463.39 0.81 158.23 439,486.48 423,213.86 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 2.22 804.13 814,979.19 787,201.74 KCOT 2022-1A A3DTD 03/23/2022 2.670% 10/15/2026
50117EAC8 765,000.00 NR Aaa 3/15/2022 3/23/2022 764,890.61 2.67 907.80 764,927.16 728,722.09 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 1.04 413.69 894,922.30 849,219.86 GMCAR 2022-1 A3DTD 01/19/2022 1.260% 11/16/2026
380146AC4 322,030.05 AAA NR 1/11/2022 1/19/2022 322,002.07 1.26 169.07 322,011.92 309,889.03 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 3.72 777.07 469,999.86 458,099.55 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 1,308.80 719,903.89 700,843.03 34 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Holdings
|
Security Type/DescriptionDated Date/Coupon/Maturity CUSIP Par S&P
Rating
Moody's
Rating
Settle
Date
Original
Cost
Trade
Date
YTM
at Cost
Accrued
Interest
Market
Value
Amortized
Cost
ABS
HDMOT 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 1,054.00 774,909.70 757,712.93 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 3.10 471.46 364,946.82 354,453.11 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 3.49 915.16 589,936.90 575,732.21 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 1,099,942.25 1,055,255.96 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 1,367.44 774,986.34 756,594.99 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 3.17 634.00 449,929.70 434,210.49 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 3.76 434.49 259,967.04 252,289.18 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 3.64 712.83 469,997.59 457,019.26 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 3.49 659.22 424,950.01 410,497.90 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 3.66 715.73 439,976.04 426,182.46 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 1,089,824.50 1,051,850.11 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 4.46 931.64 469,923.91 462,046.66 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 1,124,988.99 1,108,541.48 KCOT 2023-1A A3DTD 03/31/2023 5.020% 06/15/2027
50117KAC4 510,000.00 NR Aaa 3/28/2023 3/31/2023 509,920.19 5.02 1,137.87 509,929.74 500,972.95 DCENT 2022-A3 A3DTD 08/09/2022 3.560% 07/15/2027
254683CW3 920,000.00 AAA Aaa 8/2/2022 8/9/2022 919,885.83 3.56 1,455.64 919,912.33 888,260.46 CARMX 2022-4 A3DTD 10/31/2022 5.340% 08/16/2027
14318UAD3 895,000.00 AAA NR 10/26/2022 10/31/2022 894,790.12 5.35 2,124.13 894,830.30 886,896.49 MBART 2022-1 A3DTD 11/22/2022 5.210% 08/16/2027
58768PAC8 1,180,000.00 AAA Aaa 11/15/2022 11/22/2022 1,179,766.60 5.21 2,732.36 1,179,808.88 1,172,165.86 35 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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
TAOT 2023-A A3DTD 01/30/2023 4.630% 09/15/2027
891940AC2 250,000.00 AAA NR 1/24/2023 1/30/2023 249,999.88 4.63 514.44 249,999.90 245,459.68 HAROT 2023-2 A3DTD 05/30/2023 4.930% 11/15/2027
437927AC0 365,000.00 AAA Aaa 5/23/2023 5/30/2023 364,940.87 4.93 799.76 364,945.37 360,437.14 MBART 2023-1 A3DTD 01/25/2023 4.510% 11/15/2027
58770AAC7 265,000.00 AAA NR 1/18/2023 1/25/2023 264,968.20 4.51 531.18 264,972.71 259,975.02 HDMOT 2023-A A3DTD 02/23/2023 5.050% 12/15/2027
41285JAD0 495,000.00 NR Aaa 2/13/2023 2/23/2023 494,950.15 5.05 1,111.00 494,956.40 488,643.56 KCOT 2023-2A A3DTD 07/26/2023 5.280% 01/18/2028
500945AC4 390,000.00 NR Aaa 7/18/2023 7/26/2023 389,901.49 5.29 915.20 389,905.52 385,938.97 BAAT 2023-1A A3DTD 07/31/2023 5.530% 02/15/2028
06428AAC2 390,000.00 NR Aaa 7/25/2023 7/31/2023 389,985.22 5.53 958.53 389,985.77 389,017.43 FORDO 2023-A A3DTD 03/31/2023 4.650% 02/15/2028
344928AD8 380,000.00 AAA NR 3/28/2023 3/31/2023 379,960.37 4.65 785.33 379,964.46 373,139.97 TAOT 2023-B A3DTD 05/23/2023 4.710% 02/15/2028
891941AD8 590,000.00 NR Aaa 5/16/2023 5/23/2023 589,967.02 4.71 1,235.07 589,969.52 578,220.47 GMCAR 2023-2 A3DTD 04/12/2023 4.470% 02/16/2028
362583AD8 390,000.00 AAA Aaa 4/4/2023 4/12/2023 389,989.28 4.47 726.38 389,990.32 381,352.02 BMWOT 2023-A A3DTD 07/18/2023 5.470% 02/25/2028
05592XAD2 245,000.00 AAA NR 7/11/2023 7/18/2023 244,956.59 5.47 223.36 244,958.52 244,112.34 DCENT 2023-A1 ADTD 04/11/2023 4.310% 03/15/2028
254683CY9 460,000.00 NR Aaa 4/4/2023 4/11/2023 459,973.32 4.31 881.16 459,975.88 447,892.06 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
02582JJZ4 380,000.00 AAA NR 6/7/2023 6/14/2023 379,966.29 4.87 822.49 379,968.33 374,966.67 ALLYA 2023-1 A3
DTD 07/19/2023 5.460% 05/15/2028
02007WAC2 515,000.00 NR Aaa 7/11/2023 7/19/2023 514,912.19 5.46 1,249.73 514,915.88 514,172.50 FORDO 2023-B A3DTD 06/26/2023 5.230% 05/15/2028
344930AD4 415,000.00 AAA NR 6/21/2023 6/26/2023 414,994.40 5.23 964.64 414,994.70 412,036.90 BACCT 2023-A1 A1DTD 06/16/2023 4.790% 05/15/2028
05522RDG0 245,000.00 AAA NR 6/8/2023 6/16/2023 244,944.53 4.79 521.58 244,947.84 241,585.80 36 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
BUY7/5/2023 7/7/2023 330,000.00 02665WEK3 AMERICAN HONDA FINANCE CORPORATE NOTES 5.25% 7/7/2026 329,594.10 5.29%7/11/2023 7/18/2023 245,000.00 05592XAD2 BMWOT 2023-A A3 5.47% 2/25/2028 244,956.59 5.47%7/11/2023 7/19/2023 515,000.00 02007WAC2 ALLYA 2023-1 A3 5.46% 5/15/2028 514,912.19 5.46%7/17/2023 7/20/2023 1,100,000.00 21684LGS5 COOPERAT RABOBANK UA/NY CERT DEPOS 5.08% 7/17/2026 1,100,000.00 5.08%7/18/2023 7/26/2023 390,000.00 500945AC4 KCOT 2023-2A A3 5.28% 1/18/2028 389,901.49 5.29%7/25/2023 7/31/2023 390,000.00 06428AAC2 BAAT 2023-1A A3 5.53% 2/15/2028 389,985.22 5.53%7/31/2023 8/3/2023 415,000.00 857477CD3 STATE STREET CORP NOTES (CALLABLE) 5.27% 8/3/2026 415,000.00 5.27%8/1/2023 8/3/2023 2,900,000.00 91282CHM6 US TREASURY N/B NOTES 4.50% 7/15/2026 2,901,300.27 4.57%8/3/2023 8/9/2023 450,000.00 94988J6D4 WELLS FARGO BANK NA BANK NOTES (CALLABLE 5.45% 8/7/2026 449,608.50 5.48%8/8/2023 8/11/2023 725,000.00 05565ECC7 BMW US CAPITAL LLC CORPORATE NOTES 5.30% 8/11/2025 724,956.50 5.30%8/10/2023 8/15/2023 597,313.60 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 581,633.12 5.24%8/14/2023 8/18/2023 725,000.00 06428CAA2 BANK OF AMERICA NA CORPORATE NOTES 5.52% 8/18/2026 725,000.00 5.53%8/15/2023 8/23/2023 790,000.00 31680EAD3 FITAT 2023-1 A3 5.53% 8/15/2028 789,951.02 5.53%9/6/2023 9/11/2023 1,000,000.00 91282CHU8 US TREASURY N/B NOTES 4.37% 8/15/2026 993,522.42 4.73%9/11/2023 9/12/2023 3,000,000.00 91282CHU8 US TREASURY N/B NOTES 4.37% 8/15/2026 2,983,033.29 4.71%9/12/2023 9/15/2023 2,500,000.00 91282CHU8 US TREASURY N/B NOTES 4.37% 8/15/2026 2,485,678.49 4.72%9/18/2023 9/20/2023 1,100,000.00 63873QP65 NATIXIS NY BRANCH CERT DEPOS 5.61% 9/18/2026 1,100,000.00 5.58% 38 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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)
BUY9/19/2023 9/22/2023 700,000.00 91282CHU8 US TREASURY N/B NOTES 4.37% 8/15/2026 695,068.61 4.81%9/26/2023 9/29/2023 355,000.00 17325FBA5 CITIBANK NA CORP NOTES (CALLABLE) 5.86% 9/29/2025 355,000.00 5.86% Total BUY 18,227,313.60 18,169,101.81 0.00
INTEREST7/1/2023 7/1/2023 395,000.00 341271AD6 FL ST BOARD OF ADMIN TXBL REV BONDS 1.25% 7/1/2025 2,484.557/1/2023 7/1/2023 305,000.00 646140DN0 NJ TURNPIKE AUTHORITY TXBL REV BONDS 0.89% 1/1/2025 1,367.937/1/2023 7/1/2023 475,000.00 87612EBD7 TARGET CORP CORPORATE NOTES 3.50% 7/1/2024 8,312.507/1/2023 7/25/2023 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.217/1/2023 7/25/2023 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 2,700.837/1/2023 7/25/2023 1,399,575.96 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,525.777/1/2023 7/25/2023 1,376,654.66 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,515.067/1/2023 7/25/2023 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.177/1/2023 7/25/2023 597,925.88 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 1,868.527/1/2023 7/25/2023 450,000.00 3137BNGT5 FHMS K054 A2 2.74% 1/1/2026 1,029.387/1/2023 7/25/2023 750,000.00 3137BSP72 FHMS K058 A2 2.65% 8/1/2026 1,658.137/1/2023 7/25/2023 42,080.04 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 103.487/1/2023 7/25/2023 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.08 39 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST7/1/2023 7/25/2023 520,000.00 3137BTUM1 FHMS K061 A2 3.34% 11/1/2026 1,450.377/1/2023 7/25/2023 850,000.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 2,246.137/1/2023 7/25/2023 1,275,000.00 3137BRQJ7 FHMS K057 A2 2.57% 7/1/2026 2,730.637/1/2023 7/25/2023 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.237/1/2023 7/25/2023 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.007/1/2023 7/25/2023 774,058.86 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,742.927/3/2023 7/3/2023 MONEY0002 MONEY MARKET FUND 957.327/6/2023 7/6/2023 285,000.00 14913R3B1 CATERPILLAR FINL SERVICE CORPORATE NOTES 4.80% 1/6/2026 6,840.007/10/2023 7/10/2023 245,000.00 24422EVY2 JOHN DEERE CAPITAL CORP CORPORATE NOTES 1.25% 1/10/2025 1,531.257/10/2023 7/10/2023 750,000.00 21688AAS1 COOPERATIEVE RABOBANK UA CORPORATE 1.37% 1/10/2025 5,156.257/10/2023 7/10/2023 1,020,000.00 20271RAQ3 COMMONWEALTH BK AUSTR NY CORPORATE 5.07% 1/10/2025 25,902.907/10/2023 7/10/2023 500,000.00 89236TKN4 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES 4.80% 1/10/2025 11,866.677/12/2023 7/12/2023 190,000.00 02665WEC1 AMERICAN HONDA FINANCE CORPORATE NOTES 4.75% 1/12/2026 4,512.507/12/2023 7/12/2023 1,045,000.00 63253QAA2 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES 4.96% 1/12/2026 25,947.357/13/2023 7/13/2023 300,000.00 02665WEA5 AMERICAN HONDA FINANCE CORPORATE NOTES 1.50% 1/13/2025 2,250.007/15/2023 7/15/2023 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.637/15/2023 7/15/2023 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,342.00 40 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST7/15/2023 7/15/2023 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.677/15/2023 7/15/2023 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.007/15/2023 7/15/2023 115,623.56 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 32.767/15/2023 7/15/2023 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 1,746.837/15/2023 7/15/2023 435,000.00 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 257.387/15/2023 7/15/2023 764,307.17 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 350.317/15/2023 7/15/2023 314,145.46 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 136.137/15/2023 7/15/2023 250,000.00 891940AC2 TAOT 2023-A A3 4.63% 9/15/2027 964.587/15/2023 7/15/2023 1,795,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 3,365.637/15/2023 7/15/2023 365,000.00 437927AC0 HAROT 2023-2 A3 4.93% 11/15/2027 1,499.547/15/2023 7/15/2023 137,055.64 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 267.267/15/2023 7/15/2023 895,000.00 14318UAD3 CARMX 2022-4 A3 5.34% 8/16/2027 3,982.757/15/2023 7/15/2023 3,200,000.00 91282CGE5 US TREASURY N/B NOTES 3.87% 1/15/2026 62,000.007/15/2023 7/15/2023 3,082.59 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 1.417/15/2023 7/15/2023 750,000.00 91282CDS7 US TREASURY N/B NOTES 1.12% 1/15/2025 4,218.757/15/2023 7/15/2023 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.007/15/2023 7/15/2023 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.13 41 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST7/15/2023 7/15/2023 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.927/15/2023 7/15/2023 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.257/15/2023 7/15/2023 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.967/15/2023 7/15/2023 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.007/15/2023 7/15/2023 510,000.00 50117KAC4 KCOT 2023-1A A3 5.02% 6/15/2027 2,133.507/15/2023 7/15/2023 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.257/15/2023 7/15/2023 24,872.21 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 9.957/15/2023 7/15/2023 51,871.18 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 81.707/15/2023 7/15/2023 142,493.93 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 59.377/15/2023 7/15/2023 1,180,000.00 58768PAC8 MBART 2022-1 A3 5.21% 8/16/2027 5,123.177/15/2023 7/15/2023 186,445.67 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 59.047/15/2023 7/15/2023 380,000.00 02582JJZ4 AMXCA 2023-1 A 4.87% 5/15/2028 1,593.587/15/2023 7/15/2023 549,157.09 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 256.277/15/2023 7/15/2023 425,000.00 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 272.717/15/2023 7/15/2023 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.757/15/2023 7/15/2023 265,000.00 58770AAC7 MBART 2023-1 A3 4.51% 11/15/2027 995.967/15/2023 7/15/2023 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 814.67 42 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST7/15/2023 7/15/2023 590,000.00 891941AD8 TAOT 2023-B A3 4.71% 2/15/2028 2,315.757/15/2023 7/15/2023 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.717/15/2023 7/15/2023 520,000.00 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 351.007/15/2023 7/15/2023 415,000.00 344930AD4 FORDO 2023-B A3 5.23% 5/15/2028 1,145.527/15/2023 7/15/2023 330,000.00 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 203.507/15/2023 7/15/2023 44,581.33 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 20.437/15/2023 7/15/2023 1,125,000.00 02008MAC3 ALLYA 2022-2 A3 4.76% 5/17/2027 4,462.507/15/2023 7/15/2023 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.757/15/2023 7/15/2023 460,000.00 254683CY9 DCENT 2023-A1 A 4.31% 3/15/2028 1,652.177/15/2023 7/15/2023 765,000.00 576004GY5 MASSACHUSETTS CMNWLTH MUNICIPAL BONDS 3.66% 1/15/2025 13,999.507/15/2023 7/15/2023 86,547.32 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 45.447/15/2023 7/15/2023 495,000.00 41285JAD0 HDMOT 2023-A A3 5.05% 12/15/2027 2,083.137/15/2023 7/15/2023 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.757/15/2023 7/15/2023 380,000.00 344928AD8 FORDO 2023-A A3 4.65% 2/15/2028 1,472.507/15/2023 7/15/2023 1,475,000.00 91282CEY3 US TREASURY N/B NOTES 3.00% 7/15/2025 22,125.007/15/2023 7/15/2023 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 2,729.337/15/2023 7/15/2023 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.04 43 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST7/15/2023 7/15/2023 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.677/15/2023 7/15/2023 48,592.30 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 25.117/15/2023 7/15/2023 277,863.21 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 143.567/16/2023 7/16/2023 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.677/16/2023 7/16/2023 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.927/16/2023 7/16/2023 360,000.00 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 204.007/16/2023 7/16/2023 142,024.16 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 53.267/16/2023 7/16/2023 390,000.00 362583AD8 GMCAR 2023-2 A3 4.47% 2/16/2028 1,452.757/16/2023 7/16/2023 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.257/17/2023 7/17/2023 525,000.00 713448CY2 PEPSICO INC CORP NOTES (CALLABLE) 3.50% 7/17/2025 9,187.507/18/2023 7/18/2023 65,874.72 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 20.317/20/2023 7/20/2023 65,314.17 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 18.517/20/2023 7/20/2023 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.007/20/2023 7/20/2023 77,149.75 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 30.227/20/2023 7/20/2023 567,262.51 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 482.177/20/2023 7/20/2023 51,444.80 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 16.727/21/2023 7/21/2023 430,000.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 315.33 44 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST7/24/2023 7/24/2023 500,000.00 38141GZH0 GOLDMAN SACHS GROUP INC (CALLABLE) CORP 1.75% 1/24/2025 4,392.507/25/2023 7/25/2023 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.757/25/2023 7/25/2023 150,000.00 17327CAN3 CITIGROUP INC CORP NOTES (CALLABLE) 2.01% 1/25/2026 1,510.507/25/2023 7/25/2023 19,213.08 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 7.697/26/2023 7/26/2023 120,000.00 857477BZ5 STATE STREET CORP NOTES (CALLABLE) 4.85% 1/26/2026 2,914.207/26/2023 7/26/2023 85,000.00 693475BL8 PNC FINANCIAL SERVICES CORP NOTES (CALLA 4.75% 1/26/2027 2,044.627/27/2023 7/27/2023 1,065,000.00 459200KS9 IBM CORP CORPORATE NOTES 4.00% 7/27/2025 21,300.007/28/2023 7/28/2023 465,000.00 89788MAH5 TRUIST FIN CORP NOTES (CALLABLE) 4.26% 7/28/2026 9,904.507/29/2023 7/29/2023 725,000.00 458140AS9 INTEL CORP NOTES (CALLABLE) 3.70% 7/29/2025 13,412.507/30/2023 7/30/2023 750,000.00 025816CG2 AMERICAN EXPRESS CO CORP NOTES (CALLABLE 2.50% 7/30/2024 9,375.008/1/2023 8/25/2023 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 2,700.838/1/2023 8/25/2023 772,945.99 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,740.428/1/2023 8/25/2023 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.088/1/2023 8/25/2023 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.238/1/2023 8/25/2023 1,275,000.00 3137BRQJ7 FHMS K057 A2 2.57% 7/1/2026 2,730.638/1/2023 8/25/2023 750,000.00 3137BSP72 FHMS K058 A2 2.65% 8/1/2026 1,658.138/1/2023 8/25/2023 35,914.77 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 88.32 45 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST8/1/2023 8/25/2023 597,608.27 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 1,867.538/1/2023 8/25/2023 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.218/1/2023 8/25/2023 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.008/1/2023 8/25/2023 1,374,559.72 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,509.718/1/2023 8/25/2023 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.178/1/2023 8/25/2023 450,000.00 3137BNGT5 FHMS K054 A2 2.74% 1/1/2026 1,029.388/1/2023 8/25/2023 1,397,027.27 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,519.348/1/2023 8/25/2023 850,000.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 2,246.138/1/2023 8/25/2023 520,000.00 3137BTUM1 FHMS K061 A2 3.34% 11/1/2026 1,450.378/1/2023 8/1/2023 MONEY0002 MONEY MARKET FUND 1,134.278/6/2023 8/6/2023 300,000.00 857477BR3 STATE STREET CORP (CALLABLE) CORPORATE N 1.74% 2/6/2026 2,619.008/7/2023 8/7/2023 200,000.00 63743HFC1 NATIONAL RURAL UTIL COOP CORPORATE NOTES 1.87% 2/7/2025 1,875.008/8/2023 8/8/2023 265,000.00 63743HEU2 NATIONAL RURAL UTIL COOP CORPORATE NOTES 0.35% 2/8/2024 463.758/9/2023 8/9/2023 160,000.00 69371RR40 PACCAR FINANCIAL CORP CORPORATE NOTES 0.50% 8/9/2024 400.008/10/2023 8/10/2023 240,000.00 6174468T9 MORGAN STANLEY CORP NOTES (CALLED,OMD 11 5.77% 10/10/2023 3,430.058/11/2023 8/11/2023 375,000.00 69371RR99 PACCAR FINANCIAL CORP CORPORATE NOTES 3.55% 8/11/2025 6,656.258/12/2023 8/12/2023 300,000.00 05565EBU8 BMW US CAPITAL LLC CORPORATE NOTES 0.75% 8/12/2024 1,125.00 46 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST8/12/2023 8/12/2023 235,000.00 904764BN6 UNILEVER CAPITAL CORP (CALLABLE) CORPORA 0.62% 8/12/2024 735.558/13/2023 8/13/2023 520,000.00 713448FQ6 PEPSICO INC CORP NOTES (CALLABLE) 4.55% 2/13/2026 11,698.568/15/2023 8/15/2023 895,000.00 14318UAD3 CARMX 2022-4 A3 5.34% 8/16/2027 3,982.758/15/2023 8/15/2023 36,122.50 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 56.898/15/2023 8/15/2023 2,225,000.00 91282CDZ1 US TREASURY N/B NOTES 1.50% 2/15/2025 16,687.508/15/2023 8/15/2023 415,000.00 344930AD4 FORDO 2023-B A3 5.23% 5/15/2028 1,808.718/15/2023 8/15/2023 127,317.20 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 53.058/15/2023 8/15/2023 72,449.26 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 38.048/15/2023 8/15/2023 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.678/15/2023 8/15/2023 515,000.00 02007WAC2 ALLYA 2023-1 A3 5.46% 5/15/2028 2,030.828/15/2023 8/15/2023 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.258/15/2023 8/15/2023 3,200,000.00 91282CGL9 US TREASURY N/B NOTES 4.00% 2/15/2026 64,000.008/15/2023 8/15/2023 491,961.23 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 332.078/15/2023 8/15/2023 292,030.46 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 126.558/15/2023 8/15/2023 106,435.01 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 30.168/15/2023 8/15/2023 36,619.50 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 18.928/15/2023 8/15/2023 245,000.00 05522RDG0 BACCT 2023-A1 A1 4.79% 5/15/2028 1,923.32 47 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST8/15/2023 8/15/2023 250,000.00 891940AC2 TAOT 2023-A A3 4.63% 9/15/2027 964.588/15/2023 8/15/2023 1,180,000.00 58768PAC8 MBART 2022-1 A3 5.21% 8/16/2027 5,123.178/15/2023 8/15/2023 121,707.06 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 237.338/15/2023 8/15/2023 258,291.09 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 133.458/15/2023 8/15/2023 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 1,746.838/15/2023 8/15/2023 516,572.69 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 241.078/15/2023 8/15/2023 390,000.00 06428AAC2 BAAT 2023-1A A3 5.53% 2/15/2028 898.638/15/2023 8/15/2023 365,000.00 437927AC0 HAROT 2023-2 A3 4.93% 11/15/2027 1,499.548/15/2023 8/15/2023 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.008/15/2023 8/15/2023 34,755.59 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 15.938/15/2023 8/15/2023 510,000.00 50117KAC4 KCOT 2023-1A A3 5.02% 6/15/2027 2,133.508/15/2023 8/15/2023 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.008/15/2023 8/15/2023 1,125,000.00 02008MAC3 ALLYA 2022-2 A3 4.76% 5/17/2027 4,462.508/15/2023 8/15/2023 460,000.00 254683CY9 DCENT 2023-A1 A 4.31% 3/15/2028 1,652.178/15/2023 8/15/2023 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.968/15/2023 8/15/2023 425,020.81 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 251.478/15/2023 8/15/2023 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 2,729.33 48 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST8/15/2023 8/15/2023 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.758/15/2023 8/15/2023 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 814.678/15/2023 8/15/2023 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.048/15/2023 8/15/2023 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.138/15/2023 8/15/2023 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.008/15/2023 8/15/2023 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.258/15/2023 8/15/2023 495,000.00 41285JAD0 HDMOT 2023-A A3 5.05% 12/15/2027 2,083.138/15/2023 8/15/2023 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.718/15/2023 8/15/2023 775,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 1,453.138/15/2023 8/15/2023 418,003.89 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 268.228/15/2023 8/15/2023 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.928/15/2023 8/15/2023 380,000.00 344928AD8 FORDO 2023-A A3 4.65% 2/15/2028 1,472.508/15/2023 8/15/2023 722,003.17 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 330.928/15/2023 8/15/2023 169,246.71 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 53.598/15/2023 8/15/2023 390,000.00 500945AC4 KCOT 2023-2A A3 5.28% 1/18/2028 1,086.808/15/2023 8/15/2023 235,000.00 194162AM5 COLGATE-PALMOLIVE CO CORPORATE NOTES 3.10% 8/15/2025 3,642.508/15/2023 8/15/2023 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.75 49 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST8/15/2023 8/15/2023 590,000.00 891941AD8 TAOT 2023-B A3 4.71% 2/15/2028 2,315.758/15/2023 8/15/2023 322,688.40 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 198.998/15/2023 8/15/2023 265,000.00 58770AAC7 MBART 2023-1 A3 4.51% 11/15/2027 995.968/15/2023 8/15/2023 380,000.00 02582JJZ4 AMXCA 2023-1 A 4.87% 5/15/2028 1,542.178/15/2023 8/15/2023 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.758/15/2023 8/15/2023 13,585.40 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 5.438/15/2023 8/15/2023 155,000.00 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 166.638/15/2023 8/15/2023 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,342.008/15/2023 8/15/2023 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.678/16/2023 8/16/2023 347,833.06 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 197.118/16/2023 8/16/2023 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.678/16/2023 8/16/2023 475,000.00 46647PBY1 JPMORGAN CHASE & CO CORP NOTES (CALLABLE 0.56% 2/16/2025 1,337.138/16/2023 8/16/2023 390,000.00 362583AD8 GMCAR 2023-2 A3 4.47% 2/16/2028 1,452.758/16/2023 8/16/2023 1,075,000.00 22536AZR8 CREDIT AGRICOLE CIB NY CERT DEPOS 4.10% 8/16/2024 44,319.868/16/2023 8/16/2023 121,296.18 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 45.498/16/2023 8/16/2023 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.258/16/2023 8/16/2023 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.92 50 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST8/18/2023 8/18/2023 54,615.55 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 16.848/18/2023 8/18/2023 875,000.00 61747YEM3 MORGAN STANLEY CORP NOTES (CALLABLE) 2.63% 2/18/2026 11,506.258/20/2023 8/20/2023 48,910.58 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 19.168/20/2023 8/20/2023 2,554.11 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 0.728/20/2023 8/20/2023 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.008/20/2023 8/20/2023 532,331.42 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 452.488/20/2023 8/20/2023 7,154.73 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 2.338/21/2023 8/21/2023 419,208.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 307.428/22/2023 8/22/2023 330,000.00 21688AAU6 COOPERAT RABOBANK UA/NY CORPORATE NOTES 3.87% 8/22/2024 6,393.758/25/2023 8/25/2023 7,492.70 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 3.008/25/2023 8/25/2023 245,000.00 05592XAD2 BMWOT 2023-A A3 5.47% 2/25/2028 1,377.378/25/2023 8/25/2023 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.758/31/2023 8/31/2023 3,025,000.00 9128286F2 US TREASURY NOTES 2.50% 2/28/2026 37,812.509/1/2023 9/1/2023 1,125,000.00 30231GAT9 EXXON MOBIL CORP NOTES (CALLABLE) 3.04% 3/1/2026 17,116.889/1/2023 9/1/2023 MONEY0002 MONEY MARKET FUND 1,405.489/1/2023 9/25/2023 30,104.35 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 74.039/1/2023 9/25/2023 771,909.36 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,738.08 51 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST9/1/2023 9/25/2023 450,000.00 3137BNGT5 FHMS K054 A2 2.74% 1/1/2026 1,029.389/1/2023 9/25/2023 848,514.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 2,242.209/1/2023 9/25/2023 1,000,000.00 3137BEVH4 FHLMC MULTIFAMILY STRUCTURED P 3.24% 9/1/2024 2,700.839/1/2023 9/25/2023 520,000.00 3137BTUM1 FHMS K061 A2 3.34% 11/1/2026 1,450.379/1/2023 9/25/2023 1,394,606.28 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 3,513.259/1/2023 9/25/2023 1,000,000.00 3137BKRJ1 FHMS K047 A2 3.32% 5/1/2025 2,774.179/1/2023 9/25/2023 850,000.00 3137BJP64 FHMS K046 A2 3.20% 3/1/2025 2,270.219/1/2023 9/25/2023 1,275,000.00 3137BRQJ7 FHMS K057 A2 2.57% 7/1/2026 2,730.639/1/2023 9/25/2023 1,025,000.00 3137BN6G4 FHMS K053 A2 2.99% 12/1/2025 2,558.239/1/2023 9/25/2023 1,194,627.20 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 3,733.219/1/2023 9/25/2023 1,372,591.09 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 3,504.689/1/2023 9/25/2023 750,000.00 3137BSP72 FHMS K058 A2 2.65% 8/1/2026 1,658.139/1/2023 9/25/2023 600,000.00 3137BM7C4 FHMS K052 A1 3.30% 9/1/2025 1,654.009/1/2023 9/25/2023 1,450,000.00 3137BLMZ8 FHLMC SERIES K049 A2 3.01% 7/1/2025 3,637.089/2/2023 9/2/2023 380,000.00 194162AQ6 COLGATE-PALMOLIVE CO CORPORATE NOTES 4.80% 3/2/2026 9,170.679/4/2023 9/4/2023 120,000.00 025816CQ0 AMERICAN EXPRESS CO CORP NOTES (CALLABLE 2.25% 3/4/2025 1,350.009/9/2023 9/9/2023 565,000.00 931142EW9 WALMART INC CORPORATE NOTES 3.90% 9/9/2025 11,017.50 52 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST9/10/2023 9/10/2023 1,885,000.00 771196BT8 ROCHE HOLDINGS INC (CALLABLE) CORPORATE 2.13% 3/10/2025 20,094.109/12/2023 9/12/2023 265,000.00 641062BA1 NESTLE HOLDINGS INC CORP NOTE 4.00% 9/12/2025 5,300.009/13/2023 9/13/2023 285,000.00 641062BK9 NESTLE HOLDINGS INC CORPORATE NOTES 5.25% 3/13/2026 7,439.699/13/2023 9/13/2023 710,000.00 14913R2P1 CATERPILLAR FINL SERVICE CORPORATE NOTES 0.60% 9/13/2024 2,130.009/13/2023 9/13/2023 700,000.00 20271RAR1 COMMONWEALTH BK AUSTR NY CORPORATE 5.31% 3/13/2026 18,606.009/13/2023 9/13/2023 125,000.00 63743HFH0 NATIONAL RURAL UTIL COOP CORP NOTES (CAL 4.45% 3/13/2026 3,306.609/14/2023 9/14/2023 1,075,000.00 641062AU8 NESTLE HOLDINGS INC CORP NOTES (CALLABLE 0.60% 9/14/2024 3,257.259/15/2023 9/15/2023 150,280.36 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 161.559/15/2023 9/15/2023 302,671.20 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 186.659/15/2023 9/15/2023 245,000.00 05522RDG0 BACCT 2023-A1 A1 4.79% 5/15/2028 977.969/15/2023 9/15/2023 1,100,000.00 14041NFZ9 COMET 2022-A1 A1 2.80% 3/15/2027 2,566.679/15/2023 9/15/2023 25,757.03 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 11.819/15/2023 9/15/2023 775,000.00 41284YAD8 HDMOT 2022-A A3 3.06% 2/15/2027 1,976.259/15/2023 9/15/2023 150,000.00 437076CR1 HOME DEPOT INC NOTES (CALLABLE) 4.00% 9/15/2025 3,000.009/15/2023 9/15/2023 510,000.00 50117KAC4 KCOT 2023-1A A3 5.02% 6/15/2027 2,133.509/15/2023 9/15/2023 895,000.00 14041NFY2 COMET 2021-A3 A3 1.04% 11/15/2026 775.679/15/2023 9/15/2023 440,000.00 14043GAD6 COPAR 2022-2 A3 3.66% 5/17/2027 1,342.00 53 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST9/15/2023 9/15/2023 113,617.47 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 47.349/15/2023 9/15/2023 720,000.00 50117JAC7 KCOT 2022-2A A3 4.09% 12/15/2026 2,454.009/15/2023 9/15/2023 470,000.00 65480JAC4 NAROT 2022-B A3 4.46% 5/17/2027 1,746.839/15/2023 9/15/2023 260,000.00 89231CAD9 TAOT 2022-C A3 3.76% 4/15/2027 814.679/15/2023 9/15/2023 395,800.97 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 253.979/15/2023 9/15/2023 401,091.68 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 237.319/15/2023 9/15/2023 250,000.00 891940AC2 TAOT 2023-A A3 4.63% 9/15/2027 964.589/15/2023 9/15/2023 466,654.24 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 314.999/15/2023 9/15/2023 265,000.00 58770AAC7 MBART 2023-1 A3 4.51% 11/15/2027 995.969/15/2023 9/15/2023 895,000.00 14318UAD3 CARMX 2022-4 A3 5.34% 8/16/2027 3,982.759/15/2023 9/15/2023 765,000.00 50117EAC8 KCOT 2022-1A A3 2.67% 10/15/2026 1,702.139/15/2023 9/15/2023 97,869.55 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 27.739/15/2023 9/15/2023 360,000.00 43815BAC4 HAROT 2022-1 A3 1.88% 5/15/2026 564.009/15/2023 9/15/2023 683,165.91 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 313.129/15/2023 9/15/2023 25,826.31 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 13.349/15/2023 9/15/2023 815,000.00 448977AD0 HART 2022-A A3 2.22% 10/15/2026 1,507.759/15/2023 9/15/2023 21,550.86 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 33.94 54 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST9/15/2023 9/15/2023 495,000.00 41285JAD0 HDMOT 2023-A A3 5.05% 12/15/2027 2,083.139/15/2023 9/15/2023 390,000.00 06428AAC2 BAAT 2023-1A A3 5.53% 2/15/2028 1,797.259/15/2023 9/15/2023 365,000.00 437927AC0 HAROT 2023-2 A3 4.93% 11/15/2027 1,499.549/15/2023 9/15/2023 590,000.00 891941AD8 TAOT 2023-B A3 4.71% 2/15/2028 2,315.759/15/2023 9/15/2023 425,000.00 89238FAD5 TAOT 2022-B A3 2.93% 9/15/2026 1,037.719/15/2023 9/15/2023 1,090,000.00 02582JJT8 AMXCA 2022-2 A 3.39% 5/17/2027 3,079.259/15/2023 9/15/2023 920,000.00 254683CW3 DCENT 2022-A3 A3 3.56% 7/15/2027 2,729.339/15/2023 9/15/2023 1,180,000.00 58768PAC8 MBART 2022-1 A3 5.21% 8/16/2027 5,123.179/15/2023 9/15/2023 106,585.78 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 207.849/15/2023 9/15/2023 470,000.00 44918MAD2 HART 2022-B A3 3.72% 11/16/2026 1,457.009/15/2023 9/15/2023 390,000.00 500945AC4 KCOT 2023-2A A3 5.28% 1/18/2028 1,716.009/15/2023 9/15/2023 415,000.00 344930AD4 FORDO 2023-B A3 5.23% 5/15/2028 1,808.719/15/2023 9/15/2023 450,000.00 14043QAC6 COPAR 2022-1 A3 3.17% 4/15/2027 1,188.759/15/2023 9/15/2023 59,364.45 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 31.179/15/2023 9/15/2023 380,000.00 02582JJZ4 AMXCA 2023-1 A 4.87% 5/15/2028 1,542.179/15/2023 9/15/2023 775,000.00 14318MAD1 CARMX 2022-3 A3 3.97% 4/15/2027 2,563.969/15/2023 9/15/2023 790,000.00 31680EAD3 FITAT 2023-1 A3 5.53% 8/15/2028 2,669.76 55 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST9/15/2023 9/15/2023 238,364.94 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 123.169/15/2023 9/15/2023 1,125,000.00 02008MAC3 ALLYA 2022-2 A3 4.76% 5/17/2027 4,462.509/15/2023 9/15/2023 405,000.00 254683CP8 DCENT 2021-A1 A1 0.58% 9/15/2026 195.759/15/2023 9/15/2023 485,452.63 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 226.549/15/2023 9/15/2023 152,950.87 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 48.439/15/2023 9/15/2023 460,000.00 254683CY9 DCENT 2023-A1 A 4.31% 3/15/2028 1,652.179/15/2023 9/15/2023 515,000.00 02007WAC2 ALLYA 2023-1 A3 5.46% 5/15/2028 2,343.259/15/2023 9/15/2023 2,713.49 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 1.099/15/2023 9/15/2023 590,000.00 14317HAC5 CARMX 2022-2 A3 3.49% 2/16/2027 1,715.929/15/2023 9/15/2023 425,000.00 14041NGA3 COMET 2022-A2 A 3.49% 5/15/2027 1,236.049/15/2023 9/15/2023 271,132.15 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 117.499/15/2023 9/15/2023 380,000.00 344928AD8 FORDO 2023-A A3 4.65% 2/15/2028 1,472.509/16/2023 9/16/2023 325,000.00 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 341.259/16/2023 9/16/2023 100,673.34 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 37.759/16/2023 9/16/2023 470,000.00 36265WAD5 GMCAR 2022-3 A3 3.64% 4/16/2027 1,425.679/16/2023 9/16/2023 365,000.00 362585AC5 GMCAR 2022-2 A3 3.10% 2/16/2027 942.929/16/2023 9/16/2023 329,291.87 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 186.60 56 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
INTEREST9/16/2023 9/16/2023 390,000.00 362583AD8 GMCAR 2023-2 A3 4.47% 2/16/2028 1,452.759/18/2023 9/18/2023 44,226.25 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 13.649/18/2023 9/18/2023 465,000.00 808513BN4 CHARLES SCHWAB CORP NOTES (CALLABLE) 0.75% 3/18/2024 1,743.759/20/2023 9/20/2023 501,271.43 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 426.089/20/2023 9/20/2023 225,000.00 92868AAC9 VWALT 2022-A A3 3.44% 7/21/2025 645.009/20/2023 9/20/2023 24,471.82 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 9.589/21/2023 9/21/2023 393,829.76 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 288.819/23/2023 9/23/2023 1,455,000.00 4581X0DZ8 INTER-AMERICAN DEVEL BK NOTES 0.50% 9/23/2024 3,637.509/25/2023 9/25/2023 245,000.00 05592XAD2 BMWOT 2023-A A3 5.47% 2/25/2028 1,116.799/25/2023 9/25/2023 410,000.00 05602RAD3 BMWOT 2022-A A3 3.21% 8/25/2026 1,096.759/30/2023 9/30/2023 850,000.00 857477BM4 STATE STREET CORP NOTES (CALLABLE) 2.90% 3/30/2026 12,329.25 Total INTEREST 172,226,446.21 951,162.89 0.00
PAYDOWNS7/1/2023 7/25/2023 2,548.69 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,548.697/1/2023 7/25/2023 317.61 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 317.617/1/2023 7/25/2023 2,094.94 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 2,094.947/1/2023 7/25/2023 6,165.27 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 6,165.27 57 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS7/1/2023 7/25/2023 1,112.87 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,112.877/15/2023 7/15/2023 14,098.06 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 14,098.067/15/2023 7/15/2023 3,082.59 65479CAD0 NAROT 2020-B A3 0.55% 7/15/2024 3,082.597/15/2023 7/15/2023 7,311.60 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 7,311.607/15/2023 7/15/2023 15,748.68 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 15,748.687/15/2023 7/15/2023 9,188.55 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 9,188.557/15/2023 7/15/2023 17,198.96 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 17,198.967/15/2023 7/15/2023 11,286.81 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 11,286.817/15/2023 7/15/2023 19,572.12 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 19,572.127/15/2023 7/15/2023 15,348.58 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 15,348.587/15/2023 7/15/2023 15,176.73 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 15,176.737/15/2023 7/15/2023 28,038.77 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 28,038.777/15/2023 7/15/2023 42,304.00 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 42,304.007/15/2023 7/15/2023 9,979.19 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 9,979.197/15/2023 7/15/2023 11,972.80 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 11,972.807/15/2023 7/15/2023 9,825.74 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 9,825.747/15/2023 7/15/2023 32,584.40 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 32,584.40 58 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS7/15/2023 7/15/2023 22,115.00 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 22,115.007/15/2023 7/15/2023 6,996.11 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 6,996.117/16/2023 7/16/2023 20,727.98 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 20,727.987/16/2023 7/16/2023 12,166.94 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 12,166.947/18/2023 7/18/2023 11,259.17 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 11,259.177/20/2023 7/20/2023 28,239.17 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 28,239.177/20/2023 7/20/2023 44,290.07 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 44,290.077/20/2023 7/20/2023 34,931.09 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 34,931.097/20/2023 7/20/2023 62,760.06 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 62,760.067/21/2023 7/21/2023 10,792.00 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 10,792.007/25/2023 7/25/2023 11,720.38 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 11,720.388/1/2023 8/25/2023 294.67 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 294.678/1/2023 8/25/2023 2,420.99 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,420.998/1/2023 8/25/2023 1,968.63 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,968.638/1/2023 8/25/2023 1,486.00 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 1,486.008/1/2023 8/25/2023 5,810.42 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,810.428/1/2023 8/25/2023 1,036.63 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,036.63 59 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS8/15/2023 8/15/2023 31,120.06 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 31,120.068/15/2023 8/15/2023 25,306.99 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 25,306.998/15/2023 8/15/2023 13,084.81 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 13,084.818/15/2023 8/15/2023 4,719.64 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 4,719.648/15/2023 8/15/2023 8,998.56 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 8,998.568/15/2023 8/15/2023 23,929.13 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 23,929.138/15/2023 8/15/2023 10,871.91 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 10,871.918/15/2023 8/15/2023 8,565.46 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 8,565.468/15/2023 8/15/2023 14,571.64 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 14,571.648/15/2023 8/15/2023 15,121.28 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 15,121.288/15/2023 8/15/2023 16,295.84 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 16,295.848/15/2023 8/15/2023 20,898.31 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 20,898.318/15/2023 8/15/2023 10,793.19 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 10,793.198/15/2023 8/15/2023 19,926.15 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 19,926.158/15/2023 8/15/2023 22,202.92 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 22,202.928/15/2023 8/15/2023 38,837.26 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 38,837.268/15/2023 8/15/2023 13,699.73 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 13,699.73 60 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS8/15/2023 8/15/2023 20,017.20 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 20,017.208/16/2023 8/16/2023 18,541.19 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 18,541.198/16/2023 8/16/2023 20,622.84 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 20,622.848/18/2023 8/18/2023 10,389.30 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 10,389.308/20/2023 8/20/2023 31,059.99 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 31,059.998/20/2023 8/20/2023 24,438.76 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 24,438.768/20/2023 8/20/2023 2,554.11 380144AC9 GMALT 2021-2 A3 0.34% 5/20/2024 2,554.118/20/2023 8/20/2023 7,154.73 89238EAC0 TLOT 2021-A A3 0.39% 4/22/2024 7,154.738/21/2023 8/21/2023 25,378.24 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 25,378.248/25/2023 8/25/2023 7,492.70 09661RAD3 BMWOT 2020-A A3 0.48% 10/25/2024 7,492.709/1/2023 9/25/2023 1,040.73 3136ARTE8 FNA 2016-M3 A2 2.70% 2/1/2026 1,040.739/1/2023 9/25/2023 295.79 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 295.799/1/2023 9/25/2023 295.79 3137FJXQ7 FHMS K733 A2 3.75% 8/1/2025 295.799/1/2023 9/25/2023 2,429.09 3137BHXJ1 FHMS K045 A2 3.02% 1/1/2025 2,429.099/1/2023 9/25/2023 1,975.40 3137FBTA4 FHLMC MULTIFAMILY STRUCTURED POOL 3.06% 8/1/2024 1,975.409/1/2023 9/25/2023 1,837.39 3137BFE98 FHMS K041 A2 3.17% 10/1/2024 1,837.399/1/2023 9/25/2023 5,830.17 3137FCM35 FHLMC MULTIFAMILY STRUCTURED P POOL 2.95% 2/1/2024 5,830.17 61 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS9/15/2023 9/15/2023 2,713.49 44933FAC0 HART 2020-B A3 0.48% 12/16/2024 2,713.499/15/2023 9/15/2023 15,595.52 14315XAC2 CARMX 2020-1 A3 1.89% 12/16/2024 15,595.529/15/2023 9/15/2023 14,941.37 14316HAC6 CARMX 2020-4 A3 0.50% 8/15/2025 14,941.379/15/2023 9/15/2023 24,831.19 89238JAC9 TAOT 2021-D A3 0.71% 4/15/2026 24,831.199/15/2023 9/15/2023 20,655.65 50117TAC5 KCOT 2021-1A A3 0.62% 8/15/2025 20,655.659/15/2023 9/15/2023 16,338.09 50117EAB0 KCOT 2022-1A A2 2.34% 4/15/2025 16,338.099/15/2023 9/15/2023 22,717.38 14044CAC6 COPAR 2021-1 A3 0.77% 9/15/2026 22,717.389/15/2023 9/15/2023 16,100.41 44933LAC7 HART 2021-A A3 0.38% 9/15/2025 16,100.419/15/2023 9/15/2023 19,904.98 44935FAD6 HART 2021-C A3 0.74% 5/15/2026 19,904.989/15/2023 9/15/2023 42,801.47 14317DAC4 CARMX 2021-3 A3 0.55% 6/15/2026 42,801.479/15/2023 9/15/2023 22,256.43 14314QAC8 CARMX 2021-2 A3 0.52% 2/17/2026 22,256.439/15/2023 9/15/2023 27,130.99 98163KAC6 WOART 2021-D A3 0.81% 10/15/2026 27,130.999/15/2023 9/15/2023 9,612.59 14316NAC3 CARMX 2021-1 A3 0.34% 12/15/2025 9,612.599/15/2023 9/15/2023 11,521.60 14315FAD9 CARMX 2020-3 A3 0.62% 3/17/2025 11,521.609/15/2023 9/15/2023 13,302.07 98163WAC0 WOART 2020-B A3 0.63% 5/15/2025 13,302.079/15/2023 9/15/2023 33,390.63 50117XAE2 KCOT 2021-2A A3 0.56% 11/17/2025 33,390.639/15/2023 9/15/2023 9,210.01 58769VAC4 MBART 2020-1 A3 0.55% 2/18/2025 9,210.01 62 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
PAYDOWNS9/15/2023 9/15/2023 9,617.47 345286AC2 FORDO 2022-A A3 1.29% 6/15/2026 9,617.479/16/2023 9/16/2023 19,725.50 362590AC5 GMCAR 2020-3 A3 0.45% 4/16/2025 19,725.509/16/2023 9/16/2023 2,969.95 380146AC4 GMCAR 2022-1 A3 1.26% 11/16/2026 2,969.959/16/2023 9/16/2023 18,880.10 362554AC1 GMCAR 2021-4 A3 0.68% 9/16/2026 18,880.109/18/2023 9/18/2023 10,358.81 43813KAC6 HAROT 2020-3 A3 0.37% 10/18/2024 10,358.819/20/2023 9/20/2023 32,455.77 92868KAC7 VALET 2021-1 A3 1.02% 6/22/2026 32,455.779/20/2023 9/20/2023 20,682.61 92290BAA9 VZOT 2020-B A 0.47% 2/20/2025 20,682.619/21/2023 9/21/2023 25,259.88 43815GAC3 HAROT 2021-4 A3 0.88% 1/21/2026 25,259.88 Total PAYDOWNS 1,497,242.53 1,497,242.53 0.00
SELL7/5/2023 7/7/2023 230,000.00 02665WDY4 AMERICAN HONDA FINANCE CORPORATE NOTES 0.75% 8/9/2024 219,073.47 -11,578.837/6/2023 7/7/2023 75,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 71,381.48 -3,749.867/6/2023 7/7/2023 25,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 23,793.82 -1,260.537/13/2023 7/17/2023 500,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 476,396.91 -23,593.377/19/2023 7/20/2023 100,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 95,329.32 -4,613.727/19/2023 7/20/2023 295,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 281,221.47 -13,781.917/19/2023 7/21/2023 700,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 667,339.68 -32,269.92 63 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
Portfolio Activity
|
Quarterly Portfolio Transactions
Trade
Date
Settle
Date Par ($) CUSIP
Maturity
Date
Transact
Coupon Amount ($)
Yield
at Market
Realized
Security Description G/L (BV)
SELL7/20/2023 7/20/2023 250,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 237,676.81 -12,558.947/26/2023 7/31/2023 25,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 23,848.81 -1,140.238/1/2023 8/3/2023 700,000.00 023135BW5 AMAZON.COM INC CORPORATE NOTES 0.45% 5/12/2024 673,891.75 -26,553.118/1/2023 8/3/2023 175,000.00 91282CCL3 US TREASURY N/B NOTES 0.37% 7/15/2024 166,987.98 -7,941.518/1/2023 8/3/2023 550,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 523,527.33 -27,084.088/1/2023 8/3/2023 2,000,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 1,903,735.76 -98,995.008/3/2023 8/4/2023 100,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 95,226.88 -4,910.798/3/2023 8/7/2023 360,000.00 023135BW5 AMAZON.COM INC CORPORATE NOTES 0.45% 5/12/2024 346,565.70 -13,683.008/9/2023 8/11/2023 125,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 119,218.46 -5,963.608/9/2023 8/11/2023 155,000.00 882508BR4 TEXAS INSTRUMENTS INC CORPORATE NOTES 4.70% 11/18/2024 155,820.90 -814.338/9/2023 8/11/2023 435,000.00 438516CH7 HONEYWELL INTERNATIONAL CORPORATE NOTES 4.85% 11/1/2024 439,311.82 -1,503.228/10/2023 8/15/2023 550,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 523,875.00 -25,919.808/15/2023 8/18/2023 225,000.00 91282CCT6 US TREASURY N/B NOTES 0.37% 8/15/2024 214,275.43 -10,648.208/15/2023 8/18/2023 500,000.00 91324PEB4 UNITEDHEALTH GROUP INC (CALLABLE) CORP N 0.55% 5/15/2024 482,325.42 -18,255.958/16/2023 8/23/2023 650,000.00 91282CCX7 US TREASURY N/B NOTES 0.37% 9/15/2024 618,261.72 -31,876.729/6/2023 9/11/2023 975,000.00 650036DS2 NY ST URBAN DEV CORP TXBL REV BONDS 0.62% 3/15/2024 953,658.33 -24,297.009/6/2023 9/11/2023 100,000.00 13067WRA2 CA ST DEPT WTR RES WTR SYS TXBL REV BNDS 0.41% 12/1/2023 98,989.00 -1,126.00 64 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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.© 2023 PFM Asset Management LLC. Further distribution is not permitted without prior written consent. 66 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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. 67 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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. 68 ATTACHMENT
1 © PFM Asset Management LLC pfmam.com

CITY OF MANTECA
For the Quarter Ended September 30, 2023
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. 69 ATTACHMENT
1

Manteca City CouncilNovember 21, 2023

Manteca City Council
November 21, 2023