HomeMy WebLinkAboutResolution 2023-019 N.C.S. 02/27/2023 DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
Resolution No. 2023-019 N.C.S.
of the City of Petaluma, California
REGARDING RECEIPT AND FILING OF THE CITY TREASURER'S QUARTERLY REPORT
DATED SEPTEMBER 30, 2022
WHEREAS, the City of Petaluma Investment policy approved by the City Council pursuant to Resolution
no. 2022-103 N.C.S. adopted June 6, 2022 requires the City Treasurer to provide a quarterly investment report to
the City Council for compliance with the adopted City Investment Policy; and
WHEREAS, the City Treasurer has provided for City Council review a quarterly Treasurer's report dated
September 30, 2022; and
WHEREAS, this action is exempt from the requirements of the California Environmental Quality Act
(CEQA) in accordance with CEQA Guidelines Section 15378, as approving the City's investment policy does
not meet CEQA's definition of a"project,"because the action does not have the potential for resulting in either a
direct physical change in the environment or a reasonably foreseeable indirect physical change in the environment,
it is a fiscal activity which does not involve commitment to any specific project,and because the action constitutes
organizational or administrative activities of governments that will not result in direct or indirect physical changes
in the environment.
NOW, THEREFORE,BE IT RESOLVED by the City Council of the City of Petaluma as follows:
1. Declares the above recitals to be true and correct and are incorporated into this resolution as findings of the
City Council.
2. The City Council has received and approves the City Treasurer's Quarterly Report dated September 30,2022,
attached hereto as Exhibit A.
3. Finds that this action is exempt from the requirements of the California Environmental Quality Act (CEQA)
in accordance with CEQA Guidelines Section 15378,as approving the City's investment policy does not meet
CEQA's definition of a"project,"because the action does not have the potential for resulting in either a direct
physical change in the environment or a reasonably foreseeable indirect physical change in the environment,
it is a fiscal activity which does not involve commitment to any specific project, and because the action
constitutes organizational or administrative activities of governments that will not result in direct or indirect
physical changes in the environment.
4. The City Council directs the City Clerk to file the quarterly Treasurer's Report dated September 30, 2022 in
the official City records.
Under the power and authority conferred upon this Council by the Charter of said City.
REFERENCE: I hereby certify the foregoing Resolution was introduced and adopted by the Approved as to
Council of the City of Petaluma at a Regular meeting on the 271 day of February oocusignedfgFtri:
2023,by the following vote: �Q,
City Attorney
Resolution No. 2023-019 N.C.S. Page 1
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
AYES: Mayor McDonnell,Barnacle,Vice Mayor Cader Thompson,Healy,Nan,Pocekay,
Shribbs
NOES: None
ABSENT: None
ABSTAIN: None
DocuSigned by: ned by:
ATTEST: rDOCUSI7g
�
City Clerk Mayor
Resolution No. 2023-019 N.C.S. Page 2
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
Exhibit A
City ot° Petaluma
Quarterly Investment Report
July I to September 30, 2022
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This report is presented in accordance with the City's investment policy and the California
Government Code. The policy and Government Code requires the Treasurer to certify
that sufficient cash flow is available for the next six months to meet the expected demand
or provide an explanation as to why sufficient cash may not be available. The attached
report outlines the current investments,weighted average and yields of pooled investments.
The month end account statement of assets managed by Public Financial Management,LLC
(PFM),the Local Agency Investment Funds (LAIF) quarterly statement, and the City's
performance summary of portfolio investments as compared to applicable benchmarks
are included. The report also includes the Treasurer's certification of adequate cash flow.
We respectfully submit the quarterly investment report for the quarter ending September 30,2022.
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
CITY OF ]P'ETI ALUMA, CALIFORNIA
CITY TREASURER'S QUARTERLY REPORT
For the quarter ending September 30, 2022
Cash activity for the fiscal year:
Cash and Investments,Beginning of the quarter, 7/1/22 $ 197,920,907
Cash Receipts 67,401,648
Cash Disbursements (68,058,212)
Cash and Investments,End of the Quarter,9/30/22 $ 197,264,343
Cash and Investment Portfolio at September 30,2022
Percent
Fair Market Par Value of
Value* (Cost) Portfolio
Investments Managed by City Treasurer:
Local Agency Investment Funds (LAIF) 68,266,302 69,842,286 35.41%
CAMP Pool (CA Asset Management Prog) 48,577,182 48,577,182 24.63%
PFM Investments Securities ** 37,908,038 39,853,129 20.20%
Checking Accounts 18,922,744 18,922,744 9.59%
Subtotal 173,674,266 177,195,340 89.83%
Investments Managed by Fiscal Agents:
Trustee Money Market Accounts 20,069,003 20,069,003 10.17%
Subtotal 20,069,003 20,069,003 10.17%
Total Cash and Investments 193,743,269 197,264,343 100.00%
I certify that this report contains the total amounts of cash and investments at September 30, 2022
The investments are in conformity with the Investment Policy. A copy of the Investment Policy is
available for review in the Finance Department. The City Treasurer's cash management program provides
sufficient liquidity to meet expenditure requirements for the next six months.
We respectfully submit the quarterly investment report for the quarter ending September 30, 2022
2/8/23
Corey darWerolio, Finance Director Dated
*Fair market values are furnished by the State of California, Local Agency Investment Fund and California Asset
Management Program.
** See detail attached
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
CITY OF PETALUMA,CALIFORNIA
CITY TREASURER'S QUARTERLY REPORT
For the quarter ending September 30,2022
Beginning End of
Investments/Financial Institute of Quarter Increase" Decrease Quarter
Investments Managed by Ciq,Treasurer:
LAW 69,475,371.58 130,072.44 69,605,444.02
LAIF accrued interest 130,072.44 236,841.74 (130,072.44) 236,841.74
Sub-Total LAIF 69,605,444.02 366,914.18 (130,072.44) 69,842,285.76
CAMP Pool-Treasurer's Investment Money Market 48,712,482.86 4,502,410.16 (4,637,710.85) 48,577,182,17
Sub-Total CAMP Pool Managed Account 48,712,482.86 4,502,410.16 (4,637,710.85) 48,577,182.17
Federal Agency Bonds/Discount Notes 9,821,403.45 3,149,421.67 (3,476,948.33) 9,493,876.79
Fed Agency accrued interest 9,397.26 28,632.43 (21,547.75) 16,481.94
US Treasury Bonds/Notes 29,605,650.43 1,099,054.69 (424,717.77) 30,279,987.35
US Treasury accrued interest 37,363.76 55,497.06 (30,078.13) 62,782.69
Sub-Total PFM Securities Managed Account** 39,473,814.90 4,332,605.85 (3,953,291.98) 39,853,128.77
Subtotal 157,791,741.78 9,2019930.19 (8,721,075.27) 158,272,596.70
Checking Accounts:
Exchange-General Operating 18,254,316.58 49,763,804.17 (51,730,153.41) 16,287,967.34
Exchange-Payroll 1,759,943.06 8,400,000.00 (7,606,983.34) 2,552,959.72
Exchange-Savings - _ _ -
Thomas Lee Charity Trust 1,277.38 - 1,277.38
Police Trust 80,524.00 15.08 - 80,539.08
Sub-Total Checking Accounts 20,096,061.02 58,163,819.25 (59,337,136.75) 18,922,743.52
Total Cash and Investments Managed by the City Treasurer 177,887,802.80 67,365,749.44 (68,058,212.02) 177,195,340.22
Investments Managed Gp Trustees Fiscal Agents:
Bank of New York 20,025,083.76 35,878.42 20,060,962.18
US Bank First American Treas 8,020.39 20.38 - 8,040.77
Sub-Total Trustees Money Market Account 20,033,104.15 35,898.80 - 20,069,002.95
Total Cash and Investments Managed by Fiscal Agents 20,033,104.15 35,898.80 - 20,069,002.95
TOTAL CASH AND INVESTMENTS 197,920,906.95 67,401,648.24 (68,058,212.02) 197,264,343.17
t�See detail attached Accrued interest (316,106.37)
General Ledger 196,948,236,80
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
City of Petaluma, California
Cash/Investment by Type - September 30, 2022
Total Cash/:nvestments S 1979264,343
Cash
18,922,744
9.59%
LAW
69,842,286
35.41% CA Pool Asset Mgmt Prog
48,577,182
24.63%
CAMP Investments
39,853,129 Fiscal Agents
20.20% 20,069,003
10.17%
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
CITY OF PETALUMA,CALIFORNIA
CITY TREASURER'S QUARTERLY REPORT
For the quarter ending September 30,2022
Cost vs.Fair Market Value
Unrealized
Cost FV Gain/(Loss)
US Treasury Bond/Note 30,279,987.35 28,698,509.65 (1,581,477.70)
Federal Agency Bond/Discount Note 9,493,876.79 9,209,528.21 (284,348.58)
Corporate Note - -
Certificate of Deposit - -
Sub-Total PFM Treasurer's Invest.Securities 39,773,864.14 37,908,037.86 (1,865,826.28)
CAMP Pool Money Market Fund 48,577,182.17 48,577,182.17
Sub-Total CAMP Treasurer's Investments 88,351,046.31 86,485,220.03 (1,865,826.28)
Accrued Interest 79,264.63
CAMP Total Investment Managed Securities Held** 86,564,484.66
LAIF 69,605,444.02 68,266,302.24 (1,339,141.78)
LAW amortized cost rate 0.98076096200
**See detail attached
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
City of Petaluma Performance Summaries
Returns as of BAML 1-3 Year Treasury
September 30, 2022 City of Petaluma Index
Past Quarter -1.36% -1.56%
Past 6 Months -1.79% -2.06%
Past Year -4.50% 4.86%
Past 3 Years -0.30% -0.48%
Past 5 Years 0.71% 0.57%
Yield to Maturity 1.11% -
Notes:
1. ICE Bank of America Merrill Lynch(BAML) Indices provided by Bloomberg Financial Markets.
2. CAMP Cash Reserve Pool holdings excluded from performance and yield calculations.
3. Performance numbers for periods greater than one year are presented on an annualized basis.
4. Yield for the City is calculated as the average of the quarter's tlu•ee-month end Yield to Maturity at
Cost.
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
11/16/22,5:18 PM Untitled Page
- c
BETTY T. YEE
California State Controller
LOCAL AGENCY INVESTMENT FUND
REMITTANCE ADVICE
Agency Name PETALUMA
Account Number 98-49-650
As of 10/14/2022,your Local Agency Investment Fund account has been directly credited
with the interest earned on your deposits for the quarter ending 09/30/2022.
Earnings Ratio .00003699565555327
Interest Rate 1.35%
Dollar Day Total $ 6,401,879,835.68
Quarter End Principal Balance $ 69,605,444.02
Quarterly Interest Earned $ 236,841.74
https://Iaif.sco.ca.gov/Result.aspx 1/1
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
State of California
9a Pooled Money Investment Account
Market Valuation
9/30/2022
Carrying Cost Plus
Description Accrued Interest Purch. Amortized Cost Fair Value Accrued Interest
United States Treasury:
Bills $ 46,457,160,163.94 $ 46,657,126,553.35 $ 46,514,062,000.00 NA
Notes $ 101,947,915,596.75 $ 101,931,736,332.18 $ 98,369,732,500.00 $ 237,324,054.50
Federal Agency.
SBA $ 334,748,643.50 $ 334,663,003.17 $ 335,043,755.16 $ 569,406.02
MBS-REMICs $ 3,916,682.58 $ 3,916,682.58 $ 3,897,852.17 $ 17,633.20
Debentures $ 8,593,591,055.03 $ 8,592,721,013.39 $ 8,353,930,850.00 $ 19,156,465.50
Debentures FIR $ - $ - $ _ $ _
Debentures CL $ 2,650,000,000.00 $ 2,650,000,000.00 $ 2,574,109,000.00 $ 18,005,248.00
Discount Notes $ 30,277,339,791.63 $ 30,410,365,854.03 $ 30,310,774,000.00 NA
Supranational Debentures $ 2,229,190,558.99 $ 2,229,010,003.43 $ 2,133,180,400.00 $ 7,597,861.50
Supranational Debentures FIR $ - $ - $ - $ _
CDs and YCDs FIR $ - $ - $ _ $ _
Bank Notes $ 100,000,000.00 $ 100,000,000.00 $ 99,780,349.59 $ 775,000.00
CDs and YCDs $ 14,260,000,000.00 $ 14,260,000,000.00 $ 14,229,806,876.24 $ 76,472,855.58
Commercial Paper $ 10,239,348,756.91 $ 10,295,023,243.07 $ 10,275,778,388.91 NA
Corporate:
Bonds FIR $ - $ - $ _ $ _
Bonds $ 481,185,800.06 $ 481,129,063.95 $ 451,006,190.00 $ 2,646,445.75
Repurchase Agreements $ - $ - $ - $ _
Reverse Repurchase $ - $ - $ _ $ _
Time Deposits $ 4,909,000,000.00 $ 4,909,000,000.00 $ 4,909,000,000.00 NA
PMIA& GF Loans $ 367,981,000.00 $ 367,981,000.00 $ 367,981,000.00 NA
TOTAL $ 222,851,378,049.39 $ 223,222,672,749.15 $ 218,928,083,162.07 $ 362,564,970.05
Fair Value Including Accrued Interest $ 219,290,648,132.12
Repurchase Agreements, Time Deposits, PMIA&General Fund loans, and
Reverse Repurchase agreements are carried at portfolio book value(carrying cost).
The value of each participating dollar equals the fair value divided by the amortized cost(0.980760962).
As an example: if an agency has an account balance of$20,000,000.00, then the agency would report its
participation in the LAIF valued at$19,615,219.23 or$20,000,000.00 x 0.980760962.
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
Account Statement For the Month Ending September 30, 2022
City of Petaluma - TREASURER'S INVESTMENTS - 531-00
Trade Settlement Share or Dollar Amount Total
Date Date Transaction Description Unit Price of Transaction Shares Owned
CAMP Pool
09/26/22 09/26/22 Purchase-Principal 3136AEGQ4 1.00 5,708.12 48,458,200.42
09/26/22 09/26/22 Purchase-Principal 3136ACG14 1.00 12,392.83 48,470,593.25
09/26/22 09/26/22 Purchase-Principal 3136A9MN5 1.00 1,258.71 48,471,851.96
09/26/22 09/26/22 Redemption -Reversal of Principal 3137F9ZD6 from 09/25/2022 1.00 (267.17) 48,471,584.79
09/30/22 09/30/22 Purchase-Interest 91282CDA6 1.00 1,562.50 48,473,147.29
09/30/22 10/03/22 Accrual Income Div Reinvestment-Distributions 1.00 104,034.88 48,577,182.17
Closing Balance 48,577,182.17
Month of Fiscal YTD
September January-September
Opening Balance 48,528,259.43 40,092,471.04 Closing Balance 48,577,182.17
Purchases 1,036,205.72 22,492,454.50 Average Monthly Balance 48,432,710.68
Redemptions(Excl.Checks) (987,282.98) (14,007,743.37) Monthly Distribution Yield 2.61%
Check Disbursements 0.00 0.00
Closing Balance 48,577,182.17 48,577,182.17
Cash Dividends and Income 104,034.88 364,585.20
PFM Asset Management LLC Account 531-00 Page 21
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
Managed Account Detail of Securities Held For the Month Ending September 30, 2022
City of Petaluma - TREASURER'S INVESTMENTS - 531-00 - (12511505)
Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
U.S.Treasury Bond/ Note
US TREASURY NOTES 91282CAF8 2,000,000.00 AA+ Aaa 02/17/21 02/17/21 1,998,515.63 0.15 319.29 1,999,480.72 1,929,375.00
DTD 08/15/2020 0.125%08/15/2023
US TREASURY NOTES 91282CDA6 1,250,000.00 AA+ Aaa 10/01/21 10/06/21 1,249,316.41 0.28 8.59 1,249,656.32 1,200,390.63
DTD 09/30/2021 0.250%09/30/2023
US TREASURY N/13 NOTES 91282CDDO 1,850,000.00 AA+ Aaa 11/01/21 11/03/21 1,844,652.34 0.52 2,903.19 1,847,094.46 1,773,109.38
DTD 10/31/2021 0.375%10/31/2023
US TREASURY NOTES 91282CAW1 525,000.00 AA+ Aaa 12/01/20 12/03/20 525,492.19 0.22 495.75 525,187.37 501,703.13
DTD 11/15/2020 0.250%11/15/2023
US TREASURY N/13 NOTES 91282CDMO 750,000.00 AA+ Aaa 12/03/21 12/03/21 748,066.41 0.63 1,260.25 748,869.63 717,656.25
DTD 11/30/2021 0.500%11/30/2023
US TREASURY NOTES 91282CBA8 503,000.00 AA+ Aaa 04/29/21 04/30/21 501,035.16 0.27 185.53 502,098.51 478,400.18
DTD 12/15/2020 0.125%12/15/2023
US TREASURY NOTES 91282CBA8 1,100,000.00 AA+ Aaa 01/06/21 01/07/21 1,097,378.91 0.21 405.74 1,098,924.18 1,046,203.18
DTD 12/15/2020 0.125%12/15/2023
US TREASURY NOTES 91282CBEO 2,000,000,00 AA+ Aaa 02/02/21 02/03/21 1,996,796.88 0.18 529.89 1,998,597.89 1,895,312.40
DTD 01/15/2021 0.125%01/15/2024
US TREASURY NOTES 91282CBM2 600,000.00 AA+ Aaa 03/05/21 03/05/21 596,742.19 0.31 95.79 598,481.50 566,531.28
DTD 02/15/2021 0.125%02/15/2024
US TREASURY NOTES 912828X70 1,025,000.00 AA+ Aaa 04/01/21 04/05/21 1,075,889.65 0.37 8,578.80 1,051,193.87 988,324.27
DTD 05/01/2017 2.000%04/30/2024
US TREASURY N/B NOTES 91282CCG4 1,100,000.00 AA+ Aaa 07/01/21 07/07/21 1,092,867.19 0.47 811.48 1,095,862.44 1,027,125.00
DTD 06/15/2021 0.250%06/15/2024
US TREASURY N/13 NOTES 91282CCL3 600,000.00 AA+ Aaa 08/04/21 08/06/21 600,703.13 0.33 476.90 600,427.51 560,062.50
DTD 07/15/2021 0.375%07/15/2024
US TREASURY N/B NOTES 91282CCL3 925,000.00 AA+ Aaa 08/09/21 08/10/21 924,458.01 0.40 735.23 924,669.23 863,429.69
DTD 07/15/2021 0.375%07/15/2024
US TREASURY N/B NOTES 91282CCT6 1,500,000.00 AA+ Aaa 09/01/21 09/03/21 1,498,359.38 0.41 718.41 1,498,958.05 1,395,000.00
DTD 08/15/2021 0.375%08/15/2024
PFMI Asset Management LLC Account 531-00 Page 5
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
3 Managed Account Detail of Securities Held For the Month Ending September 30, 2022
City of Petaluma - TREASURER'S INVESTMENTS - 531-00 - (12511505)
Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
U.S.Treasury Bond/ Note
US TREASURY N/13 NOTES 91282CCX7 350,000.00 AA+ Aaa 09/23/21 09/24/21 348,578.13 0.51 58.01 349,064.73 324,515.63
DTD 09/15/20210.375%09/15/2024
US TREASURY N/B NOTES 91282CCX7 1,000,000.00 AA+ Aaa 10/01/21 10/06/21 995,937.50 0.51 165.75 997,297.97 927,187.50
DTD 09/15/2021 0.375%09/15/2024
US TREASURY NOTES 912828YM6 1,000,000.00 AA+ Aaa 05/04/21 05/06/21 1,036,523.44 0.44 6,277.17 1,021,816.59 945,312.50
DTD 10/31/2019 1.500%10/31/2024
US TREASURY N/13 NOTES 91282CDH1 925,000.00 AA+ Aaa 12/01/21 12/03/21 921,639.65 0.88 2,620.41 922,581.05 859,238.24
DTD 11/15/2021 0.750%11/15/2024
US TREASURY NOTES 912828YV6 1,500,000.00 AA+ Aaa 06/02/21 06/07/21 1,555,664.06 0.42 7,561.48 1,534,614.99 1,414,453.20
DTD 11/30/2019 1.500%11/30/2024
US TREASURY N/13 NOTES 91282CDN8 850,000.00 AA+ Aaa 01/03/22 01/05/22 849,169.92 1.03 2,508.20 849,377.63 791,828.13
DTD 12/15/2021 1.000%12/15/2024
US TREASURY N/13 NOTES 91282CDS7 1,000,000.00 AA+ Aaa 02/01/22 02/03/22 992,343.75 1.39 2,384.51 994,049.88 931,250.00
DTD 01/15/2022 1.125%01/15/2025
US TREASURY N/B NOTES 91282CDZ1 575,000.00 AA+ Aaa 03/03/22 03/04/22 572,169.92 1.67 1,101.56 572,723.35 538,882.81
DTD 02/15/2022 1.500%02/15/2025
US TREASURY N/B NOTES 91282CDZ1 1,000,000.00 AA+ Aaa 02/10/22 02/15/22 991,757.81 1.78 1,915.76 993,472.43 937,187.50
DTD 02/15/2022 1.500%02/15/2025
US TREASURY NOTES 912828ZL7 1,000,000.00 AA+ Aaa 04/01/22 04/05/22 933,398.44 2.65 1,569.29 944,033.30 905,625.00
DTD 04/30/2020 0.375%04/30/2025
US TREASURY NOTES 912828ZL7 1,500,000.00 AA+ Aaa 05/02/22 05/04/22 1,390,781.25 2.94 2,353.94 1,405,783.83 1,358,437.50
DTD 04/30/2020 0.375%04/30/2025
US TREASURY N/B NOTES 91282CEU1 1,000,000.00 AA+ Aaa 06/09/22 06/15/22 996,445.31 3.00 8,483.61 996,795.59 964,375.00
DTD 06/15/2022 2.875%06/15/2025
US TREASURY NOTES 912828ZW3 2,000,000.00 AA+ Aaa 06/01/22 06/03/22 1,846,250.00 2.88 1,263.59 1,862,679.21 1,794,375.00
DTD 06/30/2020 0.250%06/30/2025
US TREASURY N/13 NOTES 91282CEY3 1,100,000.00 AA+ Aaa 08/02/22 08/03/22 1,099,054.69 3.03 6,994.57 1,099,106.48 1,063,218.75
DTD 07/15/2022 3.000%07/15/2025
PFM Asset Management LLC Account 531-00 Page 6
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75EO43FBBE7C
-�
Managed Account Detail of Securities Held For the Month Ending September 30, 2022
City of Petaluma - TREASURER'S INVESTMENTS - 531-00 - (12511505)
Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
Security Type Sub-Total 30,528,000.00 30,279,987.35 1.04 62,782.69 30,282,898.71 28,698,509.65
Federal Agency Commercial Mortgage-Backed Security
FANNIEMAE-ACES 3136ACGJ4 23,213.25 AA+ Aaa 06/24/19 06/27/19 23,499.79 2.13 48.53 23,220.51 23,213.25
DTD 02/01/2013 2.509%11/01/2022
FHLMC MULTIFAMILY STRUCTURED P 313713113SO 171,253.94 AA+ Aaa 06/12/19 06/17/19 172,759.10 2.24 358.21 171,291.78 170,662.56
DTD,05/01/2013 2.510%11/01/2022
FNA 2013-M7 A2 3136AEGO4 16,429.27 AA+ Aaa 09/11/19 09/16/19 16,531.64 2.08 31.22 16,434.60 16,429.27
DTD 05/01/2013 2.280%12/01/2022
FNA 2013-M7 A2 3136AEGO4 21,484.42 AA+ Aaa 09/04/19 09/09/19 21,765.90 1.86 40.82 21,498.98 21,484.42
DTD 05/01/2013 2.280%12/01/2022
FHMS KP05 A 3137FKK39 3,350.98 AA+ Aaa 12/07/18 12/17/18 3,350.97 3.20 8.94 3,350.98 3,303.93
DTD 12/01/2018 3.203%07/01/2023
FHMS K038 Al 3137BBBC3 6,781.98 AA+ Aaa 11/20/18 11/26/18 6,685.56 2.92 14.72 6,762.10 6,750.42
DTD 06/01/2014 2.604%10/01/2023
FHMS K724 A2 3137BTU25 116,274.91 AA+ Aaa 03/03/20 03/06/20 122,638.23 1.52 296.70 118,162.46 114,895.67
DTD 01/01/2017 3.062%11/01/2023
FHMS K724 A2 3137BTU25 116,274.91 AA+ Aaa 01/28/21 02/02/21 124,132.55 0.58 296.70 119,380.32 114,895.67
DTD 01/01/2017 3.062%11/01/2023
FHMS KJ27 Al 3137FO3V3 1,154.24 AA+ Aaa 11/20/19 11/26/19 1,154.21 2.09 2.01 1,154.23 1,154.24
DTD 11/01/2019 2.092%07/01/2024
FHMS K039 A2 3137BDCW4 325,000.00 AA+ Aaa 08/31/22 09/06/22 322,092.77 3.81 894.56 322,202.23 319,055.86
DTD 09/01/2014 3.303%07/01/2024
FHLMC MULTIFAMILY STRUCTURED POOL 3137FBTA4 367,053.03 AA+ Aaa 05/25/22 05/31/22 367,540.53 3.00 937.21 367,464.92 359,557.19
DTD 11/01/2017 3.064%08/01/2024
FHMS KJ30 Al 3137FUZN7 15,759.65 AA+ Aaa 07/23/20 07/30/20 15,759.34 0.53 6.91 15,759.49 15,585.26
DTD 07/01/2020 0.526%01/01/2025
FHMS K045 A2 3137BHXJ1 321,038.23 AA+ Aaa 07/13/22 07/18/22 317,175.74 3.54 808.75 317,498.33 310,748.58
DTD OS/01/2015 3.023%01/01/2025
FHMS K046 A2 3137B3P64 350,000.00 AA+ Aaa 08/03/22 08/08/22 347,388.67 3.51 934.79 347,388.67 339,332.50
DTD 06/17/2015 3.205%03/01/2025
PFM Asset Management LLC Account 531-00 Page 7
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
Managed Account Detail of Securities Held For the Month Ending September 30, 2022
City of Petaluma - TREASURER'S INVESTMENTS - 531-00 - (12511505)
Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
Federal Agency Commercial Mortgage-Backed Security
FHMS K047 A2 3137BKR31 375,000.00 AA+ Aaa 05/19/22 05/24/22 377,402.34 3.10 1,040.31 377,402.34 364,181.27
DTD 07/30/2015 3.329%05/01/2025
FHMS K132 Al 3137F72U8 37,047.52 AA+ Aaa 11/18/20 11/30/20 37,047.36 0.52 15.93 37,047.43 35,243.08
DTD 11/01/2020 0,516%06/01/2025
FHMS KJ33 Al 3137F9ZD6 300.15 AA+ Aaa 02/17/21 02/26/21 300.14 0.44 0.11 300.14 300.15
DTD 02/01/2021 0.440%12/01/2025
FHMS K053 A2 3137BN6G4 375,000.00 AA+ Aaa 08/04/22 08/09/22 370,678.71 3.36 935.94 370,678.71 358,308.00
DTD 03/29/2016 2.995%12/01/2025
FNA 2016-M3 A2 3136ARTE8 336,938.71 AA+ Aaa 08/31/22 09/06/22 325,527.54 3.76 758.67 325,527.54 318,337.00
DTD 03/31/2016 2.702%02/01/2026
Security Type Sub-Total 2,979,355.18 2,973,431.09 3.08 7,431.03 2,962,525.76 2,893,438.32
Federal Agency Collateralized Mortgage Obligation
FHLMC MULTIFAMILY STRUCTURED P 3137BEVH4 325,000.00 AA+ Aaa 08/31/22 09/06/22 321,470.70 3.81 877.77 321,592.23 318,020.71
DTD 11/01/2014 3.241%09/01/2024
Security Type Sub-Total 325,000.00 321,470.70 3.81 877.77 321,592.23 318,020.71
Federal Agency Bond/ Note
FANNIE MAE NOTES 3135GO403 325,000.00 AA+ Aaa 06/02/20 06/03/20 324,431.25 0.31 291.15 324,877.64 317,299.12
DTD 05/22/2020 0.250%05/22/2023
FANNIE MAE NOTES 3135GO403 425,000.00 AA+ Aaa 05/20/20 05/22/20 423,720.75 0.35 380.73 424,727.79 414,929.63
DTD 05/22/2020 0.250%05/22/2023
FREDDIE MAC NOTES 3137EAES4 375,000.00 AA+ Aaa 06/24/20 06/26/20 373,905.00 0.35 247.40 374,732.00 364,579.50
DTD 06/26/2020 0.250%06/26/2023
FANNIE MAE NOTES 3135G05G4 225,000.00 AA+ Aaa 10/07/20 10/08/20 224,919.00 0.26 126.56 224,977.27 218,436.53
DTD 07/10/2020 0.250%07/10/2023
FANNIE MAE NOTES 3135G05G4 270,000.00 AA+ Aaa 10/02/20 10/06/20 270,140.40 0.23 151.88 270,039.32 262,123.83
DTD 07/10/2020 0.250%07/10/2023
PFM Asset Management LLC Account 531-00 Page 8
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
C ,I
Managed Account Detail of Securities Held For the Month Ending September 30, 2022
. ..... ....... ..-....._. ............
City of Petaluma - TREASURER'S INVESTMENTS - 531-00 - (12511505)
Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
Federal Agency Bond I Note
FANNIE MAE NOTES(CALLABLE) 3135G05R0 425,000.00 AA+ Aaa 08/11/20 08/12/20 424,235.00 0.36 180.63 424,780.93 411,130.13
DTD 08/10/2020 0.300%08/10/2023
FREDDIE MAC NOTES 3137EAEV7 490,000.00 AA+ Aaa 08/19/20 08/21/20 489,500.20 0.28 125.90 489,851.15 473,229.75
DTD 08/21/2020 0.250%08/24/2023
FREDDIE MAC NOTES 3137EAEW5 200,000.00 AA+ Aaa 10/07/20 10/08/20 199,936.00 0.26 31.94 199,979.45 192,774.60
DTD 09/04/2020 0.250%09/08/2023
FREDDIE MAC NOTES 3137EAEW5 215,000.00 AA+ Aaa 09/02/20 09/04/20 215,039.26 0.24 34.34 215,012.22 207,232.70
DTD 09/04/2020 0.250%09/08/2023
FREDDIE MAC NOTES 3137EAEW5 335,000.00 AA+ Aaa 09/02/20 09/04/20 334,889.45 0.26 53.51 334,965.60 322,897.45
DTD 09/04/2020 0.250%09/08/2023
FREDDIE MAC NOTES 3137EAEW5 500,000.00 AA+ Aaa 10/02/20 10/06/20 500,330.00 0.23 79.86 500,105.77 481,936.50
DTD 09/04/2020 0.250%09/08/2023
FANNIE MAE NOTES 3135G06H1 485,000.00 AA+ Aaa 11/23/20 11/25/20 484,447.10 0.29 417.64 484,787.31 463,236.11
DTD 11/25/2020 0.250%11/27/2023
FREDDIE MAC NOTES 3137EAFA2 450,000.00 AA+ Aaa 12/02/20 12/04/20 449,554.50 0.28 365.63 449,825.46 429,157.35
DTD 12/04/2020 0.250%12/04/2023
FFCB NOTES 3133EMRZ7 340,000.00 AA+ Aaa 02/22/21 02/26/21 339,877.60 0.26 82.64 339,942.66 321,232.68
DTD 02/26/2021 0.250%02/26/2024
FEDERAL HOME LOAN BANK NOTES 3130AP081 600,000.00 AA+ Aaa 08/05/22 08/09/22 569,049.49 3.40 2,383.33 571,045.08 559,776.00
(CALLABLE)
DTD 11/08/2021 1.000%11/08/2024
FREDDIE MAC NOTES(CALLABLE) 3134GXM35 575,000.00 AA+ Aaa 07/29/22 08/05/22 575,000.00 3.60 3,220.00 575,000.00 558,097.30
DTD 08/05/2022 3.600%08/01/2025
Security Type Sub-Total 6,235,000.00 6,198,975.00 0.89 8,173.14 6,204,649.65 5,998,069.18
Managed Account Sub-Total 40,067,355.18 39,773,864.14 1.19 79,264.63 39,771,666.35 37,908,037.86
Joint Powers Authority
CAMP Pool 48,577,182.17 AAAm NR 48,577,182.17 0.00 48,577.182.17 48,577,182.17
PFM Asset Management LLC Account 531-00 Page 9
DocuSign Envelope ID:039194B4-AA25-4B6F-A8F7-75E043FBBE7C
,r
Managed Account Detail of Securities Held For the Month Ending September 30, 2022
City of Petaluma - TREASURER'S INVESTMENTS - 531-00 - (12511505)
Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
Liquid Sub-Total 48,577,182.17 48,577,182.17 0.00 48,577,182.17 48,577,182.17
Securities Sub-Total $88,644,537.35 $88,351,046.31 1.19% $79,264.63 $88,348,848.52 $86,485,220.03
Accrued Interest $79,264.63
Total Investments $86,564,484.66
PFM Asset Management LLC Account 531-00 Page 10