Public Safety, Finance and Strategic Support Committee (psfss)
May 19, 2022

TO: HONORABLE MAYOR AND FROM: Julia H. Cooper

CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: May 4, 2022

THE QUARTER ENDED
MARCH 31, 2022
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended March 31, 2022. To meet the reporting requirements set forth in the City of San José Investment Policy, an electronic version of this report will be posted on the City’s website at https://www.sanjoseca.gov/yourgovernment/departments/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (“PSFSS”) for discussion during its meeting on May 19, 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 March 31, 2022:
• Size of total portfolio: $2,333,470,4811
• Earned income yield: 0.876%
• Weighted average days to maturity: 562 days
• Fiscal year-to-date net interest earnings: $14,323,223 • 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
1 City of San José Portfolio Management, Investment Status Report – Investments, March 31, 2022 (Current Principal + Accrued Interest at Purchase)
5/11/2022
PSFSS COMMITTEE: 5/19/2022
ITEM: (c)1.

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
MARCH 31, 2022
Prepared by
Finance Department
Debt and Treasury Management Division
Julia H. Cooper
Director of Finance
Investment Report for
The Quarter Ended
March 31, 2022
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
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 MARCH 31, 2022

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
SECTION F. INDEPENDENT ACCOUNTANT’S REPORT
Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2021

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May 4, 2022
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED MARCH 31, 2022
I am pleased to present this report of investment activity for the quarter ended March 31, 2022, 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 March 31, 2022, as well as provides a comparison to the quarters ended December 31, 2021, and March 31, 2021.

INVESTMENT SUMMARY
For the Quarter Ended March 31, 2022 December 31, 2021 March 31, 2021 Total Portfolio
Portfolio Value (1) (2) $2,333,470,481 $2,156,557,599 $1,908,771,873 Earned Interest Yield 0.876% 0.859% 1.407%
Dollar-weighted average yield
Purchases 0.911% 0.318% 0.409%
Maturities 0.749% 0.256% 1.818%
Called Securities 2.109% 1.807% 1.715%
Weighted avg. yield at end of period 0.921% 0.863% 1.292% Weighted avg. days to maturity 562 520 756
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,312,410,705 $2,135,498,414 $1,887,715,882 Earned Interest Yield 0.884% 0.868% 1.421%
Dollar-weighted average yield
Purchases 0.911% 0.318% 0.409%
Maturities 0.749% 0.256% 1.818%
Called Securities 2.109% 1.807% 1.715%
Weighted avg. yield at end of period 0.929% 0.871% 1.306% Weighted avg. days to maturity 567 525 764
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 ($497,186,667). 3 Total excludes other restricted funds required to be invested separately.

DIRECTOR

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

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 March 31, 2022.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,333,470,481
U.S. Treasury
$221,500,288 9%
U.S. Agency
$829,958,389
35%
Supranationals
$226,997,469
10%
Negotiable
Certificate of
Deposit (NCD)
$118,910,885
5%
Commercial Paper
$49,932,114 2%
Corporate Notes
$301,445,177 13%
Asset Backed Securities
$15,811,437 1%
Muni Bonds
$224,019,498
10%
Mortgage
Backed
Securities
$141,389,053
6%
LAIF
$155,000,000 7%
Money Market Fund
$48,506,171 2%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

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 Type2
$2,267,466,058
Portfolio Balance $2,333,470,481
General Banking Balance 2,963,723
Deposit-in-Transit, Outstanding Checks3 (68,968,146)
Total Balances per FMS $2,267,466,058
2 General Fund includes $508,488,547 of General Fund (Fund 001) as well as $45,622,163 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. 3 Reflects timing difference between when deposits are made and accounted for in FMS or when checks are written and not yet cashed by the receiving party.

Internal Services Fund
$17,805,836
Airport
$219,240,391 Capital Projects
$115,826,268
Debt Service
$55,026,752
Development
Fees
$51,336,055
General Fund
$554,110,710
Muni Water
$36,172,823
Parking
$42,803,424
Housing
$295,817,341
Special Revenue
Funds
$432,015,501
Wastewater
$396,751,219
Trust & Agency
$9,248,599
SJ Clean Energy
$41,311,140

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

General Fund Balances
The General Fund balances decreased by $14.7 million during the quarter and ended with a balance of $554.1 million as of March 31, 2022. 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, ARPA4) 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
March 2020 – March 2022
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. (Bank). The cash, matured investments, and TRANs proceeds were sufficient to prefund the retirement contribution. The 2021 TRANs structure also provides the flexibility to defer all 2021 TRAN repayment to June 30, 20225.
4 The City has received, or anticipates receiving, funding from Federal, State and local sources in response to the COVID-19 pandemic totaling approximately $796 million, primarily from the CARES Act and ARPA. 5 The City prepaid $25 million of TRANs in January and prepaid the balance of the half of the 2021 TRANs issued in variable rate mode on February 7, 2022. The remaining half of the TRANs were issued with a fixed rate and are due on June 30, 2022.
$0
$200
$400
$600
$800
$1000
Dollars in millions
Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

Successor Agency to the Redevelopment Agency of the City of San José Historically, the Redevelopment Agency participated in the City 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 the Redevelopment Agency funds from the investment pool to SARA 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 March 31, 2022, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $4,643,648
Wells Fargo:

General Account $100,266
Total Wells Fargo Funds $100,266
Wilmington Trust:

Total Wilmington Trust Funds $49,670,520 (A)
$49,670,520
TOTAL $54,414,434
(A) Funds restricted for tax allocation bond debt service payments

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

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 March 31, 2022 December 31, 2021 March 31, 2021 Quarter-End
Total interest earnings $5,028,462 $4,485,345 $6,840,317 Realized gains (losses) ($15,497) ($2,036) $81,558
Total income recognized $5,012,965 $4,483,309 $6,921,875

Fiscal Year-to-Date
Total interest earnings $14,337,534 $9,309,072 $23,899,330 Realized gains (losses) ($14,311) $1,186 $1,315,176
Total income recognized $14,323,223 $9,310,258 $25,214,506 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
March 2020 – March 2022

0.00 0.50

1.00 1.50

2.00 2.50
400
450
500
550
600
650
700
750
800
Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Weighted Average Maturity
Weighted Average Yield (%)
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

The Fund 3 Portfolio’s WAM increased from 525 days as of December 31, 2021, to 567 days on March 31, 2022. The weighted average yield increased from 0.871% as of December 31, 2021 to

0.929% on March 31, 2022.

During the quarter $46 million of investments were called before maturity. Due to the rising interest rate environment, many new investments were purchased at similar yields, compared with matured securities. As a result, the aggregate portfolio yield increased. The WAM also increased as investment activity targeted longer maturities to capture higher yields once enough liquidity to meet operational expenditures was achieved.

Comparison with Benchmarks
The City Total Portfolio is not compared to benchmarks as 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 Fund 3 Portfolio, the California LAIF, and the BAML Index for the period from March 2020 to March 2022.

Portfolio vs. Benchmarks
March 2020 – March 2022

0.00 0.50

1.00 1.50

2.00 2.50

3.00 Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Yield (%)
City LAIF BAML
Yield WAM
CITY: 0.929% 567
BAML: 0.446% 672
LAIF: 0.365% 310
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 March 31, 2022 May 4, 2022

LAIF is a short-term investment option available to local agencies in California. LAIF’s WAM was 310 days as of March 31, 2022, much shorter than the City Fund 3 portfolio’s WAM of 567 days. Therefore, LAIF has a higher turnover of security holdings and its yield decreases faster than the City’s yield when interest rates are falling, and conversely LAIF’s yield will rise faster than the City’s when rates are rising.

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 Investment Policy allows investments, in some sectors, up to a 5-year final maturity.

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of March 31, 2022, was approximately $2.33 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
Original Cost Amortized Cost
Market Value $2,306,225,494 Market Value $2,306,225,494 Original Cost (2,333,470,481) Amortized Cost (2,328,280,236) Net Unrealized Loss $ (27,244,987) Net Unrealized Loss $ (22,054,742) 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.

Interest rates have increased significantly in this quarter. Given the inverse relationship between interest rates and value, this has led to an increase in unrealized losses from $10 million (original cost basis) and $4 million (amortized cost basis) as of December 31, 2021 to losses of $27 million (original cost) and $22 million (amortized cost) as of March 31, 2022, respectively, as shown in the table above. As interest rates are expected to continue to rise, this may lead to additional unrealized losses. This is partly offset over time by maturing securities being replaced by new purchases at rates more in line with current market value.

Earned Interest Yield
The earned interest yield of the total investment portfolio for the quarter ended March 31, 2022 was 0.876%, 0.017% higher than the previous quarter and 0.531% lower than a year ago.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

COMPLIANCE REPORTING REQUIREMENTS
Pursuant to Section 21.0 of the City’s Investment Policy, “No less than semi-annually each year, a compliance audit shall be conducted of the City’s investment program to determine whether the City’s investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy, internal controls and department procedures.” These compliance audits per the Investment Policy can be included in the City Auditor’s work plan or can be conducted by an external auditor at the request of the Director of Finance. During the quarter, the City Auditor’s Office engaged the services of Macias, Gini, & O’Connell LLP (“MGO”) to audit the City’s investments within the pooled portfolio.

MGO completed its evaluation for the six-month ended December 31, 2021 and found the City’s investment program to be in compliance with the City’s Investment Policy, internal controls and department procedures. The report noted no exceptions to the Investment Policy. A copy of the Independent Accountant’s Agreed-Upon Procedures Report is attached to this quarterly report (Section F).

Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of March 31, 2022, 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 $2.22 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 three months). As noted above, during 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 (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 pension and healthcare plans for Tier 1 employees for 2021-2022. Based on prevailing investment opportunities and the availability of additional revenues, the Finance Department paid half the 2021 TRANs by February 2022 ($25 million in January, the balance in February), with the remaining half of the TRANs, issued as fixed rate notes, scheduled to be paid as due on June 30, 2022.

Statement of Compliance with the Policy
There were no exception or violation outstanding for the quarter ended March 31, 2022.

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

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

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, 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) 0.89%
Actual(b) 0.73%
Variance (0.16%)
Fiscal Year to Date
Budget(a) 0.89%
Actual(b) 0.74%
Variance (0.15%)
(a) Reflects the 2022-2027 General Fund Forecast Information submitted by Finance on January 27, 2022. Updated 2022-2027 General Fund Forecast Information submitted by Finance on October 19, 2021 anticipated 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.

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.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2022 May 4, 2022

Economic activity improved during the third quarter of FY 2022. Gross Domestic Product (GDP) increased in the fourth quarter of 2021 to a 6.9% annualized rate from the previous quarter rate of 2.3%. Initial jobless claims and continuing claims continued to steadily decrease to new lower pandemic-era levels and the national unemployment rate declined to 3.6% in March 2022. With decreasing COVID-19 infection rates, mask and business-restriction mandates around the country were eased and eliminated in some areas. Higher inflation, Russia’s invasion of Ukraine, and future Federal Reserve Bank action dominated headlines during this quarter. Year-over-year inflation rose to another 40-year high of 8.5% in March 2022. Russia’s invasion of Ukraine in February 2022 caused considerable volatility in the global markets and propelled oil prices past $100 per barrel. Additional effects are expected on prices from the war, as Ukraine is a large food exporter. Continued shipping challenges, material and labor shortages, and higher commodity prices contributed to the Federal Reserve raising its benchmark rate by 0.25%, the first increase since 2018, in a bid to curb inflation, with strong signals for potential future increases.

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 March 31, 2022, 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 March 31, 2022 was $2,333,470,481 an increase of approximately $177 million from the previous quarter. For the quarter ended March 31, 2022, the earned interest yield increased from 0.859% to 0.876% for the quarter ended December 31, 2021 and the weighted average days to maturity increased from 520 days to 562 days over the same period. As of March 31, 2022, approximately 44% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/
JULIA H. COOPER
Director of Finance

SECTION A

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

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

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

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

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

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

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

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

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Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 3,997,230.73 - 591.81 3,997,822.54 TOTAL NET EARNINGS THIS PERIOD: 5,011,423.73 181.24 1,359.62 5,012,964.59 AVERAGE DAILY PORTFOLIO BALANCE: 2,300,391,930.43 915,993.20 20,143,616.66 2,321,451,540.29 EARNED INCOME YIELD THIS PERIOD 0.884 0.080 0.027 0.876 END OF PERIOD PORTFOLIO BALANCE: 2,312,409,825.22 915,993.20 20,143,782.82 2,333,469,601.24 CURRENT AMORTIZED BOOK VALUE: 2,306,792,933.63 904,097.77 20,143,782.82 2,327,840,814.22 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 0.929 0.076 0.010 0.921 WEIGHTED AVERAGE DAYS OF MATURITY: 567 75 1 562
1/1/22 THROUGH 3/31/22
City of San Jose
Portfolio Statistics
Funds: 003, 152, 501
Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 17,280,476.01 7,797.59 1,602.24 17,289,875.84 TOTAL NET EARNINGS THIS PERIOD: 14,320,239.99 512.23 2,470.65 14,323,222.87 AVERAGE DAILY PORTFOLIO BALANCE: 2,136,697,773.20 915,993.20 20,143,047.03 2,157,756,813.43 EARNED INCOME YIELD THIS PERIOD 0.893 0.074 0.016 0.884 END OF PERIOD PORTFOLIO BALANCE: 2,312,409,825.22 915,993.20 20,143,782.82 2,333,469,601.24 CURRENT AMORTIZED BOOK VALUE: 2,306,792,933.63 904,097.77 20,143,782.82 2,327,840,814.22 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 0.929 0.076 0.010 0.921 WEIGHTED AVERAGE DAYS OF MATURITY: 567 75 1 562
7/1/21 THROUGH 3/31/22
City of San Jose
Portfolio Statistics
Funds: 003, 152, 501

SECTION B

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

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City of San Jose
Total Earnings
City of San Jose
, CA
Sorted by Fund - Investment Number
January 1, 2022 - March 31, 2022
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 42,000,000.00 75,000,000.00 68,179,696.98 0.330 0.320 53,731.84 0.00 0.00 53,731.84 VP6000104 36512 003 WELLS 28,362,387.97 152,883,243.80 58,891,269.71 0.025 0.026 3,741.34 0.00 0.00 3,741.34 CSJFA 37042 003 STPOOL 38,000,000.00 75,000,000.00 74,179,696.98 0.330 0.320 58,460.39 0.00 0.00 58,460.39 459058FY4 37523 003 IBRD 0.00 9,945,700.00 2,762,694.44 2.000 2.150 13,888.89 754.17 0.00 14,643.06 574193NC8 37534 003 MDS 0.00 5,000,000.00 4,055,555.56 2.250 2.313 23,125.00 0.00 0.00 23,125.00 13066YTZ2 37546 003 CASPWR 20,000,000.00 19,750,600.00 19,750,600.00 2.000 2.309 100,000.00 12,470.00 0.00 112,470.00 84247PHX2 37565 003 STNPWR 2,710,000.00 2,831,272.50 2,831,272.50 3.258 2.278 22,072.95 -6,166.40 0.00 15,906.55 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.233 31,250.00 -3,354.08 0.00 27,895.92 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.441 31,250.00 -1,035.47 0.00 30,214.53 3130ACZS6 37589 003 FHLB 10,000,000.00 9,982,270.00 9,982,270.00 2.100 2.173 52,500.00 978.35 0.00 53,478.35 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.343 32,970.00 0.00 0.00 32,970.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.973 6,295.00 915.00 0.00 7,210.00 4581X0CZ9 37634 003 IADB 20,000,000.00 19,089,200.00 19,089,200.00 1.750 3.003 87,500.00 53,858.08 0.00 141,358.08 544351MN6 37638 003 LOS 4,815,000.00 4,816,203.75 4,816,203.75 2.900 2.933 34,908.75 -72.76 0.00 34,835.99 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.086 42,500.00 -3,878.78 0.00 38,621.22 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.173 190,625.00 4,285.72 0.00 194,910.72 544351MN6 40036 003 LOS 4,000,000.00 4,009,560.00 4,009,560.00 2.900 2.867 29,000.00 -651.82 0.00 28,348.18 13066YTZ2 40039 003 CASPWR 4,000,000.00 3,910,360.00 3,910,360.00 2.000 2.776 20,000.00 6,762.45 0.00 26,762.45 3135G0U92 40043 003 FNMA 0.00 3,997,120.00 444,124.44 2.625 2.688 2,916.67 26.67 0.00 2,943.34 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.710 132,500.00 1,006.32 0.00 133,506.32 191219AP9 40063 003 KO 0.00 12,179,004.24 4,194,990.35 8.500 2.762 74,545.00 -45,972.34 0.00 28,572.66 14913Q2T5 40075 003 CAT 0.00 5,006,050.00 3,114,875.56 2.950 2.894 22,534.72 -310.40 0.00 22,224.32 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.572 31,250.00 407.50 0.00 31,657.50 91159HHC7 40080 003 USB 0.00 5,025,450.00 2,512,725.00 3.000 2.678 18,333.33 -1,036.86 -706.94 16,589.53 594918BW3 40082 003 MSFT 0.00 4,488,750.00 249,375.00 2.400 3.067 1,500.00 55.09 330.56 1,885.65 478160CD4 40091 003 JNJ 0.00 5,236,492.80 3,549,178.45 2.250 2.637 20,460.00 2,621.43 0.00 23,081.43 69371RP75 40096 003 PCAR 0.00 6,110,415.32 4,005,716.71 2.850 2.667 28,823.00 -2,482.85 0.00 26,340.15 24422EUT4 40097 003 JD 14,000,000.00 14,129,780.00 14,129,780.00 2.950 2.646 103,250.00 -11,071.28 0.00 92,178.72 91159HHC7 40102 003 USB 0.00 6,588,465.17 3,294,232.58 3.000 2.458 23,954.33 -2,371.69 -1,617.06 19,965.58 91159HHC7 40105 003 USB 0.00 10,090,200.00 5,045,100.00 3.000 2.425 36,666.67 -3,868.22 -2,637.43 30,161.02 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
69371RP83 40111 003 PCAR 7,000,000.00 7,020,650.00 7,020,650.00 2.650 2.578 46,375.00 -1,741.80 0.00 44,633.20 90331HPC1 40112 003 USB 10,000,000.00 9,989,400.00 9,989,400.00 2.650 2.726 66,250.00 883.33 0.00 67,133.33 13066YTZ2 40114 003 CASPWR 15,000,000.00 15,008,850.00 15,008,850.00 2.000 2.006 75,000.00 -761.48 0.00 74,238.52 3137AWQH1 40115 003 FHLMC 8,595,000.00 8,640,996.68 8,640,996.68 2.307 2.155 49,571.67 -3,647.31 0.00 45,924.36 13063DLY2 40116 003 CAS 2,235,000.00 2,248,521.75 2,248,521.75 2.350 2.152 13,130.62 -1,198.97 0.00 11,931.65 3137AWQH1 40121 003 FHLMC 6,215,000.00 6,248,250.25 6,248,250.25 2.307 2.155 35,845.02 -2,648.25 0.00 33,196.77 56052AD60 40125 003 MES 1,250,000.00 1,264,337.50 1,264,337.50 2.500 2.114 7,812.50 -1,223.11 0.00 6,589.39 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.929 46,875.00 650.00 0.00 47,525.00 3133EKRE8 40127 003 FFCB 0.00 16,973,820.00 13,579,056.00 1.850 1.963 63,773.61 1,944.19 0.00 65,717.80 084670BF4 40138 003 BRK 0.00 8,806,017.46 2,935,339.15 3.400 1.962 23,316.16 -9,117.50 0.00 14,198.66 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.858 43,750.00 1,901.33 0.00 45,651.33 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,390,781.25 4,390,781.25 3.060 2.173 32,512.50 -8,986.03 0.00 23,526.47 3138L9HU9 40151 003 FNMA 2,750,000.00 2,765,468.75 2,765,468.75 2.360 2.169 16,225.00 -1,436.73 0.00 14,788.27 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.699 12,814.37 -5,114.93 0.00 7,699.44 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.795 9,095.00 -4,306.43 0.00 4,788.57 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.095 34,371.00 -19,017.72 0.00 15,353.28 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.572 11,250.00 352.70 0.00 11,602.70 43815NAC8 40158 003 HAROT 1,692,373.41 2,490,312.89 2,072,090.46 1.780 1.805 9,219.96 1.07 2.51 9,223.54 037833DL1 40164 003 AAPL 1,000,000.00 999,830.00 999,830.00 1.700 1.730 4,250.00 14.16 0.00 4,264.16 037833DL1 40166 003 AAPL 5,000,000.00 4,991,750.00 4,991,750.00 1.700 1.782 21,250.00 687.50 0.00 21,937.50 3137B36J2 40167 003 FHLMC 4,821,230.50 5,065,488.11 5,050,335.84 3.320 0.248 18,786.28 -15,251.10 -441.85 3,093.33 3138LC5B7 40169 003 FNMA 1,000,000.00 1,019,843.75 1,019,843.75 2.710 2.118 6,775.00 -1,448.45 0.00 5,326.55 3140HUNV4 40171 003 FNMA 4,939,241.95 5,048,831.44 5,039,766.18 2.420 0.043 5,157.92 -4,426.25 -199.87 531.80 30298LAA9 40173 003 FHLMC 5,764,952.40 5,789,441.90 5,780,333.92 1.990 2.015 28,724.78 0.00 0.00 28,724.78 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.883 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,787,407.31 1,979,421.18 1,926,938.02 2.090 1.859 9,747.20 -913.22 0.00 8,833.98 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.685 40,625.00 853.32 0.00 41,478.32 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 2.025 25,125.00 -151.46 0.00 24,973.54 89233MAD5 40186 003 TMCC 1,499,433.51 2,028,539.00 1,750,243.67 1.920 1.953 8,401.19 7.57 17.61 8,426.37 677522T20 40188 003 OHS 1,950,000.00 1,950,000.00 1,950,000.00 1.800 1.825 8,775.00 0.00 0.00 8,775.00 3138ELJW4 40189 003 FNMA 4,529,889.60 4,560,574.62 4,665,804.87 2.791 2.685 31,682.89 -788.70 0.00 30,894.19 43813VAC2 40190 003 HAROT 4,589,331.48 6,094,011.48 5,353,485.76 1.830 1.639 21,462.41 50.42 124.31 21,637.14 3138L1UV9 40194 003 FNMA 4,015,708.95 4,047,484.20 4,055,996.20 2.220 2.218 22,348.36 -163.84 0.00 22,184.52 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.712 78,787.83 -14,416.60 0.00 64,371.23 3134GUQ94 40198 003 FHLMC 0.00 10,000,000.00 1,000,000.00 1.800 1.825 4,500.00 0.00 0.00 4,500.00 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.715 46,750.00 -204.00 0.00 46,546.00 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.376 46,288.32 0.00 0.00 46,288.32 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.247 41,720.01 0.00 0.00 41,720.01 3138L4EN9 40206 003 FNMA 22,088,803.79 22,259,233.61 22,678,728.55 2.610 2.518 144,514.90 -3,728.15 0.00 140,786.75 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.901 35,750.00 -11,418.00 0.00 24,332.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.684 6,774.99 0.00 0.00 6,774.99 46625HJE1 40213 003 JPM 2,050,000.00 2,119,372.00 2,119,372.00 3.250 1.944 16,656.25 -6,496.85 0.00 10,159.40 30295NAE0 40214 003 FHLMC 261,319.09 263,022.17 262,710.32 2.050 2.069 1,342.38 -2.13 0.00 1,340.25 3136ACGJ4 40221 003 FNMA 2,422,314.48 2,992,014.06 2,673,175.80 2.509 1.134 15,572.08 -8,100.41 0.00 7,471.67 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.795 80,000.00 -33,955.31 0.00 46,044.69 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.936 25,899.99 0.00 0.00 25,899.99 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 478160CD4 40229 003 JNJ 0.00 12,900,649.08 8,743,773.27 2.250 1.435 49,162.12 -18,220.42 0.00 30,941.70 30298LAA9 40231 003 FHLMC 677,381.93 680,259.43 687,679.11 1.990 1.969 3,375.17 -35.97 0.00 3,339.20 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.983 2,425.00 0.00 0.00 2,425.00 254687FJ0 40237 003 DIS 1,412,000.00 1,405,490.68 1,405,490.68 1.650 1.872 5,824.50 662.72 0.00 6,487.22 69371RQ33 40238 003 PCAR 1,000,000.00 986,760.00 986,760.00 2.000 2.602 5,000.00 1,329.91 0.00 6,329.91 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.826 77,024.50 -28,556.65 0.00 48,467.85 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.771 42,187.50 -18,724.83 0.00 23,462.67 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.089 17,675.00 -8,063.43 0.00 9,611.57 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.715 4,687.50 580.50 0.00 5,268.00 89239RAC0 40252 003 TMCC 1,128,750.86 1,412,885.53 1,261,480.46 1.360 1.394 4,289.62 14.70 33.18 4,337.50 44891LAC7 40253 003 HART 1,078,044.72 1,249,708.75 1,180,478.68 1.410 1.443 4,161.99 15.13 24.02 4,201.14 76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.396 9,776.92 0.00 0.00 9,776.92 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.704 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.731 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.576 8,807.75 669.61 0.00 9,477.36 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.770 12,740.62 158.55 0.00 12,899.17 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.931 32,734.44 -24,231.46 0.00 8,502.98 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.710 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.595 69,249.99 0.00 0.00 69,249.99 69371RN77 40267 003 PCAR 2,897,000.00 2,970,699.68 2,970,699.68 2.300 1.152 16,657.75 -8,219.29 0.00 8,438.46 459058GU1 40269 003 IBRD 16,000,000.00 16,606,400.00 16,606,400.00 2.125 0.322 85,000.00 -71,810.52 0.00 13,189.48 43813DAC2 40270 003 HAROT 1,527,198.32 1,895,219.67 1,701,890.48 0.820 0.837 3,488.96 8.10 16.97 3,514.03 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.356 6,250.00 2,508.34 0.00 8,758.34 3136AL7K1 40272 003 FNMA 2,944,021.63 2,974,416.63 3,213,383.83 2.967 2.456 21,962.15 -2,504.55 0.00 19,457.60 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.760 75,000.00 0.00 0.00 75,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.663 165,864.75 -121,054.94 0.00 44,809.81 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.859 4,000.00 231.67 0.00 4,231.67 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.523 35,629.38 0.00 0.00 35,629.38 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.063 2,620.00 0.00 0.00 2,620.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.240 2,751.75 0.00 0.00 2,751.75 24422EVG1 40279 003 JD 7,500,000.00 7,508,925.00 7,508,925.00 0.550 0.499 10,312.50 -1,075.30 0.00 9,237.20 56052AE77 40280 003 MES 1,000,000.00 1,009,720.00 1,009,720.00 1.250 0.751 3,125.00 -1,255.09 0.00 1,869.91 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.862 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.588 14,500.00 0.00 0.00 14,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.307 7,500.00 75.27 0.00 7,575.27 459058GU1 40287 003 IBRD 7,500,000.00 7,779,030.00 7,779,030.00 2.125 0.291 39,843.75 -34,260.17 0.00 5,583.58 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.550 12,500.00 1,036.15 0.00 13,536.15 3136AGMB5 40289 003 FNMA 1,268,931.90 1,506,548.93 1,497,208.38 2.492 -0.511 8,538.61 -10,423.59 0.00 -1,884.98 3130AJS26 40291 003 FHLB 25,000,000.00 25,000,000.00 25,000,000.00 0.220 0.223 13,750.00 0.00 0.00 13,750.00 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.845 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.845 1,353.63 0.00 0.00 1,353.63 30315EAA4 40295 003 FHLMC 3,432,334.08 3,446,210.43 3,457,778.71 0.830 0.829 7,132.31 -67.87 0.00 7,064.44 89237VAB5 40296 003 TMCC 4,298,172.75 4,999,615.00 4,725,231.47 0.440 0.451 5,197.87 21.58 33.79 5,253.24 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.644 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.507 6,375.00 -122.21 0.00 6,252.79 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.508 3,125.00 6.30 0.00 3,131.30 30288WAK5 40300 003 FHLMC 263,925.36 265,323.51 272,282.47 2.190 2.097 1,447.71 -39.54 0.00 1,408.17 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.602 33,750.00 -25,906.88 0.00 7,843.12 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.527 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.426 4,562.25 0.00 0.00 4,562.25 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.452 19,464.00 -16,579.16 0.00 2,884.84 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.443 4,687.50 753.33 0.00 5,440.83 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.558 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.852 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.419 4,875.00 287.53 0.00 5,162.53 3138L9QS4 40314 003 FNMA 2,500,000.00 2,500,000.00 2,650,781.25 2.810 2.687 17,562.51 0.00 0.00 17,562.51 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.496 30,461.00 -25,485.36 0.00 4,975.64 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.254 1,250.00 1,243.34 0.00 2,493.34 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.800 10,650.00 -756.77 0.00 9,893.23 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.815 22,125.00 -1,956.09 0.00 20,168.91 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.514 20,000.00 -17,536.94 0.00 2,463.06 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.387 33,361.50 -29,356.49 0.00 4,005.01 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.357 8,500.00 297.45 0.00 8,797.45 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.705 1,737.50 0.00 0.00 1,737.50 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.776 2,648.82 0.00 0.00 2,648.82 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.640 4,889.61 -1,353.58 0.00 3,536.03 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.611 7,858.70 -2,434.23 0.00 5,424.47 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.616 22,075.00 -6,717.43 0.00 15,357.57 3136AY6S7 40327 003 FNMA 3,608,472.41 3,675,550.76 3,909,586.64 2.624 1.944 23,745.56 -5,009.41 0.00 18,736.15 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.829 34,447.50 0.00 0.00 34,447.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.435 9,375.00 1,326.38 0.00 10,701.38 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.507 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.558 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.324 9,084.37 -2,228.40 0.00 6,855.97 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.422 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.503 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.404 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.515 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.504 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.521 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.344 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.507 12,500.00 0.00 0.00 12,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.531 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 4,432,154.60 4,534,267.05 4,516,755.04 0.670 0.627 7,481.52 -500.76 0.00 6,980.76 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.511 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.305 37,500.00 -29,666.67 0.00 7,833.33 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.515 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.441 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.395 6,125.00 676.67 0.00 6,801.67 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.507 12,500.00 0.00 0.00 12,500.00 06367CAH0 40352 003 BMO 0.00 25,000,000.00 9,444,444.44 0.180 0.183 4,250.00 0.00 0.00 4,250.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.519 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.608 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.608 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.443 32,026.50 0.00 0.00 32,026.50 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.649 16,013.84 0.00 0.00 16,013.84 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.811 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.618 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.014 25,000.00 0.00 0.00 25,000.00 COVID RELIEF 40363 003 STPOOL 75,000,000.00 75,000,000.00 75,001,919.20 0.330 0.320 59,108.37 0.00 0.00 59,108.37 14913R2B2 40367 003 CAT 5,000,000.00 5,039,650.00 5,039,650.00 0.950 0.123 11,875.00 -10,343.47 0.00 1,531.53 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
64990FC93 40372 003 NYSPIT 0.00 2,000,000.00 1,622,222.22 0.167 0.172 686.56 0.00 0.00 686.56 06417MQL2 40380 003 BNSHOU 13,910,000.00 13,910,344.08 13,910,344.08 0.200 0.200 6,955.00 -86.50 0.00 6,868.50 78012UP82 40382 003 RY 25,000,000.00 25,000,000.00 25,000,000.00 0.190 0.193 11,875.00 0.00 0.00 11,875.00 78012UR23 40386 003 RY 0.00 25,000,000.00 11,388,888.89 0.120 0.122 3,416.67 0.00 0.00 3,416.67 912796K73 40387 003 USTR 0.00 19,996,869.44 2,666,249.26 0.035 0.035 0.00 233.33 0.00 233.33 62479MAE3 40388 003 MUFGBK 0.00 9,995,950.00 1,443,859.44 0.090 0.091 0.00 325.00 0.00 325.00 62479MCR2 40389 003 MUFGBK 0.00 24,983,805.56 23,040,620.68 0.110 0.112 0.00 6,340.28 0.00 6,340.28 89114WF75 40390 003 TD 30,000,000.00 30,000,000.00 30,000,000.00 0.160 0.162 12,000.00 0.00 0.00 12,000.00 06367CKK2 40391 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.160 0.162 10,000.00 0.00 0.00 10,000.00 06367CL39 40392 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.160 0.162 10,000.00 0.00 0.00 10,000.00 459058FY4 40406 003 IBRD 0.00 15,054,255.00 4,181,737.50 2.000 0.114 20,833.33 -19,657.61 0.00 1,175.72 89114WKY0 40407 003 TD 0.00 10,000,000.00 5,333,333.33 0.150 0.152 2,000.00 0.00 0.00 2,000.00 45950KCS7 40408 003 IFC 24,721,000.00 24,768,711.53 24,768,711.53 0.500 0.360 30,901.25 -8,890.35 0.00 22,010.90 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.030 50,000.00 751.39 0.00 50,751.39 3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.655 12,450.00 933.75 0.00 13,383.75 3130ADRG9 40411 003 FHLB 1,050,000.00 1,081,675.88 1,081,675.88 2.750 0.418 7,218.75 -6,104.56 0.00 1,114.19 3133ENBT6 40412 003 FFCB 1,825,000.00 1,822,098.25 1,822,098.25 0.180 0.321 821.25 618.85 0.00 1,440.10 4581X0CW6 40413 003 IADB 0.00 2,648,067.84 500,190.59 2.125 0.089 2,649.17 -2,539.88 0.00 109.29 3135G0T94 40414 003 FNMA 2,700,000.00 2,763,871.20 2,763,871.20 2.375 0.325 16,031.25 -13,818.29 0.00 2,212.96 3135G04Q3 40415 003 FNMA 2,963,000.00 2,952,599.87 2,952,599.87 0.250 0.493 1,851.87 1,736.57 0.00 3,588.44 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.887 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.914 10,359.38 613.92 0.00 10,973.30 45950VLH7 40419 003 IFC 3,173,000.00 3,222,800.24 3,222,800.24 2.000 0.256 15,865.00 -13,833.40 0.00 2,031.60 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.503 6,125.00 2,538.35 0.00 8,663.35 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.938 5,109.38 1,159.03 0.00 6,268.41 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.697 4,921.88 486.37 0.00 5,408.25 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.976 25,250.00 -1,158.33 0.00 24,091.67 3133EMZP0 40424 003 FFCB 1,250,000.00 1,245,450.00 1,245,450.00 0.140 0.395 437.50 777.04 0.00 1,214.54 91282CAG6 40426 003 USTR 20,000,000.00 19,993,276.00 19,993,276.00 0.125 0.170 6,179.43 2,224.85 0.00 8,404.28 742718DY2 40428 003 PG 0.00 3,513,020.00 1,405,208.00 2.300 0.171 7,826.39 -7,233.33 0.00 593.06 037833CM0 40429 003 AAPL 0.00 9,873,049.00 877,604.36 2.500 -3.604 5,472.23 -2,793.82 -10,476.82 -7,798.41 594918BH6 40431 003 MSFT 5,580,000.00 5,677,092.00 5,677,092.00 2.650 0.732 36,967.50 -26,722.56 0.00 10,244.94 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.977 16,774.68 -12,078.35 0.00 4,696.33 3133EMGX4 40433 003 FFCB 20,000,000.00 19,961,764.00 19,961,764.00 0.125 0.329 6,250.00 9,945.78 0.00 16,195.78 931142DU4 40434 003 WMT 5,000,000.00 5,094,800.00 5,094,800.00 2.350 0.488 29,375.00 -23,247.96 0.00 6,127.04 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.739 23,351.25 2,783.28 0.00 26,134.53 3133ELYR9 40436 003 FFCB 5,850,000.00 5,853,182.40 5,853,182.40 0.250 0.113 3,656.25 -2,031.32 0.00 1,624.93 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133ENAQ3 40437 003 FFCB 20,350,000.00 20,320,899.50 20,320,899.50 0.070 0.246 3,561.25 8,788.74 0.00 12,349.99 742718EU9 40438 003 PG 10,026,000.00 10,153,229.94 10,153,229.94 2.150 0.206 53,889.75 -48,726.36 0.00 5,163.39 037833CQ1 40439 003 AAPL 8,800,000.00 8,861,072.00 8,861,072.00 2.300 0.581 50,600.00 -37,906.76 0.00 12,693.24 3130AKDH6 40440 003 FHLB 5,300,000.00 5,294,382.00 5,294,382.00 0.125 0.253 1,656.25 1,652.35 0.00 3,308.60 037833CQ1 40441 003 AAPL 1,435,000.00 1,444,700.60 1,444,700.60 2.300 0.614 8,251.25 -6,062.88 0.00 2,188.37 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.891 7,367.19 -5,020.76 0.00 2,346.43 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.697 14,380.00 -9,332.32 0.00 5,047.68 931142DU4 40444 003 WMT 10,000,000.00 10,184,200.00 10,184,200.00 2.350 0.480 58,750.00 -46,698.59 0.00 12,051.41 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.690 10,617.75 323.55 0.00 10,941.30 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.062 34,755.00 -94.10 0.00 34,660.90 89236THD0 40447 003 TMCC 5,860,000.00 5,863,574.60 5,863,574.60 0.450 0.351 6,592.50 -1,517.52 0.00 5,074.98 89236TEL5 40448 003 TMCC 15,003,000.00 15,332,765.94 15,332,765.94 2.700 0.618 101,270.25 -77,897.47 0.00 23,372.78 13063DMA3 40449 003 CAS 10,110,000.00 0.00 9,922,331.44 2.650 1.381 62,513.50 -28,720.36 0.00 33,793.14 459058FY4 40450 003 IBRD 0.00 0.00 1,056,616.39 2.000 0.097 5,277.78 -5,025.00 0.00 252.78 3130AQJL8 40451 003 FHLB 10,000,000.00 0.00 9,444,093.02 0.120 0.132 2,833.34 236.03 0.00 3,069.37 912796C31 40452 003 USTR 0.00 0.00 2,333,281.61 0.038 0.039 0.00 221.67 0.00 221.67 912796M97 40453 003 USTR 0.00 0.00 13,998,946.50 0.043 0.044 0.00 1,505.00 0.00 1,505.00 912796N39 40454 003 USTR 0.00 0.00 13,998,203.33 0.055 0.056 0.00 1,925.00 0.00 1,925.00 912796N47 40455 003 USTR 20,000,000.00 0.00 18,885,069.14 0.080 0.081 0.00 3,777.77 0.00 3,777.77 912796U72 40456 003 USTR 10,000,000.00 0.00 9,440,822.50 0.118 0.120 0.00 2,786.11 0.00 2,786.11 912828XG0 40457 003 USTR 15,000,000.00 0.00 14,297,819.01 2.125 0.210 74,844.61 -67,449.78 0.00 7,394.83 912828XR6 40458 003 USTR 20,000,000.00 0.00 19,010,633.68 1.750 0.132 81,730.77 -75,565.73 0.00 6,165.04 037833CG3 40459 003 AAPL 10,000,000.00 0.00 9,713,200.00 3.000 1.025 70,000.00 -45,462.77 0.00 24,537.23 459056LD7 40460 003 IBRD 2,000,000.00 0.00 2,004,269.87 7.625 0.464 35,583.33 -33,291.10 0.00 2,292.23 3130AQG49 40461 003 FHLB 2,485,000.00 0.00 2,004,746.97 1.000 1.219 5,039.03 987.65 0.00 6,026.68 037833DE7 40462 003 AAPL 15,266,000.00 0.00 13,466,235.28 2.400 0.616 79,383.20 -58,925.49 0.00 20,457.71 037833DF4 40463 003 AAPL 15,114,000.00 0.00 13,452,239.21 2.750 1.369 88,899.71 -43,487.98 0.00 45,411.73 037833BU3 40464 003 AAPL 3,052,000.00 0.00 2,529,551.52 2.850 0.854 17,638.01 -12,313.00 0.00 5,325.01 3133EMYL0 40465 003 FFCB 10,000,000.00 0.00 8,551,947.68 0.040 0.181 855.55 2,951.90 0.00 3,807.45 3130AJY52 40466 003 FHLB 10,000,000.00 0.00 8,545,932.35 0.125 0.324 2,673.61 4,163.89 0.00 6,837.50 3130AQCN1 40467 003 FHLB 5,000,000.00 0.00 4,044,402.78 0.625 0.626 5,312.50 930.26 0.00 6,242.76 3133ENLB4 40468 003 FFCB 20,000,000.00 0.00 16,212,488.89 0.460 0.528 18,655.56 2,433.33 0.00 21,088.89 3134GXJH8 40469 003 FHLMC 4,225,000.00 0.00 3,387,397.51 0.220 0.923 1,884.82 5,825.24 0.00 7,710.06 3130ALHH0 40470 003 FHLB 25,000,000.00 0.00 19,855,797.22 0.960 1.516 48,666.66 25,540.18 0.00 74,206.84 037833CG3 40471 003 AAPL 11,966,000.00 0.00 9,921,824.29 3.000 1.200 71,796.00 -42,448.90 0.00 29,347.10 3130AQQQ9 40472 003 FHLB 20,000,000.00 0.00 14,000,000.00 0.750 0.760 26,250.00 0.00 0.00 26,250.00 3130AQN584 40473 003 FHLB 14,000,000.00 0.00 9,943,111.11 0.700 0.753 17,422.22 1,037.04 0.00 18,459.26 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
912796J42 40474 003 USTR 20,000,000.00 0.00 14,430,018.06 0.255 0.259 0.00 9,208.33 0.00 9,208.33 3130AQMQ3 40475 003 FHLB 7,200,000.00 0.00 5,032,440.00 0.750 0.802 9,450.00 504.00 0.00 9,954.00 9128286Y1 40476 003 USTR 20,000,000.00 0.00 14,526,822.92 1.750 0.266 62,500.00 -52,957.59 0.00 9,542.41 3130AQQQ9 40477 003 FHLB 20,000,000.00 0.00 14,000,000.00 0.750 0.760 26,250.00 0.00 0.00 26,250.00 3130AQMU4 40478 003 FHLB 12,500,000.00 0.00 8,747,112.50 0.625 0.646 13,671.88 262.50 0.00 13,934.38 3130ENMH0 40479 003 FFCB 10,350,000.00 0.00 7,359,264.00 1.600 1.625 29,440.00 46.00 0.00 29,486.00 3133ENAL4 40480 003 FFCB 4,150,000.00 0.00 2,963,572.41 0.290 0.970 2,172.98 4,916.37 0.00 7,089.35 912796R43 40481 003 USTR 80,000,000.00 0.00 57,713,406.91 0.271 0.275 0.00 39,144.44 0.00 39,144.44 037833BU3 40482 003 AAPL 2,336,000.00 0.00 1,212,282.77 2.850 1.380 8,691.87 -4,567.23 0.00 4,124.64 3134GBDS8 40483 003 FHLMC 0.00 0.00 512,583.48 2.500 0.358 3,333.33 -2,880.72 0.00 452.61 3130ABCF1 40484 003 FHLB 1,000,000.00 0.00 547,528.73 2.500 0.515 3,472.22 -2,776.97 0.00 695.25 037833CG3 40485 003 AAPL 12,318,000.00 0.00 6,446,652.67 3.000 1.815 48,245.50 -19,392.67 0.00 28,852.83 3133ENPB0 40486 003 FFCB 15,150,000.00 0.00 7,401,111.67 2.180 2.278 41,283.75 284.06 0.00 41,567.81 037833CU2 40487 003 AAPL 7,300,000.00 0.00 2,652,683.73 2.850 1.893 19,071.25 -6,686.27 0.00 12,384.98 037833CQ1 40488 003 AAPL 3,000,000.00 0.00 1,069,157.33 2.300 1.198 6,325.00 -3,166.64 0.00 3,158.36 313380GJ0 40489 003 FHLB 10,000,000.00 0.00 3,915,395.56 2.000 0.761 20,000.00 -12,648.25 0.00 7,351.75 3134GW6E1 40490 003 FHLMC 20,000,000.00 0.00 3,687,111.11 0.320 1.752 2,844.45 13,083.48 0.00 15,927.93 3134GVJ66 40491 003 FHLMC 4,510,000.00 0.00 801,416.98 0.250 0.426 469.79 371.25 0.00 841.04 89233HDM3 40492 003 TMCC 20,000,000.00 0.00 3,775,719.94 0.530 0.538 0.00 5,005.55 0.00 5,005.55 89233HF90 40493 003 TMCC 20,000,000.00 0.00 3,770,287.28 0.830 0.843 0.00 7,838.89 0.00 7,838.89 89233HF25 40494 003 TMCC 10,000,000.00 0.00 1,885,614.29 0.790 0.802 0.00 3,730.56 0.00 3,730.56 3130ARAY7 40495 003 FHLB 1,000,000.00 0.00 88,222.22 1.375 1.453 267.36 48.61 0.00 315.97 3130ARBY6 40496 003 FHLB 4,600,000.00 0.00 204,015.11 1.500 1.196 575.00 26.83 0.00 601.83 3130AR7C9 40497 003 FHLB 1,565,000.00 0.00 68,623.51 1.850 1.802 241.27 63.61 0.00 304.88 3133ENQC7 40498 003 FFCB 150,000.00 0.00 16,500.00 1.940 2.165 72.75 15.32 0.00 88.07 3130AQT78 40499 003 FHLB 2,360,000.00 0.00 257,213.78 1.750 2.234 1,032.50 384.17 0.00 1,416.67 3136G46V0 40500 003 FNMA 1,500,000.00 0.00 161,100.00 0.310 2.002 116.25 679.07 0.00 795.32 3133ENAL4 40501 003 FFCB 1,170,000.00 0.00 126,570.60 0.290 1.861 84.83 496.04 0.00 580.87 3130AMR53 40502 003 FHLB 20,000,000.00 0.00 2,118,888.89 0.620 2.233 3,100.00 8,567.04 0.00 11,667.04 3136G4H55 40503 003 FNMA 2,350,000.00 0.00 244,754.59 0.550 2.345 323.13 1,092.23 0.00 1,415.36 3136G4R62 40504 003 FNMA 1,715,000.00 0.00 178,869.55 0.625 2.344 267.97 765.83 0.00 1,033.80 3134GW5R3 40505 003 FHLMC 2,000,000.00 0.00 208,162.22 0.650 2.347 325.00 879.43 0.00 1,204.43 3134GWUG9 40506 003 FHLMC 1,500,000.00 0.00 155,934.47 0.570 2.347 213.75 688.83 0.00 902.58 3134GWVN3 40507 003 FHLMC 17,490,000.00 0.00 1,819,579.46 0.600 2.347 2,623.50 7,905.41 0.00 10,528.91 3130ANWN6 40508 003 FHLB 825,000.00 0.00 86,513.63 0.700 2.338 144.37 354.33 0.00 498.70 3134GW6E1 40509 003 FHLMC 18,300,000.00 0.00 394,173.87 0.320 1.179 162.66 982.83 0.00 1,145.49 3133EL5J9 40510 003 FFCB 13,965,000.00 0.00 302,367.08 0.300 1.097 116.37 701.53 0.00 817.90 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2022 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3134GXMZ4 40511 003 FHLMC 1,033,000.00 0.00 22,668.61 1.800 1.246 51.65 17.98 0.00 69.63 3130APWH4 40512 003 FHLB 2,000,000.00 0.00 43,377.33 0.750 1.148 41.67 81.11 0.00 122.78 3133ENGW4 40513 003 FFCB 1,859,000.00 0.00 40,180.84 0.660 1.181 34.08 82.97 0.00 117.05 3133EMYW6 40514 003 FFCB 1,347,000.00 0.00 28,979.06 0.230 1.151 8.61 73.66 0.00 82.27 Subtotal 2,300,256,782.89 2,131,140,436.26 2,300,391,930.43 0.884 6,552,460.71 -1,525,539.96 -15,497.02 5,011,423.73 Fund: CSJ/CSC JP
9128286Y1 40371 152 USTR 901,000.00 915,993.20 915,993.20 1.750 0.080 3,898.56 -3,717.32 0.00 181.24 Subtotal 901,000.00 915,993.20 915,993.20 0.080 3,898.56 -3,717.32 0.00 181.24 Fund: SJCE
VP4560000 40162 501 WELLS 20,143,782.82 20,143,191.01 20,143,616.66 0.010 0.027 1,359.62 0.00 0.00 1,359.62 Subtotal 20,143,782.82 20,143,191.01 20,143,616.66 0.027 1,359.62 0.00 0.00 1,359.62 Total 2,321,301,565.71 2,152,199,620.47 2,321,451,540.29 0.876 6,557,718.89 -1,529,257.28 -15,497.02 5,012,964.59 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:24 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 - March 31, 2022
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 42,000,000.00 75,000,000.00 72,542,390.26 0.330 0.261 142,193.79 0.00 0.00 142,193.79 VP6000104 36512 003 WELLS 28,362,387.97 83,017,462.65 67,334,175.98 0.025 0.026 12,973.32 0.00 0.00 12,973.32 CSJFA 37042 003 STPOOL 38,000,000.00 75,000,000.00 74,731,274.81 0.330 0.263 147,317.88 0.00 0.00 147,317.88 3130A8QS5 37449 003 FHLB 0.00 9,950,700.00 472,113.50 1.125 1.247 4,062.50 356.06 0.00 4,418.56 3137EAEC9 37466 003 FHLMC 0.00 9,949,200.00 1,525,059.85 1.125 1.220 12,812.50 1,157.11 0.00 13,969.61 70922PAH5 37497 003 PASTRN 0.00 2,057,320.00 1,148,795.47 2.609 1.964 21,741.67 -4,806.04 0.00 16,935.63 544351KQ1 37505 003 LOS 0.00 9,990,900.00 2,260,714.60 2.150 2.131 35,833.33 323.08 0.00 36,156.41 544351KQ1 37510 003 LOS 0.00 3,227,055.00 730,209.53 2.150 2.274 11,645.83 818.98 0.00 12,464.81 459058FY4 37523 003 IBRD 0.00 9,945,700.00 7,586,318.61 2.000 2.108 113,888.89 6,184.17 0.00 120,073.06 574193NC8 37534 003 MDS 0.00 5,000,000.00 4,689,781.02 2.250 2.255 79,375.00 0.00 0.00 79,375.00 13066YTZ2 37546 003 CASPWR 20,000,000.00 19,750,600.00 19,750,600.00 2.000 2.276 300,000.00 37,410.00 0.00 337,410.00 20772JL67 37560 003 CTS 0.00 3,007,500.00 340,264.60 2.570 2.455 6,425.00 -153.27 0.00 6,271.73 45905UC51 37564 003 IBRD 0.00 30,000,000.00 0.00 2.070 0.00 0.00 0.00 0.00 84247PHX2 37565 003 STNPWR 2,710,000.00 2,831,272.50 2,831,272.50 3.258 2.245 66,218.85 -18,499.19 0.00 47,719.66 3130ABQY5 37569 003 FHLB 0.00 3,636,672.50 0.00 1.800 0.00 0.00 0.00 0.00 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.201 93,750.00 -10,062.25 0.00 83,687.75 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.405 93,750.00 -3,106.41 0.00 90,643.59 3130ACZS6 37589 003 FHLB 10,000,000.00 9,982,270.00 9,982,270.00 2.100 2.141 157,500.00 2,935.07 0.00 160,435.07 45905US21 37596 003 IBRD 0.00 25,000,000.00 0.00 2.170 0.00 0.00 0.00 0.00 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.294 98,910.00 0.00 0.00 98,910.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.930 18,885.00 2,745.00 0.00 21,630.00 4581X0CZ9 37634 003 IADB 20,000,000.00 19,089,200.00 19,089,200.00 1.750 2.959 262,500.00 161,574.24 0.00 424,074.24 544351MN6 37638 003 LOS 4,815,000.00 4,816,203.75 4,816,203.75 2.900 2.891 104,726.25 -218.28 0.00 104,507.97 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.041 127,500.00 -11,636.34 0.00 115,863.66 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.126 571,875.00 12,857.15 0.00 584,732.15 438516BM7 40015 003 HON 0.00 1,645,249.12 738,560.74 1.850 3.243 10,557.33 7,423.64 0.00 17,980.97 438516BM7 40016 003 HON 0.00 4,806,300.00 2,157,572.63 1.850 3.237 30,833.33 21,602.23 0.00 52,435.56 742718EQ8 40021 003 PG 0.00 9,617,700.00 4,387,636.86 1.700 3.082 57,611.11 43,917.70 0.00 101,528.81 544351MN6 40036 003 LOS 4,000,000.00 4,009,560.00 4,009,560.00 2.900 2.825 87,000.00 -1,955.46 0.00 85,044.54 13066YTZ2 40039 003 CASPWR 4,000,000.00 3,910,360.00 3,910,360.00 2.000 2.735 60,000.00 20,287.34 0.00 80,287.34 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3135G0U92 40043 003 FNMA 0.00 3,997,120.00 2,830,077.66 2.625 2.632 55,416.67 506.67 0.00 55,923.34 24422EUJ6 40048 003 DE 0.00 3,463,783.20 897,549.66 3.027 0.572 2,662.97 1,189.46 0.00 3,852.43 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.670 397,500.00 3,018.95 0.00 400,518.95 594918BP8 40055 003 MSFT 0.00 9,717,000.00 248,244.53 1.550 7.758 3,013.89 2,165.03 9,278.69 14,457.61 191219AP9 40063 003 KO 0.00 12,179,004.24 9,556,517.93 8.500 2.788 521,815.00 -321,806.38 0.00 200,008.62 14913Q2T5 40075 003 CAT 0.00 5,006,050.00 4,384,861.31 2.950 2.885 96,284.72 -1,326.26 0.00 94,958.46 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.534 93,750.00 1,222.50 0.00 94,972.50 91159HHC7 40080 003 USB 0.00 5,025,450.00 4,200,102.37 3.000 2.770 93,333.33 -5,278.52 -706.94 87,347.87 594918BW3 40082 003 MSFT 0.00 4,488,750.00 3,096,254.56 2.400 2.490 55,500.00 2,038.44 330.56 57,869.00 478160CD4 40091 003 JNJ 0.00 5,236,492.80 4,682,265.46 2.250 2.563 79,860.00 10,232.01 0.00 90,092.01 69371RP75 40096 003 PCAR 0.00 6,110,415.32 5,419,090.96 2.850 2.590 115,292.00 -9,931.39 0.00 105,360.61 24422EUT4 40097 003 JD 14,000,000.00 14,129,780.00 14,129,780.00 2.950 2.607 309,750.00 -33,213.84 0.00 276,536.16 06406HBY4 40100 003 BK 0.00 8,515,763.86 1,647,209.80 3.550 2.121 42,775.92 -10,494.45 -6,054.49 26,226.98 91159HHC7 40102 003 USB 0.00 6,588,465.17 5,506,417.97 3.000 2.619 121,949.33 -12,074.05 -1,617.06 108,258.22 91159HHC7 40105 003 USB 0.00 10,090,200.00 8,433,050.36 3.000 2.596 186,666.67 -19,692.78 -2,637.43 164,336.46 25468PCN4 40106 003 DIS 0.00 5,028,100.00 844,133.58 2.750 2.468 17,187.50 -1,549.63 0.00 15,637.87 69371RP83 40111 003 PCAR 7,000,000.00 7,020,650.00 7,020,650.00 2.650 2.541 139,125.00 -5,225.40 0.00 133,899.60 90331HPC1 40112 003 USB 10,000,000.00 9,989,400.00 9,989,400.00 2.650 2.686 198,750.00 2,650.00 0.00 201,400.00 13066YTZ2 40114 003 CASPWR 15,000,000.00 15,008,850.00 15,008,850.00 2.000 1.977 225,000.00 -2,284.42 0.00 222,715.58 3137AWQH1 40115 003 FHLMC 8,595,000.00 8,640,996.68 8,640,996.68 2.307 2.124 148,715.01 -10,941.94 0.00 137,773.07 13063DLY2 40116 003 CAS 2,235,000.00 2,248,521.75 2,248,521.75 2.350 2.121 39,391.87 -3,596.92 0.00 35,794.95 3137AWQH1 40121 003 FHLMC 6,215,000.00 6,248,250.25 6,248,250.25 2.307 2.123 107,535.06 -7,944.75 0.00 99,590.31 56052AD60 40125 003 MES 1,250,000.00 1,264,337.50 1,264,337.50 2.500 2.083 23,437.50 -3,669.32 0.00 19,768.18 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.901 140,625.00 1,950.00 0.00 142,575.00 3133EKRE8 40127 003 FFCB 0.00 16,973,820.00 15,858,751.53 1.850 1.913 221,023.61 6,738.09 0.00 227,761.70 084670BF4 40138 003 BRK 0.00 8,806,017.46 6,877,692.47 3.400 1.982 168,037.16 -65,708.85 0.00 102,328.31 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.831 131,250.00 5,704.01 0.00 136,954.01 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,390,781.25 4,390,781.25 3.060 2.141 97,537.50 -26,958.11 0.00 70,579.39 3138L9HU9 40151 003 FNMA 2,750,000.00 2,765,468.75 2,765,468.75 2.360 2.169 49,396.10 -4,374.03 0.00 45,022.07 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.674 38,443.12 -15,344.79 0.00 23,098.33 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.769 27,285.00 -12,919.28 0.00 14,365.72 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.064 103,113.00 -57,053.16 0.00 46,059.84 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.549 33,750.00 1,058.09 0.00 34,808.09 43815NAC8 40158 003 HAROT 1,692,373.41 4,442,341.49 2,966,367.22 1.780 1.505 33,493.74 4.65 10.21 33,508.60 438516BM7 40163 003 HON 0.00 5,006,050.00 2,247,241.42 1.850 1.772 30,833.33 -935.57 0.00 29,897.76 037833DL1 40164 003 AAPL 1,000,000.00 999,830.00 999,830.00 1.700 1.704 12,750.00 42.50 0.00 12,792.50 037833DL1 40166 003 AAPL 5,000,000.00 4,991,750.00 4,991,750.00 1.700 1.756 63,750.00 2,062.50 0.00 65,812.50 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3137B36J2 40167 003 FHLMC 4,821,230.50 5,212,500.00 5,148,242.76 3.320 0.501 68,473.63 -46,637.35 -2,460.86 19,375.42 3138LC5B7 40169 003 FNMA 1,000,000.00 1,019,843.75 1,019,843.75 2.710 2.118 20,626.10 -4,409.72 0.00 16,216.38 3140HUNV4 40171 003 FNMA 4,939,241.95 5,086,718.75 5,062,059.87 2.420 0.287 25,016.00 -13,535.07 -561.77 10,919.16 30298LAA9 40173 003 FHLMC 5,764,952.40 7,840,469.00 6,513,045.88 1.990 1.931 94,393.68 0.00 0.00 94,393.68 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.855 6,963.75 0.00 0.00 6,963.75 30314KAS2 40180 003 FHLMC 1,787,407.31 3,129,400.55 2,328,380.74 2.090 1.604 34,414.27 -6,382.52 0.00 28,031.75 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.660 121,875.00 2,559.96 0.00 124,434.96 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.995 75,375.00 -454.37 0.00 74,920.63 89233MAD5 40186 003 TMCC 1,499,433.51 2,999,783.40 2,320,614.97 1.920 1.920 33,364.47 30.05 55.36 33,449.88 677522T20 40188 003 OHS 1,950,000.00 1,950,000.00 1,950,000.00 1.800 1.798 26,325.00 0.00 0.00 26,325.00 3138ELJW4 40189 003 FNMA 4,529,889.60 6,158,994.05 5,044,746.04 2.791 1.532 99,881.33 -41,873.07 0.00 58,008.26 43813VAC2 40190 003 HAROT 4,589,331.48 8,998,396.20 6,986,121.20 1.830 1.780 92,728.67 217.87 406.05 93,352.59 3138L1UV9 40194 003 FNMA 4,015,708.95 4,108,956.25 4,087,155.00 2.220 2.186 67,561.15 -480.81 0.00 67,080.34 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.713 239,928.67 -43,890.52 0.00 196,038.15 3134GUQ94 40198 003 FHLMC 0.00 10,000,000.00 7,043,795.62 1.800 1.787 94,500.00 0.00 0.00 94,500.00 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.690 140,250.00 -612.02 0.00 139,637.98 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.342 138,864.96 0.00 0.00 138,864.96 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.214 125,160.03 0.00 0.00 125,160.03 3138L4EN9 40206 003 FNMA 22,088,803.79 22,589,238.61 22,848,754.14 2.610 2.483 436,800.80 -10,947.01 0.00 425,853.79 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.873 107,250.00 -34,254.00 0.00 72,996.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.645 20,324.97 0.00 0.00 20,324.97 46625HJE1 40213 003 JPM 2,050,000.00 2,119,372.00 2,119,372.00 3.250 1.916 49,968.75 -19,490.57 0.00 30,478.18 30295NAE0 40214 003 FHLMC 261,319.09 739,668.04 412,796.48 2.050 1.635 5,664.90 -597.93 0.00 5,066.97 3136ACGJ4 40221 003 FNMA 2,422,314.48 3,607,515.78 3,223,706.30 2.509 1.690 57,756.42 -16,852.08 0.00 40,904.34 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.768 240,000.00 -101,865.92 0.00 138,134.08 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.893 77,699.97 0.00 0.00 77,699.97 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 478160CD4 40229 003 JNJ 0.00 12,900,649.08 11,535,251.91 2.250 1.395 191,890.87 -71,118.40 0.00 120,772.47 30298LAA9 40231 003 FHLMC 677,381.93 921,255.11 774,848.93 1.990 1.383 11,091.28 -3,048.42 0.00 8,042.86 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.969 7,275.00 0.00 0.00 7,275.00 438516BM7 40236 003 HON 0.00 15,134,700.00 6,794,044.16 1.850 1.275 92,500.00 -27,489.80 0.00 65,010.20 254687FJ0 40237 003 DIS 1,412,000.00 1,405,490.68 1,405,490.68 1.650 1.845 17,473.50 1,988.14 0.00 19,461.64 69371RQ33 40238 003 PCAR 1,000,000.00 986,760.00 986,760.00 2.000 2.564 15,000.00 3,989.73 0.00 18,989.73 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.800 231,073.50 -85,669.97 0.00 145,403.53 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.745 126,562.50 -56,174.49 0.00 70,388.01 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.073 53,025.00 -24,190.30 0.00 28,834.70 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.704 14,062.50 1,741.50 0.00 15,804.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89239RAC0 40252 003 TMCC 1,128,750.86 1,499,700.00 1,416,066.41 1.360 1.367 14,437.13 49.44 43.97 14,530.54 44891LAC7 40253 003 HART 1,078,044.72 1,249,708.75 1,226,968.95 1.410 1.416 12,974.49 47.17 24.02 13,045.68 76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.361 29,330.75 0.00 0.00 29,330.75 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.665 80,010.00 0.00 0.00 80,010.00 3134GVPZ5 40259 003 FHLMC 0.00 25,000,000.00 0.00 0.630 0.00 0.00 0.00 0.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.720 52,500.00 1,500.00 0.00 54,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.553 26,423.25 2,008.83 0.00 28,432.08 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.759 38,221.87 475.65 0.00 38,697.52 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.917 98,203.32 -72,694.39 0.00 25,508.93 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.699 52,500.00 0.00 0.00 52,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.557 207,749.97 0.00 0.00 207,749.97 69371RN77 40267 003 PCAR 2,897,000.00 2,970,699.68 2,970,699.68 2.300 1.135 49,973.25 -24,657.89 0.00 25,315.36 459058GU1 40269 003 IBRD 16,000,000.00 16,606,400.00 16,606,400.00 2.125 0.317 255,000.00 -215,431.58 0.00 39,568.42 43813DAC2 40270 003 HAROT 1,527,198.32 1,999,842.60 1,895,483.91 0.820 0.822 11,650.85 27.05 22.11 11,700.01 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.351 18,750.00 7,525.00 0.00 26,275.00 3136AL7K1 40272 003 FNMA 2,944,021.63 3,461,986.75 3,395,589.30 2.967 1.024 68,771.88 -42,680.33 0.00 26,091.55 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.749 225,000.00 0.00 0.00 225,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.653 497,594.25 -363,164.80 0.00 134,429.45 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.847 12,000.00 695.00 0.00 12,695.00 3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.486 106,888.14 0.00 0.00 106,888.14 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.047 7,860.00 0.00 0.00 7,860.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.222 8,255.25 0.00 0.00 8,255.25 24422EVG1 40279 003 JD 7,500,000.00 7,508,925.00 7,508,925.00 0.550 0.492 30,937.50 -3,225.91 0.00 27,711.59 56052AE77 40280 003 MES 1,000,000.00 1,009,720.00 1,009,720.00 1.250 0.740 9,375.00 -3,765.28 0.00 5,609.72 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.849 191,250.00 0.00 0.00 191,250.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.579 43,500.00 0.00 0.00 43,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.303 22,500.00 225.83 0.00 22,725.83 3134GVS41 40285 003 FHLMC 0.00 25,000,000.00 5,200,729.93 0.420 0.418 16,333.33 0.00 0.00 16,333.33 459058GU1 40287 003 IBRD 7,500,000.00 7,779,030.00 7,779,030.00 2.125 0.287 119,531.25 -102,780.49 0.00 16,750.76 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.542 37,500.00 3,108.45 0.00 40,608.45 3136AGMB5 40289 003 FNMA 1,268,931.90 1,765,494.19 1,609,739.58 2.492 0.513 27,978.11 -21,782.79 0.00 6,195.32 46625HJC5 40290 003 JPM 0.00 2,091,063.87 343,422.90 4.350 0.343 10,633.33 -9,748.93 0.00 884.40 3130AJS26 40291 003 FHLB 25,000,000.00 25,000,000.00 25,000,000.00 0.220 0.220 41,250.00 0.00 0.00 41,250.00 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.832 6,247.50 0.00 0.00 6,247.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.832 4,060.88 0.00 0.00 4,060.88 30315EAA4 40295 003 FHLMC 3,432,334.08 3,472,724.06 3,471,192.76 0.830 0.817 21,480.19 -197.54 0.00 21,282.65 89237VAB5 40296 003 TMCC 4,298,172.75 4,999,615.00 4,909,489.02 0.440 0.442 16,197.85 67.23 33.79 16,298.87 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.634 24,750.00 -917.04 0.00 23,832.96 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.500 19,125.00 -366.64 0.00 18,758.36 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.501 9,375.00 18.89 0.00 9,393.89 30288WAK5 40300 003 FHLMC 263,925.36 267,989.46 273,663.62 2.190 2.069 4,365.25 -114.94 0.00 4,250.31 55380THE3 40302 003 MUFGBK 0.00 25,000,000.00 3,923,357.66 0.320 0.324 9,555.56 0.00 0.00 9,555.56 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.593 101,250.00 -77,720.65 0.00 23,529.35 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.520 56,998.50 0.00 0.00 56,998.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.420 13,686.75 0.00 0.00 13,686.75 89114NSX4 40307 003 TD 0.00 30,000,000.00 6,678,832.12 0.240 0.243 12,200.00 0.00 0.00 12,200.00 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.446 58,392.00 -49,737.47 0.00 8,654.53 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.436 14,062.50 2,260.01 0.00 16,322.51 78012UYA7 40310 003 RY 0.00 20,000,000.00 6,204,379.56 0.240 0.243 11,333.33 0.00 0.00 11,333.33 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.549 41,250.00 0.00 0.00 41,250.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.839 25,200.00 0.00 0.00 25,200.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.413 14,625.00 862.58 0.00 15,487.58 3138L9QS4 40314 003 FNMA 2,500,000.00 2,500,000.00 2,650,781.25 2.810 2.648 52,687.53 0.00 0.00 52,687.53 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.489 91,383.00 -76,456.06 0.00 14,926.94 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.250 3,750.00 3,730.00 0.00 7,480.00 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.788 31,950.00 -2,270.31 0.00 29,679.69 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.803 66,375.00 -5,868.26 0.00 60,506.74 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.506 60,000.00 -52,610.82 0.00 7,389.18 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.382 100,084.50 -88,069.48 0.00 12,015.02 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.352 25,500.00 892.36 0.00 26,392.36 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.694 5,212.50 0.00 0.00 5,212.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.764 7,946.45 0.00 0.00 7,946.45 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.631 14,668.84 -4,060.74 0.00 10,608.10 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.602 23,576.10 -7,302.70 0.00 16,273.40 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.607 66,225.00 -20,152.29 0.00 46,072.71 3136AY6S7 40327 003 FNMA 3,608,472.41 4,897,291.16 4,638,248.16 2.624 -0.392 82,601.97 -96,248.98 0.00 -13,647.01 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.788 103,342.50 0.00 0.00 103,342.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.429 28,125.00 3,979.12 0.00 32,104.12 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 37,500.00 0.00 0.00 37,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.549 61,875.00 0.00 0.00 61,875.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.319 27,253.12 -6,685.21 0.00 20,567.91 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.416 37,500.00 -6,155.25 0.00 31,344.75 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.496 36,000.00 1,200.00 0.00 37,200.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.398 112,500.00 -51,861.60 0.00 60,638.40 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.507 37,500.00 569.08 0.00 38,069.08 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.497 36,000.00 1,258.50 0.00 37,258.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.514 37,500.00 1,036.54 0.00 38,536.54 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.339 89,343.75 -76,212.16 0.00 13,131.59 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 37,500.00 0.00 0.00 37,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.523 28,125.00 10,902.38 0.00 39,027.38 30318CAA5 40342 003 FHLMC 4,432,154.60 4,991,543.75 4,785,371.22 0.670 0.583 23,671.97 -2,743.24 0.00 20,928.73 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.503 46,357.50 -19,484.15 0.00 26,873.35 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.300 112,500.00 -89,000.00 0.00 23,500.00 89233GVX1 40345 003 TMCC 0.00 14,982,504.17 3,335,521.00 0.190 0.193 0.00 4,829.17 0.00 4,829.17 62478UAT3 40346 003 MUBCD 0.00 25,000,000.00 9,032,846.72 0.180 0.183 12,375.00 0.00 0.00 12,375.00 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.507 33,750.00 4,215.00 0.00 37,965.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.434 435,937.50 -382,061.25 0.00 53,876.25 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.389 18,375.00 2,030.00 0.00 20,405.00 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 37,500.00 0.00 0.00 37,500.00 78015CWA6 40351 003 RY 0.00 24,978,708.33 6,472,585.01 0.140 0.142 0.00 6,902.78 0.00 6,902.78 06367CAH0 40352 003 BMO 0.00 25,000,000.00 19,890,510.95 0.180 0.183 27,250.00 0.00 0.00 27,250.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.512 37,500.00 900.00 0.00 38,400.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.599 22,500.00 0.00 0.00 22,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.599 22,500.00 0.00 0.00 22,500.00 3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.407 96,079.50 0.00 0.00 96,079.50 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.648 48,660.22 0.00 0.00 48,660.22 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.799 60,000.00 0.00 0.00 60,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.609 56,250.00 -10,282.14 0.00 45,967.86 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.999 75,000.00 0.00 0.00 75,000.00 89233GU12 40361 003 TMCC 0.00 49,994,263.89 0.00 0.070 0.00 0.00 0.00 0.00 62478UC38 40362 003 UNIONB 0.00 35,000,000.00 0.00 0.060 0.00 0.00 0.00 0.00 COVID RELIEF 40363 003 STPOOL 75,000,000.00 75,000,000.00 75,001,237.68 0.330 0.263 147,965.66 0.00 0.00 147,965.66 46625HJC5 40364 003 JPM 0.00 1,009,550.00 165,802.01 4.350 0.104 5,316.67 -5,187.65 0.00 129.02 89233GZ33 40365 003 TMCC 0.00 19,986,061.11 11,305,983.47 0.130 0.132 0.00 11,194.45 0.00 11,194.45 62479LXR1 40366 003 MUFGBK 0.00 9,996,666.67 4,232,165.45 0.080 0.081 0.00 2,577.78 0.00 2,577.78 14913R2B2 40367 003 CAT 5,000,000.00 5,039,650.00 5,039,650.00 0.950 0.121 35,625.00 -31,030.43 0.00 4,594.57 89114WBP9 40368 003 TD 0.00 10,000,000.00 6,277,372.26 0.070 0.071 3,344.44 0.00 0.00 3,344.44 06367CGB7 40369 003 BMO 0.00 25,000,000.00 16,605,839.42 0.100 0.101 12,638.89 0.00 0.00 12,638.89 89114WBX2 40370 003 TD 0.00 25,000,000.00 6,934,306.57 0.040 0.041 2,111.11 0.00 0.00 2,111.11 64990FC93 40372 003 NYSPIT 0.00 2,000,000.00 1,875,912.41 0.167 0.167 2,356.56 0.00 0.00 2,356.56 89114WCA1 40373 003 TD 0.00 30,000,000.00 15,437,956.20 0.110 0.112 12,925.00 0.00 0.00 12,925.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
912796J26 40374 003 USTR 0.00 29,999,160.00 2,080,233.72 0.036 0.037 0.00 570.00 0.00 570.00 912796C56 40375 003 USTR 0.00 24,999,000.00 2,554,642.34 0.040 0.041 0.00 777.78 0.00 777.78 912796K24 40376 003 USTR 0.00 29,998,425.00 5,145,715.24 0.035 0.035 0.00 1,370.83 0.00 1,370.83 912796J26 40377 003 USTR 0.00 19,999,444.44 1,386,822.79 0.040 0.041 0.00 422.23 0.00 422.23 62479LZH1 40378 003 MUFGBK 0.00 9,996,655.56 6,165,820.40 0.070 0.071 0.00 3,286.11 0.00 3,286.11 89233GZ33 40379 003 TMCC 0.00 9,995,172.22 5,654,203.26 0.110 0.112 0.00 4,736.11 0.00 4,736.11 06417MQL2 40380 003 BNSHOU 13,910,000.00 13,910,344.08 13,910,344.08 0.200 0.200 21,174.11 -263.35 0.00 20,910.76 62479LX83 40381 003 MUFGBK 0.00 0.00 3,612,443.16 0.070 0.071 0.00 1,925.00 0.00 1,925.00 78012UP82 40382 003 RY 25,000,000.00 0.00 25,000,000.00 0.190 0.193 36,152.78 0.00 0.00 36,152.78 89233GXL5 40383 003 TMCC 0.00 0.00 9,669,539.44 0.070 0.071 0.00 5,152.78 0.00 5,152.78 62479LXN0 40384 003 MUFGBK 0.00 0.00 3,867,815.77 0.070 0.071 0.00 2,061.11 0.00 2,061.11 89233GZH2 40385 003 TMCC 0.00 0.00 8,865,021.35 0.090 0.091 0.00 6,075.00 0.00 6,075.00 78012UR23 40386 003 RY 0.00 0.00 17,883,211.68 0.120 0.122 16,333.33 0.00 0.00 16,333.33 912796K73 40387 003 USTR 0.00 0.00 11,749,985.33 0.035 0.035 0.00 3,130.56 0.00 3,130.56 62479MAE3 40388 003 MUFGBK 0.00 0.00 5,910,014.23 0.090 0.091 0.00 4,050.00 0.00 4,050.00 62479MCR2 40389 003 MUFGBK 0.00 0.00 19,330,535.69 0.110 0.112 0.00 16,194.44 0.00 16,194.44 89114WF75 40390 003 TD 30,000,000.00 0.00 23,321,167.88 0.160 0.162 28,400.00 0.00 0.00 28,400.00 06367CKK2 40391 003 BMO 25,000,000.00 0.00 19,525,547.45 0.160 0.162 23,777.78 0.00 0.00 23,777.78 06367CL39 40392 003 BMO 25,000,000.00 0.00 18,704,379.56 0.160 0.162 22,777.78 0.00 0.00 22,777.78 912796G60 40393 003 USTR 0.00 0.00 2,043,678.78 0.147 0.149 0.00 2,286.67 0.00 2,286.67 912796G78 40394 003 USTR 0.00 0.00 1,532,757.30 0.100 0.101 0.00 1,166.67 0.00 1,166.67 912796ZB8 40395 003 USTR 0.00 0.00 510,944.68 0.043 0.043 0.00 165.28 0.00 165.28 89233GY91 40396 003 TMCC 0.00 0.00 1,386,817.40 0.060 0.061 0.00 633.33 0.00 633.33 89233GZE9 40397 003 TMCC 0.00 0.00 1,970,566.42 0.080 0.081 0.00 1,200.00 0.00 1,200.00 912796H69 40398 003 USTR 0.00 0.00 875,886.13 0.045 0.046 0.00 300.00 0.00 300.00 912796N70 40399 003 USTR 0.00 0.00 2,043,716.14 0.050 0.051 0.00 777.78 0.00 777.78 912828U81 40400 003 USTR 0.00 0.00 3,625,528.14 2.000 0.087 53,804.35 -51,435.00 0.00 2,369.35 9127964W6 40401 003 USTR 0.00 0.00 145,984.10 0.040 0.041 0.00 44.44 0.00 44.44 9127965G0 40402 003 USTR 0.00 0.00 1,240,817.32 0.050 0.051 0.00 472.22 0.00 472.22 912796J59 40403 003 USTR 0.00 0.00 2,992,496.23 0.060 0.061 0.00 1,366.67 0.00 1,366.67 912796ZX0 40404 003 USTR 0.00 0.00 857,563.46 0.090 0.091 0.00 587.50 0.00 587.50 912796J75 40405 003 USTR 0.00 0.00 2,007,084.60 0.070 0.071 0.00 1,069.44 0.00 1,069.44 459058FY4 40406 003 IBRD 0.00 0.00 3,845,977.55 2.000 0.112 57,500.00 -54,255.00 0.00 3,245.00 89114WKY0 40407 003 TD 0.00 0.00 3,430,656.93 0.150 0.152 3,916.67 0.00 0.00 3,916.67 45950KCS7 40408 003 IFC 24,721,000.00 0.00 12,203,562.25 0.500 0.358 46,008.53 -13,236.74 0.00 32,771.79 3130APRF4 40409 003 FHLB 20,000,000.00 0.00 9,849,580.29 1.000 1.022 74,444.45 1,118.74 0.00 75,563.19 3130APWP6 40410 003 FHLB 8,300,000.00 0.00 3,873,882.63 0.600 0.649 17,568.33 1,317.63 0.00 18,885.96 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130ADRG9 40411 003 FHLB 1,050,000.00 0.00 509,256.16 2.750 0.415 10,266.67 -8,682.04 0.00 1,584.63 3133ENBT6 40412 003 FFCB 1,825,000.00 0.00 857,849.18 0.180 0.318 1,168.00 880.15 0.00 2,048.15 4581X0CW6 40413 003 IADB 0.00 0.00 531,546.46 2.125 0.087 8,415.00 -8,067.84 0.00 347.16 3135G0T94 40414 003 FNMA 2,700,000.00 0.00 1,301,238.63 2.375 0.322 22,800.00 -19,652.68 0.00 3,147.32 3135G04Q3 40415 003 FNMA 2,963,000.00 0.00 1,390,092.64 0.250 0.489 2,633.77 2,469.79 0.00 5,103.56 912796ZX0 40416 003 USTR 0.00 0.00 1,605,758.46 0.082 0.084 0.00 1,008.33 0.00 1,008.33 3130APZU2 40417 003 FHLB 1,900,000.00 0.00 845,985.40 0.875 0.880 5,587.85 0.00 0.00 5,587.85 3130APU45 40418 003 FHLB 4,875,000.00 0.00 2,167,364.51 0.850 0.907 13,927.61 825.38 0.00 14,752.99 45950VLH7 40419 003 IFC 3,173,000.00 0.00 1,434,969.45 2.000 0.254 21,329.61 -18,598.24 0.00 2,731.37 3135G05U3 40420 003 FNMA 7,000,000.00 0.00 3,109,027.52 0.350 0.499 8,234.72 3,412.67 0.00 11,647.39 3130APKF1 40421 003 FHLB 2,725,000.00 0.00 1,207,254.56 0.750 0.930 6,869.27 1,558.25 0.00 8,427.52 3130APMH5 40422 003 FHLB 3,150,000.00 0.00 1,388,943.99 0.625 0.692 6,562.50 648.49 0.00 7,210.99 3133ENFZ8 40423 003 FFCB 10,000,000.00 0.00 4,385,649.64 1.010 0.968 33,386.11 -1,531.57 0.00 31,854.54 3133EMZP0 40424 003 FFCB 1,250,000.00 0.00 549,997.99 0.140 0.392 583.34 1,036.05 0.00 1,619.39 912796J75 40425 003 USTR 0.00 0.00 1,605,704.48 0.138 0.139 0.00 1,680.56 0.00 1,680.56 91282CAG6 40426 003 USTR 20,000,000.00 0.00 8,756,179.27 0.125 0.171 8,251.26 2,966.47 0.00 11,217.73 313376C94 40427 003 FHLB 0.00 0.00 116,854.89 2.625 0.061 2,333.33 -2,280.00 0.00 53.33 742718DY2 40428 003 PG 0.00 0.00 833,380.66 2.300 0.171 14,087.50 -13,020.00 0.00 1,067.50 037833CM0 40429 003 AAPL 0.00 0.00 1,333,221.95 2.500 0.157 24,625.00 -12,572.18 -10,476.82 1,576.00 912828G87 40430 003 USTR 0.00 0.00 1,827,240.51 2.125 0.169 28,872.28 -26,556.00 0.00 2,316.28 594918BH6 40431 003 MSFT 5,580,000.00 0.00 2,403,440.41 2.650 0.726 47,236.25 -34,145.50 0.00 13,090.75 594918AW4 40432 003 MSFT 1,851,000.00 0.00 810,717.33 3.625 0.969 21,061.55 -15,165.04 0.00 5,896.51 3133EMGX4 40433 003 FFCB 20,000,000.00 0.00 8,378,112.63 0.125 0.326 7,916.67 12,597.99 0.00 20,514.66 931142DU4 40434 003 WMT 5,000,000.00 0.00 2,119,734.31 2.350 0.483 36,881.94 -29,189.10 0.00 7,692.84 3130APQU2 40435 003 FHLB 14,370,000.00 0.00 5,603,224.87 0.650 0.732 27,502.59 3,278.09 0.00 30,780.68 3133ELYR9 40436 003 FFCB 5,850,000.00 0.00 2,285,731.81 0.250 0.112 4,306.25 -2,392.44 0.00 1,913.81 3133ENAQ3 40437 003 FFCB 20,350,000.00 0.00 7,935,533.75 0.070 0.244 4,194.36 10,351.18 0.00 14,545.54 742718EU9 40438 003 PG 10,026,000.00 0.00 3,927,891.87 2.150 0.204 62,871.37 -56,847.42 0.00 6,023.95 037833CQ1 40439 003 AAPL 8,800,000.00 0.00 3,428,005.96 2.300 0.575 59,033.33 -44,224.55 0.00 14,808.78 3130AKDH6 40440 003 FHLB 5,300,000.00 0.00 2,067,514.14 0.125 0.251 1,950.69 1,946.10 0.00 3,896.79 037833CQ1 40441 003 AAPL 1,435,000.00 0.00 553,626.14 2.300 0.608 9,534.78 -7,005.99 0.00 2,528.79 594918BX1 40442 003 MSFT 1,025,000.00 0.00 397,476.97 2.875 0.883 8,267.63 -5,634.41 0.00 2,633.22 594918BQ6 40443 003 MSFT 2,876,000.00 0.00 1,093,325.05 2.000 0.690 16,137.55 -10,472.94 0.00 5,664.61 931142DU4 40444 003 WMT 10,000,000.00 0.00 3,791,198.54 2.350 0.475 65,930.55 -52,406.20 0.00 13,524.35 3133ENGW4 40445 003 FFCB 6,435,000.00 0.00 2,464,980.77 0.660 0.683 12,269.40 373.88 0.00 12,643.28 3130APS48 40446 003 FHLB 13,240,000.00 0.00 5,074,143.75 1.050 1.052 40,161.34 -108.74 0.00 40,052.60 89236THD0 40447 003 TMCC 5,860,000.00 0.00 2,182,790.54 0.450 0.348 7,398.25 -1,702.99 0.00 5,695.26 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89236TEL5 40448 003 TMCC 15,003,000.00 0.00 5,707,817.98 2.700 0.612 113,647.72 -87,418.27 0.00 26,229.45 13063DMA3 40449 003 CAS 10,110,000.00 0.00 3,259,159.96 2.650 1.381 62,513.50 -28,720.36 0.00 33,793.14 459058FY4 40450 003 IBRD 0.00 0.00 347,063.78 2.000 0.097 5,277.78 -5,025.00 0.00 252.78 3130AQJL8 40451 003 FHLB 10,000,000.00 0.00 3,102,074.35 0.120 0.132 2,833.34 236.03 0.00 3,069.37 912796C31 40452 003 USTR 0.00 0.00 766,406.37 0.038 0.039 0.00 221.67 0.00 221.67 912796M97 40453 003 USTR 0.00 0.00 4,598,194.11 0.043 0.044 0.00 1,505.00 0.00 1,505.00 912796N39 40454 003 USTR 0.00 0.00 4,597,950.00 0.055 0.056 0.00 1,925.00 0.00 1,925.00 912796N47 40455 003 USTR 20,000,000.00 0.00 6,203,124.90 0.080 0.081 0.00 3,777.77 0.00 3,777.77 912796U72 40456 003 USTR 10,000,000.00 0.00 3,101,000.09 0.118 0.120 0.00 2,786.11 0.00 2,786.11 912828XG0 40457 003 USTR 15,000,000.00 0.00 4,696,363.91 2.125 0.210 74,844.61 -67,449.78 0.00 7,394.83 912828XR6 40458 003 USTR 20,000,000.00 0.00 6,244,368.73 1.750 0.132 81,730.77 -75,565.73 0.00 6,165.04 037833CG3 40459 003 AAPL 10,000,000.00 0.00 3,190,467.15 3.000 1.025 70,000.00 -45,462.77 0.00 24,537.23 459056LD7 40460 003 IBRD 2,000,000.00 0.00 658,336.82 7.625 0.464 35,583.33 -33,291.10 0.00 2,292.23 3130AQG49 40461 003 FHLB 2,485,000.00 0.00 658,493.53 1.000 1.219 5,039.03 987.65 0.00 6,026.68 037833DE7 40462 003 AAPL 15,266,000.00 0.00 4,423,215.97 2.400 0.616 79,383.20 -58,925.49 0.00 20,457.71 037833DF4 40463 003 AAPL 15,114,000.00 0.00 4,418,618.72 2.750 1.369 88,899.71 -43,487.98 0.00 45,411.73 037833BU3 40464 003 AAPL 3,052,000.00 0.00 830,874.59 2.850 0.854 17,638.01 -12,313.00 0.00 5,325.01 3133EMYL0 40465 003 FFCB 10,000,000.00 0.00 2,809,033.91 0.040 0.181 855.55 2,951.90 0.00 3,807.45 3130AJY52 40466 003 FHLB 10,000,000.00 0.00 2,807,058.07 0.125 0.324 2,673.61 4,163.89 0.00 6,837.50 3130AQCN1 40467 003 FHLB 5,000,000.00 0.00 1,328,453.47 0.625 0.626 5,312.50 930.26 0.00 6,242.76 3133ENLB4 40468 003 FFCB 20,000,000.00 0.00 5,325,270.07 0.460 0.528 18,655.56 2,433.33 0.00 21,088.89 3134GXJH8 40469 003 FHLMC 4,225,000.00 0.00 1,112,648.82 0.220 0.923 1,884.82 5,825.24 0.00 7,710.06 3130ALHH0 40470 003 FHLB 25,000,000.00 0.00 6,521,977.19 0.960 1.516 48,666.66 25,540.18 0.00 74,206.84 037833CG3 40471 003 AAPL 11,966,000.00 0.00 3,258,993.38 3.000 1.200 71,796.00 -42,448.90 0.00 29,347.10 3130AQQQ9 40472 003 FHLB 20,000,000.00 0.00 4,598,540.15 0.750 0.760 26,250.00 0.00 0.00 26,250.00 3130AQN584 40473 003 FHLB 14,000,000.00 0.00 3,265,985.40 0.700 0.753 17,422.22 1,037.04 0.00 18,459.26 912796J42 40474 003 USTR 20,000,000.00 0.00 4,739,786.95 0.255 0.259 0.00 9,208.33 0.00 9,208.33 3130AQMQ3 40475 003 FHLB 7,200,000.00 0.00 1,652,991.24 0.750 0.802 9,450.00 504.00 0.00 9,954.00 9128286Y1 40476 003 USTR 20,000,000.00 0.00 4,771,584.17 1.750 0.266 62,500.00 -52,957.59 0.00 9,542.41 3130AQQQ9 40477 003 FHLB 20,000,000.00 0.00 4,598,540.15 0.750 0.760 26,250.00 0.00 0.00 26,250.00 3130AQMU4 40478 003 FHLB 12,500,000.00 0.00 2,873,139.14 0.625 0.646 13,671.88 262.50 0.00 13,934.38 3130ENMH0 40479 003 FFCB 10,350,000.00 0.00 2,417,276.50 1.600 1.625 29,440.00 46.00 0.00 29,486.00 3133ENAL4 40480 003 FFCB 4,150,000.00 0.00 973,436.19 0.290 0.970 2,172.98 4,916.37 0.00 7,089.35 912796R43 40481 003 USTR 80,000,000.00 0.00 18,956,958.47 0.271 0.275 0.00 39,144.44 0.00 39,144.44 037833BU3 40482 003 AAPL 2,336,000.00 0.00 398,195.07 2.850 1.380 8,691.87 -4,567.23 0.00 4,124.64 3134GBDS8 40483 003 FHLMC 0.00 0.00 168,366.84 2.500 0.358 3,333.33 -2,880.72 0.00 452.61 3130ABCF1 40484 003 FHLB 1,000,000.00 0.00 179,845.20 2.500 0.515 3,472.22 -2,776.97 0.00 695.25 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
037833CG3 40485 003 AAPL 12,318,000.00 0.00 2,117,513.65 3.000 1.815 48,245.50 -19,392.67 0.00 28,852.83 3133ENPB0 40486 003 FFCB 15,150,000.00 0.00 2,431,022.08 2.180 2.278 41,283.75 284.06 0.00 41,567.81 037833CU2 40487 003 AAPL 7,300,000.00 0.00 871,319.47 2.850 1.893 19,071.25 -6,686.27 0.00 12,384.98 037833CQ1 40488 003 AAPL 3,000,000.00 0.00 351,183.07 2.300 1.198 6,325.00 -3,166.64 0.00 3,158.36 313380GJ0 40489 003 FHLB 10,000,000.00 0.00 1,286,078.83 2.000 0.761 20,000.00 -12,648.25 0.00 7,351.75 3134GW6E1 40490 003 FHLMC 20,000,000.00 0.00 1,211,094.89 0.320 1.752 2,844.45 13,083.48 0.00 15,927.93 3134GVJ66 40491 003 FHLMC 4,510,000.00 0.00 263,239.15 0.250 0.426 469.79 371.25 0.00 841.04 89233HDM3 40492 003 TMCC 20,000,000.00 0.00 1,240,199.98 0.530 0.538 0.00 5,005.55 0.00 5,005.55 89233HF90 40493 003 TMCC 20,000,000.00 0.00 1,238,415.53 0.830 0.843 0.00 7,838.89 0.00 7,838.89 89233HF25 40494 003 TMCC 10,000,000.00 0.00 619,362.36 0.790 0.802 0.00 3,730.56 0.00 3,730.56 3130ARAY7 40495 003 FHLB 1,000,000.00 0.00 28,978.10 1.375 1.453 267.36 48.61 0.00 315.97 3130ARBY6 40496 003 FHLB 4,600,000.00 0.00 67,012.26 1.500 1.196 575.00 26.83 0.00 601.83 3130AR7C9 40497 003 FHLB 1,565,000.00 0.00 22,540.57 1.850 1.802 241.27 63.61 0.00 304.88 3133ENQC7 40498 003 FFCB 150,000.00 0.00 5,419.71 1.940 2.165 72.75 15.32 0.00 88.07 3130AQT78 40499 003 FHLB 2,360,000.00 0.00 84,486.28 1.750 2.234 1,032.50 384.17 0.00 1,416.67 3136G46V0 40500 003 FNMA 1,500,000.00 0.00 52,916.06 0.310 2.002 116.25 679.07 0.00 795.32 3133ENAL4 40501 003 FFCB 1,170,000.00 0.00 41,574.28 0.290 1.861 84.83 496.04 0.00 580.87 3130AMR53 40502 003 FHLB 20,000,000.00 0.00 695,985.40 0.620 2.233 3,100.00 8,567.04 0.00 11,667.04 3136G4H55 40503 003 FNMA 2,350,000.00 0.00 80,393.84 0.550 2.345 323.13 1,092.23 0.00 1,415.36 3136G4R62 40504 003 FNMA 1,715,000.00 0.00 58,752.77 0.625 2.344 267.97 765.83 0.00 1,033.80 3134GW5R3 40505 003 FHLMC 2,000,000.00 0.00 68,374.45 0.650 2.347 325.00 879.43 0.00 1,204.43 3134GWUG9 40506 003 FHLMC 1,500,000.00 0.00 51,219.35 0.570 2.347 213.75 688.83 0.00 902.58 3134GWVN3 40507 003 FHLMC 17,490,000.00 0.00 597,672.08 0.600 2.347 2,623.50 7,905.41 0.00 10,528.91 3130ANWN6 40508 003 FHLB 825,000.00 0.00 28,416.88 0.700 2.338 144.37 354.33 0.00 498.70 3134GW6E1 40509 003 FHLMC 18,300,000.00 0.00 129,473.17 0.320 1.179 162.66 982.83 0.00 1,145.49 3133EL5J9 40510 003 FFCB 13,965,000.00 0.00 99,317.65 0.300 1.097 116.37 701.53 0.00 817.90 3134GXMZ4 40511 003 FHLMC 1,033,000.00 0.00 7,445.89 1.800 1.246 51.65 17.98 0.00 69.63 3130APWH4 40512 003 FHLB 2,000,000.00 0.00 14,248.03 0.750 1.148 41.67 81.11 0.00 122.78 3133ENGW4 40513 003 FFCB 1,859,000.00 0.00 13,198.09 0.660 1.181 34.08 82.97 0.00 117.05 3133EMYW6 40514 003 FFCB 1,347,000.00 0.00 9,518.67 0.230 1.151 8.61 73.66 0.00 82.27 Subtotal 2,300,256,782.89 2,263,401,399.78 2,136,697,773.20 0.893 18,028,940.85 -3,694,390.25 -14,310.61 14,320,239.99 Fund: CSJ/CSC JP
9128286Y1 40371 152 USTR 901,000.00 915,993.20 915,993.20 1.750 0.074 11,829.41 -11,317.18 0.00 512.23 Subtotal 901,000.00 915,993.20 915,993.20 0.074 11,829.41 -11,317.18 0.00 512.23 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - March 31, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: SJCE
VP4560000 40162 501 WELLS 20,143,782.82 20,142,180.58 20,143,047.03 0.010 0.016 2,470.65 0.00 0.00 2,470.65 Subtotal 20,143,782.82 20,142,180.58 20,143,047.03 0.016 2,470.65 0.00 0.00 2,470.65 Total 2,321,301,565.71 2,284,459,573.56 2,157,756,813.43 0.884 18,043,240.91 -3,705,707.43 -14,310.61 14,323,222.87 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION C

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

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

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

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

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

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

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

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

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

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

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Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP6000104 36512 WELLS 28,362,387.97 0.025 06/30/2021 0.025 0.025 07/01 - Monthly 28,362,387.97 28,362,387.97 VP6000104 37053 WELLS 0.00 1.582 07/01/2021 1.582 1.582 08/01 - Monthly 0.00 0.00 VP4560000 40162 WELLS 20,143,782.82 0.010 06/30/2021 0.010 0.010 07/01 - Monthly 20,143,782.82 20,143,782.82 Money Markets Totals 48,506,170.79 0.019 0.019 0.00 48,506,170.79 48,506,170.79 State Pool
CITY 32936 STPOOL 42,000,000.00 0.330 06/30/2021 0.330 0.330 07/01 - Quarterly 42,000,000.00 42,000,000.00 CSJFA 37042 STPOOL 38,000,000.00 0.330 06/30/2021 0.330 0.330 07/01 - Quarterly 38,000,000.00 38,000,000.00 SYS37370 37370 STPOOL 0.00 2.390 2.390 2.390 01/01 - Quarterly 0.00 0.00 COVID RELIEF 40363 STPOOL 75,000,000.00 0.330 06/30/2021 0.330 0.330 07/01 - Quarterly 75,000,000.00 75,000,000.00 State Pool Totals 155,000,000.00 0.330 0.330 0.00 155,000,000.00 155,000,000.00 Corp Medium Term Notes
037833DL1 40164 AAPL 1,000,000.00 1.700 09/11/2022 09/11/2019 1.706 1.706 03/11 - 09/11 999,830.00 999,974.81 037833DL1 40166 AAPL 5,000,000.00 1.700 09/11/2022 09/11/2019 1.757 1.757 03/11 - 09/11 4,991,750.00 4,998,777.78 037833DV9 40263 AAPL 6,795,000.00 0.750 05/11/2023 05/11/2020 0.759 0.759 11/11 - 05/11 6,793,097.40 6,794,295.33 037833CQ1 40439 AAPL 8,800,000.00 2.300 05/11/2022 12/16/2021 0.572 0.572 05/11 - Final Pmt. 19,677.78 8,861,072.00 8,816,847.45 037833CQ1 40441 AAPL 1,435,000.00 2.300 05/11/2022 12/17/2021 0.605 0.605 05/11 - Final Pmt. 3,300.50 1,444,700.60 1,437,694.61 037833CG3 40459 AAPL 10,000,000.00 3.000 02/09/2024 01/07/2022 0.861 0.861 02/09 - 08/09 Received 10,407,000.00 10,361,537.23 037833DE7 40462 AAPL 15,266,000.00 2.400 01/13/2023 01/13/2022 0.451 0.451 07/13 - 01/13 15,537,963.79 15,479,038.30 037833DF4 40463 AAPL 15,114,000.00 2.750 01/13/2025 01/14/2022 1.295 1.295 07/13 - 01/13 1,154.54 15,723,396.48 15,679,908.50 037833BU3 40464 AAPL 3,052,000.00 2.850 02/23/2023 01/18/2022 0.847 0.847 02/23 - 08/23 Received 3,118,625.16 3,106,312.16 037833CG3 40471 AAPL 11,966,000.00 3.000 02/09/2024 01/19/2022 1.046 1.046 02/09 - 08/09 Received 12,402,280.36 12,359,831.46 037833BU3 40482 AAPL 2,336,000.00 2.850 02/23/2023 02/14/2022 1.050 1.050 02/23 - 08/23 Received 2,371,857.60 2,367,290.37 037833CG3 40485 AAPL 12,318,000.00 3.000 02/09/2024 02/14/2022 1.659 1.659 08/09 - 02/09 5,132.50 12,613,016.10 12,593,623.43 037833CU2 40487 AAPL 7,300,000.00 2.850 05/11/2024 02/28/2022 1.745 1.745 05/11 - 11/11 61,837.08 7,460,673.00 7,453,986.73 037833CQ1 40488 AAPL 3,000,000.00 2.300 05/11/2022 02/28/2022 0.342 0.342 05/11 - Final Pmt. 20,508.33 3,007,005.00 3,003,838.36 06406RAE7 40242 BK 10,444,000.00 2.950 01/29/2023 04/13/2020 1.823 1.823 07/29 - 01/29 Received 10,763,199.97 10,538,554.27 06406RAJ6 40320 BK 3,868,000.00 3.450 08/11/2023 11/03/2020 0.394 0.394 02/11 - 08/11 Received 4,193,530.88 4,027,829.79 14913R2B2 40367 CAT 5,000,000.00 0.950 05/13/2022 05/28/2021 0.122 0.122 11/13 - 05/13 Received 5,039,650.00 5,004,826.96 254687FJ0 40237 DIS 1,412,000.00 1.650 09/01/2022 03/17/2020 1.843 1.843 09/01 - 03/01 Received 1,405,490.68 1,410,895.48 24422EUT4 40097 JD 14,000,000.00 2.950 04/01/2022 04/26/2019 2.618 2.618 10/01 - 04/01 Received 14,129,780.00 14,000,000.00 24422EVG1 40279 JD 7,500,000.00 0.550 07/05/2022 06/08/2020 0.492 0.492 01/05 - 07/05 Received 7,508,925.00 7,501,123.09 46625HJE1 40213 JPM 2,050,000.00 3.250 09/23/2022 01/22/2020 1.942 1.942 03/23 - 09/23 Received 2,119,372.00 2,062,416.22 46625HJH4 40223 JPM 10,000,000.00 3.200 01/25/2023 01/31/2020 1.799 1.799 07/25 - 01/25 Received 10,405,200.00 10,110,920.67 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
46625HRL6 40303 JPM 5,000,000.00 2.700 05/18/2023 08/20/2020 0.607 0.607 11/18 - 05/18 Received 5,284,400.00 5,117,156.68 46625HJH4 40308 JPM 2,433,000.00 3.200 01/25/2023 09/25/2020 0.456 0.456 01/25 - 07/25 Received 2,587,738.80 2,487,158.58 46625HJT8 40348 JPM 15,000,000.00 3.875 02/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 15,933,927.50 594918BH6 40431 MSFT 5,580,000.00 2.650 11/03/2022 12/06/2021 0.724 0.724 05/03 - 11/03 13,554.75 5,677,092.00 5,642,946.50 594918AW4 40432 MSFT 1,851,000.00 3.625 12/15/2023 12/08/2021 0.982 0.982 12/15 - 06/15 Received 1,948,566.21 1,933,401.17 594918BX1 40442 MSFT 1,025,000.00 2.875 02/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 Received 1,067,732.25 1,062,097.84 594918BQ6 40443 MSFT 2,876,000.00 2.000 08/08/2023 12/20/2021 0.692 0.692 02/08 - 08/08 Received 2,936,971.20 2,926,498.26 69371RP83 40111 PCAR 7,000,000.00 2.650 05/10/2022 05/23/2019 2.546 2.546 11/10 - 05/10 Received 7,020,650.00 7,000,754.78 69371RQ33 40238 PCAR 1,000,000.00 2.000 09/26/2022 03/30/2020 2.552 2.552 09/26 - 03/26 Received 986,760.00 997,414.06 69371RN77 40267 PCAR 2,897,000.00 2.300 08/10/2022 05/13/2020 1.147 1.147 08/10 - 02/10 Received 2,970,699.68 2,908,780.99 69371RQ82 40275 PCAR 2,000,000.00 0.800 06/08/2023 06/08/2020 0.847 0.847 12/08 - 06/08 1,997,220.00 1,998,900.87 69371RR24 40349 PCAR 7,000,000.00 0.350 02/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,995,030.26 742718EU9 40438 PG 10,026,000.00 2.150 08/11/2022 12/16/2021 0.204 0.204 02/11 - 08/11 Received 10,153,229.94 10,096,382.52 89236THD0 40447 TMCC 5,860,000.00 0.450 07/22/2022 12/20/2021 0.346 0.346 01/22 - 07/22 Received 5,863,574.60 5,861,871.61 89236TEL5 40448 TMCC 15,003,000.00 2.700 01/11/2023 12/20/2021 0.613 0.613 01/11 - 07/11 Received 15,332,765.94 15,245,347.67 90331HPC1 40112 USB 10,000,000.00 2.650 05/23/2022 05/23/2019 2.687 2.687 11/23 - 05/23 9,989,400.00 9,999,489.63 931142DH3 40274 WMT 26,018,000.00 2.550 04/11/2023 06/01/2020 0.668 0.668 10/11 - 04/11 Received 27,403,406.46 26,515,670.28 931142DU4 40434 WMT 5,000,000.00 2.350 12/15/2022 12/08/2021 0.483 0.483 12/15 - 06/15 Received 5,094,800.00 5,065,610.90 931142DU4 40444 WMT 10,000,000.00 2.350 12/15/2022 12/20/2021 0.475 0.475 06/15 - 12/15 3,263.89 10,184,200.00 10,131,793.80 Corp Medium Term Notes Totals 293,225,000.00 1.044 1.044 128,429.37 301,316,748.10 298,029,756.90 Negotiable CDs
06367CKK2 40391 BMO 25,000,000.00 0.160 07/01/2022 08/30/2021 0.160 0.162 07/01 - At Maturity 25,000,000.00 25,000,000.00 06367CL39 40392 BMO 25,000,000.00 0.160 07/01/2022 09/08/2021 0.160 0.162 07/01 - At Maturity 25,000,000.00 25,000,000.00 06417MQL2 40380 BNSHOU 13,910,000.00 0.200 06/23/2022 06/30/2021 0.198 0.200 06/23 - At Maturity 540.94 13,910,344.08 13,910,079.77 78012UP82 40382 RY 25,000,000.00 0.190 06/30/2022 07/01/2021 0.190 0.193 06/30 - At Maturity 25,000,000.00 25,000,000.00 89114WF75 40390 TD 30,000,000.00 0.160 05/20/2022 08/31/2021 0.160 0.162 05/20 - At Maturity 30,000,000.00 30,000,000.00 Negotiable CDs Totals 118,910,000.00 0.171 0.173 540.94 118,910,344.08 118,910,079.77 Commercial Paper Discounts
89233HDM3 40492 TMCC 20,000,000.00 0.530 04/21/2022 03/15/2022 0.530 0.538 04/21 - At Maturity 19,989,105.56 19,994,111.11 89233HF90 40493 TMCC 20,000,000.00 0.830 06/09/2022 03/15/2022 0.832 0.843 06/09 - At Maturity 19,960,344.44 19,968,183.33 89233HF25 40494 TMCC 10,000,000.00 0.790 06/02/2022 03/15/2022 0.791 0.802 06/02 - At Maturity 9,982,663.89 9,986,394.45 Commercial Paper Discounts Totals 50,000,000.00 0.703 0.713 0.00 49,932,113.89 49,948,688.89 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.500 07/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,917.20 31422B6K1 40334 FAMC 10,000,000.00 0.480 01/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,993,937.78 31422B6K1 40337 FAMC 10,000,000.00 0.480 01/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,993,642.24 3133EJD48 40013 FFCB 25,000,000.00 3.050 10/02/2023 10/17/2018 3.124 3.124 04/02 - 10/02 Received 24,915,000.00 24,974,238.10 3133EJ5W5 40049 FFCB 20,000,000.00 2.650 10/23/2023 01/23/2019 2.672 2.672 04/23 - 10/23 19,980,880.00 19,993,716.12 3133ELG81 40283 FFCB 10,000,000.00 0.300 06/08/2023 06/12/2020 0.303 0.303 12/08 - 06/08 Received 9,999,100.00 9,999,642.84 3133ENBT6 40412 FFCB 1,825,000.00 0.180 01/25/2023 11/23/2021 0.316 0.316 01/25 - 07/25 Received 1,822,098.25 1,822,978.40 3133EMGX4 40433 FFCB 20,000,000.00 0.125 11/23/2022 12/07/2021 0.324 0.324 05/23 - 11/23 972.22 19,961,764.00 19,974,361.99 3133ELYR9 40436 FFCB 5,850,000.00 0.250 05/06/2022 12/15/2021 0.111 0.111 05/06 - Final Pmt. 1,584.38 5,853,182.40 5,850,789.96 3133ENAL4 40480 FFCB 4,150,000.00 0.290 10/12/2023 01/26/2022 0.953 0.953 04/12 - 10/12 3,476.78 4,103,407.95 4,108,324.32 3133ENAL4 40501 FFCB 1,170,000.00 0.290 10/12/2023 03/22/2022 2.021 2.021 04/12 - 10/12 1,508.00 1,139,135.40 1,139,631.44 3130ACZS6 37589 FHLB 10,000,000.00 2.100 07/01/2022 12/20/2017 2.141 2.141 07/01 - 01/01 9,982,270.00 9,999,021.64 3130AGWK7 40157 FHLB 3,000,000.00 1.500 08/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,996,653.31 3130AJS26 40291 FHLB 25,000,000.00 0.220 07/15/2022 06/24/2020 0.220 0.220 07/15 - 01/15 25,000,000.00 25,000,000.00 3130ADRG9 40411 FHLB 1,050,000.00 2.750 03/10/2023 11/23/2021 0.416 0.416 03/10 - 09/10 Received 1,081,675.88 1,072,993.84 3130AKDH6 40440 FHLB 5,300,000.00 0.125 10/21/2022 12/15/2021 0.250 0.250 04/21 - 10/21 993.75 5,294,382.00 5,296,328.10 3130AQJL8 40451 FHLB 10,000,000.00 0.120 05/20/2022 01/06/2022 0.130 0.130 05/20 - Final Pmt. 33.33 9,999,627.90 9,999,863.93 3130AJY52 40466 FHLB 10,000,000.00 0.125 08/12/2022 01/14/2022 0.320 0.320 02/12 - 08/12 Received 9,988,752.10 9,992,915.99 313380GJ0 40489 FHLB 10,000,000.00 2.000 09/09/2022 02/25/2022 0.730 0.730 03/09 - 09/09 Received 10,068,160.00 10,055,511.75 3137EAEX3 40309 FHLMC 5,000,000.00 0.375 09/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,989,520.24 3137EAEY1 40316 FHLMC 4,000,000.00 0.125 10/16/2023 10/16/2020 0.250 0.250 04/16 - 10/16 3,985,080.00 3,992,332.78 3134GVJ66 40491 FHLMC 4,510,000.00 0.250 06/08/2022 03/16/2022 0.447 0.447 06/08 - Final Pmt. 3,069.31 4,507,970.50 4,508,341.75 3135G0V75 40142 FNMA 10,000,000.00 1.750 07/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,982,866.83 3135G0W66 40183 FNMA 10,000,000.00 1.625 10/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,991,334.08 3135G04Q3 40271 FNMA 10,000,000.00 0.250 05/22/2023 05/22/2020 0.351 0.351 11/22 - 05/22 9,969,900.00 9,988,545.28 3135G04Z3 40288 FNMA 10,000,000.00 0.500 06/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,986,691.21 3135G05X7 40329 FNMA 10,000,000.00 0.375 08/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,981,961.34 3135G06G3 40333 FNMA 10,000,000.00 0.500 11/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,029,545.23 3135G0T94 40414 FNMA 2,700,000.00 2.375 01/19/2023 11/23/2021 0.322 0.322 01/19 - 07/19 Received 2,763,871.20 2,744,218.52 3135G04Q3 40415 FNMA 2,963,000.00 0.250 05/22/2023 11/23/2021 0.486 0.486 05/22 - 11/22 20.58 2,952,599.87 2,955,069.66 3135G05U3 40420 FNMA 7,000,000.00 0.350 08/18/2023 11/30/2021 0.496 0.496 02/18 - 08/18 Received 6,982,570.00 6,985,982.67 Federal Agency Coupon Securities Totals 271,018,000.00 0.989 0.989 11,658.35 270,752,202.45 270,900,878.54 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.125 02/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,111,968.86 9128286Y1 40371 USTR 901,000.00 1.750 06/15/2022 06/17/2021 0.076 0.076 12/15 - 06/15 Received 915,993.20 904,097.77 91282CAG6 40426 USTR 20,000,000.00 0.125 08/31/2022 12/02/2021 0.170 0.170 02/28 - 08/31 Received 19,993,276.00 19,996,242.47 912828XG0 40457 USTR 15,000,000.00 2.125 06/30/2022 01/06/2022 0.208 0.208 06/30 - Final Pmt. 5,283.15 15,138,867.19 15,071,417.41 912828XR6 40458 USTR 20,000,000.00 1.750 05/31/2022 01/06/2022 0.131 0.131 05/31 - Final Pmt. 35,576.92 20,128,906.25 20,053,340.52 9128286Y1 40476 USTR 20,000,000.00 1.750 06/15/2022 01/26/2022 0.265 0.265 06/15 - Final Pmt. 40,384.62 20,114,062.50 20,061,104.91 Treasury Coupon Securities Totals 90,901,000.00 0.444 0.444 81,244.69 91,536,027.02 91,198,171.94 Treasury Discounts
912796N47 40455 USTR 20,000,000.00 0.080 04/07/2022 01/06/2022 0.081 0.082 04/07 - At Maturity 19,995,955.56 19,999,733.33 912796U72 40456 USTR 10,000,000.00 0.118 05/03/2022 01/06/2022 0.120 0.121 05/03 - At Maturity 9,996,165.00 9,998,951.11 912796J42 40474 USTR 20,000,000.00 0.255 06/16/2022 01/26/2022 0.259 0.262 06/16 - At Maturity 19,980,025.00 19,989,233.33 912796R43 40481 USTR 80,000,000.00 0.271 06/23/2022 01/26/2022 0.275 0.279 06/23 - At Maturity 79,910,871.11 79,950,015.55 Treasury Discounts Totals 130,000,000.00 0.231 0.234 0.00 129,883,016.67 129,937,933.32 Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.000 04/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 3133ELJ47 40282 FFCB 10,000,000.00 0.580 06/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 3133EMLR1 40330 FFCB 10,000,000.00 0.500 12/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.800 03/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.010 12/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,012,368.43 3133EMZP0 40424 FFCB 1,250,000.00 0.140 05/18/2023 12/01/2021 0.390 0.390 05/18 - 11/18 63.19 1,245,450.00 1,246,486.05 3133ENAQ3 40437 FFCB 20,350,000.00 0.070 10/13/2022 12/15/2021 0.243 0.243 04/13 - 10/13 2,453.31 20,320,899.50 20,331,250.68 3133ENGW4 40445 FFCB 6,435,000.00 0.660 12/13/2023 12/17/2021 0.680 0.680 06/13 - 12/13 471.90 6,432,426.00 6,432,799.88 3133EMYL0 40465 FFCB 10,000,000.00 0.040 05/04/2022 01/14/2022 0.178 0.178 05/04 - Final Pmt. 777.78 9,995,783.00 9,998,734.90 3133ENLB4 40468 FFCB 20,000,000.00 0.460 01/18/2023 01/18/2022 0.520 0.520 07/18 - 01/18 19,988,000.00 19,990,433.33 3130ENMH0 40479 FFCB 10,350,000.00 1.600 01/27/2026 01/27/2022 1.603 1.603 07/27 - 01/27 10,348,965.00 10,349,011.00 3133ENPB0 40486 FFCB 15,150,000.00 2.180 02/16/2027 02/16/2022 2.196 2.196 08/16 - 02/16 15,138,637.50 15,138,921.56 3133ENQC7 40498 FFCB 150,000.00 1.940 09/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 153.58 148,500.00 148,515.32 3133EL5J9 40510 FFCB 13,965,000.00 0.300 09/01/2023 03/30/2022 2.146 2.146 09/01 - 03/01 3,374.88 13,606,518.45 13,607,219.98 3133ENGW4 40513 FFCB 1,859,000.00 0.660 12/13/2023 03/30/2022 2.308 2.308 06/13 - 12/13 3,646.74 1,808,137.76 1,808,220.73 3133EMYW6 40514 FFCB 1,347,000.00 0.230 11/13/2023 03/30/2022 2.246 2.246 05/13 - 11/13 1,179.00 1,304,057.64 1,304,131.30 3130AKPW0 40340 FHLB 10,000,000.00 0.500 01/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.500 02/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.500 02/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,995,320.00 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130APRF4 40409 FHLB 20,000,000.00 1.000 11/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 1,111.11 19,991,000.00 19,992,118.74 3130APWP6 40410 FHLB 8,300,000.00 0.600 11/24/2023 11/24/2021 0.645 0.645 05/24 - 11/24 8,292,530.00 8,293,847.63 3130APZU2 40417 FHLB 1,900,000.00 0.875 05/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.850 11/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 920.83 4,867,687.50 4,868,512.88 3130APKF1 40421 FHLB 2,725,000.00 0.750 11/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 1,248.96 2,711,375.00 2,712,933.25 3130APMH5 40422 FHLB 3,150,000.00 0.625 05/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 765.63 3,145,212.00 3,145,860.49 3130APQU2 40435 FHLB 14,370,000.00 0.650 11/22/2023 12/15/2021 0.728 0.728 05/22 - 11/22 5,967.54 14,348,445.00 14,351,723.09 3130APS48 40446 FHLB 13,240,000.00 1.050 11/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 11,198.83 13,241,098.92 13,240,990.18 3130AQG49 40461 FHLB 2,485,000.00 1.000 10/18/2024 01/18/2022 1.200 1.200 07/18 - 01/18 2,471,605.85 2,472,593.50 3130AQCN1 40467 FHLB 5,000,000.00 0.625 01/17/2025 01/18/2022 0.705 0.705 03/17 - Quarterly Received 4,986,250.00 4,987,180.26 3130ALHH0 40470 FHLB 25,000,000.00 0.960 03/05/2026 01/18/2022 1.481 1.481 03/05 - 09/05 Received 24,479,750.00 24,505,290.18 3130AQQQ9 40472 FHLB 20,000,000.00 0.750 01/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQN584 40473 FHLB 14,000,000.00 0.700 01/27/2025 01/27/2022 1.438 1.438 07/27 - 01/27 13,982,500.00 13,983,537.04 3130AQMQ3 40475 FHLB 7,200,000.00 0.750 10/28/2025 01/28/2022 1.076 1.076 04/28 - Quarterly 7,189,200.00 7,189,704.00 3130AQQQ9 40477 FHLB 20,000,000.00 0.750 01/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 0.625 10/28/2024 01/28/2022 0.754 0.754 04/28 - Quarterly 12,495,875.00 12,496,137.50 3130ABCF1 40484 FHLB 1,000,000.00 2.500 05/23/2022 02/11/2022 0.495 0.495 05/23 - Final Pmt. 5,416.67 1,005,665.01 1,002,888.04 3130ARAY7 40495 FHLB 1,000,000.00 1.375 03/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 992,548.61 3130ARBY6 40496 FHLB 4,600,000.00 1.500 03/28/2025 03/28/2022 1.713 1.713 09/28 - 03/28 4,590,340.00 4,590,366.83 3130AR7C9 40497 FHLB 1,565,000.00 1.850 12/27/2024 03/28/2022 2.357 2.357 06/27 - 12/27 1,544,029.00 1,544,092.61 3130AQT78 40499 FHLB 2,360,000.00 1.750 02/28/2025 03/22/2022 2.428 2.428 08/28 - 02/28 2,753.33 2,314,924.00 2,315,308.17 3130AMR53 40502 FHLB 20,000,000.00 0.620 12/09/2024 03/22/2022 2.400 2.400 06/09 - 12/09 35,477.78 19,070,000.00 19,078,567.04 3130ANWN6 40508 FHLB 825,000.00 0.700 06/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 778,976.96 3130APWH4 40512 FHLB 2,000,000.00 0.750 11/22/2023 03/30/2022 2.245 2.245 05/23 - 11/23 5,250.00 1,951,980.00 1,952,061.11 3134GVQX9 40261 FHLMC 10,000,000.00 0.700 05/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,993,811.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.700 04/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.750 06/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3134GXJH8 40469 FHLMC 4,225,000.00 0.220 09/29/2023 01/18/2022 0.907 0.907 06/29 - 12/29 490.57 4,176,243.50 4,182,068.74 3134GW6E1 40490 FHLMC 20,000,000.00 0.320 11/02/2023 03/15/2022 1.820 1.820 05/02 - 11/02 23,644.44 19,520,000.00 19,533,083.48 3134GW5R3 40505 FHLMC 2,000,000.00 0.650 10/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 5,236.11 1,873,460.00 1,874,339.43 3134GWUG9 40506 FHLMC 1,500,000.00 0.570 09/24/2025 03/22/2022 2.500 2.500 03/24 - 09/24 Received 1,403,410.20 1,404,099.03 3134GWVN3 40507 FHLMC 17,490,000.00 0.600 09/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 16,376,215.10 16,384,120.51 3134GW6E1 40509 FHLMC 18,300,000.00 0.320 11/02/2023 03/30/2022 2.300 2.300 05/02 - 11/02 24,074.67 17,737,824.00 17,738,806.83 3134GXMZ4 40511 FHLMC 1,033,000.00 1.800 03/28/2024 03/30/2022 2.446 2.446 09/28 - 03/28 103.30 1,020,087.50 1,020,105.48 3136G4WU3 40281 FNMA 30,000,000.00 0.850 06/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3135G06R9 40331 FNMA 15,000,000.00 0.550 01/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 3136G46V0 40500 FNMA 1,500,000.00 0.310 01/26/2024 03/22/2022 2.167 2.167 07/26 - 01/26 723.33 1,449,900.00 1,450,579.07 3136G4H55 40503 FNMA 2,350,000.00 0.550 08/05/2025 03/22/2022 2.500 2.500 08/05 - 02/05 1,687.43 2,202,791.30 2,203,883.53 3136G4R62 40504 FNMA 1,715,000.00 0.625 08/28/2025 03/22/2022 2.500 2.500 08/28 - 02/28 714.58 1,609,825.91 1,610,591.74 Federal Agency Callables Totals 564,064,000.00 1.121 1.121 138,905.49 559,055,622.27 559,154,140.22 Supranational
4581X0CZ9 37634 IADB 20,000,000.00 1.750 09/14/2022 06/22/2018 2.902 2.902 09/14 - 03/14 Received 19,089,200.00 19,902,457.03 45818WCS3 40201 IADB 11,000,000.00 1.700 11/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,002,139.81 45818WCW4 40321 IADB 10,000,000.00 0.340 10/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,996,979.21 45818WCZ7 40357 IADB 10,000,000.00 0.650 02/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 459058GQ0 40079 IBRD 5,000,000.00 2.500 03/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,996,794.33 459058GX5 40126 IBRD 10,000,000.00 1.875 06/19/2023 06/19/2019 1.902 1.902 12/19 - 06/19 9,989,600.00 9,996,836.67 459058JB0 40246 IBRD 3,000,000.00 0.625 04/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,992,898.55 459058GU1 40269 IBRD 16,000,000.00 2.125 07/01/2022 05/21/2020 0.322 0.322 07/01 - 01/01 Received 16,606,400.00 16,071,810.53 459058GU1 40287 IBRD 7,500,000.00 2.125 07/01/2022 06/18/2020 0.291 0.291 07/01 - 01/01 Received 7,779,030.00 7,534,260.16 459058JA2 40335 IBRD 20,000,000.00 0.750 03/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,203,604.80 459058JL8 40336 IBRD 10,000,000.00 0.500 10/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,997,287.39 459058JL8 40338 IBRD 10,000,000.00 0.500 10/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,995,059.17 459058DX8 40339 IBRD 4,765,000.00 2.500 11/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 5,034,282.95 459058JE4 40341 IBRD 10,000,000.00 0.375 07/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,951,666.09 459056HV2 40344 IBRD 10,000,000.00 1.500 08/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,285,788.89 45905U5Y6 40354 IBRD 5,000,000.00 0.600 02/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.600 02/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.750 03/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,040,366.92 459056LD7 40460 IBRD 2,000,000.00 7.625 01/19/2023 01/07/2022 0.465 0.465 01/19 - 07/19 Received 2,147,432.00 2,114,140.90 45950VPG5 40332 IFC 8,550,000.00 0.425 11/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,573,472.49 45950VPL4 40347 IFC 10,000,000.00 0.450 02/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,978,394.22 45950KCS7 40408 IFC 24,721,000.00 0.500 03/20/2023 11/17/2021 0.356 0.356 03/20 - 09/20 Received 24,768,711.53 24,755,474.79 45950VLH7 40419 IFC 3,173,000.00 2.000 10/24/2022 11/30/2021 0.253 0.253 04/24 - 10/24 6,346.00 3,222,800.24 3,204,202.00 Supranational Totals 225,709,000.00 0.823 0.823 6,346.00 226,991,122.74 226,627,916.90

MBS ZERO PSA
3137AWQH1 40115 FHLMC 8,595,000.00 2.307 08/01/2022 06/06/2019 2.089 2.089 07/01 - Received 8,640,996.68 8,599,863.09 3137AWQH1 40121 FHLMC 6,215,000.00 2.307 08/01/2022 06/11/2019 2.088 2.088 07/01 - Received 6,248,250.25 6,218,531.00 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase

MBS ZERO PSA
3137B4WB8 40148 FHLMC 4,250,000.00 3.060 07/01/2023 08/01/2019 2.119 2.119 09/01 - 4,390,781.25 4,294,930.19 3137B36J2 40167 FHLMC 4,822,074.70 3.320 02/01/2023 09/16/2019 1.948 1.948 10/01 - Received 5,027,012.87 4,872,676.72 3138L9HU9 40151 FNMA 2,750,000.00 2.360 04/01/2022 08/06/2019 2.131 2.160 08/31 - Monthly Received 2,765,468.75 2,750,000.00 3138LC5B7 40169 FNMA 1,000,000.00 2.710 02/01/2023 09/17/2019 2.108 2.137 09/30 - Monthly Received 1,019,843.75 1,004,924.73 3140HUNV4 40171 FNMA 4,939,241.95 2.420 07/01/2024 09/19/2019 2.046 2.074 09/30 - Monthly Received 5,024,906.93 4,979,549.11 MBS ZERO PSA Totals 32,571,316.65 2.069 2.077 0.00 33,117,260.48 32,720,474.84 Asset Backed Security
43815NAC8 40158 HAROT 1,692,373.41 1.780 08/15/2023 08/27/2019 1.780 1.780 09/15 - 1,692,359.37 1,692,368.55 43813VAC2 40190 HAROT 4,589,331.48 1.830 01/18/2024 11/26/2019 1.845 1.845 12/18 - 4,588,513.66 4,588,969.71 43813DAC2 40270 HAROT 1,527,198.32 0.820 07/15/2024 05/27/2020 0.825 0.825 06/15 - 1,527,078.13 1,527,131.76 44891LAC7 40253 HART 1,078,044.72 1.410 11/15/2024 04/29/2020 1.424 1.424 05/15 - 1,077,793.54 1,077,899.78 89233MAD5 40186 TMCC 1,499,433.51 1.920 01/16/2024 11/13/2019 1.931 1.931 12/15 - 1,499,325.25 1,499,387.05 89239RAC0 40252 TMCC 1,128,750.86 1.360 08/15/2024 04/29/2020 1.373 1.373 05/15 - 1,128,525.11 1,128,626.16 89237VAB5 40296 TMCC 4,298,172.75 0.440 10/15/2024 07/27/2020 0.444 0.444 08/15 - 4,297,841.79 4,297,973.48 Asset Backed Security Totals 15,813,305.05 1.305 1.305 0.00 15,811,436.85 15,812,356.49 Municipal Bonds
13063DDF2 37579 CAS 5,000,000.00 2.500 10/01/2022 10/26/2017 2.222 2.222 04/01 - 10/01 5,066,150.00 5,006,708.17 13063DDF2 37588 CAS 5,000,000.00 2.500 10/01/2022 12/07/2017 2.411 2.411 04/01 - 10/01 Received 5,019,950.00 5,002,070.93 13063DGN2 40008 CAS 5,000,000.00 3.400 08/01/2023 09/18/2018 3.064 3.064 02/01 - 08/01 5,075,550.00 5,020,686.82 13063DLY2 40116 CAS 2,235,000.00 2.350 04/01/2022 06/06/2019 2.127 2.127 10/01 - 04/01 Received 2,248,521.75 2,235,000.00 13063DGB8 40243 CAS 5,000,000.00 3.375 04/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,224,697.99 13063DMA3 40449 CAS 10,110,000.00 2.650 04/01/2026 01/07/2022 1.392 1.392 04/01 - 10/01 71,444.00 10,631,069.40 10,602,349.04 13034AL65 40323 CASDEV 1,385,000.00 0.765 10/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.885 11/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,028,037.24 13066YTZ2 37546 CASPWR 20,000,000.00 2.000 05/01/2022 05/01/2017 2.265 2.265 11/01 - 05/01 19,750,600.00 19,995,843.33 13067WPE6 37625 CASPWR 1,000,000.00 2.518 12/01/2022 06/01/2018 2.911 2.911 12/01 - 06/01 983,530.00 997,560.00 13066YTZ2 40039 CASPWR 4,000,000.00 2.000 05/01/2022 01/08/2019 2.711 2.711 05/01 - 11/01 Received 3,910,360.00 3,997,745.85 13066YTZ2 40114 CASPWR 15,000,000.00 2.000 05/01/2022 06/05/2019 1.979 1.979 11/01 - 05/01 Received 15,008,850.00 15,000,253.82 34153QUD6 40311 FLSEDU 10,000,000.00 0.550 06/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.390 06/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,997,508.08 373385FQ1 40304 GAS 14,615,000.00 0.520 08/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.420 08/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.852 10/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,010,594.81 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
546417DQ6 40312 LAS 4,000,000.00 0.840 06/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 544351MN6 37638 LOS 4,815,000.00 2.900 09/01/2022 07/12/2018 2.893 2.893 03/01 - 09/01 4,816,203.75 4,815,121.26 544351MN6 40036 LOS 4,000,000.00 2.900 09/01/2022 12/31/2018 2.830 2.830 03/01 - 09/01 Received 4,009,560.00 4,001,086.36 544351MQ9 40315 LOS 3,670,000.00 3.320 09/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,916,358.40 57582RK88 40322 MAS 1,000,000.00 0.695 11/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.970 03/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.660 08/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,004,075.72 574193TQ1 40298 MDS 5,000,000.00 0.510 08/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,001,140.67 56052AD60 40125 MES 1,250,000.00 2.500 06/01/2022 06/26/2019 2.094 2.094 12/01 - 06/01 1,264,337.50 1,250,815.40 56052AE77 40280 MES 1,000,000.00 1.250 06/01/2022 06/24/2020 0.743 0.743 12/01 - 06/01 1,009,720.00 1,000,836.73 60412AKS1 40245 MNS 3,500,000.00 2.020 10/01/2022 04/15/2020 1.084 1.084 10/01 - 04/01 Received 3,579,380.00 3,516,126.86 649791PP9 40185 NYS 5,000,000.00 2.010 02/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,001,134.24 6500354U9 40207 NYSDEV 5,000,000.00 2.860 03/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,089,314.13 649902ZM8 40156 NYSHGR 2,700,000.00 5.092 03/15/2023 08/16/2019 2.149 2.149 09/15 - 03/15 Received 2,972,376.00 2,772,689.95 64990GZW5 40262 NYU 2,450,000.00 1.438 07/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,443,973.49 677522T20 40188 OHS 1,950,000.00 1.800 05/01/2022 11/20/2019 1.800 1.800 05/01 - 11/01 1,950,000.00 1,950,000.00 70922PAK8 40152 PASTRN 1,750,000.00 2.929 12/01/2023 08/14/2019 1.711 1.711 12/01 - 06/01 Received 1,837,920.00 1,784,099.55 76913CAX7 40255 RIV 1,655,000.00 2.363 02/15/2023 05/06/2020 2.362 2.362 08/15 - 02/15 1,655,000.00 1,655,000.00 76913CAZ2 40256 RIV 4,000,000.00 2.667 02/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 84247PHX2 37565 STNPWR 2,710,000.00 3.258 07/01/2022 07/31/2017 2.290 2.290 01/01 - 07/01 Received 2,831,272.50 2,716,166.40 882722VK4 40264 TXS 3,425,000.00 3.823 04/01/2023 05/08/2020 0.947 0.947 10/01 - 04/01 Received 3,705,815.75 3,521,925.86 882724RA7 40319 TXS 1,600,000.00 5.000 10/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,845,517.15 91412HBK8 37624 UNVHGR 4,000,000.00 3.297 05/15/2023 06/05/2018 3.297 3.297 11/15 - 05/15 4,000,000.00 4,000,000.00 91412GVB8 40153 UNVHGR 1,000,000.00 3.638 05/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,036,556.80 91412HFL2 40293 UNVHGR 1,000,000.00 0.833 05/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.833 05/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 91412HGE7 40324 UNVHGR 2,215,000.00 0.883 05/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,231,904.71 91412HGE7 40325 UNVHGR 3,560,000.00 0.883 05/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,590,400.88 91412HGE7 40326 UNVHGR 10,000,000.00 0.883 05/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,083,893.27 91412HGE7 40343 UNVHGR 7,000,000.00 0.883 05/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,081,111.84 923078CT4 40277 VNTCTF 1,000,000.00 1.048 11/01/2023 06/11/2020 1.048 1.048 11/01 - 05/01 1,000,000.00 1,000,000.00 923078CU1 40278 VNTCTF 900,000.00 1.223 11/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 97705MNM3 40177 WIS 500,000.00 1.857 05/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 220,990,000.00 1.460 1.460 71,444.00 223,948,054.20 222,823,305.75 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Pass Through Securities
30298LAA9 40173 FHLMC 5,764,952.40 1.990 05/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 5,764,952.40 5,764,952.40 30314KAS2 40180 FHLMC 1,787,407.31 2.090 07/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,795,908.22 1,795,908.22 30295NAE0 40214 FHLMC 261,319.09 2.050 10/25/2023 01/22/2020 1.973 1.973 02/25 - Monthly Received 261,645.74 261,645.74 30298LAA9 40231 FHLMC 677,381.93 1.990 05/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 685,849.20 685,849.20 3137BJQ71 40266 FHLMC 10,000,000.00 2.770 05/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 3137B04Y7 40276 FHLMC 5,450,000.00 2.615 01/25/2023 06/04/2020 0.605 0.605 07/25 - Monthly Received 5,727,609.38 5,727,609.38 30315EAA4 40295 FHLMC 3,432,334.08 0.830 05/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,449,121.63 3,449,121.63 30288WAK5 40300 FHLMC 263,925.36 2.190 03/25/2023 07/31/2020 0.919 0.919 08/25 - Monthly Received 271,389.50 271,389.50 3137BGK24 40328 FHLMC 4,500,000.00 3.062 12/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,937,850.00 4,937,850.00 30318CAA5 40342 FHLMC 4,432,154.60 0.670 11/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 4,453,889.89 4,453,889.89 3137FQ3W1 40356 FHLMC 4,950,000.00 2.588 03/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 5,316,300.00 5,316,300.00 3138ELJW4 40189 FNMA 4,529,889.60 2.791 06/01/2023 11/12/2019 1.999 1.999 12/25 - Monthly Received 4,646,321.92 4,646,321.92 3138L1UV9 40194 FNMA 4,015,708.95 2.220 12/01/2022 12/26/2019 2.023 2.023 01/25 - Monthly Received 4,036,414.95 4,036,414.95 3138L84Z4 40202 FNMA 7,747,000.00 2.390 02/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 3140HWYW6 40203 FNMA 7,450,000.00 2.240 01/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138L4EN9 40206 FNMA 22,088,803.79 2.610 08/01/2023 01/22/2020 1.939 1.939 02/25 - Monthly Received 22,571,996.38 22,571,996.38 3138LL3J2 40209 FNMA 1,000,000.00 2.710 01/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3136ACGJ4 40221 FNMA 2,422,314.48 2.509 11/25/2022 01/24/2020 1.900 1.900 02/25 - Monthly Received 2,456,756.77 2,456,756.77 3138L8CE2 40225 FNMA 3,500,000.00 2.960 11/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 3136AL7K1 40272 FNMA 2,944,021.63 2.967 03/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 3,186,609.01 3,186,609.01 3136AGMB5 40289 FNMA 1,268,931.90 2.492 03/25/2023 06/22/2020 0.675 0.675 07/25 - Monthly Received 1,324,596.37 1,324,596.37 3138L9QS4 40314 FNMA 2,500,000.00 2.810 04/01/2025 10/14/2020 1.436 1.436 11/25 - Monthly Received 2,650,781.25 2,650,781.25 3136AY6S7 40327 FNMA 3,608,472.41 2.624 11/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 3,877,953.13 3,877,953.13 Pass Through Securities Totals 104,594,617.53 1.474 1.474 0.00 108,271,792.93 108,271,792.82 Investment Totals 2,321,302,410.02 0.921 0.922 438,568.84 2,333,031,912.47 2,327,841,667.28 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

SECTION D

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP6000104 36512 Wells Fargo Bank 06/30/2021 28,362,387.97 28,362,387.97 28,362,387.97 0.025 1 1 0.025 VP6000104 37053 Wells Fargo Bank 07/01/2021 0.00 0.00 0.00 1.582 1 1 1.582 VP4560000 40162 Wells Fargo Bank 06/30/2021 20,143,782.82 20,143,782.82 20,143,782.82 0.010 1 1 0.010 Subtotal and Average 30,860,556.86 48,506,170.79 48,506,170.79 48,506,170.79 1 1 0.019 State Pool
CITY 32936 State Investment Pool 06/30/2021 42,000,000.00 42,000,000.00 42,000,000.00 0.330 1 1 0.330 CSJFA 37042 State Investment Pool 06/30/2021 38,000,000.00 38,000,000.00 38,000,000.00 0.330 1 1 0.330 SYS37370 37370 State Investment Pool 0.00 0.00 0.00 2.390 1 1 2.390 COVID RELIEF 40363 State Investment Pool 06/30/2021 75,000,000.00 75,000,000.00 75,000,000.00 0.330 1 1 0.330 Subtotal and Average 206,096,774.19 155,000,000.00 155,000,000.00 155,000,000.00 1 1 0.330 Corp Medium Term Notes
037833DL1 40164 Apple Inc 09/11/2019 1,000,000.00 1,004,650.00 999,974.81 1.700 1,096 163 1.706 09/11/2022 037833DL1 40166 Apple Inc 09/11/2019 5,000,000.00 5,023,250.00 4,998,777.78 1.700 1,096 163 1.757 09/11/2022 037833DV9 40263 Apple Inc 05/11/2020 6,795,000.00 6,750,560.70 6,794,295.33 0.750 1,095 405 0.759 05/11/2023 037833CQ1 40439 Apple Inc 12/16/2021 8,800,000.00 8,820,152.00 8,816,847.45 2.300 146 40 0.572 05/11/2022 037833CQ1 40441 Apple Inc 12/17/2021 1,435,000.00 1,438,286.15 1,437,694.61 2.300 145 40 0.605 05/11/2022 037833CG3 40459 Apple Inc 01/07/2022 10,000,000.00 10,240,900.00 10,361,537.23 3.000 763 679 0.861 02/09/2024 037833DE7 40462 Apple Inc 01/13/2022 15,266,000.00 15,407,668.48 15,479,038.30 2.400 365 287 0.451 01/13/2023 037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 15,475,829.16 15,679,908.50 2.750 1,095 1,018 1.295 01/13/2025 037833BU3 40464 Apple Inc 01/18/2022 3,052,000.00 3,090,913.00 3,106,312.16 2.850 401 328 0.847 02/23/2023 037833CG3 40471 Apple Inc 01/19/2022 11,966,000.00 12,254,260.94 12,359,831.46 3.000 751 679 1.046 02/09/2024 037833BU3 40482 Apple Inc 02/14/2022 2,336,000.00 2,365,784.00 2,367,290.37 2.850 374 328 1.050 02/23/2023 037833CG3 40485 Apple Inc 02/14/2022 12,318,000.00 12,614,740.62 12,593,623.43 3.000 725 679 1.659 02/09/2024 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,459,797.00 7,453,986.73 2.850 803 771 1.745 05/11/2024 037833CQ1 40488 Apple Inc 02/28/2022 3,000,000.00 3,006,870.00 3,003,838.36 2.300 72 40 0.342 05/11/2022 06406RAE7 40242 Bank of New York Mellon 04/13/2020 10,444,000.00 10,576,952.12 10,538,554.27 2.950 1,021 303 1.823 01/29/2023 06406RAJ6 40320 Bank of New York Mellon 11/03/2020 3,868,000.00 3,956,538.52 4,027,829.79 3.450 1,011 497 0.394 08/11/2023 14913R2B2 40367 Caterpillar Inc. 05/28/2021 5,000,000.00 5,001,900.00 5,004,826.96 0.950 350 42 0.122 05/13/2022 254687FJ0 40237 Walt Disney Company 03/17/2020 1,412,000.00 1,417,563.28 1,410,895.48 1.650 898 153 1.843 09/01/2022 24422EUT4 40097 John Deere 04/26/2019 14,000,000.00 14,026,600.00 14,000,000.00 2.950 1,071 0 2.618 04/01/2022 24422EVG1 40279 John Deere 06/08/2020 7,500,000.00 7,488,525.00 7,501,123.09 0.550 757 95 0.492 07/05/2022 46625HJE1 40213 JP Morgan 01/22/2020 2,050,000.00 2,074,825.50 2,062,416.22 3.250 975 175 1.942 09/23/2022 46625HJH4 40223 JP Morgan 01/31/2020 10,000,000.00 10,167,000.00 10,110,920.67 3.200 1,090 299 1.799 01/25/2023 46625HRL6 40303 JP Morgan 08/20/2020 5,000,000.00 5,056,200.00 5,117,156.68 2.700 1,001 412 0.607 05/18/2023 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
46625HJH4 40308 JP Morgan 09/25/2020 2,433,000.00 2,473,631.10 2,487,158.58 3.200 852 299 0.456 01/25/2023 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 15,542,850.00 15,933,927.50 3.875 1,095 671 0.452 02/01/2024 594918BH6 40431 Microsoft Inc. 12/06/2021 5,580,000.00 5,628,825.00 5,642,946.50 2.650 332 216 0.724 11/03/2022 594918AW4 40432 Microsoft Inc. 12/08/2021 1,851,000.00 1,923,540.69 1,933,401.17 3.625 737 623 0.982 12/15/2023 594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,049,538.50 1,062,097.84 2.875 778 676 0.892 02/06/2024 594918BQ6 40443 Microsoft Inc. 12/20/2021 2,876,000.00 2,908,412.52 2,926,498.26 2.000 596 494 0.692 08/08/2023 69371RP83 40111 PACCAR Inc. 05/23/2019 7,000,000.00 7,028,350.00 7,000,754.78 2.650 1,083 39 2.546 05/10/2022 69371RQ33 40238 PACCAR Inc. 03/30/2020 1,000,000.00 1,006,090.00 997,414.06 2.000 910 178 2.552 09/26/2022 69371RN77 40267 PACCAR Inc. 05/13/2020 2,897,000.00 2,917,134.15 2,908,780.99 2.300 819 131 1.147 08/10/2022 69371RQ82 40275 PACCAR Inc. 06/08/2020 2,000,000.00 1,983,600.00 1,998,900.87 0.800 1,095 433 0.847 06/08/2023 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,808,550.00 6,995,030.26 0.350 1,095 672 0.389 02/02/2024 742718EU9 40438 Procter & Gamble 12/16/2021 10,026,000.00 10,077,633.90 10,096,382.52 2.150 238 132 0.204 08/11/2022 89236THD0 40447 Toyota Motor Credit Corp 12/20/2021 5,860,000.00 5,847,694.00 5,861,871.61 0.450 214 112 0.346 07/22/2022 89236TEL5 40448 Toyota Motor Credit Corp 12/20/2021 15,003,000.00 15,184,986.39 15,245,347.67 2.700 387 285 0.613 01/11/2023 90331HPC1 40112 US Bank 05/23/2019 10,000,000.00 10,028,300.00 9,999,489.63 2.650 1,096 52 2.687 05/23/2022 931142DH3 40274 Wal-Mart 06/01/2020 26,018,000.00 26,302,897.10 26,515,670.28 2.550 1,044 375 0.668 04/11/2023 931142DU4 40434 Wal-Mart 12/08/2021 5,000,000.00 5,052,950.00 5,065,610.90 2.350 372 258 0.483 12/15/2022 931142DU4 40444 Wal-Mart 12/20/2021 10,000,000.00 10,105,900.00 10,131,793.80 2.350 360 258 0.475 12/15/2022 Subtotal and Average 299,348,083.78 293,225,000.00 296,590,649.82 298,029,756.90 770 373 1.044 Negotiable CDs
06367CKK2 40391 Bank of Montreal 08/30/2021 25,000,000.00 24,960,500.00 25,000,000.00 0.160 305 91 0.160 07/01/2022 06367CL39 40392 Bank of Montreal 09/08/2021 25,000,000.00 24,960,500.00 25,000,000.00 0.160 296 91 0.160 07/01/2022 06417MQL2 40380 BNSHOU 06/30/2021 13,910,000.00 13,893,725.30 13,910,079.77 0.200 358 83 0.198 06/23/2022 78012UP82 40382 Royal Bank of Canada 07/01/2021 25,000,000.00 24,963,250.00 25,000,000.00 0.190 364 90 0.190 06/30/2022 89114WF75 40390 Toronto Dominion Bank 08/31/2021 30,000,000.00 29,976,300.00 30,000,000.00 0.160 262 49 0.160 05/20/2022 Subtotal and Average 118,910,094.19 118,910,000.00 118,754,275.30 118,910,079.77 311 79 0.171 Commercial Paper Discounts
89233HDM3 40492 Toyota Motor Credit Corp 03/15/2022 20,000,000.00 19,994,111.11 19,994,111.11 0.530 37 20 0.530 04/21/2022 89233HF90 40493 Toyota Motor Credit Corp 03/15/2022 20,000,000.00 19,968,183.33 19,968,183.33 0.830 86 69 0.832 06/09/2022 89233HF25 40494 Toyota Motor Credit Corp 03/15/2022 10,000,000.00 9,986,394.45 9,986,394.45 0.790 79 62 0.791 06/02/2022 Subtotal and Average 46,741,097.67 50,000,000.00 49,948,688.89 49,948,688.89 65 48 0.703 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,399,725.00 2,499,917.20 0.500 1,812 1,200 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,523,700.00 9,993,937.78 0.480 1,826 1,385 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,523,700.00 9,993,642.24 0.480 1,826 1,385 0.497 01/15/2026 3133EJD48 40013 Federal Farm Credit Bank 10/17/2018 25,000,000.00 25,698,000.00 24,974,238.10 3.050 1,811 549 3.124 10/02/2023 3133EJ5W5 40049 Federal Farm Credit Bank 01/23/2019 20,000,000.00 20,437,200.00 19,993,716.12 2.650 1,734 570 2.672 10/23/2023 3133ELG81 40283 Federal Farm Credit Bank 06/12/2020 10,000,000.00 9,876,200.00 9,999,642.84 0.300 1,091 433 0.303 06/08/2023 3133ENBT6 40412 Federal Farm Credit Bank 11/23/2021 1,825,000.00 1,815,181.50 1,822,978.40 0.180 428 299 0.316 01/25/2023 3133EMGX4 40433 Federal Farm Credit Bank 12/07/2021 20,000,000.00 19,891,600.00 19,974,361.99 0.125 351 236 0.324 11/23/2022 3133ELYR9 40436 Federal Farm Credit Bank 12/15/2021 5,850,000.00 5,849,005.50 5,850,789.96 0.250 142 35 0.111 05/06/2022 3133ENAL4 40480 Federal Farm Credit Bank 01/26/2022 4,150,000.00 4,080,612.00 4,108,324.32 0.290 624 559 0.953 10/12/2023 3133ENAL4 40501 Federal Farm Credit Bank 03/22/2022 1,170,000.00 1,139,631.44 1,139,631.44 0.290 569 559 2.021 10/12/2023 3130ACZS6 37589 Federal Home Loan Bank 12/20/2017 10,000,000.00 10,057,100.00 9,999,021.64 2.100 1,654 91 2.141 07/01/2022 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,995,740.00 2,996,653.31 1.500 1,826 867 1.549 08/15/2024 3130AJS26 40291 Federal Home Loan Bank 06/24/2020 25,000,000.00 24,981,250.00 25,000,000.00 0.220 751 105 0.220 07/15/2022 3130ADRG9 40411 Federal Home Loan Bank 11/23/2021 1,050,000.00 1,068,280.50 1,072,993.84 2.750 472 343 0.416 03/10/2023 3130AKDH6 40440 Federal Home Loan Bank 12/15/2021 5,300,000.00 5,278,058.00 5,296,328.10 0.125 310 203 0.250 10/21/2022 3130AQJL8 40451 Federal Home Loan Bank 01/06/2022 10,000,000.00 9,995,600.00 9,999,863.93 0.120 134 49 0.130 05/20/2022 3130AJY52 40466 Federal Home Loan Bank 01/14/2022 10,000,000.00 9,974,100.00 9,992,915.99 0.125 210 133 0.320 08/12/2022 313380GJ0 40489 Federal Home Loan Bank 02/25/2022 10,000,000.00 10,064,100.00 10,055,511.75 2.000 196 161 0.730 09/09/2022 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,760,650.00 4,989,520.24 0.375 1,824 1,271 0.436 09/23/2025 3137EAEY1 40316 Federal Home Loan Mtg Corp 10/16/2020 4,000,000.00 3,919,960.00 3,992,332.78 0.125 1,095 563 0.250 10/16/2023 3134GVJ66 40491 Federal Home Loan Mtg Corp 03/16/2022 4,510,000.00 4,508,341.75 4,508,341.75 0.250 84 68 0.447 06/08/2022 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 10,031,700.00 9,982,866.83 1.750 1,821 823 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,998,300.00 9,991,334.08 1.625 1,820 928 1.661 10/15/2024 3135G04Q3 40271 Federal National Mtg Assn 05/22/2020 10,000,000.00 9,885,500.00 9,988,545.28 0.250 1,095 416 0.351 05/22/2023 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,598,900.00 9,986,691.21 0.500 1,824 1,173 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,534,600.00 9,981,961.34 0.375 1,700 1,242 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,540,800.00 10,029,545.23 0.500 1,766 1,316 0.417 11/07/2025 3135G0T94 40414 Federal National Mtg Assn 11/23/2021 2,700,000.00 2,730,672.00 2,744,218.52 2.375 422 293 0.322 01/19/2023 3135G04Q3 40415 Federal National Mtg Assn 11/23/2021 2,963,000.00 2,929,073.65 2,955,069.66 0.250 545 416 0.486 05/22/2023 3135G05U3 40420 Federal National Mtg Assn 11/30/2021 7,000,000.00 6,906,900.00 6,985,982.67 0.350 626 504 0.496 08/18/2023 Subtotal and Average 275,981,758.63 271,018,000.00 268,994,181.34 270,900,878.54 1,156 565 0.989 Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 15,191,550.00 15,111,968.86 2.125 1,529 699 1.719 02/29/2024 9128286Y1 40371 U.S. Treasury 06/17/2021 901,000.00 904,315.68 904,097.77 1.750 363 75 0.076 06/15/2022 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Treasury Coupon Securities
91282CAG6 40426 U.S. Treasury 12/02/2021 20,000,000.00 19,942,200.00 19,996,242.47 0.125 272 152 0.170 08/31/2022 912828XG0 40457 U.S. Treasury 01/06/2022 15,000,000.00 15,079,800.00 15,071,417.41 2.125 175 90 0.208 06/30/2022 912828XR6 40458 U.S. Treasury 01/06/2022 20,000,000.00 20,063,800.00 20,053,340.52 1.750 145 60 0.131 05/31/2022 9128286Y1 40476 U.S. Treasury 01/26/2022 20,000,000.00 20,073,600.00 20,061,104.91 1.750 140 75 0.265 06/15/2022 Subtotal and Average 91,238,282.47 90,901,000.00 91,255,265.68 91,198,171.94 408 194 0.444 Treasury Discounts
912796N47 40455 U.S. Treasury 01/06/2022 20,000,000.00 19,998,200.00 19,999,733.33 0.080 91 6 0.081 04/07/2022 912796U72 40456 U.S. Treasury 01/06/2022 10,000,000.00 9,996,000.00 9,998,951.11 0.118 117 32 0.120 05/03/2022 912796J42 40474 U.S. Treasury 01/26/2022 20,000,000.00 19,976,000.00 19,989,233.33 0.255 141 76 0.259 06/16/2022 912796R43 40481 U.S. Treasury 01/26/2022 80,000,000.00 79,887,200.00 79,950,015.55 0.271 148 83 0.275 06/23/2022 Subtotal and Average 150,247,848.00 130,000,000.00 129,857,400.00 129,937,933.32 136 66 0.231 Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,713,600.00 10,000,000.00 1.000 1,826 1,480 1.000 04/20/2026 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,770,200.00 10,000,000.00 0.580 1,461 808 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,495,500.00 10,000,000.00 0.500 1,820 1,362 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,659,700.00 10,000,000.00 0.800 1,826 1,438 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,840,100.00 10,012,368.43 1.010 1,096 976 0.963 12/02/2024 3133EMZP0 40424 Federal Farm Credit Bank 12/01/2021 1,250,000.00 1,235,162.50 1,246,486.05 0.140 533 412 0.390 05/18/2023 3133ENAQ3 40437 Federal Farm Credit Bank 12/15/2021 20,350,000.00 20,268,600.00 20,331,250.68 0.070 302 195 0.243 10/13/2022 3133ENGW4 40445 Federal Farm Credit Bank 12/17/2021 6,435,000.00 6,344,652.60 6,432,799.88 0.660 726 621 0.680 12/13/2023 3133EMYL0 40465 Federal Farm Credit Bank 01/14/2022 10,000,000.00 9,992,500.00 9,998,734.90 0.040 110 33 0.178 05/04/2022 3133ENLB4 40468 Federal Farm Credit Bank 01/18/2022 20,000,000.00 19,925,200.00 19,990,433.33 0.460 365 292 0.520 01/18/2023 3130ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 10,349,011.00 10,349,011.00 1.600 1,461 1,397 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 15,203,025.00 15,138,921.56 2.180 1,826 1,782 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 148,515.32 148,515.32 1.940 896 886 2.363 09/03/2024 3133EL5J9 40510 Federal Farm Credit Bank 03/30/2022 13,965,000.00 13,607,219.98 13,607,219.98 0.300 520 518 2.146 09/01/2023 3133ENGW4 40513 Federal Farm Credit Bank 03/30/2022 1,859,000.00 1,808,220.73 1,808,220.73 0.660 623 621 2.308 12/13/2023 3133EMYW6 40514 Federal Farm Credit Bank 03/30/2022 1,347,000.00 1,304,131.30 1,304,131.30 0.230 593 591 2.246 11/13/2023 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,611,300.00 10,000,000.00 0.500 1,826 1,398 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,579,200.00 10,000,000.00 0.500 1,826 1,426 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,579,200.00 9,995,320.00 0.500 1,826 1,426 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 19,634,800.00 19,992,118.74 1.000 1,094 959 1.015 11/15/2024 3130APWP6 40410 Federal Home Loan Bank 11/24/2021 8,300,000.00 8,187,369.00 8,293,847.63 0.600 730 602 0.645 11/24/2023 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,874,483.00 1,900,000.00 0.875 910 788 0.875 05/28/2024 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,783,203.75 4,868,512.88 0.850 1,088 966 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,662,924.50 2,712,933.25 0.750 1,074 952 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,095,473.50 3,145,860.49 0.625 898 777 0.687 05/17/2024 3130APQU2 40435 Federal Home Loan Bank 12/15/2021 14,370,000.00 14,207,762.70 14,351,723.09 0.650 707 600 0.728 11/22/2023 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 13,004,195.60 13,240,990.18 1.050 1,067 962 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,444,270.85 2,472,593.50 1.000 1,004 931 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,944,150.00 4,987,180.26 0.625 1,095 1,022 0.705 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 24,164,500.00 24,505,290.18 0.960 1,507 1,434 1.481 03/05/2026 3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,826,000.00 20,000,000.00 0.750 1,096 1,033 0.750 01/28/2025 3130AQN584 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,912,920.00 13,983,537.04 0.700 1,096 1,032 1.438 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 7,133,760.00 7,189,704.00 0.750 1,369 1,306 1.076 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,826,000.00 20,000,000.00 0.750 1,096 1,033 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 12,421,125.00 12,496,137.50 0.625 1,004 941 0.754 10/28/2024 3130ABCF1 40484 Federal Home Loan Bank 02/11/2022 1,000,000.00 1,004,940.00 1,002,888.04 2.500 101 52 0.495 05/23/2022 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 992,548.61 992,548.61 1.375 1,096 1,088 2.137 03/24/2025 3130ARBY6 40496 Federal Home Loan Bank 03/28/2022 4,600,000.00 4,590,366.83 4,590,366.83 1.500 1,096 1,092 1.713 03/28/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,544,092.61 1,544,092.61 1.850 1,005 1,001 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,315,308.17 2,315,308.17 1.750 1,074 1,064 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 19,078,567.04 19,078,567.04 0.620 993 983 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 778,976.96 778,976.96 0.700 1,196 1,186 2.500 06/30/2025 3130APWH4 40512 Federal Home Loan Bank 03/30/2022 2,000,000.00 1,952,061.11 1,952,061.11 0.750 602 600 2.245 11/22/2023 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,972,300.00 9,993,811.11 0.700 1,826 1,130 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,669,600.00 10,000,000.00 0.700 1,789 1,096 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 38,830,400.00 40,000,000.00 0.750 1,821 1,174 0.750 06/18/2025 3134GXJH8 40469 Federal Home Loan Mtg Corp 01/18/2022 4,225,000.00 4,151,400.50 4,182,068.74 0.220 619 546 0.907 09/29/2023 3134GW6E1 40490 Federal Home Loan Mtg Corp 03/15/2022 20,000,000.00 19,533,083.48 19,533,083.48 0.320 597 580 1.820 11/02/2023 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,874,339.43 1,874,339.43 0.650 1,315 1,305 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,404,099.03 1,404,099.03 0.570 1,282 1,272 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 16,384,120.51 16,384,120.51 0.600 1,288 1,278 2.500 09/30/2025 3134GW6E1 40509 Federal Home Loan Mtg Corp 03/30/2022 18,300,000.00 17,738,806.83 17,738,806.83 0.320 582 580 2.300 11/02/2023 3134GXMZ4 40511 Federal Home Loan Mtg Corp 03/30/2022 1,033,000.00 1,020,105.48 1,020,105.48 1.800 729 727 2.446 03/28/2024 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 29,263,800.00 30,000,000.00 0.850 1,826 1,179 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 14,385,450.00 15,000,000.00 0.550 1,826 1,398 0.550 01/28/2026 3136G46V0 40500 Federal National Mtg Assn 03/22/2022 1,500,000.00 1,450,579.07 1,450,579.07 0.310 675 665 2.167 01/26/2024 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,203,883.53 2,203,883.53 0.550 1,232 1,222 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,610,591.74 1,610,591.74 0.625 1,255 1,245 2.500 08/28/2025 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Subtotal and Average 477,214,778.35 564,064,000.00 551,307,397.26 559,154,140.22 1,211 995 1.121 Supranational
4581X0CZ9 37634 IADB 06/22/2018 20,000,000.00 20,094,800.00 19,902,457.03 1.750 1,545 166 2.902 09/14/2022 45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,984,050.00 11,002,139.81 1.700 1,773 959 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,644,100.00 9,996,979.21 0.340 1,433 928 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,641,600.00 10,000,000.00 0.650 1,822 1,421 0.650 02/20/2026 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 5,096,350.00 4,996,794.33 2.500 1,827 718 2.535 03/19/2024 459058GX5 40126 IBRD 06/19/2019 10,000,000.00 10,074,900.00 9,996,836.67 1.875 1,461 444 1.902 06/19/2023 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,897,310.00 2,992,898.55 0.625 1,826 1,117 0.704 04/22/2025 459058GU1 40269 IBRD 05/21/2020 16,000,000.00 16,073,600.00 16,071,810.53 2.125 771 91 0.322 07/01/2022 459058GU1 40287 IBRD 06/18/2020 7,500,000.00 7,534,500.00 7,534,260.16 2.125 743 91 0.291 07/01/2022 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 19,436,800.00 20,203,604.80 0.750 1,520 1,075 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,536,900.00 9,997,287.39 0.500 1,751 1,306 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,536,900.00 9,995,059.17 0.500 1,751 1,306 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,872,117.20 5,034,282.95 2.500 1,413 969 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,537,700.00 9,951,666.09 0.375 1,657 1,214 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,972,500.00 10,285,788.89 1.500 1,314 880 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,775,150.00 5,000,000.00 0.600 1,826 1,419 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,775,150.00 5,000,000.00 0.600 1,826 1,419 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,718,400.00 10,040,366.92 0.750 1,460 1,075 0.611 03/11/2025 459056LD7 40460 IBRD 01/07/2022 2,000,000.00 2,114,180.00 2,114,140.90 7.625 377 293 0.465 01/19/2023 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 8,228,862.00 8,573,472.49 0.425 1,413 963 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,416,800.00 9,978,394.22 0.450 1,826 1,406 0.507 02/05/2026 45950KCS7 40408 International Finance Corp 11/17/2021 24,721,000.00 24,540,042.28 24,755,474.79 0.500 488 353 0.356 03/20/2023 45950VLH7 40419 International Finance Corp 11/30/2021 3,173,000.00 3,195,147.54 3,204,202.00 2.000 328 206 0.253 10/24/2022 Subtotal and Average 226,656,196.82 225,709,000.00 221,697,859.02 226,627,916.90 1,368 803 0.823

MBS ZERO PSA
3137AWQH1 40115 Federal Home Loan Mtg Corp 06/06/2019 8,595,000.00 8,631,528.75 8,599,863.09 2.307 1,152 122 2.089 08/01/2022 3137AWQH1 40121 Federal Home Loan Mtg Corp 06/11/2019 6,215,000.00 6,241,413.75 6,218,531.00 2.307 1,147 122 2.088 08/01/2022 3137B4WB8 40148 Federal Home Loan Mtg Corp 08/01/2019 4,250,000.00 4,326,160.00 4,294,930.19 3.060 1,430 456 2.119 07/01/2023 3137B36J2 40167 Federal Home Loan Mtg Corp 09/16/2019 4,822,074.70 4,899,758.32 4,872,676.72 3.320 1,234 306 1.948 02/01/2023 3138L9HU9 40151 Federal National Mtg Assn 08/06/2019 2,750,000.00 2,748,680.00 2,750,000.00 2.360 969 0 2.131 04/01/2022 3138LC5B7 40169 Federal National Mtg Assn 09/17/2019 1,000,000.00 1,007,100.00 1,004,924.73 2.710 1,233 306 2.108 02/01/2023 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,939,241.95 4,982,163.96 4,979,549.11 2.420 1,747 822 2.046 07/01/2024 Subtotal and Average 32,743,450.11 32,571,316.65 32,836,804.78 32,720,474.84 1,277 295 2.069 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Asset Backed Security
43815NAC8 40158 American Honda Finance Corp 08/27/2019 1,692,373.41 1,697,044.36 1,692,368.55 1.780 1,449 501 1.780 08/15/2023 43813VAC2 40190 American Honda Finance Corp 11/26/2019 4,589,331.48 4,606,770.94 4,588,969.71 1.830 1,514 657 1.845 01/18/2024 43813DAC2 40270 American Honda Finance Corp 05/27/2020 1,527,198.32 1,523,792.67 1,527,131.76 0.820 1,510 836 0.825 07/15/2024 44891LAC7 40253 Hyundai Auto Receivables Trust 04/29/2020 1,078,044.72 1,079,241.35 1,077,899.78 1.410 1,661 959 1.424 11/15/2024 89233MAD5 40186 Toyota Motor Credit Corp 11/13/2019 1,499,433.51 1,507,260.55 1,499,387.05 1.920 1,525 655 1.931 01/16/2024 89239RAC0 40252 Toyota Motor Credit Corp 04/29/2020 1,128,750.86 1,129,326.52 1,128,626.16 1.360 1,569 867 1.373 08/15/2024 89237VAB5 40296 Toyota Motor Credit Corp 07/27/2020 4,298,172.75 4,275,177.53 4,297,973.48 0.440 1,541 928 0.444 10/15/2024 Subtotal and Average 16,522,322.97 15,813,305.05 15,818,613.92 15,812,356.49 1,529 767 1.305 Municipal Bonds
13063DDF2 37579 State of California GO 10/26/2017 5,000,000.00 5,045,850.00 5,006,708.17 2.500 1,801 183 2.222 10/01/2022 13063DDF2 37588 State of California GO 12/07/2017 5,000,000.00 5,045,850.00 5,002,070.93 2.500 1,759 183 2.411 10/01/2022 13063DGN2 40008 State of California GO 09/18/2018 5,000,000.00 5,147,500.00 5,020,686.82 3.400 1,778 487 3.064 08/01/2023 13063DLY2 40116 State of California GO 06/06/2019 2,235,000.00 2,238,374.85 2,235,000.00 2.350 1,030 0 2.127 04/01/2022 13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 5,225,800.00 5,224,697.99 3.375 1,814 1,096 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 10,359,818.10 10,602,349.04 2.650 1,545 1,461 1.392 04/01/2026 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,332,037.60 1,385,000.00 0.765 1,749 1,279 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,629,100.00 10,028,037.24 0.885 1,825 1,310 0.805 11/01/2025 13066YTZ2 37546 CA Dept of Water Resource Pwr 05/01/2017 20,000,000.00 20,048,200.00 19,995,843.33 2.000 1,826 30 2.265 05/01/2022 13067WPE6 37625 CA Dept of Water Resource Pwr 06/01/2018 1,000,000.00 1,010,930.00 997,560.00 2.518 1,644 244 2.911 12/01/2022 13066YTZ2 40039 CA Dept of Water Resource Pwr 01/08/2019 4,000,000.00 4,009,640.00 3,997,745.85 2.000 1,209 30 2.711 05/01/2022 13066YTZ2 40114 CA Dept of Water Resource Pwr 06/05/2019 15,000,000.00 15,036,150.00 15,000,253.82 2.000 1,061 30 1.979 05/01/2022 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,591,200.00 10,000,000.00 0.550 1,683 1,157 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,855,150.00 4,997,508.08 0.390 1,318 792 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 14,024,407.85 14,615,000.00 0.520 1,800 1,218 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,220,515.75 4,345,000.00 0.420 1,435 853 0.420 08/01/2024 419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,840,700.00 5,010,594.81 0.852 1,798 1,279 0.790 10/01/2025 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,886,440.00 4,000,000.00 0.840 1,691 1,157 0.840 06/01/2025 544351MN6 37638 City of Los Angeles 07/12/2018 4,815,000.00 4,861,464.75 4,815,121.26 2.900 1,512 153 2.893 09/01/2022 544351MN6 40036 City of Los Angeles 12/31/2018 4,000,000.00 4,038,600.00 4,001,086.36 2.900 1,340 153 2.830 09/01/2022 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,803,771.50 3,916,358.40 3.320 1,418 884 0.511 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 957,940.00 1,000,000.00 0.695 1,794 1,310 0.695 11/01/2025 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 987,190.00 1,000,000.00 0.970 1,458 714 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,808,150.00 5,004,075.72 0.660 1,822 1,218 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,859,250.00 5,001,140.67 0.510 1,457 853 0.500 08/01/2024 56052AD60 40125 State of Maine GO 06/26/2019 1,250,000.00 1,256,412.50 1,250,815.40 2.500 1,071 61 2.094 06/01/2022 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
56052AE77 40280 State of Maine GO 06/24/2020 1,000,000.00 1,002,090.00 1,000,836.73 1.250 707 61 0.743 06/01/2022 60412AKS1 40245 State of Minnesota GO 04/15/2020 3,500,000.00 3,525,865.00 3,516,126.86 2.020 899 183 1.084 10/01/2022 649791PP9 40185 New York State GO 10/30/2019 5,000,000.00 5,043,500.00 5,001,134.24 2.010 1,569 685 1.998 02/15/2024 6500354U9 40207 New York ST Urban Dev Corp Rev 01/15/2020 5,000,000.00 5,106,300.00 5,089,314.13 2.860 1,521 714 1.905 03/15/2024 649902ZM8 40156 NYS Dormitory Authority 08/16/2019 2,700,000.00 2,804,355.00 2,772,689.95 5.092 1,307 348 2.149 03/15/2023 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,437,701.00 2,443,973.49 1.438 1,517 822 1.551 07/01/2024 677522T20 40188 State of Ohio GO 11/20/2019 1,950,000.00 1,954,368.00 1,950,000.00 1.800 893 30 1.800 05/01/2022 70922PAK8 40152 Pennsylvania Turnpike Comm 08/14/2019 1,750,000.00 1,794,887.50 1,784,099.55 2.929 1,570 609 1.711 12/01/2023 76913CAX7 40255 County of Riverside CA 05/06/2020 1,655,000.00 1,669,150.25 1,655,000.00 2.363 1,015 320 2.362 02/15/2023 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 4,057,880.00 4,000,000.00 2.667 1,746 1,051 2.667 02/15/2025 84247PHX2 37565 Southern Cal Public Pwr Auth 07/31/2017 2,710,000.00 2,733,089.20 2,716,166.40 3.258 1,796 91 2.290 07/01/2022 882722VK4 40264 State of Texas GO 05/08/2020 3,425,000.00 3,524,325.00 3,521,925.86 3.823 1,058 365 0.947 04/01/2023 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,778,864.00 1,845,517.15 5.000 1,797 1,279 0.550 10/01/2025 91412HBK8 37624 UC General Revenue Bonds 06/05/2018 4,000,000.00 4,093,760.00 4,000,000.00 3.297 1,805 409 3.297 05/15/2023 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 1,040,190.00 1,036,556.80 3.638 1,736 775 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 979,870.00 1,000,000.00 0.833 1,399 775 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 636,915.50 650,000.00 0.833 1,399 775 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,148,040.55 2,231,904.71 0.883 1,617 1,140 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,452,381.20 3,590,400.88 0.883 1,612 1,140 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,697,700.00 10,083,893.27 0.883 1,611 1,140 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,788,390.00 7,081,111.84 0.883 1,574 1,140 0.507 05/15/2025 923078CT4 40277 Ventura Cnty Pub Fin Auth Leas 06/11/2020 1,000,000.00 993,540.00 1,000,000.00 1.048 1,238 579 1.048 11/01/2023 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 888,273.00 900,000.00 1.223 1,604 945 1.223 11/01/2024 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 502,100.00 500,000.00 1.857 1,645 761 1.857 05/01/2024 Subtotal and Average 226,013,199.52 220,990,000.00 219,773,978.10 222,823,305.75 1,566 715 1.460 Pass Through Securities
30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 5,764,952.40 5,781,440.16 5,764,952.40 1.990 1,699 785 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,787,407.31 1,772,071.36 1,795,908.22 2.090 1,742 846 1.941 07/25/2024 30295NAE0 40214 Federal Home Loan Mtg Corp 01/22/2020 261,319.09 260,420.15 261,645.74 2.050 1,372 572 1.973 10/25/2023 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 677,381.93 679,319.24 685,849.20 1.990 1,549 785 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 10,239,400.00 10,823,437.50 2.770 1,825 1,150 1.043 05/25/2025 3137B04Y7 40276 Federal Home Loan Mtg Corp 06/04/2020 5,450,000.00 5,510,767.50 5,727,609.38 2.615 965 299 0.605 01/25/2023 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,432,334.08 3,324,970.67 3,449,121.63 0.830 1,766 1,150 0.695 05/25/2025 30288WAK5 40300 Federal Home Loan Mtg Corp 07/31/2020 263,925.36 264,218.32 271,389.50 2.190 967 358 0.919 03/25/2023 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,500,000.00 4,632,480.00 4,937,850.00 3.062 1,458 999 0.496 12/25/2024 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Pass Through Securities
30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 4,432,154.60 4,253,272.84 4,453,889.89 0.670 1,768 1,334 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 4,950,000.00 5,002,767.00 5,316,300.00 2.588 1,492 1,089 0.554 03/25/2025 3138ELJW4 40189 Federal National Mtg Assn 11/12/2019 4,529,889.60 4,574,826.10 4,646,321.92 2.791 1,297 426 1.999 06/01/2023 3138L1UV9 40194 Federal National Mtg Assn 12/26/2019 4,015,708.95 4,029,763.93 4,036,414.95 2.220 1,071 244 2.023 12/01/2022 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,851,429.56 7,899,519.06 2.390 1,825 1,037 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,562,197.00 7,531,484.38 2.240 1,806 1,006 2.021 01/01/2025 3138L4EN9 40206 Federal National Mtg Assn 01/22/2020 22,088,803.79 22,308,366.50 22,571,996.38 2.610 1,287 487 1.939 08/01/2023 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 1,010,420.00 1,023,750.00 2.710 1,811 1,006 2.223 01/01/2025 3136ACGJ4 40221 Federal National Mtg Assn 01/24/2020 2,422,314.48 2,430,550.35 2,456,756.77 2.509 1,036 238 1.900 11/25/2022 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,498,530.00 3,577,656.25 2.960 1,731 945 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,944,021.63 2,977,259.63 3,186,609.01 2.967 1,763 1,089 1.008 03/25/2025 3136AGMB5 40289 Federal National Mtg Assn 06/22/2020 1,268,931.90 1,273,741.15 1,324,596.37 2.492 1,006 358 0.675 03/25/2023 3138L9QS4 40314 Federal National Mtg Assn 10/14/2020 2,500,000.00 2,535,375.00 2,650,781.25 2.810 1,630 1,096 1.436 04/01/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 3,608,472.41 3,672,053.69 3,877,953.13 2.624 1,434 969 0.543 11/25/2024 Subtotal and Average 108,518,173.54 104,594,617.42 105,445,640.04 108,271,792.82 1,513 803 1.474 Total and Average 2,307,092,617.10 2,321,302,409.91 2,305,786,924.94 2,327,841,667.17 947 562 0.921 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
March 31, 2022
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,307,092,617.10 2,321,302,409.91 947 562 0.921
0 0
438,568.84
438,568.84
438,568.84
438,568.84
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,306,225,493.78 2,328,280,236.01 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION E

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
January 1, 2022 - March 31, 2022
City of San Jose
, CA
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 32936 003 CITY STPOOL 0.24% Purchase 01/14/2022 Short 43,181.94 -43,181.94 32936 003 CITY STPOOL 0.24% Purchase 01/20/2022 Short 2,000,000.00 -2,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 01/21/2022 Short 5,000,000.00 -5,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 02/15/2022 Short 11,000,000.00 -11,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 02/17/2022 Short 5,000,000.00 -5,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 02/22/2022 Short 10,000,000.00 -10,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/01/2022 Short 14,000,000.00 -14,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/03/2022 Short 2,000,000.00 -2,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/14/2022 Short 15,000,000.00 -15,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/16/2022 Short 12,000,000.00 -12,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/17/2022 Short 1,000,000.00 -1,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/21/2022 Short 6,000,000.00 -6,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/24/2022 Short 2,000,000.00 -2,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/25/2022 Short 12,000,000.00 -12,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/29/2022 Short 8,000,000.00 -8,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 01/18/2022 Short 43,181.94 43,181.94 32936 003 CITY STPOOL 0.24% Redemption 01/19/2022 Short 7,000,000.00 7,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 02/14/2022 Short 11,000,000.00 11,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 02/16/2022 Short 15,000,000.00 15,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 02/28/2022 Short 14,000,000.00 14,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/02/2022 Short 2,000,000.00 2,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/11/2022 Short 15,000,000.00 15,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/15/2022 Short 22,000,000.00 22,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/18/2022 Short 1,000,000.00 1,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/22/2022 Short 45,000,000.00 45,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/28/2022 Short 6,000,000.00 6,000,000.00 32936 003 CITY STPOOL 0.24% Interest 01/14/2022 Short 43,181.94 43,181.94 36512 003 VP6000104 WELLS 0.01% Purchase 01/03/2022 Cash 1,602.85 -1,602.85 36512 003 VP6000104 WELLS 0.01% Purchase 01/03/2022 Cash 7,000,000.00 -7,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/04/2022 Cash 24,000,000.00 -24,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/07/2022 Cash 9,000,000.00 -9,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/10/2022 Cash 41,000,000.00 -41,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/11/2022 Cash 9,000,000.00 -9,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/13/2022 Cash 23,000,000.00 -23,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/21/2022 Cash 229,000,000.00 -229,000,000.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 36512 003 VP6000104 WELLS 0.01% Purchase 01/24/2022 Cash 31,000,000.00 -31,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/25/2022 Cash 7,000,000.00 -7,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 01/31/2022 Cash 16,000,000.00 -16,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/01/2022 Cash 2,708.22 -2,708.22 36512 003 VP6000104 WELLS 0.01% Purchase 02/01/2022 Cash 16,000,000.00 -16,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/02/2022 Cash 7,000,000.00 -7,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/04/2022 Cash 19,000,000.00 -19,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/08/2022 Cash 11,000,000.00 -11,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/10/2022 Cash 15,000,000.00 -15,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/15/2022 Cash 12,000,000.00 -12,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/22/2022 Cash 12,000,000.00 -12,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/23/2022 Cash 7,000,000.00 -7,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 02/24/2022 Cash 3,000,000.00 -3,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 03/02/2022 Cash 696.98 -696.98 36512 003 VP6000104 WELLS 0.01% Purchase 03/02/2022 Cash 12,057.33 -12,057.33 36512 003 VP6000104 WELLS 0.01% Purchase 03/03/2022 Cash 21,000,000.00 -21,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 03/07/2022 Cash 4,000,000.00 -4,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 03/08/2022 Cash 1,000,000.00 -1,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 03/10/2022 Cash 20,000,000.00 -20,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 03/11/2022 Cash 36,000,000.00 -36,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 03/31/2022 Cash 28,000,042.58 -28,000,042.58 36512 003 VP6000104 WELLS 0.01% Redemption 01/05/2022 Cash 3,000,000.00 3,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/06/2022 Cash 94,000,000.00 94,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/12/2022 Cash 4,000,000.00 4,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/13/2022 Cash 15,537,963.79 15,537,963.79 36512 003 VP6000104 WELLS 0.01% Redemption 01/14/2022 Cash 79,000,000.00 79,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/18/2022 Cash 59,000,000.00 59,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/19/2022 Cash 11,000,000.00 11,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/26/2022 Cash 92,000,000.00 92,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/27/2022 Cash 5,000,000.00 5,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 01/28/2022 Cash 95,000,000.00 95,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/03/2022 Cash 1,000,000.00 1,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/07/2022 Cash 112,000,000.00 112,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/11/2022 Cash 37,000,000.00 37,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/14/2022 Cash 9,000,000.00 9,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/16/2022 Cash 12,000,000.00 12,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/25/2022 Cash 3,000,000.00 3,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 02/28/2022 Cash 19,000,000.00 19,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 03/04/2022 Cash 6,000,000.00 6,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 03/09/2022 Cash 7,000,000.00 7,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 03/11/2022 Cash 33,000,000.00 33,000,000.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 36512 003 VP6000104 WELLS 0.01% Redemption 03/14/2022 Cash 2,000,000.00 2,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 03/15/2022 Cash 34,000,000.00 34,000,000.00 36512 003 VP6000104 WELLS 0.01% Interest 01/03/2022 Cash 1,602.85 1,602.85 36512 003 VP6000104 WELLS 0.01% Interest 02/01/2022 Cash 2,708.22 2,708.22 36512 003 VP6000104 WELLS 0.01% Interest 03/01/2022 Cash 696.98 696.98 37042 003 CSJFA STPOOL 0.22% Purchase 01/14/2022 Cash 43,181.94 -43,181.94 37042 003 CSJFA STPOOL 0.22% Redemption 01/18/2022 Cash 43,181.94 43,181.94 37042 003 CSJFA STPOOL 0.22% Redemption 03/30/2022 Cash 37,000,000.00 37,000,000.00 37042 003 CSJFA STPOOL 0.22% Interest 01/14/2022 Cash 43,181.94 43,181.94 37523 003 459058FY4 IBRD 2.% MAT Redemption 01/26/2022 01/26/2022 Short 10,000,000.00 10,000,000.00 37523 003 459058FY4 IBRD 2.% MAT Interest 01/26/2022 01/26/2022 Short 100,000.00 100,000.00 37534 003 574193NC8 MARYLAND ST, ST Redemption 03/15/2022 03/15/2022 Long 5,000,000.00 5,000,000.00 37534 003 574193NC8 MARYLAND ST, ST Interest 03/15/2022 03/15/2022 Long 56,250.00 56,250.00 37565 003 84247PHX2 STNPWR 3.258% Interest 01/03/2022 07/01/2022 Long 44,145.90 44,145.90 37589 003 3130ACZS6 FHLB 2.1% MAT Interest 01/03/2022 07/01/2022 Long 105,000.00 105,000.00 37634 003 4581X0CZ9 IADB 1.75% MAT Interest 03/14/2022 09/14/2022 Short 175,000.00 175,000.00 37638 003 544351MN6 LOS 2.9 09/01/2022 Interest 03/01/2022 09/01/2022 Long 69,817.50 69,817.50 40008 003 13063DGN2 CALIFORNIA ST, Interest 02/01/2022 08/01/2023 Long 85,000.00 85,000.00 40036 003 544351MN6 LOS 2.9 09/01/2022 Interest 03/01/2022 09/01/2022 Long 58,000.00 58,000.00 40043 003 3135G0U92 FEDERAL NATL MTGRedemption 01/11/2022 01/11/2022 Long 4,000,000.00 4,000,000.00 40043 003 3135G0U92 FEDERAL NATL MTGInterest 01/11/2022 01/11/2022 Long 52,500.00 52,500.00 40063 003 191219AP9 KO 8.5% MAT Redemption 02/01/2022 02/01/2022 Long 10,524,000.00 10,524,000.00 40063 003 191219AP9 KO 8.5% MAT Interest 02/01/2022 02/01/2022 Long 447,270.00 447,270.00 40075 003 14913Q2T5 CAT 2.95% MAT Redemption 02/26/2022 02/26/2022 Long 5,000,000.00 5,000,000.00 40075 003 14913Q2T5 CAT 2.95% MAT Interest 02/28/2022 02/26/2022 Long 73,750.00 73,750.00 40079 003 459058GQ0 IBRD 2.5% MAT Interest 03/21/2022 03/19/2024 Long 62,500.00 62,500.00 40080 003 91159HHC7 USB 3.% MAT Redemption 02/15/2022 03/15/2022 Long 5,025,450.00 5,025,450.00 40080 003 91159HHC7 USB 3.% MAT Cap G/L 02/15/2022 03/15/2022 Long -25,450.00 -25,450.00 40080 003 91159HHC7 USB 3.% MAT Interest 02/15/2022 03/15/2022 Long 62,500.00 62,500.00 40082 003 594918BW3 MSFT 2.4% MAT Redemption 01/06/2022 02/06/2022 Long 4,488,750.00 4,488,750.00 40082 003 594918BW3 MSFT 2.4% MAT Cap G/L 01/06/2022 02/06/2022 Long 11,250.00 11,250.00 40082 003 594918BW3 MSFT 2.4% MAT Interest 01/06/2022 02/06/2022 Long 45,000.00 45,000.00 40091 003 478160CD4 JOHNSON & Redemption 03/03/2022 03/03/2022 Long 5,280,000.00 5,280,000.00 40091 003 478160CD4 JOHNSON & Interest 03/03/2022 03/03/2022 Long 59,400.00 59,400.00 40096 003 69371RP75 PACCAR FINL CORP Redemption 03/01/2022 03/01/2022 Long 6,068,000.00 6,068,000.00 40096 003 69371RP75 PACCAR FINL CORP Interest 03/01/2022 03/01/2022 Long 86,469.00 86,469.00 40102 003 91159HHC7 USB 3.% MAT Redemption 02/15/2022 03/15/2022 Long 6,588,465.17 6,588,465.17 40102 003 91159HHC7 USB 3.% MAT Cap G/L 02/15/2022 03/15/2022 Long -55,465.17 -55,465.17 40102 003 91159HHC7 USB 3.% MAT Interest 02/15/2022 03/15/2022 Long 81,662.50 81,662.50 40105 003 91159HHC7 USB 3.% MAT Redemption 02/15/2022 03/15/2022 Long 10,090,200.00 10,090,200.00 40105 003 91159HHC7 USB 3.% MAT Cap G/L 02/15/2022 03/15/2022 Long -90,200.00 -90,200.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40105 003 91159HHC7 USB 3.% MAT Interest 02/15/2022 03/15/2022 Long 125,000.00 125,000.00 40115 003 3137AWQH1 FHMS K023 A2 Interest 01/25/2022 08/01/2022 Short 16,523.89 16,523.89 40115 003 3137AWQH1 FHMS K023 A2 Interest 02/25/2022 08/01/2022 Short 16,523.89 16,523.89 40115 003 3137AWQH1 FHMS K023 A2 Interest 03/25/2022 08/01/2022 Short 16,523.89 16,523.89 40121 003 3137AWQH1 FHMS K023 A2 Interest 01/25/2022 08/01/2022 Long 11,948.34 11,948.34 40121 003 3137AWQH1 FHMS K023 A2 Interest 02/25/2022 08/01/2022 Long 11,948.34 11,948.34 40121 003 3137AWQH1 FHMS K023 A2 Interest 03/25/2022 08/01/2022 Long 11,948.34 11,948.34 40127 003 3133EKRE8 FEDERAL FARM CR Redemption 03/14/2022 03/14/2022 Long 17,000,000.00 17,000,000.00 40127 003 3133EKRE8 FEDERAL FARM CR Interest 03/14/2022 03/14/2022 Long 157,250.00 157,250.00 40138 003 084670BF4 BERKSHIRE Redemption 01/31/2022 01/31/2022 Long 8,513,000.00 8,513,000.00 40138 003 084670BF4 BERKSHIRE Interest 01/31/2022 01/31/2022 Long 144,721.00 144,721.00 40142 003 3135G0V75 FNMA 1.75% MAT Interest 01/03/2022 07/02/2024 Long 87,500.00 87,500.00 40148 003 3137B4WB8 FHMS K033 A2 Interest 01/25/2022 07/01/2023 Long 10,837.50 10,837.50 40148 003 3137B4WB8 FHMS K033 A2 Interest 02/25/2022 07/01/2023 Long 10,837.50 10,837.50 40148 003 3137B4WB8 FHMS K033 A2 Interest 03/25/2022 07/01/2023 Long 10,837.50 10,837.50 40151 003 3138L9HU9 FN AM8342 2.36% Interest 01/25/2022 04/01/2022 Long 5,588.61 5,588.61 40151 003 3138L9HU9 FN AM8342 2.36% Interest 02/25/2022 04/01/2022 Long 5,588.61 5,588.61 40151 003 3138L9HU9 FN AM8342 2.36% Interest 03/25/2022 04/01/2022 Long 5,047.78 5,047.78 40156 003 649902ZM8 NYSHGR 5.092% Interest 03/15/2022 03/15/2023 Long 68,742.00 68,742.00 40157 003 3130AGWK7 FEDERAL HOME Interest 02/15/2022 08/15/2024 Long 22,500.00 22,500.00 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 01/15/2022 08/15/2023 Short 280,964.30 280,964.30 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 01/15/2022 08/15/2023 Short 2.33 2.33 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 02/15/2022 08/15/2023 Short 267,782.69 267,782.69 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 02/15/2022 08/15/2023 Short 2.22 2.22 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 03/15/2022 08/15/2023 Short 249,206.54 249,206.54 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 03/15/2022 08/15/2023 Short 2.07 2.07 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 01/15/2022 08/15/2023 Short 3,693.99 3,693.99 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 02/15/2022 08/15/2023 Short 3,277.23 3,277.23 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 03/15/2022 08/15/2023 Short 2,880.01 2,880.01 40164 003 037833DL1 AAPL 1.7% MAT Interest 03/11/2022 09/11/2022 Long 8,500.00 8,500.00 40166 003 037833DL1 AAPL 1.7% MAT Interest 03/11/2022 09/11/2022 Long 42,500.00 42,500.00 40167 003 3137B36J2 FHMS K029 A2 Redemption 01/25/2022 02/01/2023 Long 12,495.46 12,495.46 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 01/25/2022 02/01/2023 Long -509.41 -509.41 40167 003 3137B36J2 FHMS K029 A2 Redemption 02/25/2022 02/01/2023 Long 12,535.18 12,535.18 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 02/25/2022 02/01/2023 Long -511.03 -511.03 40167 003 3137B36J2 FHMS K029 A2 Redemption 03/25/2022 02/01/2023 Long 14,324.68 14,324.68 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 03/25/2022 02/01/2023 Long -583.98 -583.98 40167 003 3137B36J2 FHMS K029 A2 Interest 01/25/2022 02/01/2023 Long 13,410.68 13,410.68 40167 003 3137B36J2 FHMS K029 A2 Interest 02/25/2022 02/01/2023 Long 13,377.55 13,377.55 40167 003 3137B36J2 FHMS K029 A2 Interest 03/25/2022 02/01/2023 Long 13,347.21 13,347.21 40169 003 3138LC5B7 FN AN0841 2.71% Interest 01/25/2022 02/01/2023 Long 2,333.61 2,333.61 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40169 003 3138LC5B7 FN AN0841 2.71% Interest 02/25/2022 02/01/2023 Long 2,333.61 2,333.61 40169 003 3138LC5B7 FN AN0841 2.71% Interest 03/25/2022 02/01/2023 Long 2,107.78 2,107.78 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 01/25/2022 07/01/2024 Long 7,445.43 7,445.43 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 01/25/2022 07/01/2024 Long -126.93 -126.93 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 02/25/2022 07/01/2024 Long 7,468.63 7,468.63 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 02/25/2022 07/01/2024 Long -127.33 -127.33 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 03/25/2022 07/01/2024 Long 9,010.46 9,010.46 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 03/25/2022 07/01/2024 Long -153.61 -153.61 40171 003 3140HUNV4 FN BL3103 2.42 Interest 01/25/2022 07/01/2024 Long 10,341.84 10,341.84 40171 003 3140HUNV4 FN BL3103 2.42 Interest 02/25/2022 07/01/2024 Long 10,326.59 10,326.59 40171 003 3140HUNV4 FN BL3103 2.42 Interest 03/25/2022 07/01/2024 Long 9,313.42 9,313.42 40173 003 30298LAA9 FRESB 2019-SB65 Interest 01/25/2022 05/25/2024 Long 9,600.82 9,600.82 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 01/25/2022 05/25/2024 Long 7,442.10 7,442.10 40173 003 30298LAA9 FRESB 2019-SB65 Interest 02/25/2022 05/25/2024 Long 9,588.48 9,588.48 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 02/25/2022 05/25/2024 Long 7,471.70 7,471.70 40173 003 30298LAA9 FRESB 2019-SB65 Interest 03/25/2022 05/25/2024 Long 9,576.09 9,576.09 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 03/25/2022 05/25/2024 Long 9,575.70 9,575.70 40180 003 30314KAS2 FRESB 2019-SB67 Interest 01/25/2022 07/25/2024 Long 3,447.49 3,447.49 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 01/25/2022 07/25/2024 Long 2,194.29 2,194.29 40180 003 30314KAS2 FRESB 2019-SB67 Interest 02/25/2022 07/25/2024 Long 3,443.67 3,443.67 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 02/25/2022 07/25/2024 Long 145,386.68 145,386.68 40180 003 30314KAS2 FRESB 2019-SB67 Interest 03/25/2022 07/25/2024 Long 3,190.46 3,190.46 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 03/25/2022 07/25/2024 Long 44,432.90 44,432.90 40185 003 649791PP9 NEW YORK ST, Interest 02/15/2022 02/15/2024 Long 50,250.00 50,250.00 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 01/15/2022 01/16/2024 Long 188,540.44 188,540.44 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 01/15/2022 01/16/2024 Long 13.61 13.61 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 02/15/2022 01/16/2024 Long 175,930.73 175,930.73 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 02/15/2022 01/16/2024 Long 12.70 12.70 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 03/15/2022 01/16/2024 Long 164,742.58 164,742.58 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 03/15/2022 01/16/2024 Long 11.90 11.90 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 01/15/2022 01/16/2024 Long 3,245.90 3,245.90 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 02/15/2022 01/16/2024 Long 2,944.21 2,944.21 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 03/15/2022 01/16/2024 Long 2,662.70 2,662.70 40189 003 3138ELJW4 FN AL3876 2.791% Interest 01/25/2022 06/01/2023 Long 10,705.44 10,705.44 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 01/25/2022 06/01/2023 Long 9,612.31 9,612.31 40189 003 3138ELJW4 FN AL3876 2.791% Interest 02/25/2022 06/01/2023 Long 10,682.88 10,682.88 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 02/25/2022 06/01/2023 Long 9,650.18 9,650.18 40189 003 3138ELJW4 FN AL3876 2.791% Interest 03/25/2022 06/01/2023 Long 9,628.59 9,628.59 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 03/25/2022 06/01/2023 Long 11,422.53 11,422.53 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 01/18/2022 01/18/2024 Long 535,949.97 535,949.97 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 01/18/2022 01/18/2024 Long 95.52 95.52 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 02/18/2022 01/18/2024 Long 498,189.19 498,189.19 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 02/18/2022 01/18/2024 Long 88.79 88.79 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 03/18/2022 01/18/2024 Long 471,358.67 471,358.67 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 03/18/2022 01/18/2024 Long 84.01 84.01 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 01/18/2022 01/18/2024 Long 9,295.02 9,295.02 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 02/18/2022 01/18/2024 Long 8,477.55 8,477.55 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 03/18/2022 01/18/2024 Long 7,717.68 7,717.68 40194 003 3138L1UV9 FNMA FN AM1495 Interest 01/25/2022 12/01/2022 Long 7,737.44 7,737.44 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 01/25/2022 12/01/2022 Long 10,151.50 10,151.50 40194 003 3138L1UV9 FNMA FN AM1495 Interest 02/25/2022 12/01/2022 Long 7,718.03 7,718.03 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 02/25/2022 12/01/2022 Long 10,183.40 10,183.40 40194 003 3138L1UV9 FNMA FN AM1495 Interest 03/25/2022 12/01/2022 Long 6,953.54 6,953.54 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 03/25/2022 12/01/2022 Long 11,440.35 11,440.35 40196 003 912828W48 UNITED STATES Interest 02/28/2022 02/29/2024 Long 159,375.00 159,375.00 40198 003 3134GUQ94 FEDERAL HOME LN Redemption 01/10/2022 01/10/2025 Long 10,000,000.00 10,000,000.00 40198 003 3134GUQ94 FEDERAL HOME LN Interest 01/10/2022 01/10/2025 Long 90,000.00 90,000.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 01/25/2022 02/01/2025 Long 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 02/25/2022 02/01/2025 Long 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 03/25/2022 02/01/2025 Long 14,400.81 14,400.81 40203 003 3140HWYW6 FN BL5224 2.240 Interest 01/25/2022 01/01/2025 Long 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 02/25/2022 01/01/2025 Long 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 03/25/2022 01/01/2025 Long 12,979.56 12,979.56 40206 003 3138L4EN9 FN AM3740 2.610 Interest 01/25/2022 08/01/2023 Long 50,027.63 50,027.63 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 01/25/2022 08/01/2023 Long 54,492.23 54,492.23 40206 003 3138L4EN9 FN AM3740 2.610 Interest 02/25/2022 08/01/2023 Long 49,905.16 49,905.16 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 02/25/2022 08/01/2023 Long 54,656.03 54,656.03 40206 003 3138L4EN9 FN AM3740 2.610 Interest 03/25/2022 08/01/2023 Long 44,964.67 44,964.67 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 03/25/2022 08/01/2023 Long 61,281.56 61,281.56 40207 003 6500354U9 NEW YORK ST Interest 03/15/2022 03/15/2024 Long 71,500.00 71,500.00 40209 003 3138LL3J2 FN AN8000 2.71% Interest 01/25/2022 01/01/2025 Long 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 02/25/2022 01/01/2025 Long 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 03/25/2022 01/01/2025 Long 2,107.78 2,107.78 40213 003 46625HJE1 JPM 3.25% MAT Interest 03/23/2022 09/23/2022 Long 33,312.50 33,312.50 40214 003 30295NAE0 FRESB 2016-SB24 Interest 01/25/2022 10/25/2023 Long 449.33 449.33 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 01/25/2022 10/25/2023 Long 523.84 523.84 40214 003 30295NAE0 FRESB 2016-SB24 Interest 02/25/2022 10/25/2023 Long 448.44 448.44 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 02/25/2022 10/25/2023 Long 527.00 527.00 40214 003 30295NAE0 FRESB 2016-SB24 Interest 03/25/2022 10/25/2023 Long 447.53 447.53 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 03/25/2022 10/25/2023 Long 652.24 652.24 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 01/25/2022 11/25/2022 Long 6,843.37 6,843.37 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 01/25/2022 11/25/2022 Long 426,587.15 426,587.15 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 02/25/2022 11/25/2022 Long 5,510.76 5,510.76 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 02/25/2022 11/25/2022 Long 103,992.01 103,992.01 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 03/25/2022 11/25/2022 Long 5,189.03 5,189.03 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 03/25/2022 11/25/2022 Long 39,120.42 39,120.42 40223 003 46625HJH4 JPM 3.2% MAT Interest 01/25/2022 01/25/2023 Long 160,000.00 160,000.00 40225 003 3138L8CE2 FN AM7268 2.960% Interest 01/25/2022 11/01/2024 Long 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 02/25/2022 11/01/2024 Long 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 03/25/2022 11/01/2024 Long 8,057.78 8,057.78 40229 003 478160CD4 JOHNSON & Redemption 03/03/2022 03/03/2022 Long 12,687,000.00 12,687,000.00 40229 003 478160CD4 JOHNSON & Interest 03/03/2022 03/03/2022 Long 142,728.75 142,728.75 40231 003 30298LAA9 FRESB 2019-SB65 Interest 01/25/2022 05/25/2024 Long 1,128.10 1,128.10 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 01/25/2022 05/25/2024 Long 874.44 874.44 40231 003 30298LAA9 FRESB 2019-SB65 Interest 02/25/2022 05/25/2024 Long 1,126.65 1,126.65 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 02/25/2022 05/25/2024 Long 877.92 877.92 40231 003 30298LAA9 FRESB 2019-SB65 Interest 03/25/2022 05/25/2024 Long 1,125.19 1,125.19 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 03/25/2022 05/25/2024 Long 1,125.14 1,125.14 40234 003 574193SP4 MARYLAND ST, Interest 03/15/2022 03/15/2024 Long 4,850.00 4,850.00 40237 003 254687FJ0 DIS 1.65% MAT Interest 03/01/2022 09/01/2022 Long 11,649.00 11,649.00 40238 003 69371RQ33 PACCAR FINL CORP Interest 03/28/2022 09/26/2022 Long 10,000.00 10,000.00 40242 003 06406RAE7 BK 2.95% MAT Interest 01/31/2022 01/29/2023 Long 154,049.00 154,049.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 01/15/2022 08/15/2024 Long 104,585.57 104,585.57 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 01/15/2022 08/15/2024 Long 20.92 20.92 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 02/15/2022 08/15/2024 Long 93,635.02 93,635.02 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 02/15/2022 08/15/2024 Long 18.73 18.73 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 03/15/2022 08/15/2024 Long 86,139.83 86,139.83 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 03/15/2022 08/15/2024 Long 17.23 17.23 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 01/15/2022 08/15/2024 Long 1,601.59 1,601.59 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 02/15/2022 08/15/2024 Long 1,483.04 1,483.04 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 03/15/2022 08/15/2024 Long 1,376.90 1,376.90 40253 003 44891LAC7 HART 2020-A A3 Redemption 01/15/2022 11/15/2024 Long 18,712.25 18,712.25 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 01/15/2022 11/15/2024 Long 4.36 4.36 40253 003 44891LAC7 HART 2020-A A3 Redemption 02/15/2022 11/15/2024 Long 78,718.73 78,718.73 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 02/15/2022 11/15/2024 Long 18.35 18.35 40253 003 44891LAC7 HART 2020-A A3 Redemption 03/15/2022 11/15/2024 Long 74,484.23 74,484.23 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 03/15/2022 11/15/2024 Long 17.36 17.36 40253 003 44891LAC7 HART 2020-A A3 Interest 01/15/2022 11/15/2024 Long 1,468.75 1,468.75 40253 003 44891LAC7 HART 2020-A A3 Interest 02/15/2022 11/15/2024 Long 1,446.76 1,446.76 40253 003 44891LAC7 HART 2020-A A3 Interest 03/15/2022 11/15/2024 Long 1,354.24 1,354.24 40255 003 76913CAX7 RIV 2.363% MAT Interest 02/15/2022 02/15/2023 Long 19,553.83 19,553.83 40256 003 76913CAZ2 RIVERSIDE CNTY Interest 02/15/2022 02/15/2025 Long 53,340.00 53,340.00 40262 003 64990GZW5 NYSHGR 1.438% Interest 01/03/2022 07/01/2024 Long 17,615.50 17,615.50 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40265 003 3134GVSN9 FEDERAL HOME LN Interest 01/03/2022 04/01/2025 Long 35,000.00 35,000.00 40266 003 3137BJQ71 FHMS KPLB A Interest 01/25/2022 05/25/2025 Long 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 02/25/2022 05/25/2025 Long 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 03/25/2022 05/25/2025 Long 23,083.33 23,083.33 40267 003 69371RN77 PACCAR FINL CORP Interest 02/10/2022 08/10/2022 Long 33,315.50 33,315.50 40269 003 459058GU1 IBRD 2.125% MAT Interest 01/03/2022 07/01/2022 Long 170,100.00 170,100.00 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 01/15/2022 07/15/2024 Long 130,489.79 130,489.79 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 01/15/2022 07/15/2024 Long 10.27 10.27 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 02/15/2022 07/15/2024 Long 122,940.14 122,940.14 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 02/15/2022 07/15/2024 Long 9.68 9.68 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 03/15/2022 07/15/2024 Long 114,711.61 114,711.61 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 03/15/2022 07/15/2024 Long 9.03 9.03 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 01/15/2022 07/15/2024 Long 1,295.17 1,295.17 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 02/15/2022 07/15/2024 Long 1,205.99 1,205.99 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 03/15/2022 07/15/2024 Long 1,121.98 1,121.98 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 01/25/2022 03/25/2025 Long 7,080.05 7,080.05 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 01/25/2022 03/25/2025 Long 3,404.28 3,404.28 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 02/25/2022 03/25/2025 Long 7,071.95 7,071.95 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 02/25/2022 03/25/2025 Long 3,415.88 3,415.88 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 03/25/2022 03/25/2025 Long 7,862.54 7,862.54 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 03/25/2022 03/25/2025 Long 23,574.84 23,574.84 40276 003 3137B04Y7 FHMS KSMC A2 Interest 01/25/2022 01/25/2023 Long 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Interest 02/25/2022 01/25/2023 Long 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Interest 03/25/2022 01/25/2023 Long 11,876.46 11,876.46 40279 003 24422EVG1 DEERE JOHN CAP Interest 01/05/2022 07/05/2022 Long 20,625.00 20,625.00 40281 003 3136G4WU3 FNMA 0.85% MAT Interest 01/16/2022 06/23/2025 Long 127,500.00 127,500.00 40287 003 459058GU1 IBRD 2.125% MAT Interest 01/03/2022 07/01/2022 Long 79,705.00 79,705.00 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 01/25/2022 03/25/2023 Long 3,219.21 3,219.21 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 01/25/2022 03/25/2023 Long 23,461.02 23,461.02 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 02/25/2022 03/25/2023 Long 4,374.56 4,374.56 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 02/25/2022 03/25/2023 Long 123,420.53 123,420.53 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 03/25/2022 03/25/2023 Long 3,524.43 3,524.43 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 03/25/2022 03/25/2023 Long 90,735.48 90,735.48 40291 003 3130AJS26 FHLB 0.22% MAT Interest 01/15/2022 07/15/2022 Long 27,500.00 27,500.00 40295 003 30315EAA4 FRESB 2020-SB76 Interest 01/25/2022 05/25/2025 Long 2,383.63 2,383.63 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 01/25/2022 05/25/2025 Long 4,321.94 4,321.94 40295 003 30315EAA4 FRESB 2020-SB76 Interest 02/25/2022 05/25/2025 Long 2,380.64 2,380.64 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 02/25/2022 05/25/2025 Long 4,335.63 4,335.63 40295 003 30315EAA4 FRESB 2020-SB76 Interest 03/25/2022 05/25/2025 Long 2,377.64 2,377.64 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 03/25/2022 05/25/2025 Long 5,218.78 5,218.78 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 01/15/2022 10/15/2024 Long 58,214.32 58,214.32 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 01/15/2022 10/15/2024 Long 4.48 4.48 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 02/15/2022 10/15/2024 Long 333,204.59 333,204.59 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 02/15/2022 10/15/2024 Long 25.66 25.66 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 03/15/2022 10/15/2024 Long 310,354.30 310,354.30 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 03/15/2022 10/15/2024 Long 23.90 23.90 40296 003 89237VAB5 TMCC 0.44% MAT Interest 01/15/2022 10/15/2024 Long 1,833.34 1,833.34 40296 003 89237VAB5 TMCC 0.44% MAT Interest 02/15/2022 10/15/2024 Long 1,811.98 1,811.98 40296 003 89237VAB5 TMCC 0.44% MAT Interest 03/15/2022 10/15/2024 Long 1,689.80 1,689.80 40297 003 574193TR9 MARYLAND ST, Interest 02/01/2022 08/01/2025 Long 16,500.00 16,500.00 40298 003 574193TQ1 MARYLAND ST, Interest 02/01/2022 08/01/2024 Long 12,750.00 12,750.00 40299 003 31422BJ27 FEDERAL AGRIC Interest 01/14/2022 07/14/2025 Long 6,250.00 6,250.00 40300 003 30288WAK5 FRESB 2016-SB15, Interest 01/25/2022 03/25/2023 Long 484.22 484.22 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 01/25/2022 03/25/2023 Long 435.25 435.25 40300 003 30288WAK5 FRESB 2016-SB15, Interest 02/25/2022 03/25/2023 Long 483.42 483.42 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 02/25/2022 03/25/2023 Long 436.05 436.05 40300 003 30288WAK5 FRESB 2016-SB15, Interest 03/25/2022 03/25/2023 Long 482.63 482.63 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 03/25/2022 03/25/2023 Long 526.85 526.85 40304 003 373385FQ1 GEORGIA ST, Interest 02/01/2022 08/01/2025 Long 37,999.00 37,999.00 40305 003 373385FP3 GAS 0.42% MAT Interest 02/01/2022 08/01/2024 Long 9,124.50 9,124.50 40308 003 46625HJH4 JPM 3.2% MAT Interest 01/25/2022 01/25/2023 Long 38,928.00 38,928.00 40309 003 3137EAEX3 FEDERAL HOME LN Interest 03/23/2022 09/23/2025 Long 9,375.00 9,375.00 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 01/25/2022 04/01/2025 Long 6,049.31 6,049.31 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 02/25/2022 04/01/2025 Long 6,049.31 6,049.31 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 03/25/2022 04/01/2025 Long 5,463.89 5,463.89 40315 003 544351MQ9 LOS ANGELES Interest 03/01/2022 09/01/2024 Long 60,922.00 60,922.00 40320 003 06406RAJ6 BANK NEW YORK Interest 02/11/2022 08/11/2023 Long 66,723.00 66,723.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 01/25/2022 11/25/2024 Long 9,280.75 9,280.75 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 01/25/2022 11/25/2024 Long 36,386.30 36,386.30 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 02/25/2022 11/25/2024 Long 8,782.55 8,782.55 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 02/25/2022 11/25/2024 Long 27,554.85 27,554.85 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 03/25/2022 11/25/2024 Long 7,761.95 7,761.95 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 03/25/2022 11/25/2024 Long 3,137.20 3,137.20 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 01/25/2022 12/25/2024 Long 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 02/25/2022 12/25/2024 Long 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 03/25/2022 12/25/2024 Long 11,482.50 11,482.50 40329 003 3135G05X7 FEDERAL NATL MTGInterest 02/25/2022 08/25/2025 Long 18,750.00 18,750.00 40331 003 3135G06R9 FNMA 0.55% MAT Interest 01/28/2022 01/28/2026 Long 41,250.00 41,250.00 40334 003 31422B6K1 FEDERAL AGRIC Interest 01/15/2022 01/15/2026 Long 24,000.00 24,000.00 40335 003 459058JA2 IBRD 0.75% MAT Interest 03/11/2022 03/11/2025 Long 75,000.00 75,000.00 40337 003 31422B6K1 FEDERAL AGRIC Interest 01/15/2022 01/15/2026 Long 24,000.00 24,000.00 40340 003 3130AKPW0 FEDERAL HOME Interest 01/28/2022 01/28/2026 Long 25,000.00 25,000.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40341 003 459058JE4 IBRD 0.375% MAT Interest 01/28/2022 07/28/2025 Long 18,800.00 18,800.00 40342 003 30318CAA5 FRESB 2021-SB82 Interest 01/25/2022 11/25/2025 Long 2,531.63 2,531.63 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 01/25/2022 11/25/2025 Long 6,129.70 6,129.70 40342 003 30318CAA5 FRESB 2021-SB82 Interest 02/25/2022 11/25/2025 Long 2,528.21 2,528.21 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 02/25/2022 11/25/2025 Long 88,693.85 88,693.85 40342 003 30318CAA5 FRESB 2021-SB82 Interest 03/25/2022 11/25/2025 Long 2,478.69 2,478.69 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 03/25/2022 11/25/2025 Long 7,288.90 7,288.90 40344 003 459056HV2 IBRD 1.5% MAT Interest 02/28/2022 08/28/2024 Long 75,000.00 75,000.00 40347 003 45950VPL4 IFC 0.45% MAT Interest 02/05/2022 02/05/2026 Long 22,500.00 22,500.00 40348 003 46625HJT8 JPM 3.875% MAT Interest 02/01/2022 02/01/2024 Long 290,625.00 290,625.00 40349 003 69371RR24 PACCAR FINANCIAL Interest 02/02/2022 02/02/2024 Long 12,250.00 12,250.00 40350 003 3130AKXX9 FEDERAL HOME Interest 02/25/2022 02/25/2026 Long 25,000.00 25,000.00 40352 003 06367CAH0 BMO 0.18% MAT Redemption 02/04/2022 02/04/2022 Short 25,000,000.00 25,000,000.00 40352 003 06367CAH0 BMO 0.18% MAT Interest 02/04/2022 02/04/2022 Short 45,625.00 45,625.00 40353 003 3130AKXX9 FEDERAL HOME Interest 02/25/2022 02/25/2026 Long 25,000.00 25,000.00 40354 003 45905U5Y6 IBRD 0.6% MAT Interest 02/18/2022 02/18/2026 Long 15,000.00 15,000.00 40355 003 45905U5Y6 IBRD 0.6% MAT Interest 02/18/2022 02/18/2026 Long 15,000.00 15,000.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 01/25/2022 03/25/2025 Long 10,675.50 10,675.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 02/25/2022 03/25/2025 Long 10,675.50 10,675.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 03/25/2022 03/25/2025 Long 10,675.50 10,675.50 40357 003 45818WCZ7 IADB 0.65% MAT Interest 02/20/2022 02/20/2026 Long 32,500.00 32,500.00 40358 003 3133EMSU7 FEDERAL FARM CR Interest 03/09/2022 03/09/2026 Long 40,000.00 40,000.00 40359 003 459058JA2 IBRD 0.75% MAT Interest 03/11/2022 03/11/2025 Long 37,500.00 37,500.00 40363 003 COVID RELIEF STPOOL 0.33% Purchase 01/14/2022 Short 43,181.94 -43,181.94 40363 003 COVID RELIEF STPOOL 0.33% Redemption 01/18/2022 Short 43,181.94 43,181.94 40363 003 COVID RELIEF STPOOL 0.33% Interest 01/14/2022 Short 43,181.94 43,181.94 40372 003 64990FC93 NEW YORK ST Redemption 03/15/2022 03/15/2022 Short 2,000,000.00 2,000,000.00 40372 003 64990FC93 NEW YORK ST Interest 03/15/2022 03/15/2022 Short 2,430.78 2,430.78 40386 003 78012UR23 RY 0.12% MAT Redemption 02/11/2022 02/11/2022 Short 25,000,000.00 25,000,000.00 40386 003 78012UR23 RY 0.12% MAT Interest 02/11/2022 02/11/2022 Short 16,333.33 16,333.33 40387 003 912796K73 UNITED STATES Redemption 01/13/2022 01/13/2022 Short 20,000,000.00 20,000,000.00 40388 003 62479MAE3 MUFGBK ZERO CPN Redemption 01/14/2022 01/14/2022 Short 10,000,000.00 10,000,000.00 40389 003 62479MCR2 MUFGBK ZERO CPN Redemption 03/25/2022 03/25/2022 Short 25,000,000.00 25,000,000.00 40406 003 459058FY4 IBRD 2.% MAT Redemption 01/26/2022 01/26/2022 Short 15,000,000.00 15,000,000.00 40406 003 459058FY4 IBRD 2.% MAT Interest 01/26/2022 01/26/2022 Short 150,000.00 150,000.00 40406 003 459058FY4 IBRD 2.% MAT Accr Int 01/26/2022 01/26/2022 Short 92,500.00 -92,500.00 0.00 40407 003 89114WKY0 TD 0.15% MAT Redemption 02/18/2022 02/18/2022 Short 10,000,000.00 10,000,000.00 40407 003 89114WKY0 TD 0.15% MAT Interest 02/18/2022 02/18/2022 Short 3,916.67 3,916.67 40408 003 45950KCS7 IFC 0.5% MAT Interest 03/21/2022 03/20/2023 Long 61,802.50 61,802.50 40408 003 45950KCS7 IFC 0.5% MAT Accr Int 03/20/2022 03/20/2023 Long 19,570.79 -19,570.79 0.00 40411 003 3130ADRG9 FEDERAL HOME Interest 03/10/2022 03/10/2023 Long 14,437.50 14,437.50 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40411 003 3130ADRG9 FEDERAL HOME Accr Int 03/10/2022 03/10/2023 Long 5,855.21 -5,855.21 0.00 40412 003 3133ENBT6 FEDERAL FARM CR Interest 01/25/2022 01/25/2023 Long 821.25 821.25 40412 003 3133ENBT6 FEDERAL FARM CR Accr Int 01/25/2022 01/25/2023 Long 255.50 -255.50 0.00 40413 003 4581X0CW6 IADB 2.125% MAT Redemption 01/18/2022 01/18/2022 Short 2,640,000.00 2,640,000.00 40413 003 4581X0CW6 IADB 2.125% MAT Interest 01/18/2022 01/18/2022 Short 28,050.00 28,050.00 40413 003 4581X0CW6 IADB 2.125% MAT Accr Int 01/18/2022 01/18/2022 Short 19,635.00 -19,635.00 0.00 40414 003 3135G0T94 FEDERAL NATL MTGInterest 01/19/2022 01/19/2023 Long 32,062.50 32,062.50 40414 003 3135G0T94 FEDERAL NATL MTGAccr Int 01/19/2022 01/19/2023 Long 22,087.50 -22,087.50 0.00 40420 003 3135G05U3 FEDERAL NATL MTGInterest 02/18/2022 08/18/2023 Long 12,250.00 12,250.00 40420 003 3135G05U3 FEDERAL NATL MTGAccr Int 02/18/2022 08/18/2023 Long 6,941.67 -6,941.67 0.00 40426 003 91282CAG6 UNITED STATES Interest 02/28/2022 08/31/2022 Short 12,500.00 12,500.00 40426 003 91282CAG6 UNITED STATES Accr Int 02/28/2022 08/31/2022 Short 6,422.65 -6,422.65 0.00 40428 003 742718DY2 PROCTER AND Redemption 02/07/2022 02/06/2022 Short 3,500,000.00 3,500,000.00 40428 003 742718DY2 PROCTER AND Interest 02/07/2022 02/06/2022 Short 40,250.00 40,250.00 40428 003 742718DY2 PROCTER AND Accr Int 02/07/2022 02/06/2022 Short 26,162.50 -26,162.50 0.00 40429 003 037833CM0 APPLE INC, SR GLBLRedemption 01/09/2022 02/09/2022 Short 9,873,049.00 9,873,049.00 40429 003 037833CM0 APPLE INC, SR GLBLCap G/L 01/09/2022 02/09/2022 Short -23,049.00 -23,049.00 40429 003 037833CM0 APPLE INC, SR GLBLInterest 01/09/2022 02/09/2022 Short 102,604.17 102,604.17 40429 003 037833CM0 APPLE INC, SR GLBLAccr Int 01/09/2022 02/09/2022 Short 77,979.17 -77,979.17 0.00 40438 003 742718EU9 PROCTER AND Interest 02/11/2022 08/11/2022 Long 107,779.50 107,779.50 40438 003 742718EU9 PROCTER AND Accr Int 02/11/2022 08/11/2022 Long 74,846.88 -74,846.88 0.00 40442 003 594918BX1 MICROSOFT CORP, Interest 02/07/2022 02/06/2024 Long 14,734.38 14,734.38 40442 003 594918BX1 MICROSOFT CORP, Accr Int 02/07/2022 02/06/2024 Long 10,968.92 -10,968.92 0.00 40443 003 594918BQ6 MICROSOFT CORP, Interest 02/08/2022 08/08/2023 Long 28,760.00 28,760.00 40443 003 594918BQ6 MICROSOFT CORP, Accr Int 02/08/2022 08/08/2023 Long 21,090.67 -21,090.67 0.00 40447 003 89236THD0 TMCC 0.45% MAT Interest 01/24/2022 07/22/2022 Long 13,185.00 13,185.00 40447 003 89236THD0 TMCC 0.45% MAT Accr Int 01/24/2022 07/22/2022 Long 10,841.00 -10,841.00 0.00 40448 003 89236TEL5 TOYOTA MOTOR Interest 01/11/2022 01/11/2023 Long 202,540.50 202,540.50 40448 003 89236TEL5 TOYOTA MOTOR Accr Int 01/11/2022 01/11/2023 Long 178,910.78 -178,910.78 0.00 40449 003 13063DMA3 CALIFORNIA ST, Purchase 01/07/2022 04/01/2026 Long 10,702,513.40 -10,702,513.40 40450 003 459058FY4 IBRD 2.% MAT Purchase 01/07/2022 01/26/2022 Long 5,049,747.22 -5,049,747.22 40450 003 459058FY4 IBRD 2.% MAT Redemption 01/26/2022 01/26/2022 Long 5,000,000.00 5,000,000.00 40450 003 459058FY4 IBRD 2.% MAT Interest 01/26/2022 01/26/2022 Long 50,000.00 50,000.00 40450 003 459058FY4 IBRD 2.% MAT Accr Int 01/26/2022 01/26/2022 Long 44,722.22 -44,722.22 0.00 40451 003 3130AQJL8 FEDERAL HOME Purchase 01/06/2022 05/20/2022 Short 9,999,661.23 -9,999,661.23 40452 003 912796C31 UNITED STATES Purchase 01/06/2022 01/27/2022 Short 9,999,778.33 -9,999,778.33 40452 003 912796C31 UNITED STATES Redemption 01/27/2022 01/27/2022 Short 10,000,000.00 10,000,000.00 40453 003 912796M97 UNITED STATES Purchase 01/06/2022 03/10/2022 Short 19,998,495.00 -19,998,495.00 40453 003 912796M97 UNITED STATES Redemption 03/10/2022 03/10/2022 Short 20,000,000.00 20,000,000.00 40454 003 912796N39 UNITED STATES Purchase 01/06/2022 03/31/2022 Short 14,998,075.00 -14,998,075.00 40454 003 912796N39 UNITED STATES Redemption 03/31/2022 03/31/2022 Short 15,000,000.00 15,000,000.00 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 12
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40455 003 912796N47 UNITED STATES Purchase 01/06/2022 04/07/2022 Short 19,995,955.56 -19,995,955.56 40456 003 912796U72 UNITED STATES Purchase 01/06/2022 05/03/2022 Short 9,996,165.00 -9,996,165.00 40457 003 912828XG0 USTR 2.125% MAT Purchase 01/06/2022 06/30/2022 Short 15,144,150.34 -15,144,150.34 40458 003 912828XR6 UNITED STATES Purchase 01/06/2022 05/31/2022 Short 20,164,483.17 -20,164,483.17 40459 003 037833CG3 APPLE INC, SR GLBLPurchase 01/07/2022 02/09/2024 Long 10,530,333.33 -10,530,333.33 40459 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2022 02/09/2024 Long 150,000.00 150,000.00 40459 003 037833CG3 APPLE INC, SR GLBLAccr Int 02/09/2022 02/09/2024 Long 123,333.33 -123,333.33 0.00 40460 003 459056LD7 IBRD 7.625% MAT Purchase 01/07/2022 01/19/2023 Long 2,218,598.67 -2,218,598.67 40460 003 459056LD7 IBRD 7.625% MAT Interest 01/19/2022 01/19/2023 Long 76,250.00 76,250.00 40460 003 459056LD7 IBRD 7.625% MAT Accr Int 01/19/2022 01/19/2023 Long 71,166.67 -71,166.67 0.00 40461 003 3130AQG49 FEDERAL HOME Purchase 01/18/2022 10/18/2024 Long 2,471,605.85 -2,471,605.85 40462 003 037833DE7 APPLE INC, SR GLBLPurchase 01/13/2022 01/13/2023 Long 15,537,963.79 -15,537,963.79 40463 003 037833DF4 APPLE INC, SR GLBLPurchase 01/14/2022 01/13/2025 Long 15,724,551.02 -15,724,551.02 40464 003 037833BU3 APPLE INC, SR GLBLPurchase 01/18/2022 02/23/2023 Long 3,153,659.58 -3,153,659.58 40464 003 037833BU3 APPLE INC, SR GLBLInterest 02/23/2022 02/23/2023 Long 43,491.00 43,491.00 40464 003 037833BU3 APPLE INC, SR GLBLAccr Int 02/23/2022 02/23/2023 Long 35,034.42 -35,034.42 0.00 40465 003 3133EMYL0 FEDERAL FARM CR Purchase 01/14/2022 05/04/2022 Short 9,996,560.78 -9,996,560.78 40466 003 3130AJY52 FEDERAL HOME Purchase 01/14/2022 08/12/2022 Short 9,994,029.88 -9,994,029.88 40466 003 3130AJY52 FEDERAL HOME Interest 02/14/2022 08/12/2022 Short 6,250.00 6,250.00 40466 003 3130AJY52 FEDERAL HOME Accr Int 02/14/2022 08/12/2022 Short 5,277.78 -5,277.78 0.00 40467 003 3130AQCN1 FEDERAL HOME Purchase 01/18/2022 01/17/2025 Long 4,988,402.78 -4,988,402.78 40467 003 3130AQCN1 FEDERAL HOME Interest 03/17/2022 01/17/2025 Long 6,250.00 6,250.00 40467 003 3130AQCN1 FEDERAL HOME Accr Int 03/17/2022 01/17/2025 Long 2,152.78 -2,152.78 0.00 40468 003 3133ENLB4 FEDERAL FARM CR Purchase 01/18/2022 01/18/2023 Long 19,988,000.00 -19,988,000.00 40469 003 3134GXJH8 FEDERAL HOME LN Purchase 01/18/2022 09/29/2023 Long 4,176,734.07 -4,176,734.07 40470 003 3130ALHH0 FEDERAL HOME Purchase 01/18/2022 03/05/2026 Long 24,568,416.67 -24,568,416.67 40470 003 3130ALHH0 FEDERAL HOME Interest 03/07/2022 03/05/2026 Long 120,000.00 120,000.00 40470 003 3130ALHH0 FEDERAL HOME Accr Int 03/05/2022 03/05/2026 Long 88,666.67 -88,666.67 0.00 40471 003 037833CG3 APPLE INC, SR GLBLPurchase 01/19/2022 02/09/2024 Long 12,561,827.03 -12,561,827.03 40471 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2022 02/09/2024 Long 179,490.00 179,490.00 40471 003 037833CG3 APPLE INC, SR GLBLAccr Int 02/09/2022 02/09/2024 Long 159,546.67 -159,546.67 0.00 40472 003 3130AQQQ9 FEDERAL HOME Purchase 01/28/2022 01/28/2025 Long 20,000,000.00 -20,000,000.00 40473 003 3130AQN584 FHLB 0.7% MAT Purchase 01/27/2022 01/27/2025 Long 13,982,500.00 -13,982,500.00 40474 003 912796J42 UNITED STATES Purchase 01/26/2022 06/16/2022 Short 19,980,025.00 -19,980,025.00 40475 003 3130AQMQ3 FEDERAL HOME Purchase 01/28/2022 10/28/2025 Long 7,189,200.00 -7,189,200.00 40476 003 9128286Y1 UNITED STATES Purchase 01/26/2022 06/15/2022 Short 20,154,447.12 -20,154,447.12 40477 003 3130AQQQ9 FEDERAL HOME Purchase 01/28/2022 01/28/2025 Long 20,000,000.00 -20,000,000.00 40478 003 3130AQMU4 FEDERAL HOME Purchase 01/28/2022 10/28/2024 Long 12,495,875.00 -12,495,875.00 40479 003 3130ENMH0 FFCB 1.6% MAT Purchase 01/27/2022 01/27/2026 Long 10,348,965.00 -10,348,965.00 40480 003 3133ENAL4 FEDERAL FARM CR Purchase 01/26/2022 10/12/2023 Long 4,106,884.73 -4,106,884.73 40481 003 912796R43 UNITED STATES Purchase 01/26/2022 06/23/2022 Short 79,910,871.11 -79,910,871.11 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 13
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40482 003 037833BU3 APPLE INC, SR GLBLPurchase 02/14/2022 02/23/2023 Long 2,403,481.20 -2,403,481.20 40482 003 037833BU3 APPLE INC, SR GLBLInterest 02/23/2022 02/23/2023 Long 33,288.00 33,288.00 40482 003 037833BU3 APPLE INC, SR GLBLAccr Int 02/23/2022 02/23/2023 Long 31,623.60 -31,623.60 0.00 40483 003 3134GBDS8 FEDERAL HOME LN Purchase 02/11/2022 03/29/2022 Long 1,012,047.39 -1,012,047.39 40483 003 3134GBDS8 FEDERAL HOME LN Redemption 03/29/2022 03/29/2022 Long 1,000,000.00 1,000,000.00 40483 003 3134GBDS8 FEDERAL HOME LN Interest 03/29/2022 03/29/2022 Long 12,500.00 12,500.00 40483 003 3134GBDS8 FEDERAL HOME LN Accr Int 03/29/2022 03/29/2022 Long 9,166.67 -9,166.67 0.00 40484 003 3130ABCF1 FEDERAL HOME Purchase 02/11/2022 05/23/2022 Short 1,011,081.68 -1,011,081.68 40485 003 037833CG3 APPLE INC, SR GLBLPurchase 02/14/2022 02/09/2024 Long 12,618,148.60 -12,618,148.60 40486 003 3133ENPB0 FEDERAL FARM CR Purchase 02/16/2022 02/16/2027 Long 15,138,637.50 -15,138,637.50 40487 003 037833CU2 APPLE INC, SR GLBLPurchase 02/28/2022 05/11/2024 Long 7,522,510.08 -7,522,510.08 40488 003 037833CQ1 APPLE INC, SR GLBLPurchase 02/28/2022 05/11/2022 Short 3,027,513.33 -3,027,513.33 40489 003 313380GJ0 FEDERAL HOME Purchase 02/25/2022 09/09/2022 Short 10,160,382.22 -10,160,382.22 40489 003 313380GJ0 FEDERAL HOME Interest 03/09/2022 09/09/2022 Short 100,000.00 100,000.00 40489 003 313380GJ0 FEDERAL HOME Accr Int 03/09/2022 09/09/2022 Short 92,222.22 -92,222.22 0.00 40490 003 3134GW6E1 FEDERAL HOME LN Purchase 03/15/2022 11/02/2023 Long 19,543,644.44 -19,543,644.44 40491 003 3134GVJ66 FEDERAL HOME LN Purchase 03/16/2022 06/08/2022 Short 4,511,039.81 -4,511,039.81 40492 003 89233HDM3 TMCC DISC NOTE Purchase 03/15/2022 04/21/2022 Short 19,989,105.56 -19,989,105.56 40493 003 89233HF90 TMCC DISC NOTE Purchase 03/15/2022 06/09/2022 Short 19,960,344.44 -19,960,344.44 40494 003 89233HF25 TMCC DISC NOTE Purchase 03/15/2022 06/02/2022 Short 9,982,663.89 -9,982,663.89 40495 003 3130ARAY7 FEDERAL HOME Purchase 03/24/2022 03/24/2025 Long 992,500.00 -992,500.00 40496 003 3130ARBY6 FEDERAL HOME Purchase 03/28/2022 03/28/2025 Long 4,590,340.00 -4,590,340.00 40497 003 3130AR7C9 FEDERAL HOME Purchase 03/28/2022 12/27/2024 Long 1,544,029.00 -1,544,029.00 40498 003 3133ENQC7 FEDERAL FARM CR Purchase 03/22/2022 09/03/2024 Long 148,653.58 -148,653.58 40499 003 3130AQT78 FEDERAL HOME Purchase 03/22/2022 02/28/2025 Long 2,317,677.33 -2,317,677.33 40500 003 3136G46V0 FNMA 0.31% MAT Purchase 03/22/2022 01/26/2024 Long 1,450,623.33 -1,450,623.33 40501 003 3133ENAL4 FEDERAL FARM CR Purchase 03/22/2022 10/12/2023 Long 1,140,643.40 -1,140,643.40 40502 003 3130AMR53 FEDERAL HOME Purchase 03/22/2022 12/09/2024 Long 19,105,477.78 -19,105,477.78 40503 003 3136G4H55 FEDERAL NATL MTGPurchase 03/22/2022 08/05/2025 Long 2,204,478.73 -2,204,478.73 40504 003 3136G4R62 FEDERAL NATL MTGPurchase 03/22/2022 08/28/2025 Long 1,610,540.49 -1,610,540.49 40505 003 3134GW5R3 FEDERAL HOME LN Purchase 03/22/2022 10/27/2025 Long 1,878,696.11 -1,878,696.11 40506 003 3134GWUG9 FHLMC 0.57% MAT Purchase 03/22/2022 09/24/2025 Long 1,407,637.70 -1,407,637.70 40506 003 3134GWUG9 FHLMC 0.57% MAT Interest 03/24/2022 09/24/2025 Long 4,275.00 4,275.00 40506 003 3134GWUG9 FHLMC 0.57% MAT Accr Int 03/24/2022 09/24/2025 Long 4,227.50 -4,227.50 0.00 40507 003 3134GWVN3 FEDERAL HOME LN Purchase 03/22/2022 09/30/2025 Long 16,426,353.10 -16,426,353.10 40507 003 3134GWVN3 FEDERAL HOME LN Interest 03/30/2022 09/30/2025 Long 52,470.00 52,470.00 40507 003 3134GWVN3 FEDERAL HOME LN Accr Int 03/30/2022 09/30/2025 Long 50,138.00 -50,138.00 0.00 40508 003 3130ANWN6 FEDERAL HOME Purchase 03/22/2022 06/30/2025 Long 781,381.80 -781,381.80 40508 003 3130ANWN6 FEDERAL HOME Interest 03/30/2022 06/30/2025 Long 2,887.50 2,887.50 40508 003 3130ANWN6 FEDERAL HOME Accr Int 03/30/2022 06/30/2025 Long 2,759.17 -2,759.17 0.00 40509 003 3134GW6E1 FEDERAL HOME LN Purchase 03/30/2022 11/02/2023 Long 17,761,898.67 -17,761,898.67 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 14
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate AssetClass 40510 003 3133EL5J9 FEDERAL FARM CR Purchase 03/30/2022 09/01/2023 Long 13,609,893.33 -13,609,893.33 40511 003 3134GXMZ4 FEDERAL HOME LN Purchase 03/30/2022 03/28/2024 Long 1,020,190.80 -1,020,190.80 40512 003 3130APWH4 FEDERAL HOME Purchase 03/30/2022 11/22/2023 Long 1,957,230.00 -1,957,230.00 40513 003 3133ENGW4 FEDERAL FARM CR Purchase 03/30/2022 12/13/2023 Long 1,811,784.50 -1,811,784.50 40514 003 3133EMYW6 FFCB 0.23% MAT Purchase 03/30/2022 11/13/2023 Long 1,305,236.64 -1,305,236.64 Totals for General Pool 1,413,220,995.8 1,233,953,382.6 6,353,433.00 -172,914,180.21 40162 501 VP4560000 WELLS 0.01% Purchase 01/03/2022 Short 266.17 -266.17 40162 501 VP4560000 WELLS 0.01% Purchase 02/01/2022 Short 171.10 -171.10 40162 501 VP4560000 WELLS 0.01% Purchase 03/01/2022 Short 154.54 -154.54 40162 501 VP4560000 WELLS 0.01% Interest 01/03/2022 Short 266.17 266.17 40162 501 VP4560000 WELLS 0.01% Interest 02/01/2022 Short 171.10 171.10 40162 501 VP4560000 WELLS 0.01% Interest 03/01/2022 Short 154.54 154.54 Totals for SJCE 591.81 591.81 0.00
Grand Total 1,413,221,587.6 1,233,953,382.6 6,354,024.81 -172,914,180.21 Portfolio CITY
AP
Run Date: 04/16/2022 - 13:37 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

BALANCE SALES OR BALANCE
12/31/2021 MATURITIES ADDITIONS 3/31/2022
Asset Backed Securities 20,170,292.32 4,358,855.47 15,811,436.85 Commercial Paper/Discount 34,979,755.56 34,979,755.56 49,932,113.89 49,932,113.89 Corporate Medium Term Notes 308,933,090.52 90,567,901.01 83,079,987.96 301,445,177.47 Federal Agency Securities 546,702,170.87 35,492,717.63 318,748,935.32 829,958,388.56 Mortgage Backed Securities 142,959,882.25 1,570,828.84 141,389,053.41 Money Market Mutual Fund 173,026,434.99 732,537,963.79 608,017,699.77 48,506,170.97 Muni Bonds 220,316,984.80 7,000,000.00 10,702,513.40 224,019,498.20 Negotiable CD's 178,910,885.02 60,000,000.00 118,910,885.02 State Pool 225,000,000.00 175,129,545.82 105,129,545.82 155,000,000.00 Supranationals 249,400,619.13 29,671,496.28 7,268,345.89 226,997,468.74 UST Bills, Notes & Bonds 56,157,483.17 65,006,422.65 230,349,227.86 221,500,288.38 Total 2,156,557,598.63 1,236,315,487.05 1,413,228,369.91 2,333,470,481.49 NET PURCHASES/(SALES): 176,912,882.86
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
JANUARY THROUGH MARCH 2022 TURNOVER RATIO: 1.14
AVERAGE DAILY PORTFOLIO BALANCE: 2,321,451,540.29

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
1/1/22 THROUGH 3/31/22

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
City of San Jose , CA
Purchases Report
Sorted by Dealer - Fund
January 1, 2022 - March 31, 2022
Original
Par Value
Ending
Book Value
Sec.

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
912796C31 40452 003 ATD USTR 10,000,000.00 01/06/2022 01/27 - At Maturity 9,999,778.33 0.038 01/27/2022 0.039 0.00 912796M97 40453 003 ATD USTR 20,000,000.00 01/06/2022 03/10 - At Maturity 19,998,495.00 0.043 03/10/2022 0.044 0.00 912796N39 40454 003 ATD USTR 15,000,000.00 01/06/2022 03/31 - At Maturity 14,998,075.00 0.055 03/31/2022 0.056 0.00 912796N47 40455 003 ATD USTR 20,000,000.00 01/06/2022 04/07 - At Maturity 19,995,955.56 0.080 04/07/2022 0.081 19,999,733.33 912796U72 40456 003 ATD USTR 10,000,000.00 01/06/2022 05/03 - At Maturity 9,996,165.00 0.118 05/03/2022 0.120 9,998,951.11 912828XG0 40457 003 TRC USTR 15,000,000.00 01/06/2022 06/30 - Final Pmt. 15,138,867.19 5,283.15 2.125 06/30/2022 0.208 15,071,417.41 912828XR6 40458 003 TRC USTR 20,000,000.00 01/06/2022 05/31 - Final Pmt. 20,128,906.25 35,576.92 1.750 05/31/2022 0.131 20,053,340.52 3133EMYL0 40465 003 MC1 FFCB 10,000,000.00 01/14/2022 05/04 - Final Pmt. 9,995,783.00 777.78 0.040 05/04/2022 0.178 9,998,734.90 3130AJY52 40466 003 FAC FHLB 10,000,000.00 01/14/2022 02/12 - 08/12 9,988,752.10 Received 0.125 08/12/2022 0.320 9,992,915.99 3130ALHH0 40470 003 MC1 FHLB 25,000,000.00 01/18/2022 03/05 - 09/05 24,479,750.00 Received 0.960 03/05/2026 1.481 24,505,290.18 313380GJ0 40489 003 FAC FHLB 10,000,000.00 02/25/2022 03/09 - 09/09 10,068,160.00 Received 2.000 09/09/2022 0.730 10,055,511.75 3134GVJ66 40491 003 FAC FHLMC 4,510,000.00 03/16/2022 06/08 - Final Pmt. 4,507,970.50 3,069.31 0.250 06/08/2022 0.447 4,508,341.75 3133ENGW4 40513 003 MC1 FFCB 1,859,000.00 03/30/2022 06/13 - 12/13 1,808,137.76 3,646.74 0.660 12/13/2023 2.308 1,808,220.73 3133EMYW6 40514 003 MC1 FFCB 1,347,000.00 03/30/2022 05/13 - 11/13 1,304,057.64 1,179.00 0.230 11/13/2023 2.246 1,304,131.30 3130APWH4 40512 003 MC1 FHLB 2,000,000.00 03/30/2022 05/23 - 11/23 1,951,980.00 5,250.00 0.750 11/22/2023 2.245 1,952,061.11 3134GXMZ4 40511 003 MC1 FHLMC 1,033,000.00 03/30/2022 09/28 - 03/28 1,020,087.50 103.30 1.800 03/28/2024 2.446 1,020,105.48 Subtotal 175,749,000.00 175,380,920.83 54,886.20 130,268,755.56 Purchased from: FHN Financial
3130AQN584 40473 003 MC1 FHLB 14,000,000.00 01/27/2022 07/27 - 01/27 13,982,500.00 0.700 01/27/2025 1.438 13,983,537.04 3130AQQQ9 40472 003 MC1 FHLB 20,000,000.00 01/28/2022 04/28 - Quarterly 20,000,000.00 0.750 01/28/2025 0.750 20,000,000.00 3130AQQQ9 40477 003 MC1 FHLB 20,000,000.00 01/28/2022 04/28 - Quarterly 20,000,000.00 0.750 01/28/2025 0.750 20,000,000.00 3130AMR53 40502 003 MC1 FHLB 20,000,000.00 03/22/2022 06/09 - 12/09 19,070,000.00 35,477.78 0.620 12/09/2024 2.400 19,078,567.04 3136G46V0 40500 003 MC1 FNMA 1,500,000.00 03/22/2022 07/26 - 01/26 1,449,900.00 723.33 0.310 01/26/2024 2.167 1,450,579.07 Subtotal 75,500,000.00 74,502,400.00 36,201.11 74,512,683.15 Purchased from: Piper Sandler & Co.
13063DMA3 40449 003 MUN CAS 10,110,000.00 01/07/2022 04/01 - 10/01 10,631,069.40 71,444.00 2.650 04/01/2026 1.392 10,602,349.04 3133ENLB4 40468 003 MC1 FFCB 20,000,000.00 01/18/2022 07/18 - 01/18 19,988,000.00 0.460 01/18/2023 0.520 19,990,433.33 3130ANWN6 40508 003 MC1 FHLB 825,000.00 03/22/2022 03/30 - 09/30 778,622.63 Received 0.700 06/30/2025 2.500 778,976.96 3134GW5R3 40505 003 MC1 FHLMC 2,000,000.00 03/22/2022 04/27 - 10/27 1,873,460.00 5,236.11 0.650 10/27/2025 2.500 1,874,339.43 3134GWUG9 40506 003 MC1 FHLMC 1,500,000.00 03/22/2022 03/24 - 09/24 1,403,410.20 Received 0.570 09/24/2025 2.500 1,404,099.03 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2022 - 11:54 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
January 1, 2022 - March 31, 2022
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Piper Sandler & Co.
3134GWVN3 40507 003 MC1 FHLMC 17,490,000.00 03/22/2022 03/30 - 09/30 16,376,215.10 Received 0.600 09/30/2025 2.500 16,384,120.51 3136G4H55 40503 003 MC1 FNMA 2,350,000.00 03/22/2022 08/05 - 02/05 2,202,791.30 1,687.43 0.550 08/05/2025 2.500 2,203,883.53 3136G4R62 40504 003 MC1 FNMA 1,715,000.00 03/22/2022 08/28 - 02/28 1,609,825.91 714.58 0.625 08/28/2025 2.500 1,610,591.74 Subtotal 55,990,000.00 54,863,394.54 79,082.12 54,848,793.57 Purchased from: RBC Capital Markets
3130AQG49 40461 003 MC1 FHLB 2,485,000.00 01/18/2022 07/18 - 01/18 2,471,605.85 1.000 10/18/2024 1.200 2,472,593.50 3130AQMU4 40478 003 MC1 FHLB 12,500,000.00 01/28/2022 04/28 - Quarterly 12,495,875.00 0.625 10/28/2024 0.754 12,496,137.50 3133ENQC7 40498 003 MC1 FFCB 150,000.00 03/22/2022 09/03 - 03/03 148,500.00 153.58 1.940 09/03/2024 2.363 148,515.32 3130AQT78 40499 003 MC1 FHLB 2,360,000.00 03/22/2022 08/28 - 02/28 2,314,924.00 2,753.33 1.750 02/28/2025 2.428 2,315,308.17 3130AR7C9 40497 003 MC1 FHLB 1,565,000.00 03/28/2022 06/27 - 12/27 1,544,029.00 1.850 12/27/2024 2.357 1,544,092.61 Subtotal 19,060,000.00 18,974,933.85 2,906.91 18,976,647.10 Purchased from: Raymond James & Associates
459056LD7 40460 003 MC2 IBRD 2,000,000.00 01/07/2022 01/19 - 07/19 2,147,432.00 Received 7.625 01/19/2023 0.465 2,114,140.90 3130ARAY7 40495 003 MC1 FHLB 1,000,000.00 03/24/2022 09/24 - 03/24 992,500.00 1.375 03/24/2025 2.137 992,548.61 3130ARBY6 40496 003 MC1 FHLB 4,600,000.00 03/28/2022 09/28 - 03/28 4,590,340.00 1.500 03/28/2025 1.713 4,590,366.83 Subtotal 7,600,000.00 7,730,272.00 0.00 7,697,056.34
Purchased from: Truist Securities Inc
3133ENPB0 40486 003 MC1 FFCB 15,150,000.00 02/16/2022 08/16 - 02/16 15,138,637.50 2.180 02/16/2027 2.196 15,138,921.56 Subtotal 15,150,000.00 15,138,637.50 0.00 15,138,921.56 Purchased from: Toyota Financial Services
89233HDM3 40492 003 ACP TMCC 20,000,000.00 03/15/2022 04/21 - At Maturity 19,989,105.56 0.530 04/21/2022 0.530 19,994,111.11 89233HF90 40493 003 ACP TMCC 20,000,000.00 03/15/2022 06/09 - At Maturity 19,960,344.44 0.830 06/09/2022 0.832 19,968,183.33 89233HF25 40494 003 ACP TMCC 10,000,000.00 03/15/2022 06/02 - At Maturity 9,982,663.89 0.790 06/02/2022 0.791 9,986,394.45 Subtotal 50,000,000.00 49,932,113.89 0.00 49,948,688.89 Purchased from: UBS Financial Services
3130AQMQ3 40475 003 MC1 FHLB 7,200,000.00 01/28/2022 04/28 - Quarterly 7,189,200.00 0.750 10/28/2025 1.076 7,189,704.00 3130ABCF1 40484 003 MC1 FHLB 1,000,000.00 02/11/2022 05/23 - Final Pmt. 1,005,665.01 5,416.67 1.500 05/23/2022 0.495 1,002,888.04 3134GBDS8 40483 003 FAC FHLMC 1,000,000.00 02/11/2022 03/29 - Final Pmt. 1,002,880.72 Received 1.375 03/29/2022 0.335 0.00 3133ENAL4 40501 003 FAC FFCB 1,170,000.00 03/22/2022 04/12 - 10/12 1,139,135.40 1,508.00 0.290 10/12/2023 2.021 1,139,631.44 Subtotal 10,370,000.00 10,336,881.13 6,924.67 9,332,223.48 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2022 - 11:54 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
January 1, 2022 - March 31, 2022
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Unionbanc Investment
037833CG3 40459 003 MTN AAPL 10,000,000.00 01/07/2022 02/09 - 08/09 10,407,000.00 Received 3.000 02/09/2024 0.861 10,361,537.23 037833DE7 40462 003 MTN AAPL 15,266,000.00 01/13/2022 07/13 - 01/13 15,537,963.79 2.400 01/13/2023 0.451 15,479,038.30 037833DF4 40463 003 MTN AAPL 15,114,000.00 01/14/2022 07/13 - 01/13 15,723,396.48 1,154.54 2.750 01/13/2025 1.295 15,679,908.50 037833BU3 40464 003 MTN AAPL 3,052,000.00 01/18/2022 02/23 - 08/23 3,118,625.16 Received 2.850 02/23/2023 0.847 3,106,312.16 037833CG3 40471 003 MTN AAPL 11,966,000.00 01/19/2022 02/09 - 08/09 12,402,280.36 Received 3.000 02/09/2024 1.046 12,359,831.46 912796J42 40474 003 ATD USTR 20,000,000.00 01/26/2022 06/16 - At Maturity 19,980,025.00 0.255 06/16/2022 0.259 19,989,233.33 9128286Y1 40476 003 TRC USTR 20,000,000.00 01/26/2022 06/15 - Final Pmt. 20,114,062.50 40,384.62 1.750 06/15/2022 0.265 20,061,104.91 912796R43 40481 003 ATD USTR 80,000,000.00 01/26/2022 06/23 - At Maturity 79,910,871.11 0.271 06/23/2022 0.275 79,950,015.55 037833BU3 40482 003 MTN AAPL 2,336,000.00 02/14/2022 02/23 - 08/23 2,371,857.60 Received 2.850 02/23/2023 1.050 2,367,290.37 037833CG3 40485 003 MTN AAPL 12,318,000.00 02/14/2022 08/09 - 02/09 12,613,016.10 5,132.50 3.000 02/09/2024 1.659 12,593,623.43 037833CU2 40487 003 MTN AAPL 7,300,000.00 02/28/2022 05/11 - 11/11 7,460,673.00 61,837.08 2.850 05/11/2024 1.745 7,453,986.73 037833CQ1 40488 003 MTN AAPL 3,000,000.00 02/28/2022 05/11 - Final Pmt. 3,007,005.00 20,508.33 2.300 05/11/2022 0.342 3,003,838.36 3134GW6E1 40490 003 MC1 FHLMC 20,000,000.00 03/15/2022 05/02 - 11/02 19,520,000.00 23,644.44 0.320 11/02/2023 1.820 19,533,083.48 3133EL5J9 40510 003 MC1 FFCB 13,965,000.00 03/30/2022 09/01 - 03/01 13,606,518.45 3,374.88 0.300 09/01/2023 2.146 13,607,219.98 3134GW6E1 40509 003 MC1 FHLMC 18,300,000.00 03/30/2022 05/02 - 11/02 17,737,824.00 24,074.67 0.320 11/02/2023 2.300 17,738,806.83 Subtotal 252,617,000.00 253,511,118.55 180,111.06 253,284,830.62 Purchased from: Wells Fargo Securities
3130AQJL8 40451 003 FAC FHLB 10,000,000.00 01/06/2022 05/20 - Final Pmt. 9,999,627.90 33.33 0.120 05/20/2022 0.130 9,999,863.93 459058FY4 40450 003 MC2 IBRD 5,000,000.00 01/07/2022 01/26 - Final Pmt. 5,005,025.00 Received 2.000 01/26/2022 0.095 0.00 3130AQCN1 40467 003 MC1 FHLB 5,000,000.00 01/18/2022 03/17 - Quarterly 4,986,250.00 Received 0.500 01/17/2025 1.006 4,987,180.26 3134GXJH8 40469 003 MC1 FHLMC 4,225,000.00 01/18/2022 06/29 - 12/29 4,176,243.50 490.57 0.220 09/29/2023 0.907 4,182,068.74 3133ENAL4 40480 003 FAC FFCB 4,150,000.00 01/26/2022 04/12 - 10/12 4,103,407.95 3,476.78 0.290 10/12/2023 0.953 4,108,324.32 3130ENMH0 40479 003 MC1 FFCB 10,350,000.00 01/27/2022 07/27 - 01/27 10,348,965.00 1.600 01/27/2026 1.603 10,349,011.00 Subtotal 38,725,000.00 38,619,519.35 4,000.68 33,626,448.25 Total Purchases 700,761,000.00 698,990,191.64 364,112.75 647,635,048.52 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2022 - 11:54 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION F
INDEPENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2020.

CITY OF SAN JOSE
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
As of December 31, 2021
www.mgocpa.com
Macias Gini & O’Connell LLP
2121 N. California Boulevard, Suite 750
Walnut Creek, CA 94596 1
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
Members of the Public Safety, Finance &
Strategic Support Committee and the
San José City Council
San José, California
We have performed the procedures enumerated below on evaluating whether the investments within the City of San José’s (City) pooled portfolio are in compliance with the City’s Investment Policy dated March 9, 2021 (Investment Policy) and Finance Department procedures as of December 31, 2021. The City’s management is responsible for the City’s compliance with those requirements.

The City’s Finance Department and the Office of the City Auditor (City Auditor) have agreed to and acknowledged that the procedures performed are appropriate to meet the intended purpose of assisting specified parties in evaluating whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy and Finance Department procedures as of December 31, 2021. This report may not be suitable for any other purpose. The procedures performed may not address all the items of interest to a user of this report and may not meet the needs of all users of this report and, as such, users are responsible for determining whether the procedures performed are appropriate for their purposes.

The procedures and associated findings are as follows:

1. The management of the City provided us with a copy of the FY 2021-22 Second Quarter Investment Report (Investment Report) as of December 31, 2021 and we traced and agreed individual investments, which includes investment description, maturity date, CUSIP number, book and market value, to supporting documentation such as custodian/bank statements obtained from the City.

Finding: No exceptions were found as a result of applying the procedure.

2. We traced total investments listed on the Investment Report as of December 31, 2021 to the City’s general ledger.

Finding: No exceptions were found as a result of applying the procedure.

3. We compared the types of investments listed in the Investment Report as of December 31, 2021 with the types of investments that are authorized by the City’s Investment Policy.

Finding: No exceptions were found as a result of applying the procedure. 2 4. We read the Investment Report as of December 31, 2021 to verify that it contains the information/data required by the City’s Investment Policy and whether it meets the timing requirements of the City’s Investment Policy, as follows:
a. The Investment Report includes the type of investment, issuer, date of maturity, par and dollar amount invested on all securities, investments and monies held by the City. b. The Investment Report includes market value (and source) as of the date of the report of all securities held by the City or under management of any outside party. c. The Investment Report includes a statement addressing the portfolio’s compliance with the portfolio to the City’s Investment Policy.
d. The Investment Report includes a statement addressing the ability of the City to meet the pool’s expenditure requirements for the next six months.

Finding: No exceptions were found as a result of applying the procedure.

5. We compared the types of investments listed in the Investment Report as of December 31, 2021 to the list of permitted investments in the City’s Investment Policy.

Finding: No exceptions were found as a result of applying the procedure.

6. We calculated the total investment amounts on a cost basis for the investment types listed in the Investment Report as of December 31, 2021, and compared those totals to the maximum portfolio limitations imposed by the City’s Investment Policy for specified investment types.

Finding: No exceptions were found as a result of applying the procedure.

7. We agreed individual investment maturity dates listed in the Investment Report as of December 31, 2021 to the custodian/bank statements and determined whether they conform to the maturity requirements of the City’s Investment Policy.

Finding: No exceptions were found as a result of applying the procedure.

8. We obtained and read the third-party custodial agreement(s) and broker/dealer agreement(s) in effect at the date of the Investment Report to determine if the agreements contained a clause addressing delivery of securities and that the delivery method conformed to the City’s Investment Policy.

Finding: No exceptions were found as a result of applying the procedure.

9. We recomputed and reviewed supporting documentation relevant to the repurchase agreements and, if applicable, the reverse repurchase agreements held by the City on December 31, 2021, to ascertain whether the investments conform to the City’s Investment Policy.

Finding: Not applicable. No repurchase or reverse repurchase agreements were held by the City on December 31, 2021.

10. We determined through inquiry and observation whether the responsibilities for initiating, evaluating, and approving transactions are separate from detail accounting and general ledger functions.

Finding: No exceptions were found as a result of applying the procedure. 3 11. We determined through inquiry and observation whether custodial responsibility for investments is restricted to authorized personnel and separate from personnel with accounting duties.

Finding: No exceptions were found as a result of applying the procedure.

12. We determined through inquiry and observation whether responsibilities for detailed investment records in the investment system (Sympro) are separate from general ledger functions.

Finding: No exceptions were found as a result of applying the procedure.

13. We determined through inquiry and document inspection whether the City maintains authorized lists of signatures, security dealers, and counterparties and whether those lists are updated periodically.

Finding: No exceptions were found as a result of applying the procedure.

14. We selected an investment purchase and maturity transaction between July 1, 2021 and December 31, 2021 and determined through inquiry and document inspection whether the City counts and/or confirms its investments as transactions occur.

Finding: No exceptions were found as a result of applying the procedure.

15. We selected an investment purchase and maturity transaction between July 1, 2021 and December 31, 2021 and determined through inquiry and document inspection whether counts and/or investment confirmations and detailed subsidiary records are prepared by an Accountant and reviewed by a Senior Accountant.

Finding: No exceptions were found as a result of applying the procedure.

16. We selected an investment purchase and maturity transaction between July 1, 2021 and December 31, 2021 and determined through inquiry and document inspection whether investment income is reviewed monthly for accuracy by the Deputy Director of Finance, Debt and Treasury Management, and Assistant Director of Finance or Director of Finance.

Finding: No exceptions were found as a result of applying the procedure.

17. We selected an investment purchase and maturity transaction between July 1, 2021 and December 31, 2021 and determined through inquiry and document inspection whether reconciliations between detailed subsidiary records and general ledger control accounts are prepared by an Accountant and reviewed by a Senior Accountant or Supervising Accountant.

Finding: No exceptions were found as a result of applying the procedure.

18. We selected an investment purchase and maturity transaction between July 1, 2021 and December 31, 2021 and determined through inquiry and document inspection whether the Deputy Director of Finance, Debt and Treasury Management, and Assistant Director of Finance or Director of Finance assesses the classification and valuation of its investments at acquisition and at the end of the quarter.

Finding: No exceptions were found as a result of applying the procedure.

4 We were engaged by the City to perform this agreed-upon procedures engagement and conducted our engagement in accordance with attestation standards established by the AICPA. We were not engaged to and did not conduct an examination or review, the objective of which would be the expression of an opinion or conclusion, respectively, on whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy and Finance Department procedures as of December 31, 2021.

Accordingly, we do not express such an opinion or conclusion. Had we performed additional procedures, other matters might have come to our attention that would have been reported to you.

We are required to be independent of the City and to meet our other ethical responsibilities, in accordance with the relevant ethical requirements related to our agreed-upon procedures engagement.

This report is intended solely for the information and use of the City Council, the Public Safety, Finance & Strategic Support Committee, the City Auditor, and Finance Department and is not intended to be and should not be used by anyone other than these specified parties.

Walnut Creek, California
April 28, 2022