Public Safety, Finance and Strategic Support Committee (psfss)
February 17, 2022

PSFSS COMMITTEE: 02/17/22
ITEM: (d)2.

TO: HONORABLE MAYOR AND FROM: Julia H. Cooper

CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: February 2, 2022

THE QUARTER ENDED
DECEMBER 31, 2021
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended December 31, 2021. To meet the reporting requirements set forth in the City of San Jose Investment Policy, an electronic version of this report will be posted on the City’s website at https://www.sanjoseca.gov/yourgovernment/departments/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (“PSFSS”) for discussion during its meeting on February 17, 2022 and will be agendized through the PSFSS Committee for review by the full City Council.

Summary of portfolio performance and compliance for quarter ended December 31, 2021:
• Size of total portfolio: $2,156,557,599
• Earned income yield: 0.859%
• Weighted average days to maturity: 520 days
• Fiscal year-to-date net interest earnings: $9,310,538 • No exceptions to the City’s Investment Policy during this quarter If you have questions on this investment report, please do not hesitate to call me at (408) 535-7011, or via email at [email protected].
/s/
JULIA H. COOPER
Director of Finance
Attachment
cc: Jennifer A. Maguire, City Manager
Joe Rois, City Auditor
Nora Frimann, City Attorney
2/7/2022

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City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
DECEMBER 31, 2021
Prepared by
Finance Department
Debt and Treasury Management Division
Julia H. Cooper
Director of Finance
Investment Report for
The Quarter Ended
December 31, 2021
City of San José
Department of Finance
Debt and Treasury Management Division
Julia H. Cooper Luz Cofresí-Howe
Director of Finance Assistant Director of Finance
Nikolai J. Sklaroff
Deputy Director of Finance,
Debt & Treasury Management Division
Damien Charléty
Principal Investment Officer
Investment Staff
Cesar Blengino, Financial Analyst
Frances Tao, Accounting Technician
Special Assistance by
Katie Su, Accountant
Rebecca Todd, Administrative Assistant

CITY OF SAN JOSE

INVESTMENT REPORTS FOR
THE QUARTER ENDED DECEMBER 31, 2021

TABLE OF CONTENTS

LETTER OF TRANSMITTAL
SECTION A. PORTFOLIO STATISTICS
Portfolio Statistics – Quarter-to-Date
Portfolio Statistics – Fiscal Year-to-Date
SECTION B. TOTAL EARNINGS REPORTS
Total Earnings – Quarter-to-Date
Total Earnings – Fiscal Year-to-Date
SECTION C.

SECTION D.

PORTFOLIO HOLDINGS AT COST
Investment Status Report

MARKET VALUE OF PORTFOLIO
Portfolio Details - Investments
SECTION E. DETAIL OF INVESTMENT ACTIVITY
Transaction Activity Report
Reconciliation of Investment Activities
Purchase Report

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February 2, 2022
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED DECEMBER 31, 2021 I am pleased to present this report of investment activity for the quarter ended December 31, 2021, in compliance with the reporting requirements set forth in the City of San José Investment Policy. The report presents information in the following major categories: Portfolio Statistics, Portfolio Performance, Compliance Reporting Requirements, Investment Trading Activity, and Investment Strategy.

The information presented in the table below highlights the investment activity for the quarter ended December 31, 2021, as well as provides a comparison to the quarters ended September 30, 2021, and December 31, 2020.

INVESTMENT SUMMARY
For the Quarter Ended December 31, 2021 September 30, 2021 December 31, 2020 Total Portfolio
Portfolio Value (1) (2) $2,156,557,599 $2,046,949,882 $1,854,000,295 Earned Interest Yield 0.859% 0.918% 1.740%
Dollar-weighted average yield
Purchases 0.318% 0.120% 0.568%
Maturities 0.256% 0.562% 2.126%
Called Securities 1.807% 1.131% 2.421%
Weighted avg. yield at end of period 0.863% 0.886% 1.544% Weighted avg. days to maturity 520 552 723
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,135,498,414 $2,025,891,114 $1,832,944,880 Earned Interest Yield 0.868% 0.927% 1.759%
Dollar-weighted average yield
Purchases 0.318% 0.120% 0.568%
Maturities 0.256% 0.562% 2.126%
Called Securities 1.807% 1.131% 2.421%
Weighted avg. yield at end of period 0.871% 0.895% 1.562% Weighted avg. days to maturity 525 558 731
1 Reflects book value (principal plus any purchased interest) of investments. 2 Total excludes bond proceeds held by trustees for the City of San José ($582,866,642.93). 3 Total excludes other restricted funds required to be invested separately.

DIRECTOR

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

PORTFOLIO STATISTICS
Detailed information can be found in the attachments while summaries are provided below.

Portfolio Composition
Within this section are snapshots of the City’s total investment portfolio as of December 31, 2021.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,156,557,599
U.S. Treasury
$56,157,483
U.S. Agency 3%
$546,702,171
25%
Supranationals
$249,400,619
12%
Negotiable
Certificate of
Deposit (NCD)
$178,910,885
8%
Commercial Paper
$34,979,756
2%
Corporate Notes
$308,933,091
14%
Asset Backed Securities
$20,170,292
1%
Muni Bonds
$220,316,985
10% Mortgage
Backed
Securities
$142,959,882
7%
LAIF
$225,000,000
10%
Money Market Fund
$173,026,435
8%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

The graph below reflects the reconciliation of total balances reported by the investment program’s record-keeping system to the City’s Financial Management System (FMS).

Balances by Fund Type1
$2,085,313,176
Portfolio Balance $2,156,557,599
General Banking Balance 1,436,106
Deposit-in-Transit, Outstanding Checks2 (72,680,529)
Total Balances per FMS $2,085,313,176
1 General Fund includes $437,194,188 of General Fund (Fund 001) as well as $131,666,347 of other General Fund funds which are separately tracked including the Emergency Reserve Fund, Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”), American Rescue Plan Act of 2021 (“ARPA”) including Emergency Rental Assistance funds established by ARPA, Developer Fees, Depositor Funds, and other smaller funds and reserves. 2 Reflects timing difference between when deposits are made and accounted for in FMS or when checks are written and not yet cashed by the receiving party.

Internal Services
Fund $9,153,089
Airport
$208,802,572
Capital Projects
$74,711,909
Debt Service
$39,599,985
Development
Fees
$42,964,891
General Fund
$568,860,535
Muni Water
Parking $34,485,049
$41,953,650
Housing
$298,807,000
Special Revenue
Funds
$347,410,499
Wastewater
$363,398,422
Trust & Agency
$12,194,232
SJ Clean Energy
$42,971,341

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

General Fund Balances
The General Fund balances increased by $11.9 million during the quarter and ended with a balance of $568.9 million as of December 31, 2021. General Fund cash balances usually peak during the months of January and June when the bulk of property taxes are received and decline in the summer months due to retirement prefunding, debt service payments and operational expenditures.

The City’s receipt of federal relief and recovery assistance (e.g., CARES Act funds, ARPA3) over the past two fiscal years has altered the pattern of cash receipts. It is important to note that while the City budgets Coronavirus relief funds separately from the General Fund – relief funds are held within their own budgeted funds and interest earnings are proportionately allocated to each of these funds – they are classified as General Fund resources in this report in accordance with accounting standards.

The following graph compares monthly balances of five largest City funds as reported by FMS.

Monthly Comparison of Balances by Fund Type
December 2019 – December 2021
Prefunding of Annual Retirement Contributions
The City opted to prefund Tier 1 annual employer retirement contributions for Fiscal Year 2021-

22. The prefunding amount was $426 million. In anticipation of this cash outflow, the City set aside $141 million in cash and matured investments and issued $285 million Tax Revenue Anticipation Notes (“TRANs”) on July 1, 2021, that were purchased directly by Bank of America, N.A. (the “Bank”). The cash, matured investments, and TRANs proceeds were sufficient to prefund the retirement contribution. The City will have an option to prepay the variable rate notes in whole or in part with least three (3) business days prior written notice to the 3 The City has received, or anticipates receiving, funding from Federal, State and local sources in response to the COVID-19 pandemic totaling approximately $803 million, primarily from the Coronavirus Aid, Relief, and Economic Stabilization Act (the “CARES Act”) and the American Rescue Plan Act. $0
$100
$200
$300
$400
$500
$600
$700
Dec-19 Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

Bank, without penalty or cost. The 2021 TRANs structure also provides the flexibility to defer all 2021 TRAN repayment to June 30, 20224.

Successor Agency to the Redevelopment Agency of the City of San José Historically, the Redevelopment Agency participated in the City’s investment pool with both restricted bond proceeds and operating cash balances. As of February 1, 2012, redevelopment agencies in California were dissolved by legislative action and the City, as the Successor Agency to the Redevelopment Agency (“SARA”), transferred Redevelopment Agency’s funds from the investment pool to SARA’s own bank accounts. In July 2018, the City entered the final stage of dissolution and absorbed the remaining SARA operations into City operations. City staff will continue to manage SARA’s accounts until all assets are liquidated and bonds are redeemed.

As of December 31, 2021, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $4,191,235
Wells Fargo:

General Account $454,213
Total Wells Fargo Funds $454,213
Wilmington Trust:

Total Wilmington Trust Funds $228,161 (A)
$228,161
TOTAL $4,873,609
(A) Funds restricted for tax allocation bond debt service payments 4 Given current cash levels and investment opportunities, the City is planning to exercise its option to prepay up to half of the 2021 TRANs amount by the end of February 2022.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

PORTFOLIO PERFORMANCE
The following table illustrates the total portfolio income recognized for the last quarter as compared to the prior quarter and the same quarter one year ago.

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Total Portfolio December 31, 2021 September 30, 2021 December 31, 2020 Quarter-End
Total interest earnings $4,485,625 $4,823,727 $7,767,462 Realized gains (losses) ($2,036) $3,222 $510,176
Total income recognized $4,483,589 $4,826,949 $8,277,638

Fiscal Year-to-Date
Total interest earnings $9,309,352 $4,823,727 $17,059,013 Realized gains (losses) $1,186 $3,222 $1,233,618
Total income recognized $9,310,538 $4,826,949 $18,292,631 Yield and Maturity Trend
The following graph illustrates the monthly dollar-weighted average maturity (“WAM”) of Fund 3 Portfolio (bar graph) along with the weighted average yield (line graph) for the past two years.

Fund 3 Portfolio Yield and Maturity Trends
December 2019 – December 2021

0.00 0.50

1.00 1.50

2.00 2.50
400
450
500
550
600
650
700
750
800
Dec-19 Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Weighted Average Maturity
Weighted Average Yield (%)
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

The Fund 3 Portfolio’s weighted average maturity (WAM) decreased from 558 days as of September 30, 2021, to 525 days on December 31, 2021. The weighted average yield decreased from 0.895% as of September 30, 2021 to 0.871% on December 31, 2021.

No investments were called before maturity during the quarter. Due to the generally low interest rate environment, new investments were purchased at much lower yields, compared with matured securities. As a result, the aggregate portfolio yield has continued to decrease, as it has in recent prior quarters. The WAM also decreased as the bulk of investment activity has been focused on maintaining shorter term liquidity to meet operational expenditures.

The receipt of federal relief and recovery assistance has provided the City significant additional cash but has the impact of further diluting yield and reducing WAM. The City and the Financing Authority each maintains a Local Agency Investment Fund (“LAIF”) pool investment account for general liquidity, and these are currently held to their maximum capacity of $75 million due to the attractive yields compared to other available investment opportunities. But, as shown in the table below, LAIF yields are also being affected by the low interest rate environment and have fallen as well during this period. The City also maintains a third LAIF account made available to the City specifically for the deposit of up to $75 million of COVID-19 related funds.

This account has also been fully invested due to the relative yields on LAIF as compared to other market investment opportunities.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

Comparison with Benchmarks
The City’s Total Portfolio is not compared to benchmarks because it includes various funds which have separate cash flows and investment requirements. Only the City’s Fund 3 Portfolio is compared against benchmarks for performance purposes. The following graph demonstrates a yield comparison by month of the City’s Fund 3 Portfolio, the California LAIF, and the BAML Index for the period from December 2019 to December 2021.

Portfolio vs. Benchmarks
December 2019 – December 2021
LAIF is a short-term investment option available to local agencies in California. LAIF’s WAM was 340 days as of December 31, 2021, much shorter than the City portfolio’s WAM of 525 days. Therefore, LAIF has a higher turnover of security holdings and its yield decreases faster than the City’s when interest rates are falling.

The BAML Index is a broad market index and tracks dollar-denominated, investment-grade, bonds with a remaining maturity up to three (3) years. The City’s Investment Policy allows investments, in some sectors, up to a 5-year final maturity.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 Dec-19 Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Yield (%)
City LAIF BAML
Yield WAM
CITY: 0.871% 525
BAML: 0.425% 679
LAIF: 0.212% 340
Notes:

1. City refers to City's Fund 3 Portfolio, and the yield data are month-end weighted average yields.

2. LAIF refers to the State of California Local Agency Investment Fund and yield data are average monthly effective yields.

3. BAML refers to Bank of America Merrill Lynch 1-3 Year AAA-A US Corporate & Government Index, and yield data are rolling 2-year effective yields.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of December 31, 2021, was approximately $2.16 billion. The following table illustrates the net unrealized gains or losses on the portfolio when comparing the portfolio’s market value to both its original cost and amortized cost.

UNREALIZED GAINS & LOSSES
Cash Basis
Market Value $2,146,435,086 Market Value $2,146,435,086 Original Cost (2,156,557,599) Amortized Cost (2,150,555,932) Net Unrealized Loss $ (10,122,513) Net Unrealized Loss $ (4,120,846) An inverse relationship exists between changes in interest rates (Yield) and the value (Price) of fixed income investment securities. As interest rates decrease, the value of fixed income investments increases. Conversely, as interest rates increase, the value of fixed income investments decreases. The City’s investment practice, per the Investment Policy, is generally to hold securities to maturity, with exceptions as noted in the Investment Policy. The net unrealized losses noted above are “paper losses” and would only be realized if securities were sold prior to maturity.

Earned Interest Yield
The earned interest yield of the total investment portfolio for the quarter ended December 31, 2021 was 0.859%, 0.059% lower than the previous quarter and 0.881% lower than a year ago.

The decline in earned interest yield for the quarter is attributable to new investments being purchased in a low interest rate environment, while older higher yielding investments have matured or been called early.

COMPLIANCE REPORTING REQUIREMENTS
Cash Management Projection
Based on the Finance Department’s cash flow projection as of December 31, 2021, total revenues and investment maturities for the next six months are anticipated to be approximately $2.39 billion. This is sufficient to cover projected expenditures of approximately $1.74 billion.

The difference is due in large part to the fact that the majority of property tax revenues, the largest revenue source for the City, is received during the second half of the fiscal year (i.e., the next six months). As noted above, during the Fiscal Year 2021-22 the City prefunded retirement plan contributions with a combination of Cash and TRANs. On July 1, 2021, the City issued Tax and Revenue Anticipation Notes in the original aggregate principal amount of $285 million (the “2021 TRANs”). The City used the proceeds of the 2021 TRANs, together with cash on hand of approximately $141 million, to prefund its employer retirement contributions for the City’s pension and healthcare plans for Tier 1 employees for 2021-2022. Based on prevailing

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

investment opportunities and the availability of additional revenues, the Finance Department expects to defease half the 2021 TRANs early, with the balance paid as due in late June.

Statement of Compliance with the Policy
There were no exceptions or violations outstanding for the quarter ended December 31, 2021.

Investments in the portfolio meet the requirements of the City’s Investment Policy and conform with California Government Code section 53601.

Comparison of Portfolio Investment Earnings to FY 2021-22 Budget The following is a comparison of actual General Fund investment earnings, on an accrual basis, to the fiscal year 2021-22 budget. The fiscal year 2021-22 Budget included $4.0 million for interest earnings for the General Fund, and based on an assumed net interest yield of 0.97%. The schedule below compares the unaudited actual net investment earnings to the General Fund budget for the quarter ended December 31, 2021. The interest earning rates are less than the forecast for the quarter and for the fiscal year.

BUDGET COMPARISON
Net Investment Earnings Yield
Quarter Ended
Budget(a) 0.97%
Actual(b) 0.72%
Variance (0.25%)
Fiscal Year to Date
Budget(a) 0.97%
Actual(b) 0.75%
Variance (0.22%)
(a) Reflects the 2021-2026 General Fund Forecast Information submitted by Finance on January 29, 2021. Updated 2022-2026 General Fund Forecast Information submitted by Finance on October 19, 2020 anticipates a yield of 0.74% for fiscal year 2022
(b) Reflects the earned interest yield less costs to administer the investment program, adjusted for funds with negative cash balances at month end.

INVESTMENT TRADING ACTIVITY
Section E provides a detail of the City’s investment activities, including purchases, maturities, amortization, interest received, and realized gains or losses from trading activities.

In general, the City holds all securities to maturity. On rare occasions, the City may liquidate holdings to raise cash or as allowed under the Investment Policy.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2021

INVESTMENT STRATEGY AND MARKET UPDATE
The Investment Program continues to focus on its core mandates of safety, liquidity, and yield.

Staff continues its effort to match known cash flow outlays in the next 24-month horizon with investment maturities. Beyond the 24-month horizon, staff selectively invests in various assets classes and maturity buckets to diversify the portfolio structure and maximize the portfolio’s earnings potential, as allowed by the Investment Policy.

Economic activity slowed slightly during the second quarter of FY 2022. Housing, retail sales, job growth, and demand for durable goods all experienced moderate to lower gains. The Gross Domestic Product (GDP) decreased in the third quarter of 2021 to a 2.3% annualized rate from the previous quarter rate of 6.7%. Initial jobless claims and continuing claims also decreased to new pandemic-era low levels and the national unemployment rate declined to 3.9% in December 2021 from a high of 14.7% in April 2020. Despite higher vaccination rates, the new COVID-19 virus omicron variant threatened to usher-in renewed mask and business-restriction mandates around the country. Inflation rose to a 40-year high of 6.8% in November 2021 with fears that the Consumer Price Index could reach 7% in succeeding months. Shipping challenges, material and labor shortages, higher commodity prices, and a prolonged delay in infrastructure spending continue to hinder the economy. While the Federal Reserve kept the target range for its benchmark rate unchanged at zero to 0.25%, it began its long-awaited tapering program in November 2021 by reducing bond purchases by $15 billion and doubled the pace of bond purchase reductions in December 2021.

Investment staff will closely monitor market developments, continue to focus on the overall quality of the portfolio and invest with care, prudence and diligence.

Future Commitments – As of December 31, 2021, the City had no obligations to sell securities and no commitments to participate in securities trading.

Executed Reverse Repurchase Agreements – No reverse repurchase agreements were executed this quarter.

Restructuring – No restructuring activities took place during this quarter.

CONCLUSION
The total investment portfolio as of December 31, 2021 was $2,156,557,599 an increase of approximately $110 million from the previous quarter. For the quarter ended December 31, 2021, the earned interest yield decreased to 0.859% from 0.918% for the quarter ended September 30, 2021 and the weighted average days to maturity decreased from 552 days to 520 days over the same period. As of December 31, 2021, approximately 28% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/
JULIA H. COOPER
Director of Finance

SECTION A

PORTFOLIO STATISTICS
Portfolio Statistics summarizes information such as interest received, net earnings received, average daily and ending portfolio balance, yield and days to maturity of the portfolio. Please see statistic definitions as below:

TOTAL INTEREST RECEIVED IN THIS PERIOD: Represents the cash basis receipts for the report period. Includes the total actual interest receipts less accrued interest purchased (if not offset by prior coupon payment) and further modified by the gain or loss amounts incurred through sales during the period.

TOTAL NET EARNINGS THIS PERIOD: Represents the accrued net earnings for the period. Encompasses the net of interest accrual, premium amortization, discount accretion, and gains/losses from sales.

AVERAGE DAILY PORTFOLIO BALANCE: The sum of daily investment balances (costadjusted by amortization/accretion postings) during the actual period, including weekends and holidays, divided by the number of days in the reporting period.

EARNED INTEREST YIELD THIS PERIOD: The total net accrued earnings this period, divided by the number of days within the report period, then multiplied by 365 days, and divided by the average daily investment balance.

END OF PERIOD PORTFOLIO BALANCE: The sum of all investment balances (adjusted cost basis) which are active at the end of the report.

WEIGHTED AVERAGE YIELD AT END OF PERIOD: The sum of all end of period investment balances, each multiplied by its ending sub-period yield, then divided by the sum of the end of period investment balances (current book value or adjusted costs basis).

WEIGHTED AVERAGE DAYS TO MATURITY: The sum of all investment cost balances for securities active at the end of the report period, each multiplied by the days to maturity, then divided by total investment costs.

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Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 5,491,258.32 7,797.59 502.68 5,499,558.59 TOTAL NET EARNINGS THIS PERIOD: 4,482,817.84 167.51 603.28 4,483,588.63 AVERAGE DAILY PORTFOLIO BALANCE: 2,049,968,341.46 915,993.20 20,143,023.34 2,071,027,358.00 EARNED INCOME YIELD THIS PERIOD 0.868 0.073 0.012 0.859 END OF PERIOD PORTFOLIO BALANCE: 2,135,498,414.24 915,993.20 20,143,191.19 2,156,557,598.63 CURRENT AMORTIZED BOOK VALUE: 2,128,856,401.88 907,815.09 20,143,191.19 2,149,907,408.16 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 0.871 0.076 0.010 0.863 WEIGHTED AVERAGE DAYS OF MATURITY: 525 165 1 520
10/01/21 THROUGH 12/31/21
City of San Jose
Portfolio Statistics
Funds: 003, 152, 501
Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 13,283,245.28 7,797.59 1,010.43 13,292,053.30 TOTAL NET EARNINGS THIS PERIOD: 9,309,096.14 330.99 1,111.03 9,310,538.16 AVERAGE DAILY PORTFOLIO BALANCE: 2,056,629,978.99 915,993.20 20,142,768.43 2,077,688,740.62 EARNED INCOME YIELD THIS PERIOD 0.897 0.072 0.011 0.889 END OF PERIOD PORTFOLIO BALANCE: 2,135,498,414.24 915,993.20 20,143,191.19 2,156,557,598.63 CURRENT AMORTIZED BOOK VALUE: 2,128,856,401.88 907,815.09 20,143,191.19 2,149,907,408.16 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 0.871 0.076 0.010 0.863 WEIGHTED AVERAGE DAYS OF MATURITY: 525 165 1 520
7/01/21 THROUGH 12/31/21
City of San Jose
Portfolio Statistics
Funds: 003, 152, 501

SECTION B

TOTAL EARNINGS REPORT
Total Earnings Report summarizes portfolio remaining cost, annualized yield, interest earned, amortization of premium and discount, and realized gain/loss for all investments active during the report period.

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City of San Jose
Total Earnings
City of San Jose
, CA
Sorted by Fund - Investment Number
October 1, 2021 - December 31, 2021
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 75,000,000.00 75,000,000.00 75,001,476.52 0.330 0.228 43,181.94 0.00 0.00 43,181.94 VP6000104 36512 003 WELLS 152,883,243.80 108,914,885.29 85,436,865.76 0.025 0.026 5,597.94 0.00 0.00 5,597.94 CSJFA 37042 003 STPOOL 75,000,000.00 75,000,000.00 75,001,489.42 0.330 0.228 43,181.94 0.00 0.00 43,181.94 70922PAH5 37497 003 PASTRN 0.00 2,057,320.00 1,364,092.61 2.609 1.970 8,696.67 -1,922.41 0.00 6,774.26 459058FY4 37523 003 IBRD 10,000,000.00 9,945,700.00 9,945,700.00 2.000 2.103 50,000.00 2,715.00 0.00 52,715.00 574193NC8 37534 003 MDS 5,000,000.00 5,000,000.00 5,000,000.00 2.250 2.232 28,125.00 0.00 0.00 28,125.00 13066YTZ2 37546 003 CASPWR 20,000,000.00 19,750,600.00 19,750,600.00 2.000 2.259 100,000.00 12,470.00 0.00 112,470.00 84247PHX2 37565 003 STNPWR 2,710,000.00 2,831,272.50 2,831,272.50 3.258 2.229 22,072.95 -6,166.39 0.00 15,906.56 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.185 31,250.00 -3,354.09 0.00 27,895.91 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.388 31,250.00 -1,035.47 0.00 30,214.53 3130ACZS6 37589 003 FHLB 10,000,000.00 9,982,270.00 9,982,270.00 2.100 2.125 52,500.00 978.36 0.00 53,478.36 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.270 32,970.00 0.00 0.00 32,970.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.908 6,295.00 915.00 0.00 7,210.00 4581X0CZ9 37634 003 IADB 20,000,000.00 19,089,200.00 19,089,200.00 1.750 2.938 87,500.00 53,858.08 0.00 141,358.08 544351MN6 37638 003 LOS 4,815,000.00 4,816,203.75 4,816,203.75 2.900 2.870 34,908.75 -72.76 0.00 34,835.99 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.019 42,500.00 -3,878.78 0.00 38,621.22 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.104 190,625.00 4,285.71 0.00 194,910.71 438516BM7 40015 003 HON 0.00 1,645,249.12 554,377.42 1.850 3.217 2,639.33 1,855.91 0.00 4,495.24 438516BM7 40016 003 HON 0.00 4,806,300.00 1,619,514.13 1.850 3.211 7,708.33 5,400.56 0.00 13,108.89 742718EQ8 40021 003 PG 0.00 9,617,700.00 3,449,827.17 1.700 3.063 15,111.11 11,519.40 0.00 26,630.51 544351MN6 40036 003 LOS 4,000,000.00 4,009,560.00 4,009,560.00 2.900 2.805 29,000.00 -651.82 0.00 28,348.18 13066YTZ2 40039 003 CASPWR 4,000,000.00 3,910,360.00 3,910,360.00 2.000 2.715 20,000.00 6,762.44 0.00 26,762.44 3135G0U92 40043 003 FNMA 4,000,000.00 3,997,120.00 3,997,120.00 2.625 2.629 26,250.00 240.00 0.00 26,490.00 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.651 132,500.00 1,006.31 0.00 133,506.31 191219AP9 40063 003 KO 10,524,000.00 12,179,004.24 12,179,004.24 8.500 2.792 223,635.00 -137,917.02 0.00 85,717.98 14913Q2T5 40075 003 CAT 5,000,000.00 5,006,050.00 5,006,050.00 2.950 2.882 36,875.00 -507.93 0.00 36,367.07 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.516 31,250.00 407.50 0.00 31,657.50 91159HHC7 40080 003 USB 5,000,000.00 5,025,450.00 5,025,450.00 3.000 2.793 37,500.00 -2,120.83 0.00 35,379.17 594918BW3 40082 003 MSFT 4,500,000.00 4,488,750.00 4,488,750.00 2.400 2.474 27,000.00 991.68 0.00 27,991.68 478160CD4 40091 003 JNJ 5,280,000.00 5,236,492.80 5,236,492.80 2.250 2.539 29,700.00 3,805.29 0.00 33,505.29 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
69371RP75 40096 003 PCAR 6,068,000.00 6,110,415.32 6,110,415.32 2.850 2.565 43,234.50 -3,724.27 0.00 39,510.23 24422EUT4 40097 003 JD 14,000,000.00 14,129,780.00 14,129,780.00 2.950 2.588 103,250.00 -11,071.28 0.00 92,178.72 91159HHC7 40102 003 USB 6,533,000.00 6,588,465.17 6,588,465.17 3.000 2.658 48,997.50 -4,851.18 0.00 44,146.32 91159HHC7 40105 003 USB 10,000,000.00 10,090,200.00 10,090,200.00 3.000 2.638 75,000.00 -7,912.28 0.00 67,087.72 69371RP83 40111 003 PCAR 7,000,000.00 7,020,650.00 7,020,650.00 2.650 2.522 46,375.00 -1,741.80 0.00 44,633.20 90331HPC1 40112 003 USB 10,000,000.00 9,989,400.00 9,989,400.00 2.650 2.666 66,250.00 883.34 0.00 67,133.34 13066YTZ2 40114 003 CASPWR 15,000,000.00 15,008,850.00 15,008,850.00 2.000 1.962 75,000.00 -761.47 0.00 74,238.53 3137AWQH1 40115 003 FHLMC 8,595,000.00 8,640,996.68 8,640,996.68 2.307 2.109 49,571.67 -3,647.31 0.00 45,924.36 13063DLY2 40116 003 CAS 2,235,000.00 2,248,521.75 2,248,521.75 2.350 2.105 13,130.63 -1,198.98 0.00 11,931.65 3137AWQH1 40121 003 FHLMC 6,215,000.00 6,248,250.25 6,248,250.25 2.307 2.108 35,845.02 -2,648.25 0.00 33,196.77 56052AD60 40125 003 MES 1,250,000.00 1,264,337.50 1,264,337.50 2.500 2.068 7,812.50 -1,223.10 0.00 6,589.40 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.887 46,875.00 650.00 0.00 47,525.00 3133EKRE8 40127 003 FFCB 17,000,000.00 16,973,820.00 16,973,820.00 1.850 1.894 78,625.00 2,396.95 0.00 81,021.95 084670BF4 40138 003 BRK 8,513,000.00 8,806,017.46 8,806,017.46 3.400 1.985 72,360.50 -28,295.67 0.00 44,064.83 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.818 43,750.00 1,901.34 0.00 45,651.34 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,390,781.25 4,390,781.25 3.060 2.126 32,512.50 -8,986.04 0.00 23,526.46 3138L9HU9 40151 003 FNMA 2,750,000.00 2,765,468.75 2,765,468.75 2.360 2.169 16,585.55 -1,468.65 0.00 15,116.90 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.662 12,814.38 -5,114.93 0.00 7,699.45 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.756 9,095.00 -4,306.43 0.00 4,788.57 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.049 34,371.00 -19,017.72 0.00 15,353.28 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.538 11,250.00 352.69 0.00 11,602.69 43815NAC8 40158 003 HAROT 2,490,333.56 3,386,472.52 2,918,652.87 1.780 1.768 13,001.52 1.54 3.28 13,006.34 438516BM7 40163 003 HON 0.00 5,006,050.00 1,686,821.20 1.850 1.758 7,708.33 -233.89 0.00 7,474.44 037833DL1 40164 003 AAPL 1,000,000.00 999,830.00 999,830.00 1.700 1.692 4,250.00 14.17 0.00 4,264.17 037833DL1 40166 003 AAPL 5,000,000.00 4,991,750.00 4,991,750.00 1.700 1.744 21,250.00 687.50 0.00 21,937.50 3137B36J2 40167 003 FHLMC 4,858,981.40 5,212,500.00 5,179,764.02 3.320 -0.726 8,187.36 -15,645.51 -2,019.01 -9,477.16 3138LC5B7 40169 003 FNMA 1,000,000.00 1,019,843.75 1,019,843.75 2.710 2.118 6,925.55 -1,480.63 0.00 5,444.92 3140HUNV4 40171 003 FNMA 4,962,758.60 5,072,041.33 5,062,636.24 2.420 0.109 6,155.79 -4,545.14 -215.01 1,395.64 30298LAA9 40173 003 FHLMC 5,789,441.90 6,386,442.90 6,239,337.58 1.990 1.925 30,265.91 0.00 0.00 30,265.91 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.842 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,979,421.18 2,378,749.23 2,228,488.19 2.090 1.627 11,037.02 -1,899.20 0.00 9,137.82 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.648 40,625.00 853.32 0.00 41,478.32 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.981 25,125.00 -151.45 0.00 24,973.55 89233MAD5 40186 003 TMCC 2,028,685.47 2,626,042.37 2,314,790.22 1.920 1.912 11,121.44 10.02 22.44 11,153.90 677522T20 40188 003 OHS 1,950,000.00 1,950,000.00 1,950,000.00 1.800 1.785 8,775.00 0.00 0.00 8,775.00 3138ELJW4 40189 003 FNMA 4,560,574.62 4,738,571.67 4,786,738.39 2.791 2.293 32,234.79 -4,575.08 0.00 27,659.71 43813VAC2 40190 003 HAROT 6,095,097.63 7,767,998.70 6,950,539.74 1.830 1.830 31,835.57 74.80 156.09 32,066.46 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3138L1UV9 40194 003 FNMA 4,047,484.20 4,078,568.10 4,086,938.76 2.220 2.171 22,521.17 -160.28 0.00 22,360.89 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.725 81,008.29 -14,736.96 0.00 66,271.33 3134GUQ94 40198 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 1.800 1.785 45,000.00 0.00 0.00 45,000.00 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.678 46,750.00 -204.01 0.00 46,545.99 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.325 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.198 41,720.01 0.00 0.00 41,720.01 3138L4EN9 40206 003 FNMA 22,259,233.61 22,426,052.97 22,847,548.18 2.610 2.465 145,605.03 -3,649.17 0.00 141,955.86 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.860 35,750.00 -11,418.00 0.00 24,332.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.626 6,774.99 0.00 0.00 6,774.99 46625HJE1 40213 003 JPM 2,050,000.00 2,119,372.00 2,119,372.00 3.250 1.902 16,656.25 -6,496.86 0.00 10,159.39 30295NAE0 40214 003 FHLMC 263,022.17 264,665.90 264,329.63 2.050 2.024 1,350.80 -2.05 0.00 1,348.75 3136ACGJ4 40221 003 FNMA 2,992,014.06 3,517,264.44 3,351,183.64 2.509 1.467 19,860.06 -7,468.41 0.00 12,391.65 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.756 80,000.00 -33,955.30 0.00 46,044.70 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.872 25,899.99 0.00 0.00 25,899.99 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 478160CD4 40229 003 JNJ 12,687,000.00 12,900,649.08 12,900,649.08 2.250 1.381 71,364.38 -26,448.99 0.00 44,915.39 30298LAA9 40231 003 FHLMC 680,259.43 750,407.05 742,286.20 1.990 1.432 3,556.25 -876.85 0.00 2,679.40 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.962 2,425.00 0.00 0.00 2,425.00 438516BM7 40236 003 HON 0.00 15,134,700.00 5,099,735.87 1.850 1.264 23,125.00 -6,872.45 0.00 16,252.55 254687FJ0 40237 003 DIS 1,412,000.00 1,405,490.68 1,405,490.68 1.650 1.831 5,824.50 662.71 0.00 6,487.21 69371RQ33 40238 003 PCAR 1,000,000.00 986,760.00 986,760.00 2.000 2.545 5,000.00 1,329.91 0.00 6,329.91 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.787 77,024.50 -28,556.66 0.00 48,467.84 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.733 42,187.50 -18,724.83 0.00 23,462.67 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.065 17,675.00 -8,063.43 0.00 9,611.57 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.699 4,687.50 580.50 0.00 5,268.00 89239RAC0 40252 003 TMCC 1,413,168.16 1,499,700.00 1,483,658.20 1.360 1.357 5,047.51 17.28 10.79 5,075.58 44891LAC7 40253 003 HART 1,250,000.00 1,249,708.75 1,249,708.75 1.410 1.404 4,406.25 16.02 0.00 4,422.27 76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.344 9,776.91 0.00 0.00 9,776.91 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.645 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.715 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.542 8,807.75 669.61 0.00 9,477.36 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.753 12,740.63 158.55 0.00 12,899.18 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.910 32,734.44 -24,231.47 0.00 8,502.97 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.694 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.538 69,249.99 0.00 0.00 69,249.99 69371RN77 40267 003 PCAR 2,897,000.00 2,970,699.68 2,970,699.68 2.300 1.127 16,657.75 -8,219.30 0.00 8,438.45 459058GU1 40269 003 IBRD 16,000,000.00 16,606,400.00 16,606,400.00 2.125 0.315 85,000.00 -71,810.53 0.00 13,189.47 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
43813DAC2 40270 003 HAROT 1,895,368.84 1,999,842.60 1,980,510.10 0.820 0.817 4,061.88 9.43 5.14 4,076.45 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.349 6,250.00 2,508.33 0.00 8,758.33 3136AL7K1 40272 003 FNMA 2,974,416.63 3,283,735.55 3,310,654.93 2.967 -0.407 22,088.68 -25,487.88 0.00 -3,399.20 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.744 75,000.00 0.00 0.00 75,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.649 165,864.75 -121,054.93 0.00 44,809.82 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.841 4,000.00 231.66 0.00 4,231.66 3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.468 35,629.38 0.00 0.00 35,629.38 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.039 2,620.00 0.00 0.00 2,620.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.213 2,751.75 0.00 0.00 2,751.75 24422EVG1 40279 003 JD 7,500,000.00 7,508,925.00 7,508,925.00 0.550 0.488 10,312.50 -1,075.30 0.00 9,237.20 56052AE77 40280 003 MES 1,000,000.00 1,009,720.00 1,009,720.00 1.250 0.735 3,125.00 -1,255.10 0.00 1,869.90 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.843 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.575 14,500.00 0.00 0.00 14,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.301 7,500.00 75.28 0.00 7,575.28 459058GU1 40287 003 IBRD 7,500,000.00 7,779,030.00 7,779,030.00 2.125 0.285 39,843.75 -34,260.16 0.00 5,583.59 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.538 12,500.00 1,036.15 0.00 13,536.15 3136AGMB5 40289 003 FNMA 1,506,548.93 1,523,904.80 1,584,843.31 2.492 2.170 9,430.55 -761.36 0.00 8,669.19 3130AJS26 40291 003 FHLB 25,000,000.00 25,000,000.00 25,000,000.00 0.220 0.218 13,750.00 0.00 0.00 13,750.00 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.826 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.826 1,353.62 0.00 0.00 1,353.62 30315EAA4 40295 003 FHLMC 3,446,210.43 3,459,674.27 3,471,113.20 0.830 0.811 7,160.22 -65.85 0.00 7,094.37 89237VAB5 40296 003 TMCC 5,000,000.00 4,999,615.00 4,999,615.00 0.440 0.438 5,499.99 22.82 0.00 5,522.81 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.630 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.496 6,375.00 -122.22 0.00 6,252.78 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.497 3,125.00 6.29 0.00 3,131.29 30288WAK5 40300 003 FHLMC 265,323.51 266,678.97 273,656.07 2.190 2.054 1,455.13 -38.34 0.00 1,416.79 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.589 33,750.00 -25,906.89 0.00 7,843.11 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.516 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.417 4,562.25 0.00 0.00 4,562.25 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.442 19,464.00 -16,579.15 0.00 2,884.85 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.433 4,687.50 753.34 0.00 5,440.84 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.546 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.833 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.410 4,875.00 287.52 0.00 5,162.52 3138L9QS4 40314 003 FNMA 2,500,000.00 2,500,000.00 2,650,781.25 2.810 2.629 17,562.51 0.00 0.00 17,562.51 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.486 30,461.00 -25,485.35 0.00 4,975.65 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.248 1,250.00 1,243.33 0.00 2,493.33 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.783 10,650.00 -756.77 0.00 9,893.23 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.797 22,125.00 -1,956.09 0.00 20,168.91 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.502 20,000.00 -17,536.94 0.00 2,463.06 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.379 33,361.50 -29,356.50 0.00 4,005.00 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.349 8,500.00 297.46 0.00 8,797.46 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.689 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.759 2,648.81 0.00 0.00 2,648.81 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.627 4,889.62 -1,353.58 0.00 3,536.04 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.597 7,858.70 -2,434.24 0.00 5,424.46 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.602 22,075.00 -6,717.43 0.00 15,357.57 3136AY6S7 40327 003 FNMA 3,675,550.76 4,889,268.36 4,729,793.89 2.624 -5.358 26,765.64 -90,640.43 0.00 -63,874.79 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.768 34,447.50 0.00 0.00 34,447.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.426 9,375.00 1,326.37 0.00 10,701.37 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.546 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.317 9,084.38 -2,228.41 0.00 6,855.97 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.413 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.492 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.395 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.504 12,500.00 189.70 0.00 12,689.70 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.493 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.510 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.337 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.520 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 4,534,267.05 4,983,102.85 4,820,723.55 0.670 0.464 7,838.78 -2,201.09 0.00 5,637.69 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.500 15,452.50 -6,494.71 0.00 8,957.79 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.298 37,500.00 -29,666.66 0.00 7,833.34 62478UAT3 40346 003 MUBCD 0.00 25,000,000.00 1,902,173.91 0.180 0.183 875.00 0.00 0.00 875.00 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.503 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.431 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.386 6,125.00 676.66 0.00 6,801.66 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 06367CAH0 40352 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.180 0.183 11,500.00 0.00 0.00 11,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.508 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 7,500.00 0.00 0.00 7,500.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.390 32,026.50 0.00 0.00 32,026.50 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.645 16,250.00 0.00 0.00 16,250.00 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.793 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.605 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.992 25,000.00 0.00 0.00 25,000.00 COVID RELIEF 40363 003 STPOOL 75,000,000.00 75,000,000.00 75,001,489.41 0.330 0.228 43,181.94 0.00 0.00 43,181.94 89233GZ33 40365 003 TMCC 0.00 19,986,061.11 13,686,107.06 0.130 0.132 0.00 4,550.00 0.00 4,550.00 62479LXR1 40366 003 MUFGBK 0.00 9,996,666.67 2,607,826.09 0.080 0.081 0.00 533.33 0.00 533.33 14913R2B2 40367 003 CAT 5,000,000.00 5,039,650.00 5,039,650.00 0.950 0.121 11,875.00 -10,343.48 0.00 1,531.52 89114WBP9 40368 003 TD 0.00 10,000,000.00 8,695,652.17 0.070 0.071 1,555.55 0.00 0.00 1,555.55 06367CGB7 40369 003 BMO 0.00 25,000,000.00 24,456,521.74 0.100 0.101 6,250.00 0.00 0.00 6,250.00 64990FC93 40372 003 NYSPIT 2,000,000.00 2,000,000.00 2,000,000.00 0.167 0.166 835.00 0.00 0.00 835.00 89114WCA1 40373 003 TD 0.00 30,000,000.00 15,978,260.87 0.110 0.112 4,491.67 0.00 0.00 4,491.67 62479LZH1 40378 003 MUFGBK 0.00 9,996,655.56 8,366,766.07 0.070 0.071 0.00 1,497.22 0.00 1,497.22 89233GZ33 40379 003 TMCC 0.00 9,995,172.22 6,844,520.11 0.110 0.112 0.00 1,925.00 0.00 1,925.00 06417MQL2 40380 003 BNSHOU 13,910,000.00 13,910,344.08 13,910,344.08 0.200 0.200 7,109.56 -88.43 0.00 7,021.13 62479LX83 40381 003 MUFGBK 0.00 9,998,075.00 760,723.10 0.070 0.071 0.00 136.11 0.00 136.11 78012UP82 40382 003 RY 25,000,000.00 25,000,000.00 25,000,000.00 0.190 0.193 12,138.89 0.00 0.00 12,138.89 89233GXL5 40383 003 TMCC 0.00 24,994,847.22 5,161,979.32 0.070 0.071 0.00 923.61 0.00 923.61 62479LXN0 40384 003 MUFGBK 0.00 9,997,938.89 2,282,138.22 0.070 0.071 0.00 408.33 0.00 408.33 89233GZH2 40385 003 TMCC 0.00 14,993,925.00 12,549,263.32 0.090 0.091 0.00 2,887.50 0.00 2,887.50 78012UR23 40386 003 RY 25,000,000.00 25,000,000.00 25,000,000.00 0.120 0.122 7,666.66 0.00 0.00 7,666.66 912796K73 40387 003 USTR 20,000,000.00 19,996,869.44 19,996,869.44 0.035 0.035 0.00 1,788.90 0.00 1,788.90 62479MAE3 40388 003 MUFGBK 10,000,000.00 9,995,950.00 9,995,950.00 0.090 0.091 0.00 2,300.00 0.00 2,300.00 62479MCR2 40389 003 MUFGBK 25,000,000.00 24,983,805.56 24,983,805.56 0.110 0.112 0.00 7,027.77 0.00 7,027.77 89114WF75 40390 003 TD 30,000,000.00 30,000,000.00 30,000,000.00 0.160 0.162 12,266.67 0.00 0.00 12,266.67 06367CKK2 40391 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.160 0.162 10,222.22 0.00 0.00 10,222.22 06367CL39 40392 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.160 0.162 10,222.22 0.00 0.00 10,222.22 912796G60 40393 003 USTR 0.00 0.00 6,086,608.55 0.147 0.149 0.00 2,286.67 0.00 2,286.67 912796G78 40394 003 USTR 0.00 0.00 4,564,951.09 0.100 0.101 0.00 1,166.67 0.00 1,166.67 912796ZB8 40395 003 USTR 0.00 0.00 1,521,726.55 0.043 0.043 0.00 165.28 0.00 165.28 89233GY91 40396 003 TMCC 0.00 0.00 4,130,303.99 0.060 0.061 0.00 633.33 0.00 633.33 89233GZE9 40397 003 TMCC 0.00 0.00 5,868,860.87 0.080 0.081 0.00 1,200.00 0.00 1,200.00 912796H69 40398 003 USTR 0.00 0.00 2,608,617.39 0.045 0.046 0.00 300.00 0.00 300.00 912796N70 40399 003 USTR 0.00 0.00 6,086,719.81 0.050 0.051 0.00 777.78 0.00 777.78 912828U81 40400 003 USTR 0.00 0.00 10,797,768.59 2.000 0.087 53,804.35 -51,435.00 0.00 2,369.35 9127964W6 40401 003 USTR 0.00 0.00 434,778.74 0.040 0.041 0.00 44.44 0.00 44.44 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
9127965G0 40402 003 USTR 0.00 0.00 3,695,477.66 0.050 0.051 0.00 472.22 0.00 472.22 912796J59 40403 003 USTR 0.00 0.00 8,912,434.42 0.060 0.061 0.00 1,366.67 0.00 1,366.67 912796ZX0 40404 003 USTR 0.00 0.00 2,554,047.69 0.090 0.091 0.00 587.50 0.00 587.50 912796J75 40405 003 USTR 0.00 0.00 5,977,621.53 0.070 0.071 0.00 1,069.44 0.00 1,069.44 459058FY4 40406 003 IBRD 15,000,000.00 0.00 7,363,494.29 2.000 0.111 36,666.67 -34,597.39 0.00 2,069.28 89114WKY0 40407 003 TD 10,000,000.00 0.00 5,000,000.00 0.150 0.152 1,916.67 0.00 0.00 1,916.67 45950KCS7 40408 003 IFC 24,721,000.00 0.00 12,115,130.64 0.500 0.352 15,107.28 -4,346.39 0.00 10,760.89 3130APRF4 40409 003 FHLB 20,000,000.00 0.00 9,778,206.52 1.000 1.007 24,444.45 367.35 0.00 24,811.80 3130APWP6 40410 003 FHLB 8,300,000.00 0.00 3,425,175.43 0.600 0.637 5,118.33 383.88 0.00 5,502.21 3130ADRG9 40411 003 FHLB 1,050,000.00 0.00 458,536.51 2.750 0.407 3,047.92 -2,577.48 0.00 470.44 3133ENBT6 40412 003 FFCB 1,825,000.00 0.00 772,411.21 0.180 0.312 346.75 261.30 0.00 608.05 4581X0CW6 40413 003 IADB 2,640,000.00 0.00 1,093,767.15 2.125 0.086 5,765.83 -5,527.96 0.00 237.87 3135G0T94 40414 003 FNMA 2,700,000.00 0.00 1,171,641.05 2.375 0.316 6,768.75 -5,834.39 0.00 934.36 3135G04Q3 40415 003 FNMA 2,963,000.00 0.00 1,251,645.60 0.250 0.480 781.90 733.22 0.00 1,515.12 912796ZX0 40416 003 USTR 0.00 0.00 4,782,367.57 0.082 0.084 0.00 1,008.33 0.00 1,008.33 3130APZU2 40417 003 FHLB 1,900,000.00 0.00 660,869.57 0.875 0.859 1,431.60 0.00 0.00 1,431.60 3130APU45 40418 003 FHLB 4,875,000.00 0.00 1,693,108.70 0.850 0.886 3,568.23 211.46 0.00 3,779.69 45950VLH7 40419 003 IFC 3,173,000.00 0.00 1,120,974.00 2.000 0.248 5,464.61 -4,764.84 0.00 699.77 3135G05U3 40420 003 FNMA 7,000,000.00 0.00 2,428,720.00 0.350 0.487 2,109.72 874.32 0.00 2,984.04 3130APKF1 40421 003 FHLB 2,725,000.00 0.00 943,086.96 0.750 0.908 1,759.89 399.22 0.00 2,159.11 3130APMH5 40422 003 FHLB 3,150,000.00 0.00 1,059,799.70 0.625 0.675 1,640.62 162.12 0.00 1,802.74 3133ENFZ8 40423 003 FFCB 10,000,000.00 0.00 3,265,402.17 1.010 0.943 8,136.11 -373.24 0.00 7,762.87 3133EMZP0 40424 003 FFCB 1,250,000.00 0.00 419,662.50 0.140 0.383 145.84 259.01 0.00 404.85 912796J75 40425 003 USTR 0.00 0.00 4,782,206.82 0.138 0.139 0.00 1,680.56 0.00 1,680.56 91282CAG6 40426 003 USTR 20,000,000.00 0.00 6,519,546.52 0.125 0.171 2,071.83 741.62 0.00 2,813.45 313376C94 40427 003 FHLB 0.00 0.00 348,024.35 2.625 0.061 2,333.33 -2,280.00 0.00 53.33 742718DY2 40428 003 PG 3,500,000.00 0.00 1,107,365.00 2.300 0.170 6,261.11 -5,786.67 0.00 474.44 037833CM0 40429 003 AAPL 9,850,000.00 0.00 3,112,156.75 2.500 1.195 19,152.77 -9,778.36 0.00 9,374.41 912828G87 40430 003 USTR 0.00 0.00 5,441,998.91 2.125 0.169 28,872.28 -26,556.00 0.00 2,316.28 594918BH6 40431 003 MSFT 5,580,000.00 0.00 1,604,395.57 2.650 0.704 10,268.75 -7,422.94 0.00 2,845.81 594918AW4 40432 003 MSFT 1,851,000.00 0.00 508,321.62 3.625 0.937 4,286.87 -3,086.69 0.00 1,200.18 3133EMGX4 40433 003 FFCB 20,000,000.00 0.00 5,424,392.39 0.125 0.316 1,666.67 2,652.21 0.00 4,318.88 931142DU4 40434 003 WMT 5,000,000.00 0.00 1,329,078.26 2.350 0.467 7,506.94 -5,941.14 0.00 1,565.80 3130APQU2 40435 003 FHLB 14,370,000.00 0.00 2,651,343.10 0.650 0.695 4,151.34 494.81 0.00 4,646.15 3133ELYR9 40436 003 FFCB 5,850,000.00 0.00 1,081,566.31 0.250 0.106 650.00 -361.12 0.00 288.88 3133ENAQ3 40437 003 FFCB 20,350,000.00 0.00 3,754,948.82 0.070 0.232 633.11 1,562.44 0.00 2,195.55 742718EU9 40438 003 PG 10,026,000.00 0.00 1,765,779.12 2.150 0.193 8,981.62 -8,121.06 0.00 860.56 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
October 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
037833CQ1 40439 003 AAPL 8,800,000.00 0.00 1,541,056.00 2.300 0.545 8,433.33 -6,317.79 0.00 2,115.54 3130AKDH6 40440 003 FHLB 5,300,000.00 0.00 978,309.72 0.125 0.239 294.44 293.75 0.00 588.19 037833CQ1 40441 003 AAPL 1,435,000.00 0.00 235,549.01 2.300 0.573 1,283.53 -943.11 0.00 340.42 594918BX1 40442 003 MSFT 1,025,000.00 0.00 139,269.42 2.875 0.817 900.44 -613.65 0.00 286.79 594918BQ6 40443 003 MSFT 2,876,000.00 0.00 383,083.20 2.000 0.639 1,757.55 -1,140.62 0.00 616.93 931142DU4 40444 003 WMT 10,000,000.00 0.00 1,328,373.91 2.350 0.440 7,180.55 -5,707.61 0.00 1,472.94 3133ENGW4 40445 003 FFCB 6,435,000.00 0.00 1,048,765.11 0.660 0.644 1,651.65 50.33 0.00 1,701.98 3130APS48 40446 003 FHLB 13,240,000.00 0.00 2,158,874.82 1.050 0.991 5,406.34 -14.64 0.00 5,391.70 89236THD0 40447 003 TMCC 5,860,000.00 0.00 764,814.08 0.450 0.322 805.75 -185.47 0.00 620.28 89236TEL5 40448 003 TMCC 15,003,000.00 0.00 1,999,925.99 2.700 0.567 12,377.47 -9,520.80 0.00 2,856.67 Subtotal 2,119,008,405.83 2,022,041,314.65 2,049,968,341.46 0.868 5,701,485.22 -1,216,631.10 -2,036.28 4,482,817.84 Fund: CSJ/CSC JP
9128286Y1 40371 152 USTR 901,000.00 915,993.20 915,993.20 1.750 0.073 3,967.44 -3,799.93 0.00 167.51 Subtotal 901,000.00 915,993.20 915,993.20 0.073 3,967.44 -3,799.93 0.00 167.51 Fund: SJCE
VP4560000 40162 501 WELLS 20,143,191.19 20,142,688.33 20,143,023.34 0.010 0.012 603.28 0.00 0.00 603.28 Subtotal 20,143,191.19 20,142,688.33 20,143,023.34 0.012 603.28 0.00 0.00 603.28 Total 2,140,052,597.02 2,043,099,996.18 2,071,027,358.00 0.859 5,706,055.94 -1,220,431.03 -2,036.28 4,483,588.63 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:10 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
City of San Jose
Total Earnings
City of San Jose
, CA
Sorted by Fund - Investment Number
July 1, 2021 - December 31, 2021
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 75,000,000.00 75,000,000.00 74,676,316.33 0.330 0.235 88,461.95 0.00 0.00 88,461.95 VP6000104 36512 003 WELLS 152,883,243.80 83,017,462.65 71,463,858.39 0.025 0.026 9,231.98 0.00 0.00 9,231.98 CSJFA 37042 003 STPOOL 75,000,000.00 75,000,000.00 75,001,068.31 0.330 0.235 88,857.49 0.00 0.00 88,857.49 3130A8QS5 37449 003 FHLB 0.00 9,950,700.00 703,038.59 1.125 1.247 4,062.50 356.06 0.00 4,418.56 3137EAEC9 37466 003 FHLMC 0.00 9,949,200.00 2,271,013.04 1.125 1.220 12,812.50 1,157.11 0.00 13,969.61 70922PAH5 37497 003 PASTRN 0.00 2,057,320.00 1,710,706.30 2.609 1.964 21,741.67 -4,806.04 0.00 16,935.63 544351KQ1 37505 003 LOS 0.00 9,990,900.00 3,366,498.91 2.150 2.131 35,833.33 323.08 0.00 36,156.41 544351KQ1 37510 003 LOS 0.00 3,227,055.00 1,087,377.23 2.150 2.274 11,645.83 818.98 0.00 12,464.81 459058FY4 37523 003 IBRD 10,000,000.00 9,945,700.00 9,945,700.00 2.000 2.103 100,000.00 5,430.00 0.00 105,430.00 574193NC8 37534 003 MDS 5,000,000.00 5,000,000.00 5,000,000.00 2.250 2.232 56,250.00 0.00 0.00 56,250.00 13066YTZ2 37546 003 CASPWR 20,000,000.00 19,750,600.00 19,750,600.00 2.000 2.259 200,000.00 24,940.00 0.00 224,940.00 20772JL67 37560 003 CTS 0.00 3,007,500.00 506,698.37 2.570 2.455 6,425.00 -153.27 0.00 6,271.73 45905UC51 37564 003 IBRD 0.00 30,000,000.00 0.00 2.070 0.00 0.00 0.00 0.00 84247PHX2 37565 003 STNPWR 2,710,000.00 2,831,272.50 2,831,272.50 3.258 2.229 44,145.90 -12,332.79 0.00 31,813.11 3130ABQY5 37569 003 FHLB 0.00 3,636,672.50 0.00 1.800 0.00 0.00 0.00 0.00 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.185 62,500.00 -6,708.17 0.00 55,791.83 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.388 62,500.00 -2,070.94 0.00 60,429.06 3130ACZS6 37589 003 FHLB 10,000,000.00 9,982,270.00 9,982,270.00 2.100 2.125 105,000.00 1,956.72 0.00 106,956.72 45905US21 37596 003 IBRD 0.00 25,000,000.00 0.00 2.170 0.00 0.00 0.00 0.00 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.270 65,940.00 0.00 0.00 65,940.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.908 12,590.00 1,830.00 0.00 14,420.00 4581X0CZ9 37634 003 IADB 20,000,000.00 19,089,200.00 19,089,200.00 1.750 2.938 175,000.00 107,716.16 0.00 282,716.16 544351MN6 37638 003 LOS 4,815,000.00 4,816,203.75 4,816,203.75 2.900 2.870 69,817.50 -145.52 0.00 69,671.98 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.019 85,000.00 -7,757.56 0.00 77,242.44 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.104 381,250.00 8,571.43 0.00 389,821.43 438516BM7 40015 003 HON 0.00 1,645,249.12 1,099,813.27 1.850 3.243 10,557.33 7,423.64 0.00 17,980.97 438516BM7 40016 003 HON 0.00 4,806,300.00 3,212,907.07 1.850 3.237 30,833.33 21,602.23 0.00 52,435.56 742718EQ8 40021 003 PG 0.00 9,617,700.00 6,533,763.59 1.700 3.082 57,611.11 43,917.70 0.00 101,528.81 544351MN6 40036 003 LOS 4,000,000.00 4,009,560.00 4,009,560.00 2.900 2.805 58,000.00 -1,303.64 0.00 56,696.36 13066YTZ2 40039 003 CASPWR 4,000,000.00 3,910,360.00 3,910,360.00 2.000 2.715 40,000.00 13,524.89 0.00 53,524.89 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3135G0U92 40043 003 FNMA 4,000,000.00 3,997,120.00 3,997,120.00 2.625 2.629 52,500.00 480.00 0.00 52,980.00 24422EUJ6 40048 003 DE 0.00 3,463,783.20 1,336,568.52 3.027 0.572 2,662.97 1,189.46 0.00 3,852.43 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.651 265,000.00 2,012.63 0.00 267,012.63 594918BP8 40055 003 MSFT 0.00 9,717,000.00 369,668.48 1.550 7.758 3,013.89 2,165.03 9,278.69 14,457.61 191219AP9 40063 003 KO 10,524,000.00 12,179,004.24 12,179,004.24 8.500 2.792 447,270.00 -275,834.04 0.00 171,435.96 14913Q2T5 40075 003 CAT 5,000,000.00 5,006,050.00 5,006,050.00 2.950 2.882 73,750.00 -1,015.86 0.00 72,734.14 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.516 62,500.00 815.00 0.00 63,315.00 91159HHC7 40080 003 USB 5,000,000.00 5,025,450.00 5,025,450.00 3.000 2.793 75,000.00 -4,241.66 0.00 70,758.34 594918BW3 40082 003 MSFT 4,500,000.00 4,488,750.00 4,488,750.00 2.400 2.474 54,000.00 1,983.35 0.00 55,983.35 478160CD4 40091 003 JNJ 5,280,000.00 5,236,492.80 5,236,492.80 2.250 2.539 59,400.00 7,610.58 0.00 67,010.58 69371RP75 40096 003 PCAR 6,068,000.00 6,110,415.32 6,110,415.32 2.850 2.565 86,469.00 -7,448.54 0.00 79,020.46 24422EUT4 40097 003 JD 14,000,000.00 14,129,780.00 14,129,780.00 2.950 2.588 206,500.00 -22,142.56 0.00 184,357.44 06406HBY4 40100 003 BK 0.00 8,515,763.86 2,452,910.24 3.550 2.121 42,775.92 -10,494.45 -6,054.49 26,226.98 91159HHC7 40102 003 USB 6,533,000.00 6,588,465.17 6,588,465.17 3.000 2.658 97,995.00 -9,702.36 0.00 88,292.64 91159HHC7 40105 003 USB 10,000,000.00 10,090,200.00 10,090,200.00 3.000 2.638 150,000.00 -15,824.56 0.00 134,175.44 25468PCN4 40106 003 DIS 0.00 5,028,100.00 1,257,025.00 2.750 2.468 17,187.50 -1,549.63 0.00 15,637.87 69371RP83 40111 003 PCAR 7,000,000.00 7,020,650.00 7,020,650.00 2.650 2.522 92,750.00 -3,483.60 0.00 89,266.40 90331HPC1 40112 003 USB 10,000,000.00 9,989,400.00 9,989,400.00 2.650 2.666 132,500.00 1,766.67 0.00 134,266.67 13066YTZ2 40114 003 CASPWR 15,000,000.00 15,008,850.00 15,008,850.00 2.000 1.962 150,000.00 -1,522.94 0.00 148,477.06 3137AWQH1 40115 003 FHLMC 8,595,000.00 8,640,996.68 8,640,996.68 2.307 2.109 99,143.34 -7,294.63 0.00 91,848.71 13063DLY2 40116 003 CAS 2,235,000.00 2,248,521.75 2,248,521.75 2.350 2.105 26,261.25 -2,397.95 0.00 23,863.30 3137AWQH1 40121 003 FHLMC 6,215,000.00 6,248,250.25 6,248,250.25 2.307 2.108 71,690.04 -5,296.50 0.00 66,393.54 56052AD60 40125 003 MES 1,250,000.00 1,264,337.50 1,264,337.50 2.500 2.068 15,625.00 -2,446.21 0.00 13,178.79 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.887 93,750.00 1,300.00 0.00 95,050.00 3133EKRE8 40127 003 FFCB 17,000,000.00 16,973,820.00 16,973,820.00 1.850 1.894 157,250.00 4,793.90 0.00 162,043.90 084670BF4 40138 003 BRK 8,513,000.00 8,806,017.46 8,806,017.46 3.400 1.985 144,721.00 -56,591.35 0.00 88,129.65 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.818 87,500.00 3,802.68 0.00 91,302.68 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,390,781.25 4,390,781.25 3.060 2.126 65,025.00 -17,972.08 0.00 47,052.92 3138L9HU9 40151 003 FNMA 2,750,000.00 2,765,468.75 2,765,468.75 2.360 2.169 33,171.10 -2,937.30 0.00 30,233.80 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.662 25,628.75 -10,229.86 0.00 15,398.89 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.756 18,190.00 -8,612.85 0.00 9,577.15 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.049 68,742.00 -38,035.44 0.00 30,706.56 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.538 22,500.00 705.39 0.00 23,205.39 43815NAC8 40158 003 HAROT 2,490,333.56 4,442,341.49 3,403,785.21 1.780 1.415 24,273.78 3.58 7.70 24,285.06 438516BM7 40163 003 HON 0.00 5,006,050.00 3,346,435.60 1.850 1.772 30,833.33 -935.57 0.00 29,897.76 037833DL1 40164 003 AAPL 1,000,000.00 999,830.00 999,830.00 1.700 1.692 8,500.00 28.34 0.00 8,528.34 037833DL1 40166 003 AAPL 5,000,000.00 4,991,750.00 4,991,750.00 1.700 1.744 42,500.00 1,375.00 0.00 43,875.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3137B36J2 40167 003 FHLMC 4,858,981.40 5,212,500.00 5,196,132.01 3.320 0.622 49,687.35 -31,386.25 -2,019.01 16,282.09 3138LC5B7 40169 003 FNMA 1,000,000.00 1,019,843.75 1,019,843.75 2.710 2.118 13,851.10 -2,961.27 0.00 10,889.83 3140HUNV4 40171 003 FNMA 4,962,758.60 5,086,718.75 5,072,964.39 2.420 0.417 20,137.96 -9,108.82 -361.90 10,667.24 30298LAA9 40173 003 FHLMC 5,789,441.90 7,840,469.00 6,871,437.59 1.990 1.896 65,668.90 0.00 0.00 65,668.90 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.842 4,642.50 0.00 0.00 4,642.50 30314KAS2 40180 003 FHLMC 1,979,421.18 3,129,400.55 2,524,738.60 2.090 1.508 24,667.07 -5,469.30 0.00 19,197.77 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.648 81,250.00 1,706.64 0.00 82,956.64 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.981 50,250.00 -302.91 0.00 49,947.09 89233MAD5 40186 003 TMCC 2,028,685.47 2,999,783.40 2,599,600.94 1.920 1.909 24,963.28 22.48 37.75 25,023.51 677522T20 40188 003 OHS 1,950,000.00 1,950,000.00 1,950,000.00 1.800 1.785 17,550.00 0.00 0.00 17,550.00 3138ELJW4 40189 003 FNMA 4,560,574.62 6,158,994.05 5,230,097.71 2.791 1.028 68,198.44 -41,084.37 0.00 27,114.07 43813VAC2 40190 003 HAROT 6,095,097.63 8,998,396.20 7,784,692.88 1.830 1.827 71,266.26 167.45 281.74 71,715.45 3138L1UV9 40194 003 FNMA 4,047,484.20 4,108,956.25 4,102,395.71 2.220 2.171 45,212.79 -316.97 0.00 44,895.82 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.713 161,140.84 -29,473.92 0.00 131,666.92 3134GUQ94 40198 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 1.800 1.785 90,000.00 0.00 0.00 90,000.00 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.678 93,500.00 -408.02 0.00 93,091.98 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.325 92,576.64 0.00 0.00 92,576.64 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.198 83,440.02 0.00 0.00 83,440.02 3138L4EN9 40206 003 FNMA 22,259,233.61 22,589,238.61 22,931,918.82 2.610 2.466 292,285.90 -7,218.86 0.00 285,067.04 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.860 71,500.00 -22,836.00 0.00 48,664.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.626 13,549.98 0.00 0.00 13,549.98 46625HJE1 40213 003 JPM 2,050,000.00 2,119,372.00 2,119,372.00 3.250 1.902 33,312.50 -12,993.72 0.00 20,318.78 30295NAE0 40214 003 FHLMC 263,022.17 739,668.04 486,208.19 2.050 1.520 4,322.52 -595.80 0.00 3,726.72 3136ACGJ4 40221 003 FNMA 2,992,014.06 3,607,515.78 3,492,987.53 2.509 1.899 42,184.34 -8,751.67 0.00 33,432.67 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.756 160,000.00 -67,910.61 0.00 92,089.39 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.872 51,799.98 0.00 0.00 51,799.98 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 478160CD4 40229 003 JNJ 12,687,000.00 12,900,649.08 12,900,649.08 2.250 1.381 142,728.75 -52,897.98 0.00 89,830.77 30298LAA9 40231 003 FHLMC 680,259.43 921,255.11 817,486.35 1.990 1.141 7,716.11 -3,012.45 0.00 4,703.66 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.962 4,850.00 0.00 0.00 4,850.00 438516BM7 40236 003 HON 0.00 15,134,700.00 10,117,217.93 1.850 1.275 92,500.00 -27,489.80 0.00 65,010.20 254687FJ0 40237 003 DIS 1,412,000.00 1,405,490.68 1,405,490.68 1.650 1.831 11,649.00 1,325.42 0.00 12,974.42 69371RQ33 40238 003 PCAR 1,000,000.00 986,760.00 986,760.00 2.000 2.545 10,000.00 2,659.82 0.00 12,659.82 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.787 154,049.00 -57,113.32 0.00 96,935.68 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.733 84,375.00 -37,449.66 0.00 46,925.34 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.065 35,350.00 -16,126.87 0.00 19,223.13 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.699 9,375.00 1,161.00 0.00 10,536.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89239RAC0 40252 003 TMCC 1,413,168.16 1,499,700.00 1,491,679.10 1.360 1.356 10,147.51 34.74 10.79 10,193.04 44891LAC7 40253 003 HART 1,250,000.00 1,249,708.75 1,249,708.75 1.410 1.404 8,812.50 32.04 0.00 8,844.54 76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.344 19,553.83 0.00 0.00 19,553.83 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.645 53,340.00 0.00 0.00 53,340.00 3134GVPZ5 40259 003 FHLMC 0.00 25,000,000.00 0.00 0.630 0.00 0.00 0.00 0.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.715 35,000.00 1,000.00 0.00 36,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.542 17,615.50 1,339.22 0.00 18,954.72 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.753 25,481.25 317.10 0.00 25,798.35 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.910 65,468.88 -48,462.93 0.00 17,005.95 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.694 35,000.00 0.00 0.00 35,000.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.538 138,499.98 0.00 0.00 138,499.98 69371RN77 40267 003 PCAR 2,897,000.00 2,970,699.68 2,970,699.68 2.300 1.127 33,315.50 -16,438.60 0.00 16,876.90 459058GU1 40269 003 IBRD 16,000,000.00 16,606,400.00 16,606,400.00 2.125 0.315 170,000.00 -143,621.06 0.00 26,378.94 43813DAC2 40270 003 HAROT 1,895,368.84 1,999,842.60 1,990,176.35 0.820 0.816 8,161.89 18.95 5.14 8,185.98 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.349 12,500.00 5,016.66 0.00 17,516.66 3136AL7K1 40272 003 FNMA 2,974,416.63 3,461,986.75 3,484,711.55 2.967 0.378 46,809.73 -40,175.78 0.00 6,633.95 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.744 150,000.00 0.00 0.00 150,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.649 331,729.50 -242,109.86 0.00 89,619.64 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.841 8,000.00 463.33 0.00 8,463.33 3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.468 71,258.76 0.00 0.00 71,258.76 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.039 5,240.00 0.00 0.00 5,240.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.213 5,503.50 0.00 0.00 5,503.50 24422EVG1 40279 003 JD 7,500,000.00 7,508,925.00 7,508,925.00 0.550 0.488 20,625.00 -2,150.61 0.00 18,474.39 56052AE77 40280 003 MES 1,000,000.00 1,009,720.00 1,009,720.00 1.250 0.735 6,250.00 -2,510.19 0.00 3,739.81 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.843 127,500.00 0.00 0.00 127,500.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.575 29,000.00 0.00 0.00 29,000.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.301 15,000.00 150.56 0.00 15,150.56 3134GVS41 40285 003 FHLMC 0.00 25,000,000.00 7,744,565.22 0.420 0.418 16,333.33 0.00 0.00 16,333.33 459058GU1 40287 003 IBRD 7,500,000.00 7,779,030.00 7,779,030.00 2.125 0.285 79,687.50 -68,520.32 0.00 11,167.18 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.538 25,000.00 2,072.30 0.00 27,072.30 3136AGMB5 40289 003 FNMA 1,506,548.93 1,765,494.19 1,664,782.01 2.492 0.963 19,439.50 -11,359.20 0.00 8,080.30 46625HJC5 40290 003 JPM 0.00 2,091,063.87 511,401.49 4.350 0.343 10,633.33 -9,748.93 0.00 884.40 3130AJS26 40291 003 FHLB 25,000,000.00 25,000,000.00 25,000,000.00 0.220 0.218 27,500.00 0.00 0.00 27,500.00 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.826 4,165.00 0.00 0.00 4,165.00 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.826 2,707.25 0.00 0.00 2,707.25 30315EAA4 40295 003 FHLMC 3,446,210.43 3,472,724.06 3,477,753.98 0.830 0.811 14,347.88 -129.67 0.00 14,218.21 89237VAB5 40296 003 TMCC 5,000,000.00 4,999,615.00 4,999,615.00 0.440 0.438 10,999.98 45.65 0.00 11,045.63 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.630 16,500.00 -611.36 0.00 15,888.64 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.496 12,750.00 -244.43 0.00 12,505.57 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.497 6,250.00 12.59 0.00 6,262.59 30288WAK5 40300 003 FHLMC 265,323.51 267,989.46 274,339.18 2.190 2.055 2,917.54 -75.40 0.00 2,842.14 55380THE3 40302 003 MUFGBK 0.00 25,000,000.00 5,842,391.30 0.320 0.324 9,555.56 0.00 0.00 9,555.56 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.589 67,500.00 -51,813.77 0.00 15,686.23 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.516 37,999.00 0.00 0.00 37,999.00 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.417 9,124.50 0.00 0.00 9,124.50 89114NSX4 40307 003 TD 0.00 30,000,000.00 9,945,652.17 0.240 0.243 12,200.00 0.00 0.00 12,200.00 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.442 38,928.00 -33,158.31 0.00 5,769.69 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.433 9,375.00 1,506.68 0.00 10,881.68 78012UYA7 40310 003 RY 0.00 20,000,000.00 9,239,130.43 0.240 0.243 11,333.33 0.00 0.00 11,333.33 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.546 27,500.00 0.00 0.00 27,500.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.833 16,800.00 0.00 0.00 16,800.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.410 9,750.00 575.05 0.00 10,325.05 3138L9QS4 40314 003 FNMA 2,500,000.00 2,500,000.00 2,650,781.25 2.810 2.629 35,125.02 0.00 0.00 35,125.02 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.486 60,922.00 -50,970.70 0.00 9,951.30 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.248 2,500.00 2,486.66 0.00 4,986.66 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.783 21,300.00 -1,513.54 0.00 19,786.46 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.797 44,250.00 -3,912.17 0.00 40,337.83 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.502 40,000.00 -35,073.88 0.00 4,926.12 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.379 66,723.00 -58,712.99 0.00 8,010.01 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.349 17,000.00 594.91 0.00 17,594.91 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.689 3,475.00 0.00 0.00 3,475.00 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.759 5,297.63 0.00 0.00 5,297.63 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.627 9,779.23 -2,707.16 0.00 7,072.07 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.597 15,717.40 -4,868.47 0.00 10,848.93 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.602 44,150.00 -13,434.86 0.00 30,715.14 3136AY6S7 40327 003 FNMA 3,675,550.76 4,897,291.16 4,994,658.69 2.624 -1.286 58,856.41 -91,239.57 0.00 -32,383.16 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.768 68,895.00 0.00 0.00 68,895.00 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.426 18,750.00 2,652.74 0.00 21,402.74 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 25,000.00 0.00 0.00 25,000.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.546 41,250.00 0.00 0.00 41,250.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.317 18,168.75 -4,456.81 0.00 13,711.94 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.413 25,000.00 -4,103.50 0.00 20,896.50 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.492 24,000.00 800.00 0.00 24,800.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.395 75,000.00 -34,574.40 0.00 40,425.60 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.504 25,000.00 379.39 0.00 25,379.39 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.493 24,000.00 839.00 0.00 24,839.00 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.510 25,000.00 691.03 0.00 25,691.03 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.337 59,562.50 -50,808.11 0.00 8,754.39 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 25,000.00 0.00 0.00 25,000.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.520 18,750.00 7,268.25 0.00 26,018.25 30318CAA5 40342 003 FHLMC 4,534,267.05 4,991,543.75 4,916,759.57 0.670 0.563 16,190.45 -2,242.48 0.00 13,947.97 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.500 30,905.00 -12,989.43 0.00 17,915.57 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.298 75,000.00 -59,333.33 0.00 15,666.67 89233GVX1 40345 003 TMCC 0.00 14,982,504.17 4,967,025.84 0.190 0.193 0.00 4,829.17 0.00 4,829.17 62478UAT3 40346 003 MUBCD 0.00 25,000,000.00 13,451,086.96 0.180 0.183 12,375.00 0.00 0.00 12,375.00 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.503 22,500.00 2,810.00 0.00 25,310.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.431 290,625.00 -254,707.50 0.00 35,917.50 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.386 12,250.00 1,353.33 0.00 13,603.33 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 25,000.00 0.00 0.00 25,000.00 78015CWA6 40351 003 RY 0.00 24,978,708.33 9,638,523.32 0.140 0.142 0.00 6,902.78 0.00 6,902.78 06367CAH0 40352 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.180 0.183 23,000.00 0.00 0.00 23,000.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.508 25,000.00 600.00 0.00 25,600.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 15,000.00 0.00 0.00 15,000.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 15,000.00 0.00 0.00 15,000.00 3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.390 64,053.00 0.00 0.00 64,053.00 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.648 32,646.38 0.00 0.00 32,646.38 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.793 40,000.00 0.00 0.00 40,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.605 37,500.00 -6,854.76 0.00 30,645.24 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.992 50,000.00 0.00 0.00 50,000.00 89233GU12 40361 003 TMCC 0.00 49,994,263.89 0.00 0.070 0.00 0.00 0.00 0.00 62478UC38 40362 003 UNIONB 0.00 35,000,000.00 0.00 0.060 0.00 0.00 0.00 0.00 COVID RELIEF 40363 003 STPOOL 75,000,000.00 75,000,000.00 75,000,904.34 0.330 0.235 88,857.29 0.00 0.00 88,857.29 46625HJC5 40364 003 JPM 0.00 1,009,550.00 246,900.82 4.350 0.104 5,316.67 -5,187.65 0.00 129.02 89233GZ33 40365 003 TMCC 0.00 19,986,061.11 16,836,084.09 0.130 0.132 0.00 11,194.45 0.00 11,194.45 62479LXR1 40366 003 MUFGBK 0.00 9,996,666.67 6,302,246.38 0.080 0.081 0.00 2,577.78 0.00 2,577.78 14913R2B2 40367 003 CAT 5,000,000.00 5,039,650.00 5,039,650.00 0.950 0.121 23,750.00 -20,686.96 0.00 3,063.04 89114WBP9 40368 003 TD 0.00 10,000,000.00 9,347,826.09 0.070 0.071 3,344.44 0.00 0.00 3,344.44 06367CGB7 40369 003 BMO 0.00 25,000,000.00 24,728,260.87 0.100 0.101 12,638.89 0.00 0.00 12,638.89 89114WBX2 40370 003 TD 0.00 25,000,000.00 10,326,086.96 0.040 0.041 2,111.11 0.00 0.00 2,111.11 64990FC93 40372 003 NYSPIT 2,000,000.00 2,000,000.00 2,000,000.00 0.167 0.166 1,670.00 0.00 0.00 1,670.00 89114WCA1 40373 003 TD 0.00 30,000,000.00 22,989,130.43 0.110 0.112 12,925.00 0.00 0.00 12,925.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
912796J26 40374 003 USTR 0.00 29,999,160.00 3,097,739.35 0.036 0.037 0.00 570.00 0.00 570.00 912796C56 40375 003 USTR 0.00 24,999,000.00 3,804,195.65 0.040 0.041 0.00 777.78 0.00 777.78 912796K24 40376 003 USTR 0.00 29,998,425.00 7,662,641.17 0.035 0.035 0.00 1,370.83 0.00 1,370.83 912796J26 40377 003 USTR 0.00 19,999,444.44 2,065,160.02 0.040 0.041 0.00 422.23 0.00 422.23 62479LZH1 40378 003 MUFGBK 0.00 9,996,655.56 9,181,710.81 0.070 0.071 0.00 3,286.11 0.00 3,286.11 89233GZ33 40379 003 TMCC 0.00 9,995,172.22 8,419,846.16 0.110 0.112 0.00 4,736.11 0.00 4,736.11 06417MQL2 40380 003 BNSHOU 13,910,000.00 13,910,344.08 13,910,344.08 0.200 0.200 14,219.11 -176.85 0.00 14,042.26 62479LX83 40381 003 MUFGBK 0.00 0.00 5,379,399.05 0.070 0.071 0.00 1,925.00 0.00 1,925.00 78012UP82 40382 003 RY 25,000,000.00 0.00 25,000,000.00 0.190 0.193 24,277.78 0.00 0.00 24,277.78 89233GXL5 40383 003 TMCC 0.00 0.00 14,399,205.46 0.070 0.071 0.00 5,152.78 0.00 5,152.78 62479LXN0 40384 003 MUFGBK 0.00 0.00 5,759,682.19 0.070 0.071 0.00 2,061.11 0.00 2,061.11 89233GZH2 40385 003 TMCC 0.00 0.00 13,201,173.10 0.090 0.091 0.00 6,075.00 0.00 6,075.00 78012UR23 40386 003 RY 25,000,000.00 0.00 21,059,782.61 0.120 0.122 12,916.66 0.00 0.00 12,916.66 912796K73 40387 003 USTR 20,000,000.00 0.00 16,193,117.10 0.035 0.035 0.00 2,897.23 0.00 2,897.23 62479MAE3 40388 003 MUFGBK 10,000,000.00 0.00 8,094,546.47 0.090 0.091 0.00 3,725.00 0.00 3,725.00 62479MCR2 40389 003 MUFGBK 25,000,000.00 0.00 17,515,820.20 0.110 0.112 0.00 9,854.16 0.00 9,854.16 89114WF75 40390 003 TD 30,000,000.00 0.00 20,054,347.83 0.160 0.162 16,400.00 0.00 0.00 16,400.00 06367CKK2 40391 003 BMO 25,000,000.00 0.00 16,847,826.09 0.160 0.162 13,777.78 0.00 0.00 13,777.78 06367CL39 40392 003 BMO 25,000,000.00 0.00 15,625,000.00 0.160 0.162 12,777.78 0.00 0.00 12,777.78 912796G60 40393 003 USTR 0.00 0.00 3,043,304.28 0.147 0.149 0.00 2,286.67 0.00 2,286.67 912796G78 40394 003 USTR 0.00 0.00 2,282,475.54 0.100 0.101 0.00 1,166.67 0.00 1,166.67 912796ZB8 40395 003 USTR 0.00 0.00 760,863.28 0.043 0.043 0.00 165.28 0.00 165.28 89233GY91 40396 003 TMCC 0.00 0.00 2,065,151.99 0.060 0.061 0.00 633.33 0.00 633.33 89233GZE9 40397 003 TMCC 0.00 0.00 2,934,430.43 0.080 0.081 0.00 1,200.00 0.00 1,200.00 912796H69 40398 003 USTR 0.00 0.00 1,304,308.70 0.045 0.046 0.00 300.00 0.00 300.00 912796N70 40399 003 USTR 0.00 0.00 3,043,359.90 0.050 0.051 0.00 777.78 0.00 777.78 912828U81 40400 003 USTR 0.00 0.00 5,398,884.29 2.000 0.087 53,804.35 -51,435.00 0.00 2,369.35 9127964W6 40401 003 USTR 0.00 0.00 217,389.37 0.040 0.041 0.00 44.44 0.00 44.44 9127965G0 40402 003 USTR 0.00 0.00 1,847,738.83 0.050 0.051 0.00 472.22 0.00 472.22 912796J59 40403 003 USTR 0.00 0.00 4,456,217.21 0.060 0.061 0.00 1,366.67 0.00 1,366.67 912796ZX0 40404 003 USTR 0.00 0.00 1,277,023.85 0.090 0.091 0.00 587.50 0.00 587.50 912796J75 40405 003 USTR 0.00 0.00 2,988,810.77 0.070 0.071 0.00 1,069.44 0.00 1,069.44 459058FY4 40406 003 IBRD 15,000,000.00 0.00 3,681,747.15 2.000 0.111 36,666.67 -34,597.39 0.00 2,069.28 89114WKY0 40407 003 TD 10,000,000.00 0.00 2,500,000.00 0.150 0.152 1,916.67 0.00 0.00 1,916.67 45950KCS7 40408 003 IFC 24,721,000.00 0.00 6,057,565.32 0.500 0.352 15,107.28 -4,346.39 0.00 10,760.89 3130APRF4 40409 003 FHLB 20,000,000.00 0.00 4,889,103.26 1.000 1.007 24,444.45 367.35 0.00 24,811.80 3130APWP6 40410 003 FHLB 8,300,000.00 0.00 1,712,587.72 0.600 0.637 5,118.33 383.88 0.00 5,502.21 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130ADRG9 40411 003 FHLB 1,050,000.00 0.00 229,268.26 2.750 0.407 3,047.92 -2,577.48 0.00 470.44 3133ENBT6 40412 003 FFCB 1,825,000.00 0.00 386,205.61 0.180 0.312 346.75 261.30 0.00 608.05 4581X0CW6 40413 003 IADB 2,640,000.00 0.00 546,883.58 2.125 0.086 5,765.83 -5,527.96 0.00 237.87 3135G0T94 40414 003 FNMA 2,700,000.00 0.00 585,820.53 2.375 0.316 6,768.75 -5,834.39 0.00 934.36 3135G04Q3 40415 003 FNMA 2,963,000.00 0.00 625,822.80 0.250 0.480 781.90 733.22 0.00 1,515.12 912796ZX0 40416 003 USTR 0.00 0.00 2,391,183.79 0.082 0.084 0.00 1,008.33 0.00 1,008.33 3130APZU2 40417 003 FHLB 1,900,000.00 0.00 330,434.78 0.875 0.859 1,431.60 0.00 0.00 1,431.60 3130APU45 40418 003 FHLB 4,875,000.00 0.00 846,554.35 0.850 0.886 3,568.23 211.46 0.00 3,779.69 45950VLH7 40419 003 IFC 3,173,000.00 0.00 560,487.00 2.000 0.248 5,464.61 -4,764.84 0.00 699.77 3135G05U3 40420 003 FNMA 7,000,000.00 0.00 1,214,360.00 0.350 0.487 2,109.72 874.32 0.00 2,984.04 3130APKF1 40421 003 FHLB 2,725,000.00 0.00 471,543.48 0.750 0.908 1,759.89 399.22 0.00 2,159.11 3130APMH5 40422 003 FHLB 3,150,000.00 0.00 529,899.85 0.625 0.675 1,640.62 162.12 0.00 1,802.74 3133ENFZ8 40423 003 FFCB 10,000,000.00 0.00 1,632,701.09 1.010 0.943 8,136.11 -373.24 0.00 7,762.87 3133EMZP0 40424 003 FFCB 1,250,000.00 0.00 209,831.25 0.140 0.383 145.84 259.01 0.00 404.85 912796J75 40425 003 USTR 0.00 0.00 2,391,103.41 0.138 0.139 0.00 1,680.56 0.00 1,680.56 91282CAG6 40426 003 USTR 20,000,000.00 0.00 3,259,773.26 0.125 0.171 2,071.83 741.62 0.00 2,813.45 313376C94 40427 003 FHLB 0.00 0.00 174,012.17 2.625 0.061 2,333.33 -2,280.00 0.00 53.33 742718DY2 40428 003 PG 3,500,000.00 0.00 553,682.50 2.300 0.170 6,261.11 -5,786.67 0.00 474.44 037833CM0 40429 003 AAPL 9,850,000.00 0.00 1,556,078.38 2.500 1.195 19,152.77 -9,778.36 0.00 9,374.41 912828G87 40430 003 USTR 0.00 0.00 2,720,999.46 2.125 0.169 28,872.28 -26,556.00 0.00 2,316.28 594918BH6 40431 003 MSFT 5,580,000.00 0.00 802,197.78 2.650 0.704 10,268.75 -7,422.94 0.00 2,845.81 594918AW4 40432 003 MSFT 1,851,000.00 0.00 254,160.81 3.625 0.937 4,286.87 -3,086.69 0.00 1,200.18 3133EMGX4 40433 003 FFCB 20,000,000.00 0.00 2,712,196.20 0.125 0.316 1,666.67 2,652.21 0.00 4,318.88 931142DU4 40434 003 WMT 5,000,000.00 0.00 664,539.13 2.350 0.467 7,506.94 -5,941.14 0.00 1,565.80 3130APQU2 40435 003 FHLB 14,370,000.00 0.00 1,325,671.55 0.650 0.695 4,151.34 494.81 0.00 4,646.15 3133ELYR9 40436 003 FFCB 5,850,000.00 0.00 540,783.16 0.250 0.106 650.00 -361.12 0.00 288.88 3133ENAQ3 40437 003 FFCB 20,350,000.00 0.00 1,877,474.41 0.070 0.232 633.11 1,562.44 0.00 2,195.55 742718EU9 40438 003 PG 10,026,000.00 0.00 882,889.56 2.150 0.193 8,981.62 -8,121.06 0.00 860.56 037833CQ1 40439 003 AAPL 8,800,000.00 0.00 770,528.00 2.300 0.545 8,433.33 -6,317.79 0.00 2,115.54 3130AKDH6 40440 003 FHLB 5,300,000.00 0.00 489,154.86 0.125 0.239 294.44 293.75 0.00 588.19 037833CQ1 40441 003 AAPL 1,435,000.00 0.00 117,774.51 2.300 0.573 1,283.53 -943.11 0.00 340.42 594918BX1 40442 003 MSFT 1,025,000.00 0.00 69,634.71 2.875 0.817 900.44 -613.65 0.00 286.79 594918BQ6 40443 003 MSFT 2,876,000.00 0.00 191,541.60 2.000 0.639 1,757.55 -1,140.62 0.00 616.93 931142DU4 40444 003 WMT 10,000,000.00 0.00 664,186.96 2.350 0.440 7,180.55 -5,707.61 0.00 1,472.94 3133ENGW4 40445 003 FFCB 6,435,000.00 0.00 524,382.55 0.660 0.644 1,651.65 50.33 0.00 1,701.98 3130APS48 40446 003 FHLB 13,240,000.00 0.00 1,079,437.41 1.050 0.991 5,406.34 -14.64 0.00 5,391.70 89236THD0 40447 003 TMCC 5,860,000.00 0.00 382,407.04 0.450 0.322 805.75 -185.47 0.00 620.28 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - December 31, 2021
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89236TEL5 40448 003 TMCC 15,003,000.00 0.00 999,963.00 2.700 0.567 12,377.47 -9,520.80 0.00 2,856.67 Subtotal 2,119,008,405.83 2,263,401,399.78 2,056,629,978.99 0.897 11,476,760.02 -2,168,850.29 1,186.41 9,309,096.14 Fund: CSJ/CSC JP
9128286Y1 40371 152 USTR 901,000.00 915,993.20 915,993.20 1.750 0.072 7,930.85 -7,599.86 0.00 330.99 Subtotal 901,000.00 915,993.20 915,993.20 0.072 7,930.85 -7,599.86 0.00 330.99 Fund: SJCE
VP4560000 40162 501 WELLS 20,143,191.19 20,142,180.58 20,142,768.43 0.010 0.011 1,111.03 0.00 0.00 1,111.03 Subtotal 20,143,191.19 20,142,180.58 20,142,768.43 0.011 1,111.03 0.00 0.00 1,111.03 Total 2,140,052,597.02 2,284,459,573.56 2,077,688,740.62 0.889 11,485,801.90 -2,176,450.15 1,186.41 9,310,538.16 Portfolio CITY
AP
Run Date: 01/14/2022 - 14:35 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION C

PORTFOLIO HOLDINGS AT COST
Investment Status Report shows cost information of portfolio holdings including yield to maturity, accrued interest at purchase, current principal and amortized book value of the portfolio by investment type. Types of investments are described as follows:

MONEY MARKET MUTUAL FUND: An entity that pools funds and invests in a variety of short-term debt instruments. The City only invests in money market mutual funds that are invested in US Treasuries, federal agency securities, and repurchase agreements backed US Treasury and federal agency securities.

LOCAL AGENCY INVESTMENT FUND: An investment pool managed by the State Treasurer in which local governments and agencies in California may participate.

CORPORATE NOTES: Debt instruments which are issued by private corporations.

NEGOTIABLE CERTIFICATE OF DEPOSIT: A time deposit in large denomination with a specific maturity evidenced by a certificate. It is typically negotiated between the investor and the issuing bank.

COMMERCIAL PAPER: Short-term, unsecured, negotiable promissory notes of corporations.

FEDERAL AGENCY SECURITIES: Securities issued by US federal government agencies, including the Federal Agricultural Mortgage Corporation, the Federal Farm Credit Banks, the Federal Home Loan Banks, Federal Home Loan Mortgage Corporation and the Federal National Mortgage Association.

U.S. TREASURY OBLIGATIONS: Securities issued by the U.S. Treasury and backed by the full faith and credit of the United States.

SUPRANATIONALS: Debt obligations issued by international development institutions that provide development financing, advisory services, and other financial services to member countries to promote improved living standards through sustainable local economic growth.

MUNICIPAL BONDS: Debt obligations issued by states and local governments and their agencies, including cities, counties, government retirement plans, school districts, state universities, sewer districts, municipally owned utilities and authorities running bridges, airports and other transportation facilities.

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Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP6000104 36512 WELLS 152,883,243.80 0.025 06/30/2021 0.025 0.025 07/01 - Monthly 152,883,243.80 152,883,243.80 VP6000104 37053 WELLS 0.00 1.582 07/01/2021 1.582 1.582 08/01 - Monthly 0.00 0.00 VP4560000 40162 WELLS 20,143,191.19 0.010 06/30/2021 0.010 0.010 07/01 - Monthly 20,143,191.19 20,143,191.19 Money Markets Totals 173,026,434.99 0.023 0.023 0.00 173,026,434.99 173,026,434.99 State Pool
CITY 32936 STPOOL 75,000,000.00 0.330 06/30/2021 0.330 0.330 07/01 - Quarterly 75,000,000.00 75,000,000.00 CSJFA 37042 STPOOL 75,000,000.00 0.330 06/30/2021 0.330 0.330 07/01 - Quarterly 75,000,000.00 75,000,000.00 SYS37370 37370 STPOOL 0.00 2.390 2.390 2.390 01/01 - Quarterly 0.00 0.00 COVID RELIEF 40363 STPOOL 75,000,000.00 0.330 06/30/2021 0.330 0.330 07/01 - Quarterly 75,000,000.00 75,000,000.00 State Pool Totals 225,000,000.00 0.330 0.330 0.00 225,000,000.00 225,000,000.00 Corp Medium Term Notes
037833DL1 40164 AAPL 1,000,000.00 1.700 09/11/2022 09/11/2019 1.706 1.706 03/11 - 09/11 999,830.00 999,960.65 037833DL1 40166 AAPL 5,000,000.00 1.700 09/11/2022 09/11/2019 1.757 1.757 03/11 - 09/11 4,991,750.00 4,998,090.28 037833DV9 40263 AAPL 6,795,000.00 0.750 05/11/2023 05/11/2020 0.759 0.759 11/11 - 05/11 6,793,097.40 6,794,136.78 037833CM0 40429 AAPL 9,850,000.00 2.500 02/09/2022 12/03/2021 1.211 1.211 01/09 - Final Pmt. 77,979.17 9,873,049.00 9,863,270.64 037833CQ1 40439 AAPL 8,800,000.00 2.300 05/11/2022 12/16/2021 0.572 0.572 05/11 - Final Pmt. 19,677.78 8,861,072.00 8,854,754.21 037833CQ1 40441 AAPL 1,435,000.00 2.300 05/11/2022 12/17/2021 0.605 0.605 05/11 - Final Pmt. 3,300.50 1,444,700.60 1,443,757.49 06406RAE7 40242 BK 10,444,000.00 2.950 01/29/2023 04/13/2020 1.823 1.823 07/29 - 01/29 Received 10,763,199.97 10,567,110.92 06406RAJ6 40320 BK 3,868,000.00 3.450 08/11/2023 11/03/2020 0.394 0.394 02/11 - 08/11 Received 4,193,530.88 4,057,186.28 084670BF4 40138 BRK 8,513,000.00 3.400 01/31/2022 06/28/2019 2.026 2.026 07/31 - 01/31 Received 8,806,017.46 8,522,117.50 14913Q2T5 40075 CAT 5,000,000.00 2.950 02/26/2022 03/04/2019 2.907 2.907 08/26 - 02/26 Received 5,006,050.00 5,000,310.40 14913R2B2 40367 CAT 5,000,000.00 0.950 05/13/2022 05/28/2021 0.122 0.122 11/13 - 05/13 Received 5,039,650.00 5,015,170.43 254687FJ0 40237 DIS 1,412,000.00 1.650 09/01/2022 03/17/2020 1.843 1.843 09/01 - 03/01 Received 1,405,490.68 1,410,232.76 24422EUT4 40097 JD 14,000,000.00 2.950 04/01/2022 04/26/2019 2.618 2.618 10/01 - 04/01 Received 14,129,780.00 14,011,071.28 24422EVG1 40279 JD 7,500,000.00 0.550 07/05/2022 06/08/2020 0.492 0.492 01/05 - 07/05 Received 7,508,925.00 7,502,198.39 478160CD4 40091 JNJ 5,280,000.00 2.250 03/03/2022 04/24/2019 2.550 2.550 09/03 - 03/03 Received 5,236,492.80 5,277,378.57 478160CD4 40229 JNJ 12,687,000.00 2.250 03/03/2022 02/26/2020 1.401 1.401 03/03 - 09/03 Received 12,900,649.08 12,705,220.42 46625HJE1 40213 JPM 2,050,000.00 3.250 09/23/2022 01/22/2020 1.942 1.942 03/23 - 09/23 Received 2,119,372.00 2,068,913.07 46625HJH4 40223 JPM 10,000,000.00 3.200 01/25/2023 01/31/2020 1.799 1.799 07/25 - 01/25 Received 10,405,200.00 10,144,875.98 46625HRL6 40303 JPM 5,000,000.00 2.700 05/18/2023 08/20/2020 0.607 0.607 11/18 - 05/18 Received 5,284,400.00 5,143,063.56 46625HJH4 40308 JPM 2,433,000.00 3.200 01/25/2023 09/25/2020 0.456 0.456 01/25 - 07/25 Received 2,587,738.80 2,503,737.74 46625HJT8 40348 JPM 15,000,000.00 3.875 02/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 16,061,281.25 191219AP9 40063 KO 10,524,000.00 8.500 02/01/2022 02/01/2019 2.981 2.981 08/01 - 02/01 12,179,004.24 10,569,972.34 594918BW3 40082 MSFT 4,500,000.00 2.400 02/06/2022 04/05/2019 2.491 2.491 08/06 - 02/06 Received 4,488,750.00 4,499,614.35 594918BH6 40431 MSFT 5,580,000.00 2.650 11/03/2022 12/06/2021 0.724 0.724 05/03 - 11/03 13,554.75 5,677,092.00 5,669,669.06 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
594918AW4 40432 MSFT 1,851,000.00 3.625 12/15/2023 12/08/2021 0.982 0.982 12/15 - 06/15 Received 1,948,566.21 1,945,479.52 594918BX1 40442 MSFT 1,025,000.00 2.875 02/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 10,968.92 1,067,732.25 1,067,118.60 594918BQ6 40443 MSFT 2,876,000.00 2.000 08/08/2023 12/20/2021 0.692 0.692 02/08 - 08/08 21,090.67 2,936,971.20 2,935,830.58 69371RP75 40096 PCAR 6,068,000.00 2.850 03/01/2022 04/26/2019 2.593 2.593 09/01 - 03/01 Received 6,110,415.32 6,070,482.85 69371RP83 40111 PCAR 7,000,000.00 2.650 05/10/2022 05/23/2019 2.546 2.546 11/10 - 05/10 Received 7,020,650.00 7,002,496.58 69371RQ33 40238 PCAR 1,000,000.00 2.000 09/26/2022 03/30/2020 2.552 2.552 09/26 - 03/26 Received 986,760.00 996,084.15 69371RN77 40267 PCAR 2,897,000.00 2.300 08/10/2022 05/13/2020 1.147 1.147 08/10 - 02/10 Received 2,970,699.68 2,917,000.28 69371RQ82 40275 PCAR 2,000,000.00 0.800 06/08/2023 06/08/2020 0.847 0.847 12/08 - 06/08 1,997,220.00 1,998,669.20 69371RR24 40349 PCAR 7,000,000.00 0.350 02/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,994,353.59 742718DY2 40428 PG 3,500,000.00 2.300 02/06/2022 12/03/2021 0.172 0.172 02/06 - Final Pmt. 26,162.50 3,513,020.00 3,507,233.33 742718EU9 40438 PG 10,026,000.00 2.150 08/11/2022 12/16/2021 0.204 0.204 02/11 - 08/11 74,846.88 10,153,229.94 10,145,108.88 89236THD0 40447 TMCC 5,860,000.00 0.450 07/22/2022 12/20/2021 0.346 0.346 01/22 - 07/22 10,841.00 5,863,574.60 5,863,389.13 89236TEL5 40448 TMCC 15,003,000.00 2.700 01/11/2023 12/20/2021 0.613 0.613 01/11 - 07/11 178,910.78 15,332,765.94 15,323,245.14 91159HHC7 40080 USB 5,000,000.00 3.000 03/15/2022 03/15/2019 2.822 2.822 09/15 - 03/15 5,025,450.00 5,001,743.80 91159HHC7 40102 USB 6,533,000.00 3.000 03/15/2022 05/06/2019 2.689 2.689 09/15 - 03/15 Received 6,588,465.17 6,536,988.75 91159HHC7 40105 USB 10,000,000.00 3.000 03/15/2022 05/09/2019 2.668 2.668 09/15 - 03/15 Received 10,090,200.00 10,006,505.65 90331HPC1 40112 USB 10,000,000.00 2.650 05/23/2022 05/23/2019 2.687 2.687 11/23 - 05/23 9,989,400.00 9,998,606.30 931142DH3 40274 WMT 26,018,000.00 2.550 04/11/2023 06/01/2020 0.668 0.668 10/11 - 04/11 Received 27,403,406.46 26,636,725.22 931142DU4 40434 WMT 5,000,000.00 2.350 12/15/2022 12/08/2021 0.483 0.483 12/15 - 06/15 Received 5,094,800.00 5,088,858.86 931142DU4 40444 WMT 10,000,000.00 2.350 12/15/2022 12/20/2021 0.475 0.475 06/15 - 12/15 3,263.89 10,184,200.00 10,178,492.39 Corp Medium Term Notes Totals 300,328,000.00 1.365 1.365 440,596.84 308,492,493.68 303,897,507.15 Negotiable CDs
06367CAH0 40352 BMO 25,000,000.00 0.180 02/04/2022 02/04/2021 0.180 0.183 02/04 - At Maturity 25,000,000.00 25,000,000.00 06367CKK2 40391 BMO 25,000,000.00 0.160 07/01/2022 08/30/2021 0.160 0.162 07/01 - At Maturity 25,000,000.00 25,000,000.00 06367CL39 40392 BMO 25,000,000.00 0.160 07/01/2022 09/08/2021 0.160 0.162 07/01 - At Maturity 25,000,000.00 25,000,000.00 06417MQL2 40380 BNSHOU 13,910,000.00 0.200 06/23/2022 06/30/2021 0.198 0.200 06/23 - At Maturity 540.94 13,910,344.08 13,910,166.27 78012UP82 40382 RY 25,000,000.00 0.190 06/30/2022 07/01/2021 0.190 0.193 06/30 - At Maturity 25,000,000.00 25,000,000.00 78012UR23 40386 RY 25,000,000.00 0.120 02/11/2022 07/30/2021 0.120 0.122 02/11 - At Maturity 25,000,000.00 25,000,000.00 89114WF75 40390 TD 30,000,000.00 0.160 05/20/2022 08/31/2021 0.160 0.162 05/20 - At Maturity 30,000,000.00 30,000,000.00 89114WKY0 40407 TD 10,000,000.00 0.150 02/18/2022 11/16/2021 0.150 0.152 02/18 - At Maturity 10,000,000.00 10,000,000.00 Negotiable CDs Totals 178,910,000.00 0.164 0.166 540.94 178,910,344.08 178,910,166.27 Commercial Paper Discounts
62479MAE3 40388 MUFGBK 10,000,000.00 0.090 01/14/2022 08/05/2021 0.090 0.091 01/14 - At Maturity 9,995,950.00 9,999,675.00 62479MCR2 40389 MUFGBK 25,000,000.00 0.110 03/25/2022 08/25/2021 0.110 0.112 03/25 - At Maturity 24,983,805.56 24,993,659.72 Commercial Paper Discounts Totals 35,000,000.00 0.104 0.106 0.00 34,979,755.56 34,993,334.72 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.500 07/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,910.90 31422B6K1 40334 FAMC 10,000,000.00 0.480 01/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,993,537.78 31422B6K1 40337 FAMC 10,000,000.00 0.480 01/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,993,222.74 3133EJD48 40013 FFCB 25,000,000.00 3.050 10/02/2023 10/17/2018 3.124 3.124 04/02 - 10/02 Received 24,915,000.00 24,969,952.38 3133EJ5W5 40049 FFCB 20,000,000.00 2.650 10/23/2023 01/23/2019 2.672 2.672 04/23 - 10/23 19,980,880.00 19,992,709.80 3133EKRE8 40127 FFCB 17,000,000.00 1.850 03/14/2022 06/21/2019 1.909 1.909 09/14 - 03/14 Received 16,973,820.00 16,998,055.81 3133ELG81 40283 FFCB 10,000,000.00 0.300 06/08/2023 06/12/2020 0.303 0.303 12/08 - 06/08 Received 9,999,100.00 9,999,567.57 3133ENBT6 40412 FFCB 1,825,000.00 0.180 01/25/2023 11/23/2021 0.316 0.316 01/25 - 07/25 255.50 1,822,098.25 1,822,359.55 3133EMGX4 40433 FFCB 20,000,000.00 0.125 11/23/2022 12/07/2021 0.324 0.324 05/23 - 11/23 972.22 19,961,764.00 19,964,416.21 3133ELYR9 40436 FFCB 5,850,000.00 0.250 05/06/2022 12/15/2021 0.111 0.111 05/06 - Final Pmt. 1,584.38 5,853,182.40 5,852,821.28 3130ACZS6 37589 FHLB 10,000,000.00 2.100 07/01/2022 12/20/2017 2.141 2.141 07/01 - 01/01 9,982,270.00 9,998,043.29 3130AGWK7 40157 FHLB 3,000,000.00 1.500 08/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,996,300.61 3130AJS26 40291 FHLB 25,000,000.00 0.220 07/15/2022 06/24/2020 0.220 0.220 07/15 - 01/15 25,000,000.00 25,000,000.00 3130ADRG9 40411 FHLB 1,050,000.00 2.750 03/10/2023 11/23/2021 0.416 0.416 03/10 - 09/10 5,855.21 1,081,675.88 1,079,098.40 3130AKDH6 40440 FHLB 5,300,000.00 0.125 10/21/2022 12/15/2021 0.250 0.250 04/21 - 10/21 993.75 5,294,382.00 5,294,675.75 3137EAEX3 40309 FHLMC 5,000,000.00 0.375 09/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,988,766.91 3137EAEY1 40316 FHLMC 4,000,000.00 0.125 10/16/2023 10/16/2020 0.250 0.250 04/16 - 10/16 3,985,080.00 3,991,089.44 3135G0U92 40043 FNMA 4,000,000.00 2.625 01/11/2022 01/11/2019 2.650 2.650 07/11 - 01/11 3,997,120.00 3,999,973.33 3135G0V75 40142 FNMA 10,000,000.00 1.750 07/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,980,965.50 3135G0W66 40183 FNMA 10,000,000.00 1.625 10/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,990,480.76 3135G04Q3 40271 FNMA 10,000,000.00 0.250 05/22/2023 05/22/2020 0.351 0.351 11/22 - 05/22 9,969,900.00 9,986,036.94 3135G04Z3 40288 FNMA 10,000,000.00 0.500 06/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,985,655.06 3135G05X7 40329 FNMA 10,000,000.00 0.375 08/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,980,634.96 3135G06G3 40333 FNMA 10,000,000.00 0.500 11/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,031,596.98 3135G0T94 40414 FNMA 2,700,000.00 2.375 01/19/2023 11/23/2021 0.322 0.322 01/19 - 07/19 22,087.50 2,763,871.20 2,758,036.81 3135G04Q3 40415 FNMA 2,963,000.00 0.250 05/22/2023 11/23/2021 0.486 0.486 05/22 - 11/22 20.58 2,952,599.87 2,953,333.09 3135G05U3 40420 FNMA 7,000,000.00 0.350 08/18/2023 11/30/2021 0.496 0.496 02/18 - 08/18 6,941.67 6,982,570.00 6,983,444.32 Federal Agency Coupon Securities Totals 252,188,000.00 1.154 1.154 38,710.81 251,916,088.60 252,084,686.17 Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.125 02/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,126,385.46 9128286Y1 40371 USTR 901,000.00 1.750 06/15/2022 06/17/2021 0.076 0.076 12/15 - 06/15 Received 915,993.20 907,815.09 91282CAG6 40426 USTR 20,000,000.00 0.125 08/31/2022 12/02/2021 0.170 0.170 02/28 - 08/31 6,422.65 19,993,276.00 19,994,017.62 Treasury Coupon Securities Totals 35,901,000.00 0.818 0.818 6,422.65 36,154,191.08 36,028,218.17 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Treasury Discounts
912796K73 40387 USTR 20,000,000.00 0.035 01/13/2022 08/05/2021 0.035 0.036 01/13 - At Maturity 19,996,869.44 19,999,766.67 Treasury Discounts Totals 20,000,000.00 0.035 0.036 0.00 19,996,869.44 19,999,766.67 Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.000 04/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 3133ELJ47 40282 FFCB 10,000,000.00 0.580 06/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 3133EMLR1 40330 FFCB 10,000,000.00 0.500 12/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.800 03/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.010 12/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,013,526.76 3133EMZP0 40424 FFCB 1,250,000.00 0.140 05/18/2023 12/01/2021 0.390 0.390 05/18 - 11/18 63.19 1,245,450.00 1,245,709.01 3133ENAQ3 40437 FFCB 20,350,000.00 0.070 10/13/2022 12/15/2021 0.243 0.243 04/13 - 10/13 2,453.31 20,320,899.50 20,322,461.94 3133ENGW4 40445 FFCB 6,435,000.00 0.660 12/13/2023 12/17/2021 0.680 0.680 06/13 - 12/13 471.90 6,432,426.00 6,432,476.33 3130AKPW0 40340 FHLB 10,000,000.00 0.500 01/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.500 02/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.500 02/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,995,020.00 3130APRF4 40409 FHLB 20,000,000.00 1.000 11/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 1,111.11 19,991,000.00 19,991,367.35 3130APWP6 40410 FHLB 8,300,000.00 0.600 11/24/2023 11/24/2021 0.645 0.645 05/24 - 11/24 8,292,530.00 8,292,913.88 3130APZU2 40417 FHLB 1,900,000.00 0.875 05/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.850 11/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 920.83 4,867,687.50 4,867,898.96 3130APKF1 40421 FHLB 2,725,000.00 0.750 11/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 1,248.96 2,711,375.00 2,711,774.22 3130APMH5 40422 FHLB 3,150,000.00 0.625 05/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 765.63 3,145,212.00 3,145,374.12 3130APQU2 40435 FHLB 14,370,000.00 0.650 11/22/2023 12/15/2021 0.728 0.728 05/22 - 11/22 5,967.54 14,348,445.00 14,348,939.81 3130APS48 40446 FHLB 13,240,000.00 1.050 11/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 11,198.83 13,241,098.92 13,241,084.28 3134GUQ94 40198 FHLMC 10,000,000.00 1.800 01/10/2025 01/10/2020 1.800 1.800 07/10 - 01/10 10,000,000.00 10,000,000.00 3134GVQX9 40261 FHLMC 10,000,000.00 0.700 05/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,993,311.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.700 04/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.750 06/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3136G4WU3 40281 FNMA 30,000,000.00 0.850 06/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 3135G06R9 40331 FNMA 15,000,000.00 0.550 01/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 45950VLH7 40419 IFC 3,173,000.00 2.000 10/24/2022 11/30/2021 0.253 0.253 04/24 - 10/24 6,346.00 3,222,800.24 3,218,035.40 Federal Agency Callables Totals 294,768,000.00 0.749 0.749 30,547.30 294,716,824.16 294,719,893.17 Supranational
4581X0CZ9 37634 IADB 20,000,000.00 1.750 09/14/2022 06/22/2018 2.902 2.902 09/14 - 03/14 Received 19,089,200.00 19,848,598.95 45818WCS3 40201 IADB 11,000,000.00 1.700 11/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,002,343.81 45818WCW4 40321 IADB 10,000,000.00 0.340 10/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,996,681.76 45818WCZ7 40357 IADB 10,000,000.00 0.650 02/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Supranational
4581X0CW6 40413 IADB 2,640,000.00 2.125 01/18/2022 11/24/2021 0.087 0.087 01/18 - Final Pmt. 19,635.00 2,648,067.84 2,642,539.88 459058FY4 37523 IBRD 10,000,000.00 2.000 01/26/2022 01/26/2017 2.115 2.115 07/26 - 01/26 9,945,700.00 9,999,245.83 459058GQ0 40079 IBRD 5,000,000.00 2.500 03/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,996,386.83 459058GX5 40126 IBRD 10,000,000.00 1.875 06/19/2023 06/19/2019 1.902 1.902 12/19 - 06/19 9,989,600.00 9,996,186.67 459058JB0 40246 IBRD 3,000,000.00 0.625 04/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,992,318.05 459058GU1 40269 IBRD 16,000,000.00 2.125 07/01/2022 05/21/2020 0.322 0.322 07/01 - 01/01 Received 16,606,400.00 16,143,621.05 459058GU1 40287 IBRD 7,500,000.00 2.125 07/01/2022 06/18/2020 0.291 0.291 07/01 - 01/01 Received 7,779,030.00 7,568,520.33 459058JA2 40335 IBRD 20,000,000.00 0.750 03/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,220,892.00 459058JL8 40336 IBRD 10,000,000.00 0.500 10/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,997,097.70 459058JL8 40338 IBRD 10,000,000.00 0.500 10/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,994,713.66 459058DX8 40339 IBRD 4,765,000.00 2.500 11/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 5,059,687.00 459058JE4 40341 IBRD 10,000,000.00 0.375 07/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,948,031.96 459056HV2 40344 IBRD 10,000,000.00 1.500 08/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,315,455.56 45905U5Y6 40354 IBRD 5,000,000.00 0.600 02/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.600 02/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.750 03/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,043,794.30 459058FY4 40406 IBRD 15,000,000.00 2.000 01/26/2022 11/17/2021 0.112 0.112 01/26 - Final Pmt. 92,500.00 15,054,255.00 15,019,657.61 45950VPG5 40332 IFC 8,550,000.00 0.425 11/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,575,700.89 45950VPL4 40347 IFC 10,000,000.00 0.450 02/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,976,989.22 45950KCS7 40408 IFC 24,721,000.00 0.500 03/20/2023 11/17/2021 0.356 0.356 03/20 - 09/20 19,570.79 24,768,711.53 24,764,365.14 Supranational Totals 248,176,000.00 0.834 0.834 131,705.79 249,268,913.34 249,102,828.20

MBS ZERO PSA
3137AWQH1 40115 FHLMC 8,595,000.00 2.307 08/01/2022 06/06/2019 2.089 2.089 07/01 - Received 8,640,996.68 8,603,510.40 3137AWQH1 40121 FHLMC 6,215,000.00 2.307 08/01/2022 06/11/2019 2.088 2.088 07/01 - Received 6,248,250.25 6,221,179.25 3137B4WB8 40148 FHLMC 4,250,000.00 3.060 07/01/2023 08/01/2019 2.119 2.119 09/01 - 4,390,781.25 4,303,916.22 3137B36J2 40167 FHLMC 4,858,981.40 3.320 02/01/2023 09/16/2019 1.948 1.948 10/01 - Received 5,065,488.11 4,925,267.50 3138L9HU9 40151 FNMA 2,750,000.00 2.360 04/01/2022 08/06/2019 2.131 2.160 08/31 - Monthly Received 2,765,468.75 2,751,436.73 3138LC5B7 40169 FNMA 1,000,000.00 2.710 02/01/2023 09/17/2019 2.108 2.137 09/30 - Monthly Received 1,019,843.75 1,006,373.18 3140HUNV4 40171 FNMA 4,962,758.60 2.420 07/01/2024 09/19/2019 2.046 2.074 09/30 - Monthly Received 5,048,831.44 5,007,691.87 MBS ZERO PSA Totals 32,631,740.00 2.069 2.077 0.00 33,179,660.23 32,819,375.15 Asset Backed Security
43815NAC8 40158 HAROT 2,490,333.56 1.780 08/15/2023 08/27/2019 1.780 1.780 09/15 - 2,490,312.89 2,490,325.11 43813VAC2 40190 HAROT 6,095,097.63 1.830 01/18/2024 11/26/2019 1.845 1.845 12/18 - 6,094,011.48 6,094,561.11 43813DAC2 40270 HAROT 1,895,368.84 0.820 07/15/2024 05/27/2020 0.825 0.825 06/15 - 1,895,219.67 1,895,277.21 44891LAC7 40253 HART 1,250,000.00 1.410 11/15/2024 04/29/2020 1.424 1.424 05/15 - 1,249,708.75 1,249,815.92 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Asset Backed Security
89233MAD5 40186 TMCC 2,028,685.47 1.920 01/16/2024 11/13/2019 1.931 1.931 12/15 - 2,028,539.00 2,028,613.84 89239RAC0 40252 TMCC 1,413,168.16 1.360 08/15/2024 04/29/2020 1.373 1.373 05/15 - 1,412,885.53 1,412,995.58 89237VAB5 40296 TMCC 5,000,000.00 0.440 10/15/2024 07/27/2020 0.444 0.444 08/15 - 4,999,615.00 4,999,745.36 Asset Backed Security Totals 20,172,653.66 1.343 1.343 0.00 20,170,292.32 20,171,334.13 Municipal Bonds
13063DDF2 37579 CAS 5,000,000.00 2.500 10/01/2022 10/26/2017 2.222 2.222 04/01 - 10/01 5,066,150.00 5,010,062.25 13063DDF2 37588 CAS 5,000,000.00 2.500 10/01/2022 12/07/2017 2.411 2.411 04/01 - 10/01 Received 5,019,950.00 5,003,106.40 13063DGN2 40008 CAS 5,000,000.00 3.400 08/01/2023 09/18/2018 3.064 3.064 02/01 - 08/01 5,075,550.00 5,024,565.60 13063DLY2 40116 CAS 2,235,000.00 2.350 04/01/2022 06/06/2019 2.127 2.127 10/01 - 04/01 Received 2,248,521.75 2,236,198.97 13063DGB8 40243 CAS 5,000,000.00 3.375 04/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,243,422.82 13034AL65 40323 CASDEV 1,385,000.00 0.765 10/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.885 11/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,029,993.33 13066YTZ2 37546 CASPWR 20,000,000.00 2.000 05/01/2022 05/01/2017 2.265 2.265 11/01 - 05/01 19,750,600.00 19,983,373.33 13067WPE6 37625 CASPWR 1,000,000.00 2.518 12/01/2022 06/01/2018 2.911 2.911 12/01 - 06/01 983,530.00 996,645.00 13066YTZ2 40039 CASPWR 4,000,000.00 2.000 05/01/2022 01/08/2019 2.711 2.711 05/01 - 11/01 Received 3,910,360.00 3,990,983.40 13066YTZ2 40114 CASPWR 15,000,000.00 2.000 05/01/2022 06/05/2019 1.979 1.979 11/01 - 05/01 Received 15,008,850.00 15,001,015.30 34153QUD6 40311 FLSEDU 10,000,000.00 0.550 06/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.390 06/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,997,220.55 373385FQ1 40304 GAS 14,615,000.00 0.520 08/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.420 08/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.852 10/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,011,351.58 546417DQ6 40312 LAS 4,000,000.00 0.840 06/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 544351MN6 37638 LOS 4,815,000.00 2.900 09/01/2022 07/12/2018 2.893 2.893 03/01 - 09/01 4,816,203.75 4,815,194.02 544351MN6 40036 LOS 4,000,000.00 2.900 09/01/2022 12/31/2018 2.830 2.830 03/01 - 09/01 Received 4,009,560.00 4,001,738.18 544351MQ9 40315 LOS 3,670,000.00 3.320 09/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,941,843.76 57582RK88 40322 MAS 1,000,000.00 0.695 11/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193NC8 37534 MDS 5,000,000.00 2.250 03/15/2022 03/22/2017 2.250 2.250 09/15 - 03/15 5,000,000.00 5,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.970 03/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.660 08/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,004,381.40 574193TQ1 40298 MDS 5,000,000.00 0.510 08/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,001,262.88 56052AD60 40125 MES 1,250,000.00 2.500 06/01/2022 06/26/2019 2.094 2.094 12/01 - 06/01 1,264,337.50 1,252,038.51 56052AE77 40280 MES 1,000,000.00 1.250 06/01/2022 06/24/2020 0.743 0.743 12/01 - 06/01 1,009,720.00 1,002,091.82 60412AKS1 40245 MNS 3,500,000.00 2.020 10/01/2022 04/15/2020 1.084 1.084 10/01 - 04/01 Received 3,579,380.00 3,524,190.29 649791PP9 40185 NYS 5,000,000.00 2.010 02/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,001,285.70 6500354U9 40207 NYSDEV 5,000,000.00 2.860 03/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,100,732.13 649902ZM8 40156 NYSHGR 2,700,000.00 5.092 03/15/2023 08/16/2019 2.149 2.149 09/15 - 03/15 Received 2,972,376.00 2,791,707.67 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
64990FC93 40372 NYSPIT 2,000,000.00 0.167 03/15/2022 06/23/2021 0.167 0.167 03/15 - Final Pmt. 2,000,000.00 2,000,000.00 64990GZW5 40262 NYU 2,450,000.00 1.438 07/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,443,303.88 677522T20 40188 OHS 1,950,000.00 1.800 05/01/2022 11/20/2019 1.800 1.800 05/01 - 11/01 1,950,000.00 1,950,000.00 70922PAK8 40152 PASTRN 1,750,000.00 2.929 12/01/2023 08/14/2019 1.711 1.711 12/01 - 06/01 Received 1,837,920.00 1,789,214.48 76913CAX7 40255 RIV 1,655,000.00 2.363 02/15/2023 05/06/2020 2.362 2.362 08/15 - 02/15 1,655,000.00 1,655,000.00 76913CAZ2 40256 RIV 4,000,000.00 2.667 02/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 84247PHX2 37565 STNPWR 2,710,000.00 3.258 07/01/2022 07/31/2017 2.290 2.290 01/01 - 07/01 Received 2,831,272.50 2,722,332.80 882722VK4 40264 TXS 3,425,000.00 3.823 04/01/2023 05/08/2020 0.947 0.947 10/01 - 04/01 Received 3,705,815.75 3,546,157.32 882724RA7 40319 TXS 1,600,000.00 5.000 10/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,863,054.09 91412HBK8 37624 UNVHGR 4,000,000.00 3.297 05/15/2023 06/05/2018 3.297 3.297 11/15 - 05/15 4,000,000.00 4,000,000.00 91412GVB8 40153 UNVHGR 1,000,000.00 3.638 05/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,040,863.23 91412HFL2 40293 UNVHGR 1,000,000.00 0.833 05/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.833 05/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 91412HGE7 40324 UNVHGR 2,215,000.00 0.883 05/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,233,258.29 91412HGE7 40325 UNVHGR 3,560,000.00 0.883 05/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,592,835.11 91412HGE7 40326 UNVHGR 10,000,000.00 0.883 05/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,090,610.70 91412HGE7 40343 UNVHGR 7,000,000.00 0.883 05/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,087,606.56 923078CT4 40277 VNTCTF 1,000,000.00 1.048 11/01/2023 06/11/2020 1.048 1.048 11/01 - 05/01 1,000,000.00 1,000,000.00 923078CU1 40278 VNTCTF 900,000.00 1.223 11/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 97705MNM3 40177 WIS 500,000.00 1.857 05/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 217,880,000.00 1.470 1.470 0.00 220,316,984.80 219,373,641.35 Pass Through Securities
30298LAA9 40173 FHLMC 5,789,441.90 1.990 05/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 5,789,441.90 5,789,441.90 30314KAS2 40180 FHLMC 1,979,421.18 2.090 07/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,988,835.31 1,988,835.31 30295NAE0 40214 FHLMC 263,022.17 2.050 10/25/2023 01/22/2020 1.973 1.973 02/25 - Monthly Received 263,350.95 263,350.95 30298LAA9 40231 FHLMC 680,259.43 1.990 05/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 688,762.67 688,762.67 3137BJQ71 40266 FHLMC 10,000,000.00 2.770 05/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 3137B04Y7 40276 FHLMC 5,450,000.00 2.615 01/25/2023 06/04/2020 0.605 0.605 07/25 - Monthly Received 5,727,609.38 5,727,609.38 30315EAA4 40295 FHLMC 3,446,210.43 0.830 05/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,463,065.85 3,463,065.85 30288WAK5 40300 FHLMC 265,323.51 2.190 03/25/2023 07/31/2020 0.919 0.919 08/25 - Monthly Received 272,827.19 272,827.19 3137BGK24 40328 FHLMC 4,500,000.00 3.062 12/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,937,850.00 4,937,850.00 30318CAA5 40342 FHLMC 4,534,267.05 0.670 11/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 4,556,503.10 4,556,503.10 3137FQ3W1 40356 FHLMC 4,950,000.00 2.588 03/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 5,316,300.00 5,316,300.00 3138ELJW4 40189 FNMA 4,560,574.62 2.791 06/01/2023 11/12/2019 1.999 1.999 12/25 - Monthly Received 4,677,795.64 4,677,795.64 3138L1UV9 40194 FNMA 4,047,484.20 2.220 12/01/2022 12/26/2019 2.023 2.023 01/25 - Monthly Received 4,068,354.04 4,068,354.04 3138L84Z4 40202 FNMA 7,747,000.00 2.390 02/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2021
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Pass Through Securities
3140HWYW6 40203 FNMA 7,450,000.00 2.240 01/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138L4EN9 40206 FNMA 22,259,233.61 2.610 08/01/2023 01/22/2020 1.939 1.939 02/25 - Monthly Received 22,746,154.35 22,746,154.35 3138LL3J2 40209 FNMA 1,000,000.00 2.710 01/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3136ACGJ4 40221 FNMA 2,992,014.06 2.509 11/25/2022 01/24/2020 1.900 1.900 02/25 - Monthly Received 3,034,556.76 3,034,556.76 3138L8CE2 40225 FNMA 3,500,000.00 2.960 11/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 3136AL7K1 40272 FNMA 2,974,416.63 2.967 03/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 3,219,508.56 3,219,508.56 3136AGMB5 40289 FNMA 1,506,548.93 2.492 03/25/2023 06/22/2020 0.675 0.675 07/25 - Monthly Received 1,572,636.99 1,572,636.99 3138L9QS4 40314 FNMA 2,500,000.00 2.810 04/01/2025 10/14/2020 1.436 1.436 11/25 - Monthly Received 2,650,781.25 2,650,781.25 3136AY6S7 40327 FNMA 3,675,550.76 2.624 11/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 3,950,040.89 3,950,040.89 Pass Through Securities Totals 106,070,768.48 1.475 1.475 0.00 109,780,222.02 109,780,221.91 Investment Totals 2,140,052,597.13 0.863 0.863 648,524.33 2,155,909,074.30 2,149,907,408.16 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

SECTION D

MARKET VALUE OF PORTFOLIO
Portfolio Management Report shows portfolio details including market value, book value, days to maturity and yield to maturity information of the portfolio by investment type.

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP6000104 36512 Wells Fargo Bank 06/30/2021 152,883,243.80 152,883,243.80 152,883,243.80 0.025 1 1 0.025 VP6000104 37053 Wells Fargo Bank 07/01/2021 0.00 0.00 0.00 1.582 1 1 1.582 VP4560000 40162 Wells Fargo Bank 06/30/2021 20,143,191.19 20,143,191.19 20,143,191.19 0.010 1 1 0.010 Subtotal and Average 95,580,757.57 173,026,434.99 173,026,434.99 173,026,434.99 1 1 0.023 State Pool
CITY 32936 State Investment Pool 06/30/2021 75,000,000.00 75,000,000.00 75,000,000.00 0.330 1 1 0.330 CSJFA 37042 State Investment Pool 06/30/2021 75,000,000.00 75,000,000.00 75,000,000.00 0.330 1 1 0.330 SYS37370 37370 State Investment Pool 0.00 0.00 0.00 2.390 1 1 2.390 COVID RELIEF 40363 State Investment Pool 06/30/2021 75,000,000.00 75,000,000.00 75,000,000.00 0.330 1 1 0.330 Subtotal and Average 225,000,000.00 225,000,000.00 225,000,000.00 225,000,000.00 1 1 0.330 Corp Medium Term Notes
037833DL1 40164 Apple 09/11/2019 1,000,000.00 1,010,070.00 999,960.65 1.700 1,096 253 1.706 09/11/2022 037833DL1 40166 Apple 09/11/2019 5,000,000.00 5,050,350.00 4,998,090.28 1.700 1,096 253 1.757 09/11/2022 037833DV9 40263 Apple 05/11/2020 6,795,000.00 6,813,550.35 6,794,136.78 0.750 1,095 495 0.759 05/11/2023 037833CM0 40429 Apple 12/03/2021 9,850,000.00 9,853,152.00 9,863,270.64 2.500 68 39 1.211 02/09/2022 037833CQ1 40439 Apple 12/16/2021 8,800,000.00 8,844,880.00 8,854,754.21 2.300 146 130 0.572 05/11/2022 037833CQ1 40441 Apple 12/17/2021 1,435,000.00 1,442,318.50 1,443,757.49 2.300 145 130 0.605 05/11/2022 06406RAE7 40242 04/13/2020 10,444,000.00 10,674,499.08 10,567,110.92 2.950 1,021 393 1.823 01/29/2023 06406RAJ6 40320 11/03/2020 3,868,000.00 4,030,107.88 4,057,186.28 3.450 1,011 587 0.394 08/11/2023 084670BF4 40138 06/28/2019 8,513,000.00 8,532,665.03 8,522,117.50 3.400 948 30 2.026 01/31/2022 14913Q2T5 40075 03/04/2019 5,000,000.00 5,018,400.00 5,000,310.40 2.950 1,090 56 2.907 02/26/2022 14913R2B2 40367 05/28/2021 5,000,000.00 5,011,500.00 5,015,170.43 0.950 350 132 0.122 05/13/2022 254687FJ0 40237 03/17/2020 1,412,000.00 1,423,536.04 1,410,232.76 1.650 898 243 1.843 09/01/2022 24422EUT4 40097 04/26/2019 14,000,000.00 14,092,260.00 14,011,071.28 2.950 1,071 90 2.618 04/01/2022 24422EVG1 40279 06/08/2020 7,500,000.00 7,504,575.00 7,502,198.39 0.550 757 185 0.492 07/05/2022 478160CD4 40091 04/24/2019 5,280,000.00 5,288,976.00 5,277,378.57 2.250 1,044 61 2.550 03/03/2022 478160CD4 40229 02/26/2020 12,687,000.00 12,708,567.90 12,705,220.42 2.250 736 61 1.401 03/03/2022 265
Bank of New York Mellon
Bank of New York Mellon
Berkshire Hathaway
Caterpillar Inc.

Caterpillar Inc.

Walt Disney Company
John Deere
John Deere
Johnson & Johnson
Johnson & Johnson
46625HJE1 40213 JP Morgan 01/22/2020 2,050,000.00 2,091,123.00 2,068,913.07 3.250 975 1.942 09/23/2022 46625HJH4 40223 JP Morgan 01/31/2020 10,000,000.00 10,271,200.00 10,144,875.98 3.200 1,090 389 1.799 01/25/2023 46625HRL6 40303 JP Morgan 08/20/2020 5,000,000.00 5,113,450.00 5,143,063.56 2.700 1,001 502 0.607 05/18/2023 46625HJH4 40308 JP Morgan 09/25/2020 2,433,000.00 2,498,982.96 2,503,737.74 3.200 852 389 0.456 01/25/2023 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 15,879,450.00 16,061,281.25 3.875 1,095 761 0.452 02/01/2024 191219AP9 40063 Coca Cola 02/01/2019 10,524,000.00 10,584,092.04 10,569,972.34 8.500 1,096 31 2.981 02/01/2022 594918BW3 40082 Microsoft Inc. 04/05/2019 4,500,000.00 4,500,540.00 4,499,614.35 2.400 1,038 36 2.491 02/06/2022 594918BH6 40431 Microsoft Inc. 12/06/2021 5,580,000.00 5,667,382.80 5,669,669.06 2.650 332 306 0.724 11/03/2022 594918AW4 40432 Microsoft Inc. 12/08/2021 1,851,000.00 1,948,158.99 1,945,479.52 3.625 737 713 0.982 12/15/2023 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,066,840.50 1,067,118.60 2.875 778 766 0.892 02/06/2024 594918BQ6 40443 Microsoft Inc. 12/20/2021 2,876,000.00 2,930,528.96 2,935,830.58 2.000 596 584 0.692 08/08/2023 69371RP75 40096 PACCAR Inc. 04/26/2019 6,068,000.00 6,092,332.68 6,070,482.85 2.850 1,040 59 2.593 03/01/2022 69371RP83 40111 PACCAR Inc. 05/23/2019 7,000,000.00 7,055,790.00 7,002,496.58 2.650 1,083 129 2.546 05/10/2022 69371RQ33 40238 PACCAR Inc. 03/30/2020 1,000,000.00 1,012,210.00 996,084.15 2.000 910 268 2.552 09/26/2022 69371RN77 40267 PACCAR Inc. 05/13/2020 2,897,000.00 2,929,967.86 2,917,000.28 2.300 819 221 1.147 08/10/2022 69371RQ82 40275 PACCAR Inc. 06/08/2020 2,000,000.00 2,001,580.00 1,998,669.20 0.800 1,095 523 0.847 06/08/2023 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,906,340.00 6,994,353.59 0.350 1,095 762 0.389 02/02/2024 742718DY2 40428 12/03/2021 3,500,000.00 3,506,650.00 3,507,233.33 2.300 65 36 0.172 02/06/2022 742718EU9 40438 12/16/2021 10,026,000.00 10,137,288.60 10,145,108.88 2.150 238 222 0.204 08/11/2022 89236THD0 40447 12/20/2021 5,860,000.00 5,860,937.60 5,863,389.13 0.450 214 202 0.346 07/22/2022 89236TEL5 40448 12/20/2021 15,003,000.00 15,339,967.38 15,323,245.14 2.700 387 375 0.613 01/11/2023 73 Procter & Gamble
Procter & Gamble
Toyota Motor Credit Corp
Toyota Motor Credit Corp
91159HHC7 40080 US Bank 03/15/2019 5,000,000.00 5,015,550.00 5,001,743.80 3.000 1,096 2.822 03/15/2022 91159HHC7 40102 US Bank 05/06/2019 6,533,000.00 6,553,317.63 6,536,988.75 3.000 1,044 73 2.689 03/15/2022 91159HHC7 40105 US Bank 05/09/2019 10,000,000.00 10,031,100.00 10,006,505.65 3.000 1,041 73 2.668 03/15/2022 90331HPC1 40112 US Bank 05/23/2019 10,000,000.00 10,071,700.00 9,998,606.30 2.650 1,096 142 2.687 05/23/2022 931142DH3 40274 Wal-Mart 06/01/2020 26,018,000.00 26,589,355.28 26,636,725.22 2.550 1,044 465 0.668 04/11/2023 931142DU4 40434 Wal-Mart 12/08/2021 5,000,000.00 5,082,950.00 5,088,858.86 2.350 372 348 0.483 12/15/2022 931142DU4 40444 Wal-Mart 12/20/2021 10,000,000.00 10,165,900.00 10,178,492.39 2.350 360 348 0.475 12/15/2022 Subtotal and Average 269,032,567.46 300,328,000.00 304,204,094.06 303,897,507.15 813 274 1.365 Negotiable CDs
06367CAH0 40352 Bank of Montreal 02/04/2021 25,000,000.00 25,002,000.00 25,000,000.00 0.180 365 34 0.180 02/04/2022 06367CKK2 40391 Bank of Montreal 08/30/2021 25,000,000.00 24,976,000.00 25,000,000.00 0.160 305 181 0.160 07/01/2022 06367CL39 40392 Bank of Montreal 09/08/2021 25,000,000.00 24,976,000.00 25,000,000.00 0.160 296 181 0.160 07/01/2022 06417MQL2 40380 BNSHOU 06/30/2021 13,910,000.00 13,902,766.80 13,910,166.27 0.200 358 173 0.198 06/23/2022 78012UP82 40382 Royal Bank of Canada 07/01/2021 25,000,000.00 24,987,250.00 25,000,000.00 0.190 364 180 0.190 06/30/2022 78012UR23 40386 Royal Bank of Canada 07/30/2021 25,000,000.00 25,000,750.00 25,000,000.00 0.120 196 41 0.120 02/11/2022 89114WF75 40390 Toronto Dominion Bank 08/31/2021 30,000,000.00 29,989,500.00 30,000,000.00 0.160 262 139 0.160 05/20/2022 89114WKY0 40407 Toronto Dominion Bank 11/16/2021 10,000,000.00 10,000,400.00 10,000,000.00 0.150 94 48 0.150 02/18/2022 Subtotal and Average 208,426,309.72 178,910,000.00 178,834,666.80 178,910,166.27 290 126 0.164 Commercial Paper Discounts
62479MAE3 40388 MUFG BANK LTD/NY 08/05/2021 10,000,000.00 9,999,800.00 9,999,675.00 0.090 162 13 0.090 01/14/2022 62479MCR2 40389 MUFG BANK LTD/NY 08/25/2021 25,000,000.00 24,991,500.00 24,993,659.72 0.110 212 83 0.110 03/25/2022 Subtotal and Average 54,023,792.30 35,000,000.00 34,991,300.00 34,993,334.72 198 63 0.104 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,446,825.00 2,499,910.90 0.500 1,812 1,290 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,726,100.00 9,993,537.78 0.480 1,826 1,475 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,726,100.00 9,993,222.74 0.480 1,826 1,475 0.497 01/15/2026 3133EJD48 40013 Federal Farm Credit Bank 10/17/2018 25,000,000.00 26,136,250.00 24,969,952.38 3.050 1,811 639 3.124 10/02/2023 3133EJ5W5 40049 Federal Farm Credit Bank 01/23/2019 20,000,000.00 20,789,200.00 19,992,709.80 2.650 1,734 660 2.672 10/23/2023 3133EKRE8 40127 Federal Farm Credit Bank 06/21/2019 17,000,000.00 17,056,950.00 16,998,055.81 1.850 997 72 1.909 03/14/2022 3133ELG81 40283 Federal Farm Credit Bank 06/12/2020 10,000,000.00 9,964,500.00 9,999,567.57 0.300 1,091 523 0.303 06/08/2023 3133ENBT6 40412 Federal Farm Credit Bank 11/23/2021 1,825,000.00 1,821,423.00 1,822,359.55 0.180 428 389 0.316 01/25/2023 3133EMGX4 40433 Federal Farm Credit Bank 12/07/2021 20,000,000.00 19,958,000.00 19,964,416.21 0.125 351 326 0.324 11/23/2022 3133ELYR9 40436 Federal Farm Credit Bank 12/15/2021 5,850,000.00 5,852,515.50 5,852,821.28 0.250 142 125 0.111 05/06/2022 3130ACZS6 37589 Federal Home Loan Bank 12/20/2017 10,000,000.00 10,090,800.00 9,998,043.29 2.100 1,654 181 2.141 07/01/2022 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 3,048,150.00 2,996,300.61 1.500 1,826 957 1.549 08/15/2024 3130AJS26 40291 Federal Home Loan Bank 06/24/2020 25,000,000.00 25,001,500.00 25,000,000.00 0.220 751 195 0.220 07/15/2022 3130ADRG9 40411 Federal Home Loan Bank 11/23/2021 1,050,000.00 1,077,667.50 1,079,098.40 2.750 472 433 0.416 03/10/2023 3130AKDH6 40440 Federal Home Loan Bank 12/15/2021 5,300,000.00 5,292,845.00 5,294,675.75 0.125 310 293 0.250 10/21/2022 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,864,600.00 4,988,766.91 0.375 1,824 1,361 0.436 09/23/2025 3137EAEY1 40316 Federal Home Loan Mtg Corp 10/16/2020 4,000,000.00 3,960,440.00 3,991,089.44 0.125 1,095 653 0.250 10/16/2023 3135G0U92 40043 Federal National Mtg Assn 01/11/2019 4,000,000.00 4,002,320.00 3,999,973.33 2.625 1,096 10 2.650 01/11/2022 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 10,219,100.00 9,980,965.50 1.750 1,821 913 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 10,186,000.00 9,990,480.76 1.625 1,820 1,018 1.661 10/15/2024 3135G04Q3 40271 Federal National Mtg Assn 05/22/2020 10,000,000.00 9,958,000.00 9,986,036.94 0.250 1,095 506 0.351 05/22/2023 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,800,500.00 9,985,655.06 0.500 1,824 1,263 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,726,600.00 9,980,634.96 0.375 1,700 1,332 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,756,800.00 10,031,596.98 0.500 1,766 1,406 0.417 11/07/2025 3135G0T94 40414 Federal National Mtg Assn 11/23/2021 2,700,000.00 2,755,296.00 2,758,036.81 2.375 422 383 0.322 01/19/2023 3135G04Q3 40415 Federal National Mtg Assn 11/23/2021 2,963,000.00 2,950,555.40 2,953,333.09 0.250 545 506 0.486 05/22/2023 3135G05U3 40420 Federal National Mtg Assn 11/30/2021 7,000,000.00 6,964,090.00 6,983,444.32 0.350 626 594 0.496 08/18/2023 Subtotal and Average 244,217,378.66 252,188,000.00 253,133,127.40 252,084,686.17 1,291 668 1.154 Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 15,430,650.00 15,126,385.46 2.125 1,529 789 1.719 02/29/2024 9128286Y1 40371 U.S. Treasury 06/17/2021 901,000.00 907,514.23 907,815.09 1.750 363 165 0.076 06/15/2022 91282CAG6 40426 U.S. Treasury 12/02/2021 20,000,000.00 19,982,800.00 19,994,017.62 0.125 272 242 0.170 08/31/2022 Subtotal and Average 66,052,301.91 35,901,000.00 36,320,964.23 36,028,218.17 802 470 0.818 Treasury Discounts
912796K73 40387 U.S. Treasury 08/05/2021 20,000,000.00 20,000,000.00 19,999,766.67 0.035 161 12 0.035 01/13/2022 Subtotal and Average 58,063,075.67 20,000,000.00 20,000,000.00 19,999,766.67 161 12 0.035 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,902,700.00 10,000,000.00 1.000 1,826 1,570 1.000 04/20/2026 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,933,000.00 10,000,000.00 0.580 1,461 898 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,708,600.00 10,000,000.00 0.500 1,820 1,452 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,858,500.00 10,000,000.00 0.800 1,826 1,528 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,996,300.00 10,013,526.76 1.010 1,096 1,066 0.963 12/02/2024 3133EMZP0 40424 Federal Farm Credit Bank 12/01/2021 1,250,000.00 1,243,587.50 1,245,709.01 0.140 533 502 0.390 05/18/2023 3133ENAQ3 40437 Federal Farm Credit Bank 12/15/2021 20,350,000.00 20,316,422.50 20,322,461.94 0.070 302 285 0.243 10/13/2022 3133ENGW4 40445 Federal Farm Credit Bank 12/17/2021 6,435,000.00 6,416,016.75 6,432,476.33 0.660 726 711 0.680 12/13/2023 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,805,600.00 10,000,000.00 0.500 1,826 1,488 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,787,500.00 10,000,000.00 0.500 1,826 1,516 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,787,500.00 9,995,020.00 0.500 1,826 1,516 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 19,973,000.00 19,991,367.35 1.000 1,094 1,049 1.015 11/15/2024 3130APWP6 40410 Federal Home Loan Bank 11/24/2021 8,300,000.00 8,285,890.00 8,292,913.88 0.600 730 692 0.645 11/24/2023 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,897,549.00 1,900,000.00 0.875 910 878 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,856,523.75 4,867,898.96 0.850 1,088 1,056 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,705,598.00 2,711,774.22 0.750 1,074 1,042 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,137,148.00 3,145,374.12 0.625 898 867 0.687 05/17/2024 3130APQU2 40435 Federal Home Loan Bank 12/15/2021 14,370,000.00 14,344,708.80 14,348,939.81 0.650 707 690 0.728 11/22/2023 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 13,229,010.80 13,241,084.28 1.050 1,067 1,052 1.047 11/18/2024 3134GUQ94 40198 Federal Home Loan Mtg Corp 01/10/2020 10,000,000.00 10,092,700.00 10,000,000.00 1.800 1,827 1,105 1.800 01/10/2025 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 10,003,500.00 9,993,311.11 0.700 1,826 1,220 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,879,100.00 10,000,000.00 0.700 1,789 1,186 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 39,490,000.00 40,000,000.00 0.750 1,821 1,264 0.750 06/18/2025 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 29,791,200.00 30,000,000.00 0.850 1,826 1,269 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 14,682,000.00 15,000,000.00 0.550 1,826 1,488 0.550 01/28/2026 45950VLH7 40419 International Finance Corp 11/30/2021 3,173,000.00 3,213,455.75 3,218,035.40 2.000 328 296 0.253 10/24/2022 Subtotal and Average 268,585,687.28 294,768,000.00 292,337,110.85 294,719,893.17 1,432 1,124 0.749 Supranational
4581X0CZ9 37634 IADB 06/22/2018 20,000,000.00 20,189,000.00 19,848,598.95 1.750 1,545 256 2.902 09/14/2022 45818WCS3 40201 IADB 01/08/2020 11,000,000.00 11,192,280.00 11,002,343.81 1.700 1,773 1,049 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,800,200.00 9,996,681.76 0.340 1,433 1,018 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,810,000.00 10,000,000.00 0.650 1,822 1,511 0.650 02/20/2026 4581X0CW6 40413 IADB 11/24/2021 2,640,000.00 2,644,461.60 2,642,539.88 2.125 55 17 0.087 01/18/2022 459058FY4 37523 IBRD 01/26/2017 10,000,000.00 10,010,100.00 9,999,245.83 2.000 1,826 25 2.115 01/26/2022 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 5,181,200.00 4,996,386.83 2.500 1,827 808 2.535 03/19/2024 459058GX5 40126 IBRD 06/19/2019 10,000,000.00 10,180,700.00 9,996,186.67 1.875 1,461 534 1.902 06/19/2023 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,949,720.00 2,992,318.05 0.625 1,826 1,207 0.704 04/22/2025 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Supranational
459058GU1 40269 IBRD 05/21/2020 16,000,000.00 16,136,000.00 16,143,621.05 2.125 771 181 0.322 07/01/2022 459058GU1 40287 IBRD 06/18/2020 7,500,000.00 7,563,750.00 7,568,520.33 2.125 743 181 0.291 07/01/2022 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 19,787,800.00 20,220,892.00 0.750 1,520 1,165 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,740,800.00 9,997,097.70 0.500 1,751 1,396 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,740,800.00 9,994,713.66 0.500 1,751 1,396 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,967,369.55 5,059,687.00 2.500 1,413 1,059 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,722,400.00 9,948,031.96 0.375 1,657 1,304 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 10,147,500.00 10,315,455.56 1.500 1,314 970 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,856,650.00 5,000,000.00 0.600 1,826 1,509 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,856,650.00 5,000,000.00 0.600 1,826 1,509 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,893,900.00 10,043,794.30 0.750 1,460 1,165 0.611 03/11/2025 459058FY4 40406 IBRD 11/17/2021 15,000,000.00 15,015,150.00 15,019,657.61 2.000 70 25 0.112 01/26/2022 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 8,384,814.00 8,575,700.89 0.425 1,413 1,053 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,645,400.00 9,976,989.22 0.450 1,826 1,496 0.507 02/05/2026 45950KCS7 40408 International Finance Corp 11/17/2021 24,721,000.00 24,697,020.63 24,764,365.14 0.500 488 443 0.356 03/20/2023 Subtotal and Average 249,136,086.16 248,176,000.00 247,113,665.78 249,102,828.20 1,316 808 0.834

MBS ZERO PSA
3137AWQH1 40115 Federal Home Loan Mtg Corp 06/06/2019 8,595,000.00 8,672,956.65 8,603,510.40 2.307 1,152 212 2.089 08/01/2022 3137AWQH1 40121 Federal Home Loan Mtg Corp 06/11/2019 6,215,000.00 6,271,370.05 6,221,179.25 2.307 1,147 212 2.088 08/01/2022 3137B4WB8 40148 Federal Home Loan Mtg Corp 08/01/2019 4,250,000.00 4,376,820.00 4,303,916.22 3.060 1,430 546 2.119 07/01/2023 3137B36J2 40167 Federal Home Loan Mtg Corp 09/16/2019 4,858,981.40 4,979,824.27 4,925,267.50 3.320 1,234 396 1.948 02/01/2023 3138L9HU9 40151 Federal National Mtg Assn 08/06/2019 2,750,000.00 2,749,422.50 2,751,436.73 2.360 969 90 2.131 04/01/2022 3138LC5B7 40169 Federal National Mtg Assn 09/17/2019 1,000,000.00 1,013,510.00 1,006,373.18 2.710 1,233 396 2.108 02/01/2023 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,962,758.60 5,103,998.71 5,007,691.87 2.420 1,747 912 2.046 07/01/2024 Subtotal and Average 32,912,874.97 32,631,740.00 33,167,902.18 32,819,375.15 1,278 386 2.069 Asset Backed Security
43815NAC8 40158 American Honda Finance Corp 08/27/2019 2,490,333.56 2,504,553.36 2,490,325.11 1.780 1,449 591 1.780 08/15/2023 43813VAC2 40190 American Honda Finance Corp 11/26/2019 6,095,097.63 6,139,652.79 6,094,561.11 1.830 1,514 747 1.845 01/18/2024 43813DAC2 40270 American Honda Finance Corp 05/27/2020 1,895,368.84 1,898,761.55 1,895,277.21 0.820 1,510 926 0.825 07/15/2024 44891LAC7 40253 Hyundai Auto Receivables Trust 04/29/2020 1,250,000.00 1,258,312.50 1,249,815.92 1.410 1,661 1,049 1.424 11/15/2024 89233MAD5 40186 Toyota Motor Credit Corp 11/13/2019 2,028,685.47 2,043,089.14 2,028,613.84 1.920 1,525 745 1.931 01/16/2024 89239RAC0 40252 Toyota Motor Credit Corp 04/29/2020 1,413,168.16 1,420,036.16 1,412,995.58 1.360 1,569 957 1.373 08/15/2024 89237VAB5 40296 Toyota Motor Credit Corp 07/27/2020 5,000,000.00 4,996,000.00 4,999,745.36 0.440 1,541 1,018 0.444 10/15/2024 Subtotal and Average 20,773,959.54 20,172,653.66 20,260,405.50 20,171,334.13 1,526 845 1.343 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
13063DDF2 37579 10/26/2017 5,000,000.00 5,075,850.00 5,010,062.25 2.500 1,801 273 2.222 10/01/2022 13063DDF2 37588 12/07/2017 5,000,000.00 5,075,850.00 5,003,106.40 2.500 1,759 273 2.411 10/01/2022 13063DGN2 40008 09/18/2018 5,000,000.00 5,207,400.00 5,024,565.60 3.400 1,778 577 3.064 08/01/2023 13063DLY2 40116 06/06/2019 2,235,000.00 2,246,532.60 2,236,198.97 2.350 1,030 90 2.127 04/01/2022 1,186
State of California GO
State of California GO
State of California GO
State of California GO
13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 5,364,850.00 5,243,422.82 3.375 1,814 1.802 04/01/2025 13034AL65 40323 12/17/2020 1,385,000.00 1,357,909.40 1,385,000.00 0.765 1,749 1,369 0.765 10/01/2025 13077DML3 40318 11/02/2020 10,000,000.00 9,843,600.00 10,029,993.33 0.885 1,825 1,400 0.805 11/01/2025 13066YTZ2 37546 05/01/2017 20,000,000.00 20,105,200.00 19,983,373.33 2.000 1,826 120 2.265 05/01/2022 13067WPE6 37625 06/01/2018 1,000,000.00 1,018,090.00 996,645.00 2.518 1,644 334 2.911 12/01/2022 13066YTZ2 40039 01/08/2019 4,000,000.00 4,021,040.00 3,990,983.40 2.000 1,209 120 2.711 05/01/2022 13066YTZ2 40114 06/05/2019 15,000,000.00 15,078,900.00 15,001,015.30 2.000 1,061 120 1.979 05/01/2022 34153QUD6 40311 10/22/2020 10,000,000.00 9,771,200.00 10,000,000.00 0.550 1,683 1,247 0.550 06/01/2025 34153QUC8 40313 10/22/2020 5,000,000.00 4,924,850.00 4,997,220.55 0.390 1,318 882 0.413 06/01/2024 373385FQ1 40304 08/27/2020 14,615,000.00 14,230,187.05 14,615,000.00 0.520 1,800 1,308 0.520 08/01/2025 373385FP3 40305 08/27/2020 4,345,000.00 4,277,522.15 4,345,000.00 0.420 1,435 943 0.420 08/01/2024 419792ZM1 40317 10/29/2020 5,000,000.00 4,916,200.00 5,011,351.58 0.852 1,798 1,369 0.790 10/01/2025 546417DQ6 40312 10/14/2020 4,000,000.00 3,961,640.00 4,000,000.00 0.840 1,691 1,247 0.840 06/01/2025 544351MN6 37638 07/12/2018 4,815,000.00 4,893,869.70 4,815,194.02 2.900 1,512 243 2.893 09/01/2022 544351MN6 40036 12/31/2018 4,000,000.00 4,065,520.00 4,001,738.18 2.900 1,340 243 2.830 09/01/2022 544351MQ9 40315 10/14/2020 3,670,000.00 3,878,676.20 3,941,843.76 3.320 1,418 974 0.511 09/01/2024 1,400

CALIFORNIA INFRASTRUCTURE
California State Univ Rev
CA Dept of Water Resource Pwr
CA Dept of Water Resource Pwr
CA Dept of Water Resource Pwr
CA Dept of Water Resource Pwr
Florida State Brd of Edu GO
Florida State Brd of Edu GO
State of Georgia GO
State of Georgia GO
State of Hawaii GO
State of Louisiana GO
City of Los Angeles
City of Los Angeles
City of Los Angeles
57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 976,560.00 1,000,000.00 0.695 1,794 0.695 11/01/2025 574193NC8 37534 Maryland State GO 03/22/2017 5,000,000.00 5,020,000.00 5,000,000.00 2.250 1,819 73 2.250 03/15/2022 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 1,000,240.00 1,000,000.00 0.970 1,458 804 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,897,900.00 5,004,381.40 0.660 1,822 1,308 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,931,250.00 5,001,262.88 0.510 1,457 943 0.500 08/01/2024 56052AD60 40125 State of Maine GO 06/26/2019 1,250,000.00 1,261,337.50 1,252,038.51 2.500 1,071 151 2.094 06/01/2022 56052AE77 40280 State of Maine GO 06/24/2020 1,000,000.00 1,005,000.00 1,002,091.82 1.250 707 151 0.743 06/01/2022 60412AKS1 40245 04/15/2020 3,500,000.00 3,541,720.00 3,524,190.29 2.020 899 273 1.084 10/01/2022 649791PP9 40185 10/30/2019 5,000,000.00 5,110,950.00 5,001,285.70 2.010 1,569 775 1.998 02/15/2024 6500354U9 40207 01/15/2020 5,000,000.00 5,201,700.00 5,100,732.13 2.860 1,521 804 1.905 03/15/2024 649902ZM8 40156 08/16/2019 2,700,000.00 2,843,370.00 2,791,707.67 5.092 1,307 438 2.149 03/15/2023 64990FC93 40372 06/23/2021 2,000,000.00 1,999,500.00 2,000,000.00 0.167 265 73 0.167 03/15/2022 64990GZW5 40262 05/06/2020 2,450,000.00 2,471,927.50 2,443,303.88 1.438 1,517 912 1.551 07/01/2024 677522T20 40188 11/20/2019 1,950,000.00 1,959,886.50 1,950,000.00 1.800 893 120 1.800 05/01/2022 70922PAK8 40152 08/14/2019 1,750,000.00 1,819,545.00 1,789,214.48 2.929 1,570 699 1.711 12/01/2023 76913CAX7 40255 05/06/2020 1,655,000.00 1,680,205.65 1,655,000.00 2.363 1,015 410 2.362 02/15/2023 76913CAZ2 40256 05/06/2020 4,000,000.00 4,146,960.00 4,000,000.00 2.667 1,746 1,141 2.667 02/15/2025 181
State of Minnesota GO
New York State GO

NEW YORK ST URBAN DEV CORP REV
NYS Dormitory Authority
NYS Personal Income Tax Rev
New York University
State of Ohio GO
Pennsylvania Turnpike Comm
County of Riverside CA
County of Riverside CA
84247PHX2 37565 Southern Cal Public Pwr Auth 07/31/2017 2,710,000.00 2,748,427.80 2,722,332.80 3.258 1,796 2.290 07/01/2022 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
882722VK4 40264 State of Texas GO 05/08/2020 3,425,000.00 3,562,753.50 3,546,157.32 3.823 1,058 455 0.947 04/01/2023 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,822,272.00 1,863,054.09 5.000 1,797 1,369 0.550 10/01/2025 91412HBK8 37624 UC General Revenue Bonds 06/05/2018 4,000,000.00 4,145,640.00 4,000,000.00 3.297 1,805 499 3.297 05/15/2023 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 1,062,140.00 1,040,863.23 3.638 1,736 865 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 996,750.00 1,000,000.00 0.833 1,399 865 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 647,887.50 650,000.00 0.833 1,399 865 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,190,457.80 2,233,258.29 0.883 1,617 1,230 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,520,555.20 3,592,835.11 0.883 1,612 1,230 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,889,200.00 10,090,610.70 0.883 1,611 1,230 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,922,440.00 7,087,606.56 0.883 1,574 1,230 0.507 05/15/2025 923078CT4 40277 Ventura Cnty Pub Fin Auth Leas 06/11/2020 1,000,000.00 1,003,580.00 1,000,000.00 1.048 1,238 669 1.048 11/01/2023 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 901,377.00 900,000.00 1.223 1,604 1,035 1.223 11/01/2024 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 510,725.00 500,000.00 1.857 1,645 851 1.857 05/01/2024 Subtotal and Average 219,397,447.04 217,880,000.00 219,107,145.05 219,373,641.35 1,561 746 1.470 Pass Through Securities
30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 5,789,441.90 5,886,183.47 5,789,441.90 1.990 1,699 875 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,979,421.18 1,992,346.80 1,988,835.31 2.090 1,742 936 1.941 07/25/2024 30295NAE0 40214 Federal Home Loan Mtg Corp 01/22/2020 263,022.17 264,802.83 263,350.95 2.050 1,372 662 1.973 10/25/2023 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 680,259.43 691,626.57 688,762.67 1.990 1,549 875 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 10,465,900.00 10,823,437.50 2.770 1,825 1,240 1.043 05/25/2025 3137B04Y7 40276 Federal Home Loan Mtg Corp 06/04/2020 5,450,000.00 5,556,111.50 5,727,609.38 2.615 965 389 0.605 01/25/2023 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,446,210.43 3,395,206.52 3,463,065.85 0.830 1,766 1,240 0.695 05/25/2025 30288WAK5 40300 Federal Home Loan Mtg Corp 07/31/2020 265,323.51 267,515.08 272,827.19 2.190 967 448 0.919 03/25/2023 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,500,000.00 4,725,090.00 4,937,850.00 3.062 1,458 1,089 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 4,534,267.05 4,432,654.13 4,556,503.10 0.670 1,768 1,424 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 4,950,000.00 5,106,568.50 5,316,300.00 2.588 1,492 1,179 0.554 03/25/2025 3138ELJW4 40189 Federal National Mtg Assn 11/12/2019 4,560,574.62 4,638,879.69 4,677,795.64 2.791 1,297 516 1.999 06/01/2023 3138L1UV9 40194 Federal National Mtg Assn 12/26/2019 4,047,484.20 4,079,256.95 4,068,354.04 2.220 1,071 334 2.023 12/01/2022 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,971,895.41 7,899,519.06 2.390 1,825 1,127 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,633,940.50 7,531,484.38 2.240 1,806 1,096 2.021 01/01/2025 3138L4EN9 40206 Federal National Mtg Assn 01/22/2020 22,259,233.61 22,693,956.44 22,746,154.35 2.610 1,287 577 1.939 08/01/2023 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 1,024,120.00 1,023,750.00 2.710 1,811 1,096 2.223 01/01/2025 3136ACGJ4 40221 Federal National Mtg Assn 01/24/2020 2,992,014.06 3,018,014.66 3,034,556.76 2.509 1,036 328 1.900 11/25/2022 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,499,195.00 3,577,656.25 2.960 1,731 1,035 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,974,416.63 3,067,158.94 3,219,508.56 2.967 1,763 1,179 1.008 03/25/2025 3136AGMB5 40289 Federal National Mtg Assn 06/22/2020 1,506,548.93 1,523,949.57 1,572,636.99 2.492 1,006 448 0.675 03/25/2023 3138L9QS4 40314 Federal National Mtg Assn 10/14/2020 2,500,000.00 2,561,800.00 2,650,781.25 2.810 1,630 1,186 1.436 04/01/2025 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Pass Through Securities
3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 3,675,550.76 3,793,572.69 3,950,040.89 2.624 1,434 1,059 0.543 11/25/2024 Subtotal and Average 110,321,083.86 106,070,768.37 108,289,745.14 109,780,221.91 1,510 889 1.475 Total and Average 2,121,523,322.13 2,140,052,597.02 2,145,786,561.98 2,149,907,408.05 928 520 0.863 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
December 31, 2021
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,121,523,322.13 2,140,052,597.02 928 520 0.863
0 0
648,524.33
648,524.33
648,524.33
648,524.33
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,146,435,086.31 2,150,555,932.38 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION E

DETAIL OF INVESTMENT ACTIVITY
Transaction Activity Report summarizes investment activity during the report period by type of activity. The report shows all interest received during the report period, and all maturities, purchases and sales.

Reconciliation of Investment Activities summarizes investment activity during the report period by type of investment. The report shows sale/maturity and purchase dollar amounts that are reflected in portfolio balance of each investment type.

Purchase Report shows the number of purchases placed with each dealer and includes the total dollar amount of purchases per dealer.

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
October 1, 2021 - December 31, 2021
City of San Jose
, CA
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 32936 003 CITY STPOOL 0.24% Purchase 10/15/2021 Short 45,280.01 -45,280.01 32936 003 CITY STPOOL 0.24% Redemption 10/18/2021 Short 45,280.01 45,280.01 32936 003 CITY STPOOL 0.24% Interest 10/15/2021 Short 45,280.01 45,280.01 36512 003 VP6000104 WELLS 0.01% Purchase 10/01/2021 Cash 1,363.42 -1,363.42 36512 003 VP6000104 WELLS 0.01% Purchase 10/01/2021 Cash 24,036,000.00 -24,036,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/04/2021 Cash 5,235,000.00 -5,235,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/05/2021 Cash 306,000.00 -306,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/06/2021 Cash 9,229,000.00 -9,229,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/13/2021 Cash 3,291,000.00 -3,291,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/14/2021 Cash 46,000.00 -46,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/18/2021 Cash 8,296,000.00 -8,296,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/19/2021 Cash 3,752,000.00 -3,752,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/21/2021 Cash 13,185,000.00 -13,185,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/25/2021 Cash 33,609,000.00 -33,609,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 10/28/2021 Cash 23,397,000.00 -23,397,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/01/2021 Cash 43,494,000.00 -43,494,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/01/2021 Cash 1,897.36 -1,897.36 36512 003 VP6000104 WELLS 0.01% Purchase 11/02/2021 Cash 4,317,000.00 -4,317,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/03/2021 Cash 3,742,000.00 -3,742,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/04/2021 Cash 12,997,000.00 -12,997,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/09/2021 Cash 46,559,000.00 -46,559,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/10/2021 Cash 22,035,000.00 -22,035,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/15/2021 Cash 29,801,000.00 -29,801,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/18/2021 Cash 17,732,000.00 -17,732,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/19/2021 Cash 44,127,000.00 -44,127,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/24/2021 Cash 23,379,000.00 -23,379,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 11/29/2021 Cash 5,289,000.00 -5,289,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/01/2021 Cash 2,097.73 -2,097.73 36512 003 VP6000104 WELLS 0.01% Purchase 12/09/2021 Cash 25,704,000.00 -25,704,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/13/2021 Cash 9,000,000.00 -9,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/14/2021 Cash 58,847,000.00 -58,847,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/21/2021 Cash 3,000,000.00 -3,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/23/2021 Cash 30,025,000.00 -30,025,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/27/2021 Cash 41,000,000.00 -41,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 12/30/2021 Cash 34,000,000.00 -34,000,000.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 36512 003 VP6000104 WELLS 0.01% Purchase 12/31/2021 Cash 21,000,000.00 -21,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/07/2021 Cash 56,638,000.00 56,638,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/08/2021 Cash 26,209,000.00 26,209,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/12/2021 Cash 3,655,000.00 3,655,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/15/2021 Cash 2,833,000.00 2,833,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/20/2021 Cash 2,426,000.00 2,426,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/22/2021 Cash 17,717,000.00 17,717,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/26/2021 Cash 33,611,000.00 33,611,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/27/2021 Cash 5,976,000.00 5,976,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 10/29/2021 Cash 51,142,000.00 51,142,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/05/2021 Cash 39,706,000.00 39,706,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/08/2021 Cash 2,416,000.00 2,416,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/12/2021 Cash 24,000,000.00 24,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/16/2021 Cash 4,001,000.00 4,001,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/17/2021 Cash 74,536,000.00 74,536,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/22/2021 Cash 1,062,000.00 1,062,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/23/2021 Cash 6,638,000.00 6,638,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 11/30/2021 Cash 5,888,000.00 5,888,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/01/2021 Cash 10,536,000.00 10,536,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/02/2021 Cash 11,334,000.00 11,334,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/03/2021 Cash 18,602,000.00 18,602,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/06/2021 Cash 26,173,000.00 26,173,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/07/2021 Cash 7,448,000.00 7,448,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/08/2021 Cash 11,497,000.00 11,497,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/10/2021 Cash 11,423,000.00 11,423,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/15/2021 Cash 34,000,000.00 34,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/17/2021 Cash 32,000,000.00 32,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/20/2021 Cash 25,000,000.00 25,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 12/22/2021 Cash 10,000,000.00 10,000,000.00 36512 003 VP6000104 WELLS 0.01% Interest 10/01/2021 Cash 1,363.42 1,363.42 36512 003 VP6000104 WELLS 0.01% Interest 11/01/2021 Cash 1,897.36 1,897.36 36512 003 VP6000104 WELLS 0.01% Interest 12/01/2021 Cash 2,097.73 2,097.73 37042 003 CSJFA STPOOL 0.22% Purchase 10/15/2021 Cash 45,675.55 -45,675.55 37042 003 CSJFA STPOOL 0.22% Redemption 10/18/2021 Cash 45,675.55 45,675.55 37042 003 CSJFA STPOOL 0.22% Interest 10/15/2021 Cash 45,675.55 45,675.55 37497 003 70922PAH5 PASTRN 2.61% MAT Redemption 12/01/2021 12/01/2021 Long 2,000,000.00 2,000,000.00 37497 003 70922PAH5 PASTRN 2.61% MAT Interest 12/01/2021 12/01/2021 Long 26,090.00 26,090.00 37546 003 13066YTZ2 CALIFORNIA ST Interest 11/01/2021 05/01/2022 Long 200,000.00 200,000.00 37579 003 13063DDF2 CAS 2.5% MAT Interest 10/01/2021 10/01/2022 Long 62,500.00 62,500.00 37588 003 13063DDF2 CAS 2.5% MAT Interest 10/01/2021 10/01/2022 Long 62,500.00 62,500.00 37624 003 91412HBK8 UNVHGR 3.297% Interest 11/15/2021 05/15/2023 Long 65,940.00 65,940.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 37625 003 13067WPE6 CASWTR 2.518% Interest 12/01/2021 12/01/2022 Long 12,590.00 12,590.00 40013 003 3133EJD48 FEDERAL FARM CR Interest 10/04/2021 10/02/2023 Long 381,250.00 381,250.00 40015 003 438516BM7 HONEYWELL INTL Redemption 11/01/2021 11/01/2021 Long 1,712,000.00 1,712,000.00 40015 003 438516BM7 HONEYWELL INTL Interest 11/01/2021 11/01/2021 Long 15,836.00 15,836.00 40016 003 438516BM7 HONEYWELL INTL Redemption 11/01/2021 11/01/2021 Long 5,000,000.00 5,000,000.00 40016 003 438516BM7 HONEYWELL INTL Interest 11/01/2021 11/01/2021 Long 46,250.00 46,250.00 40021 003 742718EQ8 PROCTER AND Redemption 11/03/2021 11/03/2021 Long 10,000,000.00 10,000,000.00 40021 003 742718EQ8 PROCTER AND Interest 11/03/2021 11/03/2021 Long 85,000.00 85,000.00 40039 003 13066YTZ2 CALIFORNIA ST Interest 11/01/2021 05/01/2022 Long 40,000.00 40,000.00 40049 003 3133EJ5W5 FFCB 2.65% MAT Interest 10/23/2021 10/23/2023 Long 265,000.00 265,000.00 40097 003 24422EUT4 DEERE JOHN CAP Interest 10/01/2021 04/01/2022 Long 206,500.00 206,500.00 40111 003 69371RP83 PACCAR FINL CORP Interest 11/10/2021 05/10/2022 Long 92,750.00 92,750.00 40112 003 90331HPC1 USB 2.65% MAT Interest 11/23/2021 05/23/2022 Long 132,500.00 132,500.00 40114 003 13066YTZ2 CALIFORNIA ST Interest 11/01/2021 05/01/2022 Long 150,000.00 150,000.00 40115 003 3137AWQH1 FHMS K023 A2 Interest 10/25/2021 08/01/2022 Short 16,523.89 16,523.89 40115 003 3137AWQH1 FHMS K023 A2 Interest 11/25/2021 08/01/2022 Short 16,523.89 16,523.89 40115 003 3137AWQH1 FHMS K023 A2 Interest 12/25/2021 08/01/2022 Short 16,523.89 16,523.89 40116 003 13063DLY2 CALIFORNIA ST, Interest 10/01/2021 04/01/2022 Long 26,261.25 26,261.25 40121 003 3137AWQH1 FHMS K023 A2 Interest 10/25/2021 08/01/2022 Long 11,948.34 11,948.34 40121 003 3137AWQH1 FHMS K023 A2 Interest 11/25/2021 08/01/2022 Long 11,948.34 11,948.34 40121 003 3137AWQH1 FHMS K023 A2 Interest 12/25/2021 08/01/2022 Long 11,948.34 11,948.34 40125 003 56052AD60 MAINE ST, GO BDS Interest 12/01/2021 06/01/2022 Long 15,625.00 15,625.00 40126 003 459058GX5 IBRD 1.875% MAT Interest 12/19/2021 06/19/2023 Long 93,800.00 93,800.00 40148 003 3137B4WB8 FHMS K033 A2 Interest 10/25/2021 07/01/2023 Long 10,837.50 10,837.50 40148 003 3137B4WB8 FHMS K033 A2 Interest 11/25/2021 07/01/2023 Long 10,837.50 10,837.50 40148 003 3137B4WB8 FHMS K033 A2 Interest 12/25/2021 07/01/2023 Long 10,837.50 10,837.50 40151 003 3138L9HU9 FN AM8342 2.36% Interest 10/25/2021 04/01/2022 Long 5,408.33 5,408.33 40151 003 3138L9HU9 FN AM8342 2.36% Interest 11/25/2021 04/01/2022 Long 5,588.61 5,588.61 40151 003 3138L9HU9 FN AM8342 2.36% Interest 12/25/2021 04/01/2022 Long 5,408.33 5,408.33 40152 003 70922PAK8 PENNSYLVANIA ST Interest 12/01/2021 12/01/2023 Long 25,628.75 25,628.75 40153 003 91412GVB8 UNIVERSITY CALIF Interest 11/15/2021 05/15/2024 Long 18,190.00 18,190.00 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 10/15/2021 08/15/2023 Short 310,700.95 310,700.95 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 10/15/2021 08/15/2023 Short 2.58 2.58 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 11/15/2021 08/15/2023 Short 295,064.51 295,064.51 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 11/15/2021 08/15/2023 Short 2.45 2.45 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 12/15/2021 08/15/2023 Short 290,394.16 290,394.16 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 12/15/2021 08/15/2023 Short 2.41 2.41 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 10/15/2021 08/15/2023 Short 5,023.31 5,023.31 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 11/15/2021 08/15/2023 Short 4,562.43 4,562.43 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 12/15/2021 08/15/2023 Short 4,124.75 4,124.75 40163 003 438516BM7 HONEYWELL INTL Redemption 11/01/2021 11/01/2021 Long 5,000,000.00 5,000,000.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40163 003 438516BM7 HONEYWELL INTL Interest 11/01/2021 11/01/2021 Long 46,250.00 46,250.00 40167 003 3137B36J2 FHMS K029 A2 Redemption 10/25/2021 02/01/2023 Long 26,298.73 26,298.73 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 10/25/2021 02/01/2023 Long -1,072.13 -1,072.13 40167 003 3137B36J2 FHMS K029 A2 Redemption 11/25/2021 02/01/2023 Long 12,613.47 12,613.47 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 11/25/2021 02/01/2023 Long -514.22 -514.22 40167 003 3137B36J2 FHMS K029 A2 Redemption 12/25/2021 02/01/2023 Long 108,099.69 108,099.69 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 12/25/2021 02/01/2023 Long -4,406.94 -4,406.94 40167 003 3137B36J2 FHMS K029 A2 Interest 10/25/2021 02/01/2023 Long 14,349.50 14,349.50 40167 003 3137B36J2 FHMS K029 A2 Interest 11/25/2021 02/01/2023 Long 13,763.71 13,763.71 40167 003 3137B36J2 FHMS K029 A2 Interest 12/25/2021 02/01/2023 Long 13,707.68 13,707.68 40169 003 3138LC5B7 FN AN0841 2.71% Interest 10/25/2021 02/01/2023 Long 2,258.33 2,258.33 40169 003 3138LC5B7 FN AN0841 2.71% Interest 11/25/2021 02/01/2023 Long 2,333.61 2,333.61 40169 003 3138LC5B7 FN AN0841 2.71% Interest 12/25/2021 02/01/2023 Long 2,258.33 2,258.33 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 10/25/2021 07/01/2024 Long 7,883.09 7,883.09 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 10/25/2021 07/01/2024 Long -134.39 -134.39 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 11/25/2021 07/01/2024 Long 7,397.67 7,397.67 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 11/25/2021 07/01/2024 Long -126.12 -126.12 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 12/25/2021 07/01/2024 Long 7,929.13 7,929.13 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 12/25/2021 07/01/2024 Long -135.18 -135.18 40171 003 3140HUNV4 FN BL3103 2.42 Interest 10/25/2021 07/01/2024 Long 10,054.24 10,054.24 40171 003 3140HUNV4 FN BL3103 2.42 Interest 11/25/2021 07/01/2024 Long 10,373.23 10,373.23 40171 003 3140HUNV4 FN BL3103 2.42 Interest 12/25/2021 07/01/2024 Long 10,023.95 10,023.95 40173 003 30298LAA9 FRESB 2019-SB65 Interest 10/25/2021 05/25/2024 Long 10,590.85 10,590.85 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 10/25/2021 05/25/2024 Long 8,848.00 8,848.00 40173 003 30298LAA9 FRESB 2019-SB65 Interest 11/25/2021 05/25/2024 Long 10,576.18 10,576.18 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 11/25/2021 05/25/2024 Long 293,831.80 293,831.80 40173 003 30298LAA9 FRESB 2019-SB65 Interest 12/25/2021 05/25/2024 Long 10,088.91 10,088.91 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 12/25/2021 05/25/2024 Long 294,321.20 294,321.20 40177 003 97705MNM3 WIS 1.857% MAT Interest 11/01/2021 05/01/2024 Long 4,642.50 4,642.50 40180 003 30314KAS2 FRESB 2019-SB67 Interest 10/25/2021 07/25/2024 Long 4,142.99 4,142.99 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 10/25/2021 07/25/2024 Long 2,943.07 2,943.07 40180 003 30314KAS2 FRESB 2019-SB67 Interest 11/25/2021 07/25/2024 Long 4,137.86 4,137.86 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 11/25/2021 07/25/2024 Long 393,988.55 393,988.55 40180 003 30314KAS2 FRESB 2019-SB67 Interest 12/25/2021 07/25/2024 Long 3,451.67 3,451.67 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 12/25/2021 07/25/2024 Long 2,396.43 2,396.43 40183 003 3135G0W66 FNMA 1.625% MAT Interest 10/15/2021 10/15/2024 Long 81,250.00 81,250.00 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 10/15/2021 01/16/2024 Long 206,065.17 206,065.17 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 10/15/2021 01/16/2024 Long 14.88 14.88 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 11/15/2021 01/16/2024 Long 196,922.16 196,922.16 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 11/15/2021 01/16/2024 Long 14.22 14.22 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 12/15/2021 01/16/2024 Long 194,516.03 194,516.03 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 12/15/2021 01/16/2024 Long 14.05 14.05 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 10/15/2021 01/16/2024 Long 4,201.97 4,201.97 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 11/15/2021 01/16/2024 Long 3,872.24 3,872.24 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 12/15/2021 01/16/2024 Long 3,557.14 3,557.14 40188 003 677522T20 OHIO ST, TAXABLE Interest 11/01/2021 05/01/2022 Long 17,550.00 17,550.00 40189 003 3138ELJW4 FN AL3876 2.791% Interest 10/25/2021 06/01/2023 Long 10,803.94 10,803.94 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 10/25/2021 06/01/2023 Long 10,415.99 10,415.99 40189 003 3138ELJW4 FN AL3876 2.791% Interest 11/25/2021 06/01/2023 Long 15,873.05 15,873.05 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 11/25/2021 06/01/2023 Long 157,426.68 157,426.68 40189 003 3138ELJW4 FN AL3876 2.791% Interest 12/25/2021 06/01/2023 Long 10,383.17 10,383.17 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 12/25/2021 06/01/2023 Long 10,154.38 10,154.38 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 10/18/2021 01/18/2024 Long 574,435.57 574,435.57 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 10/18/2021 01/18/2024 Long 102.38 102.38 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 11/18/2021 01/18/2024 Long 557,661.12 557,661.12 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 11/18/2021 01/18/2024 Long 99.39 99.39 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 12/18/2021 01/18/2024 Long 541,890.53 541,890.53 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 12/18/2021 01/18/2024 Long 96.58 96.58 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 10/18/2021 01/18/2024 Long 11,848.31 11,848.31 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 11/18/2021 01/18/2024 Long 10,972.15 10,972.15 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 12/18/2021 01/18/2024 Long 10,121.55 10,121.55 40194 003 3138L1UV9 FNMA FN AM1495 Interest 10/25/2021 12/01/2022 Long 7,545.35 7,545.35 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 10/25/2021 12/01/2022 Long 10,467.30 10,467.30 40194 003 3138L1UV9 FNMA FN AM1495 Interest 11/25/2021 12/01/2022 Long 7,776.85 7,776.85 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 11/25/2021 12/01/2022 Long 10,086.75 10,086.75 40194 003 3138L1UV9 FNMA FN AM1495 Interest 12/25/2021 12/01/2022 Long 7,507.33 7,507.33 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 12/25/2021 12/01/2022 Long 10,529.85 10,529.85 40201 003 45818WCS3 IADB 1.7% MAT Interest 11/15/2021 11/15/2024 Long 93,500.00 93,500.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 10/25/2021 02/01/2025 Long 15,429.44 15,429.44 40202 003 3138L84Z4 FN AM8039 2.39% Interest 11/25/2021 02/01/2025 Long 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 12/25/2021 02/01/2025 Long 15,429.44 15,429.44 40203 003 3140HWYW6 FN BL5224 2.240 Interest 10/25/2021 01/01/2025 Long 13,906.67 13,906.67 40203 003 3140HWYW6 FN BL5224 2.240 Interest 11/25/2021 01/01/2025 Long 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 12/25/2021 01/01/2025 Long 13,906.67 13,906.67 40206 003 3138L4EN9 FN AM3740 2.610 Interest 10/25/2021 08/01/2023 Long 48,776.67 48,776.67 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 10/25/2021 08/01/2023 Long 56,169.52 56,169.52 40206 003 3138L4EN9 FN AM3740 2.610 Interest 11/25/2021 08/01/2023 Long 50,276.31 50,276.31 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 11/25/2021 08/01/2023 Long 54,158.66 54,158.66 40206 003 3138L4EN9 FN AM3740 2.610 Interest 12/25/2021 08/01/2023 Long 48,536.70 48,536.70 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 12/25/2021 08/01/2023 Long 56,491.18 56,491.18 40209 003 3138LL3J2 FN AN8000 2.71% Interest 10/25/2021 01/01/2025 Long 2,258.33 2,258.33 40209 003 3138LL3J2 FN AN8000 2.71% Interest 11/25/2021 01/01/2025 Long 2,333.61 2,333.61 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40209 003 3138LL3J2 FN AN8000 2.71% Interest 12/25/2021 01/01/2025 Long 2,258.33 2,258.33 40214 003 30295NAE0 FRESB 2016-SB24 Interest 10/25/2021 10/25/2023 Long 452.14 452.14 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 10/25/2021 10/25/2023 Long 560.62 560.62 40214 003 30295NAE0 FRESB 2016-SB24 Interest 11/25/2021 10/25/2023 Long 451.18 451.18 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 11/25/2021 10/25/2023 Long 519.76 519.76 40214 003 30295NAE0 FRESB 2016-SB24 Interest 12/25/2021 10/25/2023 Long 450.29 450.29 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 12/25/2021 10/25/2023 Long 563.35 563.35 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 10/25/2021 11/25/2022 Long 7,848.77 7,848.77 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 10/25/2021 11/25/2022 Long 141,149.13 141,149.13 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 11/25/2021 11/25/2022 Long 7,687.98 7,687.98 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 11/25/2021 11/25/2022 Long 243,829.78 243,829.78 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 12/25/2021 11/25/2022 Long 6,890.17 6,890.17 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 12/25/2021 11/25/2022 Long 140,271.47 140,271.47 40225 003 3138L8CE2 FN AM7268 2.960% Interest 10/25/2021 11/01/2024 Long 8,633.33 8,633.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 11/25/2021 11/01/2024 Long 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 12/25/2021 11/01/2024 Long 8,633.33 8,633.33 40231 003 30298LAA9 FRESB 2019-SB65 Interest 10/25/2021 05/25/2024 Long 1,244.42 1,244.42 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 10/25/2021 05/25/2024 Long 1,039.64 1,039.64 40231 003 30298LAA9 FRESB 2019-SB65 Interest 11/25/2021 05/25/2024 Long 1,242.70 1,242.70 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 11/25/2021 05/25/2024 Long 34,525.24 34,525.24 40231 003 30298LAA9 FRESB 2019-SB65 Interest 12/25/2021 05/25/2024 Long 1,185.45 1,185.45 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 12/25/2021 05/25/2024 Long 34,582.74 34,582.74 40236 003 438516BM7 HONEYWELL INTL Redemption 11/01/2021 11/01/2021 Long 15,000,000.00 15,000,000.00 40236 003 438516BM7 HONEYWELL INTL Interest 11/01/2021 11/01/2021 Long 138,750.00 138,750.00 40243 003 13063DGB8 CALIFORNIA ST, Interest 10/01/2021 04/01/2025 Long 84,375.00 84,375.00 40245 003 60412AKS1 MNS 2.02% MAT Interest 10/01/2021 10/01/2022 Long 35,350.00 35,350.00 40246 003 459058JB0 IBRD 0.625% MAT Interest 10/22/2021 04/22/2025 Long 9,390.00 9,390.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 12/15/2021 08/15/2024 Long 86,814.47 86,814.47 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 12/15/2021 08/15/2024 Long 17.37 17.37 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 10/15/2021 08/15/2024 Long 1,700.00 1,700.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 11/15/2021 08/15/2024 Long 1,700.00 1,700.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 12/15/2021 08/15/2024 Long 1,700.00 1,700.00 40253 003 44891LAC7 HART 2020-A A3 Interest 10/15/2021 11/15/2024 Long 1,468.75 1,468.75 40253 003 44891LAC7 HART 2020-A A3 Interest 11/15/2021 11/15/2024 Long 1,468.75 1,468.75 40253 003 44891LAC7 HART 2020-A A3 Interest 12/15/2021 11/15/2024 Long 1,468.75 1,468.75 40261 003 3134GVQX9 FHLMC 0.7% MAT Interest 11/05/2021 05/05/2025 Long 35,000.00 35,000.00 40263 003 037833DV9 APPLE INC, SR NT Interest 11/12/2021 05/11/2023 Long 25,481.25 25,481.25 40264 003 882722VK4 TXS 3.823% MAT Interest 10/01/2021 04/01/2023 Long 65,468.88 65,468.88 40266 003 3137BJQ71 FHMS KPLB A Interest 10/25/2021 05/25/2025 Long 23,083.00 23,083.00 40266 003 3137BJQ71 FHMS KPLB A Interest 11/25/2021 05/25/2025 Long 23,083.00 23,083.00 40266 003 3137BJQ71 FHMS KPLB A Interest 12/25/2021 05/25/2025 Long 23,083.33 23,083.33 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 12/15/2021 07/15/2024 Long 104,622.93 104,622.93 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 12/15/2021 07/15/2024 Long 8.23 8.23 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 10/15/2021 07/15/2024 Long 1,366.67 1,366.67 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 11/15/2021 07/15/2024 Long 1,366.67 1,366.67 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 12/15/2021 07/15/2024 Long 1,366.67 1,366.67 40271 003 3135G04Q3 FNMA 0.25% MAT Interest 11/22/2021 05/22/2023 Long 12,500.00 12,500.00 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 10/25/2021 03/25/2025 Long 29,116.76 29,116.76 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 10/25/2021 03/25/2025 Long 302,353.84 302,353.84 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 11/25/2021 03/25/2025 Long 7,333.40 7,333.40 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 11/25/2021 03/25/2025 Long 3,380.64 3,380.64 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 12/25/2021 03/25/2025 Long 7,088.59 7,088.59 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 12/25/2021 03/25/2025 Long 3,584.44 3,584.44 40273 003 3134GVB49 FHLMC 0.75% MAT Interest 12/18/2021 06/18/2025 Long 150,000.00 150,000.00 40274 003 931142DH3 WALMART INC, SR Interest 10/12/2021 04/11/2023 Long 331,729.50 331,729.50 40275 003 69371RQ82 PACCAR FINL CORP Interest 12/08/2021 06/08/2023 Long 8,000.00 8,000.00 40276 003 3137B04Y7 FHMS KSMC A2 Interest 10/25/2021 01/25/2023 Long 11,876.64 11,876.64 40276 003 3137B04Y7 FHMS KSMC A2 Interest 11/25/2021 01/25/2023 Long 11,876.64 11,876.64 40276 003 3137B04Y7 FHMS KSMC A2 Interest 12/25/2021 01/25/2023 Long 11,876.46 11,876.46 40277 003 923078CT4 VNTCTF 1.048% MATInterest 11/01/2021 11/01/2023 Long 5,240.00 5,240.00 40278 003 923078CU1 VENTURA CNTY Interest 11/01/2021 11/01/2024 Long 5,503.50 5,503.50 40280 003 56052AE77 MAINE ST, TAXABLE Interest 12/01/2021 06/01/2022 Long 6,250.00 6,250.00 40282 003 3133ELJ47 FFCB 0.58% MAT Interest 12/17/2021 06/17/2024 Long 29,000.00 29,000.00 40283 003 3133ELG81 FEDERAL FARM CR Interest 12/08/2021 06/08/2023 Long 15,000.00 15,000.00 40288 003 3135G04Z3 FNMA 0.5% MAT Interest 12/17/2021 06/17/2025 Long 25,000.00 25,000.00 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 10/25/2021 03/25/2023 Long 3,063.49 3,063.49 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 10/25/2021 03/25/2023 Long 4,675.72 4,675.72 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 11/25/2021 03/25/2023 Long 3,143.97 3,143.97 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 11/25/2021 03/25/2023 Long 3,808.03 3,808.03 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 12/25/2021 03/25/2023 Long 3,114.08 3,114.08 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 12/25/2021 03/25/2023 Long 8,872.12 8,872.12 40293 003 91412HFL2 UNIVERSITY CALIF Interest 11/15/2021 05/15/2024 Long 4,165.00 4,165.00 40294 003 91412HFL2 UNIVERSITY CALIF Interest 11/15/2021 05/15/2024 Long 2,707.25 2,707.25 40295 003 30315EAA4 FRESB 2020-SB76 Interest 10/25/2021 05/25/2025 Long 2,392.94 2,392.94 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 10/25/2021 05/25/2025 Long 4,571.46 4,571.46 40295 003 30315EAA4 FRESB 2020-SB76 Interest 11/25/2021 05/25/2025 Long 2,389.78 2,389.78 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 11/25/2021 05/25/2025 Long 4,293.80 4,293.80 40295 003 30315EAA4 FRESB 2020-SB76 Interest 12/25/2021 05/25/2025 Long 2,386.81 2,386.81 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 12/25/2021 05/25/2025 Long 4,598.58 4,598.58 40296 003 89237VAB5 TMCC 0.44% MAT Interest 10/15/2021 10/15/2024 Long 1,833.34 1,833.34 40296 003 89237VAB5 TMCC 0.44% MAT Interest 11/15/2021 10/15/2024 Long 1,833.34 1,833.34 40296 003 89237VAB5 TMCC 0.44% MAT Interest 12/15/2021 10/15/2024 Long 1,833.34 1,833.34 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40300 003 30288WAK5 FRESB 2016-SB15, Interest 10/25/2021 03/25/2023 Long 486.69 486.69 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 10/25/2021 03/25/2023 Long 460.53 460.53 40300 003 30288WAK5 FRESB 2016-SB15, Interest 11/25/2021 03/25/2023 Long 485.85 485.85 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 11/25/2021 03/25/2023 Long 432.08 432.08 40300 003 30288WAK5 FRESB 2016-SB15, Interest 12/25/2021 03/25/2023 Long 485.06 485.06 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 12/25/2021 03/25/2023 Long 462.85 462.85 40303 003 46625HRL6 JPM 2.7 5/18/2023 Interest 11/18/2021 05/18/2023 Long 67,500.00 67,500.00 40311 003 34153QUD6 FLORIDA ST BRD EDInterest 12/01/2021 06/01/2025 Long 27,500.00 27,500.00 40312 003 546417DQ6 LAS 0.84% MAT Interest 12/01/2021 06/01/2025 Long 16,800.00 16,800.00 40313 003 34153QUC8 FLSEDU 0.39% MAT Interest 12/01/2021 06/01/2024 Long 9,750.00 9,750.00 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 10/25/2021 04/01/2025 Long 5,854.17 5,854.17 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 11/25/2021 04/01/2025 Long 6,049.31 6,049.31 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 12/25/2021 04/01/2025 Long 5,854.17 5,854.17 40316 003 3137EAEY1 FEDERAL HOME LN Interest 10/18/2021 10/16/2023 Long 2,500.00 2,500.00 40317 003 419792ZM1 HAWAII ST, Interest 10/01/2021 10/01/2025 Long 39,286.67 39,286.67 40318 003 13077DML3 CALIFORNIA ST Interest 11/01/2021 11/01/2025 Long 44,250.00 44,250.00 40319 003 882724RA7 TEXAS ST, TAXABLEInterest 10/01/2021 10/01/2025 Long 40,000.00 40,000.00 40321 003 45818WCW4 Inter-American Interest 10/15/2021 10/15/2024 Long 17,000.00 17,000.00 40322 003 57582RK88 MAS 0.695 Interest 11/01/2021 11/01/2025 Long 3,475.00 3,475.00 40323 003 13034AL65 CALIFORNIA Interest 10/01/2021 10/01/2025 Long 5,297.63 5,297.63 40324 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2021 05/15/2025 Long 9,779.23 9,779.23 40325 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2021 05/15/2025 Long 15,717.40 15,717.40 40326 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2021 05/15/2025 Long 44,150.00 44,150.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 10/25/2021 11/25/2024 Long 10,679.22 10,679.22 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 10/25/2021 11/25/2024 Long 2,820.55 2,820.55 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 11/25/2021 11/25/2024 Long 75,056.91 75,056.91 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 11/25/2021 11/25/2024 Long 1,208,057.40 1,208,057.40 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 12/25/2021 11/25/2024 Long 7,903.05 7,903.05 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 12/25/2021 11/25/2024 Long 2,839.65 2,839.65 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 10/25/2021 12/25/2024 Long 11,482.65 11,482.65 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 11/25/2021 12/25/2024 Long 11,482.65 11,482.65 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 12/25/2021 12/25/2024 Long 11,482.50 11,482.50 40330 003 3133EMLR1 FEDERAL FARM CR Interest 12/23/2021 12/23/2025 Long 25,000.00 25,000.00 40332 003 45950VPG5 IFC 0.425% MAT Interest 11/19/2021 11/19/2024 Long 18,168.75 18,168.75 40333 003 3135G06G3 FEDERAL NATL MTGInterest 11/08/2021 11/07/2025 Long 25,000.00 25,000.00 40336 003 459058JL8 IBRD 0.5% MAT Interest 10/28/2021 10/28/2025 Long 25,000.00 25,000.00 40338 003 459058JL8 IBRD 0.5% MAT Interest 10/28/2021 10/28/2025 Long 25,000.00 25,000.00 40339 003 459058DX8 IBRD 2.5% MAT Interest 11/29/2021 11/25/2024 Long 59,562.50 59,562.50 40342 003 30318CAA5 FRESB 2021-SB82 Interest 10/25/2021 11/25/2025 Long 2,782.23 2,782.23 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 10/25/2021 11/25/2025 Long 135,446.65 135,446.65 40342 003 30318CAA5 FRESB 2021-SB82 Interest 11/25/2021 11/25/2025 Long 2,706.61 2,706.61 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 11/25/2021 11/25/2025 Long 189,971.40 189,971.40 40342 003 30318CAA5 FRESB 2021-SB82 Interest 12/25/2021 11/25/2025 Long 2,600.54 2,600.54 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 12/25/2021 11/25/2025 Long 123,417.75 123,417.75 40343 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2021 05/15/2025 Long 30,905.00 30,905.00 40346 003 62478UAT3 MUBCD 0.18% MAT Redemption 10/08/2021 10/08/2021 Short 25,000,000.00 25,000,000.00 40346 003 62478UAT3 MUBCD 0.18% MAT Interest 10/08/2021 10/08/2021 Short 32,375.00 32,375.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 10/25/2021 03/25/2025 Long 10,675.67 10,675.67 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 11/25/2021 03/25/2025 Long 10,675.67 10,675.67 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 12/25/2021 03/25/2025 Long 10,675.67 10,675.67 40360 003 31422XCX8 FEDERAL AGRIC Interest 10/20/2021 04/20/2026 Long 50,000.00 50,000.00 40363 003 COVID RELIEF STPOOL 0.33% Purchase 10/15/2021 Short 45,675.35 -45,675.35 40363 003 COVID RELIEF STPOOL 0.33% Redemption 10/18/2021 Short 45,675.35 45,675.35 40363 003 COVID RELIEF STPOOL 0.33% Interest 10/15/2021 Short 45,675.35 45,675.35 40365 003 89233GZ33 TMCC ZERO CPN Redemption 12/03/2021 12/03/2021 Short 20,000,000.00 20,000,000.00 40366 003 62479LXR1 MUFGBK DISC NOTERedemption 10/25/2021 10/25/2021 Short 10,000,000.00 10,000,000.00 40367 003 14913R2B2 CAT 0.95% MAT Interest 11/13/2021 05/13/2022 Short 23,750.00 23,750.00 40367 003 14913R2B2 CAT 0.95% MAT Accr Int 11/13/2021 05/13/2022 Short 1,979.17 -1,979.17 0.00 40368 003 89114WBP9 TD 0.07 12/20/2021 Redemption 12/20/2021 12/20/2021 Long 10,000,000.00 10,000,000.00 40368 003 89114WBP9 TD 0.07 12/20/2021 Interest 12/20/2021 12/20/2021 Long 3,869.44 3,869.44 40369 003 06367CGB7 BMO 0.1% MAT Redemption 12/30/2021 12/30/2021 Short 25,000,000.00 25,000,000.00 40369 003 06367CGB7 BMO 0.1% MAT Interest 12/30/2021 12/30/2021 Short 13,750.00 13,750.00 40373 003 89114WCA1 TD 0.11% MAT Redemption 11/19/2021 11/19/2021 Short 30,000,000.00 30,000,000.00 40373 003 89114WCA1 TD 0.11% MAT Interest 11/19/2021 11/19/2021 Short 13,841.67 13,841.67 40378 003 62479LZH1 MUFGBK DISC NOTERedemption 12/17/2021 12/17/2021 Short 10,000,000.00 10,000,000.00 40379 003 89233GZ33 TMCC ZERO CPN Redemption 12/03/2021 12/03/2021 Short 10,000,000.00 10,000,000.00 40381 003 62479LX83 MUFGBK ZERO CPN Redemption 10/08/2021 10/08/2021 Short 10,000,000.00 10,000,000.00 40383 003 89233GXL5 TMCC ZERO CPN Redemption 10/20/2021 10/20/2021 Short 25,000,000.00 25,000,000.00 40384 003 62479LXN0 MUFGBK DISC NOTERedemption 10/22/2021 10/22/2021 Short 10,000,000.00 10,000,000.00 40385 003 89233GZH2 TMCC DISC NOTE Redemption 12/17/2021 12/17/2021 Short 15,000,000.00 15,000,000.00 40393 003 912796G60 UNITED STATES Purchase 10/07/2021 10/21/2021 Short 39,997,713.33 -39,997,713.33 40393 003 912796G60 UNITED STATES Redemption 10/21/2021 10/21/2021 Short 40,000,000.00 40,000,000.00 40394 003 912796G78 UNITED STATES Purchase 10/07/2021 10/28/2021 Short 19,998,833.33 -19,998,833.33 40394 003 912796G78 UNITED STATES Redemption 10/28/2021 10/28/2021 Short 20,000,000.00 20,000,000.00 40395 003 912796ZB8 UNITED STATES Purchase 10/08/2021 10/15/2021 Long 19,999,834.72 -19,999,834.72 40395 003 912796ZB8 UNITED STATES Redemption 10/15/2021 10/15/2021 Long 20,000,000.00 20,000,000.00 40396 003 89233GY91 TMCC DISC NOTE Purchase 10/21/2021 11/09/2021 Short 19,999,366.67 -19,999,366.67 40396 003 89233GY91 TMCC DISC NOTE Redemption 11/09/2021 11/09/2021 Short 20,000,000.00 20,000,000.00 40397 003 89233GZE9 TMCC DISC NOTE Purchase 10/21/2021 12/14/2021 Short 9,998,800.00 -9,998,800.00 40397 003 89233GZE9 TMCC DISC NOTE Redemption 12/14/2021 12/14/2021 Short 10,000,000.00 10,000,000.00 40398 003 912796H69 UNITED STATES Purchase 10/25/2021 11/18/2021 Short 9,999,700.00 -9,999,700.00 40398 003 912796H69 UNITED STATES Redemption 11/18/2021 11/18/2021 Short 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40399 003 912796N70 UNITED STATES Purchase 10/26/2021 11/23/2021 Short 19,999,222.22 -19,999,222.22 40399 003 912796N70 UNITED STATES Redemption 11/23/2021 11/23/2021 Short 20,000,000.00 20,000,000.00 40400 003 912828U81 UNITED STATES Purchase 10/26/2021 12/31/2021 Short 15,147,630.65 -15,147,630.65 40400 003 912828U81 UNITED STATES Redemption 12/31/2021 12/31/2021 Short 15,000,000.00 15,000,000.00 40400 003 912828U81 UNITED STATES Interest 12/31/2021 12/31/2021 Short 150,000.00 150,000.00 40400 003 912828U81 UNITED STATES Accr Int 12/31/2021 12/31/2021 Short 96,195.65 -96,195.65 0.00 40401 003 9127964W6 UNITED STATES Purchase 10/27/2021 11/04/2021 Short 4,999,955.56 -4,999,955.56 40401 003 9127964W6 UNITED STATES Redemption 11/04/2021 11/04/2021 Short 5,000,000.00 5,000,000.00 40402 003 9127965G0 UNITED STATES Purchase 10/29/2021 12/02/2021 Short 9,999,527.78 -9,999,527.78 40402 003 9127965G0 UNITED STATES Redemption 12/02/2021 12/02/2021 Short 10,000,000.00 10,000,000.00 40403 003 912796J59 UNITED STATES Purchase 10/29/2021 12/09/2021 Short 19,998,633.33 -19,998,633.33 40403 003 912796J59 UNITED STATES Redemption 12/09/2021 12/09/2021 Short 20,000,000.00 20,000,000.00 40404 003 912796ZX0 UNITED STATES Purchase 10/29/2021 12/15/2021 Short 4,999,412.50 -4,999,412.50 40404 003 912796ZX0 UNITED STATES Redemption 12/15/2021 12/15/2021 Short 5,000,000.00 5,000,000.00 40405 003 912796J75 UNITED STATES Purchase 10/29/2021 12/23/2021 Short 9,998,930.56 -9,998,930.56 40405 003 912796J75 UNITED STATES Redemption 12/23/2021 12/23/2021 Short 10,000,000.00 10,000,000.00 40406 003 459058FY4 IBRD 2.% MAT Purchase 11/17/2021 01/26/2022 Short 15,146,755.00 -15,146,755.00 40407 003 89114WKY0 TD 0.15% MAT Purchase 11/16/2021 02/18/2022 Short 10,000,000.00 -10,000,000.00 40408 003 45950KCS7 IFC 0.5% MAT Purchase 11/17/2021 03/20/2023 Long 24,788,282.32 -24,788,282.32 40409 003 3130APRF4 FEDERAL HOME Purchase 11/17/2021 11/15/2024 Long 19,992,111.11 -19,992,111.11 40410 003 3130APWP6 FEDERAL HOME Purchase 11/24/2021 11/24/2023 Long 8,292,530.00 -8,292,530.00 40411 003 3130ADRG9 FEDERAL HOME Purchase 11/23/2021 03/10/2023 Long 1,087,531.09 -1,087,531.09 40412 003 3133ENBT6 FEDERAL FARM CR Purchase 11/23/2021 01/25/2023 Long 1,822,353.75 -1,822,353.75 40413 003 4581X0CW6 IADB 2.125% MAT Purchase 11/24/2021 01/18/2022 Short 2,667,702.84 -2,667,702.84 40414 003 3135G0T94 FEDERAL NATL MTGPurchase 11/23/2021 01/19/2023 Long 2,785,958.70 -2,785,958.70 40415 003 3135G04Q3 FNMA 0.25% MAT Purchase 11/23/2021 05/22/2023 Long 2,952,620.45 -2,952,620.45 40416 003 912796ZX0 UNITED STATES Purchase 11/23/2021 12/15/2021 Short 19,998,991.67 -19,998,991.67 40416 003 912796ZX0 UNITED STATES Redemption 12/15/2021 12/15/2021 Short 20,000,000.00 20,000,000.00 40417 003 3130APZU2 FEDERAL HOME Purchase 11/30/2021 05/28/2024 Long 1,900,000.00 -1,900,000.00 40418 003 3130APU45 FEDERAL HOME Purchase 11/30/2021 11/22/2024 Long 4,868,608.33 -4,868,608.33 40419 003 45950VLH7 IFC 2.% MAT Purchase 11/30/2021 10/24/2022 Short 3,229,146.24 -3,229,146.24 40420 003 3135G05U3 FEDERAL NATL MTGPurchase 11/30/2021 08/18/2023 Long 6,989,511.67 -6,989,511.67 40421 003 3130APKF1 FEDERAL HOME Purchase 11/30/2021 11/08/2024 Long 2,712,623.96 -2,712,623.96 40422 003 3130APMH5 FEDERAL HOME Purchase 12/01/2021 05/17/2024 Long 3,145,977.63 -3,145,977.63 40423 003 3133ENFZ8 FEDERAL FARM CR Purchase 12/02/2021 12/02/2024 Long 10,013,900.00 -10,013,900.00 40424 003 3133EMZP0 FEDERAL FARM CR Purchase 12/01/2021 05/18/2023 Long 1,245,513.19 -1,245,513.19 40425 003 912796J75 UNITED STATES Purchase 12/01/2021 12/23/2021 Short 19,998,319.44 -19,998,319.44 40425 003 912796J75 UNITED STATES Redemption 12/23/2021 12/23/2021 Short 20,000,000.00 20,000,000.00 40426 003 91282CAG6 UNITED STATES Purchase 12/02/2021 08/31/2022 Short 19,999,698.65 -19,999,698.65 40427 003 313376C94 FEDERAL HOME Purchase 12/02/2021 12/10/2021 Short 4,052,446.67 -4,052,446.67 40427 003 313376C94 FEDERAL HOME Redemption 12/10/2021 12/10/2021 Short 4,000,000.00 4,000,000.00 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40427 003 313376C94 FEDERAL HOME Interest 12/10/2021 12/10/2021 Short 52,500.00 52,500.00 40427 003 313376C94 FEDERAL HOME Accr Int 12/10/2021 12/10/2021 Short 50,166.67 -50,166.67 0.00 40428 003 742718DY2 PROCTER AND Purchase 12/03/2021 02/06/2022 Short 3,539,182.50 -3,539,182.50 40429 003 037833CM0 APPLE INC, SR GLBLPurchase 12/03/2021 02/09/2022 Short 9,951,028.17 -9,951,028.17 40430 003 912828G87 UNITED STATES Purchase 12/06/2021 12/31/2021 Short 20,210,183.72 -20,210,183.72 40430 003 912828G87 UNITED STATES Redemption 12/31/2021 12/31/2021 Short 20,000,000.00 20,000,000.00 40430 003 912828G87 UNITED STATES Interest 12/31/2021 12/31/2021 Short 212,500.00 212,500.00 40430 003 912828G87 UNITED STATES Accr Int 12/31/2021 12/31/2021 Short 183,627.72 -183,627.72 0.00 40431 003 594918BH6 MICROSOFT CORP, Purchase 12/06/2021 11/03/2022 Short 5,690,646.75 -5,690,646.75 40432 003 594918AW4 MICROSOFT CORP, Purchase 12/08/2021 12/15/2023 Long 1,980,810.89 -1,980,810.89 40432 003 594918AW4 MICROSOFT CORP, Interest 12/15/2021 12/15/2023 Long 33,549.38 33,549.38 40432 003 594918AW4 MICROSOFT CORP, Accr Int 12/15/2021 12/15/2023 Long 32,244.68 -32,244.68 0.00 40433 003 3133EMGX4 FEDERAL FARM CR Purchase 12/07/2021 11/23/2022 Short 19,962,736.22 -19,962,736.22 40434 003 931142DU4 WAL-MART STORES Purchase 12/08/2021 12/15/2022 Long 5,151,265.28 -5,151,265.28 40434 003 931142DU4 WAL-MART STORES Interest 12/15/2021 12/15/2022 Long 58,750.00 58,750.00 40434 003 931142DU4 WAL-MART STORES Accr Int 12/15/2021 12/15/2022 Long 56,465.28 -56,465.28 0.00 40435 003 3130APQU2 FEDERAL HOME Purchase 12/15/2021 11/22/2023 Long 14,354,412.54 -14,354,412.54 40436 003 3133ELYR9 FEDERAL FARM CR Purchase 12/15/2021 05/06/2022 Short 5,854,766.78 -5,854,766.78 40437 003 3133ENAQ3 FEDERAL FARM CR Purchase 12/15/2021 10/13/2022 Short 20,323,352.81 -20,323,352.81 40438 003 742718EU9 PROCTER AND Purchase 12/16/2021 08/11/2022 Long 10,228,076.82 -10,228,076.82 40439 003 037833CQ1 APPLE INC, SR GLBLPurchase 12/16/2021 05/11/2022 Long 8,880,749.78 -8,880,749.78 40440 003 3130AKDH6 FEDERAL HOME Purchase 12/15/2021 10/21/2022 Long 5,295,375.75 -5,295,375.75 40441 003 037833CQ1 APPLE INC, SR GLBLPurchase 12/17/2021 05/11/2022 Short 1,448,001.10 -1,448,001.10 40442 003 594918BX1 MICROSOFT CORP, Purchase 12/20/2021 02/06/2024 Long 1,078,701.17 -1,078,701.17 40443 003 594918BQ6 MICROSOFT CORP, Purchase 12/20/2021 08/08/2023 Long 2,958,061.87 -2,958,061.87 40444 003 931142DU4 WAL-MART STORES Purchase 12/20/2021 12/15/2022 Long 10,187,463.89 -10,187,463.89 40445 003 3133ENGW4 FEDERAL FARM CR Purchase 12/17/2021 12/13/2023 Long 6,432,897.90 -6,432,897.90 40446 003 3130APS48 FEDERAL HOME Purchase 12/17/2021 11/18/2024 Long 13,252,297.75 -13,252,297.75 40447 003 89236THD0 TMCC 0.45% MAT Purchase 12/20/2021 07/22/2022 Long 5,874,415.60 -5,874,415.60 40448 003 89236TEL5 TOYOTA MOTOR Purchase 12/20/2021 01/11/2023 Long 15,511,676.72 -15,511,676.72 Totals for General Pool 1,181,566,236.7 1,072,232,923.6 5,217,271.65 -104,116,041.54 40371 152 9128286Y1 UNITED STATES Interest 12/15/2021 06/15/2022 Short 7,883.75 7,883.75 40371 152 9128286Y1 UNITED STATES Accr Int 12/15/2021 06/15/2022 Short 86.16 -86.16 0.00 Totals for CSJ/CSC JP 86.16 7,797.59 7,883.75
40162 501 VP4560000 WELLS 0.01% Purchase 10/01/2021 Short 165.57 -165.57 40162 501 VP4560000 WELLS 0.01% Purchase 11/01/2021 Short 171.09 -171.09 40162 501 VP4560000 WELLS 0.01% Purchase 12/01/2021 Short 166.20 -166.20 40162 501 VP4560000 WELLS 0.01% Interest 10/01/2021 Short 165.57 165.57 40162 501 VP4560000 WELLS 0.01% Interest 11/01/2021 Short 171.09 171.09 40162 501 VP4560000 WELLS 0.01% Interest 12/01/2021 Short 166.02 166.02 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 12
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass Totals for SJCE 502.86 502.68 -0.18
Grand Total 1,181,566,739.6 1,072,233,009.7 5,225,571.92 -104,108,157.97 Portfolio CITY
AP
Run Date: 01/14/2022 - 16:00 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

BALANCE SALES OR BALANCE
9/30/2021 MATURITIES ADDITIONS 12/31/2021
Asset Backed Securities 23,529,379.95 3,359,087.63 20,170,292.32 Commercial Paper/Discount 144,939,097.23 139,957,508.34 29,998,166.67 34,979,755.56 Corporate Medium Term Notes 262,753,698.23 36,300,688.25 82,480,080.54 308,933,090.52 Federal Agency Securities 390,187,945.00 4,052,446.67 160,566,672.54 546,702,170.87 Mortgage Backed Securities 147,241,248.60 4,281,366.35 142,959,882.25 Money Market Mutual Fund 129,057,573.62 556,467,000.00 600,435,861.37 173,026,434.99 Muni Bonds 222,374,304.80 2,057,320.00 220,316,984.80
Negotiable CD's 258,910,885.02 90,000,000.00 10,000,000.00 178,910,885.02 State Pool 225,000,000.00 136,630.91 136,630.91 225,000,000.00 Supranationals 206,797,878.97 42,602,740.16 249,400,619.13 UST Bills, Notes & Bonds 36,157,870.68 235,346,974.97 255,346,587.46 56,157,483.17 Total 2,046,949,882.10 1,071,959,023.12 1,181,566,739.65 2,156,557,598.63 NET PURCHASES/(SALES): 109,607,716.53
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
OCTOBER THROUGH DECEMBER 2021 TURNOVER RATIO: 1.09
AVERAGE DAILY PORTFOLIO BALANCE: 2,071,027,358.00

C I T Y O F S A N J O S E

T R E A S U R Y D I V I S I O N

RECONCILIATION OF INVESTMENT ACTIVITIES
10/1/21 THROUGH 12/31/21

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
City of San Jose , CA
Purchases Report
Sorted by Dealer - Fund
October 1, 2021 - December 31, 2021
Original
Par Value
Ending
Book Value
Sec.

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
912796G60 40393 003 ATD USTR 40,000,000.00 10/07/2021 10/21 - At Maturity 39,997,713.33 0.147 10/21/2021 0.149 0.00 912796G78 40394 003 ATD USTR 20,000,000.00 10/07/2021 10/28 - At Maturity 19,998,833.33 0.100 10/28/2021 0.101 0.00 912796ZB8 40395 003 ATD USTR 20,000,000.00 10/08/2021 10/15 - At Maturity 19,999,834.72 0.043 10/15/2021 0.043 0.00 912796H69 40398 003 ATD USTR 10,000,000.00 10/25/2021 11/18 - At Maturity 9,999,700.00 0.045 11/18/2021 0.046 0.00 912796N70 40399 003 ATD USTR 20,000,000.00 10/26/2021 11/23 - At Maturity 19,999,222.22 0.050 11/23/2021 0.051 0.00 912828U81 40400 003 TRC USTR 15,000,000.00 10/26/2021 12/31 - Final Pmt. 15,051,435.00 Received 2.000 12/31/2021 0.087 0.00 3130APRF4 40409 003 MC1 FHLB 20,000,000.00 11/17/2021 05/15 - 11/15 19,991,000.00 1,111.11 1.000 11/15/2024 1.015 19,991,367.35 3135G0T94 40414 003 FAC FNMA 2,700,000.00 11/23/2021 01/19 - 07/19 2,763,871.20 22,087.50 2.375 01/19/2023 0.322 2,758,036.81 3135G04Q3 40415 003 FAC FNMA 2,963,000.00 11/23/2021 05/22 - 11/22 2,952,599.87 20.58 0.250 05/22/2023 0.486 2,953,333.09 912796ZX0 40416 003 ATD USTR 20,000,000.00 11/23/2021 12/15 - At Maturity 19,998,991.67 0.082 12/15/2021 0.084 0.00 3135G05U3 40420 003 FAC FNMA 7,000,000.00 11/30/2021 02/18 - 08/18 6,982,570.00 6,941.67 0.350 08/18/2023 0.496 6,983,444.32 3133EMZP0 40424 003 MC1 FFCB 1,250,000.00 12/01/2021 05/18 - 11/18 1,245,450.00 63.19 0.140 05/18/2023 0.390 1,245,709.01 912796J75 40425 003 ATD USTR 20,000,000.00 12/01/2021 12/23 - At Maturity 19,998,319.44 0.138 12/23/2021 0.139 0.00 91282CAG6 40426 003 TRC USTR 20,000,000.00 12/02/2021 02/28 - 08/31 19,993,276.00 6,422.65 0.125 08/31/2022 0.170 19,994,017.62 912828G87 40430 003 TRC USTR 20,000,000.00 12/06/2021 12/31 - Final Pmt. 20,026,556.00 Received 2.125 12/31/2021 0.169 0.00 3133EMGX4 40433 003 FAC FFCB 20,000,000.00 12/07/2021 05/23 - 11/23 19,961,764.00 972.22 0.125 11/23/2022 0.324 19,964,416.21 3133ELYR9 40436 003 FAC FFCB 5,850,000.00 12/15/2021 05/06 - Final Pmt. 5,853,182.40 1,584.38 0.250 05/06/2022 0.111 5,852,821.28 3133ENAQ3 40437 003 MC1 FFCB 20,350,000.00 12/15/2021 04/13 - 10/13 20,320,899.50 2,453.31 0.070 10/13/2022 0.243 20,322,461.94 3130AKDH6 40440 003 FAC FHLB 5,300,000.00 12/15/2021 04/21 - 10/21 5,294,382.00 993.75 0.125 10/21/2022 0.250 5,294,675.75 Subtotal 290,413,000.00 290,429,600.68 42,650.36 105,360,283.38 Purchased from: Piper Sandler & Co.
3130APQU2 40435 003 MC1 FHLB 14,370,000.00 12/15/2021 05/22 - 11/22 14,348,445.00 5,967.54 0.650 11/22/2023 0.728 14,348,939.81 3130APS48 40446 003 MC1 FHLB 13,240,000.00 12/17/2021 05/18 - 11/18 13,241,098.92 11,198.83 1.050 11/18/2024 1.047 13,241,084.28 Subtotal 27,610,000.00 27,589,543.92 17,166.37 27,590,024.09 Purchased from: RBC Capital Markets
459058FY4 40406 003 MC2 IBRD 15,000,000.00 11/17/2021 01/26 - Final Pmt. 15,054,255.00 92,500.00 2.000 01/26/2022 0.112 15,019,657.61 3130APWP6 40410 003 MC1 FHLB 8,300,000.00 11/24/2021 05/24 - 11/24 8,292,530.00 0.600 11/24/2023 0.645 8,292,913.88 3133ENGW4 40445 003 MC1 FFCB 6,435,000.00 12/17/2021 06/13 - 12/13 6,432,426.00 471.90 0.660 12/13/2023 0.680 6,432,476.33 Subtotal 29,735,000.00 29,779,211.00 92,971.90 29,745,047.82 Purchased from: Raymond James & Associates
3130APZU2 40417 003 MC1 FHLB 1,900,000.00 11/30/2021 05/28 - 11/28 1,900,000.00 0.875 05/28/2024 0.875 1,900,000.00 3130APU45 40418 003 MC1 FHLB 4,875,000.00 11/30/2021 05/22 - 11/22 4,867,687.50 920.83 0.850 11/22/2024 0.901 4,867,898.96 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 01/03/2022 - 11:13 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
October 1, 2021 - December 31, 2021
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Subtotal 6,775,000.00 6,767,687.50 920.83 6,767,898.96
Purchased from: Toyota Financial Services
89233GY91 40396 003 ACP TMCC 20,000,000.00 10/21/2021 11/09 - At Maturity 19,999,366.67 0.060 11/09/2021 0.060 0.00 89233GZE9 40397 003 ACP TMCC 10,000,000.00 10/21/2021 12/14 - At Maturity 9,998,800.00 0.080 12/14/2021 0.080 0.00 Subtotal 30,000,000.00 29,998,166.67 0.00 0.00
Purchased from: UBS Financial Services
89114WKY0 40407 003 NC2 TD 10,000,000.00 11/16/2021 02/18 - At Maturity 10,000,000.00 0.150 02/18/2022 0.150 10,000,000.00 Subtotal 10,000,000.00 10,000,000.00 0.00 10,000,000.00 Purchased from: Unionbanc Investment
9127964W6 40401 003 ATD USTR 5,000,000.00 10/27/2021 11/04 - At Maturity 4,999,955.56 0.040 11/04/2021 0.041 0.00 9127965G0 40402 003 ATD USTR 10,000,000.00 10/29/2021 12/02 - At Maturity 9,999,527.78 0.050 12/02/2021 0.051 0.00 912796J59 40403 003 ATD USTR 20,000,000.00 10/29/2021 12/09 - At Maturity 19,998,633.33 0.060 12/09/2021 0.061 0.00 912796ZX0 40404 003 ATD USTR 5,000,000.00 10/29/2021 12/15 - At Maturity 4,999,412.50 0.090 12/15/2021 0.091 0.00 912796J75 40405 003 ATD USTR 10,000,000.00 10/29/2021 12/23 - At Maturity 9,998,930.56 0.070 12/23/2021 0.071 0.00 45950KCS7 40408 003 MC2 IFC 24,721,000.00 11/17/2021 03/20 - 09/20 24,768,711.53 19,570.79 0.500 03/20/2023 0.356 24,764,365.14 3133ENBT6 40412 003 FAC FFCB 1,825,000.00 11/23/2021 01/25 - 07/25 1,822,098.25 255.50 0.180 01/25/2023 0.316 1,822,359.55 3130ADRG9 40411 003 FAC FHLB 1,050,000.00 11/23/2021 03/10 - 09/10 1,081,675.88 5,855.21 2.750 03/10/2023 0.416 1,079,098.40 3130APMH5 40422 003 MC1 FHLB 3,150,000.00 12/01/2021 05/17 - 11/17 3,145,212.00 765.63 0.625 05/17/2024 0.687 3,145,374.12 3133ENFZ8 40423 003 MC1 FFCB 10,000,000.00 12/02/2021 06/02 - 12/02 10,013,900.00 1.010 12/02/2024 0.963 10,013,526.76 037833CM0 40429 003 MTN AAPL 9,850,000.00 12/03/2021 01/09 - Final Pmt. 9,873,049.00 77,979.17 2.500 02/09/2022 1.211 9,863,270.64 742718DY2 40428 003 MTN PG 3,500,000.00 12/03/2021 02/06 - Final Pmt. 3,513,020.00 26,162.50 2.300 02/06/2022 0.172 3,507,233.33 594918BH6 40431 003 MTN MSFT 5,580,000.00 12/06/2021 05/03 - 11/03 5,677,092.00 13,554.75 2.650 11/03/2022 0.724 5,669,669.06 594918AW4 40432 003 MTN MSFT 1,851,000.00 12/08/2021 12/15 - 06/15 1,948,566.21 Received 3.625 12/15/2023 0.982 1,945,479.52 931142DU4 40434 003 MTN WMT 5,000,000.00 12/08/2021 12/15 - 06/15 5,094,800.00 Received 2.350 12/15/2022 0.483 5,088,858.86 037833CQ1 40439 003 MTN AAPL 8,800,000.00 12/16/2021 05/11 - Final Pmt. 8,861,072.00 19,677.78 2.300 05/11/2022 0.572 8,854,754.21 742718EU9 40438 003 MTN PG 10,026,000.00 12/16/2021 02/11 - 08/11 10,153,229.94 74,846.88 2.150 08/11/2022 0.204 10,145,108.88 037833CQ1 40441 003 MTN AAPL 1,435,000.00 12/17/2021 05/11 - Final Pmt. 1,444,700.60 3,300.50 2.300 05/11/2022 0.605 1,443,757.49 594918BX1 40442 003 MTN MSFT 1,025,000.00 12/20/2021 02/06 - 08/06 1,067,732.25 10,968.92 2.875 02/06/2024 0.892 1,067,118.60 594918BQ6 40443 003 MTN MSFT 2,876,000.00 12/20/2021 02/08 - 08/08 2,936,971.20 21,090.67 2.000 08/08/2023 0.692 2,935,830.58 89236THD0 40447 003 MTN TMCC 5,860,000.00 12/20/2021 01/22 - 07/22 5,863,574.60 10,841.00 0.450 07/22/2022 0.346 5,863,389.13 89236TEL5 40448 003 MTN TMCC 15,003,000.00 12/20/2021 01/11 - 07/11 15,332,765.94 178,910.78 2.700 01/11/2023 0.613 15,323,245.14 931142DU4 40444 003 MTN WMT 10,000,000.00 12/20/2021 06/15 - 12/15 10,184,200.00 3,263.89 2.350 12/15/2022 0.475 10,178,492.39 Subtotal 171,552,000.00 172,778,831.13 467,043.97 122,710,931.80 Purchased from: Wells Fargo Securities
4581X0CW6 40413 003 MC2 IADB 2,640,000.00 11/24/2021 01/18 - Final Pmt. 2,648,067.84 19,635.00 2.125 01/18/2022 0.087 2,642,539.88 3130APKF1 40421 003 MC1 FHLB 2,725,000.00 11/30/2021 05/08 - 11/08 2,711,375.00 1,248.96 0.750 11/08/2024 0.923 2,711,774.22 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 01/03/2022 - 11:13 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
October 1, 2021 - December 31, 2021
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Wells Fargo Securities
45950VLH7 40419 003 MC1 IFC 3,173,000.00 11/30/2021 04/24 - 10/24 3,222,800.24 6,346.00 2.000 10/24/2022 0.253 3,218,035.40 313376C94 40427 003 FAC FHLB 4,000,000.00 12/02/2021 12/10 - Final Pmt. 4,002,280.00 Received 2.625 12/10/2021 0.059 0.00 Subtotal 12,538,000.00 12,584,523.08 27,229.96 8,572,349.50 Total Purchases 578,623,000.00 579,927,563.98 647,983.39 310,746,535.55 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 01/03/2022 - 11:13 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7