Investment Report — San Jose City Council, March 15, 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/your- government/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

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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
3%U.S. Agency
$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

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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 o r 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
$34,485,049 Parking
$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

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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

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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

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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 Yield (%)
Weighted Average Maturity
Weighted Average Maturity Weighted Average Yield

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

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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

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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

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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

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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

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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
P

ORTFOLIO STATISTICS
P
ortfolio 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:

TO
TAL 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.

TO
TAL 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.

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

EA
RNED 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.

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

W
EIGHTED 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).

W
EIGHTED 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
TOTA

L EARNINGS REPORT
T
otal 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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
75,001,476.5232936 75,000,000.00 0.330STPOOL 43,181.94 0.00 43,181.940.228003 75,000,000.00CITY 0.00 85,436,865.7636512 152,883,243.80 0.025WELLS 5,597.94 0.00 5,597.940.026003 108,914,885.29VP6000104 0.00 75,001,489.4237042 75,000,000.00 0.330STPOOL 43,181.94 0.00 43,181.940.228003 75,000,000.00CSJFA 0.00 1,364,092.6137497 0.00 2.609PASTRN 8,696.67 -1,922.41 6,774.261.970003 2,057,320.0070922PAH5 0.00 9,945,700.0037523 10,000,000.00 2.000IBRD 50,000.00 2,715.00 52,715.002.103003 9,945,700.00459058FY4 0.00 5,000,000.0037534 5,000,000.00 2.250MDS 28,125.00 0.00 28,125.002.232003 5,000,000.00574193NC8 0.00 19,750,600.0037546 20,000,000.00 2.000CASPWR 100,000.00 12,470.00 112,470.002.259003 19,750,600.0013066YTZ2 0.00 2,831,272.5037565 2,710,000.00 3.258STNPWR 22,072.95 -6,166.39 15,906.562.229003 2,831,272.5084247PHX2 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 31,250.00 -3,354.09 27,895.912.185003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 31,250.00 -1,035.47 30,214.532.388003 5,019,950.0013063DDF2 0.00 9,982,270.0037589 10,000,000.00 2.100FHLB 52,500.00 978.36 53,478.362.125003 9,982,270.003130ACZS6 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 32,970.00 0.00 32,970.003.270003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 6,295.00 915.00 7,210.002.908003 983,530.0013067WPE6 0.00 19,089,200.0037634 20,000,000.00 1.750IADB 87,500.00 53,858.08 141,358.082.938003 19,089,200.004581X0CZ9 0.00 4,816,203.7537638 4,815,000.00 2.900LOS 34,908.75 -72.76 34,835.992.870003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 42,500.00 -3,878.78 38,621.223.019003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 190,625.00 4,285.71 194,910.713.104003 24,915,000.003133EJD48 0.00 554,377.4240015 0.00 1.850HON 2,639.33 1,855.91 4,495.243.217003 1,645,249.12438516BM7 0.00 1,619,514.1340016 0.00 1.850HON 7,708.33 5,400.56 13,108.893.211003 4,806,300.00438516BM7 0.00 3,449,827.1740021 0.00 1.700PG 15,111.11 11,519.40 26,630.513.063003 9,617,700.00742718EQ8 0.00 4,009,560.0040036 4,000,000.00 2.900LOS 29,000.00 -651.82 28,348.182.805003 4,009,560.00544351MN6 0.00 3,910,360.0040039 4,000,000.00 2.000CASPWR 20,000.00 6,762.44 26,762.442.715003 3,910,360.0013066YTZ2 0.00 3,997,120.0040043 4,000,000.00 2.625FNMA 26,250.00 240.00 26,490.002.629003 3,997,120.003135G0U92 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 132,500.00 1,006.31 133,506.312.651003 19,980,880.003133EJ5W5 0.00 12,179,004.2440063 10,524,000.00 8.500KO 223,635.00 -137,917.02 85,717.982.792003 12,179,004.24191219AP9 0.00 5,006,050.0040075 5,000,000.00 2.950CAT 36,875.00 -507.93 36,367.072.882003 5,006,050.0014913Q2T5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 31,250.00 407.50 31,657.502.516003 4,991,850.00459058GQ0 0.00 5,025,450.0040080 5,000,000.00 3.000USB 37,500.00 -2,120.83 35,379.172.793003 5,025,450.0091159HHC7 0.00 4,488,750.0040082 4,500,000.00 2.400MSFT 27,000.00 991.68 27,991.682.474003 4,488,750.00594918BW3 0.00 5,236,492.8040091 5,280,000.00 2.250JNJ 29,700.00 3,805.29 33,505.292.539003 5,236,492.80478160CD4 0.00 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

Page 2 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
6,110,415.3240096 6,068,000.00 2.850PCAR 43,234.50 -3,724.27 39,510.232.565003 6,110,415.3269371RP75 0.00 14,129,780.0040097 14,000,000.00 2.950JD 103,250.00 -11,071.28 92,178.722.588003 14,129,780.0024422EUT4 0.00 6,588,465.1740102 6,533,000.00 3.000USB 48,997.50 -4,851.18 44,146.322.658003 6,588,465.1791159HHC7 0.00 10,090,200.0040105 10,000,000.00 3.000USB 75,000.00 -7,912.28 67,087.722.638003 10,090,200.0091159HHC7 0.00 7,020,650.0040111 7,000,000.00 2.650PCAR 46,375.00 -1,741.80 44,633.202.522003 7,020,650.0069371RP83 0.00 9,989,400.0040112 10,000,000.00 2.650USB 66,250.00 883.34 67,133.342.666003 9,989,400.0090331HPC1 0.00 15,008,850.0040114 15,000,000.00 2.000CASPWR 75,000.00 -761.47 74,238.531.962003 15,008,850.0013066YTZ2 0.00 8,640,996.6840115 8,595,000.00 2.307FHLMC 49,571.67 -3,647.31 45,924.362.109003 8,640,996.683137AWQH1 0.00 2,248,521.7540116 2,235,000.00 2.350CAS 13,130.63 -1,198.98 11,931.652.105003 2,248,521.7513063DLY2 0.00 6,248,250.2540121 6,215,000.00 2.307FHLMC 35,845.02 -2,648.25 33,196.772.108003 6,248,250.253137AWQH1 0.00 1,264,337.5040125 1,250,000.00 2.500MES 7,812.50 -1,223.10 6,589.402.068003 1,264,337.5056052AD60 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 46,875.00 650.00 47,525.001.887003 9,989,600.00459058GX5 0.00 16,973,820.0040127 17,000,000.00 1.850FFCB 78,625.00 2,396.95 81,021.951.894003 16,973,820.003133EKRE8 0.00 8,806,017.4640138 8,513,000.00 3.400BRK 72,360.50 -28,295.67 44,064.831.985003 8,806,017.46084670BF4 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 43,750.00 1,901.34 45,651.341.818003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 32,512.50 -8,986.04 23,526.462.126003 4,390,781.253137B4WB8 0.00 2,765,468.7540151 2,750,000.00 2.360FNMA 16,585.55 -1,468.65 15,116.902.169003 2,765,468.753138L9HU9 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 12,814.38 -5,114.93 7,699.451.662003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 9,095.00 -4,306.43 4,788.571.756003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 34,371.00 -19,017.72 15,353.282.049003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 11,250.00 352.69 11,602.691.538003 2,992,950.003130AGWK7 0.00 2,918,652.8740158 2,490,333.56 1.780HAROT 13,001.52 1.54 13,006.341.768003 3,386,472.5243815NAC8 3.28 1,686,821.2040163 0.00 1.850HON 7,708.33 -233.89 7,474.441.758003 5,006,050.00438516BM7 0.00 999,830.0040164 1,000,000.00 1.700AAPL 4,250.00 14.17 4,264.171.692003 999,830.00037833DL1 0.00 4,991,750.0040166 5,000,000.00 1.700AAPL 21,250.00 687.50 21,937.501.744003 4,991,750.00037833DL1 0.00 5,179,764.0240167 4,858,981.40 3.320FHLMC 8,187.36 -15,645.51 -9,477.16-0.726003 5,212,500.003137B36J2 -2,019.01 1,019,843.7540169 1,000,000.00 2.710FNMA 6,925.55 -1,480.63 5,444.922.118003 1,019,843.753138LC5B7 0.00 5,062,636.2440171 4,962,758.60 2.420FNMA 6,155.79 -4,545.14 1,395.640.109003 5,072,041.333140HUNV4 -215.01 6,239,337.5840173 5,789,441.90 1.990FHLMC 30,265.91 0.00 30,265.911.925003 6,386,442.9030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 2,321.25 0.00 2,321.251.842003 500,000.0097705MNM3 0.00 2,228,488.1940180 1,979,421.18 2.090FHLMC 11,037.02 -1,899.20 9,137.821.627003 2,378,749.2330314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.32 41,478.321.648003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 25,125.00 -151.45 24,973.551.981003 5,002,600.00649791PP9 0.00 2,314,790.2240186 2,028,685.47 1.920TMCC 11,121.44 10.02 11,153.901.912003 2,626,042.3789233MAD5 22.44 1,950,000.0040188 1,950,000.00 1.800OHS 8,775.00 0.00 8,775.001.785003 1,950,000.00677522T20 0.00 4,786,738.3940189 4,560,574.62 2.791FNMA 32,234.79 -4,575.08 27,659.712.293003 4,738,571.673138ELJW4 0.00 6,950,539.7440190 6,095,097.63 1.830HAROT 31,835.57 74.80 32,066.461.830003 7,767,998.7043813VAC2 156.09 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

Page 3 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,086,938.7640194 4,047,484.20 2.220FNMA 22,521.17 -160.28 22,360.892.171003 4,078,568.103138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 81,008.29 -14,736.96 66,271.331.725003 15,244,921.88912828W48 0.00 10,000,000.0040198 10,000,000.00 1.800FHLMC 45,000.00 0.00 45,000.001.785003 10,000,000.003134GUQ94 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.01 46,545.991.678003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.325003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.198003 7,450,000.003140HWYW6 0.00 22,847,548.1840206 22,259,233.61 2.610FNMA 145,605.03 -3,649.17 141,955.862.465003 22,426,052.973138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 35,750.00 -11,418.00 24,332.001.860003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.626003 1,000,000.003138LL3J2 0.00 2,119,372.0040213 2,050,000.00 3.250JPM 16,656.25 -6,496.86 10,159.391.902003 2,119,372.0046625HJE1 0.00 264,329.6340214 263,022.17 2.050FHLMC 1,350.80 -2.05 1,348.752.024003 264,665.9030295NAE0 0.00 3,351,183.6440221 2,992,014.06 2.509FNMA 19,860.06 -7,468.41 12,391.651.467003 3,517,264.443136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 80,000.00 -33,955.30 46,044.701.756003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.872003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 12,900,649.0840229 12,687,000.00 2.250JNJ 71,364.38 -26,448.99 44,915.391.381003 12,900,649.08478160CD4 0.00 742,286.2040231 680,259.43 1.990FHLMC 3,556.25 -876.85 2,679.401.432003 750,407.0530298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 2,425.00 0.00 2,425.000.962003 1,000,000.00574193SP4 0.00 5,099,735.8740236 0.00 1.850HON 23,125.00 -6,872.45 16,252.551.264003 15,134,700.00438516BM7 0.00 1,405,490.6840237 1,412,000.00 1.650DIS 5,824.50 662.71 6,487.211.831003 1,405,490.68254687FJ0 0.00 986,760.0040238 1,000,000.00 2.000PCAR 5,000.00 1,329.91 6,329.912.545003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 77,024.50 -28,556.66 48,467.841.787003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.83 23,462.671.733003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 17,675.00 -8,063.43 9,611.571.065003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.699003 2,988,390.00459058JB0 0.00 1,483,658.2040252 1,413,168.16 1.360TMCC 5,047.51 17.28 5,075.581.357003 1,499,700.0089239RAC0 10.79 1,249,708.7540253 1,250,000.00 1.410HART 4,406.25 16.02 4,422.271.404003 1,249,708.7544891LAC7 0.00 1,655,000.0040255 1,655,000.00 2.363RIV 9,776.91 0.00 9,776.912.344003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.645003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.715003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 8,807.75 669.61 9,477.361.542003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 12,740.63 158.55 12,899.180.753003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 32,734.44 -24,231.47 8,502.970.910003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.694003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.538003 10,000,000.003137BJQ71 0.00 2,970,699.6840267 2,897,000.00 2.300PCAR 16,657.75 -8,219.30 8,438.451.127003 2,970,699.6869371RN77 0.00 16,606,400.0040269 16,000,000.00 2.125IBRD 85,000.00 -71,810.53 13,189.470.315003 16,606,400.00459058GU1 0.00 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

Page 4 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,980,510.1040270 1,895,368.84 0.820HAROT 4,061.88 9.43 4,076.450.817003 1,999,842.6043813DAC2 5.14 9,969,900.0040271 10,000,000.00 0.250FNMA 6,250.00 2,508.33 8,758.330.349003 9,969,900.003135G04Q3 0.00 3,310,654.9340272 2,974,416.63 2.967FNMA 22,088.68 -25,487.88 -3,399.20-0.407003 3,283,735.553136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.744003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 165,864.75 -121,054.93 44,809.820.649003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 4,000.00 231.66 4,231.660.841003 1,997,220.0069371RQ82 0.00 5,727,609.3840276 5,450,000.00 2.615FHLMC 35,629.38 0.00 35,629.382.468003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 2,620.00 0.00 2,620.001.039003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.213003 900,000.00923078CU1 0.00 7,508,925.0040279 7,500,000.00 0.550JD 10,312.50 -1,075.30 9,237.200.488003 7,508,925.0024422EVG1 0.00 1,009,720.0040280 1,000,000.00 1.250MES 3,125.00 -1,255.10 1,869.900.735003 1,009,720.0056052AE77 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.843003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 14,500.00 0.00 14,500.000.575003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 7,500.00 75.28 7,575.280.301003 9,999,100.003133ELG81 0.00 7,779,030.0040287 7,500,000.00 2.125IBRD 39,843.75 -34,260.16 5,583.590.285003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.15 13,536.150.538003 9,979,300.003135G04Z3 0.00 1,584,843.3140289 1,506,548.93 2.492FNMA 9,430.55 -761.36 8,669.192.170003 1,523,904.803136AGMB5 0.00 25,000,000.0040291 25,000,000.00 0.220FHLB 13,750.00 0.00 13,750.000.218003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 2,082.50 0.00 2,082.500.826003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 1,353.62 0.00 1,353.620.826003 650,000.0091412HFL2 0.00 3,471,113.2040295 3,446,210.43 0.830FHLMC 7,160.22 -65.85 7,094.370.811003 3,459,674.2730315EAA4 0.00 4,999,615.0040296 5,000,000.00 0.440TMCC 5,499.99 22.82 5,522.810.438003 4,999,615.0089237VAB5 0.00 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.68 7,944.320.630003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 6,375.00 -122.22 6,252.780.496003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.29 3,131.290.497003 2,499,875.0031422BJ27 0.00 273,656.0740300 265,323.51 2.190FHLMC 1,455.13 -38.34 1,416.792.054003 266,678.9730288WAK5 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 33,750.00 -25,906.89 7,843.110.589003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.516003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 4,562.25 0.00 4,562.250.417003 4,345,000.00373385FP3 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 19,464.00 -16,579.15 2,884.850.442003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.34 5,440.840.433003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.546003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.833003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 4,875.00 287.52 5,162.520.410003 4,995,850.0034153QUC8 0.00 2,650,781.2540314 2,500,000.00 2.810FNMA 17,562.51 0.00 17,562.512.629003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 30,461.00 -25,485.35 4,975.650.486003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 1,250.00 1,243.33 2,493.330.248003 3,985,080.003137EAEY1 0.00 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

Page 5 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.77 9,893.230.783003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.09 20,168.910.797003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.502003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 33,361.50 -29,356.50 4,005.000.379003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.46 8,797.460.349003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.689003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.81 0.00 2,648.810.759003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.62 -1,353.58 3,536.040.627003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.24 5,424.460.597003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.43 15,357.570.602003 10,118,600.0091412HGE7 0.00 4,729,793.8940327 3,675,550.76 2.624FNMA 26,765.64 -90,640.43 -63,874.79-5.358003 4,889,268.363136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 34,447.50 0.00 34,447.502.768003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.37 10,701.370.426003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.496003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.546003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.38 -2,228.41 6,855.970.317003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.75 10,448.250.413003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.492003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.395003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.70 12,689.700.504003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.493003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.51 12,845.510.510003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.337003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.496003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.13 13,009.130.520003 9,933,980.00459058JE4 0.00 4,820,723.5540342 4,534,267.05 0.670FHLMC 7,838.78 -2,201.09 5,637.690.464003 4,983,102.8530318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.71 8,957.790.500003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 37,500.00 -29,666.66 7,833.340.298003 10,427,200.00459056HV2 0.00 1,902,173.9140346 0.00 0.180MUBCD 875.00 0.00 875.000.183003 25,000,000.0062478UAT3 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.503003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 145,312.50 -127,353.75 17,958.750.431003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 6,125.00 676.66 6,801.660.386003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.496003 10,000,000.003130AKXX9 0.00 25,000,000.0040352 25,000,000.00 0.180BMO 11,500.00 0.00 11,500.000.183003 25,000,000.0006367CAH0 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.508003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.595003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.595003 5,000,000.0045905U5Y6 0.00 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

Page 6 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,316,300.0040356 4,950,000.00 2.588FHLMC 32,026.50 0.00 32,026.502.390003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,250.00 0.00 16,250.000.645003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.793003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.605003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.000.992003 10,000,000.0031422XCX8 0.00 75,001,489.4140363 75,000,000.00 0.330STPOOL 43,181.94 0.00 43,181.940.228003 75,000,000.00COVID RELIEF 0.00 13,686,107.0640365 0.00 0.130TMCC 0.00 4,550.00 4,550.000.132003 19,986,061.1189233GZ33 0.00 2,607,826.0940366 0.00 0.080MUFGBK 0.00 533.33 533.330.081003 9,996,666.6762479LXR1 0.00 5,039,650.0040367 5,000,000.00 0.950CAT 11,875.00 -10,343.48 1,531.520.121003 5,039,650.0014913R2B2 0.00 8,695,652.1740368 0.00 0.070TD 1,555.55 0.00 1,555.550.071003 10,000,000.0089114WBP9 0.00 24,456,521.7440369 0.00 0.100BMO 6,250.00 0.00 6,250.000.101003 25,000,000.0006367CGB7 0.00 2,000,000.0040372 2,000,000.00 0.167NYSPIT 835.00 0.00 835.000.166003 2,000,000.0064990FC93 0.00 15,978,260.8740373 0.00 0.110TD 4,491.67 0.00 4,491.670.112003 30,000,000.0089114WCA1 0.00 8,366,766.0740378 0.00 0.070MUFGBK 0.00 1,497.22 1,497.220.071003 9,996,655.5662479LZH1 0.00 6,844,520.1140379 0.00 0.110TMCC 0.00 1,925.00 1,925.000.112003 9,995,172.2289233GZ33 0.00 13,910,344.0840380 13,910,000.00 0.200BNSHOU 7,109.56 -88.43 7,021.130.200003 13,910,344.0806417MQL2 0.00 760,723.1040381 0.00 0.070MUFGBK 0.00 136.11 136.110.071003 9,998,075.0062479LX83 0.00 25,000,000.0040382 25,000,000.00 0.190RY 12,138.89 0.00 12,138.890.193003 25,000,000.0078012UP82 0.00 5,161,979.3240383 0.00 0.070TMCC 0.00 923.61 923.610.071003 24,994,847.2289233GXL5 0.00 2,282,138.2240384 0.00 0.070MUFGBK 0.00 408.33 408.330.071003 9,997,938.8962479LXN0 0.00 12,549,263.3240385 0.00 0.090TMCC 0.00 2,887.50 2,887.500.091003 14,993,925.0089233GZH2 0.00 25,000,000.0040386 25,000,000.00 0.120RY 7,666.66 0.00 7,666.660.122003 25,000,000.0078012UR23 0.00 19,996,869.4440387 20,000,000.00 0.035USTR 0.00 1,788.90 1,788.900.035003 19,996,869.44912796K73 0.00 9,995,950.0040388 10,000,000.00 0.090MUFGBK 0.00 2,300.00 2,300.000.091003 9,995,950.0062479MAE3 0.00 24,983,805.5640389 25,000,000.00 0.110MUFGBK 0.00 7,027.77 7,027.770.112003 24,983,805.5662479MCR2 0.00 30,000,000.0040390 30,000,000.00 0.160TD 12,266.67 0.00 12,266.670.162003 30,000,000.0089114WF75 0.00 25,000,000.0040391 25,000,000.00 0.160BMO 10,222.22 0.00 10,222.220.162003 25,000,000.0006367CKK2 0.00 25,000,000.0040392 25,000,000.00 0.160BMO 10,222.22 0.00 10,222.220.162003 25,000,000.0006367CL39 0.00 6,086,608.5540393 0.00 0.147USTR 0.00 2,286.67 2,286.670.149003 0.00912796G60 0.00 4,564,951.0940394 0.00 0.100USTR 0.00 1,166.67 1,166.670.101003 0.00912796G78 0.00 1,521,726.5540395 0.00 0.043USTR 0.00 165.28 165.280.043003 0.00912796ZB8 0.00 4,130,303.9940396 0.00 0.060TMCC 0.00 633.33 633.330.061003 0.0089233GY91 0.00 5,868,860.8740397 0.00 0.080TMCC 0.00 1,200.00 1,200.000.081003 0.0089233GZE9 0.00 2,608,617.3940398 0.00 0.045USTR 0.00 300.00 300.000.046003 0.00912796H69 0.00 6,086,719.8140399 0.00 0.050USTR 0.00 777.78 777.780.051003 0.00912796N70 0.00 10,797,768.5940400 0.00 2.000USTR 53,804.35 -51,435.00 2,369.350.087003 0.00912828U81 0.00 434,778.7440401 0.00 0.040USTR 0.00 44.44 44.440.041003 0.009127964W6 0.00 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

Page 7 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
3,695,477.6640402 0.00 0.050USTR 0.00 472.22 472.220.051003 0.009127965G0 0.00 8,912,434.4240403 0.00 0.060USTR 0.00 1,366.67 1,366.670.061003 0.00912796J59 0.00 2,554,047.6940404 0.00 0.090USTR 0.00 587.50 587.500.091003 0.00912796ZX0 0.00 5,977,621.5340405 0.00 0.070USTR 0.00 1,069.44 1,069.440.071003 0.00912796J75 0.00 7,363,494.2940406 15,000,000.00 2.000IBRD 36,666.67 -34,597.39 2,069.280.111003 0.00459058FY4 0.00 5,000,000.0040407 10,000,000.00 0.150TD 1,916.67 0.00 1,916.670.152003 0.0089114WKY0 0.00 12,115,130.6440408 24,721,000.00 0.500IFC 15,107.28 -4,346.39 10,760.890.352003 0.0045950KCS7 0.00 9,778,206.5240409 20,000,000.00 1.000FHLB 24,444.45 367.35 24,811.801.007003 0.003130APRF4 0.00 3,425,175.4340410 8,300,000.00 0.600FHLB 5,118.33 383.88 5,502.210.637003 0.003130APWP6 0.00 458,536.5140411 1,050,000.00 2.750FHLB 3,047.92 -2,577.48 470.440.407003 0.003130ADRG9 0.00 772,411.2140412 1,825,000.00 0.180FFCB 346.75 261.30 608.050.312003 0.003133ENBT6 0.00 1,093,767.1540413 2,640,000.00 2.125IADB 5,765.83 -5,527.96 237.870.086003 0.004581X0CW6 0.00 1,171,641.0540414 2,700,000.00 2.375FNMA 6,768.75 -5,834.39 934.360.316003 0.003135G0T94 0.00 1,251,645.6040415 2,963,000.00 0.250FNMA 781.90 733.22 1,515.120.480003 0.003135G04Q3 0.00 4,782,367.5740416 0.00 0.082USTR 0.00 1,008.33 1,008.330.084003 0.00912796ZX0 0.00 660,869.5740417 1,900,000.00 0.875FHLB 1,431.60 0.00 1,431.600.859003 0.003130APZU2 0.00 1,693,108.7040418 4,875,000.00 0.850FHLB 3,568.23 211.46 3,779.690.886003 0.003130APU45 0.00 1,120,974.0040419 3,173,000.00 2.000IFC 5,464.61 -4,764.84 699.770.248003 0.0045950VLH7 0.00 2,428,720.0040420 7,000,000.00 0.350FNMA 2,109.72 874.32 2,984.040.487003 0.003135G05U3 0.00 943,086.9640421 2,725,000.00 0.750FHLB 1,759.89 399.22 2,159.110.908003 0.003130APKF1 0.00 1,059,799.7040422 3,150,000.00 0.625FHLB 1,640.62 162.12 1,802.740.675003 0.003130APMH5 0.00 3,265,402.1740423 10,000,000.00 1.010FFCB 8,136.11 -373.24 7,762.870.943003 0.003133ENFZ8 0.00 419,662.5040424 1,250,000.00 0.140FFCB 145.84 259.01 404.850.383003 0.003133EMZP0 0.00 4,782,206.8240425 0.00 0.138USTR 0.00 1,680.56 1,680.560.139003 0.00912796J75 0.00 6,519,546.5240426 20,000,000.00 0.125USTR 2,071.83 741.62 2,813.450.171003 0.0091282CAG6 0.00 348,024.3540427 0.00 2.625FHLB 2,333.33 -2,280.00 53.330.061003 0.00313376C94 0.00 1,107,365.0040428 3,500,000.00 2.300PG 6,261.11 -5,786.67 474.440.170003 0.00742718DY2 0.00 3,112,156.7540429 9,850,000.00 2.500AAPL 19,152.77 -9,778.36 9,374.411.195003 0.00037833CM0 0.00 5,441,998.9140430 0.00 2.125USTR 28,872.28 -26,556.00 2,316.280.169003 0.00912828G87 0.00 1,604,395.5740431 5,580,000.00 2.650MSFT 10,268.75 -7,422.94 2,845.810.704003 0.00594918BH6 0.00 508,321.6240432 1,851,000.00 3.625MSFT 4,286.87 -3,086.69 1,200.180.937003 0.00594918AW4 0.00 5,424,392.3940433 20,000,000.00 0.125FFCB 1,666.67 2,652.21 4,318.880.316003 0.003133EMGX4 0.00 1,329,078.2640434 5,000,000.00 2.350WMT 7,506.94 -5,941.14 1,565.800.467003 0.00931142DU4 0.00 2,651,343.1040435 14,370,000.00 0.650FHLB 4,151.34 494.81 4,646.150.695003 0.003130APQU2 0.00 1,081,566.3140436 5,850,000.00 0.250FFCB 650.00 -361.12 288.880.106003 0.003133ELYR9 0.00 3,754,948.8240437 20,350,000.00 0.070FFCB 633.11 1,562.44 2,195.550.232003 0.003133ENAQ3 0.00 1,765,779.1240438 10,026,000.00 2.150PG 8,981.62 -8,121.06 860.560.193003 0.00742718EU9 0.00 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

Page 8 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,541,056.0040439 8,800,000.00 2.300AAPL 8,433.33 -6,317.79 2,115.540.545003 0.00037833CQ1 0.00 978,309.7240440 5,300,000.00 0.125FHLB 294.44 293.75 588.190.239003 0.003130AKDH6 0.00 235,549.0140441 1,435,000.00 2.300AAPL 1,283.53 -943.11 340.420.573003 0.00037833CQ1 0.00 139,269.4240442 1,025,000.00 2.875MSFT 900.44 -613.65 286.790.817003 0.00594918BX1 0.00 383,083.2040443 2,876,000.00 2.000MSFT 1,757.55 -1,140.62 616.930.639003 0.00594918BQ6 0.00 1,328,373.9140444 10,000,000.00 2.350WMT 7,180.55 -5,707.61 1,472.940.440003 0.00931142DU4 0.00 1,048,765.1140445 6,435,000.00 0.660FFCB 1,651.65 50.33 1,701.980.644003 0.003133ENGW4 0.00 2,158,874.8240446 13,240,000.00 1.050FHLB 5,406.34 -14.64 5,391.700.991003 0.003130APS48 0.00 764,814.0840447 5,860,000.00 0.450TMCC 805.75 -185.47 620.280.322003 0.0089236THD0 0.00 1,999,925.9940448 15,003,000.00 2.700TMCC 12,377.47 -9,520.80 2,856.670.567003 0.0089236TEL5 0.00 2,119,008,405.83Subtotal 2,049,968,341.46 0.868 4,482,817.84-1,216,631.105,701,485.222,022,041,314.65 -2,036.28 Fund: CSJ/CSC JP
915,993.2040371 901,000.00 1.750USTR 3,967.44 -3,799.93 167.510.073152 915,993.209128286Y1 0.00 901,000.00Subtotal 915,993.20 0.073 167.51-3,799.933,967.44915,993.20 0.00 Fund: SJCE
20,143,023.3440162 20,143,191.19 0.010WELLS 603.28 0.00 603.280.012501 20,142,688.33VP4560000 0.00 20,143,191.19Subtotal 20,143,023.34 0.012 603.280.00603.2820,142,688.33 0.00 2,140,052,597.02Total 2,071,027,358.00 0.859 4,483,588.63-1,220,431.035,706,055.942,043,099,996.18 -2,036.28 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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
74,676,316.3332936 75,000,000.00 0.330STPOOL 88,461.95 0.00 88,461.950.235003 75,000,000.00CITY 0.00 71,463,858.3936512 152,883,243.80 0.025WELLS 9,231.98 0.00 9,231.980.026003 83,017,462.65VP6000104 0.00 75,001,068.3137042 75,000,000.00 0.330STPOOL 88,857.49 0.00 88,857.490.235003 75,000,000.00CSJFA 0.00 703,038.5937449 0.00 1.125FHLB 4,062.50 356.06 4,418.561.247003 9,950,700.003130A8QS5 0.00 2,271,013.0437466 0.00 1.125FHLMC 12,812.50 1,157.11 13,969.611.220003 9,949,200.003137EAEC9 0.00 1,710,706.3037497 0.00 2.609PASTRN 21,741.67 -4,806.04 16,935.631.964003 2,057,320.0070922PAH5 0.00 3,366,498.9137505 0.00 2.150LOS 35,833.33 323.08 36,156.412.131003 9,990,900.00544351KQ1 0.00 1,087,377.2337510 0.00 2.150LOS 11,645.83 818.98 12,464.812.274003 3,227,055.00544351KQ1 0.00 9,945,700.0037523 10,000,000.00 2.000IBRD 100,000.00 5,430.00 105,430.002.103003 9,945,700.00459058FY4 0.00 5,000,000.0037534 5,000,000.00 2.250MDS 56,250.00 0.00 56,250.002.232003 5,000,000.00574193NC8 0.00 19,750,600.0037546 20,000,000.00 2.000CASPWR 200,000.00 24,940.00 224,940.002.259003 19,750,600.0013066YTZ2 0.00 506,698.3737560 0.00 2.570CTS 6,425.00 -153.27 6,271.732.455003 3,007,500.0020772JL67 0.00

0.0037564 0.00 2.070IBRD 0.00 0.00 0.00003 30,000,000.0045905UC51 0.00 2,831,272.5037565 2,710,000.00 3.258STNPWR 44,145.90 -12,332.79 31,813.112.229003 2,831,272.5084247PHX2 0.00

0.0037569 0.00 1.800FHLB 0.00 0.00 0.00003 3,636,672.503130ABQY5 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 62,500.00 -6,708.17 55,791.832.185003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 62,500.00 -2,070.94 60,429.062.388003 5,019,950.0013063DDF2 0.00 9,982,270.0037589 10,000,000.00 2.100FHLB 105,000.00 1,956.72 106,956.722.125003 9,982,270.003130ACZS6 0.00

0.0037596 0.00 2.170IBRD 0.00 0.00 0.00003 25,000,000.0045905US21 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 65,940.00 0.00 65,940.003.270003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 12,590.00 1,830.00 14,420.002.908003 983,530.0013067WPE6 0.00 19,089,200.0037634 20,000,000.00 1.750IADB 175,000.00 107,716.16 282,716.162.938003 19,089,200.004581X0CZ9 0.00 4,816,203.7537638 4,815,000.00 2.900LOS 69,817.50 -145.52 69,671.982.870003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 85,000.00 -7,757.56 77,242.443.019003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 381,250.00 8,571.43 389,821.433.104003 24,915,000.003133EJD48 0.00 1,099,813.2740015 0.00 1.850HON 10,557.33 7,423.64 17,980.973.243003 1,645,249.12438516BM7 0.00 3,212,907.0740016 0.00 1.850HON 30,833.33 21,602.23 52,435.563.237003 4,806,300.00438516BM7 0.00 6,533,763.5940021 0.00 1.700PG 57,611.11 43,917.70 101,528.813.082003 9,617,700.00742718EQ8 0.00 4,009,560.0040036 4,000,000.00 2.900LOS 58,000.00 -1,303.64 56,696.362.805003 4,009,560.00544351MN6 0.00 3,910,360.0040039 4,000,000.00 2.000CASPWR 40,000.00 13,524.89 53,524.892.715003 3,910,360.0013066YTZ2 0.00 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

Page 2 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
3,997,120.0040043 4,000,000.00 2.625FNMA 52,500.00 480.00 52,980.002.629003 3,997,120.003135G0U92 0.00 1,336,568.5240048 0.00 3.027DE 2,662.97 1,189.46 3,852.430.572003 3,463,783.2024422EUJ6 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 265,000.00 2,012.63 267,012.632.651003 19,980,880.003133EJ5W5 0.00 369,668.4840055 0.00 1.550MSFT 3,013.89 2,165.03 14,457.617.758003 9,717,000.00594918BP8 9,278.69 12,179,004.2440063 10,524,000.00 8.500KO 447,270.00 -275,834.04 171,435.962.792003 12,179,004.24191219AP9 0.00 5,006,050.0040075 5,000,000.00 2.950CAT 73,750.00 -1,015.86 72,734.142.882003 5,006,050.0014913Q2T5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 62,500.00 815.00 63,315.002.516003 4,991,850.00459058GQ0 0.00 5,025,450.0040080 5,000,000.00 3.000USB 75,000.00 -4,241.66 70,758.342.793003 5,025,450.0091159HHC7 0.00 4,488,750.0040082 4,500,000.00 2.400MSFT 54,000.00 1,983.35 55,983.352.474003 4,488,750.00594918BW3 0.00 5,236,492.8040091 5,280,000.00 2.250JNJ 59,400.00 7,610.58 67,010.582.539003 5,236,492.80478160CD4 0.00 6,110,415.3240096 6,068,000.00 2.850PCAR 86,469.00 -7,448.54 79,020.462.565003 6,110,415.3269371RP75 0.00 14,129,780.0040097 14,000,000.00 2.950JD 206,500.00 -22,142.56 184,357.442.588003 14,129,780.0024422EUT4 0.00 2,452,910.2440100 0.00 3.550BK 42,775.92 -10,494.45 26,226.982.121003 8,515,763.8606406HBY4 -6,054.49 6,588,465.1740102 6,533,000.00 3.000USB 97,995.00 -9,702.36 88,292.642.658003 6,588,465.1791159HHC7 0.00 10,090,200.0040105 10,000,000.00 3.000USB 150,000.00 -15,824.56 134,175.442.638003 10,090,200.0091159HHC7 0.00 1,257,025.0040106 0.00 2.750DIS 17,187.50 -1,549.63 15,637.872.468003 5,028,100.0025468PCN4 0.00 7,020,650.0040111 7,000,000.00 2.650PCAR 92,750.00 -3,483.60 89,266.402.522003 7,020,650.0069371RP83 0.00 9,989,400.0040112 10,000,000.00 2.650USB 132,500.00 1,766.67 134,266.672.666003 9,989,400.0090331HPC1 0.00 15,008,850.0040114 15,000,000.00 2.000CASPWR 150,000.00 -1,522.94 148,477.061.962003 15,008,850.0013066YTZ2 0.00 8,640,996.6840115 8,595,000.00 2.307FHLMC 99,143.34 -7,294.63 91,848.712.109003 8,640,996.683137AWQH1 0.00 2,248,521.7540116 2,235,000.00 2.350CAS 26,261.25 -2,397.95 23,863.302.105003 2,248,521.7513063DLY2 0.00 6,248,250.2540121 6,215,000.00 2.307FHLMC 71,690.04 -5,296.50 66,393.542.108003 6,248,250.253137AWQH1 0.00 1,264,337.5040125 1,250,000.00 2.500MES 15,625.00 -2,446.21 13,178.792.068003 1,264,337.5056052AD60 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 93,750.00 1,300.00 95,050.001.887003 9,989,600.00459058GX5 0.00 16,973,820.0040127 17,000,000.00 1.850FFCB 157,250.00 4,793.90 162,043.901.894003 16,973,820.003133EKRE8 0.00 8,806,017.4640138 8,513,000.00 3.400BRK 144,721.00 -56,591.35 88,129.651.985003 8,806,017.46084670BF4 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 87,500.00 3,802.68 91,302.681.818003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 65,025.00 -17,972.08 47,052.922.126003 4,390,781.253137B4WB8 0.00 2,765,468.7540151 2,750,000.00 2.360FNMA 33,171.10 -2,937.30 30,233.802.169003 2,765,468.753138L9HU9 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 25,628.75 -10,229.86 15,398.891.662003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 18,190.00 -8,612.85 9,577.151.756003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 68,742.00 -38,035.44 30,706.562.049003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 22,500.00 705.39 23,205.391.538003 2,992,950.003130AGWK7 0.00 3,403,785.2140158 2,490,333.56 1.780HAROT 24,273.78 3.58 24,285.061.415003 4,442,341.4943815NAC8 7.70 3,346,435.6040163 0.00 1.850HON 30,833.33 -935.57 29,897.761.772003 5,006,050.00438516BM7 0.00 999,830.0040164 1,000,000.00 1.700AAPL 8,500.00 28.34 8,528.341.692003 999,830.00037833DL1 0.00 4,991,750.0040166 5,000,000.00 1.700AAPL 42,500.00 1,375.00 43,875.001.744003 4,991,750.00037833DL1 0.00 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

Page 3 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,196,132.0140167 4,858,981.40 3.320FHLMC 49,687.35 -31,386.25 16,282.090.622003 5,212,500.003137B36J2 -2,019.01 1,019,843.7540169 1,000,000.00 2.710FNMA 13,851.10 -2,961.27 10,889.832.118003 1,019,843.753138LC5B7 0.00 5,072,964.3940171 4,962,758.60 2.420FNMA 20,137.96 -9,108.82 10,667.240.417003 5,086,718.753140HUNV4 -361.90 6,871,437.5940173 5,789,441.90 1.990FHLMC 65,668.90 0.00 65,668.901.896003 7,840,469.0030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 4,642.50 0.00 4,642.501.842003 500,000.0097705MNM3 0.00 2,524,738.6040180 1,979,421.18 2.090FHLMC 24,667.07 -5,469.30 19,197.771.508003 3,129,400.5530314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 81,250.00 1,706.64 82,956.641.648003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 50,250.00 -302.91 49,947.091.981003 5,002,600.00649791PP9 0.00 2,599,600.9440186 2,028,685.47 1.920TMCC 24,963.28 22.48 25,023.511.909003 2,999,783.4089233MAD5 37.75 1,950,000.0040188 1,950,000.00 1.800OHS 17,550.00 0.00 17,550.001.785003 1,950,000.00677522T20 0.00 5,230,097.7140189 4,560,574.62 2.791FNMA 68,198.44 -41,084.37 27,114.071.028003 6,158,994.053138ELJW4 0.00 7,784,692.8840190 6,095,097.63 1.830HAROT 71,266.26 167.45 71,715.451.827003 8,998,396.2043813VAC2 281.74 4,102,395.7140194 4,047,484.20 2.220FNMA 45,212.79 -316.97 44,895.822.171003 4,108,956.253138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 161,140.84 -29,473.92 131,666.921.713003 15,244,921.88912828W48 0.00 10,000,000.0040198 10,000,000.00 1.800FHLMC 90,000.00 0.00 90,000.001.785003 10,000,000.003134GUQ94 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 93,500.00 -408.02 93,091.981.678003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 92,576.64 0.00 92,576.642.325003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 83,440.02 0.00 83,440.022.198003 7,450,000.003140HWYW6 0.00 22,931,918.8240206 22,259,233.61 2.610FNMA 292,285.90 -7,218.86 285,067.042.466003 22,589,238.613138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 71,500.00 -22,836.00 48,664.001.860003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 13,549.98 0.00 13,549.982.626003 1,000,000.003138LL3J2 0.00 2,119,372.0040213 2,050,000.00 3.250JPM 33,312.50 -12,993.72 20,318.781.902003 2,119,372.0046625HJE1 0.00 486,208.1940214 263,022.17 2.050FHLMC 4,322.52 -595.80 3,726.721.520003 739,668.0430295NAE0 0.00 3,492,987.5340221 2,992,014.06 2.509FNMA 42,184.34 -8,751.67 33,432.671.899003 3,607,515.783136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 160,000.00 -67,910.61 92,089.391.756003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 51,799.98 0.00 51,799.982.872003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 12,900,649.0840229 12,687,000.00 2.250JNJ 142,728.75 -52,897.98 89,830.771.381003 12,900,649.08478160CD4 0.00 817,486.3540231 680,259.43 1.990FHLMC 7,716.11 -3,012.45 4,703.661.141003 921,255.1130298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 4,850.00 0.00 4,850.000.962003 1,000,000.00574193SP4 0.00 10,117,217.9340236 0.00 1.850HON 92,500.00 -27,489.80 65,010.201.275003 15,134,700.00438516BM7 0.00 1,405,490.6840237 1,412,000.00 1.650DIS 11,649.00 1,325.42 12,974.421.831003 1,405,490.68254687FJ0 0.00 986,760.0040238 1,000,000.00 2.000PCAR 10,000.00 2,659.82 12,659.822.545003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 154,049.00 -57,113.32 96,935.681.787003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 84,375.00 -37,449.66 46,925.341.733003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 35,350.00 -16,126.87 19,223.131.065003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 9,375.00 1,161.00 10,536.000.699003 2,988,390.00459058JB0 0.00 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

Page 4 ends

0.0040259 0.00 0.630FHLMC 0.00 0.00 0.00003 25,000,000.003134GVPZ5 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 35,000.00 1,000.00 36,000.000.715003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 17,615.50 1,339.22 18,954.721.542003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 25,481.25 317.10 25,798.350.753003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 65,468.88 -48,462.93 17,005.950.910003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 35,000.00 0.00 35,000.000.694003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 138,499.98 0.00 138,499.982.538003 10,000,000.003137BJQ71 0.00 2,970,699.6840267 2,897,000.00 2.300PCAR 33,315.50 -16,438.60 16,876.901.127003 2,970,699.6869371RN77 0.00 16,606,400.0040269 16,000,000.00 2.125IBRD 170,000.00 -143,621.06 26,378.940.315003 16,606,400.00459058GU1 0.00 1,990,176.3540270 1,895,368.84 0.820HAROT 8,161.89 18.95 8,185.980.816003 1,999,842.6043813DAC2 5.14 9,969,900.0040271 10,000,000.00 0.250FNMA 12,500.00 5,016.66 17,516.660.349003 9,969,900.003135G04Q3 0.00 3,484,711.5540272 2,974,416.63 2.967FNMA 46,809.73 -40,175.78 6,633.950.378003 3,461,986.753136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 150,000.00 0.00 150,000.000.744003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 331,729.50 -242,109.86 89,619.640.649003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 8,000.00 463.33 8,463.330.841003 1,997,220.0069371RQ82 0.00 5,727,609.3840276 5,450,000.00 2.615FHLMC 71,258.76 0.00 71,258.762.468003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 5,240.00 0.00 5,240.001.039003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 5,503.50 0.00 5,503.501.213003 900,000.00923078CU1 0.00 7,508,925.0040279 7,500,000.00 0.550JD 20,625.00 -2,150.61 18,474.390.488003 7,508,925.0024422EVG1 0.00 1,009,720.0040280 1,000,000.00 1.250MES 6,250.00 -2,510.19 3,739.810.735003 1,009,720.0056052AE77 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 127,500.00 0.00 127,500.000.843003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 29,000.00 0.00 29,000.000.575003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 15,000.00 150.56 15,150.560.301003 9,999,100.003133ELG81 0.00 7,744,565.2240285 0.00 0.420FHLMC 16,333.33 0.00 16,333.330.418003 25,000,000.003134GVS41 0.00 7,779,030.0040287 7,500,000.00 2.125IBRD 79,687.50 -68,520.32 11,167.180.285003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 25,000.00 2,072.30 27,072.300.538003 9,979,300.003135G04Z3 0.00 1,664,782.0140289 1,506,548.93 2.492FNMA 19,439.50 -11,359.20 8,080.300.963003 1,765,494.193136AGMB5 0.00 511,401.4940290 0.00 4.350JPM 10,633.33 -9,748.93 884.400.343003 2,091,063.8746625HJC5 0.00 25,000,000.0040291 25,000,000.00 0.220FHLB 27,500.00 0.00 27,500.000.218003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 4,165.00 0.00 4,165.000.826003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 2,707.25 0.00 2,707.250.826003 650,000.0091412HFL2 0.00 3,477,753.9840295 3,446,210.43 0.830FHLMC 14,347.88 -129.67 14,218.210.811003 3,472,724.0630315EAA4 0.00 4,999,615.0040296 5,000,000.00 0.440TMCC 10,999.98 45.65 11,045.630.438003 4,999,615.0089237VAB5 0.00 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

Page 5 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,006,100.0040297 5,000,000.00 0.660MDS 16,500.00 -611.36 15,888.640.630003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 12,750.00 -244.43 12,505.570.496003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 6,250.00 12.59 6,262.590.497003 2,499,875.0031422BJ27 0.00 274,339.1840300 265,323.51 2.190FHLMC 2,917.54 -75.40 2,842.142.055003 267,989.4630288WAK5 0.00 5,842,391.3040302 0.00 0.320MUFGBK 9,555.56 0.00 9,555.560.324003 25,000,000.0055380THE3 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 67,500.00 -51,813.77 15,686.230.589003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 37,999.00 0.00 37,999.000.516003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 9,124.50 0.00 9,124.500.417003 4,345,000.00373385FP3 0.00 9,945,652.1740307 0.00 0.240TD 12,200.00 0.00 12,200.000.243003 30,000,000.0089114NSX4 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 38,928.00 -33,158.31 5,769.690.442003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 9,375.00 1,506.68 10,881.680.433003 4,984,950.003137EAEX3 0.00 9,239,130.4340310 0.00 0.240RY 11,333.33 0.00 11,333.330.243003 20,000,000.0078012UYA7 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 27,500.00 0.00 27,500.000.546003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 16,800.00 0.00 16,800.000.833003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 9,750.00 575.05 10,325.050.410003 4,995,850.0034153QUC8 0.00 2,650,781.2540314 2,500,000.00 2.810FNMA 35,125.02 0.00 35,125.022.629003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 60,922.00 -50,970.70 9,951.300.486003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 2,500.00 2,486.66 4,986.660.248003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 21,300.00 -1,513.54 19,786.460.783003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 44,250.00 -3,912.17 40,337.830.797003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 40,000.00 -35,073.88 4,926.120.502003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 66,723.00 -58,712.99 8,010.010.379003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 17,000.00 594.91 17,594.910.349003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 3,475.00 0.00 3,475.000.689003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 5,297.63 0.00 5,297.630.759003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 9,779.23 -2,707.16 7,072.070.627003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 15,717.40 -4,868.47 10,848.930.597003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 44,150.00 -13,434.86 30,715.140.602003 10,118,600.0091412HGE7 0.00 4,994,658.6940327 3,675,550.76 2.624FNMA 58,856.41 -91,239.57 -32,383.16-1.286003 4,897,291.163136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 68,895.00 0.00 68,895.002.768003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 18,750.00 2,652.74 21,402.740.426003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 25,000.00 0.00 25,000.000.496003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 41,250.00 0.00 41,250.000.546003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 18,168.75 -4,456.81 13,711.940.317003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 25,000.00 -4,103.50 20,896.500.413003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 24,000.00 800.00 24,800.000.492003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 75,000.00 -34,574.40 40,425.600.395003 20,288,120.00459058JA2 0.00 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

Page 6 ends

0.0040361 0.00 0.070TMCC 0.00 0.00 0.00003 49,994,263.8989233GU12 0.00

0.0040362 0.00 0.060UNIONB 0.00 0.00 0.00003 35,000,000.0062478UC38 0.00 75,000,904.3440363 75,000,000.00 0.330STPOOL 88,857.29 0.00 88,857.290.235003 75,000,000.00COVID RELIEF 0.00 246,900.8240364 0.00 4.350JPM 5,316.67 -5,187.65 129.020.104003 1,009,550.0046625HJC5 0.00 16,836,084.0940365 0.00 0.130TMCC 0.00 11,194.45 11,194.450.132003 19,986,061.1189233GZ33 0.00 6,302,246.3840366 0.00 0.080MUFGBK 0.00 2,577.78 2,577.780.081003 9,996,666.6762479LXR1 0.00 5,039,650.0040367 5,000,000.00 0.950CAT 23,750.00 -20,686.96 3,063.040.121003 5,039,650.0014913R2B2 0.00 9,347,826.0940368 0.00 0.070TD 3,344.44 0.00 3,344.440.071003 10,000,000.0089114WBP9 0.00 24,728,260.8740369 0.00 0.100BMO 12,638.89 0.00 12,638.890.101003 25,000,000.0006367CGB7 0.00 10,326,086.9640370 0.00 0.040TD 2,111.11 0.00 2,111.110.041003 25,000,000.0089114WBX2 0.00 2,000,000.0040372 2,000,000.00 0.167NYSPIT 1,670.00 0.00 1,670.000.166003 2,000,000.0064990FC93 0.00 22,989,130.4340373 0.00 0.110TD 12,925.00 0.00 12,925.000.112003 30,000,000.0089114WCA1 0.00 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

Page 7 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
3,097,739.3540374 0.00 0.036USTR 0.00 570.00 570.000.037003 29,999,160.00912796J26 0.00 3,804,195.6540375 0.00 0.040USTR 0.00 777.78 777.780.041003 24,999,000.00912796C56 0.00 7,662,641.1740376 0.00 0.035USTR 0.00 1,370.83 1,370.830.035003 29,998,425.00912796K24 0.00 2,065,160.0240377 0.00 0.040USTR 0.00 422.23 422.230.041003 19,999,444.44912796J26 0.00 9,181,710.8140378 0.00 0.070MUFGBK 0.00 3,286.11 3,286.110.071003 9,996,655.5662479LZH1 0.00 8,419,846.1640379 0.00 0.110TMCC 0.00 4,736.11 4,736.110.112003 9,995,172.2289233GZ33 0.00 13,910,344.0840380 13,910,000.00 0.200BNSHOU 14,219.11 -176.85 14,042.260.200003 13,910,344.0806417MQL2 0.00 5,379,399.0540381 0.00 0.070MUFGBK 0.00 1,925.00 1,925.000.071003 0.0062479LX83 0.00 25,000,000.0040382 25,000,000.00 0.190RY 24,277.78 0.00 24,277.780.193003 0.0078012UP82 0.00 14,399,205.4640383 0.00 0.070TMCC 0.00 5,152.78 5,152.780.071003 0.0089233GXL5 0.00 5,759,682.1940384 0.00 0.070MUFGBK 0.00 2,061.11 2,061.110.071003 0.0062479LXN0 0.00 13,201,173.1040385 0.00 0.090TMCC 0.00 6,075.00 6,075.000.091003 0.0089233GZH2 0.00 21,059,782.6140386 25,000,000.00 0.120RY 12,916.66 0.00 12,916.660.122003 0.0078012UR23 0.00 16,193,117.1040387 20,000,000.00 0.035USTR 0.00 2,897.23 2,897.230.035003 0.00912796K73 0.00 8,094,546.4740388 10,000,000.00 0.090MUFGBK 0.00 3,725.00 3,725.000.091003 0.0062479MAE3 0.00 17,515,820.2040389 25,000,000.00 0.110MUFGBK 0.00 9,854.16 9,854.160.112003 0.0062479MCR2 0.00 20,054,347.8340390 30,000,000.00 0.160TD 16,400.00 0.00 16,400.000.162003 0.0089114WF75 0.00 16,847,826.0940391 25,000,000.00 0.160BMO 13,777.78 0.00 13,777.780.162003 0.0006367CKK2 0.00 15,625,000.0040392 25,000,000.00 0.160BMO 12,777.78 0.00 12,777.780.162003 0.0006367CL39 0.00 3,043,304.2840393 0.00 0.147USTR 0.00 2,286.67 2,286.670.149003 0.00912796G60 0.00 2,282,475.5440394 0.00 0.100USTR 0.00 1,166.67 1,166.670.101003 0.00912796G78 0.00 760,863.2840395 0.00 0.043USTR 0.00 165.28 165.280.043003 0.00912796ZB8 0.00 2,065,151.9940396 0.00 0.060TMCC 0.00 633.33 633.330.061003 0.0089233GY91 0.00 2,934,430.4340397 0.00 0.080TMCC 0.00 1,200.00 1,200.000.081003 0.0089233GZE9 0.00 1,304,308.7040398 0.00 0.045USTR 0.00 300.00 300.000.046003 0.00912796H69 0.00 3,043,359.9040399 0.00 0.050USTR 0.00 777.78 777.780.051003 0.00912796N70 0.00 5,398,884.2940400 0.00 2.000USTR 53,804.35 -51,435.00 2,369.350.087003 0.00912828U81 0.00 217,389.3740401 0.00 0.040USTR 0.00 44.44 44.440.041003 0.009127964W6 0.00 1,847,738.8340402 0.00 0.050USTR 0.00 472.22 472.220.051003 0.009127965G0 0.00 4,456,217.2140403 0.00 0.060USTR 0.00 1,366.67 1,366.670.061003 0.00912796J59 0.00 1,277,023.8540404 0.00 0.090USTR 0.00 587.50 587.500.091003 0.00912796ZX0 0.00 2,988,810.7740405 0.00 0.070USTR 0.00 1,069.44 1,069.440.071003 0.00912796J75 0.00 3,681,747.1540406 15,000,000.00 2.000IBRD 36,666.67 -34,597.39 2,069.280.111003 0.00459058FY4 0.00 2,500,000.0040407 10,000,000.00 0.150TD 1,916.67 0.00 1,916.670.152003 0.0089114WKY0 0.00 6,057,565.3240408 24,721,000.00 0.500IFC 15,107.28 -4,346.39 10,760.890.352003 0.0045950KCS7 0.00 4,889,103.2640409 20,000,000.00 1.000FHLB 24,444.45 367.35 24,811.801.007003 0.003130APRF4 0.00 1,712,587.7240410 8,300,000.00 0.600FHLB 5,118.33 383.88 5,502.210.637003 0.003130APWP6 0.00 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

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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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
229,268.2640411 1,050,000.00 2.750FHLB 3,047.92 -2,577.48 470.440.407003 0.003130ADRG9 0.00 386,205.6140412 1,825,000.00 0.180FFCB 346.75 261.30 608.050.312003 0.003133ENBT6 0.00 546,883.5840413 2,640,000.00 2.125IADB 5,765.83 -5,527.96 237.870.086003 0.004581X0CW6 0.00 585,820.5340414 2,700,000.00 2.375FNMA 6,768.75 -5,834.39 934.360.316003 0.003135G0T94 0.00 625,822.8040415 2,963,000.00 0.250FNMA 781.90 733.22 1,515.120.480003 0.003135G04Q3 0.00 2,391,183.7940416 0.00 0.082USTR 0.00 1,008.33 1,008.330.084003 0.00912796ZX0 0.00 330,434.7840417 1,900,000.00 0.875FHLB 1,431.60 0.00 1,431.600.859003 0.003130APZU2 0.00 846,554.3540418 4,875,000.00 0.850FHLB 3,568.23 211.46 3,779.690.886003 0.003130APU45 0.00 560,487.0040419 3,173,000.00 2.000IFC 5,464.61 -4,764.84 699.770.248003 0.0045950VLH7 0.00 1,214,360.0040420 7,000,000.00 0.350FNMA 2,109.72 874.32 2,984.040.487003 0.003135G05U3 0.00 471,543.4840421 2,725,000.00 0.750FHLB 1,759.89 399.22 2,159.110.908003 0.003130APKF1 0.00 529,899.8540422 3,150,000.00 0.625FHLB 1,640.62 162.12 1,802.740.675003 0.003130APMH5 0.00 1,632,701.0940423 10,000,000.00 1.010FFCB 8,136.11 -373.24 7,762.870.943003 0.003133ENFZ8 0.00 209,831.2540424 1,250,000.00 0.140FFCB 145.84 259.01 404.850.383003 0.003133EMZP0 0.00 2,391,103.4140425 0.00 0.138USTR 0.00 1,680.56 1,680.560.139003 0.00912796J75 0.00 3,259,773.2640426 20,000,000.00 0.125USTR 2,071.83 741.62 2,813.450.171003 0.0091282CAG6 0.00 174,012.1740427 0.00 2.625FHLB 2,333.33 -2,280.00 53.330.061003 0.00313376C94 0.00 553,682.5040428 3,500,000.00 2.300PG 6,261.11 -5,786.67 474.440.170003 0.00742718DY2 0.00 1,556,078.3840429 9,850,000.00 2.500AAPL 19,152.77 -9,778.36 9,374.411.195003 0.00037833CM0 0.00 2,720,999.4640430 0.00 2.125USTR 28,872.28 -26,556.00 2,316.280.169003 0.00912828G87 0.00 802,197.7840431 5,580,000.00 2.650MSFT 10,268.75 -7,422.94 2,845.810.704003 0.00594918BH6 0.00 254,160.8140432 1,851,000.00 3.625MSFT 4,286.87 -3,086.69 1,200.180.937003 0.00594918AW4 0.00 2,712,196.2040433 20,000,000.00 0.125FFCB 1,666.67 2,652.21 4,318.880.316003 0.003133EMGX4 0.00 664,539.1340434 5,000,000.00 2.350WMT 7,506.94 -5,941.14 1,565.800.467003 0.00931142DU4 0.00 1,325,671.5540435 14,370,000.00 0.650FHLB 4,151.34 494.81 4,646.150.695003 0.003130APQU2 0.00 540,783.1640436 5,850,000.00 0.250FFCB 650.00 -361.12 288.880.106003 0.003133ELYR9 0.00 1,877,474.4140437 20,350,000.00 0.070FFCB 633.11 1,562.44 2,195.550.232003 0.003133ENAQ3 0.00 882,889.5640438 10,026,000.00 2.150PG 8,981.62 -8,121.06 860.560.193003 0.00742718EU9 0.00 770,528.0040439 8,800,000.00 2.300AAPL 8,433.33 -6,317.79 2,115.540.545003 0.00037833CQ1 0.00 489,154.8640440 5,300,000.00 0.125FHLB 294.44 293.75 588.190.239003 0.003130AKDH6 0.00 117,774.5140441 1,435,000.00 2.300AAPL 1,283.53 -943.11 340.420.573003 0.00037833CQ1 0.00 69,634.7140442 1,025,000.00 2.875MSFT 900.44 -613.65 286.790.817003 0.00594918BX1 0.00 191,541.6040443 2,876,000.00 2.000MSFT 1,757.55 -1,140.62 616.930.639003 0.00594918BQ6 0.00 664,186.9640444 10,000,000.00 2.350WMT 7,180.55 -5,707.61 1,472.940.440003 0.00931142DU4 0.00 524,382.5540445 6,435,000.00 0.660FFCB 1,651.65 50.33 1,701.980.644003 0.003133ENGW4 0.00 1,079,437.4140446 13,240,000.00 1.050FHLB 5,406.34 -14.64 5,391.700.991003 0.003130APS48 0.00 382,407.0440447 5,860,000.00 0.450TMCC 805.75 -185.47 620.280.322003 0.0089236THD0 0.00 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

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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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Money Markets
WELLS36512 152,883,243.80 152,883,243.800.025VP6000104 07/01 - Monthly06/30/2021 152,883,243.800.0250.025 WELLS37053 0.00 0.001.582VP6000104 08/01 - Monthly07/01/2021 0.001.5821.582 WELLS40162 20,143,191.19 20,143,191.190.010VP4560000 07/01 - Monthly06/30/2021 20,143,191.190.0100.010 173,026,434.99Money Markets Totals 173,026,434.990.000.023173,026,434.99 0.023 State Pool
STPOOL32936 75,000,000.00 75,000,000.000.330CITY 07/01 - Quarterly06/30/2021 75,000,000.000.3300.330 STPOOL37042 75,000,000.00 75,000,000.000.330CSJFA 07/01 - Quarterly06/30/2021 75,000,000.000.3300.330 STPOOL37370 0.00 0.002.390SYS37370 01/01 - Quarterly 0.002.3902.390 STPOOL40363 75,000,000.00 75,000,000.000.330COVID RELIEF 07/01 - Quarterly06/30/2021 75,000,000.000.3300.330 225,000,000.00State Pool Totals 225,000,000.000.000.330225,000,000.00 0.330 Corp Medium Term Notes
AAPL40164 1,000,000.00 999,960.651.700 09/11/2022037833DL1 03/11 - 09/1109/11/2019 999,830.001.7061.706 AAPL40166 5,000,000.00 4,998,090.281.700 09/11/2022037833DL1 03/11 - 09/1109/11/2019 4,991,750.001.7571.757 AAPL40263 6,795,000.00 6,794,136.780.750 05/11/2023037833DV9 11/11 - 05/1105/11/2020 6,793,097.400.7590.759 AAPL40429 9,850,000.00 9,863,270.642.500 02/09/2022037833CM0 01/09 - Final Pmt. 77,979.1712/03/2021 9,873,049.001.2111.211 AAPL40439 8,800,000.00 8,854,754.212.300 05/11/2022037833CQ1 05/11 - Final Pmt. 19,677.7812/16/2021 8,861,072.000.5720.572 AAPL40441 1,435,000.00 1,443,757.492.300 05/11/2022037833CQ1 05/11 - Final Pmt. 3,300.5012/17/2021 1,444,700.600.6050.605 BK40242 10,444,000.00 10,567,110.922.950 01/29/202306406RAE7 07/29 - 01/29 Received04/13/2020 10,763,199.971.8231.823 BK40320 3,868,000.00 4,057,186.283.450 08/11/202306406RAJ6 02/11 - 08/11 Received11/03/2020 4,193,530.880.3940.394 BRK40138 8,513,000.00 8,522,117.503.400 01/31/2022084670BF4 07/31 - 01/31 Received06/28/2019 8,806,017.462.0262.026 CAT40075 5,000,000.00 5,000,310.402.950 02/26/202214913Q2T5 08/26 - 02/26 Received03/04/2019 5,006,050.002.9072.907 CAT40367 5,000,000.00 5,015,170.430.950 05/13/202214913R2B2 11/13 - 05/13 Received05/28/2021 5,039,650.000.1220.122 DIS40237 1,412,000.00 1,410,232.761.650 09/01/2022254687FJ0 09/01 - 03/01 Received03/17/2020 1,405,490.681.8431.843 JD40097 14,000,000.00 14,011,071.282.950 04/01/202224422EUT4 10/01 - 04/01 Received04/26/2019 14,129,780.002.6182.618 JD40279 7,500,000.00 7,502,198.390.550 07/05/202224422EVG1 01/05 - 07/05 Received06/08/2020 7,508,925.000.4920.492 JNJ40091 5,280,000.00 5,277,378.572.250 03/03/2022478160CD4 09/03 - 03/03 Received04/24/2019 5,236,492.802.5502.550 JNJ40229 12,687,000.00 12,705,220.422.250 03/03/2022478160CD4 03/03 - 09/03 Received02/26/2020 12,900,649.081.4011.401 JPM40213 2,050,000.00 2,068,913.073.250 09/23/202246625HJE1 03/23 - 09/23 Received01/22/2020 2,119,372.001.9421.942 JPM40223 10,000,000.00 10,144,875.983.200 01/25/202346625HJH4 07/25 - 01/25 Received01/31/2020 10,405,200.001.7991.799 JPM40303 5,000,000.00 5,143,063.562.700 05/18/202346625HRL6 11/18 - 05/18 Received08/20/2020 5,284,400.000.6070.607 JPM40308 2,433,000.00 2,503,737.743.200 01/25/202346625HJH4 01/25 - 07/25 Received09/25/2020 2,587,738.800.4560.456 JPM40348 15,000,000.00 16,061,281.253.875 02/01/202446625HJT8 08/01 - 02/0102/01/2021 16,528,245.000.4520.452 KO40063 10,524,000.00 10,569,972.348.500 02/01/2022191219AP9 08/01 - 02/0102/01/2019 12,179,004.242.9812.981 MSFT40082 4,500,000.00 4,499,614.352.400 02/06/2022594918BW3 08/06 - 02/06 Received04/05/2019 4,488,750.002.4912.491 MSFT40431 5,580,000.00 5,669,669.062.650 11/03/2022594918BH6 05/03 - 11/03 13,554.7512/06/2021 5,677,092.000.7240.724 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Page 2 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
MSFT40432 1,851,000.00 1,945,479.523.625 12/15/2023594918AW4 12/15 - 06/15 Received12/08/2021 1,948,566.210.9820.982 MSFT40442 1,025,000.00 1,067,118.602.875 02/06/2024594918BX1 02/06 - 08/06 10,968.9212/20/2021 1,067,732.250.8920.892 MSFT40443 2,876,000.00 2,935,830.582.000 08/08/2023594918BQ6 02/08 - 08/08 21,090.6712/20/2021 2,936,971.200.6920.692 PCAR40096 6,068,000.00 6,070,482.852.850 03/01/202269371RP75 09/01 - 03/01 Received04/26/2019 6,110,415.322.5932.593 PCAR40111 7,000,000.00 7,002,496.582.650 05/10/202269371RP83 11/10 - 05/10 Received05/23/2019 7,020,650.002.5462.546 PCAR40238 1,000,000.00 996,084.152.000 09/26/202269371RQ33 09/26 - 03/26 Received03/30/2020 986,760.002.5522.552 PCAR40267 2,897,000.00 2,917,000.282.300 08/10/202269371RN77 08/10 - 02/10 Received05/13/2020 2,970,699.681.1471.147 PCAR40275 2,000,000.00 1,998,669.200.800 06/08/202369371RQ82 12/08 - 06/0806/08/2020 1,997,220.000.8470.847 PCAR40349 7,000,000.00 6,994,353.590.350 02/02/202469371RR24 08/02 - 02/0202/02/2021 6,991,880.000.3890.389 PG40428 3,500,000.00 3,507,233.332.300 02/06/2022742718DY2 02/06 - Final Pmt. 26,162.5012/03/2021 3,513,020.000.1720.172 PG40438 10,026,000.00 10,145,108.882.150 08/11/2022742718EU9 02/11 - 08/11 74,846.8812/16/2021 10,153,229.940.2040.204 TMCC40447 5,860,000.00 5,863,389.130.450 07/22/202289236THD0 01/22 - 07/22 10,841.0012/20/2021 5,863,574.600.3460.346 TMCC40448 15,003,000.00 15,323,245.142.700 01/11/202389236TEL5 01/11 - 07/11 178,910.7812/20/2021 15,332,765.940.6130.613 USB40080 5,000,000.00 5,001,743.803.000 03/15/202291159HHC7 09/15 - 03/1503/15/2019 5,025,450.002.8222.822 USB40102 6,533,000.00 6,536,988.753.000 03/15/202291159HHC7 09/15 - 03/15 Received05/06/2019 6,588,465.172.6892.689 USB40105 10,000,000.00 10,006,505.653.000 03/15/202291159HHC7 09/15 - 03/15 Received05/09/2019 10,090,200.002.6682.668 USB40112 10,000,000.00 9,998,606.302.650 05/23/202290331HPC1 11/23 - 05/2305/23/2019 9,989,400.002.6872.687 WMT40274 26,018,000.00 26,636,725.222.550 04/11/2023931142DH3 10/11 - 04/11 Received06/01/2020 27,403,406.460.6680.668 WMT40434 5,000,000.00 5,088,858.862.350 12/15/2022931142DU4 12/15 - 06/15 Received12/08/2021 5,094,800.000.4830.483 WMT40444 10,000,000.00 10,178,492.392.350 12/15/2022931142DU4 06/15 - 12/15 3,263.8912/20/2021 10,184,200.000.4750.475 303,897,507.15Corp Medium Term Notes Totals 308,492,493.68440,596.841.365300,328,000.00 1.365 Negotiable CDs
BMO40352 25,000,000.00 25,000,000.000.180 02/04/202206367CAH0 02/04 - At Maturity02/04/2021 25,000,000.000.1830.180 BMO40391 25,000,000.00 25,000,000.000.160 07/01/202206367CKK2 07/01 - At Maturity08/30/2021 25,000,000.000.1620.160 BMO40392 25,000,000.00 25,000,000.000.160 07/01/202206367CL39 07/01 - At Maturity09/08/2021 25,000,000.000.1620.160 BNSHOU40380 13,910,000.00 13,910,166.270.200 06/23/202206417MQL2 06/23 - At Maturity 540.9406/30/2021 13,910,344.080.2000.198 RY40382 25,000,000.00 25,000,000.000.190 06/30/202278012UP82 06/30 - At Maturity07/01/2021 25,000,000.000.1930.190 RY40386 25,000,000.00 25,000,000.000.120 02/11/202278012UR23 02/11 - At Maturity07/30/2021 25,000,000.000.1220.120 TD40390 30,000,000.00 30,000,000.000.160 05/20/202289114WF75 05/20 - At Maturity08/31/2021 30,000,000.000.1620.160 TD40407 10,000,000.00 10,000,000.000.150 02/18/202289114WKY0 02/18 - At Maturity11/16/2021 10,000,000.000.1520.150 178,910,166.27Negotiable CDs Totals 178,910,344.08540.940.164178,910,000.00 0.166 Commercial Paper Discounts
MUFGBK40388 10,000,000.00 9,999,675.000.090 01/14/202262479MAE3 01/14 - At Maturity08/05/2021 9,995,950.000.0910.090 MUFGBK40389 25,000,000.00 24,993,659.720.110 03/25/202262479MCR2 03/25 - At Maturity08/25/2021 24,983,805.560.1120.110 34,993,334.72Commercial Paper Discounts Totals 34,979,755.560.000.10435,000,000.00 0.106 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Page 3 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,910.900.500 07/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,993,537.780.480 01/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 FAMC40337 10,000,000.00 9,993,222.740.480 01/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FFCB40013 25,000,000.00 24,969,952.383.050 10/02/20233133EJD48 04/02 - 10/02 Received10/17/2018 24,915,000.003.1243.124 FFCB40049 20,000,000.00 19,992,709.802.650 10/23/20233133EJ5W5 04/23 - 10/2301/23/2019 19,980,880.002.6722.672 FFCB40127 17,000,000.00 16,998,055.811.850 03/14/20223133EKRE8 09/14 - 03/14 Received06/21/2019 16,973,820.001.9091.909 FFCB40283 10,000,000.00 9,999,567.570.300 06/08/20233133ELG81 12/08 - 06/08 Received06/12/2020 9,999,100.000.3030.303 FFCB40412 1,825,000.00 1,822,359.550.180 01/25/20233133ENBT6 01/25 - 07/25 255.5011/23/2021 1,822,098.250.3160.316 FFCB40433 20,000,000.00 19,964,416.210.125 11/23/20223133EMGX4 05/23 - 11/23 972.2212/07/2021 19,961,764.000.3240.324 FFCB40436 5,850,000.00 5,852,821.280.250 05/06/20223133ELYR9 05/06 - Final Pmt. 1,584.3812/15/2021 5,853,182.400.1110.111 FHLB37589 10,000,000.00 9,998,043.292.100 07/01/20223130ACZS6 07/01 - 01/0112/20/2017 9,982,270.002.1412.141 FHLB40157 3,000,000.00 2,996,300.611.500 08/15/20243130AGWK7 02/15 - 08/1508/16/2019 2,992,950.001.5491.549 FHLB40291 25,000,000.00 25,000,000.000.220 07/15/20223130AJS26 07/15 - 01/1506/24/2020 25,000,000.000.2200.220 FHLB40411 1,050,000.00 1,079,098.402.750 03/10/20233130ADRG9 03/10 - 09/10 5,855.2111/23/2021 1,081,675.880.4160.416 FHLB40440 5,300,000.00 5,294,675.750.125 10/21/20223130AKDH6 04/21 - 10/21 993.7512/15/2021 5,294,382.000.2500.250 FHLMC40309 5,000,000.00 4,988,766.910.375 09/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FHLMC40316 4,000,000.00 3,991,089.440.125 10/16/20233137EAEY1 04/16 - 10/1610/16/2020 3,985,080.000.2500.250 FNMA40043 4,000,000.00 3,999,973.332.625 01/11/20223135G0U92 07/11 - 01/1101/11/2019 3,997,120.002.6502.650 FNMA40142 10,000,000.00 9,980,965.501.750 07/02/20243135G0V75 01/02 - 07/0207/08/2019 9,962,100.001.8301.830 FNMA40183 10,000,000.00 9,990,480.761.625 10/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40271 10,000,000.00 9,986,036.940.250 05/22/20233135G04Q3 11/22 - 05/2205/22/2020 9,969,900.000.3510.351 FNMA40288 10,000,000.00 9,985,655.060.500 06/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,980,634.960.375 08/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,031,596.980.500 11/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 FNMA40414 2,700,000.00 2,758,036.812.375 01/19/20233135G0T94 01/19 - 07/19 22,087.5011/23/2021 2,763,871.200.3220.322 FNMA40415 2,963,000.00 2,953,333.090.250 05/22/20233135G04Q3 05/22 - 11/22 20.5811/23/2021 2,952,599.870.4860.486 FNMA40420 7,000,000.00 6,983,444.320.350 08/18/20233135G05U3 02/18 - 08/18 6,941.6711/30/2021 6,982,570.000.4960.496 252,084,686.17Federal Agency Coupon Securities Totals 251,916,088.6038,710.811.154252,188,000.00 1.154 Treasury Coupon Securities
USTR40196 15,000,000.00 15,126,385.462.125 02/29/2024912828W48 02/29 - 08/31 Received12/23/2019 15,244,921.881.7191.719 USTR40371 901,000.00 907,815.091.750 06/15/20229128286Y1 12/15 - 06/15 Received06/17/2021 915,993.200.0760.076 USTR40426 20,000,000.00 19,994,017.620.125 08/31/202291282CAG6 02/28 - 08/31 6,422.6512/02/2021 19,993,276.000.1700.170 36,028,218.17Treasury Coupon Securities Totals 36,154,191.086,422.650.81835,901,000.00 0.818 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Page 4 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Treasury Discounts
USTR40387 20,000,000.00 19,999,766.670.035 01/13/2022912796K73 01/13 - At Maturity08/05/2021 19,996,869.440.0360.035 19,999,766.67Treasury Discounts Totals 19,996,869.440.000.03520,000,000.00 0.036 Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.000 04/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FFCB40282 10,000,000.00 10,000,000.000.580 06/17/20243133ELJ47 12/17 - 06/1706/17/2020 10,000,000.000.5800.580 FFCB40330 10,000,000.00 10,000,000.000.500 12/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.800 03/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,013,526.761.010 12/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40424 1,250,000.00 1,245,709.010.140 05/18/20233133EMZP0 05/18 - 11/18 63.1912/01/2021 1,245,450.000.3900.390 FFCB40437 20,350,000.00 20,322,461.940.070 10/13/20223133ENAQ3 04/13 - 10/13 2,453.3112/15/2021 20,320,899.500.2430.243 FFCB40445 6,435,000.00 6,432,476.330.660 12/13/20233133ENGW4 06/13 - 12/13 471.9012/17/2021 6,432,426.000.6800.680 FHLB40340 10,000,000.00 10,000,000.000.500 01/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5000.500 FHLB40350 10,000,000.00 10,000,000.000.500 02/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,995,020.000.500 02/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 FHLB40409 20,000,000.00 19,991,367.351.000 11/15/20243130APRF4 05/15 - 11/15 1,111.1111/17/2021 19,991,000.001.0151.015 FHLB40410 8,300,000.00 8,292,913.880.600 11/24/20233130APWP6 05/24 - 11/2411/24/2021 8,292,530.000.6450.645 FHLB40417 1,900,000.00 1,900,000.000.875 05/28/20243130APZU2 05/28 - 11/2811/30/2021 1,900,000.000.8750.875 FHLB40418 4,875,000.00 4,867,898.960.850 11/22/20243130APU45 05/22 - 11/22 920.8311/30/2021 4,867,687.500.9010.901 FHLB40421 2,725,000.00 2,711,774.220.750 11/08/20243130APKF1 05/08 - 11/08 1,248.9611/30/2021 2,711,375.000.9230.923 FHLB40422 3,150,000.00 3,145,374.120.625 05/17/20243130APMH5 05/17 - 11/17 765.6312/01/2021 3,145,212.000.6870.687 FHLB40435 14,370,000.00 14,348,939.810.650 11/22/20233130APQU2 05/22 - 11/22 5,967.5412/15/2021 14,348,445.000.7280.728 FHLB40446 13,240,000.00 13,241,084.281.050 11/18/20243130APS48 05/18 - 11/18 11,198.8312/17/2021 13,241,098.921.0471.047 FHLMC40198 10,000,000.00 10,000,000.001.800 01/10/20253134GUQ94 07/10 - 01/1001/10/2020 10,000,000.001.8001.800 FHLMC40261 10,000,000.00 9,993,311.110.700 05/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.700 04/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 FHLMC40273 40,000,000.00 40,000,000.000.750 06/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 FNMA40281 30,000,000.00 30,000,000.000.850 06/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 FNMA40331 15,000,000.00 15,000,000.000.550 01/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 IFC40419 3,173,000.00 3,218,035.402.000 10/24/202245950VLH7 04/24 - 10/24 6,346.0011/30/2021 3,222,800.240.2530.253 294,719,893.17Federal Agency Callables Totals 294,716,824.1630,547.300.749294,768,000.00 0.749 Supranational
IADB37634 20,000,000.00 19,848,598.951.750 09/14/20224581X0CZ9 09/14 - 03/14 Received06/22/2018 19,089,200.002.9022.902 IADB40201 11,000,000.00 11,002,343.811.700 11/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,996,681.760.340 10/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.650 02/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Page 5 ends

MBS ZERO PSA
FHLMC40115 8,595,000.00 8,603,510.402.307 08/01/20223137AWQH1 07/01 - Received06/06/2019 8,640,996.682.0892.089 FHLMC40121 6,215,000.00 6,221,179.252.307 08/01/20223137AWQH1 07/01 - Received06/11/2019 6,248,250.252.0882.088 FHLMC40148 4,250,000.00 4,303,916.223.060 07/01/20233137B4WB8 09/01 -08/01/2019 4,390,781.252.1192.119 FHLMC40167 4,858,981.40 4,925,267.503.320 02/01/20233137B36J2 10/01 - Received09/16/2019 5,065,488.111.9481.948 FNMA40151 2,750,000.00 2,751,436.732.360 04/01/20223138L9HU9 08/31 - Monthly Received08/06/2019 2,765,468.752.1602.131 FNMA40169 1,000,000.00 1,006,373.182.710 02/01/20233138LC5B7 09/30 - Monthly Received09/17/2019 1,019,843.752.1372.108 FNMA40171 4,962,758.60 5,007,691.872.420 07/01/20243140HUNV4 09/30 - Monthly Received09/19/2019 5,048,831.442.0742.046 32,819,375.15MBS ZERO PSA Totals 33,179,660.230.002.06932,631,740.00 2.077 Asset Backed Security
HAROT40158 2,490,333.56 2,490,325.111.780 08/15/202343815NAC8 09/15 -08/27/2019 2,490,312.891.7801.780 HAROT40190 6,095,097.63 6,094,561.111.830 01/18/202443813VAC2 12/18 -11/26/2019 6,094,011.481.8451.845 HAROT40270 1,895,368.84 1,895,277.210.820 07/15/202443813DAC2 06/15 -05/27/2020 1,895,219.670.8250.825 HART40253 1,250,000.00 1,249,815.921.410 11/15/202444891LAC7 05/15 -04/29/2020 1,249,708.751.4241.424 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

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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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Asset Backed Security
TMCC40186 2,028,685.47 2,028,613.841.920 01/16/202489233MAD5 12/15 -11/13/2019 2,028,539.001.9311.931 TMCC40252 1,413,168.16 1,412,995.581.360 08/15/202489239RAC0 05/15 -04/29/2020 1,412,885.531.3731.373 TMCC40296 5,000,000.00 4,999,745.360.440 10/15/202489237VAB5 08/15 -07/27/2020 4,999,615.000.4440.444 20,171,334.13Asset Backed Security Totals 20,170,292.320.001.34320,172,653.66 1.343 Municipal Bonds
CAS37579 5,000,000.00 5,010,062.252.500 10/01/202213063DDF2 04/01 - 10/0110/26/2017 5,066,150.002.2222.222 CAS37588 5,000,000.00 5,003,106.402.500 10/01/202213063DDF2 04/01 - 10/01 Received12/07/2017 5,019,950.002.4112.411 CAS40008 5,000,000.00 5,024,565.603.400 08/01/202313063DGN2 02/01 - 08/0109/18/2018 5,075,550.003.0643.064 CAS40116 2,235,000.00 2,236,198.972.350 04/01/202213063DLY2 10/01 - 04/01 Received06/06/2019 2,248,521.752.1272.127 CAS40243 5,000,000.00 5,243,422.823.375 04/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CASDEV40323 1,385,000.00 1,385,000.000.765 10/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,029,993.330.885 11/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR37546 20,000,000.00 19,983,373.332.000 05/01/202213066YTZ2 11/01 - 05/0105/01/2017 19,750,600.002.2652.265 CASPWR37625 1,000,000.00 996,645.002.518 12/01/202213067WPE6 12/01 - 06/0106/01/2018 983,530.002.9112.911 CASPWR40039 4,000,000.00 3,990,983.402.000 05/01/202213066YTZ2 05/01 - 11/01 Received01/08/2019 3,910,360.002.7112.711 CASPWR40114 15,000,000.00 15,001,015.302.000 05/01/202213066YTZ2 11/01 - 05/01 Received06/05/2019 15,008,850.001.9791.979 FLSEDU40311 10,000,000.00 10,000,000.000.550 06/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 FLSEDU40313 5,000,000.00 4,997,220.550.390 06/01/202434153QUC8 06/01 - 12/0110/22/2020 4,995,850.000.4130.413 GAS40304 14,615,000.00 14,615,000.000.520 08/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40305 4,345,000.00 4,345,000.000.420 08/01/2024373385FP3 02/01 - 08/0108/27/2020 4,345,000.000.4200.420 HIS40317 5,000,000.00 5,011,351.580.852 10/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 LAS40312 4,000,000.00 4,000,000.000.840 06/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 LOS37638 4,815,000.00 4,815,194.022.900 09/01/2022544351MN6 03/01 - 09/0107/12/2018 4,816,203.752.8932.893 LOS40036 4,000,000.00 4,001,738.182.900 09/01/2022544351MN6 03/01 - 09/01 Received12/31/2018 4,009,560.002.8302.830 LOS40315 3,670,000.00 3,941,843.763.320 09/01/2024544351MQ9 03/01 - 09/01 Received10/14/2020 4,065,589.300.5110.511 MAS40322 1,000,000.00 1,000,000.000.695 11/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS37534 5,000,000.00 5,000,000.002.250 03/15/2022574193NC8 09/15 - 03/1503/22/2017 5,000,000.002.2502.250 MDS40234 1,000,000.00 1,000,000.000.970 03/15/2024574193SP4 09/15 - 03/1503/18/2020 1,000,000.000.9700.970 MDS40297 5,000,000.00 5,004,381.400.660 08/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40298 5,000,000.00 5,001,262.880.510 08/01/2024574193TQ1 02/01 - 08/0108/05/2020 5,001,950.000.5000.500 MES40125 1,250,000.00 1,252,038.512.500 06/01/202256052AD60 12/01 - 06/0106/26/2019 1,264,337.502.0942.094 MES40280 1,000,000.00 1,002,091.821.250 06/01/202256052AE77 12/01 - 06/0106/24/2020 1,009,720.000.7430.743 MNS40245 3,500,000.00 3,524,190.292.020 10/01/202260412AKS1 10/01 - 04/01 Received04/15/2020 3,579,380.001.0841.084 NYS40185 5,000,000.00 5,001,285.702.010 02/15/2024649791PP9 02/15 - 08/1510/30/2019 5,002,600.001.9981.998 NYSDEV40207 5,000,000.00 5,100,732.132.860 03/15/20246500354U9 03/15 - 09/15 Received01/15/2020 5,190,300.001.9051.905 NYSHGR40156 2,700,000.00 2,791,707.675.092 03/15/2023649902ZM8 09/15 - 03/15 Received08/16/2019 2,972,376.002.1492.149 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Page 7 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
NYSPIT40372 2,000,000.00 2,000,000.000.167 03/15/202264990FC93 03/15 - Final Pmt.06/23/2021 2,000,000.000.1670.167 NYU40262 2,450,000.00 2,443,303.881.438 07/01/202464990GZW5 07/01 - 01/01 Received05/06/2020 2,438,877.001.5511.551 OHS40188 1,950,000.00 1,950,000.001.800 05/01/2022677522T20 05/01 - 11/0111/20/2019 1,950,000.001.8001.800 PASTRN40152 1,750,000.00 1,789,214.482.929 12/01/202370922PAK8 12/01 - 06/01 Received08/14/2019 1,837,920.001.7111.711 RIV40255 1,655,000.00 1,655,000.002.363 02/15/202376913CAX7 08/15 - 02/1505/06/2020 1,655,000.002.3622.362 RIV40256 4,000,000.00 4,000,000.002.667 02/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 STNPWR37565 2,710,000.00 2,722,332.803.258 07/01/202284247PHX2 01/01 - 07/01 Received07/31/2017 2,831,272.502.2902.290 TXS40264 3,425,000.00 3,546,157.323.823 04/01/2023882722VK4 10/01 - 04/01 Received05/08/2020 3,705,815.750.9470.947 TXS40319 1,600,000.00 1,863,054.095.000 10/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 UNVHGR37624 4,000,000.00 4,000,000.003.297 05/15/202391412HBK8 11/15 - 05/1506/05/2018 4,000,000.003.2973.297 UNVHGR40153 1,000,000.00 1,040,863.233.638 05/15/202491412GVB8 11/15 - 05/15 Received08/14/2019 1,081,870.001.8311.831 UNVHGR40293 1,000,000.00 1,000,000.000.833 05/15/202491412HFL2 11/15 - 05/1507/16/2020 1,000,000.000.8330.833 UNVHGR40294 650,000.00 650,000.000.833 05/15/202491412HFL2 11/15 - 05/1507/16/2020 650,000.000.8330.833 UNVHGR40324 2,215,000.00 2,233,258.290.883 05/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 UNVHGR40325 3,560,000.00 3,592,835.110.883 05/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,090,610.700.883 05/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 UNVHGR40343 7,000,000.00 7,087,606.560.883 05/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 VNTCTF40277 1,000,000.00 1,000,000.001.048 11/01/2023923078CT4 11/01 - 05/0106/11/2020 1,000,000.001.0481.048 VNTCTF40278 900,000.00 900,000.001.223 11/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 WIS40177 500,000.00 500,000.001.857 05/01/202497705MNM3 05/01 - 11/0110/30/2019 500,000.001.8571.857 219,373,641.35Municipal Bonds Totals 220,316,984.800.001.470217,880,000.00 1.470 Pass Through Securities
FHLMC40173 5,789,441.90 5,789,441.901.990 05/25/202430298LAA9 10/25 - Monthly Received09/30/2019 5,789,441.901.9621.962 FHLMC40180 1,979,421.18 1,988,835.312.090 07/25/202430314KAS2 11/25 - Monthly Received10/18/2019 1,988,835.311.9411.941 FHLMC40214 263,022.17 263,350.952.050 10/25/202330295NAE0 02/25 - Monthly Received01/22/2020 263,350.951.9731.973 FHLMC40231 680,259.43 688,762.671.990 05/25/202430298LAA9 03/25 - Monthly Received02/27/2020 688,762.671.5901.590 FHLMC40266 10,000,000.00 10,823,437.502.770 05/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40276 5,450,000.00 5,727,609.382.615 01/25/20233137B04Y7 07/25 - Monthly Received06/04/2020 5,727,609.380.6050.605 FHLMC40295 3,446,210.43 3,463,065.850.830 05/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,463,065.850.6950.695 FHLMC40300 265,323.51 272,827.192.190 03/25/202330288WAK5 08/25 - Monthly Received07/31/2020 272,827.190.9190.919 FHLMC40328 4,500,000.00 4,937,850.003.062 12/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,937,850.000.4960.496 FHLMC40342 4,534,267.05 4,556,503.100.670 11/25/202530318CAA5 02/25 - Monthly Received01/22/2021 4,556,503.100.5370.537 FHLMC40356 4,950,000.00 5,316,300.002.588 03/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 5,316,300.000.5540.554 FNMA40189 4,560,574.62 4,677,795.642.791 06/01/20233138ELJW4 12/25 - Monthly Received11/12/2019 4,677,795.641.9991.999 FNMA40194 4,047,484.20 4,068,354.042.220 12/01/20223138L1UV9 01/25 - Monthly Received12/26/2019 4,068,354.042.0232.023 FNMA40202 7,747,000.00 7,899,519.062.390 02/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 Portfolio CITY
AP
Run Date: 01/03/2022 - 14:38 PM (PRF_PMS) 7.3.0

Page 8 ends

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

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Wells Fargo Bank36512 152,883,243.80 152,883,243.80 0.02506/30/2021 152,883,243.80 1VP6000104 0.025 1Wells Fargo Bank37053 0.00 0.00 1.58207/01/2021 0.00 1VP6000104 1.582 1Wells Fargo Bank40162 20,143,191.19 20,143,191.19 0.01006/30/2021 20,143,191.19 1VP4560000 0.010 173,026,434.99 1173,026,434.99173,026,434.9995,580,757.57Subtotal and Average 1 0.023 State Pool
1State Investment Pool32936 75,000,000.00 75,000,000.00 0.33006/30/2021 75,000,000.00 1CITY 0.330 1State Investment Pool37042 75,000,000.00 75,000,000.00 0.33006/30/2021 75,000,000.00 1CSJFA 0.330 1State Investment Pool37370 0.00 0.00 2.3900.00 1SYS37370 2.390 1State Investment Pool40363 75,000,000.00 75,000,000.00 0.33006/30/2021 75,000,000.00 1COVID RELIEF 0.330 225,000,000.00 1225,000,000.00225,000,000.00225,000,000.00Subtotal and Average 1 0.330 Corp Medium Term Notes
253Apple40164 1,000,000.00 999,960.65 09/11/20221.70009/11/2019 1,010,070.00 1,096037833DL1 1.706 253Apple40166 5,000,000.00 4,998,090.28 09/11/20221.70009/11/2019 5,050,350.00 1,096037833DL1 1.757 495Apple40263 6,795,000.00 6,794,136.78 05/11/20230.75005/11/2020 6,813,550.35 1,095037833DV9 0.759 39Apple40429 9,850,000.00 9,863,270.64 02/09/20222.50012/03/2021 9,853,152.00 68037833CM0 1.211 130Apple40439 8,800,000.00 8,854,754.21 05/11/20222.30012/16/2021 8,844,880.00 146037833CQ1 0.572 130Apple40441 1,435,000.00 1,443,757.49 05/11/20222.30012/17/2021 1,442,318.50 145037833CQ1 0.605 39340242 10,444,000.00 10,567,110.92 01/29/20232.95004/13/2020 10,674,499.08 1,02106406RAE7 1.823 58740320 3,868,000.00 4,057,186.28 08/11/20233.45011/03/2020 4,030,107.88 1,01106406RAJ6 0.394 3040138 8,513,000.00 8,522,117.50 01/31/20223.40006/28/2019 8,532,665.03 948084670BF4 2.026 5640075 5,000,000.00 5,000,310.40 02/26/20222.95003/04/2019 5,018,400.00 1,09014913Q2T5 2.907 13240367 5,000,000.00 5,015,170.43 05/13/20220.95005/28/2021 5,011,500.00 35014913R2B2 0.122 24340237 1,412,000.00 1,410,232.76 09/01/20221.65003/17/2020 1,423,536.04 898254687FJ0 1.843 9040097 14,000,000.00 14,011,071.28 04/01/20222.95004/26/2019 14,092,260.00 1,07124422EUT4 2.618 18540279 7,500,000.00 7,502,198.39 07/05/20220.55006/08/2020 7,504,575.00 75724422EVG1 0.492 6140091 5,280,000.00 5,277,378.57 03/03/20222.25004/24/2019 5,288,976.00 1,044478160CD4 2.550 6140229 12,687,000.00 12,705,220.42 03/03/20222.25002/26/2020 12,708,567.90 736478160CD4 1.401 265
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
JP Morgan
40213 2,050,000.00 2,068,913.07 09/23/20223.25001/22/2020 2,091,123.00 97546625HJE1 1.942 389JP Morgan40223 10,000,000.00 10,144,875.98 01/25/20233.20001/31/2020 10,271,200.00 1,09046625HJH4 1.799 502JP Morgan40303 5,000,000.00 5,143,063.56 05/18/20232.70008/20/2020 5,113,450.00 1,00146625HRL6 0.607 389JP Morgan40308 2,433,000.00 2,503,737.74 01/25/20233.20009/25/2020 2,498,982.96 85246625HJH4 0.456 761JP Morgan40348 15,000,000.00 16,061,281.25 02/01/20243.87502/01/2021 15,879,450.00 1,09546625HJT8 0.452 31Coca Cola40063 10,524,000.00 10,569,972.34 02/01/20228.50002/01/2019 10,584,092.04 1,096191219AP9 2.981 36Microsoft Inc.40082 4,500,000.00 4,499,614.35 02/06/20222.40004/05/2019 4,500,540.00 1,038594918BW3 2.491 306Microsoft Inc.40431 5,580,000.00 5,669,669.06 11/03/20222.65012/06/2021 5,667,382.80 332594918BH6 0.724 713Microsoft Inc.40432 1,851,000.00 1,945,479.52 12/15/20233.62512/08/2021 1,948,158.99 737594918AW4 0.982 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Page 2 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
766Microsoft Inc.40442 1,025,000.00 1,067,118.60 02/06/20242.87512/20/2021 1,066,840.50 778594918BX1 0.892 584Microsoft Inc.40443 2,876,000.00 2,935,830.58 08/08/20232.00012/20/2021 2,930,528.96 596594918BQ6 0.692 59PACCAR Inc.40096 6,068,000.00 6,070,482.85 03/01/20222.85004/26/2019 6,092,332.68 1,04069371RP75 2.593 129PACCAR Inc.40111 7,000,000.00 7,002,496.58 05/10/20222.65005/23/2019 7,055,790.00 1,08369371RP83 2.546 268PACCAR Inc.40238 1,000,000.00 996,084.15 09/26/20222.00003/30/2020 1,012,210.00 91069371RQ33 2.552 221PACCAR Inc.40267 2,897,000.00 2,917,000.28 08/10/20222.30005/13/2020 2,929,967.86 81969371RN77 1.147 523PACCAR Inc.40275 2,000,000.00 1,998,669.20 06/08/20230.80006/08/2020 2,001,580.00 1,09569371RQ82 0.847 762PACCAR Inc.40349 7,000,000.00 6,994,353.59 02/02/20240.35002/02/2021 6,906,340.00 1,09569371RR24 0.389 3640428 3,500,000.00 3,507,233.33 02/06/20222.30012/03/2021 3,506,650.00 65742718DY2 0.172 22240438 10,026,000.00 10,145,108.88 08/11/20222.15012/16/2021 10,137,288.60 238742718EU9 0.204 20240447 5,860,000.00 5,863,389.13 07/22/20220.45012/20/2021 5,860,937.60 21489236THD0 0.346 37540448 15,003,000.00 15,323,245.14 01/11/20232.70012/20/2021 15,339,967.38 38789236TEL5 0.613 73 Procter & Gamble
Procter & Gamble
Toyota Motor Credit Corp
Toyota Motor Credit Corp
US Bank
40080 5,000,000.00 5,001,743.80 03/15/20223.00003/15/2019 5,015,550.00 1,09691159HHC7 2.822 73US Bank40102 6,533,000.00 6,536,988.75 03/15/20223.00005/06/2019 6,553,317.63 1,04491159HHC7 2.689 73US Bank40105 10,000,000.00 10,006,505.65 03/15/20223.00005/09/2019 10,031,100.00 1,04191159HHC7 2.668 142US Bank40112 10,000,000.00 9,998,606.30 05/23/20222.65005/23/2019 10,071,700.00 1,09690331HPC1 2.687 465Wal-Mart40274 26,018,000.00 26,636,725.22 04/11/20232.55006/01/2020 26,589,355.28 1,044931142DH3 0.668 348Wal-Mart40434 5,000,000.00 5,088,858.86 12/15/20222.35012/08/2021 5,082,950.00 372931142DU4 0.483 348Wal-Mart40444 10,000,000.00 10,178,492.39 12/15/20222.35012/20/2021 10,165,900.00 360931142DU4 0.475 303,897,507.15 813304,204,094.06300,328,000.00269,032,567.46Subtotal and Average 274 1.365 Negotiable CDs
34Bank of Montreal40352 25,000,000.00 25,000,000.00 02/04/20220.18002/04/2021 25,002,000.00 36506367CAH0 0.180 181Bank of Montreal40391 25,000,000.00 25,000,000.00 07/01/20220.16008/30/2021 24,976,000.00 30506367CKK2 0.160 181Bank of Montreal40392 25,000,000.00 25,000,000.00 07/01/20220.16009/08/2021 24,976,000.00 29606367CL39 0.160 173BNSHOU40380 13,910,000.00 13,910,166.27 06/23/20220.20006/30/2021 13,902,766.80 35806417MQL2 0.198 180Royal Bank of Canada40382 25,000,000.00 25,000,000.00 06/30/20220.19007/01/2021 24,987,250.00 36478012UP82 0.190 41Royal Bank of Canada40386 25,000,000.00 25,000,000.00 02/11/20220.12007/30/2021 25,000,750.00 19678012UR23 0.120 139Toronto Dominion Bank40390 30,000,000.00 30,000,000.00 05/20/20220.16008/31/2021 29,989,500.00 26289114WF75 0.160 48Toronto Dominion Bank40407 10,000,000.00 10,000,000.00 02/18/20220.15011/16/2021 10,000,400.00 9489114WKY0 0.150 178,910,166.27 290178,834,666.80178,910,000.00208,426,309.72Subtotal and Average 126 0.164 Commercial Paper Discounts
13MUFG BANK LTD/NY40388 10,000,000.00 9,999,675.00 01/14/20220.09008/05/2021 9,999,800.00 16262479MAE3 0.090 83MUFG BANK LTD/NY40389 25,000,000.00 24,993,659.72 03/25/20220.11008/25/2021 24,991,500.00 21262479MCR2 0.110 34,993,334.72 19834,991,300.0035,000,000.0054,023,792.30Subtotal and Average 63 0.104 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 3 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
1,290Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,910.90 07/14/20250.50007/28/2020 2,446,825.00 1,81231422BJ27 0.501 1,475Federal Agricultural Mtg Corp40334 10,000,000.00 9,993,537.78 01/15/20260.48001/15/2021 9,726,100.00 1,82631422B6K1 0.496 1,475Federal Agricultural Mtg Corp40337 10,000,000.00 9,993,222.74 01/15/20260.48001/15/2021 9,726,100.00 1,82631422B6K1 0.497 639Federal Farm Credit Bank40013 25,000,000.00 24,969,952.38 10/02/20233.05010/17/2018 26,136,250.00 1,8113133EJD48 3.124 660Federal Farm Credit Bank40049 20,000,000.00 19,992,709.80 10/23/20232.65001/23/2019 20,789,200.00 1,7343133EJ5W5 2.672 72Federal Farm Credit Bank40127 17,000,000.00 16,998,055.81 03/14/20221.85006/21/2019 17,056,950.00 9973133EKRE8 1.909 523Federal Farm Credit Bank40283 10,000,000.00 9,999,567.57 06/08/20230.30006/12/2020 9,964,500.00 1,0913133ELG81 0.303 389Federal Farm Credit Bank40412 1,825,000.00 1,822,359.55 01/25/20230.18011/23/2021 1,821,423.00 4283133ENBT6 0.316 326Federal Farm Credit Bank40433 20,000,000.00 19,964,416.21 11/23/20220.12512/07/2021 19,958,000.00 3513133EMGX4 0.324 125Federal Farm Credit Bank40436 5,850,000.00 5,852,821.28 05/06/20220.25012/15/2021 5,852,515.50 1423133ELYR9 0.111 181Federal Home Loan Bank37589 10,000,000.00 9,998,043.29 07/01/20222.10012/20/2017 10,090,800.00 1,6543130ACZS6 2.141 957Federal Home Loan Bank40157 3,000,000.00 2,996,300.61 08/15/20241.50008/16/2019 3,048,150.00 1,8263130AGWK7 1.549 195Federal Home Loan Bank40291 25,000,000.00 25,000,000.00 07/15/20220.22006/24/2020 25,001,500.00 7513130AJS26 0.220 433Federal Home Loan Bank40411 1,050,000.00 1,079,098.40 03/10/20232.75011/23/2021 1,077,667.50 4723130ADRG9 0.416 293Federal Home Loan Bank40440 5,300,000.00 5,294,675.75 10/21/20220.12512/15/2021 5,292,845.00 3103130AKDH6 0.250 1,361Federal Home Loan Mtg Corp40309 5,000,000.00 4,988,766.91 09/23/20250.37509/25/2020 4,864,600.00 1,8243137EAEX3 0.436 653Federal Home Loan Mtg Corp40316 4,000,000.00 3,991,089.44 10/16/20230.12510/16/2020 3,960,440.00 1,0953137EAEY1 0.250 10Federal National Mtg Assn40043 4,000,000.00 3,999,973.33 01/11/20222.62501/11/2019 4,002,320.00 1,0963135G0U92 2.650 913Federal National Mtg Assn40142 10,000,000.00 9,980,965.50 07/02/20241.75007/08/2019 10,219,100.00 1,8213135G0V75 1.830 1,018Federal National Mtg Assn40183 10,000,000.00 9,990,480.76 10/15/20241.62510/22/2019 10,186,000.00 1,8203135G0W66 1.661 506Federal National Mtg Assn40271 10,000,000.00 9,986,036.94 05/22/20230.25005/22/2020 9,958,000.00 1,0953135G04Q3 0.351 1,263Federal National Mtg Assn40288 10,000,000.00 9,985,655.06 06/17/20250.50006/19/2020 9,800,500.00 1,8243135G04Z3 0.542 1,332Federal National Mtg Assn40329 10,000,000.00 9,980,634.96 08/25/20250.37512/29/2020 9,726,600.00 1,7003135G05X7 0.429 1,406Federal National Mtg Assn40333 10,000,000.00 10,031,596.98 11/07/20250.50001/06/2021 9,756,800.00 1,7663135G06G3 0.417 383Federal National Mtg Assn40414 2,700,000.00 2,758,036.81 01/19/20232.37511/23/2021 2,755,296.00 4223135G0T94 0.322 506Federal National Mtg Assn40415 2,963,000.00 2,953,333.09 05/22/20230.25011/23/2021 2,950,555.40 5453135G04Q3 0.486 594Federal National Mtg Assn40420 7,000,000.00 6,983,444.32 08/18/20230.35011/30/2021 6,964,090.00 6263135G05U3 0.496 252,084,686.17 1,291253,133,127.40252,188,000.00244,217,378.66Subtotal and Average 668 1.154 Treasury Coupon Securities
789U.S. Treasury40196 15,000,000.00 15,126,385.46 02/29/20242.12512/23/2019 15,430,650.00 1,529912828W48 1.719 165U.S. Treasury40371 901,000.00 907,815.09 06/15/20221.75006/17/2021 907,514.23 3639128286Y1 0.076 242U.S. Treasury40426 20,000,000.00 19,994,017.62 08/31/20220.12512/02/2021 19,982,800.00 27291282CAG6 0.170 36,028,218.17 80236,320,964.2335,901,000.0066,052,301.91Subtotal and Average 470 0.818 Treasury Discounts
12U.S. Treasury40387 20,000,000.00 19,999,766.67 01/13/20220.03508/05/2021 20,000,000.00 161912796K73 0.035 19,999,766.67 16120,000,000.0020,000,000.0058,063,075.67Subtotal and Average 12 0.035 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 4 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
1,570Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 9,902,700.00 1,82631422XCX8 1.000 898Federal Farm Credit Bank40282 10,000,000.00 10,000,000.00 06/17/20240.58006/17/2020 9,933,000.00 1,4613133ELJ47 0.580 1,452Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 9,708,600.00 1,8203133EMLR1 0.500 1,528Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 9,858,500.00 1,8263133EMSU7 0.800 1,066Federal Farm Credit Bank40423 10,000,000.00 10,013,526.76 12/02/20241.01012/02/2021 9,996,300.00 1,0963133ENFZ8 0.963 502Federal Farm Credit Bank40424 1,250,000.00 1,245,709.01 05/18/20230.14012/01/2021 1,243,587.50 5333133EMZP0 0.390 285Federal Farm Credit Bank40437 20,350,000.00 20,322,461.94 10/13/20220.07012/15/2021 20,316,422.50 3023133ENAQ3 0.243 711Federal Farm Credit Bank40445 6,435,000.00 6,432,476.33 12/13/20230.66012/17/2021 6,416,016.75 7263133ENGW4 0.680 1,488Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.50001/28/2021 9,805,600.00 1,8263130AKPW0 0.500 1,516Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 9,787,500.00 1,8263130AKXX9 0.500 1,516Federal Home Loan Bank40353 10,000,000.00 9,995,020.00 02/25/20260.50002/25/2021 9,787,500.00 1,8263130AKXX9 0.500 1,049Federal Home Loan Bank40409 20,000,000.00 19,991,367.35 11/15/20241.00011/17/2021 19,973,000.00 1,0943130APRF4 1.015 692Federal Home Loan Bank40410 8,300,000.00 8,292,913.88 11/24/20230.60011/24/2021 8,285,890.00 7303130APWP6 0.645 878Federal Home Loan Bank40417 1,900,000.00 1,900,000.00 05/28/20240.87511/30/2021 1,897,549.00 9103130APZU2 0.875 1,056Federal Home Loan Bank40418 4,875,000.00 4,867,898.96 11/22/20240.85011/30/2021 4,856,523.75 1,0883130APU45 0.901 1,042Federal Home Loan Bank40421 2,725,000.00 2,711,774.22 11/08/20240.75011/30/2021 2,705,598.00 1,0743130APKF1 0.923 867Federal Home Loan Bank40422 3,150,000.00 3,145,374.12 05/17/20240.62512/01/2021 3,137,148.00 8983130APMH5 0.687 690Federal Home Loan Bank40435 14,370,000.00 14,348,939.81 11/22/20230.65012/15/2021 14,344,708.80 7073130APQU2 0.728 1,052Federal Home Loan Bank40446 13,240,000.00 13,241,084.28 11/18/20241.05012/17/2021 13,229,010.80 1,0673130APS48 1.047 1,105Federal Home Loan Mtg Corp40198 10,000,000.00 10,000,000.00 01/10/20251.80001/10/2020 10,092,700.00 1,8273134GUQ94 1.800 1,220Federal Home Loan Mtg Corp40261 10,000,000.00 9,993,311.11 05/05/20250.70005/05/2020 10,003,500.00 1,8263134GVQX9 0.720 1,186Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,879,100.00 1,7893134GVSN9 0.700 1,264Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 39,490,000.00 1,8213134GVB49 0.750 1,269Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 29,791,200.00 1,8263136G4WU3 0.850 1,488Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 14,682,000.00 1,8263135G06R9 0.550 296International Finance Corp40419 3,173,000.00 3,218,035.40 10/24/20222.00011/30/2021 3,213,455.75 32845950VLH7 0.253 294,719,893.17 1,432292,337,110.85294,768,000.00268,585,687.28Subtotal and Average 1,124 0.749 Supranational
256IADB37634 20,000,000.00 19,848,598.95 09/14/20221.75006/22/2018 20,189,000.00 1,5454581X0CZ9 2.902 1,049IADB40201 11,000,000.00 11,002,343.81 11/15/20241.70001/08/2020 11,192,280.00 1,77345818WCS3 1.692 1,018IADB40321 10,000,000.00 9,996,681.76 10/15/20240.34011/12/2020 9,800,200.00 1,43345818WCW4 0.352 1,511IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 9,810,000.00 1,82245818WCZ7 0.650 17IADB40413 2,640,000.00 2,642,539.88 01/18/20222.12511/24/2021 2,644,461.60 554581X0CW6 0.087 25IBRD37523 10,000,000.00 9,999,245.83 01/26/20222.00001/26/2017 10,010,100.00 1,826459058FY4 2.115 808IBRD40079 5,000,000.00 4,996,386.83 03/19/20242.50003/19/2019 5,181,200.00 1,827459058GQ0 2.535 534IBRD40126 10,000,000.00 9,996,186.67 06/19/20231.87506/19/2019 10,180,700.00 1,461459058GX5 1.902 1,207IBRD40246 3,000,000.00 2,992,318.05 04/22/20250.62504/22/2020 2,949,720.00 1,826459058JB0 0.704 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 5 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Supranational
181IBRD40269 16,000,000.00 16,143,621.05 07/01/20222.12505/21/2020 16,136,000.00 771459058GU1 0.322 181IBRD40287 7,500,000.00 7,568,520.33 07/01/20222.12506/18/2020 7,563,750.00 743459058GU1 0.291 1,165IBRD40335 20,000,000.00 20,220,892.00 03/11/20250.75001/11/2021 19,787,800.00 1,520459058JA2 0.401 1,396IBRD40336 10,000,000.00 9,997,097.70 10/28/20250.50001/11/2021 9,740,800.00 1,751459058JL8 0.508 1,396IBRD40338 10,000,000.00 9,994,713.66 10/28/20250.50001/11/2021 9,740,800.00 1,751459058JL8 0.514 1,059IBRD40339 4,765,000.00 5,059,687.00 11/25/20242.50001/12/2021 4,967,369.55 1,413459058DX8 0.351 1,304IBRD40341 10,000,000.00 9,948,031.96 07/28/20250.37501/13/2021 9,722,400.00 1,657459058JE4 0.522 970IBRD40344 10,000,000.00 10,315,455.56 08/28/20241.50001/22/2021 10,147,500.00 1,314459056HV2 0.306 1,509IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,856,650.00 1,82645905U5Y6 0.600 1,509IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,856,650.00 1,82645905U5Y6 0.600 1,165IBRD40359 10,000,000.00 10,043,794.30 03/11/20250.75003/12/2021 9,893,900.00 1,460459058JA2 0.611 25IBRD40406 15,000,000.00 15,019,657.61 01/26/20222.00011/17/2021 15,015,150.00 70459058FY4 0.112 1,053International Finance Corp40332 8,550,000.00 8,575,700.89 11/19/20240.42501/06/2021 8,384,814.00 1,41345950VPG5 0.320 1,496International Finance Corp40347 10,000,000.00 9,976,989.22 02/05/20260.45002/05/2021 9,645,400.00 1,82645950VPL4 0.507 443International Finance Corp40408 24,721,000.00 24,764,365.14 03/20/20230.50011/17/2021 24,697,020.63 48845950KCS7 0.356 249,102,828.20 1,316247,113,665.78248,176,000.00249,136,086.16Subtotal and Average 808 0.834

MBS ZERO PSA
212Federal Home Loan Mtg Corp40115 8,595,000.00 8,603,510.40 08/01/20222.30706/06/2019 8,672,956.65 1,1523137AWQH1 2.089 212Federal Home Loan Mtg Corp40121 6,215,000.00 6,221,179.25 08/01/20222.30706/11/2019 6,271,370.05 1,1473137AWQH1 2.088 546Federal Home Loan Mtg Corp40148 4,250,000.00 4,303,916.22 07/01/20233.06008/01/2019 4,376,820.00 1,4303137B4WB8 2.119 396Federal Home Loan Mtg Corp40167 4,858,981.40 4,925,267.50 02/01/20233.32009/16/2019 4,979,824.27 1,2343137B36J2 1.948 90Federal National Mtg Assn40151 2,750,000.00 2,751,436.73 04/01/20222.36008/06/2019 2,749,422.50 9693138L9HU9 2.131 396Federal National Mtg Assn40169 1,000,000.00 1,006,373.18 02/01/20232.71009/17/2019 1,013,510.00 1,2333138LC5B7 2.108 912Federal National Mtg Assn40171 4,962,758.60 5,007,691.87 07/01/20242.42009/19/2019 5,103,998.71 1,7473140HUNV4 2.046 32,819,375.15 1,27833,167,902.1832,631,740.0032,912,874.97Subtotal and Average 386 2.069 Asset Backed Security
591American Honda Finance Corp40158 2,490,333.56 2,490,325.11 08/15/20231.78008/27/2019 2,504,553.36 1,44943815NAC8 1.780 747American Honda Finance Corp40190 6,095,097.63 6,094,561.11 01/18/20241.83011/26/2019 6,139,652.79 1,51443813VAC2 1.845 926American Honda Finance Corp40270 1,895,368.84 1,895,277.21 07/15/20240.82005/27/2020 1,898,761.55 1,51043813DAC2 0.825 1,049Hyundai Auto Receivables Trust40253 1,250,000.00 1,249,815.92 11/15/20241.41004/29/2020 1,258,312.50 1,66144891LAC7 1.424 745Toyota Motor Credit Corp40186 2,028,685.47 2,028,613.84 01/16/20241.92011/13/2019 2,043,089.14 1,52589233MAD5 1.931 957Toyota Motor Credit Corp40252 1,413,168.16 1,412,995.58 08/15/20241.36004/29/2020 1,420,036.16 1,56989239RAC0 1.373 1,018Toyota Motor Credit Corp40296 5,000,000.00 4,999,745.36 10/15/20240.44007/27/2020 4,996,000.00 1,54189237VAB5 0.444 20,171,334.13 1,52620,260,405.5020,172,653.6620,773,959.54Subtotal and Average 845 1.343 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 6 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
27337579 5,000,000.00 5,010,062.25 10/01/20222.50010/26/2017 5,075,850.00 1,80113063DDF2 2.222 27337588 5,000,000.00 5,003,106.40 10/01/20222.50012/07/2017 5,075,850.00 1,75913063DDF2 2.411 57740008 5,000,000.00 5,024,565.60 08/01/20233.40009/18/2018 5,207,400.00 1,77813063DGN2 3.064 9040116 2,235,000.00 2,236,198.97 04/01/20222.35006/06/2019 2,246,532.60 1,03013063DLY2 2.127 1,186
State of California GO
State of California GO
State of California GO
State of California GO
State of California GO40243 5,000,000.00 5,243,422.82 04/01/20253.37504/13/2020 5,364,850.00 1,81413063DGB8 1.802 1,36940323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,357,909.40 1,74913034AL65 0.765 1,40040318 10,000,000.00 10,029,993.33 11/01/20250.88511/02/2020 9,843,600.00 1,82513077DML3 0.805 12037546 20,000,000.00 19,983,373.33 05/01/20222.00005/01/2017 20,105,200.00 1,82613066YTZ2 2.265 33437625 1,000,000.00 996,645.00 12/01/20222.51806/01/2018 1,018,090.00 1,64413067WPE6 2.911 12040039 4,000,000.00 3,990,983.40 05/01/20222.00001/08/2019 4,021,040.00 1,20913066YTZ2 2.711 12040114 15,000,000.00 15,001,015.30 05/01/20222.00006/05/2019 15,078,900.00 1,06113066YTZ2 1.979 1,24740311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 9,771,200.00 1,68334153QUD6 0.550 88240313 5,000,000.00 4,997,220.55 06/01/20240.39010/22/2020 4,924,850.00 1,31834153QUC8 0.413 1,30840304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 14,230,187.05 1,800373385FQ1 0.520 94340305 4,345,000.00 4,345,000.00 08/01/20240.42008/27/2020 4,277,522.15 1,435373385FP3 0.420 1,36940317 5,000,000.00 5,011,351.58 10/01/20250.85210/29/2020 4,916,200.00 1,798419792ZM1 0.790 1,24740312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,961,640.00 1,691546417DQ6 0.840 24337638 4,815,000.00 4,815,194.02 09/01/20222.90007/12/2018 4,893,869.70 1,512544351MN6 2.893 24340036 4,000,000.00 4,001,738.18 09/01/20222.90012/31/2018 4,065,520.00 1,340544351MN6 2.830 97440315 3,670,000.00 3,941,843.76 09/01/20243.32010/14/2020 3,878,676.20 1,418544351MQ9 0.511 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
State of Massachusetts GO
40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 976,560.00 1,79457582RK88 0.695 73Maryland State GO37534 5,000,000.00 5,000,000.00 03/15/20222.25003/22/2017 5,020,000.00 1,819574193NC8 2.250 804Maryland State GO40234 1,000,000.00 1,000,000.00 03/15/20240.97003/18/2020 1,000,240.00 1,458574193SP4 0.970 1,308Maryland State GO40297 5,000,000.00 5,004,381.40 08/01/20250.66008/05/2020 4,897,900.00 1,822574193TR9 0.635 943Maryland State GO40298 5,000,000.00 5,001,262.88 08/01/20240.51008/05/2020 4,931,250.00 1,457574193TQ1 0.500 151State of Maine GO40125 1,250,000.00 1,252,038.51 06/01/20222.50006/26/2019 1,261,337.50 1,07156052AD60 2.094 151State of Maine GO40280 1,000,000.00 1,002,091.82 06/01/20221.25006/24/2020 1,005,000.00 70756052AE77 0.743 27340245 3,500,000.00 3,524,190.29 10/01/20222.02004/15/2020 3,541,720.00 89960412AKS1 1.084 77540185 5,000,000.00 5,001,285.70 02/15/20242.01010/30/2019 5,110,950.00 1,569649791PP9 1.998 80440207 5,000,000.00 5,100,732.13 03/15/20242.86001/15/2020 5,201,700.00 1,5216500354U9 1.905 43840156 2,700,000.00 2,791,707.67 03/15/20235.09208/16/2019 2,843,370.00 1,307649902ZM8 2.149 7340372 2,000,000.00 2,000,000.00 03/15/20220.16706/23/2021 1,999,500.00 26564990FC93 0.167 91240262 2,450,000.00 2,443,303.88 07/01/20241.43805/06/2020 2,471,927.50 1,51764990GZW5 1.551 12040188 1,950,000.00 1,950,000.00 05/01/20221.80011/20/2019 1,959,886.50 893677522T20 1.800 69940152 1,750,000.00 1,789,214.48 12/01/20232.92908/14/2019 1,819,545.00 1,57070922PAK8 1.711 41040255 1,655,000.00 1,655,000.00 02/15/20232.36305/06/2020 1,680,205.65 1,01576913CAX7 2.362 1,14140256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 4,146,960.00 1,74676913CAZ2 2.667 181
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
Southern Cal Public Pwr Auth
37565 2,710,000.00 2,722,332.80 07/01/20223.25807/31/2017 2,748,427.80 1,79684247PHX2 2.290 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

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Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
455State of Texas GO40264 3,425,000.00 3,546,157.32 04/01/20233.82305/08/2020 3,562,753.50 1,058882722VK4 0.947 1,369State of Texas GO40319 1,600,000.00 1,863,054.09 10/01/20255.00010/30/2020 1,822,272.00 1,797882724RA7 0.550 499UC General Revenue Bonds37624 4,000,000.00 4,000,000.00 05/15/20233.29706/05/2018 4,145,640.00 1,80591412HBK8 3.297 865UC General Revenue Bonds40153 1,000,000.00 1,040,863.23 05/15/20243.63808/14/2019 1,062,140.00 1,73691412GVB8 1.831 865UC General Revenue Bonds40293 1,000,000.00 1,000,000.00 05/15/20240.83307/16/2020 996,750.00 1,39991412HFL2 0.833 865UC General Revenue Bonds40294 650,000.00 650,000.00 05/15/20240.83307/16/2020 647,887.50 1,39991412HFL2 0.833 1,230UC General Revenue Bonds40324 2,215,000.00 2,233,258.29 05/15/20250.88312/10/2020 2,190,457.80 1,61791412HGE7 0.630 1,230UC General Revenue Bonds40325 3,560,000.00 3,592,835.11 05/15/20250.88312/15/2020 3,520,555.20 1,61291412HGE7 0.605 1,230UC General Revenue Bonds40326 10,000,000.00 10,090,610.70 05/15/20250.88312/16/2020 9,889,200.00 1,61191412HGE7 0.610 1,230UC General Revenue Bonds40343 7,000,000.00 7,087,606.56 05/15/20250.88301/22/2021 6,922,440.00 1,57491412HGE7 0.507 669Ventura Cnty Pub Fin Auth Leas40277 1,000,000.00 1,000,000.00 11/01/20231.04806/11/2020 1,003,580.00 1,238923078CT4 1.048 1,035Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 901,377.00 1,604923078CU1 1.223 851State of Wisconsin GO40177 500,000.00 500,000.00 05/01/20241.85710/30/2019 510,725.00 1,64597705MNM3 1.857 219,373,641.35 1,561219,107,145.05217,880,000.00219,397,447.04Subtotal and Average 746 1.470 Pass Through Securities
875Federal Home Loan Mtg Corp40173 5,789,441.90 5,789,441.90 05/25/20241.99009/30/2019 5,886,183.47 1,69930298LAA9 1.962 936Federal Home Loan Mtg Corp40180 1,979,421.18 1,988,835.31 07/25/20242.09010/18/2019 1,992,346.80 1,74230314KAS2 1.941 662Federal Home Loan Mtg Corp40214 263,022.17 263,350.95 10/25/20232.05001/22/2020 264,802.83 1,37230295NAE0 1.973 875Federal Home Loan Mtg Corp40231 680,259.43 688,762.67 05/25/20241.99002/27/2020 691,626.57 1,54930298LAA9 1.590 1,240Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 10,465,900.00 1,8253137BJQ71 1.043 389Federal Home Loan Mtg Corp40276 5,450,000.00 5,727,609.38 01/25/20232.61506/04/2020 5,556,111.50 9653137B04Y7 0.605 1,240Federal Home Loan Mtg Corp40295 3,446,210.43 3,463,065.85 05/25/20250.83007/24/2020 3,395,206.52 1,76630315EAA4 0.695 448Federal Home Loan Mtg Corp40300 265,323.51 272,827.19 03/25/20232.19007/31/2020 267,515.08 96730288WAK5 0.919 1,089Federal Home Loan Mtg Corp40328 4,500,000.00 4,937,850.00 12/25/20243.06212/28/2020 4,725,090.00 1,4583137BGK24 0.496 1,424Federal Home Loan Mtg Corp40342 4,534,267.05 4,556,503.10 11/25/20250.67001/22/2021 4,432,654.13 1,76830318CAA5 0.537 1,179Federal Home Loan Mtg Corp40356 4,950,000.00 5,316,300.00 03/25/20252.58802/22/2021 5,106,568.50 1,4923137FQ3W1 0.554 516Federal National Mtg Assn40189 4,560,574.62 4,677,795.64 06/01/20232.79111/12/2019 4,638,879.69 1,2973138ELJW4 1.999 334Federal National Mtg Assn40194 4,047,484.20 4,068,354.04 12/01/20222.22012/26/2019 4,079,256.95 1,0713138L1UV9 2.023 1,127Federal National Mtg Assn40202 7,747,000.00 7,899,519.06 02/01/20252.39002/03/2020 7,971,895.41 1,8253138L84Z4 1.991 1,096Federal National Mtg Assn40203 7,450,000.00 7,531,484.38 01/01/20252.24001/22/2020 7,633,940.50 1,8063140HWYW6 2.021 577Federal National Mtg Assn40206 22,259,233.61 22,746,154.35 08/01/20232.61001/22/2020 22,693,956.44 1,2873138L4EN9 1.939 1,096Federal National Mtg Assn40209 1,000,000.00 1,023,750.00 01/01/20252.71001/17/2020 1,024,120.00 1,8113138LL3J2 2.223 328Federal National Mtg Assn40221 2,992,014.06 3,034,556.76 11/25/20222.50901/24/2020 3,018,014.66 1,0363136ACGJ4 1.900 1,035Federal National Mtg Assn40225 3,500,000.00 3,577,656.25 11/01/20242.96002/05/2020 3,499,195.00 1,7313138L8CE2 2.482 1,179Federal National Mtg Assn40272 2,974,416.63 3,219,508.56 03/25/20252.96705/27/2020 3,067,158.94 1,7633136AL7K1 1.008 448Federal National Mtg Assn40289 1,506,548.93 1,572,636.99 03/25/20232.49206/22/2020 1,523,949.57 1,0063136AGMB5 0.675 1,186Federal National Mtg Assn40314 2,500,000.00 2,650,781.25 04/01/20252.81010/14/2020 2,561,800.00 1,6303138L9QS4 1.436 Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 8 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Pass Through Securities
1,059Federal National Mtg Assn40327 3,675,550.76 3,950,040.89 11/25/20242.62412/22/2020 3,793,572.69 1,4343136AY6S7 0.543 109,780,221.91 1,510108,289,745.14106,070,768.37110,321,083.86Subtotal and Average 889 1.475 9282,121,523,322.13 2,140,052,597.02 520 0.8632,145,786,561.98 2,149,907,408.05Total and Average Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 9 ends

Par Value Book Value
Stated
RateMarket Value
December 31, 2021
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date

0.00 9282,121,523,322.13 2,140,052,597.02 520 0.863
0 0
648,524.33
648,524.33
648,524.33
648,524.33
Subtotal
Accrued Interest at PurchaseAverage Balance
2,146,435,086.31 2,150,555,932.38Total Cash and Investments Portfolio CITY
AP
Run Date: 01/03/2022 - 11:07 PM (PRF_PM2) 7.3.0

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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
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 32936 003 45,280.01 -45,280.01Short10/15/2021PurchaseSTPOOL 0.24%CITY 32936 003 45,280.01 45,280.01Short10/18/2021RedemptionSTPOOL 0.24%CITY 32936 003 45,280.01 45,280.01Short10/15/2021InterestSTPOOL 0.24%CITY 36512 003 1,363.42 -1,363.42Cash10/01/2021PurchaseWELLS 0.01%VP6000104 36512 003 24,036,000.00 -24,036,000.00Cash10/01/2021PurchaseWELLS 0.01%VP6000104 36512 003 5,235,000.00 -5,235,000.00Cash10/04/2021PurchaseWELLS 0.01%VP6000104 36512 003 306,000.00 -306,000.00Cash10/05/2021PurchaseWELLS 0.01%VP6000104 36512 003 9,229,000.00 -9,229,000.00Cash10/06/2021PurchaseWELLS 0.01%VP6000104 36512 003 3,291,000.00 -3,291,000.00Cash10/13/2021PurchaseWELLS 0.01%VP6000104 36512 003 46,000.00 -46,000.00Cash10/14/2021PurchaseWELLS 0.01%VP6000104 36512 003 8,296,000.00 -8,296,000.00Cash10/18/2021PurchaseWELLS 0.01%VP6000104 36512 003 3,752,000.00 -3,752,000.00Cash10/19/2021PurchaseWELLS 0.01%VP6000104 36512 003 13,185,000.00 -13,185,000.00Cash10/21/2021PurchaseWELLS 0.01%VP6000104 36512 003 33,609,000.00 -33,609,000.00Cash10/25/2021PurchaseWELLS 0.01%VP6000104 36512 003 23,397,000.00 -23,397,000.00Cash10/28/2021PurchaseWELLS 0.01%VP6000104 36512 003 43,494,000.00 -43,494,000.00Cash11/01/2021PurchaseWELLS 0.01%VP6000104 36512 003 1,897.36 -1,897.36Cash11/01/2021PurchaseWELLS 0.01%VP6000104 36512 003 4,317,000.00 -4,317,000.00Cash11/02/2021PurchaseWELLS 0.01%VP6000104 36512 003 3,742,000.00 -3,742,000.00Cash11/03/2021PurchaseWELLS 0.01%VP6000104 36512 003 12,997,000.00 -12,997,000.00Cash11/04/2021PurchaseWELLS 0.01%VP6000104 36512 003 46,559,000.00 -46,559,000.00Cash11/09/2021PurchaseWELLS 0.01%VP6000104 36512 003 22,035,000.00 -22,035,000.00Cash11/10/2021PurchaseWELLS 0.01%VP6000104 36512 003 29,801,000.00 -29,801,000.00Cash11/15/2021PurchaseWELLS 0.01%VP6000104 36512 003 17,732,000.00 -17,732,000.00Cash11/18/2021PurchaseWELLS 0.01%VP6000104 36512 003 44,127,000.00 -44,127,000.00Cash11/19/2021PurchaseWELLS 0.01%VP6000104 36512 003 23,379,000.00 -23,379,000.00Cash11/24/2021PurchaseWELLS 0.01%VP6000104 36512 003 5,289,000.00 -5,289,000.00Cash11/29/2021PurchaseWELLS 0.01%VP6000104 36512 003 2,097.73 -2,097.73Cash12/01/2021PurchaseWELLS 0.01%VP6000104 36512 003 25,704,000.00 -25,704,000.00Cash12/09/2021PurchaseWELLS 0.01%VP6000104 36512 003 9,000,000.00 -9,000,000.00Cash12/13/2021PurchaseWELLS 0.01%VP6000104 36512 003 58,847,000.00 -58,847,000.00Cash12/14/2021PurchaseWELLS 0.01%VP6000104 36512 003 3,000,000.00 -3,000,000.00Cash12/21/2021PurchaseWELLS 0.01%VP6000104 36512 003 30,025,000.00 -30,025,000.00Cash12/23/2021PurchaseWELLS 0.01%VP6000104 36512 003 41,000,000.00 -41,000,000.00Cash12/27/2021PurchaseWELLS 0.01%VP6000104 36512 003 34,000,000.00 -34,000,000.00Cash12/30/2021PurchaseWELLS 0.01%VP6000104 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

Page 2 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 36512 003 21,000,000.00 -21,000,000.00Cash12/31/2021PurchaseWELLS 0.01%VP6000104 36512 003 56,638,000.00 56,638,000.00Cash10/07/2021RedemptionWELLS 0.01%VP6000104 36512 003 26,209,000.00 26,209,000.00Cash10/08/2021RedemptionWELLS 0.01%VP6000104 36512 003 3,655,000.00 3,655,000.00Cash10/12/2021RedemptionWELLS 0.01%VP6000104 36512 003 2,833,000.00 2,833,000.00Cash10/15/2021RedemptionWELLS 0.01%VP6000104 36512 003 2,426,000.00 2,426,000.00Cash10/20/2021RedemptionWELLS 0.01%VP6000104 36512 003 17,717,000.00 17,717,000.00Cash10/22/2021RedemptionWELLS 0.01%VP6000104 36512 003 33,611,000.00 33,611,000.00Cash10/26/2021RedemptionWELLS 0.01%VP6000104 36512 003 5,976,000.00 5,976,000.00Cash10/27/2021RedemptionWELLS 0.01%VP6000104 36512 003 51,142,000.00 51,142,000.00Cash10/29/2021RedemptionWELLS 0.01%VP6000104 36512 003 39,706,000.00 39,706,000.00Cash11/05/2021RedemptionWELLS 0.01%VP6000104 36512 003 2,416,000.00 2,416,000.00Cash11/08/2021RedemptionWELLS 0.01%VP6000104 36512 003 24,000,000.00 24,000,000.00Cash11/12/2021RedemptionWELLS 0.01%VP6000104 36512 003 4,001,000.00 4,001,000.00Cash11/16/2021RedemptionWELLS 0.01%VP6000104 36512 003 74,536,000.00 74,536,000.00Cash11/17/2021RedemptionWELLS 0.01%VP6000104 36512 003 1,062,000.00 1,062,000.00Cash11/22/2021RedemptionWELLS 0.01%VP6000104 36512 003 6,638,000.00 6,638,000.00Cash11/23/2021RedemptionWELLS 0.01%VP6000104 36512 003 5,888,000.00 5,888,000.00Cash11/30/2021RedemptionWELLS 0.01%VP6000104 36512 003 10,536,000.00 10,536,000.00Cash12/01/2021RedemptionWELLS 0.01%VP6000104 36512 003 11,334,000.00 11,334,000.00Cash12/02/2021RedemptionWELLS 0.01%VP6000104 36512 003 18,602,000.00 18,602,000.00Cash12/03/2021RedemptionWELLS 0.01%VP6000104 36512 003 26,173,000.00 26,173,000.00Cash12/06/2021RedemptionWELLS 0.01%VP6000104 36512 003 7,448,000.00 7,448,000.00Cash12/07/2021RedemptionWELLS 0.01%VP6000104 36512 003 11,497,000.00 11,497,000.00Cash12/08/2021RedemptionWELLS 0.01%VP6000104 36512 003 11,423,000.00 11,423,000.00Cash12/10/2021RedemptionWELLS 0.01%VP6000104 36512 003 34,000,000.00 34,000,000.00Cash12/15/2021RedemptionWELLS 0.01%VP6000104 36512 003 32,000,000.00 32,000,000.00Cash12/17/2021RedemptionWELLS 0.01%VP6000104 36512 003 25,000,000.00 25,000,000.00Cash12/20/2021RedemptionWELLS 0.01%VP6000104 36512 003 10,000,000.00 10,000,000.00Cash12/22/2021RedemptionWELLS 0.01%VP6000104 36512 003 1,363.42 1,363.42Cash10/01/2021InterestWELLS 0.01%VP6000104 36512 003 1,897.36 1,897.36Cash11/01/2021InterestWELLS 0.01%VP6000104 36512 003 2,097.73 2,097.73Cash12/01/2021InterestWELLS 0.01%VP6000104 37042 003 45,675.55 -45,675.55Cash10/15/2021PurchaseSTPOOL 0.22%CSJFA 37042 003 45,675.55 45,675.55Cash10/18/2021RedemptionSTPOOL 0.22%CSJFA 37042 003 45,675.55 45,675.55Cash10/15/2021InterestSTPOOL 0.22%CSJFA 37497 003 2,000,000.00 2,000,000.00Long12/01/202112/01/2021RedemptionPASTRN 2.61% MAT70922PAH5 37497 003 26,090.00 26,090.00Long12/01/202112/01/2021InterestPASTRN 2.61% MAT70922PAH5 37546 003 200,000.00 200,000.00Long05/01/202211/01/2021InterestCALIFORNIA ST13066YTZ2 37579 003 62,500.00 62,500.00Long10/01/202210/01/2021InterestCAS 2.5% MAT13063DDF2 37588 003 62,500.00 62,500.00Long10/01/202210/01/2021InterestCAS 2.5% MAT13063DDF2 37624 003 65,940.00 65,940.00Long05/15/202311/15/2021InterestUNVHGR 3.297%91412HBK8 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

Page 3 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 37625 003 12,590.00 12,590.00Long12/01/202212/01/2021InterestCASWTR 2.518%13067WPE6 40013 003 381,250.00 381,250.00Long10/02/202310/04/2021InterestFEDERAL FARM CR3133EJD48 40015 003 1,712,000.00 1,712,000.00Long11/01/202111/01/2021RedemptionHONEYWELL INTL438516BM7 40015 003 15,836.00 15,836.00Long11/01/202111/01/2021InterestHONEYWELL INTL438516BM7 40016 003 5,000,000.00 5,000,000.00Long11/01/202111/01/2021RedemptionHONEYWELL INTL438516BM7 40016 003 46,250.00 46,250.00Long11/01/202111/01/2021InterestHONEYWELL INTL438516BM7 40021 003 10,000,000.00 10,000,000.00Long11/03/202111/03/2021RedemptionPROCTER AND742718EQ8 40021 003 85,000.00 85,000.00Long11/03/202111/03/2021InterestPROCTER AND742718EQ8 40039 003 40,000.00 40,000.00Long05/01/202211/01/2021InterestCALIFORNIA ST13066YTZ2 40049 003 265,000.00 265,000.00Long10/23/202310/23/2021InterestFFCB 2.65% MAT3133EJ5W5 40097 003 206,500.00 206,500.00Long04/01/202210/01/2021InterestDEERE JOHN CAP24422EUT4 40111 003 92,750.00 92,750.00Long05/10/202211/10/2021InterestPACCAR FINL CORP69371RP83 40112 003 132,500.00 132,500.00Long05/23/202211/23/2021InterestUSB 2.65% MAT90331HPC1 40114 003 150,000.00 150,000.00Long05/01/202211/01/2021InterestCALIFORNIA ST13066YTZ2 40115 003 16,523.89 16,523.89Short08/01/202210/25/2021InterestFHMS K023 A23137AWQH1 40115 003 16,523.89 16,523.89Short08/01/202211/25/2021InterestFHMS K023 A23137AWQH1 40115 003 16,523.89 16,523.89Short08/01/202212/25/2021InterestFHMS K023 A23137AWQH1 40116 003 26,261.25 26,261.25Long04/01/202210/01/2021InterestCALIFORNIA ST,13063DLY2 40121 003 11,948.34 11,948.34Long08/01/202210/25/2021InterestFHMS K023 A23137AWQH1 40121 003 11,948.34 11,948.34Long08/01/202211/25/2021InterestFHMS K023 A23137AWQH1 40121 003 11,948.34 11,948.34Long08/01/202212/25/2021InterestFHMS K023 A23137AWQH1 40125 003 15,625.00 15,625.00Long06/01/202212/01/2021InterestMAINE ST, GO BDS56052AD60 40126 003 93,800.00 93,800.00Long06/19/202312/19/2021InterestIBRD 1.875% MAT459058GX5 40148 003 10,837.50 10,837.50Long07/01/202310/25/2021InterestFHMS K033 A23137B4WB8 40148 003 10,837.50 10,837.50Long07/01/202311/25/2021InterestFHMS K033 A23137B4WB8 40148 003 10,837.50 10,837.50Long07/01/202312/25/2021InterestFHMS K033 A23137B4WB8 40151 003 5,408.33 5,408.33Long04/01/202210/25/2021InterestFN AM8342 2.36% 3138L9HU9 40151 003 5,588.61 5,588.61Long04/01/202211/25/2021InterestFN AM8342 2.36% 3138L9HU9 40151 003 5,408.33 5,408.33Long04/01/202212/25/2021InterestFN AM8342 2.36% 3138L9HU9 40152 003 25,628.75 25,628.75Long12/01/202312/01/2021InterestPENNSYLVANIA ST70922PAK8 40153 003 18,190.00 18,190.00Long05/15/202411/15/2021InterestUNIVERSITY CALIF91412GVB8 40158 003 310,700.95 310,700.95Short08/15/202310/15/2021RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.58 2.58Short08/15/202310/15/2021Cap G/LHAROT 2019-3 A343815NAC8 40158 003 295,064.51 295,064.51Short08/15/202311/15/2021RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.45 2.45Short08/15/202311/15/2021Cap G/LHAROT 2019-3 A343815NAC8 40158 003 290,394.16 290,394.16Short08/15/202312/15/2021RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.41 2.41Short08/15/202312/15/2021Cap G/LHAROT 2019-3 A343815NAC8 40158 003 5,023.31 5,023.31Short08/15/202310/15/2021InterestHAROT 2019-3 A343815NAC8 40158 003 4,562.43 4,562.43Short08/15/202311/15/2021InterestHAROT 2019-3 A343815NAC8 40158 003 4,124.75 4,124.75Short08/15/202312/15/2021InterestHAROT 2019-3 A343815NAC8 40163 003 5,000,000.00 5,000,000.00Long11/01/202111/01/2021RedemptionHONEYWELL INTL438516BM7 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

Page 4 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40163 003 46,250.00 46,250.00Long11/01/202111/01/2021InterestHONEYWELL INTL438516BM7 40167 003 26,298.73 26,298.73Long02/01/202310/25/2021RedemptionFHMS K029 A23137B36J2 40167 003 -1,072.13 -1,072.13Long02/01/202310/25/2021Cap G/LFHMS K029 A23137B36J2 40167 003 12,613.47 12,613.47Long02/01/202311/25/2021RedemptionFHMS K029 A23137B36J2 40167 003 -514.22 -514.22Long02/01/202311/25/2021Cap G/LFHMS K029 A23137B36J2 40167 003 108,099.69 108,099.69Long02/01/202312/25/2021RedemptionFHMS K029 A23137B36J2 40167 003 -4,406.94 -4,406.94Long02/01/202312/25/2021Cap G/LFHMS K029 A23137B36J2 40167 003 14,349.50 14,349.50Long02/01/202310/25/2021InterestFHMS K029 A23137B36J2 40167 003 13,763.71 13,763.71Long02/01/202311/25/2021InterestFHMS K029 A23137B36J2 40167 003 13,707.68 13,707.68Long02/01/202312/25/2021InterestFHMS K029 A23137B36J2 40169 003 2,258.33 2,258.33Long02/01/202310/25/2021InterestFN AN0841 2.71%3138LC5B7 40169 003 2,333.61 2,333.61Long02/01/202311/25/2021InterestFN AN0841 2.71%3138LC5B7 40169 003 2,258.33 2,258.33Long02/01/202312/25/2021InterestFN AN0841 2.71%3138LC5B7 40171 003 7,883.09 7,883.09Long07/01/202410/25/2021RedemptionFN BL3103 2.423140HUNV4 40171 003 -134.39 -134.39Long07/01/202410/25/2021Cap G/LFN BL3103 2.423140HUNV4 40171 003 7,397.67 7,397.67Long07/01/202411/25/2021RedemptionFN BL3103 2.423140HUNV4 40171 003 -126.12 -126.12Long07/01/202411/25/2021Cap G/LFN BL3103 2.423140HUNV4 40171 003 7,929.13 7,929.13Long07/01/202412/25/2021RedemptionFN BL3103 2.423140HUNV4 40171 003 -135.18 -135.18Long07/01/202412/25/2021Cap G/LFN BL3103 2.423140HUNV4 40171 003 10,054.24 10,054.24Long07/01/202410/25/2021InterestFN BL3103 2.423140HUNV4 40171 003 10,373.23 10,373.23Long07/01/202411/25/2021InterestFN BL3103 2.423140HUNV4 40171 003 10,023.95 10,023.95Long07/01/202412/25/2021InterestFN BL3103 2.423140HUNV4 40173 003 10,590.85 10,590.85Long05/25/202410/25/2021InterestFRESB 2019-SB6530298LAA9 40173 003 8,848.00 8,848.00Long05/25/202410/25/2021RedemptionFRESB 2019-SB6530298LAA9 40173 003 10,576.18 10,576.18Long05/25/202411/25/2021InterestFRESB 2019-SB6530298LAA9 40173 003 293,831.80 293,831.80Long05/25/202411/25/2021RedemptionFRESB 2019-SB6530298LAA9 40173 003 10,088.91 10,088.91Long05/25/202412/25/2021InterestFRESB 2019-SB6530298LAA9 40173 003 294,321.20 294,321.20Long05/25/202412/25/2021RedemptionFRESB 2019-SB6530298LAA9 40177 003 4,642.50 4,642.50Long05/01/202411/01/2021InterestWIS 1.857% MAT97705MNM3 40180 003 4,142.99 4,142.99Long07/25/202410/25/2021InterestFRESB 2019-SB6730314KAS2 40180 003 2,943.07 2,943.07Long07/25/202410/25/2021RedemptionFRESB 2019-SB6730314KAS2 40180 003 4,137.86 4,137.86Long07/25/202411/25/2021InterestFRESB 2019-SB6730314KAS2 40180 003 393,988.55 393,988.55Long07/25/202411/25/2021RedemptionFRESB 2019-SB6730314KAS2 40180 003 3,451.67 3,451.67Long07/25/202412/25/2021InterestFRESB 2019-SB6730314KAS2 40180 003 2,396.43 2,396.43Long07/25/202412/25/2021RedemptionFRESB 2019-SB6730314KAS2 40183 003 81,250.00 81,250.00Long10/15/202410/15/2021InterestFNMA 1.625% MAT3135G0W66 40186 003 206,065.17 206,065.17Long01/16/202410/15/2021RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 14.88 14.88Long01/16/202410/15/2021Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 196,922.16 196,922.16Long01/16/202411/15/2021RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 14.22 14.22Long01/16/202411/15/2021Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 194,516.03 194,516.03Long01/16/202412/15/2021RedemptionTAOT 2019-D A3 1.9289233MAD5 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

Page 5 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40186 003 14.05 14.05Long01/16/202412/15/2021Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 4,201.97 4,201.97Long01/16/202410/15/2021InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 3,872.24 3,872.24Long01/16/202411/15/2021InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 3,557.14 3,557.14Long01/16/202412/15/2021InterestTAOT 2019-D A3 1.9289233MAD5 40188 003 17,550.00 17,550.00Long05/01/202211/01/2021InterestOHIO ST, TAXABLE677522T20 40189 003 10,803.94 10,803.94Long06/01/202310/25/2021InterestFN AL3876 2.791%3138ELJW4 40189 003 10,415.99 10,415.99Long06/01/202310/25/2021RedemptionFN AL3876 2.791%3138ELJW4 40189 003 15,873.05 15,873.05Long06/01/202311/25/2021InterestFN AL3876 2.791%3138ELJW4 40189 003 157,426.68 157,426.68Long06/01/202311/25/2021RedemptionFN AL3876 2.791%3138ELJW4 40189 003 10,383.17 10,383.17Long06/01/202312/25/2021InterestFN AL3876 2.791%3138ELJW4 40189 003 10,154.38 10,154.38Long06/01/202312/25/2021RedemptionFN AL3876 2.791%3138ELJW4 40190 003 574,435.57 574,435.57Long01/18/202410/18/2021RedemptionHAROT 2019-4 A343813VAC2 40190 003 102.38 102.38Long01/18/202410/18/2021Cap G/LHAROT 2019-4 A343813VAC2 40190 003 557,661.12 557,661.12Long01/18/202411/18/2021RedemptionHAROT 2019-4 A343813VAC2 40190 003 99.39 99.39Long01/18/202411/18/2021Cap G/LHAROT 2019-4 A343813VAC2 40190 003 541,890.53 541,890.53Long01/18/202412/18/2021RedemptionHAROT 2019-4 A343813VAC2 40190 003 96.58 96.58Long01/18/202412/18/2021Cap G/LHAROT 2019-4 A343813VAC2 40190 003 11,848.31 11,848.31Long01/18/202410/18/2021InterestHAROT 2019-4 A343813VAC2 40190 003 10,972.15 10,972.15Long01/18/202411/18/2021InterestHAROT 2019-4 A343813VAC2 40190 003 10,121.55 10,121.55Long01/18/202412/18/2021InterestHAROT 2019-4 A343813VAC2 40194 003 7,545.35 7,545.35Long12/01/202210/25/2021InterestFNMA FN AM14953138L1UV9 40194 003 10,467.30 10,467.30Long12/01/202210/25/2021RedemptionFNMA FN AM14953138L1UV9 40194 003 7,776.85 7,776.85Long12/01/202211/25/2021InterestFNMA FN AM14953138L1UV9 40194 003 10,086.75 10,086.75Long12/01/202211/25/2021RedemptionFNMA FN AM14953138L1UV9 40194 003 7,507.33 7,507.33Long12/01/202212/25/2021InterestFNMA FN AM14953138L1UV9 40194 003 10,529.85 10,529.85Long12/01/202212/25/2021RedemptionFNMA FN AM14953138L1UV9 40201 003 93,500.00 93,500.00Long11/15/202411/15/2021InterestIADB 1.7% MAT45818WCS3 40202 003 15,429.44 15,429.44Long02/01/202510/25/2021InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.76Long02/01/202511/25/2021InterestFN AM8039 2.39%3138L84Z4 40202 003 15,429.44 15,429.44Long02/01/202512/25/2021InterestFN AM8039 2.39%3138L84Z4 40203 003 13,906.67 13,906.67Long01/01/202510/25/2021InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.22Long01/01/202511/25/2021InterestFN BL5224 2.2403140HWYW6 40203 003 13,906.67 13,906.67Long01/01/202512/25/2021InterestFN BL5224 2.2403140HWYW6 40206 003 48,776.67 48,776.67Long08/01/202310/25/2021InterestFN AM3740 2.6103138L4EN9 40206 003 56,169.52 56,169.52Long08/01/202310/25/2021RedemptionFN AM3740 2.6103138L4EN9 40206 003 50,276.31 50,276.31Long08/01/202311/25/2021InterestFN AM3740 2.6103138L4EN9 40206 003 54,158.66 54,158.66Long08/01/202311/25/2021RedemptionFN AM3740 2.6103138L4EN9 40206 003 48,536.70 48,536.70Long08/01/202312/25/2021InterestFN AM3740 2.6103138L4EN9 40206 003 56,491.18 56,491.18Long08/01/202312/25/2021RedemptionFN AM3740 2.6103138L4EN9 40209 003 2,258.33 2,258.33Long01/01/202510/25/2021InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.61Long01/01/202511/25/2021InterestFN AN8000 2.71%3138LL3J2 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

Page 6 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40209 003 2,258.33 2,258.33Long01/01/202512/25/2021InterestFN AN8000 2.71%3138LL3J2 40214 003 452.14 452.14Long10/25/202310/25/2021InterestFRESB 2016-SB2430295NAE0 40214 003 560.62 560.62Long10/25/202310/25/2021RedemptionFRESB 2016-SB2430295NAE0 40214 003 451.18 451.18Long10/25/202311/25/2021InterestFRESB 2016-SB2430295NAE0 40214 003 519.76 519.76Long10/25/202311/25/2021RedemptionFRESB 2016-SB2430295NAE0 40214 003 450.29 450.29Long10/25/202312/25/2021InterestFRESB 2016-SB2430295NAE0 40214 003 563.35 563.35Long10/25/202312/25/2021RedemptionFRESB 2016-SB2430295NAE0 40221 003 7,848.77 7,848.77Long11/25/202210/25/2021InterestFNA 2013-M3 A23136ACGJ4 40221 003 141,149.13 141,149.13Long11/25/202210/25/2021RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 7,687.98 7,687.98Long11/25/202211/25/2021InterestFNA 2013-M3 A23136ACGJ4 40221 003 243,829.78 243,829.78Long11/25/202211/25/2021RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 6,890.17 6,890.17Long11/25/202212/25/2021InterestFNA 2013-M3 A23136ACGJ4 40221 003 140,271.47 140,271.47Long11/25/202212/25/2021RedemptionFNA 2013-M3 A23136ACGJ4 40225 003 8,633.33 8,633.33Long11/01/202410/25/2021InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.11Long11/01/202411/25/2021InterestFN AM7268 2.960%3138L8CE2 40225 003 8,633.33 8,633.33Long11/01/202412/25/2021InterestFN AM7268 2.960%3138L8CE2 40231 003 1,244.42 1,244.42Long05/25/202410/25/2021InterestFRESB 2019-SB6530298LAA9 40231 003 1,039.64 1,039.64Long05/25/202410/25/2021RedemptionFRESB 2019-SB6530298LAA9 40231 003 1,242.70 1,242.70Long05/25/202411/25/2021InterestFRESB 2019-SB6530298LAA9 40231 003 34,525.24 34,525.24Long05/25/202411/25/2021RedemptionFRESB 2019-SB6530298LAA9 40231 003 1,185.45 1,185.45Long05/25/202412/25/2021InterestFRESB 2019-SB6530298LAA9 40231 003 34,582.74 34,582.74Long05/25/202412/25/2021RedemptionFRESB 2019-SB6530298LAA9 40236 003 15,000,000.00 15,000,000.00Long11/01/202111/01/2021RedemptionHONEYWELL INTL438516BM7 40236 003 138,750.00 138,750.00Long11/01/202111/01/2021InterestHONEYWELL INTL438516BM7 40243 003 84,375.00 84,375.00Long04/01/202510/01/2021InterestCALIFORNIA ST,13063DGB8 40245 003 35,350.00 35,350.00Long10/01/202210/01/2021InterestMNS 2.02% MAT60412AKS1 40246 003 9,390.00 9,390.00Long04/22/202510/22/2021InterestIBRD 0.625% MAT459058JB0 40252 003 86,814.47 86,814.47Long08/15/202412/15/2021RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 17.37 17.37Long08/15/202412/15/2021Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 1,700.00 1,700.00Long08/15/202410/15/2021InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 1,700.00 1,700.00Long08/15/202411/15/2021InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 1,700.00 1,700.00Long08/15/202412/15/2021InterestTAOT 2020-B A3 1.3689239RAC0 40253 003 1,468.75 1,468.75Long11/15/202410/15/2021InterestHART 2020-A A344891LAC7 40253 003 1,468.75 1,468.75Long11/15/202411/15/2021InterestHART 2020-A A344891LAC7 40253 003 1,468.75 1,468.75Long11/15/202412/15/2021InterestHART 2020-A A344891LAC7 40261 003 35,000.00 35,000.00Long05/05/202511/05/2021InterestFHLMC 0.7% MAT3134GVQX9 40263 003 25,481.25 25,481.25Long05/11/202311/12/2021InterestAPPLE INC, SR NT037833DV9 40264 003 65,468.88 65,468.88Long04/01/202310/01/2021InterestTXS 3.823% MAT882722VK4 40266 003 23,083.00 23,083.00Long05/25/202510/25/2021InterestFHMS KPLB A3137BJQ71 40266 003 23,083.00 23,083.00Long05/25/202511/25/2021InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.33Long05/25/202512/25/2021InterestFHMS KPLB A3137BJQ71 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

Page 7 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40270 003 104,622.93 104,622.93Long07/15/202412/15/2021RedemptionHAROT 2020-2 A343813DAC2 40270 003 8.23 8.23Long07/15/202412/15/2021Cap G/LHAROT 2020-2 A343813DAC2 40270 003 1,366.67 1,366.67Long07/15/202410/15/2021InterestHAROT 2020-2 A343813DAC2 40270 003 1,366.67 1,366.67Long07/15/202411/15/2021InterestHAROT 2020-2 A343813DAC2 40270 003 1,366.67 1,366.67Long07/15/202412/15/2021InterestHAROT 2020-2 A343813DAC2 40271 003 12,500.00 12,500.00Long05/22/202311/22/2021InterestFNMA 0.25% MAT3135G04Q3 40272 003 29,116.76 29,116.76Long03/25/202510/25/2021InterestFNA 2015-M5 A13136AL7K1 40272 003 302,353.84 302,353.84Long03/25/202510/25/2021RedemptionFNA 2015-M5 A13136AL7K1 40272 003 7,333.40 7,333.40Long03/25/202511/25/2021InterestFNA 2015-M5 A13136AL7K1 40272 003 3,380.64 3,380.64Long03/25/202511/25/2021RedemptionFNA 2015-M5 A13136AL7K1 40272 003 7,088.59 7,088.59Long03/25/202512/25/2021InterestFNA 2015-M5 A13136AL7K1 40272 003 3,584.44 3,584.44Long03/25/202512/25/2021RedemptionFNA 2015-M5 A13136AL7K1 40273 003 150,000.00 150,000.00Long06/18/202512/18/2021InterestFHLMC 0.75% MAT3134GVB49 40274 003 331,729.50 331,729.50Long04/11/202310/12/2021InterestWALMART INC, SR931142DH3 40275 003 8,000.00 8,000.00Long06/08/202312/08/2021InterestPACCAR FINL CORP69371RQ82 40276 003 11,876.64 11,876.64Long01/25/202310/25/2021InterestFHMS KSMC A23137B04Y7 40276 003 11,876.64 11,876.64Long01/25/202311/25/2021InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.46Long01/25/202312/25/2021InterestFHMS KSMC A23137B04Y7 40277 003 5,240.00 5,240.00Long11/01/202311/01/2021InterestVNTCTF 1.048% MAT923078CT4 40278 003 5,503.50 5,503.50Long11/01/202411/01/2021InterestVENTURA CNTY923078CU1 40280 003 6,250.00 6,250.00Long06/01/202212/01/2021InterestMAINE ST, TAXABLE56052AE77 40282 003 29,000.00 29,000.00Long06/17/202412/17/2021InterestFFCB 0.58% MAT3133ELJ47 40283 003 15,000.00 15,000.00Long06/08/202312/08/2021InterestFEDERAL FARM CR3133ELG81 40288 003 25,000.00 25,000.00Long06/17/202512/17/2021InterestFNMA 0.5% MAT3135G04Z3 40289 003 3,063.49 3,063.49Long03/25/202310/25/2021InterestFNMA FNA 2013-M123136AGMB5 40289 003 4,675.72 4,675.72Long03/25/202310/25/2021RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 3,143.97 3,143.97Long03/25/202311/25/2021InterestFNMA FNA 2013-M123136AGMB5 40289 003 3,808.03 3,808.03Long03/25/202311/25/2021RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 3,114.08 3,114.08Long03/25/202312/25/2021InterestFNMA FNA 2013-M123136AGMB5 40289 003 8,872.12 8,872.12Long03/25/202312/25/2021RedemptionFNMA FNA 2013-M123136AGMB5 40293 003 4,165.00 4,165.00Long05/15/202411/15/2021InterestUNIVERSITY CALIF91412HFL2 40294 003 2,707.25 2,707.25Long05/15/202411/15/2021InterestUNIVERSITY CALIF91412HFL2 40295 003 2,392.94 2,392.94Long05/25/202510/25/2021InterestFRESB 2020-SB7630315EAA4 40295 003 4,571.46 4,571.46Long05/25/202510/25/2021RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,389.78 2,389.78Long05/25/202511/25/2021InterestFRESB 2020-SB7630315EAA4 40295 003 4,293.80 4,293.80Long05/25/202511/25/2021RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,386.81 2,386.81Long05/25/202512/25/2021InterestFRESB 2020-SB7630315EAA4 40295 003 4,598.58 4,598.58Long05/25/202512/25/2021RedemptionFRESB 2020-SB7630315EAA4 40296 003 1,833.34 1,833.34Long10/15/202410/15/2021InterestTMCC 0.44% MAT89237VAB5 40296 003 1,833.34 1,833.34Long10/15/202411/15/2021InterestTMCC 0.44% MAT89237VAB5 40296 003 1,833.34 1,833.34Long10/15/202412/15/2021InterestTMCC 0.44% MAT89237VAB5 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

Page 8 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40300 003 486.69 486.69Long03/25/202310/25/2021InterestFRESB 2016-SB15,30288WAK5 40300 003 460.53 460.53Long03/25/202310/25/2021RedemptionFRESB 2016-SB15,30288WAK5 40300 003 485.85 485.85Long03/25/202311/25/2021InterestFRESB 2016-SB15,30288WAK5 40300 003 432.08 432.08Long03/25/202311/25/2021RedemptionFRESB 2016-SB15,30288WAK5 40300 003 485.06 485.06Long03/25/202312/25/2021InterestFRESB 2016-SB15,30288WAK5 40300 003 462.85 462.85Long03/25/202312/25/2021RedemptionFRESB 2016-SB15,30288WAK5 40303 003 67,500.00 67,500.00Long05/18/202311/18/2021InterestJPM 2.7 5/18/202346625HRL6 40311 003 27,500.00 27,500.00Long06/01/202512/01/2021InterestFLORIDA ST BRD ED34153QUD6 40312 003 16,800.00 16,800.00Long06/01/202512/01/2021InterestLAS 0.84% MAT546417DQ6 40313 003 9,750.00 9,750.00Long06/01/202412/01/2021InterestFLSEDU 0.39% MAT34153QUC8 40314 003 5,854.17 5,854.17Long04/01/202510/25/2021InterestFN MA 8564 2.81%3138L9QS4 40314 003 6,049.31 6,049.31Long04/01/202511/25/2021InterestFN MA 8564 2.81%3138L9QS4 40314 003 5,854.17 5,854.17Long04/01/202512/25/2021InterestFN MA 8564 2.81%3138L9QS4 40316 003 2,500.00 2,500.00Long10/16/202310/18/2021InterestFEDERAL HOME LN3137EAEY1 40317 003 39,286.67 39,286.67Long10/01/202510/01/2021InterestHAWAII ST,419792ZM1 40318 003 44,250.00 44,250.00Long11/01/202511/01/2021InterestCALIFORNIA ST13077DML3 40319 003 40,000.00 40,000.00Long10/01/202510/01/2021InterestTEXAS ST, TAXABLE882724RA7 40321 003 17,000.00 17,000.00Long10/15/202410/15/2021InterestInter-American45818WCW4 40322 003 3,475.00 3,475.00Long11/01/202511/01/2021InterestMAS 0.69557582RK88 40323 003 5,297.63 5,297.63Long10/01/202510/01/2021InterestCALIFORNIA13034AL65 40324 003 9,779.23 9,779.23Long05/15/202511/15/2021InterestUNIVERSITY CALIF91412HGE7 40325 003 15,717.40 15,717.40Long05/15/202511/15/2021InterestUNIVERSITY CALIF91412HGE7 40326 003 44,150.00 44,150.00Long05/15/202511/15/2021InterestUNIVERSITY CALIF91412HGE7 40327 003 10,679.22 10,679.22Long11/25/202410/25/2021InterestFNA 2017-M15 AV23136AY6S7 40327 003 2,820.55 2,820.55Long11/25/202410/25/2021RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 75,056.91 75,056.91Long11/25/202411/25/2021InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,208,057.40 1,208,057.40Long11/25/202411/25/2021RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 7,903.05 7,903.05Long11/25/202412/25/2021InterestFNA 2017-M15 AV23136AY6S7 40327 003 2,839.65 2,839.65Long11/25/202412/25/2021RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 11,482.65 11,482.65Long12/25/202410/25/2021InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.65 11,482.65Long12/25/202411/25/2021InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.50Long12/25/202412/25/2021InterestFHMS K043 A2 3.0623137BGK24 40330 003 25,000.00 25,000.00Long12/23/202512/23/2021InterestFEDERAL FARM CR3133EMLR1 40332 003 18,168.75 18,168.75Long11/19/202411/19/2021InterestIFC 0.425% MAT45950VPG5 40333 003 25,000.00 25,000.00Long11/07/202511/08/2021InterestFEDERAL NATL MTG3135G06G3 40336 003 25,000.00 25,000.00Long10/28/202510/28/2021InterestIBRD 0.5% MAT459058JL8 40338 003 25,000.00 25,000.00Long10/28/202510/28/2021InterestIBRD 0.5% MAT459058JL8 40339 003 59,562.50 59,562.50Long11/25/202411/29/2021InterestIBRD 2.5% MAT459058DX8 40342 003 2,782.23 2,782.23Long11/25/202510/25/2021InterestFRESB 2021-SB8230318CAA5 40342 003 135,446.65 135,446.65Long11/25/202510/25/2021RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,706.61 2,706.61Long11/25/202511/25/2021InterestFRESB 2021-SB8230318CAA5 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

Page 9 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40342 003 189,971.40 189,971.40Long11/25/202511/25/2021RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,600.54 2,600.54Long11/25/202512/25/2021InterestFRESB 2021-SB8230318CAA5 40342 003 123,417.75 123,417.75Long11/25/202512/25/2021RedemptionFRESB 2021-SB8230318CAA5 40343 003 30,905.00 30,905.00Long05/15/202511/15/2021InterestUNIVERSITY CALIF91412HGE7 40346 003 25,000,000.00 25,000,000.00Short10/08/202110/08/2021RedemptionMUBCD 0.18% MAT62478UAT3 40346 003 32,375.00 32,375.00Short10/08/202110/08/2021InterestMUBCD 0.18% MAT62478UAT3 40356 003 10,675.67 10,675.67Long03/25/202510/25/2021InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.67 10,675.67Long03/25/202511/25/2021InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.67 10,675.67Long03/25/202512/25/2021InterestFHMS KJ27 A2,3137FQ3W1 40360 003 50,000.00 50,000.00Long04/20/202610/20/2021InterestFEDERAL AGRIC31422XCX8 40363 003 45,675.35 -45,675.35Short10/15/2021PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 45,675.35 45,675.35Short10/18/2021RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 45,675.35 45,675.35Short10/15/2021InterestSTPOOL 0.33%COVID RELIEF 40365 003 20,000,000.00 20,000,000.00Short12/03/202112/03/2021RedemptionTMCC ZERO CPN89233GZ33 40366 003 10,000,000.00 10,000,000.00Short10/25/202110/25/2021RedemptionMUFGBK DISC NOTE62479LXR1 40367 003 23,750.00 23,750.00Short05/13/202211/13/2021InterestCAT 0.95% MAT14913R2B2 40367 003 1,979.17 -1,979.17 0.00Short05/13/202211/13/2021Accr IntCAT 0.95% MAT14913R2B2 40368 003 10,000,000.00 10,000,000.00Long12/20/202112/20/2021RedemptionTD 0.07 12/20/202189114WBP9 40368 003 3,869.44 3,869.44Long12/20/202112/20/2021InterestTD 0.07 12/20/202189114WBP9 40369 003 25,000,000.00 25,000,000.00Short12/30/202112/30/2021RedemptionBMO 0.1% MAT06367CGB7 40369 003 13,750.00 13,750.00Short12/30/202112/30/2021InterestBMO 0.1% MAT06367CGB7 40373 003 30,000,000.00 30,000,000.00Short11/19/202111/19/2021RedemptionTD 0.11% MAT89114WCA1 40373 003 13,841.67 13,841.67Short11/19/202111/19/2021InterestTD 0.11% MAT89114WCA1 40378 003 10,000,000.00 10,000,000.00Short12/17/202112/17/2021RedemptionMUFGBK DISC NOTE62479LZH1 40379 003 10,000,000.00 10,000,000.00Short12/03/202112/03/2021RedemptionTMCC ZERO CPN89233GZ33 40381 003 10,000,000.00 10,000,000.00Short10/08/202110/08/2021RedemptionMUFGBK ZERO CPN62479LX83 40383 003 25,000,000.00 25,000,000.00Short10/20/202110/20/2021RedemptionTMCC ZERO CPN89233GXL5 40384 003 10,000,000.00 10,000,000.00Short10/22/202110/22/2021RedemptionMUFGBK DISC NOTE62479LXN0 40385 003 15,000,000.00 15,000,000.00Short12/17/202112/17/2021RedemptionTMCC DISC NOTE89233GZH2 40393 003 39,997,713.33 -39,997,713.33Short10/21/202110/07/2021PurchaseUNITED STATES912796G60 40393 003 40,000,000.00 40,000,000.00Short10/21/202110/21/2021RedemptionUNITED STATES912796G60 40394 003 19,998,833.33 -19,998,833.33Short10/28/202110/07/2021PurchaseUNITED STATES912796G78 40394 003 20,000,000.00 20,000,000.00Short10/28/202110/28/2021RedemptionUNITED STATES912796G78 40395 003 19,999,834.72 -19,999,834.72Long10/15/202110/08/2021PurchaseUNITED STATES912796ZB8 40395 003 20,000,000.00 20,000,000.00Long10/15/202110/15/2021RedemptionUNITED STATES912796ZB8 40396 003 19,999,366.67 -19,999,366.67Short11/09/202110/21/2021PurchaseTMCC DISC NOTE89233GY91 40396 003 20,000,000.00 20,000,000.00Short11/09/202111/09/2021RedemptionTMCC DISC NOTE89233GY91 40397 003 9,998,800.00 -9,998,800.00Short12/14/202110/21/2021PurchaseTMCC DISC NOTE89233GZE9 40397 003 10,000,000.00 10,000,000.00Short12/14/202112/14/2021RedemptionTMCC DISC NOTE89233GZE9 40398 003 9,999,700.00 -9,999,700.00Short11/18/202110/25/2021PurchaseUNITED STATES912796H69 40398 003 10,000,000.00 10,000,000.00Short11/18/202111/18/2021RedemptionUNITED STATES912796H69 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

Page 10 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40399 003 19,999,222.22 -19,999,222.22Short11/23/202110/26/2021PurchaseUNITED STATES912796N70 40399 003 20,000,000.00 20,000,000.00Short11/23/202111/23/2021RedemptionUNITED STATES912796N70 40400 003 15,147,630.65 -15,147,630.65Short12/31/202110/26/2021PurchaseUNITED STATES912828U81 40400 003 15,000,000.00 15,000,000.00Short12/31/202112/31/2021RedemptionUNITED STATES912828U81 40400 003 150,000.00 150,000.00Short12/31/202112/31/2021InterestUNITED STATES912828U81 40400 003 96,195.65 -96,195.65 0.00Short12/31/202112/31/2021Accr IntUNITED STATES912828U81 40401 003 4,999,955.56 -4,999,955.56Short11/04/202110/27/2021PurchaseUNITED STATES9127964W6 40401 003 5,000,000.00 5,000,000.00Short11/04/202111/04/2021RedemptionUNITED STATES9127964W6 40402 003 9,999,527.78 -9,999,527.78Short12/02/202110/29/2021PurchaseUNITED STATES9127965G0 40402 003 10,000,000.00 10,000,000.00Short12/02/202112/02/2021RedemptionUNITED STATES9127965G0 40403 003 19,998,633.33 -19,998,633.33Short12/09/202110/29/2021PurchaseUNITED STATES912796J59 40403 003 20,000,000.00 20,000,000.00Short12/09/202112/09/2021RedemptionUNITED STATES912796J59 40404 003 4,999,412.50 -4,999,412.50Short12/15/202110/29/2021PurchaseUNITED STATES912796ZX0 40404 003 5,000,000.00 5,000,000.00Short12/15/202112/15/2021RedemptionUNITED STATES912796ZX0 40405 003 9,998,930.56 -9,998,930.56Short12/23/202110/29/2021PurchaseUNITED STATES912796J75 40405 003 10,000,000.00 10,000,000.00Short12/23/202112/23/2021RedemptionUNITED STATES912796J75 40406 003 15,146,755.00 -15,146,755.00Short01/26/202211/17/2021PurchaseIBRD 2.% MAT459058FY4 40407 003 10,000,000.00 -10,000,000.00Short02/18/202211/16/2021PurchaseTD 0.15% MAT89114WKY0 40408 003 24,788,282.32 -24,788,282.32Long03/20/202311/17/2021PurchaseIFC 0.5% MAT45950KCS7 40409 003 19,992,111.11 -19,992,111.11Long11/15/202411/17/2021PurchaseFEDERAL HOME3130APRF4 40410 003 8,292,530.00 -8,292,530.00Long11/24/202311/24/2021PurchaseFEDERAL HOME3130APWP6 40411 003 1,087,531.09 -1,087,531.09Long03/10/202311/23/2021PurchaseFEDERAL HOME3130ADRG9 40412 003 1,822,353.75 -1,822,353.75Long01/25/202311/23/2021PurchaseFEDERAL FARM CR3133ENBT6 40413 003 2,667,702.84 -2,667,702.84Short01/18/202211/24/2021PurchaseIADB 2.125% MAT4581X0CW6 40414 003 2,785,958.70 -2,785,958.70Long01/19/202311/23/2021PurchaseFEDERAL NATL MTG3135G0T94 40415 003 2,952,620.45 -2,952,620.45Long05/22/202311/23/2021PurchaseFNMA 0.25% MAT3135G04Q3 40416 003 19,998,991.67 -19,998,991.67Short12/15/202111/23/2021PurchaseUNITED STATES912796ZX0 40416 003 20,000,000.00 20,000,000.00Short12/15/202112/15/2021RedemptionUNITED STATES912796ZX0 40417 003 1,900,000.00 -1,900,000.00Long05/28/202411/30/2021PurchaseFEDERAL HOME3130APZU2 40418 003 4,868,608.33 -4,868,608.33Long11/22/202411/30/2021PurchaseFEDERAL HOME3130APU45 40419 003 3,229,146.24 -3,229,146.24Short10/24/202211/30/2021PurchaseIFC 2.% MAT45950VLH7 40420 003 6,989,511.67 -6,989,511.67Long08/18/202311/30/2021PurchaseFEDERAL NATL MTG3135G05U3 40421 003 2,712,623.96 -2,712,623.96Long11/08/202411/30/2021PurchaseFEDERAL HOME3130APKF1 40422 003 3,145,977.63 -3,145,977.63Long05/17/202412/01/2021PurchaseFEDERAL HOME3130APMH5 40423 003 10,013,900.00 -10,013,900.00Long12/02/202412/02/2021PurchaseFEDERAL FARM CR3133ENFZ8 40424 003 1,245,513.19 -1,245,513.19Long05/18/202312/01/2021PurchaseFEDERAL FARM CR3133EMZP0 40425 003 19,998,319.44 -19,998,319.44Short12/23/202112/01/2021PurchaseUNITED STATES912796J75 40425 003 20,000,000.00 20,000,000.00Short12/23/202112/23/2021RedemptionUNITED STATES912796J75 40426 003 19,999,698.65 -19,999,698.65Short08/31/202212/02/2021PurchaseUNITED STATES91282CAG6 40427 003 4,052,446.67 -4,052,446.67Short12/10/202112/02/2021PurchaseFEDERAL HOME313376C94 40427 003 4,000,000.00 4,000,000.00Short12/10/202112/10/2021RedemptionFEDERAL HOME313376C94 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

Page 11 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40427 003 52,500.00 52,500.00Short12/10/202112/10/2021InterestFEDERAL HOME313376C94 40427 003 50,166.67 -50,166.67 0.00Short12/10/202112/10/2021Accr IntFEDERAL HOME313376C94 40428 003 3,539,182.50 -3,539,182.50Short02/06/202212/03/2021PurchasePROCTER AND742718DY2 40429 003 9,951,028.17 -9,951,028.17Short02/09/202212/03/2021PurchaseAPPLE INC, SR GLBL037833CM0 40430 003 20,210,183.72 -20,210,183.72Short12/31/202112/06/2021PurchaseUNITED STATES912828G87 40430 003 20,000,000.00 20,000,000.00Short12/31/202112/31/2021RedemptionUNITED STATES912828G87 40430 003 212,500.00 212,500.00Short12/31/202112/31/2021InterestUNITED STATES912828G87 40430 003 183,627.72 -183,627.72 0.00Short12/31/202112/31/2021Accr IntUNITED STATES912828G87 40431 003 5,690,646.75 -5,690,646.75Short11/03/202212/06/2021PurchaseMICROSOFT CORP,594918BH6 40432 003 1,980,810.89 -1,980,810.89Long12/15/202312/08/2021PurchaseMICROSOFT CORP,594918AW4 40432 003 33,549.38 33,549.38Long12/15/202312/15/2021InterestMICROSOFT CORP,594918AW4 40432 003 32,244.68 -32,244.68 0.00Long12/15/202312/15/2021Accr IntMICROSOFT CORP,594918AW4 40433 003 19,962,736.22 -19,962,736.22Short11/23/202212/07/2021PurchaseFEDERAL FARM CR3133EMGX4 40434 003 5,151,265.28 -5,151,265.28Long12/15/202212/08/2021PurchaseWAL-MART STORES931142DU4 40434 003 58,750.00 58,750.00Long12/15/202212/15/2021InterestWAL-MART STORES931142DU4 40434 003 56,465.28 -56,465.28 0.00Long12/15/202212/15/2021Accr IntWAL-MART STORES931142DU4 40435 003 14,354,412.54 -14,354,412.54Long11/22/202312/15/2021PurchaseFEDERAL HOME3130APQU2 40436 003 5,854,766.78 -5,854,766.78Short05/06/202212/15/2021PurchaseFEDERAL FARM CR3133ELYR9 40437 003 20,323,352.81 -20,323,352.81Short10/13/202212/15/2021PurchaseFEDERAL FARM CR3133ENAQ3 40438 003 10,228,076.82 -10,228,076.82Long08/11/202212/16/2021PurchasePROCTER AND742718EU9 40439 003 8,880,749.78 -8,880,749.78Long05/11/202212/16/2021PurchaseAPPLE INC, SR GLBL037833CQ1 40440 003 5,295,375.75 -5,295,375.75Long10/21/202212/15/2021PurchaseFEDERAL HOME3130AKDH6 40441 003 1,448,001.10 -1,448,001.10Short05/11/202212/17/2021PurchaseAPPLE INC, SR GLBL037833CQ1 40442 003 1,078,701.17 -1,078,701.17Long02/06/202412/20/2021PurchaseMICROSOFT CORP,594918BX1 40443 003 2,958,061.87 -2,958,061.87Long08/08/202312/20/2021PurchaseMICROSOFT CORP,594918BQ6 40444 003 10,187,463.89 -10,187,463.89Long12/15/202212/20/2021PurchaseWAL-MART STORES931142DU4 40445 003 6,432,897.90 -6,432,897.90Long12/13/202312/17/2021PurchaseFEDERAL FARM CR3133ENGW4 40446 003 13,252,297.75 -13,252,297.75Long11/18/202412/17/2021PurchaseFEDERAL HOME3130APS48 40447 003 5,874,415.60 -5,874,415.60Long07/22/202212/20/2021PurchaseTMCC 0.45% MAT89236THD0 40448 003 15,511,676.72 -15,511,676.72Long01/11/202312/20/2021PurchaseTOYOTA MOTOR89236TEL5 Totals for General Pool 1,181,566,236.7 1,072,232,923.6 5,217,271.65 -104,116,041.54 40371 152 7,883.75 7,883.75Short06/15/202212/15/2021InterestUNITED STATES9128286Y1 40371 152 86.16 -86.16 0.00Short06/15/202212/15/2021Accr IntUNITED STATES9128286Y1 Totals for CSJ/CSC JP 86.16 7,797.59 7,883.75
40162 501 165.57 -165.57Short10/01/2021PurchaseWELLS 0.01%VP4560000 40162 501 171.09 -171.09Short11/01/2021PurchaseWELLS 0.01%VP4560000 40162 501 166.20 -166.20Short12/01/2021PurchaseWELLS 0.01%VP4560000 40162 501 165.57 165.57Short10/01/2021InterestWELLS 0.01%VP4560000 40162 501 171.09 171.09Short11/01/2021InterestWELLS 0.01%VP4560000 40162 501 166.02 166.02Short12/01/2021InterestWELLS 0.01%VP4560000 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

Page 12 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 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
, CA
City of San Jose
Purchases Report
Sorted by Dealer - Fund
October 1, 2021 - December 31, 2021
Original
Par Value
Ending
Book Value
Sec.

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
40,000,000.00 0.147 10/21/2021 0.0039,997,713.3310/07/2021 0.14910/21 - At MaturityUSTR40393912796G60 ATD003 20,000,000.00 0.100 10/28/2021 0.0019,998,833.3310/07/2021 0.10110/28 - At MaturityUSTR40394912796G78 ATD003 20,000,000.00 0.043 10/15/2021 0.0019,999,834.7210/08/2021 0.04310/15 - At MaturityUSTR40395912796ZB8 ATD003 10,000,000.00 0.045 11/18/2021 0.009,999,700.0010/25/2021 0.04611/18 - At MaturityUSTR40398912796H69 ATD003 20,000,000.00 0.050 11/23/2021 0.0019,999,222.2210/26/2021 0.05111/23 - At MaturityUSTR40399912796N70 ATD003 15,000,000.00 2.000 12/31/2021 0.0015,051,435.00 Received10/26/2021 0.08712/31 - Final Pmt.USTR40400912828U81 TRC003 20,000,000.00 1.000 11/15/2024 19,991,367.3519,991,000.00 1,111.1111/17/2021 1.01505/15 - 11/15FHLB404093130APRF4 MC1003 2,700,000.00 2.375 01/19/2023 2,758,036.812,763,871.20 22,087.5011/23/2021 0.32201/19 - 07/19FNMA404143135G0T94 FAC003 2,963,000.00 0.250 05/22/2023 2,953,333.092,952,599.87 20.5811/23/2021 0.48605/22 - 11/22FNMA404153135G04Q3 FAC003 20,000,000.00 0.082 12/15/2021 0.0019,998,991.6711/23/2021 0.08412/15 - At MaturityUSTR40416912796ZX0 ATD003 7,000,000.00 0.350 08/18/2023 6,983,444.326,982,570.00 6,941.6711/30/2021 0.49602/18 - 08/18FNMA404203135G05U3 FAC003 1,250,000.00 0.140 05/18/2023 1,245,709.011,245,450.00 63.1912/01/2021 0.39005/18 - 11/18FFCB404243133EMZP0 MC1003 20,000,000.00 0.138 12/23/2021 0.0019,998,319.4412/01/2021 0.13912/23 - At MaturityUSTR40425912796J75 ATD003 20,000,000.00 0.125 08/31/2022 19,994,017.6219,993,276.00 6,422.6512/02/2021 0.17002/28 - 08/31USTR4042691282CAG6 TRC003 20,000,000.00 2.125 12/31/2021 0.0020,026,556.00 Received12/06/2021 0.16912/31 - Final Pmt.USTR40430912828G87 TRC003 20,000,000.00 0.125 11/23/2022 19,964,416.2119,961,764.00 972.2212/07/2021 0.32405/23 - 11/23FFCB404333133EMGX4 FAC003 5,850,000.00 0.250 05/06/2022 5,852,821.285,853,182.40 1,584.3812/15/2021 0.11105/06 - Final Pmt.FFCB404363133ELYR9 FAC003 20,350,000.00 0.070 10/13/2022 20,322,461.9420,320,899.50 2,453.3112/15/2021 0.24304/13 - 10/13FFCB404373133ENAQ3 MC1003 5,300,000.00 0.125 10/21/2022 5,294,675.755,294,382.00 993.7512/15/2021 0.25004/21 - 10/21FHLB404403130AKDH6 FAC003 Subtotal 105,360,283.38290,429,600.68 42,650.36290,413,000.00 Purchased from: Piper Sandler & Co.
14,370,000.00 0.650 11/22/2023 14,348,939.8114,348,445.00 5,967.5412/15/2021 0.72805/22 - 11/22FHLB404353130APQU2 MC1003 13,240,000.00 1.050 11/18/2024 13,241,084.2813,241,098.92 11,198.8312/17/2021 1.04705/18 - 11/18FHLB404463130APS48 MC1003 Subtotal 27,590,024.0927,589,543.92 17,166.3727,610,000.00 Purchased from: RBC Capital Markets
15,000,000.00 2.000 01/26/2022 15,019,657.6115,054,255.00 92,500.0011/17/2021 0.11201/26 - Final Pmt.IBRD40406459058FY4 MC2003 8,300,000.00 0.600 11/24/2023 8,292,913.888,292,530.0011/24/2021 0.64505/24 - 11/24FHLB404103130APWP6 MC1003 6,435,000.00 0.660 12/13/2023 6,432,476.336,432,426.00 471.9012/17/2021 0.68006/13 - 12/13FFCB404453133ENGW4 MC1003 Subtotal 29,745,047.8229,779,211.00 92,971.9029,735,000.00 Purchased from: Raymond James & Associates
1,900,000.00 0.875 05/28/2024 1,900,000.001,900,000.0011/30/2021 0.87505/28 - 11/28FHLB404173130APZU2 MC1003 4,875,000.00 0.850 11/22/2024 4,867,898.964,867,687.50 920.8311/30/2021 0.90105/22 - 11/22FHLB404183130APU45 MC1003 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

Page 2 ends

Fund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods
October 1, 2021 - December 31, 2021
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Subtotal 6,767,898.966,767,687.50 920.836,775,000.00
Purchased from: Toyota Financial Services
20,000,000.00 0.060 11/09/2021 0.0019,999,366.6710/21/2021 0.06011/09 - At MaturityTMCC4039689233GY91 ACP003 10,000,000.00 0.080 12/14/2021 0.009,998,800.0010/21/2021 0.08012/14 - At MaturityTMCC4039789233GZE9 ACP003 Subtotal 0.0029,998,166.67 0.0030,000,000.00
Purchased from: UBS Financial Services
10,000,000.00 0.150 02/18/2022 10,000,000.0010,000,000.0011/16/2021 0.15002/18 - At MaturityTD4040789114WKY0 NC2003 Subtotal 10,000,000.0010,000,000.00 0.0010,000,000.00
Purchased from: Unionbanc Investment
5,000,000.00 0.040 11/04/2021 0.004,999,955.5610/27/2021 0.04111/04 - At MaturityUSTR404019127964W6 ATD003 10,000,000.00 0.050 12/02/2021 0.009,999,527.7810/29/2021 0.05112/02 - At MaturityUSTR404029127965G0 ATD003 20,000,000.00 0.060 12/09/2021 0.0019,998,633.3310/29/2021 0.06112/09 - At MaturityUSTR40403912796J59 ATD003 5,000,000.00 0.090 12/15/2021 0.004,999,412.5010/29/2021 0.09112/15 - At MaturityUSTR40404912796ZX0 ATD003 10,000,000.00 0.070 12/23/2021 0.009,998,930.5610/29/2021 0.07112/23 - At MaturityUSTR40405912796J75 ATD003 24,721,000.00 0.500 03/20/2023 24,764,365.1424,768,711.53 19,570.7911/17/2021 0.35603/20 - 09/20IFC4040845950KCS7 MC2003 1,825,000.00 0.180 01/25/2023 1,822,359.551,822,098.25 255.5011/23/2021 0.31601/25 - 07/25FFCB404123133ENBT6 FAC003 1,050,000.00 2.750 03/10/2023 1,079,098.401,081,675.88 5,855.2111/23/2021 0.41603/10 - 09/10FHLB404113130ADRG9 FAC003 3,150,000.00 0.625 05/17/2024 3,145,374.123,145,212.00 765.6312/01/2021 0.68705/17 - 11/17FHLB404223130APMH5 MC1003 10,000,000.00 1.010 12/02/2024 10,013,526.7610,013,900.0012/02/2021 0.96306/02 - 12/02FFCB404233133ENFZ8 MC1003 9,850,000.00 2.500 02/09/2022 9,863,270.649,873,049.00 77,979.1712/03/2021 1.21101/09 - Final Pmt.AAPL40429037833CM0 MTN003 3,500,000.00 2.300 02/06/2022 3,507,233.333,513,020.00 26,162.5012/03/2021 0.17202/06 - Final Pmt.PG40428742718DY2 MTN003 5,580,000.00 2.650 11/03/2022 5,669,669.065,677,092.00 13,554.7512/06/2021 0.72405/03 - 11/03MSFT40431594918BH6 MTN003 1,851,000.00 3.625 12/15/2023 1,945,479.521,948,566.21 Received12/08/2021 0.98212/15 - 06/15MSFT40432594918AW4 MTN003 5,000,000.00 2.350 12/15/2022 5,088,858.865,094,800.00 Received12/08/2021 0.48312/15 - 06/15WMT40434931142DU4 MTN003 8,800,000.00 2.300 05/11/2022 8,854,754.218,861,072.00 19,677.7812/16/2021 0.57205/11 - Final Pmt.AAPL40439037833CQ1 MTN003 10,026,000.00 2.150 08/11/2022 10,145,108.8810,153,229.94 74,846.8812/16/2021 0.20402/11 - 08/11PG40438742718EU9 MTN003 1,435,000.00 2.300 05/11/2022 1,443,757.491,444,700.60 3,300.5012/17/2021 0.60505/11 - Final Pmt.AAPL40441037833CQ1 MTN003 1,025,000.00 2.875 02/06/2024 1,067,118.601,067,732.25 10,968.9212/20/2021 0.89202/06 - 08/06MSFT40442594918BX1 MTN003 2,876,000.00 2.000 08/08/2023 2,935,830.582,936,971.20 21,090.6712/20/2021 0.69202/08 - 08/08MSFT40443594918BQ6 MTN003 5,860,000.00 0.450 07/22/2022 5,863,389.135,863,574.60 10,841.0012/20/2021 0.34601/22 - 07/22TMCC4044789236THD0 MTN003 15,003,000.00 2.700 01/11/2023 15,323,245.1415,332,765.94 178,910.7812/20/2021 0.61301/11 - 07/11TMCC4044889236TEL5 MTN003 10,000,000.00 2.350 12/15/2022 10,178,492.3910,184,200.00 3,263.8912/20/2021 0.47506/15 - 12/15WMT40444931142DU4 MTN003 Subtotal 122,710,931.80172,778,831.13 467,043.97171,552,000.00 Purchased from: Wells Fargo Securities
2,640,000.00 2.125 01/18/2022 2,642,539.882,648,067.84 19,635.0011/24/2021 0.08701/18 - Final Pmt.IADB404134581X0CW6 MC2003 2,725,000.00 0.750 11/08/2024 2,711,774.222,711,375.00 1,248.9611/30/2021 0.92305/08 - 11/08FHLB404213130APKF1 MC1003 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

Page 3 ends

Fund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods
October 1, 2021 - December 31, 2021
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Wells Fargo Securities
3,173,000.00 2.000 10/24/2022 3,218,035.403,222,800.24 6,346.0011/30/2021 0.25304/24 - 10/24IFC4041945950VLH7 MC1003 4,000,000.00 2.625 12/10/2021 0.004,002,280.00 Received12/02/2021 0.05912/10 - Final Pmt.FHLB40427313376C94 FAC003 Subtotal 8,572,349.5012,584,523.08 27,229.9612,538,000.00 579,927,563.98Total Purchases 578,623,000.00 647,983.39 310,746,535.55 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

San Jose City CouncilMarch 15, 2022

San Jose City Council
March 15, 2022