Investment Report — San Jose City Council, June 14, 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/your- government/departments/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (“PSFSS”) for discussion during its meeting on 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

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PORTFOLIO STATISTICS

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

Portfolio Composition

Within this section are snapshots of the City’s total investment portfolio as of 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

Page 3 ends

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 whe n 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

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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
Mar-20 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Dollars in millions
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

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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

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PORTFOLIO PERFORMANCE

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

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Total Portfolio 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 Yield (%)
Weighted Average Maturity
Weighted Average Maturity Weighted Average Yield

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

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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

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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

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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

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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

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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
P

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

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

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

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

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

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

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

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

T HIS PAGE IS INTENTIONALLY LEFT BLANK
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
TOTA

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

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City of San Jose
Total Earnings
City of San Jose
, CA
Sorted by Fund - Investment Number
January 1, 2022 - March 31, 2022
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
68,179,696.9832936 42,000,000.00 0.330STPOOL 53,731.84 0.00 53,731.840.320003 75,000,000.00CITY 0.00 58,891,269.7136512 28,362,387.97 0.025WELLS 3,741.34 0.00 3,741.340.026003 152,883,243.80VP6000104 0.00 74,179,696.9837042 38,000,000.00 0.330STPOOL 58,460.39 0.00 58,460.390.320003 75,000,000.00CSJFA 0.00 2,762,694.4437523 0.00 2.000IBRD 13,888.89 754.17 14,643.062.150003 9,945,700.00459058FY4 0.00 4,055,555.5637534 0.00 2.250MDS 23,125.00 0.00 23,125.002.313003 5,000,000.00574193NC8 0.00 19,750,600.0037546 20,000,000.00 2.000CASPWR 100,000.00 12,470.00 112,470.002.309003 19,750,600.0013066YTZ2 0.00 2,831,272.5037565 2,710,000.00 3.258STNPWR 22,072.95 -6,166.40 15,906.552.278003 2,831,272.5084247PHX2 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 31,250.00 -3,354.08 27,895.922.233003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 31,250.00 -1,035.47 30,214.532.441003 5,019,950.0013063DDF2 0.00 9,982,270.0037589 10,000,000.00 2.100FHLB 52,500.00 978.35 53,478.352.173003 9,982,270.003130ACZS6 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 32,970.00 0.00 32,970.003.343003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 6,295.00 915.00 7,210.002.973003 983,530.0013067WPE6 0.00 19,089,200.0037634 20,000,000.00 1.750IADB 87,500.00 53,858.08 141,358.083.003003 19,089,200.004581X0CZ9 0.00 4,816,203.7537638 4,815,000.00 2.900LOS 34,908.75 -72.76 34,835.992.933003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 42,500.00 -3,878.78 38,621.223.086003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 190,625.00 4,285.72 194,910.723.173003 24,915,000.003133EJD48 0.00 4,009,560.0040036 4,000,000.00 2.900LOS 29,000.00 -651.82 28,348.182.867003 4,009,560.00544351MN6 0.00 3,910,360.0040039 4,000,000.00 2.000CASPWR 20,000.00 6,762.45 26,762.452.776003 3,910,360.0013066YTZ2 0.00 444,124.4440043 0.00 2.625FNMA 2,916.67 26.67 2,943.342.688003 3,997,120.003135G0U92 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 132,500.00 1,006.32 133,506.322.710003 19,980,880.003133EJ5W5 0.00 4,194,990.3540063 0.00 8.500KO 74,545.00 -45,972.34 28,572.662.762003 12,179,004.24191219AP9 0.00 3,114,875.5640075 0.00 2.950CAT 22,534.72 -310.40 22,224.322.894003 5,006,050.0014913Q2T5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 31,250.00 407.50 31,657.502.572003 4,991,850.00459058GQ0 0.00 2,512,725.0040080 0.00 3.000USB 18,333.33 -1,036.86 16,589.532.678003 5,025,450.0091159HHC7 -706.94 249,375.0040082 0.00 2.400MSFT 1,500.00 55.09 1,885.653.067003 4,488,750.00594918BW3 330.56 3,549,178.4540091 0.00 2.250JNJ 20,460.00 2,621.43 23,081.432.637003 5,236,492.80478160CD4 0.00 4,005,716.7140096 0.00 2.850PCAR 28,823.00 -2,482.85 26,340.152.667003 6,110,415.3269371RP75 0.00 14,129,780.0040097 14,000,000.00 2.950JD 103,250.00 -11,071.28 92,178.722.646003 14,129,780.0024422EUT4 0.00 3,294,232.5840102 0.00 3.000USB 23,954.33 -2,371.69 19,965.582.458003 6,588,465.1791159HHC7 -1,617.06 5,045,100.0040105 0.00 3.000USB 36,666.67 -3,868.22 30,161.022.425003 10,090,200.0091159HHC7 -2,637.43 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

Page 2 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
7,020,650.0040111 7,000,000.00 2.650PCAR 46,375.00 -1,741.80 44,633.202.578003 7,020,650.0069371RP83 0.00 9,989,400.0040112 10,000,000.00 2.650USB 66,250.00 883.33 67,133.332.726003 9,989,400.0090331HPC1 0.00 15,008,850.0040114 15,000,000.00 2.000CASPWR 75,000.00 -761.48 74,238.522.006003 15,008,850.0013066YTZ2 0.00 8,640,996.6840115 8,595,000.00 2.307FHLMC 49,571.67 -3,647.31 45,924.362.155003 8,640,996.683137AWQH1 0.00 2,248,521.7540116 2,235,000.00 2.350CAS 13,130.62 -1,198.97 11,931.652.152003 2,248,521.7513063DLY2 0.00 6,248,250.2540121 6,215,000.00 2.307FHLMC 35,845.02 -2,648.25 33,196.772.155003 6,248,250.253137AWQH1 0.00 1,264,337.5040125 1,250,000.00 2.500MES 7,812.50 -1,223.11 6,589.392.114003 1,264,337.5056052AD60 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 46,875.00 650.00 47,525.001.929003 9,989,600.00459058GX5 0.00 13,579,056.0040127 0.00 1.850FFCB 63,773.61 1,944.19 65,717.801.963003 16,973,820.003133EKRE8 0.00 2,935,339.1540138 0.00 3.400BRK 23,316.16 -9,117.50 14,198.661.962003 8,806,017.46084670BF4 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 43,750.00 1,901.33 45,651.331.858003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 32,512.50 -8,986.03 23,526.472.173003 4,390,781.253137B4WB8 0.00 2,765,468.7540151 2,750,000.00 2.360FNMA 16,225.00 -1,436.73 14,788.272.169003 2,765,468.753138L9HU9 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 12,814.37 -5,114.93 7,699.441.699003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 9,095.00 -4,306.43 4,788.571.795003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 34,371.00 -19,017.72 15,353.282.095003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 11,250.00 352.70 11,602.701.572003 2,992,950.003130AGWK7 0.00 2,072,090.4640158 1,692,373.41 1.780HAROT 9,219.96 1.07 9,223.541.805003 2,490,312.8943815NAC8 2.51 999,830.0040164 1,000,000.00 1.700AAPL 4,250.00 14.16 4,264.161.730003 999,830.00037833DL1 0.00 4,991,750.0040166 5,000,000.00 1.700AAPL 21,250.00 687.50 21,937.501.782003 4,991,750.00037833DL1 0.00 5,050,335.8440167 4,821,230.50 3.320FHLMC 18,786.28 -15,251.10 3,093.330.248003 5,065,488.113137B36J2 -441.85 1,019,843.7540169 1,000,000.00 2.710FNMA 6,775.00 -1,448.45 5,326.552.118003 1,019,843.753138LC5B7 0.00 5,039,766.1840171 4,939,241.95 2.420FNMA 5,157.92 -4,426.25 531.800.043003 5,048,831.443140HUNV4 -199.87 5,780,333.9240173 5,764,952.40 1.990FHLMC 28,724.78 0.00 28,724.782.015003 5,789,441.9030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 2,321.25 0.00 2,321.251.883003 500,000.0097705MNM3 0.00 1,926,938.0240180 1,787,407.31 2.090FHLMC 9,747.20 -913.22 8,833.981.859003 1,979,421.1830314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.32 41,478.321.685003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 25,125.00 -151.46 24,973.542.025003 5,002,600.00649791PP9 0.00 1,750,243.6740186 1,499,433.51 1.920TMCC 8,401.19 7.57 8,426.371.953003 2,028,539.0089233MAD5 17.61 1,950,000.0040188 1,950,000.00 1.800OHS 8,775.00 0.00 8,775.001.825003 1,950,000.00677522T20 0.00 4,665,804.8740189 4,529,889.60 2.791FNMA 31,682.89 -788.70 30,894.192.685003 4,560,574.623138ELJW4 0.00 5,353,485.7640190 4,589,331.48 1.830HAROT 21,462.41 50.42 21,637.141.639003 6,094,011.4843813VAC2 124.31 4,055,996.2040194 4,015,708.95 2.220FNMA 22,348.36 -163.84 22,184.522.218003 4,047,484.203138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 78,787.83 -14,416.60 64,371.231.712003 15,244,921.88912828W48 0.00 1,000,000.0040198 0.00 1.800FHLMC 4,500.00 0.00 4,500.001.825003 10,000,000.003134GUQ94 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.00 46,546.001.715003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.376003 7,747,000.003138L84Z4 0.00 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

Page 3 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.247003 7,450,000.003140HWYW6 0.00 22,678,728.5540206 22,088,803.79 2.610FNMA 144,514.90 -3,728.15 140,786.752.518003 22,259,233.613138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 35,750.00 -11,418.00 24,332.001.901003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.684003 1,000,000.003138LL3J2 0.00 2,119,372.0040213 2,050,000.00 3.250JPM 16,656.25 -6,496.85 10,159.401.944003 2,119,372.0046625HJE1 0.00 262,710.3240214 261,319.09 2.050FHLMC 1,342.38 -2.13 1,340.252.069003 263,022.1730295NAE0 0.00 2,673,175.8040221 2,422,314.48 2.509FNMA 15,572.08 -8,100.41 7,471.671.134003 2,992,014.063136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 80,000.00 -33,955.31 46,044.691.795003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.936003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 8,743,773.2740229 0.00 2.250JNJ 49,162.12 -18,220.42 30,941.701.435003 12,900,649.08478160CD4 0.00 687,679.1140231 677,381.93 1.990FHLMC 3,375.17 -35.97 3,339.201.969003 680,259.4330298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 2,425.00 0.00 2,425.000.983003 1,000,000.00574193SP4 0.00 1,405,490.6840237 1,412,000.00 1.650DIS 5,824.50 662.72 6,487.221.872003 1,405,490.68254687FJ0 0.00 986,760.0040238 1,000,000.00 2.000PCAR 5,000.00 1,329.91 6,329.912.602003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 77,024.50 -28,556.65 48,467.851.826003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.83 23,462.671.771003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 17,675.00 -8,063.43 9,611.571.089003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.715003 2,988,390.00459058JB0 0.00 1,261,480.4640252 1,128,750.86 1.360TMCC 4,289.62 14.70 4,337.501.394003 1,412,885.5389239RAC0 33.18 1,180,478.6840253 1,078,044.72 1.410HART 4,161.99 15.13 4,201.141.443003 1,249,708.7544891LAC7 24.02 1,655,000.0040255 1,655,000.00 2.363RIV 9,776.92 0.00 9,776.922.396003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.704003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.731003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 8,807.75 669.61 9,477.361.576003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 12,740.62 158.55 12,899.170.770003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 32,734.44 -24,231.46 8,502.980.931003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.710003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.595003 10,000,000.003137BJQ71 0.00 2,970,699.6840267 2,897,000.00 2.300PCAR 16,657.75 -8,219.29 8,438.461.152003 2,970,699.6869371RN77 0.00 16,606,400.0040269 16,000,000.00 2.125IBRD 85,000.00 -71,810.52 13,189.480.322003 16,606,400.00459058GU1 0.00 1,701,890.4840270 1,527,198.32 0.820HAROT 3,488.96 8.10 3,514.030.837003 1,895,219.6743813DAC2 16.97 9,969,900.0040271 10,000,000.00 0.250FNMA 6,250.00 2,508.34 8,758.340.356003 9,969,900.003135G04Q3 0.00 3,213,383.8340272 2,944,021.63 2.967FNMA 21,962.15 -2,504.55 19,457.602.456003 2,974,416.633136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.760003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 165,864.75 -121,054.94 44,809.810.663003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 4,000.00 231.67 4,231.670.859003 1,997,220.0069371RQ82 0.00 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

Page 4 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,727,609.3840276 5,450,000.00 2.615FHLMC 35,629.38 0.00 35,629.382.523003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 2,620.00 0.00 2,620.001.063003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.240003 900,000.00923078CU1 0.00 7,508,925.0040279 7,500,000.00 0.550JD 10,312.50 -1,075.30 9,237.200.499003 7,508,925.0024422EVG1 0.00 1,009,720.0040280 1,000,000.00 1.250MES 3,125.00 -1,255.09 1,869.910.751003 1,009,720.0056052AE77 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.862003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 14,500.00 0.00 14,500.000.588003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 7,500.00 75.27 7,575.270.307003 9,999,100.003133ELG81 0.00 7,779,030.0040287 7,500,000.00 2.125IBRD 39,843.75 -34,260.17 5,583.580.291003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.15 13,536.150.550003 9,979,300.003135G04Z3 0.00 1,497,208.3840289 1,268,931.90 2.492FNMA 8,538.61 -10,423.59 -1,884.98-0.511003 1,506,548.933136AGMB5 0.00 25,000,000.0040291 25,000,000.00 0.220FHLB 13,750.00 0.00 13,750.000.223003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 2,082.50 0.00 2,082.500.845003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 1,353.63 0.00 1,353.630.845003 650,000.0091412HFL2 0.00 3,457,778.7140295 3,432,334.08 0.830FHLMC 7,132.31 -67.87 7,064.440.829003 3,446,210.4330315EAA4 0.00 4,725,231.4740296 4,298,172.75 0.440TMCC 5,197.87 21.58 5,253.240.451003 4,999,615.0089237VAB5 33.79 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.68 7,944.320.644003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 6,375.00 -122.21 6,252.790.507003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.30 3,131.300.508003 2,499,875.0031422BJ27 0.00 272,282.4740300 263,925.36 2.190FHLMC 1,447.71 -39.54 1,408.172.097003 265,323.5130288WAK5 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 33,750.00 -25,906.88 7,843.120.602003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.527003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 4,562.25 0.00 4,562.250.426003 4,345,000.00373385FP3 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 19,464.00 -16,579.16 2,884.840.452003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.33 5,440.830.443003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.558003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.852003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 4,875.00 287.53 5,162.530.419003 4,995,850.0034153QUC8 0.00 2,650,781.2540314 2,500,000.00 2.810FNMA 17,562.51 0.00 17,562.512.687003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 30,461.00 -25,485.36 4,975.640.496003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 1,250.00 1,243.34 2,493.340.254003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.77 9,893.230.800003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.09 20,168.910.815003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.514003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 33,361.50 -29,356.49 4,005.010.387003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.45 8,797.450.357003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.705003 1,000,000.0057582RK88 0.00 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

Page 5 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.82 0.00 2,648.820.776003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.61 -1,353.58 3,536.030.640003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.23 5,424.470.611003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.43 15,357.570.616003 10,118,600.0091412HGE7 0.00 3,909,586.6440327 3,608,472.41 2.624FNMA 23,745.56 -5,009.41 18,736.151.944003 3,675,550.763136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 34,447.50 0.00 34,447.502.829003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.38 10,701.380.435003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.507003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.558003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.37 -2,228.40 6,855.970.324003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.75 10,448.250.422003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.503003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.404003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.69 12,689.690.515003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.504003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.51 12,845.510.521003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.344003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.507003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.13 13,009.130.531003 9,933,980.00459058JE4 0.00 4,516,755.0440342 4,432,154.60 0.670FHLMC 7,481.52 -500.76 6,980.760.627003 4,534,267.0530318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.72 8,957.780.511003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 37,500.00 -29,666.67 7,833.330.305003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.515003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 145,312.50 -127,353.75 17,958.750.441003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 6,125.00 676.67 6,801.670.395003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.507003 10,000,000.003130AKXX9 0.00 9,444,444.4440352 0.00 0.180BMO 4,250.00 0.00 4,250.000.183003 25,000,000.0006367CAH0 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.519003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.608003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.608003 5,000,000.0045905U5Y6 0.00 5,316,300.0040356 4,950,000.00 2.588FHLMC 32,026.50 0.00 32,026.502.443003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,013.84 0.00 16,013.840.649003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.811003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.618003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.001.014003 10,000,000.0031422XCX8 0.00 75,001,919.2040363 75,000,000.00 0.330STPOOL 59,108.37 0.00 59,108.370.320003 75,000,000.00COVID RELIEF 0.00 5,039,650.0040367 5,000,000.00 0.950CAT 11,875.00 -10,343.47 1,531.530.123003 5,039,650.0014913R2B2 0.00 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

Page 6 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,622,222.2240372 0.00 0.167NYSPIT 686.56 0.00 686.560.172003 2,000,000.0064990FC93 0.00 13,910,344.0840380 13,910,000.00 0.200BNSHOU 6,955.00 -86.50 6,868.500.200003 13,910,344.0806417MQL2 0.00 25,000,000.0040382 25,000,000.00 0.190RY 11,875.00 0.00 11,875.000.193003 25,000,000.0078012UP82 0.00 11,388,888.8940386 0.00 0.120RY 3,416.67 0.00 3,416.670.122003 25,000,000.0078012UR23 0.00 2,666,249.2640387 0.00 0.035USTR 0.00 233.33 233.330.035003 19,996,869.44912796K73 0.00 1,443,859.4440388 0.00 0.090MUFGBK 0.00 325.00 325.000.091003 9,995,950.0062479MAE3 0.00 23,040,620.6840389 0.00 0.110MUFGBK 0.00 6,340.28 6,340.280.112003 24,983,805.5662479MCR2 0.00 30,000,000.0040390 30,000,000.00 0.160TD 12,000.00 0.00 12,000.000.162003 30,000,000.0089114WF75 0.00 25,000,000.0040391 25,000,000.00 0.160BMO 10,000.00 0.00 10,000.000.162003 25,000,000.0006367CKK2 0.00 25,000,000.0040392 25,000,000.00 0.160BMO 10,000.00 0.00 10,000.000.162003 25,000,000.0006367CL39 0.00 4,181,737.5040406 0.00 2.000IBRD 20,833.33 -19,657.61 1,175.720.114003 15,054,255.00459058FY4 0.00 5,333,333.3340407 0.00 0.150TD 2,000.00 0.00 2,000.000.152003 10,000,000.0089114WKY0 0.00 24,768,711.5340408 24,721,000.00 0.500IFC 30,901.25 -8,890.35 22,010.900.360003 24,768,711.5345950KCS7 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 50,000.00 751.39 50,751.391.030003 19,991,000.003130APRF4 0.00 8,292,530.0040410 8,300,000.00 0.600FHLB 12,450.00 933.75 13,383.750.655003 8,292,530.003130APWP6 0.00 1,081,675.8840411 1,050,000.00 2.750FHLB 7,218.75 -6,104.56 1,114.190.418003 1,081,675.883130ADRG9 0.00 1,822,098.2540412 1,825,000.00 0.180FFCB 821.25 618.85 1,440.100.321003 1,822,098.253133ENBT6 0.00 500,190.5940413 0.00 2.125IADB 2,649.17 -2,539.88 109.290.089003 2,648,067.844581X0CW6 0.00 2,763,871.2040414 2,700,000.00 2.375FNMA 16,031.25 -13,818.29 2,212.960.325003 2,763,871.203135G0T94 0.00 2,952,599.8740415 2,963,000.00 0.250FNMA 1,851.87 1,736.57 3,588.440.493003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 4,156.25 0.00 4,156.250.887003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 10,359.38 613.92 10,973.300.914003 4,867,687.503130APU45 0.00 3,222,800.2440419 3,173,000.00 2.000IFC 15,865.00 -13,833.40 2,031.600.256003 3,222,800.2445950VLH7 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 6,125.00 2,538.35 8,663.350.503003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 5,109.38 1,159.03 6,268.410.938003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 4,921.88 486.37 5,408.250.697003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 25,250.00 -1,158.33 24,091.670.976003 10,013,900.003133ENFZ8 0.00 1,245,450.0040424 1,250,000.00 0.140FFCB 437.50 777.04 1,214.540.395003 1,245,450.003133EMZP0 0.00 19,993,276.0040426 20,000,000.00 0.125USTR 6,179.43 2,224.85 8,404.280.170003 19,993,276.0091282CAG6 0.00 1,405,208.0040428 0.00 2.300PG 7,826.39 -7,233.33 593.060.171003 3,513,020.00742718DY2 0.00 877,604.3640429 0.00 2.500AAPL 5,472.23 -2,793.82 -7,798.41-3.604003 9,873,049.00037833CM0 -10,476.82 5,677,092.0040431 5,580,000.00 2.650MSFT 36,967.50 -26,722.56 10,244.940.732003 5,677,092.00594918BH6 0.00 1,948,566.2140432 1,851,000.00 3.625MSFT 16,774.68 -12,078.35 4,696.330.977003 1,948,566.21594918AW4 0.00 19,961,764.0040433 20,000,000.00 0.125FFCB 6,250.00 9,945.78 16,195.780.329003 19,961,764.003133EMGX4 0.00 5,094,800.0040434 5,000,000.00 2.350WMT 29,375.00 -23,247.96 6,127.040.488003 5,094,800.00931142DU4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 23,351.25 2,783.28 26,134.530.739003 14,348,445.003130APQU2 0.00 5,853,182.4040436 5,850,000.00 0.250FFCB 3,656.25 -2,031.32 1,624.930.113003 5,853,182.403133ELYR9 0.00 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

Page 7 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
20,320,899.5040437 20,350,000.00 0.070FFCB 3,561.25 8,788.74 12,349.990.246003 20,320,899.503133ENAQ3 0.00 10,153,229.9440438 10,026,000.00 2.150PG 53,889.75 -48,726.36 5,163.390.206003 10,153,229.94742718EU9 0.00 8,861,072.0040439 8,800,000.00 2.300AAPL 50,600.00 -37,906.76 12,693.240.581003 8,861,072.00037833CQ1 0.00 5,294,382.0040440 5,300,000.00 0.125FHLB 1,656.25 1,652.35 3,308.600.253003 5,294,382.003130AKDH6 0.00 1,444,700.6040441 1,435,000.00 2.300AAPL 8,251.25 -6,062.88 2,188.370.614003 1,444,700.60037833CQ1 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 7,367.19 -5,020.76 2,346.430.891003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 14,380.00 -9,332.32 5,047.680.697003 2,936,971.20594918BQ6 0.00 10,184,200.0040444 10,000,000.00 2.350WMT 58,750.00 -46,698.59 12,051.410.480003 10,184,200.00931142DU4 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 10,617.75 323.55 10,941.300.690003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 34,755.00 -94.10 34,660.901.062003 13,241,098.923130APS48 0.00 5,863,574.6040447 5,860,000.00 0.450TMCC 6,592.50 -1,517.52 5,074.980.351003 5,863,574.6089236THD0 0.00 15,332,765.9440448 15,003,000.00 2.700TMCC 101,270.25 -77,897.47 23,372.780.618003 15,332,765.9489236TEL5 0.00 9,922,331.4440449 10,110,000.00 2.650CAS 62,513.50 -28,720.36 33,793.141.381003 0.0013063DMA3 0.00 1,056,616.3940450 0.00 2.000IBRD 5,277.78 -5,025.00 252.780.097003 0.00459058FY4 0.00 9,444,093.0240451 10,000,000.00 0.120FHLB 2,833.34 236.03 3,069.370.132003 0.003130AQJL8 0.00 2,333,281.6140452 0.00 0.038USTR 0.00 221.67 221.670.039003 0.00912796C31 0.00 13,998,946.5040453 0.00 0.043USTR 0.00 1,505.00 1,505.000.044003 0.00912796M97 0.00 13,998,203.3340454 0.00 0.055USTR 0.00 1,925.00 1,925.000.056003 0.00912796N39 0.00 18,885,069.1440455 20,000,000.00 0.080USTR 0.00 3,777.77 3,777.770.081003 0.00912796N47 0.00 9,440,822.5040456 10,000,000.00 0.118USTR 0.00 2,786.11 2,786.110.120003 0.00912796U72 0.00 14,297,819.0140457 15,000,000.00 2.125USTR 74,844.61 -67,449.78 7,394.830.210003 0.00912828XG0 0.00 19,010,633.6840458 20,000,000.00 1.750USTR 81,730.77 -75,565.73 6,165.040.132003 0.00912828XR6 0.00 9,713,200.0040459 10,000,000.00 3.000AAPL 70,000.00 -45,462.77 24,537.231.025003 0.00037833CG3 0.00 2,004,269.8740460 2,000,000.00 7.625IBRD 35,583.33 -33,291.10 2,292.230.464003 0.00459056LD7 0.00 2,004,746.9740461 2,485,000.00 1.000FHLB 5,039.03 987.65 6,026.681.219003 0.003130AQG49 0.00 13,466,235.2840462 15,266,000.00 2.400AAPL 79,383.20 -58,925.49 20,457.710.616003 0.00037833DE7 0.00 13,452,239.2140463 15,114,000.00 2.750AAPL 88,899.71 -43,487.98 45,411.731.369003 0.00037833DF4 0.00 2,529,551.5240464 3,052,000.00 2.850AAPL 17,638.01 -12,313.00 5,325.010.854003 0.00037833BU3 0.00 8,551,947.6840465 10,000,000.00 0.040FFCB 855.55 2,951.90 3,807.450.181003 0.003133EMYL0 0.00 8,545,932.3540466 10,000,000.00 0.125FHLB 2,673.61 4,163.89 6,837.500.324003 0.003130AJY52 0.00 4,044,402.7840467 5,000,000.00 0.625FHLB 5,312.50 930.26 6,242.760.626003 0.003130AQCN1 0.00 16,212,488.8940468 20,000,000.00 0.460FFCB 18,655.56 2,433.33 21,088.890.528003 0.003133ENLB4 0.00 3,387,397.5140469 4,225,000.00 0.220FHLMC 1,884.82 5,825.24 7,710.060.923003 0.003134GXJH8 0.00 19,855,797.2240470 25,000,000.00 0.960FHLB 48,666.66 25,540.18 74,206.841.516003 0.003130ALHH0 0.00 9,921,824.2940471 11,966,000.00 3.000AAPL 71,796.00 -42,448.90 29,347.101.200003 0.00037833CG3 0.00 14,000,000.0040472 20,000,000.00 0.750FHLB 26,250.00 0.00 26,250.000.760003 0.003130AQQQ9 0.00 9,943,111.1140473 14,000,000.00 0.700FHLB 17,422.22 1,037.04 18,459.260.753003 0.003130AQN584 0.00 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

Page 8 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
14,430,018.0640474 20,000,000.00 0.255USTR 0.00 9,208.33 9,208.330.259003 0.00912796J42 0.00 5,032,440.0040475 7,200,000.00 0.750FHLB 9,450.00 504.00 9,954.000.802003 0.003130AQMQ3 0.00 14,526,822.9240476 20,000,000.00 1.750USTR 62,500.00 -52,957.59 9,542.410.266003 0.009128286Y1 0.00 14,000,000.0040477 20,000,000.00 0.750FHLB 26,250.00 0.00 26,250.000.760003 0.003130AQQQ9 0.00 8,747,112.5040478 12,500,000.00 0.625FHLB 13,671.88 262.50 13,934.380.646003 0.003130AQMU4 0.00 7,359,264.0040479 10,350,000.00 1.600FFCB 29,440.00 46.00 29,486.001.625003 0.003130ENMH0 0.00 2,963,572.4140480 4,150,000.00 0.290FFCB 2,172.98 4,916.37 7,089.350.970003 0.003133ENAL4 0.00 57,713,406.9140481 80,000,000.00 0.271USTR 0.00 39,144.44 39,144.440.275003 0.00912796R43 0.00 1,212,282.7740482 2,336,000.00 2.850AAPL 8,691.87 -4,567.23 4,124.641.380003 0.00037833BU3 0.00 512,583.4840483 0.00 2.500FHLMC 3,333.33 -2,880.72 452.610.358003 0.003134GBDS8 0.00 547,528.7340484 1,000,000.00 2.500FHLB 3,472.22 -2,776.97 695.250.515003 0.003130ABCF1 0.00 6,446,652.6740485 12,318,000.00 3.000AAPL 48,245.50 -19,392.67 28,852.831.815003 0.00037833CG3 0.00 7,401,111.6740486 15,150,000.00 2.180FFCB 41,283.75 284.06 41,567.812.278003 0.003133ENPB0 0.00 2,652,683.7340487 7,300,000.00 2.850AAPL 19,071.25 -6,686.27 12,384.981.893003 0.00037833CU2 0.00 1,069,157.3340488 3,000,000.00 2.300AAPL 6,325.00 -3,166.64 3,158.361.198003 0.00037833CQ1 0.00 3,915,395.5640489 10,000,000.00 2.000FHLB 20,000.00 -12,648.25 7,351.750.761003 0.00313380GJ0 0.00 3,687,111.1140490 20,000,000.00 0.320FHLMC 2,844.45 13,083.48 15,927.931.752003 0.003134GW6E1 0.00 801,416.9840491 4,510,000.00 0.250FHLMC 469.79 371.25 841.040.426003 0.003134GVJ66 0.00 3,775,719.9440492 20,000,000.00 0.530TMCC 0.00 5,005.55 5,005.550.538003 0.0089233HDM3 0.00 3,770,287.2840493 20,000,000.00 0.830TMCC 0.00 7,838.89 7,838.890.843003 0.0089233HF90 0.00 1,885,614.2940494 10,000,000.00 0.790TMCC 0.00 3,730.56 3,730.560.802003 0.0089233HF25 0.00 88,222.2240495 1,000,000.00 1.375FHLB 267.36 48.61 315.971.453003 0.003130ARAY7 0.00 204,015.1140496 4,600,000.00 1.500FHLB 575.00 26.83 601.831.196003 0.003130ARBY6 0.00 68,623.5140497 1,565,000.00 1.850FHLB 241.27 63.61 304.881.802003 0.003130AR7C9 0.00 16,500.0040498 150,000.00 1.940FFCB 72.75 15.32 88.072.165003 0.003133ENQC7 0.00 257,213.7840499 2,360,000.00 1.750FHLB 1,032.50 384.17 1,416.672.234003 0.003130AQT78 0.00 161,100.0040500 1,500,000.00 0.310FNMA 116.25 679.07 795.322.002003 0.003136G46V0 0.00 126,570.6040501 1,170,000.00 0.290FFCB 84.83 496.04 580.871.861003 0.003133ENAL4 0.00 2,118,888.8940502 20,000,000.00 0.620FHLB 3,100.00 8,567.04 11,667.042.233003 0.003130AMR53 0.00 244,754.5940503 2,350,000.00 0.550FNMA 323.13 1,092.23 1,415.362.345003 0.003136G4H55 0.00 178,869.5540504 1,715,000.00 0.625FNMA 267.97 765.83 1,033.802.344003 0.003136G4R62 0.00 208,162.2240505 2,000,000.00 0.650FHLMC 325.00 879.43 1,204.432.347003 0.003134GW5R3 0.00 155,934.4740506 1,500,000.00 0.570FHLMC 213.75 688.83 902.582.347003 0.003134GWUG9 0.00 1,819,579.4640507 17,490,000.00 0.600FHLMC 2,623.50 7,905.41 10,528.912.347003 0.003134GWVN3 0.00 86,513.6340508 825,000.00 0.700FHLB 144.37 354.33 498.702.338003 0.003130ANWN6 0.00 394,173.8740509 18,300,000.00 0.320FHLMC 162.66 982.83 1,145.491.179003 0.003134GW6E1 0.00 302,367.0840510 13,965,000.00 0.300FFCB 116.37 701.53 817.901.097003 0.003133EL5J9 0.00 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

Page 9 ends

0.0037564 0.00 2.070IBRD 0.00 0.00 0.00003 30,000,000.0045905UC51 0.00 2,831,272.5037565 2,710,000.00 3.258STNPWR 66,218.85 -18,499.19 47,719.662.245003 2,831,272.5084247PHX2 0.00

0.0037569 0.00 1.800FHLB 0.00 0.00 0.00003 3,636,672.503130ABQY5 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 93,750.00 -10,062.25 83,687.752.201003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 93,750.00 -3,106.41 90,643.592.405003 5,019,950.0013063DDF2 0.00 9,982,270.0037589 10,000,000.00 2.100FHLB 157,500.00 2,935.07 160,435.072.141003 9,982,270.003130ACZS6 0.00

0.0037596 0.00 2.170IBRD 0.00 0.00 0.00003 25,000,000.0045905US21 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 98,910.00 0.00 98,910.003.294003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 18,885.00 2,745.00 21,630.002.930003 983,530.0013067WPE6 0.00 19,089,200.0037634 20,000,000.00 1.750IADB 262,500.00 161,574.24 424,074.242.959003 19,089,200.004581X0CZ9 0.00 4,816,203.7537638 4,815,000.00 2.900LOS 104,726.25 -218.28 104,507.972.891003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 127,500.00 -11,636.34 115,863.663.041003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 571,875.00 12,857.15 584,732.153.126003 24,915,000.003133EJD48 0.00 738,560.7440015 0.00 1.850HON 10,557.33 7,423.64 17,980.973.243003 1,645,249.12438516BM7 0.00 2,157,572.6340016 0.00 1.850HON 30,833.33 21,602.23 52,435.563.237003 4,806,300.00438516BM7 0.00 4,387,636.8640021 0.00 1.700PG 57,611.11 43,917.70 101,528.813.082003 9,617,700.00742718EQ8 0.00 4,009,560.0040036 4,000,000.00 2.900LOS 87,000.00 -1,955.46 85,044.542.825003 4,009,560.00544351MN6 0.00 3,910,360.0040039 4,000,000.00 2.000CASPWR 60,000.00 20,287.34 80,287.342.735003 3,910,360.0013066YTZ2 0.00 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

Page 2 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,830,077.6640043 0.00 2.625FNMA 55,416.67 506.67 55,923.342.632003 3,997,120.003135G0U92 0.00 897,549.6640048 0.00 3.027DE 2,662.97 1,189.46 3,852.430.572003 3,463,783.2024422EUJ6 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 397,500.00 3,018.95 400,518.952.670003 19,980,880.003133EJ5W5 0.00 248,244.5340055 0.00 1.550MSFT 3,013.89 2,165.03 14,457.617.758003 9,717,000.00594918BP8 9,278.69 9,556,517.9340063 0.00 8.500KO 521,815.00 -321,806.38 200,008.622.788003 12,179,004.24191219AP9 0.00 4,384,861.3140075 0.00 2.950CAT 96,284.72 -1,326.26 94,958.462.885003 5,006,050.0014913Q2T5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 93,750.00 1,222.50 94,972.502.534003 4,991,850.00459058GQ0 0.00 4,200,102.3740080 0.00 3.000USB 93,333.33 -5,278.52 87,347.872.770003 5,025,450.0091159HHC7 -706.94 3,096,254.5640082 0.00 2.400MSFT 55,500.00 2,038.44 57,869.002.490003 4,488,750.00594918BW3 330.56 4,682,265.4640091 0.00 2.250JNJ 79,860.00 10,232.01 90,092.012.563003 5,236,492.80478160CD4 0.00 5,419,090.9640096 0.00 2.850PCAR 115,292.00 -9,931.39 105,360.612.590003 6,110,415.3269371RP75 0.00 14,129,780.0040097 14,000,000.00 2.950JD 309,750.00 -33,213.84 276,536.162.607003 14,129,780.0024422EUT4 0.00 1,647,209.8040100 0.00 3.550BK 42,775.92 -10,494.45 26,226.982.121003 8,515,763.8606406HBY4 -6,054.49 5,506,417.9740102 0.00 3.000USB 121,949.33 -12,074.05 108,258.222.619003 6,588,465.1791159HHC7 -1,617.06 8,433,050.3640105 0.00 3.000USB 186,666.67 -19,692.78 164,336.462.596003 10,090,200.0091159HHC7 -2,637.43 844,133.5840106 0.00 2.750DIS 17,187.50 -1,549.63 15,637.872.468003 5,028,100.0025468PCN4 0.00 7,020,650.0040111 7,000,000.00 2.650PCAR 139,125.00 -5,225.40 133,899.602.541003 7,020,650.0069371RP83 0.00 9,989,400.0040112 10,000,000.00 2.650USB 198,750.00 2,650.00 201,400.002.686003 9,989,400.0090331HPC1 0.00 15,008,850.0040114 15,000,000.00 2.000CASPWR 225,000.00 -2,284.42 222,715.581.977003 15,008,850.0013066YTZ2 0.00 8,640,996.6840115 8,595,000.00 2.307FHLMC 148,715.01 -10,941.94 137,773.072.124003 8,640,996.683137AWQH1 0.00 2,248,521.7540116 2,235,000.00 2.350CAS 39,391.87 -3,596.92 35,794.952.121003 2,248,521.7513063DLY2 0.00 6,248,250.2540121 6,215,000.00 2.307FHLMC 107,535.06 -7,944.75 99,590.312.123003 6,248,250.253137AWQH1 0.00 1,264,337.5040125 1,250,000.00 2.500MES 23,437.50 -3,669.32 19,768.182.083003 1,264,337.5056052AD60 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 140,625.00 1,950.00 142,575.001.901003 9,989,600.00459058GX5 0.00 15,858,751.5340127 0.00 1.850FFCB 221,023.61 6,738.09 227,761.701.913003 16,973,820.003133EKRE8 0.00 6,877,692.4740138 0.00 3.400BRK 168,037.16 -65,708.85 102,328.311.982003 8,806,017.46084670BF4 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 131,250.00 5,704.01 136,954.011.831003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 97,537.50 -26,958.11 70,579.392.141003 4,390,781.253137B4WB8 0.00 2,765,468.7540151 2,750,000.00 2.360FNMA 49,396.10 -4,374.03 45,022.072.169003 2,765,468.753138L9HU9 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 38,443.12 -15,344.79 23,098.331.674003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 27,285.00 -12,919.28 14,365.721.769003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 103,113.00 -57,053.16 46,059.842.064003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 33,750.00 1,058.09 34,808.091.549003 2,992,950.003130AGWK7 0.00 2,966,367.2240158 1,692,373.41 1.780HAROT 33,493.74 4.65 33,508.601.505003 4,442,341.4943815NAC8 10.21 2,247,241.4240163 0.00 1.850HON 30,833.33 -935.57 29,897.761.772003 5,006,050.00438516BM7 0.00 999,830.0040164 1,000,000.00 1.700AAPL 12,750.00 42.50 12,792.501.704003 999,830.00037833DL1 0.00 4,991,750.0040166 5,000,000.00 1.700AAPL 63,750.00 2,062.50 65,812.501.756003 4,991,750.00037833DL1 0.00 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

Page 3 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,148,242.7640167 4,821,230.50 3.320FHLMC 68,473.63 -46,637.35 19,375.420.501003 5,212,500.003137B36J2 -2,460.86 1,019,843.7540169 1,000,000.00 2.710FNMA 20,626.10 -4,409.72 16,216.382.118003 1,019,843.753138LC5B7 0.00 5,062,059.8740171 4,939,241.95 2.420FNMA 25,016.00 -13,535.07 10,919.160.287003 5,086,718.753140HUNV4 -561.77 6,513,045.8840173 5,764,952.40 1.990FHLMC 94,393.68 0.00 94,393.681.931003 7,840,469.0030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 6,963.75 0.00 6,963.751.855003 500,000.0097705MNM3 0.00 2,328,380.7440180 1,787,407.31 2.090FHLMC 34,414.27 -6,382.52 28,031.751.604003 3,129,400.5530314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 121,875.00 2,559.96 124,434.961.660003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 75,375.00 -454.37 74,920.631.995003 5,002,600.00649791PP9 0.00 2,320,614.9740186 1,499,433.51 1.920TMCC 33,364.47 30.05 33,449.881.920003 2,999,783.4089233MAD5 55.36 1,950,000.0040188 1,950,000.00 1.800OHS 26,325.00 0.00 26,325.001.798003 1,950,000.00677522T20 0.00 5,044,746.0440189 4,529,889.60 2.791FNMA 99,881.33 -41,873.07 58,008.261.532003 6,158,994.053138ELJW4 0.00 6,986,121.2040190 4,589,331.48 1.830HAROT 92,728.67 217.87 93,352.591.780003 8,998,396.2043813VAC2 406.05 4,087,155.0040194 4,015,708.95 2.220FNMA 67,561.15 -480.81 67,080.342.186003 4,108,956.253138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 239,928.67 -43,890.52 196,038.151.713003 15,244,921.88912828W48 0.00 7,043,795.6240198 0.00 1.800FHLMC 94,500.00 0.00 94,500.001.787003 10,000,000.003134GUQ94 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 140,250.00 -612.02 139,637.981.690003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 138,864.96 0.00 138,864.962.342003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 125,160.03 0.00 125,160.032.214003 7,450,000.003140HWYW6 0.00 22,848,754.1440206 22,088,803.79 2.610FNMA 436,800.80 -10,947.01 425,853.792.483003 22,589,238.613138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 107,250.00 -34,254.00 72,996.001.873003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 20,324.97 0.00 20,324.972.645003 1,000,000.003138LL3J2 0.00 2,119,372.0040213 2,050,000.00 3.250JPM 49,968.75 -19,490.57 30,478.181.916003 2,119,372.0046625HJE1 0.00 412,796.4840214 261,319.09 2.050FHLMC 5,664.90 -597.93 5,066.971.635003 739,668.0430295NAE0 0.00 3,223,706.3040221 2,422,314.48 2.509FNMA 57,756.42 -16,852.08 40,904.341.690003 3,607,515.783136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 240,000.00 -101,865.92 138,134.081.768003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 77,699.97 0.00 77,699.972.893003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 11,535,251.9140229 0.00 2.250JNJ 191,890.87 -71,118.40 120,772.471.395003 12,900,649.08478160CD4 0.00 774,848.9340231 677,381.93 1.990FHLMC 11,091.28 -3,048.42 8,042.861.383003 921,255.1130298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 7,275.00 0.00 7,275.000.969003 1,000,000.00574193SP4 0.00 6,794,044.1640236 0.00 1.850HON 92,500.00 -27,489.80 65,010.201.275003 15,134,700.00438516BM7 0.00 1,405,490.6840237 1,412,000.00 1.650DIS 17,473.50 1,988.14 19,461.641.845003 1,405,490.68254687FJ0 0.00 986,760.0040238 1,000,000.00 2.000PCAR 15,000.00 3,989.73 18,989.732.564003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 231,073.50 -85,669.97 145,403.531.800003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 126,562.50 -56,174.49 70,388.011.745003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 53,025.00 -24,190.30 28,834.701.073003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 14,062.50 1,741.50 15,804.000.704003 2,988,390.00459058JB0 0.00 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

Page 4 ends

0.0040259 0.00 0.630FHLMC 0.00 0.00 0.00003 25,000,000.003134GVPZ5 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 52,500.00 1,500.00 54,000.000.720003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 26,423.25 2,008.83 28,432.081.553003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 38,221.87 475.65 38,697.520.759003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 98,203.32 -72,694.39 25,508.930.917003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 52,500.00 0.00 52,500.000.699003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 207,749.97 0.00 207,749.972.557003 10,000,000.003137BJQ71 0.00 2,970,699.6840267 2,897,000.00 2.300PCAR 49,973.25 -24,657.89 25,315.361.135003 2,970,699.6869371RN77 0.00 16,606,400.0040269 16,000,000.00 2.125IBRD 255,000.00 -215,431.58 39,568.420.317003 16,606,400.00459058GU1 0.00 1,895,483.9140270 1,527,198.32 0.820HAROT 11,650.85 27.05 11,700.010.822003 1,999,842.6043813DAC2 22.11 9,969,900.0040271 10,000,000.00 0.250FNMA 18,750.00 7,525.00 26,275.000.351003 9,969,900.003135G04Q3 0.00 3,395,589.3040272 2,944,021.63 2.967FNMA 68,771.88 -42,680.33 26,091.551.024003 3,461,986.753136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 225,000.00 0.00 225,000.000.749003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 497,594.25 -363,164.80 134,429.450.653003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 12,000.00 695.00 12,695.000.847003 1,997,220.0069371RQ82 0.00 5,727,609.3840276 5,450,000.00 2.615FHLMC 106,888.14 0.00 106,888.142.486003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 7,860.00 0.00 7,860.001.047003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 8,255.25 0.00 8,255.251.222003 900,000.00923078CU1 0.00 7,508,925.0040279 7,500,000.00 0.550JD 30,937.50 -3,225.91 27,711.590.492003 7,508,925.0024422EVG1 0.00 1,009,720.0040280 1,000,000.00 1.250MES 9,375.00 -3,765.28 5,609.720.740003 1,009,720.0056052AE77 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 191,250.00 0.00 191,250.000.849003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 43,500.00 0.00 43,500.000.579003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 22,500.00 225.83 22,725.830.303003 9,999,100.003133ELG81 0.00 5,200,729.9340285 0.00 0.420FHLMC 16,333.33 0.00 16,333.330.418003 25,000,000.003134GVS41 0.00 7,779,030.0040287 7,500,000.00 2.125IBRD 119,531.25 -102,780.49 16,750.760.287003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 37,500.00 3,108.45 40,608.450.542003 9,979,300.003135G04Z3 0.00 1,609,739.5840289 1,268,931.90 2.492FNMA 27,978.11 -21,782.79 6,195.320.513003 1,765,494.193136AGMB5 0.00 343,422.9040290 0.00 4.350JPM 10,633.33 -9,748.93 884.400.343003 2,091,063.8746625HJC5 0.00 25,000,000.0040291 25,000,000.00 0.220FHLB 41,250.00 0.00 41,250.000.220003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 6,247.50 0.00 6,247.500.832003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 4,060.88 0.00 4,060.880.832003 650,000.0091412HFL2 0.00 3,471,192.7640295 3,432,334.08 0.830FHLMC 21,480.19 -197.54 21,282.650.817003 3,472,724.0630315EAA4 0.00 4,909,489.0240296 4,298,172.75 0.440TMCC 16,197.85 67.23 16,298.870.442003 4,999,615.0089237VAB5 33.79 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

Page 5 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,006,100.0040297 5,000,000.00 0.660MDS 24,750.00 -917.04 23,832.960.634003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 19,125.00 -366.64 18,758.360.500003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 9,375.00 18.89 9,393.890.501003 2,499,875.0031422BJ27 0.00 273,663.6240300 263,925.36 2.190FHLMC 4,365.25 -114.94 4,250.312.069003 267,989.4630288WAK5 0.00 3,923,357.6640302 0.00 0.320MUFGBK 9,555.56 0.00 9,555.560.324003 25,000,000.0055380THE3 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 101,250.00 -77,720.65 23,529.350.593003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 56,998.50 0.00 56,998.500.520003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 13,686.75 0.00 13,686.750.420003 4,345,000.00373385FP3 0.00 6,678,832.1240307 0.00 0.240TD 12,200.00 0.00 12,200.000.243003 30,000,000.0089114NSX4 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 58,392.00 -49,737.47 8,654.530.446003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 14,062.50 2,260.01 16,322.510.436003 4,984,950.003137EAEX3 0.00 6,204,379.5640310 0.00 0.240RY 11,333.33 0.00 11,333.330.243003 20,000,000.0078012UYA7 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 41,250.00 0.00 41,250.000.549003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 25,200.00 0.00 25,200.000.839003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 14,625.00 862.58 15,487.580.413003 4,995,850.0034153QUC8 0.00 2,650,781.2540314 2,500,000.00 2.810FNMA 52,687.53 0.00 52,687.532.648003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 91,383.00 -76,456.06 14,926.940.489003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 3,750.00 3,730.00 7,480.000.250003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 31,950.00 -2,270.31 29,679.690.788003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 66,375.00 -5,868.26 60,506.740.803003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 60,000.00 -52,610.82 7,389.180.506003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 100,084.50 -88,069.48 12,015.020.382003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 25,500.00 892.36 26,392.360.352003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 5,212.50 0.00 5,212.500.694003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 7,946.45 0.00 7,946.450.764003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 14,668.84 -4,060.74 10,608.100.631003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 23,576.10 -7,302.70 16,273.400.602003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 66,225.00 -20,152.29 46,072.710.607003 10,118,600.0091412HGE7 0.00 4,638,248.1640327 3,608,472.41 2.624FNMA 82,601.97 -96,248.98 -13,647.01-0.392003 4,897,291.163136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 103,342.50 0.00 103,342.502.788003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 28,125.00 3,979.12 32,104.120.429003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 37,500.00 0.00 37,500.000.500003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 61,875.00 0.00 61,875.000.549003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 27,253.12 -6,685.21 20,567.910.319003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 37,500.00 -6,155.25 31,344.750.416003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 36,000.00 1,200.00 37,200.000.496003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 112,500.00 -51,861.60 60,638.400.398003 20,288,120.00459058JA2 0.00 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

Page 6 ends

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

0.0040362 0.00 0.060UNIONB 0.00 0.00 0.00003 35,000,000.0062478UC38 0.00 75,001,237.6840363 75,000,000.00 0.330STPOOL 147,965.66 0.00 147,965.660.263003 75,000,000.00COVID RELIEF 0.00 165,802.0140364 0.00 4.350JPM 5,316.67 -5,187.65 129.020.104003 1,009,550.0046625HJC5 0.00 11,305,983.4740365 0.00 0.130TMCC 0.00 11,194.45 11,194.450.132003 19,986,061.1189233GZ33 0.00 4,232,165.4540366 0.00 0.080MUFGBK 0.00 2,577.78 2,577.780.081003 9,996,666.6762479LXR1 0.00 5,039,650.0040367 5,000,000.00 0.950CAT 35,625.00 -31,030.43 4,594.570.121003 5,039,650.0014913R2B2 0.00 6,277,372.2640368 0.00 0.070TD 3,344.44 0.00 3,344.440.071003 10,000,000.0089114WBP9 0.00 16,605,839.4240369 0.00 0.100BMO 12,638.89 0.00 12,638.890.101003 25,000,000.0006367CGB7 0.00 6,934,306.5740370 0.00 0.040TD 2,111.11 0.00 2,111.110.041003 25,000,000.0089114WBX2 0.00 1,875,912.4140372 0.00 0.167NYSPIT 2,356.56 0.00 2,356.560.167003 2,000,000.0064990FC93 0.00 15,437,956.2040373 0.00 0.110TD 12,925.00 0.00 12,925.000.112003 30,000,000.0089114WCA1 0.00 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

Page 7 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,080,233.7240374 0.00 0.036USTR 0.00 570.00 570.000.037003 29,999,160.00912796J26 0.00 2,554,642.3440375 0.00 0.040USTR 0.00 777.78 777.780.041003 24,999,000.00912796C56 0.00 5,145,715.2440376 0.00 0.035USTR 0.00 1,370.83 1,370.830.035003 29,998,425.00912796K24 0.00 1,386,822.7940377 0.00 0.040USTR 0.00 422.23 422.230.041003 19,999,444.44912796J26 0.00 6,165,820.4040378 0.00 0.070MUFGBK 0.00 3,286.11 3,286.110.071003 9,996,655.5662479LZH1 0.00 5,654,203.2640379 0.00 0.110TMCC 0.00 4,736.11 4,736.110.112003 9,995,172.2289233GZ33 0.00 13,910,344.0840380 13,910,000.00 0.200BNSHOU 21,174.11 -263.35 20,910.760.200003 13,910,344.0806417MQL2 0.00 3,612,443.1640381 0.00 0.070MUFGBK 0.00 1,925.00 1,925.000.071003 0.0062479LX83 0.00 25,000,000.0040382 25,000,000.00 0.190RY 36,152.78 0.00 36,152.780.193003 0.0078012UP82 0.00 9,669,539.4440383 0.00 0.070TMCC 0.00 5,152.78 5,152.780.071003 0.0089233GXL5 0.00 3,867,815.7740384 0.00 0.070MUFGBK 0.00 2,061.11 2,061.110.071003 0.0062479LXN0 0.00 8,865,021.3540385 0.00 0.090TMCC 0.00 6,075.00 6,075.000.091003 0.0089233GZH2 0.00 17,883,211.6840386 0.00 0.120RY 16,333.33 0.00 16,333.330.122003 0.0078012UR23 0.00 11,749,985.3340387 0.00 0.035USTR 0.00 3,130.56 3,130.560.035003 0.00912796K73 0.00 5,910,014.2340388 0.00 0.090MUFGBK 0.00 4,050.00 4,050.000.091003 0.0062479MAE3 0.00 19,330,535.6940389 0.00 0.110MUFGBK 0.00 16,194.44 16,194.440.112003 0.0062479MCR2 0.00 23,321,167.8840390 30,000,000.00 0.160TD 28,400.00 0.00 28,400.000.162003 0.0089114WF75 0.00 19,525,547.4540391 25,000,000.00 0.160BMO 23,777.78 0.00 23,777.780.162003 0.0006367CKK2 0.00 18,704,379.5640392 25,000,000.00 0.160BMO 22,777.78 0.00 22,777.780.162003 0.0006367CL39 0.00 2,043,678.7840393 0.00 0.147USTR 0.00 2,286.67 2,286.670.149003 0.00912796G60 0.00 1,532,757.3040394 0.00 0.100USTR 0.00 1,166.67 1,166.670.101003 0.00912796G78 0.00 510,944.6840395 0.00 0.043USTR 0.00 165.28 165.280.043003 0.00912796ZB8 0.00 1,386,817.4040396 0.00 0.060TMCC 0.00 633.33 633.330.061003 0.0089233GY91 0.00 1,970,566.4240397 0.00 0.080TMCC 0.00 1,200.00 1,200.000.081003 0.0089233GZE9 0.00 875,886.1340398 0.00 0.045USTR 0.00 300.00 300.000.046003 0.00912796H69 0.00 2,043,716.1440399 0.00 0.050USTR 0.00 777.78 777.780.051003 0.00912796N70 0.00 3,625,528.1440400 0.00 2.000USTR 53,804.35 -51,435.00 2,369.350.087003 0.00912828U81 0.00 145,984.1040401 0.00 0.040USTR 0.00 44.44 44.440.041003 0.009127964W6 0.00 1,240,817.3240402 0.00 0.050USTR 0.00 472.22 472.220.051003 0.009127965G0 0.00 2,992,496.2340403 0.00 0.060USTR 0.00 1,366.67 1,366.670.061003 0.00912796J59 0.00 857,563.4640404 0.00 0.090USTR 0.00 587.50 587.500.091003 0.00912796ZX0 0.00 2,007,084.6040405 0.00 0.070USTR 0.00 1,069.44 1,069.440.071003 0.00912796J75 0.00 3,845,977.5540406 0.00 2.000IBRD 57,500.00 -54,255.00 3,245.000.112003 0.00459058FY4 0.00 3,430,656.9340407 0.00 0.150TD 3,916.67 0.00 3,916.670.152003 0.0089114WKY0 0.00 12,203,562.2540408 24,721,000.00 0.500IFC 46,008.53 -13,236.74 32,771.790.358003 0.0045950KCS7 0.00 9,849,580.2940409 20,000,000.00 1.000FHLB 74,444.45 1,118.74 75,563.191.022003 0.003130APRF4 0.00 3,873,882.6340410 8,300,000.00 0.600FHLB 17,568.33 1,317.63 18,885.960.649003 0.003130APWP6 0.00 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

Page 8 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
509,256.1640411 1,050,000.00 2.750FHLB 10,266.67 -8,682.04 1,584.630.415003 0.003130ADRG9 0.00 857,849.1840412 1,825,000.00 0.180FFCB 1,168.00 880.15 2,048.150.318003 0.003133ENBT6 0.00 531,546.4640413 0.00 2.125IADB 8,415.00 -8,067.84 347.160.087003 0.004581X0CW6 0.00 1,301,238.6340414 2,700,000.00 2.375FNMA 22,800.00 -19,652.68 3,147.320.322003 0.003135G0T94 0.00 1,390,092.6440415 2,963,000.00 0.250FNMA 2,633.77 2,469.79 5,103.560.489003 0.003135G04Q3 0.00 1,605,758.4640416 0.00 0.082USTR 0.00 1,008.33 1,008.330.084003 0.00912796ZX0 0.00 845,985.4040417 1,900,000.00 0.875FHLB 5,587.85 0.00 5,587.850.880003 0.003130APZU2 0.00 2,167,364.5140418 4,875,000.00 0.850FHLB 13,927.61 825.38 14,752.990.907003 0.003130APU45 0.00 1,434,969.4540419 3,173,000.00 2.000IFC 21,329.61 -18,598.24 2,731.370.254003 0.0045950VLH7 0.00 3,109,027.5240420 7,000,000.00 0.350FNMA 8,234.72 3,412.67 11,647.390.499003 0.003135G05U3 0.00 1,207,254.5640421 2,725,000.00 0.750FHLB 6,869.27 1,558.25 8,427.520.930003 0.003130APKF1 0.00 1,388,943.9940422 3,150,000.00 0.625FHLB 6,562.50 648.49 7,210.990.692003 0.003130APMH5 0.00 4,385,649.6440423 10,000,000.00 1.010FFCB 33,386.11 -1,531.57 31,854.540.968003 0.003133ENFZ8 0.00 549,997.9940424 1,250,000.00 0.140FFCB 583.34 1,036.05 1,619.390.392003 0.003133EMZP0 0.00 1,605,704.4840425 0.00 0.138USTR 0.00 1,680.56 1,680.560.139003 0.00912796J75 0.00 8,756,179.2740426 20,000,000.00 0.125USTR 8,251.26 2,966.47 11,217.730.171003 0.0091282CAG6 0.00 116,854.8940427 0.00 2.625FHLB 2,333.33 -2,280.00 53.330.061003 0.00313376C94 0.00 833,380.6640428 0.00 2.300PG 14,087.50 -13,020.00 1,067.500.171003 0.00742718DY2 0.00 1,333,221.9540429 0.00 2.500AAPL 24,625.00 -12,572.18 1,576.000.157003 0.00037833CM0 -10,476.82 1,827,240.5140430 0.00 2.125USTR 28,872.28 -26,556.00 2,316.280.169003 0.00912828G87 0.00 2,403,440.4140431 5,580,000.00 2.650MSFT 47,236.25 -34,145.50 13,090.750.726003 0.00594918BH6 0.00 810,717.3340432 1,851,000.00 3.625MSFT 21,061.55 -15,165.04 5,896.510.969003 0.00594918AW4 0.00 8,378,112.6340433 20,000,000.00 0.125FFCB 7,916.67 12,597.99 20,514.660.326003 0.003133EMGX4 0.00 2,119,734.3140434 5,000,000.00 2.350WMT 36,881.94 -29,189.10 7,692.840.483003 0.00931142DU4 0.00 5,603,224.8740435 14,370,000.00 0.650FHLB 27,502.59 3,278.09 30,780.680.732003 0.003130APQU2 0.00 2,285,731.8140436 5,850,000.00 0.250FFCB 4,306.25 -2,392.44 1,913.810.112003 0.003133ELYR9 0.00 7,935,533.7540437 20,350,000.00 0.070FFCB 4,194.36 10,351.18 14,545.540.244003 0.003133ENAQ3 0.00 3,927,891.8740438 10,026,000.00 2.150PG 62,871.37 -56,847.42 6,023.950.204003 0.00742718EU9 0.00 3,428,005.9640439 8,800,000.00 2.300AAPL 59,033.33 -44,224.55 14,808.780.575003 0.00037833CQ1 0.00 2,067,514.1440440 5,300,000.00 0.125FHLB 1,950.69 1,946.10 3,896.790.251003 0.003130AKDH6 0.00 553,626.1440441 1,435,000.00 2.300AAPL 9,534.78 -7,005.99 2,528.790.608003 0.00037833CQ1 0.00 397,476.9740442 1,025,000.00 2.875MSFT 8,267.63 -5,634.41 2,633.220.883003 0.00594918BX1 0.00 1,093,325.0540443 2,876,000.00 2.000MSFT 16,137.55 -10,472.94 5,664.610.690003 0.00594918BQ6 0.00 3,791,198.5440444 10,000,000.00 2.350WMT 65,930.55 -52,406.20 13,524.350.475003 0.00931142DU4 0.00 2,464,980.7740445 6,435,000.00 0.660FFCB 12,269.40 373.88 12,643.280.683003 0.003133ENGW4 0.00 5,074,143.7540446 13,240,000.00 1.050FHLB 40,161.34 -108.74 40,052.601.052003 0.003130APS48 0.00 2,182,790.5440447 5,860,000.00 0.450TMCC 7,398.25 -1,702.99 5,695.260.348003 0.0089236THD0 0.00 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

Page 9 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,707,817.9840448 15,003,000.00 2.700TMCC 113,647.72 -87,418.27 26,229.450.612003 0.0089236TEL5 0.00 3,259,159.9640449 10,110,000.00 2.650CAS 62,513.50 -28,720.36 33,793.141.381003 0.0013063DMA3 0.00 347,063.7840450 0.00 2.000IBRD 5,277.78 -5,025.00 252.780.097003 0.00459058FY4 0.00 3,102,074.3540451 10,000,000.00 0.120FHLB 2,833.34 236.03 3,069.370.132003 0.003130AQJL8 0.00 766,406.3740452 0.00 0.038USTR 0.00 221.67 221.670.039003 0.00912796C31 0.00 4,598,194.1140453 0.00 0.043USTR 0.00 1,505.00 1,505.000.044003 0.00912796M97 0.00 4,597,950.0040454 0.00 0.055USTR 0.00 1,925.00 1,925.000.056003 0.00912796N39 0.00 6,203,124.9040455 20,000,000.00 0.080USTR 0.00 3,777.77 3,777.770.081003 0.00912796N47 0.00 3,101,000.0940456 10,000,000.00 0.118USTR 0.00 2,786.11 2,786.110.120003 0.00912796U72 0.00 4,696,363.9140457 15,000,000.00 2.125USTR 74,844.61 -67,449.78 7,394.830.210003 0.00912828XG0 0.00 6,244,368.7340458 20,000,000.00 1.750USTR 81,730.77 -75,565.73 6,165.040.132003 0.00912828XR6 0.00 3,190,467.1540459 10,000,000.00 3.000AAPL 70,000.00 -45,462.77 24,537.231.025003 0.00037833CG3 0.00 658,336.8240460 2,000,000.00 7.625IBRD 35,583.33 -33,291.10 2,292.230.464003 0.00459056LD7 0.00 658,493.5340461 2,485,000.00 1.000FHLB 5,039.03 987.65 6,026.681.219003 0.003130AQG49 0.00 4,423,215.9740462 15,266,000.00 2.400AAPL 79,383.20 -58,925.49 20,457.710.616003 0.00037833DE7 0.00 4,418,618.7240463 15,114,000.00 2.750AAPL 88,899.71 -43,487.98 45,411.731.369003 0.00037833DF4 0.00 830,874.5940464 3,052,000.00 2.850AAPL 17,638.01 -12,313.00 5,325.010.854003 0.00037833BU3 0.00 2,809,033.9140465 10,000,000.00 0.040FFCB 855.55 2,951.90 3,807.450.181003 0.003133EMYL0 0.00 2,807,058.0740466 10,000,000.00 0.125FHLB 2,673.61 4,163.89 6,837.500.324003 0.003130AJY52 0.00 1,328,453.4740467 5,000,000.00 0.625FHLB 5,312.50 930.26 6,242.760.626003 0.003130AQCN1 0.00 5,325,270.0740468 20,000,000.00 0.460FFCB 18,655.56 2,433.33 21,088.890.528003 0.003133ENLB4 0.00 1,112,648.8240469 4,225,000.00 0.220FHLMC 1,884.82 5,825.24 7,710.060.923003 0.003134GXJH8 0.00 6,521,977.1940470 25,000,000.00 0.960FHLB 48,666.66 25,540.18 74,206.841.516003 0.003130ALHH0 0.00 3,258,993.3840471 11,966,000.00 3.000AAPL 71,796.00 -42,448.90 29,347.101.200003 0.00037833CG3 0.00 4,598,540.1540472 20,000,000.00 0.750FHLB 26,250.00 0.00 26,250.000.760003 0.003130AQQQ9 0.00 3,265,985.4040473 14,000,000.00 0.700FHLB 17,422.22 1,037.04 18,459.260.753003 0.003130AQN584 0.00 4,739,786.9540474 20,000,000.00 0.255USTR 0.00 9,208.33 9,208.330.259003 0.00912796J42 0.00 1,652,991.2440475 7,200,000.00 0.750FHLB 9,450.00 504.00 9,954.000.802003 0.003130AQMQ3 0.00 4,771,584.1740476 20,000,000.00 1.750USTR 62,500.00 -52,957.59 9,542.410.266003 0.009128286Y1 0.00 4,598,540.1540477 20,000,000.00 0.750FHLB 26,250.00 0.00 26,250.000.760003 0.003130AQQQ9 0.00 2,873,139.1440478 12,500,000.00 0.625FHLB 13,671.88 262.50 13,934.380.646003 0.003130AQMU4 0.00 2,417,276.5040479 10,350,000.00 1.600FFCB 29,440.00 46.00 29,486.001.625003 0.003130ENMH0 0.00 973,436.1940480 4,150,000.00 0.290FFCB 2,172.98 4,916.37 7,089.350.970003 0.003133ENAL4 0.00 18,956,958.4740481 80,000,000.00 0.271USTR 0.00 39,144.44 39,144.440.275003 0.00912796R43 0.00 398,195.0740482 2,336,000.00 2.850AAPL 8,691.87 -4,567.23 4,124.641.380003 0.00037833BU3 0.00 168,366.8440483 0.00 2.500FHLMC 3,333.33 -2,880.72 452.610.358003 0.003134GBDS8 0.00 179,845.2040484 1,000,000.00 2.500FHLB 3,472.22 -2,776.97 695.250.515003 0.003130ABCF1 0.00 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

Page 10 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,117,513.6540485 12,318,000.00 3.000AAPL 48,245.50 -19,392.67 28,852.831.815003 0.00037833CG3 0.00 2,431,022.0840486 15,150,000.00 2.180FFCB 41,283.75 284.06 41,567.812.278003 0.003133ENPB0 0.00 871,319.4740487 7,300,000.00 2.850AAPL 19,071.25 -6,686.27 12,384.981.893003 0.00037833CU2 0.00 351,183.0740488 3,000,000.00 2.300AAPL 6,325.00 -3,166.64 3,158.361.198003 0.00037833CQ1 0.00 1,286,078.8340489 10,000,000.00 2.000FHLB 20,000.00 -12,648.25 7,351.750.761003 0.00313380GJ0 0.00 1,211,094.8940490 20,000,000.00 0.320FHLMC 2,844.45 13,083.48 15,927.931.752003 0.003134GW6E1 0.00 263,239.1540491 4,510,000.00 0.250FHLMC 469.79 371.25 841.040.426003 0.003134GVJ66 0.00 1,240,199.9840492 20,000,000.00 0.530TMCC 0.00 5,005.55 5,005.550.538003 0.0089233HDM3 0.00 1,238,415.5340493 20,000,000.00 0.830TMCC 0.00 7,838.89 7,838.890.843003 0.0089233HF90 0.00 619,362.3640494 10,000,000.00 0.790TMCC 0.00 3,730.56 3,730.560.802003 0.0089233HF25 0.00 28,978.1040495 1,000,000.00 1.375FHLB 267.36 48.61 315.971.453003 0.003130ARAY7 0.00 67,012.2640496 4,600,000.00 1.500FHLB 575.00 26.83 601.831.196003 0.003130ARBY6 0.00 22,540.5740497 1,565,000.00 1.850FHLB 241.27 63.61 304.881.802003 0.003130AR7C9 0.00 5,419.7140498 150,000.00 1.940FFCB 72.75 15.32 88.072.165003 0.003133ENQC7 0.00 84,486.2840499 2,360,000.00 1.750FHLB 1,032.50 384.17 1,416.672.234003 0.003130AQT78 0.00 52,916.0640500 1,500,000.00 0.310FNMA 116.25 679.07 795.322.002003 0.003136G46V0 0.00 41,574.2840501 1,170,000.00 0.290FFCB 84.83 496.04 580.871.861003 0.003133ENAL4 0.00 695,985.4040502 20,000,000.00 0.620FHLB 3,100.00 8,567.04 11,667.042.233003 0.003130AMR53 0.00 80,393.8440503 2,350,000.00 0.550FNMA 323.13 1,092.23 1,415.362.345003 0.003136G4H55 0.00 58,752.7740504 1,715,000.00 0.625FNMA 267.97 765.83 1,033.802.344003 0.003136G4R62 0.00 68,374.4540505 2,000,000.00 0.650FHLMC 325.00 879.43 1,204.432.347003 0.003134GW5R3 0.00 51,219.3540506 1,500,000.00 0.570FHLMC 213.75 688.83 902.582.347003 0.003134GWUG9 0.00 597,672.0840507 17,490,000.00 0.600FHLMC 2,623.50 7,905.41 10,528.912.347003 0.003134GWVN3 0.00 28,416.8840508 825,000.00 0.700FHLB 144.37 354.33 498.702.338003 0.003130ANWN6 0.00 129,473.1740509 18,300,000.00 0.320FHLMC 162.66 982.83 1,145.491.179003 0.003134GW6E1 0.00 99,317.6540510 13,965,000.00 0.300FFCB 116.37 701.53 817.901.097003 0.003133EL5J9 0.00 7,445.8940511 1,033,000.00 1.800FHLMC 51.65 17.98 69.631.246003 0.003134GXMZ4 0.00 14,248.0340512 2,000,000.00 0.750FHLB 41.67 81.11 122.781.148003 0.003130APWH4 0.00 13,198.0940513 1,859,000.00 0.660FFCB 34.08 82.97 117.051.181003 0.003133ENGW4 0.00 9,518.6740514 1,347,000.00 0.230FFCB 8.61 73.66 82.271.151003 0.003133EMYW6 0.00 2,300,256,782.89Subtotal 2,136,697,773.20 0.893 14,320,239.99-3,694,390.2518,028,940.852,263,401,399.78 -14,310.61 Fund: CSJ/CSC JP
915,993.2040371 901,000.00 1.750USTR 11,829.41 -11,317.18 512.230.074152 915,993.209128286Y1 0.00 901,000.00Subtotal 915,993.20 0.074 512.23-11,317.1811,829.41915,993.20 0.00 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

Page 11 ends

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SECTION C

PORTFOLIO HOLDINGS AT COST

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Page 1 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Money Markets
WELLS36512 28,362,387.97 28,362,387.970.025VP6000104 07/01 - Monthly06/30/2021 28,362,387.970.0250.025 WELLS37053 0.00 0.001.582VP6000104 08/01 - Monthly07/01/2021 0.001.5821.582 WELLS40162 20,143,782.82 20,143,782.820.010VP4560000 07/01 - Monthly06/30/2021 20,143,782.820.0100.010 48,506,170.79Money Markets Totals 48,506,170.790.000.01948,506,170.79 0.019 State Pool
STPOOL32936 42,000,000.00 42,000,000.000.330CITY 07/01 - Quarterly06/30/2021 42,000,000.000.3300.330 STPOOL37042 38,000,000.00 38,000,000.000.330CSJFA 07/01 - Quarterly06/30/2021 38,000,000.000.3300.330 STPOOL37370 0.00 0.002.390SYS37370 01/01 - Quarterly 0.002.3902.390 STPOOL40363 75,000,000.00 75,000,000.000.330COVID RELIEF 07/01 - Quarterly06/30/2021 75,000,000.000.3300.330 155,000,000.00State Pool Totals 155,000,000.000.000.330155,000,000.00 0.330 Corp Medium Term Notes
AAPL40164 1,000,000.00 999,974.811.700 09/11/2022037833DL1 03/11 - 09/1109/11/2019 999,830.001.7061.706 AAPL40166 5,000,000.00 4,998,777.781.700 09/11/2022037833DL1 03/11 - 09/1109/11/2019 4,991,750.001.7571.757 AAPL40263 6,795,000.00 6,794,295.330.750 05/11/2023037833DV9 11/11 - 05/1105/11/2020 6,793,097.400.7590.759 AAPL40439 8,800,000.00 8,816,847.452.300 05/11/2022037833CQ1 05/11 - Final Pmt. 19,677.7812/16/2021 8,861,072.000.5720.572 AAPL40441 1,435,000.00 1,437,694.612.300 05/11/2022037833CQ1 05/11 - Final Pmt. 3,300.5012/17/2021 1,444,700.600.6050.605 AAPL40459 10,000,000.00 10,361,537.233.000 02/09/2024037833CG3 02/09 - 08/09 Received01/07/2022 10,407,000.000.8610.861 AAPL40462 15,266,000.00 15,479,038.302.400 01/13/2023037833DE7 07/13 - 01/1301/13/2022 15,537,963.790.4510.451 AAPL40463 15,114,000.00 15,679,908.502.750 01/13/2025037833DF4 07/13 - 01/13 1,154.5401/14/2022 15,723,396.481.2951.295 AAPL40464 3,052,000.00 3,106,312.162.850 02/23/2023037833BU3 02/23 - 08/23 Received01/18/2022 3,118,625.160.8470.847 AAPL40471 11,966,000.00 12,359,831.463.000 02/09/2024037833CG3 02/09 - 08/09 Received01/19/2022 12,402,280.361.0461.046 AAPL40482 2,336,000.00 2,367,290.372.850 02/23/2023037833BU3 02/23 - 08/23 Received02/14/2022 2,371,857.601.0501.050 AAPL40485 12,318,000.00 12,593,623.433.000 02/09/2024037833CG3 08/09 - 02/09 5,132.5002/14/2022 12,613,016.101.6591.659 AAPL40487 7,300,000.00 7,453,986.732.850 05/11/2024037833CU2 05/11 - 11/11 61,837.0802/28/2022 7,460,673.001.7451.745 AAPL40488 3,000,000.00 3,003,838.362.300 05/11/2022037833CQ1 05/11 - Final Pmt. 20,508.3302/28/2022 3,007,005.000.3420.342 BK40242 10,444,000.00 10,538,554.272.950 01/29/202306406RAE7 07/29 - 01/29 Received04/13/2020 10,763,199.971.8231.823 BK40320 3,868,000.00 4,027,829.793.450 08/11/202306406RAJ6 02/11 - 08/11 Received11/03/2020 4,193,530.880.3940.394 CAT40367 5,000,000.00 5,004,826.960.950 05/13/202214913R2B2 11/13 - 05/13 Received05/28/2021 5,039,650.000.1220.122 DIS40237 1,412,000.00 1,410,895.481.650 09/01/2022254687FJ0 09/01 - 03/01 Received03/17/2020 1,405,490.681.8431.843 JD40097 14,000,000.00 14,000,000.002.950 04/01/202224422EUT4 10/01 - 04/01 Received04/26/2019 14,129,780.002.6182.618 JD40279 7,500,000.00 7,501,123.090.550 07/05/202224422EVG1 01/05 - 07/05 Received06/08/2020 7,508,925.000.4920.492 JPM40213 2,050,000.00 2,062,416.223.250 09/23/202246625HJE1 03/23 - 09/23 Received01/22/2020 2,119,372.001.9421.942 JPM40223 10,000,000.00 10,110,920.673.200 01/25/202346625HJH4 07/25 - 01/25 Received01/31/2020 10,405,200.001.7991.799 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Page 2 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
JPM40303 5,000,000.00 5,117,156.682.700 05/18/202346625HRL6 11/18 - 05/18 Received08/20/2020 5,284,400.000.6070.607 JPM40308 2,433,000.00 2,487,158.583.200 01/25/202346625HJH4 01/25 - 07/25 Received09/25/2020 2,587,738.800.4560.456 JPM40348 15,000,000.00 15,933,927.503.875 02/01/202446625HJT8 08/01 - 02/0102/01/2021 16,528,245.000.4520.452 MSFT40431 5,580,000.00 5,642,946.502.650 11/03/2022594918BH6 05/03 - 11/03 13,554.7512/06/2021 5,677,092.000.7240.724 MSFT40432 1,851,000.00 1,933,401.173.625 12/15/2023594918AW4 12/15 - 06/15 Received12/08/2021 1,948,566.210.9820.982 MSFT40442 1,025,000.00 1,062,097.842.875 02/06/2024594918BX1 02/06 - 08/06 Received12/20/2021 1,067,732.250.8920.892 MSFT40443 2,876,000.00 2,926,498.262.000 08/08/2023594918BQ6 02/08 - 08/08 Received12/20/2021 2,936,971.200.6920.692 PCAR40111 7,000,000.00 7,000,754.782.650 05/10/202269371RP83 11/10 - 05/10 Received05/23/2019 7,020,650.002.5462.546 PCAR40238 1,000,000.00 997,414.062.000 09/26/202269371RQ33 09/26 - 03/26 Received03/30/2020 986,760.002.5522.552 PCAR40267 2,897,000.00 2,908,780.992.300 08/10/202269371RN77 08/10 - 02/10 Received05/13/2020 2,970,699.681.1471.147 PCAR40275 2,000,000.00 1,998,900.870.800 06/08/202369371RQ82 12/08 - 06/0806/08/2020 1,997,220.000.8470.847 PCAR40349 7,000,000.00 6,995,030.260.350 02/02/202469371RR24 08/02 - 02/0202/02/2021 6,991,880.000.3890.389 PG40438 10,026,000.00 10,096,382.522.150 08/11/2022742718EU9 02/11 - 08/11 Received12/16/2021 10,153,229.940.2040.204 TMCC40447 5,860,000.00 5,861,871.610.450 07/22/202289236THD0 01/22 - 07/22 Received12/20/2021 5,863,574.600.3460.346 TMCC40448 15,003,000.00 15,245,347.672.700 01/11/202389236TEL5 01/11 - 07/11 Received12/20/2021 15,332,765.940.6130.613 USB40112 10,000,000.00 9,999,489.632.650 05/23/202290331HPC1 11/23 - 05/2305/23/2019 9,989,400.002.6872.687 WMT40274 26,018,000.00 26,515,670.282.550 04/11/2023931142DH3 10/11 - 04/11 Received06/01/2020 27,403,406.460.6680.668 WMT40434 5,000,000.00 5,065,610.902.350 12/15/2022931142DU4 12/15 - 06/15 Received12/08/2021 5,094,800.000.4830.483 WMT40444 10,000,000.00 10,131,793.802.350 12/15/2022931142DU4 06/15 - 12/15 3,263.8912/20/2021 10,184,200.000.4750.475 298,029,756.90Corp Medium Term Notes Totals 301,316,748.10128,429.371.044293,225,000.00 1.044 Negotiable CDs
BMO40391 25,000,000.00 25,000,000.000.160 07/01/202206367CKK2 07/01 - At Maturity08/30/2021 25,000,000.000.1620.160 BMO40392 25,000,000.00 25,000,000.000.160 07/01/202206367CL39 07/01 - At Maturity09/08/2021 25,000,000.000.1620.160 BNSHOU40380 13,910,000.00 13,910,079.770.200 06/23/202206417MQL2 06/23 - At Maturity 540.9406/30/2021 13,910,344.080.2000.198 RY40382 25,000,000.00 25,000,000.000.190 06/30/202278012UP82 06/30 - At Maturity07/01/2021 25,000,000.000.1930.190 TD40390 30,000,000.00 30,000,000.000.160 05/20/202289114WF75 05/20 - At Maturity08/31/2021 30,000,000.000.1620.160 118,910,079.77Negotiable CDs Totals 118,910,344.08540.940.171118,910,000.00 0.173 Commercial Paper Discounts
TMCC40492 20,000,000.00 19,994,111.110.530 04/21/202289233HDM3 04/21 - At Maturity03/15/2022 19,989,105.560.5380.530 TMCC40493 20,000,000.00 19,968,183.330.830 06/09/202289233HF90 06/09 - At Maturity03/15/2022 19,960,344.440.8430.832 TMCC40494 10,000,000.00 9,986,394.450.790 06/02/202289233HF25 06/02 - At Maturity03/15/2022 9,982,663.890.8020.791 49,948,688.89Commercial Paper Discounts Totals 49,932,113.890.000.70350,000,000.00 0.713 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 3 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,917.200.500 07/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,993,937.780.480 01/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 FAMC40337 10,000,000.00 9,993,642.240.480 01/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FFCB40013 25,000,000.00 24,974,238.103.050 10/02/20233133EJD48 04/02 - 10/02 Received10/17/2018 24,915,000.003.1243.124 FFCB40049 20,000,000.00 19,993,716.122.650 10/23/20233133EJ5W5 04/23 - 10/2301/23/2019 19,980,880.002.6722.672 FFCB40283 10,000,000.00 9,999,642.840.300 06/08/20233133ELG81 12/08 - 06/08 Received06/12/2020 9,999,100.000.3030.303 FFCB40412 1,825,000.00 1,822,978.400.180 01/25/20233133ENBT6 01/25 - 07/25 Received11/23/2021 1,822,098.250.3160.316 FFCB40433 20,000,000.00 19,974,361.990.125 11/23/20223133EMGX4 05/23 - 11/23 972.2212/07/2021 19,961,764.000.3240.324 FFCB40436 5,850,000.00 5,850,789.960.250 05/06/20223133ELYR9 05/06 - Final Pmt. 1,584.3812/15/2021 5,853,182.400.1110.111 FFCB40480 4,150,000.00 4,108,324.320.290 10/12/20233133ENAL4 04/12 - 10/12 3,476.7801/26/2022 4,103,407.950.9530.953 FFCB40501 1,170,000.00 1,139,631.440.290 10/12/20233133ENAL4 04/12 - 10/12 1,508.0003/22/2022 1,139,135.402.0212.021 FHLB37589 10,000,000.00 9,999,021.642.100 07/01/20223130ACZS6 07/01 - 01/0112/20/2017 9,982,270.002.1412.141 FHLB40157 3,000,000.00 2,996,653.311.500 08/15/20243130AGWK7 02/15 - 08/1508/16/2019 2,992,950.001.5491.549 FHLB40291 25,000,000.00 25,000,000.000.220 07/15/20223130AJS26 07/15 - 01/1506/24/2020 25,000,000.000.2200.220 FHLB40411 1,050,000.00 1,072,993.842.750 03/10/20233130ADRG9 03/10 - 09/10 Received11/23/2021 1,081,675.880.4160.416 FHLB40440 5,300,000.00 5,296,328.100.125 10/21/20223130AKDH6 04/21 - 10/21 993.7512/15/2021 5,294,382.000.2500.250 FHLB40451 10,000,000.00 9,999,863.930.120 05/20/20223130AQJL8 05/20 - Final Pmt. 33.3301/06/2022 9,999,627.900.1300.130 FHLB40466 10,000,000.00 9,992,915.990.125 08/12/20223130AJY52 02/12 - 08/12 Received01/14/2022 9,988,752.100.3200.320 FHLB40489 10,000,000.00 10,055,511.752.000 09/09/2022313380GJ0 03/09 - 09/09 Received02/25/2022 10,068,160.000.7300.730 FHLMC40309 5,000,000.00 4,989,520.240.375 09/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FHLMC40316 4,000,000.00 3,992,332.780.125 10/16/20233137EAEY1 04/16 - 10/1610/16/2020 3,985,080.000.2500.250 FHLMC40491 4,510,000.00 4,508,341.750.250 06/08/20223134GVJ66 06/08 - Final Pmt. 3,069.3103/16/2022 4,507,970.500.4470.447 FNMA40142 10,000,000.00 9,982,866.831.750 07/02/20243135G0V75 01/02 - 07/0207/08/2019 9,962,100.001.8301.830 FNMA40183 10,000,000.00 9,991,334.081.625 10/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40271 10,000,000.00 9,988,545.280.250 05/22/20233135G04Q3 11/22 - 05/2205/22/2020 9,969,900.000.3510.351 FNMA40288 10,000,000.00 9,986,691.210.500 06/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,981,961.340.375 08/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,029,545.230.500 11/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 FNMA40414 2,700,000.00 2,744,218.522.375 01/19/20233135G0T94 01/19 - 07/19 Received11/23/2021 2,763,871.200.3220.322 FNMA40415 2,963,000.00 2,955,069.660.250 05/22/20233135G04Q3 05/22 - 11/22 20.5811/23/2021 2,952,599.870.4860.486 FNMA40420 7,000,000.00 6,985,982.670.350 08/18/20233135G05U3 02/18 - 08/18 Received11/30/2021 6,982,570.000.4960.496 270,900,878.54Federal Agency Coupon Securities Totals 270,752,202.4511,658.350.989271,018,000.00 0.989 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 4 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Treasury Coupon Securities
USTR40196 15,000,000.00 15,111,968.862.125 02/29/2024912828W48 02/29 - 08/31 Received12/23/2019 15,244,921.881.7191.719 USTR40371 901,000.00 904,097.771.750 06/15/20229128286Y1 12/15 - 06/15 Received06/17/2021 915,993.200.0760.076 USTR40426 20,000,000.00 19,996,242.470.125 08/31/202291282CAG6 02/28 - 08/31 Received12/02/2021 19,993,276.000.1700.170 USTR40457 15,000,000.00 15,071,417.412.125 06/30/2022912828XG0 06/30 - Final Pmt. 5,283.1501/06/2022 15,138,867.190.2080.208 USTR40458 20,000,000.00 20,053,340.521.750 05/31/2022912828XR6 05/31 - Final Pmt. 35,576.9201/06/2022 20,128,906.250.1310.131 USTR40476 20,000,000.00 20,061,104.911.750 06/15/20229128286Y1 06/15 - Final Pmt. 40,384.6201/26/2022 20,114,062.500.2650.265 91,198,171.94Treasury Coupon Securities Totals 91,536,027.0281,244.690.44490,901,000.00 0.444 Treasury Discounts
USTR40455 20,000,000.00 19,999,733.330.080 04/07/2022912796N47 04/07 - At Maturity01/06/2022 19,995,955.560.0820.081 USTR40456 10,000,000.00 9,998,951.110.118 05/03/2022912796U72 05/03 - At Maturity01/06/2022 9,996,165.000.1210.120 USTR40474 20,000,000.00 19,989,233.330.255 06/16/2022912796J42 06/16 - At Maturity01/26/2022 19,980,025.000.2620.259 USTR40481 80,000,000.00 79,950,015.550.271 06/23/2022912796R43 06/23 - At Maturity01/26/2022 79,910,871.110.2790.275 129,937,933.32Treasury Discounts Totals 129,883,016.670.000.231130,000,000.00 0.234 Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.000 04/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FFCB40282 10,000,000.00 10,000,000.000.580 06/17/20243133ELJ47 12/17 - 06/1706/17/2020 10,000,000.000.5800.580 FFCB40330 10,000,000.00 10,000,000.000.500 12/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.800 03/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,012,368.431.010 12/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40424 1,250,000.00 1,246,486.050.140 05/18/20233133EMZP0 05/18 - 11/18 63.1912/01/2021 1,245,450.000.3900.390 FFCB40437 20,350,000.00 20,331,250.680.070 10/13/20223133ENAQ3 04/13 - 10/13 2,453.3112/15/2021 20,320,899.500.2430.243 FFCB40445 6,435,000.00 6,432,799.880.660 12/13/20233133ENGW4 06/13 - 12/13 471.9012/17/2021 6,432,426.000.6800.680 FFCB40465 10,000,000.00 9,998,734.900.040 05/04/20223133EMYL0 05/04 - Final Pmt. 777.7801/14/2022 9,995,783.000.1780.178 FFCB40468 20,000,000.00 19,990,433.330.460 01/18/20233133ENLB4 07/18 - 01/1801/18/2022 19,988,000.000.5200.520 FFCB40479 10,350,000.00 10,349,011.001.600 01/27/20263130ENMH0 07/27 - 01/2701/27/2022 10,348,965.001.6031.603 FFCB40486 15,150,000.00 15,138,921.562.180 02/16/20273133ENPB0 08/16 - 02/1602/16/2022 15,138,637.502.1962.196 FFCB40498 150,000.00 148,515.321.940 09/03/20243133ENQC7 09/03 - 03/03 153.5803/22/2022 148,500.002.3632.363 FFCB40510 13,965,000.00 13,607,219.980.300 09/01/20233133EL5J9 09/01 - 03/01 3,374.8803/30/2022 13,606,518.452.1462.146 FFCB40513 1,859,000.00 1,808,220.730.660 12/13/20233133ENGW4 06/13 - 12/13 3,646.7403/30/2022 1,808,137.762.3082.308 FFCB40514 1,347,000.00 1,304,131.300.230 11/13/20233133EMYW6 05/13 - 11/13 1,179.0003/30/2022 1,304,057.642.2462.246 FHLB40340 10,000,000.00 10,000,000.000.500 01/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5000.500 FHLB40350 10,000,000.00 10,000,000.000.500 02/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,995,320.000.500 02/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 5 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40409 20,000,000.00 19,992,118.741.000 11/15/20243130APRF4 05/15 - 11/15 1,111.1111/17/2021 19,991,000.001.0151.015 FHLB40410 8,300,000.00 8,293,847.630.600 11/24/20233130APWP6 05/24 - 11/2411/24/2021 8,292,530.000.6450.645 FHLB40417 1,900,000.00 1,900,000.000.875 05/28/20243130APZU2 05/28 - 11/2811/30/2021 1,900,000.000.8750.875 FHLB40418 4,875,000.00 4,868,512.880.850 11/22/20243130APU45 05/22 - 11/22 920.8311/30/2021 4,867,687.500.9010.901 FHLB40421 2,725,000.00 2,712,933.250.750 11/08/20243130APKF1 05/08 - 11/08 1,248.9611/30/2021 2,711,375.000.9230.923 FHLB40422 3,150,000.00 3,145,860.490.625 05/17/20243130APMH5 05/17 - 11/17 765.6312/01/2021 3,145,212.000.6870.687 FHLB40435 14,370,000.00 14,351,723.090.650 11/22/20233130APQU2 05/22 - 11/22 5,967.5412/15/2021 14,348,445.000.7280.728 FHLB40446 13,240,000.00 13,240,990.181.050 11/18/20243130APS48 05/18 - 11/18 11,198.8312/17/2021 13,241,098.921.0471.047 FHLB40461 2,485,000.00 2,472,593.501.000 10/18/20243130AQG49 07/18 - 01/1801/18/2022 2,471,605.851.2001.200 FHLB40467 5,000,000.00 4,987,180.260.625 01/17/20253130AQCN1 03/17 - Quarterly Received01/18/2022 4,986,250.000.7050.705 FHLB40470 25,000,000.00 24,505,290.180.960 03/05/20263130ALHH0 03/05 - 09/05 Received01/18/2022 24,479,750.001.4811.481 FHLB40472 20,000,000.00 20,000,000.000.750 01/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 FHLB40473 14,000,000.00 13,983,537.040.700 01/27/20253130AQN584 07/27 - 01/2701/27/2022 13,982,500.001.4381.438 FHLB40475 7,200,000.00 7,189,704.000.750 10/28/20253130AQMQ3 04/28 - Quarterly01/28/2022 7,189,200.001.0761.076 FHLB40477 20,000,000.00 20,000,000.000.750 01/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 FHLB40478 12,500,000.00 12,496,137.500.625 10/28/20243130AQMU4 04/28 - Quarterly01/28/2022 12,495,875.000.7540.754 FHLB40484 1,000,000.00 1,002,888.042.500 05/23/20223130ABCF1 05/23 - Final Pmt. 5,416.6702/11/2022 1,005,665.010.4950.495 FHLB40495 1,000,000.00 992,548.611.375 03/24/20253130ARAY7 09/24 - 03/2403/24/2022 992,500.002.1372.137 FHLB40496 4,600,000.00 4,590,366.831.500 03/28/20253130ARBY6 09/28 - 03/2803/28/2022 4,590,340.001.7131.713 FHLB40497 1,565,000.00 1,544,092.611.850 12/27/20243130AR7C9 06/27 - 12/2703/28/2022 1,544,029.002.3572.357 FHLB40499 2,360,000.00 2,315,308.171.750 02/28/20253130AQT78 08/28 - 02/28 2,753.3303/22/2022 2,314,924.002.4282.428 FHLB40502 20,000,000.00 19,078,567.040.620 12/09/20243130AMR53 06/09 - 12/09 35,477.7803/22/2022 19,070,000.002.4002.400 FHLB40508 825,000.00 778,976.960.700 06/30/20253130ANWN6 03/30 - 09/30 Received03/22/2022 778,622.632.5002.500 FHLB40512 2,000,000.00 1,952,061.110.750 11/22/20233130APWH4 05/23 - 11/23 5,250.0003/30/2022 1,951,980.002.2452.245 FHLMC40261 10,000,000.00 9,993,811.110.700 05/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.700 04/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 FHLMC40273 40,000,000.00 40,000,000.000.750 06/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 FHLMC40469 4,225,000.00 4,182,068.740.220 09/29/20233134GXJH8 06/29 - 12/29 490.5701/18/2022 4,176,243.500.9070.907 FHLMC40490 20,000,000.00 19,533,083.480.320 11/02/20233134GW6E1 05/02 - 11/02 23,644.4403/15/2022 19,520,000.001.8201.820 FHLMC40505 2,000,000.00 1,874,339.430.650 10/27/20253134GW5R3 04/27 - 10/27 5,236.1103/22/2022 1,873,460.002.5002.500 FHLMC40506 1,500,000.00 1,404,099.030.570 09/24/20253134GWUG9 03/24 - 09/24 Received03/22/2022 1,403,410.202.5002.500 FHLMC40507 17,490,000.00 16,384,120.510.600 09/30/20253134GWVN3 03/30 - 09/30 Received03/22/2022 16,376,215.102.5002.500 FHLMC40509 18,300,000.00 17,738,806.830.320 11/02/20233134GW6E1 05/02 - 11/02 24,074.6703/30/2022 17,737,824.002.3002.300 FHLMC40511 1,033,000.00 1,020,105.481.800 03/28/20243134GXMZ4 09/28 - 03/28 103.3003/30/2022 1,020,087.502.4462.446 FNMA40281 30,000,000.00 30,000,000.000.850 06/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 6 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FNMA40331 15,000,000.00 15,000,000.000.550 01/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 FNMA40500 1,500,000.00 1,450,579.070.310 01/26/20243136G46V0 07/26 - 01/26 723.3303/22/2022 1,449,900.002.1672.167 FNMA40503 2,350,000.00 2,203,883.530.550 08/05/20253136G4H55 08/05 - 02/05 1,687.4303/22/2022 2,202,791.302.5002.500 FNMA40504 1,715,000.00 1,610,591.740.625 08/28/20253136G4R62 08/28 - 02/28 714.5803/22/2022 1,609,825.912.5002.500 559,154,140.22Federal Agency Callables Totals 559,055,622.27138,905.491.121564,064,000.00 1.121 Supranational
IADB37634 20,000,000.00 19,902,457.031.750 09/14/20224581X0CZ9 09/14 - 03/14 Received06/22/2018 19,089,200.002.9022.902 IADB40201 11,000,000.00 11,002,139.811.700 11/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,996,979.210.340 10/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.650 02/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 IBRD40079 5,000,000.00 4,996,794.332.500 03/19/2024459058GQ0 09/19 - 03/1903/19/2019 4,991,850.002.5352.535 IBRD40126 10,000,000.00 9,996,836.671.875 06/19/2023459058GX5 12/19 - 06/1906/19/2019 9,989,600.001.9021.902 IBRD40246 3,000,000.00 2,992,898.550.625 04/22/2025459058JB0 10/22 - 04/2204/22/2020 2,988,390.000.7040.704 IBRD40269 16,000,000.00 16,071,810.532.125 07/01/2022459058GU1 07/01 - 01/01 Received05/21/2020 16,606,400.000.3220.322 IBRD40287 7,500,000.00 7,534,260.162.125 07/01/2022459058GU1 07/01 - 01/01 Received06/18/2020 7,779,030.000.2910.291 IBRD40335 20,000,000.00 20,203,604.800.750 03/11/2025459058JA2 03/11 - 09/11 Received01/11/2021 20,288,120.000.4010.401 IBRD40336 10,000,000.00 9,997,287.390.500 10/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,996,360.000.5080.508 IBRD40338 10,000,000.00 9,995,059.170.500 10/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,993,370.000.5140.514 IBRD40339 4,765,000.00 5,034,282.952.500 11/25/2024459058DX8 05/25 - 11/25 Received01/12/2021 5,158,198.270.3510.351 IBRD40341 10,000,000.00 9,951,666.090.375 07/28/2025459058JE4 01/28 - 07/28 Received01/13/2021 9,933,980.000.5220.522 IBRD40344 10,000,000.00 10,285,788.891.500 08/28/2024459056HV2 02/28 - 08/28 Received01/22/2021 10,427,200.000.3060.306 IBRD40354 5,000,000.00 5,000,000.000.600 02/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40355 5,000,000.00 5,000,000.000.600 02/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40359 10,000,000.00 10,040,366.920.750 03/11/2025459058JA2 09/11 - 03/11 Received03/12/2021 10,054,800.000.6110.611 IBRD40460 2,000,000.00 2,114,140.907.625 01/19/2023459056LD7 01/19 - 07/19 Received01/07/2022 2,147,432.000.4650.465 IFC40332 8,550,000.00 8,573,472.490.425 11/19/202445950VPG5 05/19 - 11/19 Received01/06/2021 8,584,490.700.3200.320 IFC40347 10,000,000.00 9,978,394.220.450 02/05/202645950VPL4 08/05 - 02/0502/05/2021 9,971,900.000.5070.507 IFC40408 24,721,000.00 24,755,474.790.500 03/20/202345950KCS7 03/20 - 09/20 Received11/17/2021 24,768,711.530.3560.356 IFC40419 3,173,000.00 3,204,202.002.000 10/24/202245950VLH7 04/24 - 10/24 6,346.0011/30/2021 3,222,800.240.2530.253 226,627,916.90Supranational Totals 226,991,122.746,346.000.823225,709,000.00 0.823

MBS ZERO PSA
FHLMC40115 8,595,000.00 8,599,863.092.307 08/01/20223137AWQH1 07/01 - Received06/06/2019 8,640,996.682.0892.089 FHLMC40121 6,215,000.00 6,218,531.002.307 08/01/20223137AWQH1 07/01 - Received06/11/2019 6,248,250.252.0882.088 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 7 ends

MBS ZERO PSA
FHLMC40148 4,250,000.00 4,294,930.193.060 07/01/20233137B4WB8 09/01 -08/01/2019 4,390,781.252.1192.119 FHLMC40167 4,822,074.70 4,872,676.723.320 02/01/20233137B36J2 10/01 - Received09/16/2019 5,027,012.871.9481.948 FNMA40151 2,750,000.00 2,750,000.002.360 04/01/20223138L9HU9 08/31 - Monthly Received08/06/2019 2,765,468.752.1602.131 FNMA40169 1,000,000.00 1,004,924.732.710 02/01/20233138LC5B7 09/30 - Monthly Received09/17/2019 1,019,843.752.1372.108 FNMA40171 4,939,241.95 4,979,549.112.420 07/01/20243140HUNV4 09/30 - Monthly Received09/19/2019 5,024,906.932.0742.046 32,720,474.84MBS ZERO PSA Totals 33,117,260.480.002.06932,571,316.65 2.077 Asset Backed Security
HAROT40158 1,692,373.41 1,692,368.551.780 08/15/202343815NAC8 09/15 -08/27/2019 1,692,359.371.7801.780 HAROT40190 4,589,331.48 4,588,969.711.830 01/18/202443813VAC2 12/18 -11/26/2019 4,588,513.661.8451.845 HAROT40270 1,527,198.32 1,527,131.760.820 07/15/202443813DAC2 06/15 -05/27/2020 1,527,078.130.8250.825 HART40253 1,078,044.72 1,077,899.781.410 11/15/202444891LAC7 05/15 -04/29/2020 1,077,793.541.4241.424 TMCC40186 1,499,433.51 1,499,387.051.920 01/16/202489233MAD5 12/15 -11/13/2019 1,499,325.251.9311.931 TMCC40252 1,128,750.86 1,128,626.161.360 08/15/202489239RAC0 05/15 -04/29/2020 1,128,525.111.3731.373 TMCC40296 4,298,172.75 4,297,973.480.440 10/15/202489237VAB5 08/15 -07/27/2020 4,297,841.790.4440.444 15,812,356.49Asset Backed Security Totals 15,811,436.850.001.30515,813,305.05 1.305 Municipal Bonds
CAS37579 5,000,000.00 5,006,708.172.500 10/01/202213063DDF2 04/01 - 10/0110/26/2017 5,066,150.002.2222.222 CAS37588 5,000,000.00 5,002,070.932.500 10/01/202213063DDF2 04/01 - 10/01 Received12/07/2017 5,019,950.002.4112.411 CAS40008 5,000,000.00 5,020,686.823.400 08/01/202313063DGN2 02/01 - 08/0109/18/2018 5,075,550.003.0643.064 CAS40116 2,235,000.00 2,235,000.002.350 04/01/202213063DLY2 10/01 - 04/01 Received06/06/2019 2,248,521.752.1272.127 CAS40243 5,000,000.00 5,224,697.993.375 04/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CAS40449 10,110,000.00 10,602,349.042.650 04/01/202613063DMA3 04/01 - 10/01 71,444.0001/07/2022 10,631,069.401.3921.392 CASDEV40323 1,385,000.00 1,385,000.000.765 10/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,028,037.240.885 11/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR37546 20,000,000.00 19,995,843.332.000 05/01/202213066YTZ2 11/01 - 05/0105/01/2017 19,750,600.002.2652.265 CASPWR37625 1,000,000.00 997,560.002.518 12/01/202213067WPE6 12/01 - 06/0106/01/2018 983,530.002.9112.911 CASPWR40039 4,000,000.00 3,997,745.852.000 05/01/202213066YTZ2 05/01 - 11/01 Received01/08/2019 3,910,360.002.7112.711 CASPWR40114 15,000,000.00 15,000,253.822.000 05/01/202213066YTZ2 11/01 - 05/01 Received06/05/2019 15,008,850.001.9791.979 FLSEDU40311 10,000,000.00 10,000,000.000.550 06/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 FLSEDU40313 5,000,000.00 4,997,508.080.390 06/01/202434153QUC8 06/01 - 12/0110/22/2020 4,995,850.000.4130.413 GAS40304 14,615,000.00 14,615,000.000.520 08/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40305 4,345,000.00 4,345,000.000.420 08/01/2024373385FP3 02/01 - 08/0108/27/2020 4,345,000.000.4200.420 HIS40317 5,000,000.00 5,010,594.810.852 10/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 8 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
LAS40312 4,000,000.00 4,000,000.000.840 06/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 LOS37638 4,815,000.00 4,815,121.262.900 09/01/2022544351MN6 03/01 - 09/0107/12/2018 4,816,203.752.8932.893 LOS40036 4,000,000.00 4,001,086.362.900 09/01/2022544351MN6 03/01 - 09/01 Received12/31/2018 4,009,560.002.8302.830 LOS40315 3,670,000.00 3,916,358.403.320 09/01/2024544351MQ9 03/01 - 09/01 Received10/14/2020 4,065,589.300.5110.511 MAS40322 1,000,000.00 1,000,000.000.695 11/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS40234 1,000,000.00 1,000,000.000.970 03/15/2024574193SP4 09/15 - 03/1503/18/2020 1,000,000.000.9700.970 MDS40297 5,000,000.00 5,004,075.720.660 08/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40298 5,000,000.00 5,001,140.670.510 08/01/2024574193TQ1 02/01 - 08/0108/05/2020 5,001,950.000.5000.500 MES40125 1,250,000.00 1,250,815.402.500 06/01/202256052AD60 12/01 - 06/0106/26/2019 1,264,337.502.0942.094 MES40280 1,000,000.00 1,000,836.731.250 06/01/202256052AE77 12/01 - 06/0106/24/2020 1,009,720.000.7430.743 MNS40245 3,500,000.00 3,516,126.862.020 10/01/202260412AKS1 10/01 - 04/01 Received04/15/2020 3,579,380.001.0841.084 NYS40185 5,000,000.00 5,001,134.242.010 02/15/2024649791PP9 02/15 - 08/1510/30/2019 5,002,600.001.9981.998 NYSDEV40207 5,000,000.00 5,089,314.132.860 03/15/20246500354U9 03/15 - 09/15 Received01/15/2020 5,190,300.001.9051.905 NYSHGR40156 2,700,000.00 2,772,689.955.092 03/15/2023649902ZM8 09/15 - 03/15 Received08/16/2019 2,972,376.002.1492.149 NYU40262 2,450,000.00 2,443,973.491.438 07/01/202464990GZW5 07/01 - 01/01 Received05/06/2020 2,438,877.001.5511.551 OHS40188 1,950,000.00 1,950,000.001.800 05/01/2022677522T20 05/01 - 11/0111/20/2019 1,950,000.001.8001.800 PASTRN40152 1,750,000.00 1,784,099.552.929 12/01/202370922PAK8 12/01 - 06/01 Received08/14/2019 1,837,920.001.7111.711 RIV40255 1,655,000.00 1,655,000.002.363 02/15/202376913CAX7 08/15 - 02/1505/06/2020 1,655,000.002.3622.362 RIV40256 4,000,000.00 4,000,000.002.667 02/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 STNPWR37565 2,710,000.00 2,716,166.403.258 07/01/202284247PHX2 01/01 - 07/01 Received07/31/2017 2,831,272.502.2902.290 TXS40264 3,425,000.00 3,521,925.863.823 04/01/2023882722VK4 10/01 - 04/01 Received05/08/2020 3,705,815.750.9470.947 TXS40319 1,600,000.00 1,845,517.155.000 10/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 UNVHGR37624 4,000,000.00 4,000,000.003.297 05/15/202391412HBK8 11/15 - 05/1506/05/2018 4,000,000.003.2973.297 UNVHGR40153 1,000,000.00 1,036,556.803.638 05/15/202491412GVB8 11/15 - 05/15 Received08/14/2019 1,081,870.001.8311.831 UNVHGR40293 1,000,000.00 1,000,000.000.833 05/15/202491412HFL2 11/15 - 05/1507/16/2020 1,000,000.000.8330.833 UNVHGR40294 650,000.00 650,000.000.833 05/15/202491412HFL2 11/15 - 05/1507/16/2020 650,000.000.8330.833 UNVHGR40324 2,215,000.00 2,231,904.710.883 05/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 UNVHGR40325 3,560,000.00 3,590,400.880.883 05/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,083,893.270.883 05/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 UNVHGR40343 7,000,000.00 7,081,111.840.883 05/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 VNTCTF40277 1,000,000.00 1,000,000.001.048 11/01/2023923078CT4 11/01 - 05/0106/11/2020 1,000,000.001.0481.048 VNTCTF40278 900,000.00 900,000.001.223 11/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 WIS40177 500,000.00 500,000.001.857 05/01/202497705MNM3 05/01 - 11/0110/30/2019 500,000.001.8571.857 222,823,305.75Municipal Bonds Totals 223,948,054.2071,444.001.460220,990,000.00 1.460 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PMS) 7.3.0

Page 9 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Pass Through Securities
FHLMC40173 5,764,952.40 5,764,952.401.990 05/25/202430298LAA9 10/25 - Monthly Received09/30/2019 5,764,952.401.9621.962 FHLMC40180 1,787,407.31 1,795,908.222.090 07/25/202430314KAS2 11/25 - Monthly Received10/18/2019 1,795,908.221.9411.941 FHLMC40214 261,319.09 261,645.742.050 10/25/202330295NAE0 02/25 - Monthly Received01/22/2020 261,645.741.9731.973 FHLMC40231 677,381.93 685,849.201.990 05/25/202430298LAA9 03/25 - Monthly Received02/27/2020 685,849.201.5901.590 FHLMC40266 10,000,000.00 10,823,437.502.770 05/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40276 5,450,000.00 5,727,609.382.615 01/25/20233137B04Y7 07/25 - Monthly Received06/04/2020 5,727,609.380.6050.605 FHLMC40295 3,432,334.08 3,449,121.630.830 05/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,449,121.630.6950.695 FHLMC40300 263,925.36 271,389.502.190 03/25/202330288WAK5 08/25 - Monthly Received07/31/2020 271,389.500.9190.919 FHLMC40328 4,500,000.00 4,937,850.003.062 12/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,937,850.000.4960.496 FHLMC40342 4,432,154.60 4,453,889.890.670 11/25/202530318CAA5 02/25 - Monthly Received01/22/2021 4,453,889.890.5370.537 FHLMC40356 4,950,000.00 5,316,300.002.588 03/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 5,316,300.000.5540.554 FNMA40189 4,529,889.60 4,646,321.922.791 06/01/20233138ELJW4 12/25 - Monthly Received11/12/2019 4,646,321.921.9991.999 FNMA40194 4,015,708.95 4,036,414.952.220 12/01/20223138L1UV9 01/25 - Monthly Received12/26/2019 4,036,414.952.0232.023 FNMA40202 7,747,000.00 7,899,519.062.390 02/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 FNMA40203 7,450,000.00 7,531,484.382.240 01/01/20253140HWYW6 02/25 - Monthly Received01/22/2020 7,531,484.382.0212.021 FNMA40206 22,088,803.79 22,571,996.382.610 08/01/20233138L4EN9 02/25 - Monthly Received01/22/2020 22,571,996.381.9391.939 FNMA40209 1,000,000.00 1,023,750.002.710 01/01/20253138LL3J2 02/25 - Monthly Received01/17/2020 1,023,750.002.2232.223 FNMA40221 2,422,314.48 2,456,756.772.509 11/25/20223136ACGJ4 02/25 - Monthly Received01/24/2020 2,456,756.771.9001.900 FNMA40225 3,500,000.00 3,577,656.252.960 11/01/20243138L8CE2 03/25 - Monthly Received02/05/2020 3,577,656.252.4822.482 FNMA40272 2,944,021.63 3,186,609.012.967 03/25/20253136AL7K1 06/25 - Monthly Received05/27/2020 3,186,609.011.0081.008 FNMA40289 1,268,931.90 1,324,596.372.492 03/25/20233136AGMB5 07/25 - Monthly Received06/22/2020 1,324,596.370.6750.675 FNMA40314 2,500,000.00 2,650,781.252.810 04/01/20253138L9QS4 11/25 - Monthly Received10/14/2020 2,650,781.251.4361.436 FNMA40327 3,608,472.41 3,877,953.132.624 11/25/20243136AY6S7 01/25 - Monthly Received12/22/2020 3,877,953.130.5430.543 108,271,792.82Pass Through Securities Totals 108,271,792.930.001.474104,594,617.53 1.474 2,327,841,667.28Investment Totals 2,333,031,912.47438,568.842,321,302,410.02 0.921 0.922 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

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Wells Fargo Bank36512 28,362,387.97 28,362,387.97 0.02506/30/2021 28,362,387.97 1VP6000104 0.025 1Wells Fargo Bank37053 0.00 0.00 1.58207/01/2021 0.00 1VP6000104 1.582 1Wells Fargo Bank40162 20,143,782.82 20,143,782.82 0.01006/30/2021 20,143,782.82 1VP4560000 0.010 48,506,170.79 148,506,170.7948,506,170.7930,860,556.86Subtotal and Average 1 0.019 State Pool
1State Investment Pool32936 42,000,000.00 42,000,000.00 0.33006/30/2021 42,000,000.00 1CITY 0.330 1State Investment Pool37042 38,000,000.00 38,000,000.00 0.33006/30/2021 38,000,000.00 1CSJFA 0.330 1State Investment Pool37370 0.00 0.00 2.3900.00 1SYS37370 2.390 1State Investment Pool40363 75,000,000.00 75,000,000.00 0.33006/30/2021 75,000,000.00 1COVID RELIEF 0.330 155,000,000.00 1155,000,000.00155,000,000.00206,096,774.19Subtotal and Average 1 0.330 Corp Medium Term Notes
163Apple Inc40164 1,000,000.00 999,974.81 09/11/20221.70009/11/2019 1,004,650.00 1,096037833DL1 1.706 163Apple Inc40166 5,000,000.00 4,998,777.78 09/11/20221.70009/11/2019 5,023,250.00 1,096037833DL1 1.757 405Apple Inc40263 6,795,000.00 6,794,295.33 05/11/20230.75005/11/2020 6,750,560.70 1,095037833DV9 0.759 40Apple Inc40439 8,800,000.00 8,816,847.45 05/11/20222.30012/16/2021 8,820,152.00 146037833CQ1 0.572 40Apple Inc40441 1,435,000.00 1,437,694.61 05/11/20222.30012/17/2021 1,438,286.15 145037833CQ1 0.605 679Apple Inc40459 10,000,000.00 10,361,537.23 02/09/20243.00001/07/2022 10,240,900.00 763037833CG3 0.861 287Apple Inc40462 15,266,000.00 15,479,038.30 01/13/20232.40001/13/2022 15,407,668.48 365037833DE7 0.451 1,018Apple Inc40463 15,114,000.00 15,679,908.50 01/13/20252.75001/14/2022 15,475,829.16 1,095037833DF4 1.295 328Apple Inc40464 3,052,000.00 3,106,312.16 02/23/20232.85001/18/2022 3,090,913.00 401037833BU3 0.847 679Apple Inc40471 11,966,000.00 12,359,831.46 02/09/20243.00001/19/2022 12,254,260.94 751037833CG3 1.046 328Apple Inc40482 2,336,000.00 2,367,290.37 02/23/20232.85002/14/2022 2,365,784.00 374037833BU3 1.050 679Apple Inc40485 12,318,000.00 12,593,623.43 02/09/20243.00002/14/2022 12,614,740.62 725037833CG3 1.659 771Apple Inc40487 7,300,000.00 7,453,986.73 05/11/20242.85002/28/2022 7,459,797.00 803037833CU2 1.745 40Apple Inc40488 3,000,000.00 3,003,838.36 05/11/20222.30002/28/2022 3,006,870.00 72037833CQ1 0.342 303Bank of New York Mellon40242 10,444,000.00 10,538,554.27 01/29/20232.95004/13/2020 10,576,952.12 1,02106406RAE7 1.823 497Bank of New York Mellon40320 3,868,000.00 4,027,829.79 08/11/20233.45011/03/2020 3,956,538.52 1,01106406RAJ6 0.394 42Caterpillar Inc.40367 5,000,000.00 5,004,826.96 05/13/20220.95005/28/2021 5,001,900.00 35014913R2B2 0.122 153Walt Disney Company40237 1,412,000.00 1,410,895.48 09/01/20221.65003/17/2020 1,417,563.28 898254687FJ0 1.843 0John Deere40097 14,000,000.00 14,000,000.00 04/01/20222.95004/26/2019 14,026,600.00 1,07124422EUT4 2.618 95John Deere40279 7,500,000.00 7,501,123.09 07/05/20220.55006/08/2020 7,488,525.00 75724422EVG1 0.492 175JP Morgan40213 2,050,000.00 2,062,416.22 09/23/20223.25001/22/2020 2,074,825.50 97546625HJE1 1.942 299JP Morgan40223 10,000,000.00 10,110,920.67 01/25/20233.20001/31/2020 10,167,000.00 1,09046625HJH4 1.799 412JP Morgan40303 5,000,000.00 5,117,156.68 05/18/20232.70008/20/2020 5,056,200.00 1,00146625HRL6 0.607 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Page 2 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
299JP Morgan40308 2,433,000.00 2,487,158.58 01/25/20233.20009/25/2020 2,473,631.10 85246625HJH4 0.456 671JP Morgan40348 15,000,000.00 15,933,927.50 02/01/20243.87502/01/2021 15,542,850.00 1,09546625HJT8 0.452 216Microsoft Inc.40431 5,580,000.00 5,642,946.50 11/03/20222.65012/06/2021 5,628,825.00 332594918BH6 0.724 623Microsoft Inc.40432 1,851,000.00 1,933,401.17 12/15/20233.62512/08/2021 1,923,540.69 737594918AW4 0.982 676Microsoft Inc.40442 1,025,000.00 1,062,097.84 02/06/20242.87512/20/2021 1,049,538.50 778594918BX1 0.892 494Microsoft Inc.40443 2,876,000.00 2,926,498.26 08/08/20232.00012/20/2021 2,908,412.52 596594918BQ6 0.692 39PACCAR Inc.40111 7,000,000.00 7,000,754.78 05/10/20222.65005/23/2019 7,028,350.00 1,08369371RP83 2.546 178PACCAR Inc.40238 1,000,000.00 997,414.06 09/26/20222.00003/30/2020 1,006,090.00 91069371RQ33 2.552 131PACCAR Inc.40267 2,897,000.00 2,908,780.99 08/10/20222.30005/13/2020 2,917,134.15 81969371RN77 1.147 433PACCAR Inc.40275 2,000,000.00 1,998,900.87 06/08/20230.80006/08/2020 1,983,600.00 1,09569371RQ82 0.847 672PACCAR Inc.40349 7,000,000.00 6,995,030.26 02/02/20240.35002/02/2021 6,808,550.00 1,09569371RR24 0.389 132Procter & Gamble40438 10,026,000.00 10,096,382.52 08/11/20222.15012/16/2021 10,077,633.90 238742718EU9 0.204 112Toyota Motor Credit Corp40447 5,860,000.00 5,861,871.61 07/22/20220.45012/20/2021 5,847,694.00 21489236THD0 0.346 285Toyota Motor Credit Corp40448 15,003,000.00 15,245,347.67 01/11/20232.70012/20/2021 15,184,986.39 38789236TEL5 0.613 52US Bank40112 10,000,000.00 9,999,489.63 05/23/20222.65005/23/2019 10,028,300.00 1,09690331HPC1 2.687 375Wal-Mart40274 26,018,000.00 26,515,670.28 04/11/20232.55006/01/2020 26,302,897.10 1,044931142DH3 0.668 258Wal-Mart40434 5,000,000.00 5,065,610.90 12/15/20222.35012/08/2021 5,052,950.00 372931142DU4 0.483 258Wal-Mart40444 10,000,000.00 10,131,793.80 12/15/20222.35012/20/2021 10,105,900.00 360931142DU4 0.475 298,029,756.90 770296,590,649.82293,225,000.00299,348,083.78Subtotal and Average 373 1.044 Negotiable CDs
91Bank of Montreal40391 25,000,000.00 25,000,000.00 07/01/20220.16008/30/2021 24,960,500.00 30506367CKK2 0.160 91Bank of Montreal40392 25,000,000.00 25,000,000.00 07/01/20220.16009/08/2021 24,960,500.00 29606367CL39 0.160 83BNSHOU40380 13,910,000.00 13,910,079.77 06/23/20220.20006/30/2021 13,893,725.30 35806417MQL2 0.198 90Royal Bank of Canada40382 25,000,000.00 25,000,000.00 06/30/20220.19007/01/2021 24,963,250.00 36478012UP82 0.190 49Toronto Dominion Bank40390 30,000,000.00 30,000,000.00 05/20/20220.16008/31/2021 29,976,300.00 26289114WF75 0.160 118,910,079.77 311118,754,275.30118,910,000.00118,910,094.19Subtotal and Average 79 0.171 Commercial Paper Discounts
20Toyota Motor Credit Corp40492 20,000,000.00 19,994,111.11 04/21/20220.53003/15/2022 19,994,111.11 3789233HDM3 0.530 69Toyota Motor Credit Corp40493 20,000,000.00 19,968,183.33 06/09/20220.83003/15/2022 19,968,183.33 8689233HF90 0.832 62Toyota Motor Credit Corp40494 10,000,000.00 9,986,394.45 06/02/20220.79003/15/2022 9,986,394.45 7989233HF25 0.791 49,948,688.89 6549,948,688.8950,000,000.0046,741,097.67Subtotal and Average 48 0.703 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 3 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
1,200Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,917.20 07/14/20250.50007/28/2020 2,399,725.00 1,81231422BJ27 0.501 1,385Federal Agricultural Mtg Corp40334 10,000,000.00 9,993,937.78 01/15/20260.48001/15/2021 9,523,700.00 1,82631422B6K1 0.496 1,385Federal Agricultural Mtg Corp40337 10,000,000.00 9,993,642.24 01/15/20260.48001/15/2021 9,523,700.00 1,82631422B6K1 0.497 549Federal Farm Credit Bank40013 25,000,000.00 24,974,238.10 10/02/20233.05010/17/2018 25,698,000.00 1,8113133EJD48 3.124 570Federal Farm Credit Bank40049 20,000,000.00 19,993,716.12 10/23/20232.65001/23/2019 20,437,200.00 1,7343133EJ5W5 2.672 433Federal Farm Credit Bank40283 10,000,000.00 9,999,642.84 06/08/20230.30006/12/2020 9,876,200.00 1,0913133ELG81 0.303 299Federal Farm Credit Bank40412 1,825,000.00 1,822,978.40 01/25/20230.18011/23/2021 1,815,181.50 4283133ENBT6 0.316 236Federal Farm Credit Bank40433 20,000,000.00 19,974,361.99 11/23/20220.12512/07/2021 19,891,600.00 3513133EMGX4 0.324 35Federal Farm Credit Bank40436 5,850,000.00 5,850,789.96 05/06/20220.25012/15/2021 5,849,005.50 1423133ELYR9 0.111 559Federal Farm Credit Bank40480 4,150,000.00 4,108,324.32 10/12/20230.29001/26/2022 4,080,612.00 6243133ENAL4 0.953 559Federal Farm Credit Bank40501 1,170,000.00 1,139,631.44 10/12/20230.29003/22/2022 1,139,631.44 5693133ENAL4 2.021 91Federal Home Loan Bank37589 10,000,000.00 9,999,021.64 07/01/20222.10012/20/2017 10,057,100.00 1,6543130ACZS6 2.141 867Federal Home Loan Bank40157 3,000,000.00 2,996,653.31 08/15/20241.50008/16/2019 2,995,740.00 1,8263130AGWK7 1.549 105Federal Home Loan Bank40291 25,000,000.00 25,000,000.00 07/15/20220.22006/24/2020 24,981,250.00 7513130AJS26 0.220 343Federal Home Loan Bank40411 1,050,000.00 1,072,993.84 03/10/20232.75011/23/2021 1,068,280.50 4723130ADRG9 0.416 203Federal Home Loan Bank40440 5,300,000.00 5,296,328.10 10/21/20220.12512/15/2021 5,278,058.00 3103130AKDH6 0.250 49Federal Home Loan Bank40451 10,000,000.00 9,999,863.93 05/20/20220.12001/06/2022 9,995,600.00 1343130AQJL8 0.130 133Federal Home Loan Bank40466 10,000,000.00 9,992,915.99 08/12/20220.12501/14/2022 9,974,100.00 2103130AJY52 0.320 161Federal Home Loan Bank40489 10,000,000.00 10,055,511.75 09/09/20222.00002/25/2022 10,064,100.00 196313380GJ0 0.730 1,271Federal Home Loan Mtg Corp40309 5,000,000.00 4,989,520.24 09/23/20250.37509/25/2020 4,760,650.00 1,8243137EAEX3 0.436 563Federal Home Loan Mtg Corp40316 4,000,000.00 3,992,332.78 10/16/20230.12510/16/2020 3,919,960.00 1,0953137EAEY1 0.250 68Federal Home Loan Mtg Corp40491 4,510,000.00 4,508,341.75 06/08/20220.25003/16/2022 4,508,341.75 843134GVJ66 0.447 823Federal National Mtg Assn40142 10,000,000.00 9,982,866.83 07/02/20241.75007/08/2019 10,031,700.00 1,8213135G0V75 1.830 928Federal National Mtg Assn40183 10,000,000.00 9,991,334.08 10/15/20241.62510/22/2019 9,998,300.00 1,8203135G0W66 1.661 416Federal National Mtg Assn40271 10,000,000.00 9,988,545.28 05/22/20230.25005/22/2020 9,885,500.00 1,0953135G04Q3 0.351 1,173Federal National Mtg Assn40288 10,000,000.00 9,986,691.21 06/17/20250.50006/19/2020 9,598,900.00 1,8243135G04Z3 0.542 1,242Federal National Mtg Assn40329 10,000,000.00 9,981,961.34 08/25/20250.37512/29/2020 9,534,600.00 1,7003135G05X7 0.429 1,316Federal National Mtg Assn40333 10,000,000.00 10,029,545.23 11/07/20250.50001/06/2021 9,540,800.00 1,7663135G06G3 0.417 293Federal National Mtg Assn40414 2,700,000.00 2,744,218.52 01/19/20232.37511/23/2021 2,730,672.00 4223135G0T94 0.322 416Federal National Mtg Assn40415 2,963,000.00 2,955,069.66 05/22/20230.25011/23/2021 2,929,073.65 5453135G04Q3 0.486 504Federal National Mtg Assn40420 7,000,000.00 6,985,982.67 08/18/20230.35011/30/2021 6,906,900.00 6263135G05U3 0.496 270,900,878.54 1,156268,994,181.34271,018,000.00275,981,758.63Subtotal and Average 565 0.989 Treasury Coupon Securities
699U.S. Treasury40196 15,000,000.00 15,111,968.86 02/29/20242.12512/23/2019 15,191,550.00 1,529912828W48 1.719 75U.S. Treasury40371 901,000.00 904,097.77 06/15/20221.75006/17/2021 904,315.68 3639128286Y1 0.076 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 4 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Treasury Coupon Securities
152U.S. Treasury40426 20,000,000.00 19,996,242.47 08/31/20220.12512/02/2021 19,942,200.00 27291282CAG6 0.170 90U.S. Treasury40457 15,000,000.00 15,071,417.41 06/30/20222.12501/06/2022 15,079,800.00 175912828XG0 0.208 60U.S. Treasury40458 20,000,000.00 20,053,340.52 05/31/20221.75001/06/2022 20,063,800.00 145912828XR6 0.131 75U.S. Treasury40476 20,000,000.00 20,061,104.91 06/15/20221.75001/26/2022 20,073,600.00 1409128286Y1 0.265 91,198,171.94 40891,255,265.6890,901,000.0091,238,282.47Subtotal and Average 194 0.444 Treasury Discounts
6U.S. Treasury40455 20,000,000.00 19,999,733.33 04/07/20220.08001/06/2022 19,998,200.00 91912796N47 0.081 32U.S. Treasury40456 10,000,000.00 9,998,951.11 05/03/20220.11801/06/2022 9,996,000.00 117912796U72 0.120 76U.S. Treasury40474 20,000,000.00 19,989,233.33 06/16/20220.25501/26/2022 19,976,000.00 141912796J42 0.259 83U.S. Treasury40481 80,000,000.00 79,950,015.55 06/23/20220.27101/26/2022 79,887,200.00 148912796R43 0.275 129,937,933.32 136129,857,400.00130,000,000.00150,247,848.00Subtotal and Average 66 0.231 Federal Agency Callables
1,480Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 9,713,600.00 1,82631422XCX8 1.000 808Federal Farm Credit Bank40282 10,000,000.00 10,000,000.00 06/17/20240.58006/17/2020 9,770,200.00 1,4613133ELJ47 0.580 1,362Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 9,495,500.00 1,8203133EMLR1 0.500 1,438Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 9,659,700.00 1,8263133EMSU7 0.800 976Federal Farm Credit Bank40423 10,000,000.00 10,012,368.43 12/02/20241.01012/02/2021 9,840,100.00 1,0963133ENFZ8 0.963 412Federal Farm Credit Bank40424 1,250,000.00 1,246,486.05 05/18/20230.14012/01/2021 1,235,162.50 5333133EMZP0 0.390 195Federal Farm Credit Bank40437 20,350,000.00 20,331,250.68 10/13/20220.07012/15/2021 20,268,600.00 3023133ENAQ3 0.243 621Federal Farm Credit Bank40445 6,435,000.00 6,432,799.88 12/13/20230.66012/17/2021 6,344,652.60 7263133ENGW4 0.680 33Federal Farm Credit Bank40465 10,000,000.00 9,998,734.90 05/04/20220.04001/14/2022 9,992,500.00 1103133EMYL0 0.178 292Federal Farm Credit Bank40468 20,000,000.00 19,990,433.33 01/18/20230.46001/18/2022 19,925,200.00 3653133ENLB4 0.520 1,397Federal Farm Credit Bank40479 10,350,000.00 10,349,011.00 01/27/20261.60001/27/2022 10,349,011.00 1,4613130ENMH0 1.603 1,782Federal Farm Credit Bank40486 15,150,000.00 15,138,921.56 02/16/20272.18002/16/2022 15,203,025.00 1,8263133ENPB0 2.196 886Federal Farm Credit Bank40498 150,000.00 148,515.32 09/03/20241.94003/22/2022 148,515.32 8963133ENQC7 2.363 518Federal Farm Credit Bank40510 13,965,000.00 13,607,219.98 09/01/20230.30003/30/2022 13,607,219.98 5203133EL5J9 2.146 621Federal Farm Credit Bank40513 1,859,000.00 1,808,220.73 12/13/20230.66003/30/2022 1,808,220.73 6233133ENGW4 2.308 591Federal Farm Credit Bank40514 1,347,000.00 1,304,131.30 11/13/20230.23003/30/2022 1,304,131.30 5933133EMYW6 2.246 1,398Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.50001/28/2021 9,611,300.00 1,8263130AKPW0 0.500 1,426Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 9,579,200.00 1,8263130AKXX9 0.500 1,426Federal Home Loan Bank40353 10,000,000.00 9,995,320.00 02/25/20260.50002/25/2021 9,579,200.00 1,8263130AKXX9 0.500 959Federal Home Loan Bank40409 20,000,000.00 19,992,118.74 11/15/20241.00011/17/2021 19,634,800.00 1,0943130APRF4 1.015 602Federal Home Loan Bank40410 8,300,000.00 8,293,847.63 11/24/20230.60011/24/2021 8,187,369.00 7303130APWP6 0.645 788Federal Home Loan Bank40417 1,900,000.00 1,900,000.00 05/28/20240.87511/30/2021 1,874,483.00 9103130APZU2 0.875 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 5 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
966Federal Home Loan Bank40418 4,875,000.00 4,868,512.88 11/22/20240.85011/30/2021 4,783,203.75 1,0883130APU45 0.901 952Federal Home Loan Bank40421 2,725,000.00 2,712,933.25 11/08/20240.75011/30/2021 2,662,924.50 1,0743130APKF1 0.923 777Federal Home Loan Bank40422 3,150,000.00 3,145,860.49 05/17/20240.62512/01/2021 3,095,473.50 8983130APMH5 0.687 600Federal Home Loan Bank40435 14,370,000.00 14,351,723.09 11/22/20230.65012/15/2021 14,207,762.70 7073130APQU2 0.728 962Federal Home Loan Bank40446 13,240,000.00 13,240,990.18 11/18/20241.05012/17/2021 13,004,195.60 1,0673130APS48 1.047 931Federal Home Loan Bank40461 2,485,000.00 2,472,593.50 10/18/20241.00001/18/2022 2,444,270.85 1,0043130AQG49 1.200 1,022Federal Home Loan Bank40467 5,000,000.00 4,987,180.26 01/17/20250.62501/18/2022 4,944,150.00 1,0953130AQCN1 0.705 1,434Federal Home Loan Bank40470 25,000,000.00 24,505,290.18 03/05/20260.96001/18/2022 24,164,500.00 1,5073130ALHH0 1.481 1,033Federal Home Loan Bank40472 20,000,000.00 20,000,000.00 01/28/20250.75001/28/2022 19,826,000.00 1,0963130AQQQ9 0.750 1,032Federal Home Loan Bank40473 14,000,000.00 13,983,537.04 01/27/20250.70001/27/2022 13,912,920.00 1,0963130AQN584 1.438 1,306Federal Home Loan Bank40475 7,200,000.00 7,189,704.00 10/28/20250.75001/28/2022 7,133,760.00 1,3693130AQMQ3 1.076 1,033Federal Home Loan Bank40477 20,000,000.00 20,000,000.00 01/28/20250.75001/28/2022 19,826,000.00 1,0963130AQQQ9 0.750 941Federal Home Loan Bank40478 12,500,000.00 12,496,137.50 10/28/20240.62501/28/2022 12,421,125.00 1,0043130AQMU4 0.754 52Federal Home Loan Bank40484 1,000,000.00 1,002,888.04 05/23/20222.50002/11/2022 1,004,940.00 1013130ABCF1 0.495 1,088Federal Home Loan Bank40495 1,000,000.00 992,548.61 03/24/20251.37503/24/2022 992,548.61 1,0963130ARAY7 2.137 1,092Federal Home Loan Bank40496 4,600,000.00 4,590,366.83 03/28/20251.50003/28/2022 4,590,366.83 1,0963130ARBY6 1.713 1,001Federal Home Loan Bank40497 1,565,000.00 1,544,092.61 12/27/20241.85003/28/2022 1,544,092.61 1,0053130AR7C9 2.357 1,064Federal Home Loan Bank40499 2,360,000.00 2,315,308.17 02/28/20251.75003/22/2022 2,315,308.17 1,0743130AQT78 2.428 983Federal Home Loan Bank40502 20,000,000.00 19,078,567.04 12/09/20240.62003/22/2022 19,078,567.04 9933130AMR53 2.400 1,186Federal Home Loan Bank40508 825,000.00 778,976.96 06/30/20250.70003/22/2022 778,976.96 1,1963130ANWN6 2.500 600Federal Home Loan Bank40512 2,000,000.00 1,952,061.11 11/22/20230.75003/30/2022 1,952,061.11 6023130APWH4 2.245 1,130Federal Home Loan Mtg Corp40261 10,000,000.00 9,993,811.11 05/05/20250.70005/05/2020 9,972,300.00 1,8263134GVQX9 0.720 1,096Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,669,600.00 1,7893134GVSN9 0.700 1,174Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 38,830,400.00 1,8213134GVB49 0.750 546Federal Home Loan Mtg Corp40469 4,225,000.00 4,182,068.74 09/29/20230.22001/18/2022 4,151,400.50 6193134GXJH8 0.907 580Federal Home Loan Mtg Corp40490 20,000,000.00 19,533,083.48 11/02/20230.32003/15/2022 19,533,083.48 5973134GW6E1 1.820 1,305Federal Home Loan Mtg Corp40505 2,000,000.00 1,874,339.43 10/27/20250.65003/22/2022 1,874,339.43 1,3153134GW5R3 2.500 1,272Federal Home Loan Mtg Corp40506 1,500,000.00 1,404,099.03 09/24/20250.57003/22/2022 1,404,099.03 1,2823134GWUG9 2.500 1,278Federal Home Loan Mtg Corp40507 17,490,000.00 16,384,120.51 09/30/20250.60003/22/2022 16,384,120.51 1,2883134GWVN3 2.500 580Federal Home Loan Mtg Corp40509 18,300,000.00 17,738,806.83 11/02/20230.32003/30/2022 17,738,806.83 5823134GW6E1 2.300 727Federal Home Loan Mtg Corp40511 1,033,000.00 1,020,105.48 03/28/20241.80003/30/2022 1,020,105.48 7293134GXMZ4 2.446 1,179Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 29,263,800.00 1,8263136G4WU3 0.850 1,398Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 14,385,450.00 1,8263135G06R9 0.550 665Federal National Mtg Assn40500 1,500,000.00 1,450,579.07 01/26/20240.31003/22/2022 1,450,579.07 6753136G46V0 2.167 1,222Federal National Mtg Assn40503 2,350,000.00 2,203,883.53 08/05/20250.55003/22/2022 2,203,883.53 1,2323136G4H55 2.500 1,245Federal National Mtg Assn40504 1,715,000.00 1,610,591.74 08/28/20250.62503/22/2022 1,610,591.74 1,2553136G4R62 2.500 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 6 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
559,154,140.22 1,211551,307,397.26564,064,000.00477,214,778.35Subtotal and Average 995 1.121 Supranational
166IADB37634 20,000,000.00 19,902,457.03 09/14/20221.75006/22/2018 20,094,800.00 1,5454581X0CZ9 2.902 959IADB40201 11,000,000.00 11,002,139.81 11/15/20241.70001/08/2020 10,984,050.00 1,77345818WCS3 1.692 928IADB40321 10,000,000.00 9,996,979.21 10/15/20240.34011/12/2020 9,644,100.00 1,43345818WCW4 0.352 1,421IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 9,641,600.00 1,82245818WCZ7 0.650 718IBRD40079 5,000,000.00 4,996,794.33 03/19/20242.50003/19/2019 5,096,350.00 1,827459058GQ0 2.535 444IBRD40126 10,000,000.00 9,996,836.67 06/19/20231.87506/19/2019 10,074,900.00 1,461459058GX5 1.902 1,117IBRD40246 3,000,000.00 2,992,898.55 04/22/20250.62504/22/2020 2,897,310.00 1,826459058JB0 0.704 91IBRD40269 16,000,000.00 16,071,810.53 07/01/20222.12505/21/2020 16,073,600.00 771459058GU1 0.322 91IBRD40287 7,500,000.00 7,534,260.16 07/01/20222.12506/18/2020 7,534,500.00 743459058GU1 0.291 1,075IBRD40335 20,000,000.00 20,203,604.80 03/11/20250.75001/11/2021 19,436,800.00 1,520459058JA2 0.401 1,306IBRD40336 10,000,000.00 9,997,287.39 10/28/20250.50001/11/2021 9,536,900.00 1,751459058JL8 0.508 1,306IBRD40338 10,000,000.00 9,995,059.17 10/28/20250.50001/11/2021 9,536,900.00 1,751459058JL8 0.514 969IBRD40339 4,765,000.00 5,034,282.95 11/25/20242.50001/12/2021 4,872,117.20 1,413459058DX8 0.351 1,214IBRD40341 10,000,000.00 9,951,666.09 07/28/20250.37501/13/2021 9,537,700.00 1,657459058JE4 0.522 880IBRD40344 10,000,000.00 10,285,788.89 08/28/20241.50001/22/2021 9,972,500.00 1,314459056HV2 0.306 1,419IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,775,150.00 1,82645905U5Y6 0.600 1,419IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,775,150.00 1,82645905U5Y6 0.600 1,075IBRD40359 10,000,000.00 10,040,366.92 03/11/20250.75003/12/2021 9,718,400.00 1,460459058JA2 0.611 293IBRD40460 2,000,000.00 2,114,140.90 01/19/20237.62501/07/2022 2,114,180.00 377459056LD7 0.465 963International Finance Corp40332 8,550,000.00 8,573,472.49 11/19/20240.42501/06/2021 8,228,862.00 1,41345950VPG5 0.320 1,406International Finance Corp40347 10,000,000.00 9,978,394.22 02/05/20260.45002/05/2021 9,416,800.00 1,82645950VPL4 0.507 353International Finance Corp40408 24,721,000.00 24,755,474.79 03/20/20230.50011/17/2021 24,540,042.28 48845950KCS7 0.356 206International Finance Corp40419 3,173,000.00 3,204,202.00 10/24/20222.00011/30/2021 3,195,147.54 32845950VLH7 0.253 226,627,916.90 1,368221,697,859.02225,709,000.00226,656,196.82Subtotal and Average 803 0.823

MBS ZERO PSA
122Federal Home Loan Mtg Corp40115 8,595,000.00 8,599,863.09 08/01/20222.30706/06/2019 8,631,528.75 1,1523137AWQH1 2.089 122Federal Home Loan Mtg Corp40121 6,215,000.00 6,218,531.00 08/01/20222.30706/11/2019 6,241,413.75 1,1473137AWQH1 2.088 456Federal Home Loan Mtg Corp40148 4,250,000.00 4,294,930.19 07/01/20233.06008/01/2019 4,326,160.00 1,4303137B4WB8 2.119 306Federal Home Loan Mtg Corp40167 4,822,074.70 4,872,676.72 02/01/20233.32009/16/2019 4,899,758.32 1,2343137B36J2 1.948 0Federal National Mtg Assn40151 2,750,000.00 2,750,000.00 04/01/20222.36008/06/2019 2,748,680.00 9693138L9HU9 2.131 306Federal National Mtg Assn40169 1,000,000.00 1,004,924.73 02/01/20232.71009/17/2019 1,007,100.00 1,2333138LC5B7 2.108 822Federal National Mtg Assn40171 4,939,241.95 4,979,549.11 07/01/20242.42009/19/2019 4,982,163.96 1,7473140HUNV4 2.046 32,720,474.84 1,27732,836,804.7832,571,316.6532,743,450.11Subtotal and Average 295 2.069 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 7 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Asset Backed Security
501American Honda Finance Corp40158 1,692,373.41 1,692,368.55 08/15/20231.78008/27/2019 1,697,044.36 1,44943815NAC8 1.780 657American Honda Finance Corp40190 4,589,331.48 4,588,969.71 01/18/20241.83011/26/2019 4,606,770.94 1,51443813VAC2 1.845 836American Honda Finance Corp40270 1,527,198.32 1,527,131.76 07/15/20240.82005/27/2020 1,523,792.67 1,51043813DAC2 0.825 959Hyundai Auto Receivables Trust40253 1,078,044.72 1,077,899.78 11/15/20241.41004/29/2020 1,079,241.35 1,66144891LAC7 1.424 655Toyota Motor Credit Corp40186 1,499,433.51 1,499,387.05 01/16/20241.92011/13/2019 1,507,260.55 1,52589233MAD5 1.931 867Toyota Motor Credit Corp40252 1,128,750.86 1,128,626.16 08/15/20241.36004/29/2020 1,129,326.52 1,56989239RAC0 1.373 928Toyota Motor Credit Corp40296 4,298,172.75 4,297,973.48 10/15/20240.44007/27/2020 4,275,177.53 1,54189237VAB5 0.444 15,812,356.49 1,52915,818,613.9215,813,305.0516,522,322.97Subtotal and Average 767 1.305 Municipal Bonds
183State of California GO37579 5,000,000.00 5,006,708.17 10/01/20222.50010/26/2017 5,045,850.00 1,80113063DDF2 2.222 183State of California GO37588 5,000,000.00 5,002,070.93 10/01/20222.50012/07/2017 5,045,850.00 1,75913063DDF2 2.411 487State of California GO40008 5,000,000.00 5,020,686.82 08/01/20233.40009/18/2018 5,147,500.00 1,77813063DGN2 3.064 0State of California GO40116 2,235,000.00 2,235,000.00 04/01/20222.35006/06/2019 2,238,374.85 1,03013063DLY2 2.127 1,096State of California GO40243 5,000,000.00 5,224,697.99 04/01/20253.37504/13/2020 5,225,800.00 1,81413063DGB8 1.802 1,461State of California GO40449 10,110,000.00 10,602,349.04 04/01/20262.65001/07/2022 10,359,818.10 1,54513063DMA3 1.392 1,279California Infra & Econ Dev40323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,332,037.60 1,74913034AL65 0.765 1,310California State Univ Rev40318 10,000,000.00 10,028,037.24 11/01/20250.88511/02/2020 9,629,100.00 1,82513077DML3 0.805 30CA Dept of Water Resource Pwr37546 20,000,000.00 19,995,843.33 05/01/20222.00005/01/2017 20,048,200.00 1,82613066YTZ2 2.265 244CA Dept of Water Resource Pwr37625 1,000,000.00 997,560.00 12/01/20222.51806/01/2018 1,010,930.00 1,64413067WPE6 2.911 30CA Dept of Water Resource Pwr40039 4,000,000.00 3,997,745.85 05/01/20222.00001/08/2019 4,009,640.00 1,20913066YTZ2 2.711 30CA Dept of Water Resource Pwr40114 15,000,000.00 15,000,253.82 05/01/20222.00006/05/2019 15,036,150.00 1,06113066YTZ2 1.979 1,157Florida State Brd of Edu GO40311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 9,591,200.00 1,68334153QUD6 0.550 792Florida State Brd of Edu GO40313 5,000,000.00 4,997,508.08 06/01/20240.39010/22/2020 4,855,150.00 1,31834153QUC8 0.413 1,218State of Georgia GO40304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 14,024,407.85 1,800373385FQ1 0.520 853State of Georgia GO40305 4,345,000.00 4,345,000.00 08/01/20240.42008/27/2020 4,220,515.75 1,435373385FP3 0.420 1,279State of Hawaii GO40317 5,000,000.00 5,010,594.81 10/01/20250.85210/29/2020 4,840,700.00 1,798419792ZM1 0.790 1,157State of Louisiana GO40312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,886,440.00 1,691546417DQ6 0.840 153City of Los Angeles37638 4,815,000.00 4,815,121.26 09/01/20222.90007/12/2018 4,861,464.75 1,512544351MN6 2.893 153City of Los Angeles40036 4,000,000.00 4,001,086.36 09/01/20222.90012/31/2018 4,038,600.00 1,340544351MN6 2.830 884City of Los Angeles40315 3,670,000.00 3,916,358.40 09/01/20243.32010/14/2020 3,803,771.50 1,418544351MQ9 0.511 1,310State of Massachusetts GO40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 957,940.00 1,79457582RK88 0.695 714Maryland State GO40234 1,000,000.00 1,000,000.00 03/15/20240.97003/18/2020 987,190.00 1,458574193SP4 0.970 1,218Maryland State GO40297 5,000,000.00 5,004,075.72 08/01/20250.66008/05/2020 4,808,150.00 1,822574193TR9 0.635 853Maryland State GO40298 5,000,000.00 5,001,140.67 08/01/20240.51008/05/2020 4,859,250.00 1,457574193TQ1 0.500 61State of Maine GO40125 1,250,000.00 1,250,815.40 06/01/20222.50006/26/2019 1,256,412.50 1,07156052AD60 2.094 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 8 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
61State of Maine GO40280 1,000,000.00 1,000,836.73 06/01/20221.25006/24/2020 1,002,090.00 70756052AE77 0.743 183State of Minnesota GO40245 3,500,000.00 3,516,126.86 10/01/20222.02004/15/2020 3,525,865.00 89960412AKS1 1.084 685New York State GO40185 5,000,000.00 5,001,134.24 02/15/20242.01010/30/2019 5,043,500.00 1,569649791PP9 1.998 714New York ST Urban Dev Corp Rev40207 5,000,000.00 5,089,314.13 03/15/20242.86001/15/2020 5,106,300.00 1,5216500354U9 1.905 348NYS Dormitory Authority40156 2,700,000.00 2,772,689.95 03/15/20235.09208/16/2019 2,804,355.00 1,307649902ZM8 2.149 822New York University40262 2,450,000.00 2,443,973.49 07/01/20241.43805/06/2020 2,437,701.00 1,51764990GZW5 1.551 30State of Ohio GO40188 1,950,000.00 1,950,000.00 05/01/20221.80011/20/2019 1,954,368.00 893677522T20 1.800 609Pennsylvania Turnpike Comm40152 1,750,000.00 1,784,099.55 12/01/20232.92908/14/2019 1,794,887.50 1,57070922PAK8 1.711 320County of Riverside CA40255 1,655,000.00 1,655,000.00 02/15/20232.36305/06/2020 1,669,150.25 1,01576913CAX7 2.362 1,051County of Riverside CA40256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 4,057,880.00 1,74676913CAZ2 2.667 91Southern Cal Public Pwr Auth37565 2,710,000.00 2,716,166.40 07/01/20223.25807/31/2017 2,733,089.20 1,79684247PHX2 2.290 365State of Texas GO40264 3,425,000.00 3,521,925.86 04/01/20233.82305/08/2020 3,524,325.00 1,058882722VK4 0.947 1,279State of Texas GO40319 1,600,000.00 1,845,517.15 10/01/20255.00010/30/2020 1,778,864.00 1,797882724RA7 0.550 409UC General Revenue Bonds37624 4,000,000.00 4,000,000.00 05/15/20233.29706/05/2018 4,093,760.00 1,80591412HBK8 3.297 775UC General Revenue Bonds40153 1,000,000.00 1,036,556.80 05/15/20243.63808/14/2019 1,040,190.00 1,73691412GVB8 1.831 775UC General Revenue Bonds40293 1,000,000.00 1,000,000.00 05/15/20240.83307/16/2020 979,870.00 1,39991412HFL2 0.833 775UC General Revenue Bonds40294 650,000.00 650,000.00 05/15/20240.83307/16/2020 636,915.50 1,39991412HFL2 0.833 1,140UC General Revenue Bonds40324 2,215,000.00 2,231,904.71 05/15/20250.88312/10/2020 2,148,040.55 1,61791412HGE7 0.630 1,140UC General Revenue Bonds40325 3,560,000.00 3,590,400.88 05/15/20250.88312/15/2020 3,452,381.20 1,61291412HGE7 0.605 1,140UC General Revenue Bonds40326 10,000,000.00 10,083,893.27 05/15/20250.88312/16/2020 9,697,700.00 1,61191412HGE7 0.610 1,140UC General Revenue Bonds40343 7,000,000.00 7,081,111.84 05/15/20250.88301/22/2021 6,788,390.00 1,57491412HGE7 0.507 579Ventura Cnty Pub Fin Auth Leas40277 1,000,000.00 1,000,000.00 11/01/20231.04806/11/2020 993,540.00 1,238923078CT4 1.048 945Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 888,273.00 1,604923078CU1 1.223 761State of Wisconsin GO40177 500,000.00 500,000.00 05/01/20241.85710/30/2019 502,100.00 1,64597705MNM3 1.857 222,823,305.75 1,566219,773,978.10220,990,000.00226,013,199.52Subtotal and Average 715 1.460 Pass Through Securities
785Federal Home Loan Mtg Corp40173 5,764,952.40 5,764,952.40 05/25/20241.99009/30/2019 5,781,440.16 1,69930298LAA9 1.962 846Federal Home Loan Mtg Corp40180 1,787,407.31 1,795,908.22 07/25/20242.09010/18/2019 1,772,071.36 1,74230314KAS2 1.941 572Federal Home Loan Mtg Corp40214 261,319.09 261,645.74 10/25/20232.05001/22/2020 260,420.15 1,37230295NAE0 1.973 785Federal Home Loan Mtg Corp40231 677,381.93 685,849.20 05/25/20241.99002/27/2020 679,319.24 1,54930298LAA9 1.590 1,150Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 10,239,400.00 1,8253137BJQ71 1.043 299Federal Home Loan Mtg Corp40276 5,450,000.00 5,727,609.38 01/25/20232.61506/04/2020 5,510,767.50 9653137B04Y7 0.605 1,150Federal Home Loan Mtg Corp40295 3,432,334.08 3,449,121.63 05/25/20250.83007/24/2020 3,324,970.67 1,76630315EAA4 0.695 358Federal Home Loan Mtg Corp40300 263,925.36 271,389.50 03/25/20232.19007/31/2020 264,218.32 96730288WAK5 0.919 999Federal Home Loan Mtg Corp40328 4,500,000.00 4,937,850.00 12/25/20243.06212/28/2020 4,632,480.00 1,4583137BGK24 0.496 Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 9 ends

Page 10 ends

Par Value Book Value
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date

0.00 9472,307,092,617.10 2,321,302,409.91 562 0.921
0 0
438,568.84
438,568.84
438,568.84
438,568.84
Subtotal
Accrued Interest at PurchaseAverage Balance
2,306,225,493.78 2,328,280,236.01Total Cash and Investments Portfolio CITY
AP
Run Date: 04/03/2022 - 11:36 PM (PRF_PM2) 7.3.0

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SECTION E

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
January 1, 2022 - March 31, 2022
City of San Jose
, CA
Sorted by Fund - Investment Number
All Funds
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 32936 003 43,181.94 -43,181.94Short01/14/2022PurchaseSTPOOL 0.24%CITY 32936 003 2,000,000.00 -2,000,000.00Short01/20/2022PurchaseSTPOOL 0.24%CITY 32936 003 5,000,000.00 -5,000,000.00Short01/21/2022PurchaseSTPOOL 0.24%CITY 32936 003 11,000,000.00 -11,000,000.00Short02/15/2022PurchaseSTPOOL 0.24%CITY 32936 003 5,000,000.00 -5,000,000.00Short02/17/2022PurchaseSTPOOL 0.24%CITY 32936 003 10,000,000.00 -10,000,000.00Short02/22/2022PurchaseSTPOOL 0.24%CITY 32936 003 14,000,000.00 -14,000,000.00Short03/01/2022PurchaseSTPOOL 0.24%CITY 32936 003 2,000,000.00 -2,000,000.00Short03/03/2022PurchaseSTPOOL 0.24%CITY 32936 003 15,000,000.00 -15,000,000.00Short03/14/2022PurchaseSTPOOL 0.24%CITY 32936 003 12,000,000.00 -12,000,000.00Short03/16/2022PurchaseSTPOOL 0.24%CITY 32936 003 1,000,000.00 -1,000,000.00Short03/17/2022PurchaseSTPOOL 0.24%CITY 32936 003 6,000,000.00 -6,000,000.00Short03/21/2022PurchaseSTPOOL 0.24%CITY 32936 003 2,000,000.00 -2,000,000.00Short03/24/2022PurchaseSTPOOL 0.24%CITY 32936 003 12,000,000.00 -12,000,000.00Short03/25/2022PurchaseSTPOOL 0.24%CITY 32936 003 8,000,000.00 -8,000,000.00Short03/29/2022PurchaseSTPOOL 0.24%CITY 32936 003 43,181.94 43,181.94Short01/18/2022RedemptionSTPOOL 0.24%CITY 32936 003 7,000,000.00 7,000,000.00Short01/19/2022RedemptionSTPOOL 0.24%CITY 32936 003 11,000,000.00 11,000,000.00Short02/14/2022RedemptionSTPOOL 0.24%CITY 32936 003 15,000,000.00 15,000,000.00Short02/16/2022RedemptionSTPOOL 0.24%CITY 32936 003 14,000,000.00 14,000,000.00Short02/28/2022RedemptionSTPOOL 0.24%CITY 32936 003 2,000,000.00 2,000,000.00Short03/02/2022RedemptionSTPOOL 0.24%CITY 32936 003 15,000,000.00 15,000,000.00Short03/11/2022RedemptionSTPOOL 0.24%CITY 32936 003 22,000,000.00 22,000,000.00Short03/15/2022RedemptionSTPOOL 0.24%CITY 32936 003 1,000,000.00 1,000,000.00Short03/18/2022RedemptionSTPOOL 0.24%CITY 32936 003 45,000,000.00 45,000,000.00Short03/22/2022RedemptionSTPOOL 0.24%CITY 32936 003 6,000,000.00 6,000,000.00Short03/28/2022RedemptionSTPOOL 0.24%CITY 32936 003 43,181.94 43,181.94Short01/14/2022InterestSTPOOL 0.24%CITY 36512 003 1,602.85 -1,602.85Cash01/03/2022PurchaseWELLS 0.01%VP6000104 36512 003 7,000,000.00 -7,000,000.00Cash01/03/2022PurchaseWELLS 0.01%VP6000104 36512 003 24,000,000.00 -24,000,000.00Cash01/04/2022PurchaseWELLS 0.01%VP6000104 36512 003 9,000,000.00 -9,000,000.00Cash01/07/2022PurchaseWELLS 0.01%VP6000104 36512 003 41,000,000.00 -41,000,000.00Cash01/10/2022PurchaseWELLS 0.01%VP6000104 36512 003 9,000,000.00 -9,000,000.00Cash01/11/2022PurchaseWELLS 0.01%VP6000104 36512 003 23,000,000.00 -23,000,000.00Cash01/13/2022PurchaseWELLS 0.01%VP6000104 36512 003 229,000,000.00 -229,000,000.00Cash01/21/2022PurchaseWELLS 0.01%VP6000104 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

Page 2 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 36512 003 31,000,000.00 -31,000,000.00Cash01/24/2022PurchaseWELLS 0.01%VP6000104 36512 003 7,000,000.00 -7,000,000.00Cash01/25/2022PurchaseWELLS 0.01%VP6000104 36512 003 16,000,000.00 -16,000,000.00Cash01/31/2022PurchaseWELLS 0.01%VP6000104 36512 003 2,708.22 -2,708.22Cash02/01/2022PurchaseWELLS 0.01%VP6000104 36512 003 16,000,000.00 -16,000,000.00Cash02/01/2022PurchaseWELLS 0.01%VP6000104 36512 003 7,000,000.00 -7,000,000.00Cash02/02/2022PurchaseWELLS 0.01%VP6000104 36512 003 19,000,000.00 -19,000,000.00Cash02/04/2022PurchaseWELLS 0.01%VP6000104 36512 003 11,000,000.00 -11,000,000.00Cash02/08/2022PurchaseWELLS 0.01%VP6000104 36512 003 15,000,000.00 -15,000,000.00Cash02/10/2022PurchaseWELLS 0.01%VP6000104 36512 003 12,000,000.00 -12,000,000.00Cash02/15/2022PurchaseWELLS 0.01%VP6000104 36512 003 12,000,000.00 -12,000,000.00Cash02/22/2022PurchaseWELLS 0.01%VP6000104 36512 003 7,000,000.00 -7,000,000.00Cash02/23/2022PurchaseWELLS 0.01%VP6000104 36512 003 3,000,000.00 -3,000,000.00Cash02/24/2022PurchaseWELLS 0.01%VP6000104 36512 003 696.98 -696.98Cash03/02/2022PurchaseWELLS 0.01%VP6000104 36512 003 12,057.33 -12,057.33Cash03/02/2022PurchaseWELLS 0.01%VP6000104 36512 003 21,000,000.00 -21,000,000.00Cash03/03/2022PurchaseWELLS 0.01%VP6000104 36512 003 4,000,000.00 -4,000,000.00Cash03/07/2022PurchaseWELLS 0.01%VP6000104 36512 003 1,000,000.00 -1,000,000.00Cash03/08/2022PurchaseWELLS 0.01%VP6000104 36512 003 20,000,000.00 -20,000,000.00Cash03/10/2022PurchaseWELLS 0.01%VP6000104 36512 003 36,000,000.00 -36,000,000.00Cash03/11/2022PurchaseWELLS 0.01%VP6000104 36512 003 28,000,042.58 -28,000,042.58Cash03/31/2022PurchaseWELLS 0.01%VP6000104 36512 003 3,000,000.00 3,000,000.00Cash01/05/2022RedemptionWELLS 0.01%VP6000104 36512 003 94,000,000.00 94,000,000.00Cash01/06/2022RedemptionWELLS 0.01%VP6000104 36512 003 4,000,000.00 4,000,000.00Cash01/12/2022RedemptionWELLS 0.01%VP6000104 36512 003 15,537,963.79 15,537,963.79Cash01/13/2022RedemptionWELLS 0.01%VP6000104 36512 003 79,000,000.00 79,000,000.00Cash01/14/2022RedemptionWELLS 0.01%VP6000104 36512 003 59,000,000.00 59,000,000.00Cash01/18/2022RedemptionWELLS 0.01%VP6000104 36512 003 11,000,000.00 11,000,000.00Cash01/19/2022RedemptionWELLS 0.01%VP6000104 36512 003 92,000,000.00 92,000,000.00Cash01/26/2022RedemptionWELLS 0.01%VP6000104 36512 003 5,000,000.00 5,000,000.00Cash01/27/2022RedemptionWELLS 0.01%VP6000104 36512 003 95,000,000.00 95,000,000.00Cash01/28/2022RedemptionWELLS 0.01%VP6000104 36512 003 1,000,000.00 1,000,000.00Cash02/03/2022RedemptionWELLS 0.01%VP6000104 36512 003 112,000,000.00 112,000,000.00Cash02/07/2022RedemptionWELLS 0.01%VP6000104 36512 003 37,000,000.00 37,000,000.00Cash02/11/2022RedemptionWELLS 0.01%VP6000104 36512 003 9,000,000.00 9,000,000.00Cash02/14/2022RedemptionWELLS 0.01%VP6000104 36512 003 12,000,000.00 12,000,000.00Cash02/16/2022RedemptionWELLS 0.01%VP6000104 36512 003 3,000,000.00 3,000,000.00Cash02/25/2022RedemptionWELLS 0.01%VP6000104 36512 003 19,000,000.00 19,000,000.00Cash02/28/2022RedemptionWELLS 0.01%VP6000104 36512 003 6,000,000.00 6,000,000.00Cash03/04/2022RedemptionWELLS 0.01%VP6000104 36512 003 7,000,000.00 7,000,000.00Cash03/09/2022RedemptionWELLS 0.01%VP6000104 36512 003 33,000,000.00 33,000,000.00Cash03/11/2022RedemptionWELLS 0.01%VP6000104 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

Page 3 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 36512 003 2,000,000.00 2,000,000.00Cash03/14/2022RedemptionWELLS 0.01%VP6000104 36512 003 34,000,000.00 34,000,000.00Cash03/15/2022RedemptionWELLS 0.01%VP6000104 36512 003 1,602.85 1,602.85Cash01/03/2022InterestWELLS 0.01%VP6000104 36512 003 2,708.22 2,708.22Cash02/01/2022InterestWELLS 0.01%VP6000104 36512 003 696.98 696.98Cash03/01/2022InterestWELLS 0.01%VP6000104 37042 003 43,181.94 -43,181.94Cash01/14/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 43,181.94 43,181.94Cash01/18/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 37,000,000.00 37,000,000.00Cash03/30/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 43,181.94 43,181.94Cash01/14/2022InterestSTPOOL 0.22%CSJFA 37523 003 10,000,000.00 10,000,000.00Short01/26/202201/26/2022RedemptionIBRD 2.% MAT459058FY4 37523 003 100,000.00 100,000.00Short01/26/202201/26/2022InterestIBRD 2.% MAT459058FY4 37534 003 5,000,000.00 5,000,000.00Long03/15/202203/15/2022RedemptionMARYLAND ST, ST574193NC8 37534 003 56,250.00 56,250.00Long03/15/202203/15/2022InterestMARYLAND ST, ST574193NC8 37565 003 44,145.90 44,145.90Long07/01/202201/03/2022InterestSTNPWR 3.258%84247PHX2 37589 003 105,000.00 105,000.00Long07/01/202201/03/2022InterestFHLB 2.1% MAT3130ACZS6 37634 003 175,000.00 175,000.00Short09/14/202203/14/2022InterestIADB 1.75% MAT4581X0CZ9 37638 003 69,817.50 69,817.50Long09/01/202203/01/2022InterestLOS 2.9 09/01/2022544351MN6 40008 003 85,000.00 85,000.00Long08/01/202302/01/2022InterestCALIFORNIA ST,13063DGN2 40036 003 58,000.00 58,000.00Long09/01/202203/01/2022InterestLOS 2.9 09/01/2022544351MN6 40043 003 4,000,000.00 4,000,000.00Long01/11/202201/11/2022RedemptionFEDERAL NATL MTG3135G0U92 40043 003 52,500.00 52,500.00Long01/11/202201/11/2022InterestFEDERAL NATL MTG3135G0U92 40063 003 10,524,000.00 10,524,000.00Long02/01/202202/01/2022RedemptionKO 8.5% MAT191219AP9 40063 003 447,270.00 447,270.00Long02/01/202202/01/2022InterestKO 8.5% MAT191219AP9 40075 003 5,000,000.00 5,000,000.00Long02/26/202202/26/2022RedemptionCAT 2.95% MAT14913Q2T5 40075 003 73,750.00 73,750.00Long02/26/202202/28/2022InterestCAT 2.95% MAT14913Q2T5 40079 003 62,500.00 62,500.00Long03/19/202403/21/2022InterestIBRD 2.5% MAT459058GQ0 40080 003 5,025,450.00 5,025,450.00Long03/15/202202/15/2022RedemptionUSB 3.% MAT91159HHC7 40080 003 -25,450.00 -25,450.00Long03/15/202202/15/2022Cap G/LUSB 3.% MAT91159HHC7 40080 003 62,500.00 62,500.00Long03/15/202202/15/2022InterestUSB 3.% MAT91159HHC7 40082 003 4,488,750.00 4,488,750.00Long02/06/202201/06/2022RedemptionMSFT 2.4% MAT594918BW3 40082 003 11,250.00 11,250.00Long02/06/202201/06/2022Cap G/LMSFT 2.4% MAT594918BW3 40082 003 45,000.00 45,000.00Long02/06/202201/06/2022InterestMSFT 2.4% MAT594918BW3 40091 003 5,280,000.00 5,280,000.00Long03/03/202203/03/2022RedemptionJOHNSON &478160CD4 40091 003 59,400.00 59,400.00Long03/03/202203/03/2022InterestJOHNSON &478160CD4 40096 003 6,068,000.00 6,068,000.00Long03/01/202203/01/2022RedemptionPACCAR FINL CORP69371RP75 40096 003 86,469.00 86,469.00Long03/01/202203/01/2022InterestPACCAR FINL CORP69371RP75 40102 003 6,588,465.17 6,588,465.17Long03/15/202202/15/2022RedemptionUSB 3.% MAT91159HHC7 40102 003 -55,465.17 -55,465.17Long03/15/202202/15/2022Cap G/LUSB 3.% MAT91159HHC7 40102 003 81,662.50 81,662.50Long03/15/202202/15/2022InterestUSB 3.% MAT91159HHC7 40105 003 10,090,200.00 10,090,200.00Long03/15/202202/15/2022RedemptionUSB 3.% MAT91159HHC7 40105 003 -90,200.00 -90,200.00Long03/15/202202/15/2022Cap G/LUSB 3.% MAT91159HHC7 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

Page 4 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40105 003 125,000.00 125,000.00Long03/15/202202/15/2022InterestUSB 3.% MAT91159HHC7 40115 003 16,523.89 16,523.89Short08/01/202201/25/2022InterestFHMS K023 A23137AWQH1 40115 003 16,523.89 16,523.89Short08/01/202202/25/2022InterestFHMS K023 A23137AWQH1 40115 003 16,523.89 16,523.89Short08/01/202203/25/2022InterestFHMS K023 A23137AWQH1 40121 003 11,948.34 11,948.34Long08/01/202201/25/2022InterestFHMS K023 A23137AWQH1 40121 003 11,948.34 11,948.34Long08/01/202202/25/2022InterestFHMS K023 A23137AWQH1 40121 003 11,948.34 11,948.34Long08/01/202203/25/2022InterestFHMS K023 A23137AWQH1 40127 003 17,000,000.00 17,000,000.00Long03/14/202203/14/2022RedemptionFEDERAL FARM CR3133EKRE8 40127 003 157,250.00 157,250.00Long03/14/202203/14/2022InterestFEDERAL FARM CR3133EKRE8 40138 003 8,513,000.00 8,513,000.00Long01/31/202201/31/2022RedemptionBERKSHIRE084670BF4 40138 003 144,721.00 144,721.00Long01/31/202201/31/2022InterestBERKSHIRE084670BF4 40142 003 87,500.00 87,500.00Long07/02/202401/03/2022InterestFNMA 1.75% MAT3135G0V75 40148 003 10,837.50 10,837.50Long07/01/202301/25/2022InterestFHMS K033 A23137B4WB8 40148 003 10,837.50 10,837.50Long07/01/202302/25/2022InterestFHMS K033 A23137B4WB8 40148 003 10,837.50 10,837.50Long07/01/202303/25/2022InterestFHMS K033 A23137B4WB8 40151 003 5,588.61 5,588.61Long04/01/202201/25/2022InterestFN AM8342 2.36% 3138L9HU9 40151 003 5,588.61 5,588.61Long04/01/202202/25/2022InterestFN AM8342 2.36% 3138L9HU9 40151 003 5,047.78 5,047.78Long04/01/202203/25/2022InterestFN AM8342 2.36% 3138L9HU9 40156 003 68,742.00 68,742.00Long03/15/202303/15/2022InterestNYSHGR 5.092%649902ZM8 40157 003 22,500.00 22,500.00Long08/15/202402/15/2022InterestFEDERAL HOME3130AGWK7 40158 003 280,964.30 280,964.30Short08/15/202301/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.33 2.33Short08/15/202301/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 267,782.69 267,782.69Short08/15/202302/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.22 2.22Short08/15/202302/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 249,206.54 249,206.54Short08/15/202303/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.07 2.07Short08/15/202303/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 3,693.99 3,693.99Short08/15/202301/15/2022InterestHAROT 2019-3 A343815NAC8 40158 003 3,277.23 3,277.23Short08/15/202302/15/2022InterestHAROT 2019-3 A343815NAC8 40158 003 2,880.01 2,880.01Short08/15/202303/15/2022InterestHAROT 2019-3 A343815NAC8 40164 003 8,500.00 8,500.00Long09/11/202203/11/2022InterestAAPL 1.7% MAT037833DL1 40166 003 42,500.00 42,500.00Long09/11/202203/11/2022InterestAAPL 1.7% MAT037833DL1 40167 003 12,495.46 12,495.46Long02/01/202301/25/2022RedemptionFHMS K029 A23137B36J2 40167 003 -509.41 -509.41Long02/01/202301/25/2022Cap G/LFHMS K029 A23137B36J2 40167 003 12,535.18 12,535.18Long02/01/202302/25/2022RedemptionFHMS K029 A23137B36J2 40167 003 -511.03 -511.03Long02/01/202302/25/2022Cap G/LFHMS K029 A23137B36J2 40167 003 14,324.68 14,324.68Long02/01/202303/25/2022RedemptionFHMS K029 A23137B36J2 40167 003 -583.98 -583.98Long02/01/202303/25/2022Cap G/LFHMS K029 A23137B36J2 40167 003 13,410.68 13,410.68Long02/01/202301/25/2022InterestFHMS K029 A23137B36J2 40167 003 13,377.55 13,377.55Long02/01/202302/25/2022InterestFHMS K029 A23137B36J2 40167 003 13,347.21 13,347.21Long02/01/202303/25/2022InterestFHMS K029 A23137B36J2 40169 003 2,333.61 2,333.61Long02/01/202301/25/2022InterestFN AN0841 2.71%3138LC5B7 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

Page 5 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40169 003 2,333.61 2,333.61Long02/01/202302/25/2022InterestFN AN0841 2.71%3138LC5B7 40169 003 2,107.78 2,107.78Long02/01/202303/25/2022InterestFN AN0841 2.71%3138LC5B7 40171 003 7,445.43 7,445.43Long07/01/202401/25/2022RedemptionFN BL3103 2.423140HUNV4 40171 003 -126.93 -126.93Long07/01/202401/25/2022Cap G/LFN BL3103 2.423140HUNV4 40171 003 7,468.63 7,468.63Long07/01/202402/25/2022RedemptionFN BL3103 2.423140HUNV4 40171 003 -127.33 -127.33Long07/01/202402/25/2022Cap G/LFN BL3103 2.423140HUNV4 40171 003 9,010.46 9,010.46Long07/01/202403/25/2022RedemptionFN BL3103 2.423140HUNV4 40171 003 -153.61 -153.61Long07/01/202403/25/2022Cap G/LFN BL3103 2.423140HUNV4 40171 003 10,341.84 10,341.84Long07/01/202401/25/2022InterestFN BL3103 2.423140HUNV4 40171 003 10,326.59 10,326.59Long07/01/202402/25/2022InterestFN BL3103 2.423140HUNV4 40171 003 9,313.42 9,313.42Long07/01/202403/25/2022InterestFN BL3103 2.423140HUNV4 40173 003 9,600.82 9,600.82Long05/25/202401/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 7,442.10 7,442.10Long05/25/202401/25/2022RedemptionFRESB 2019-SB6530298LAA9 40173 003 9,588.48 9,588.48Long05/25/202402/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 7,471.70 7,471.70Long05/25/202402/25/2022RedemptionFRESB 2019-SB6530298LAA9 40173 003 9,576.09 9,576.09Long05/25/202403/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 9,575.70 9,575.70Long05/25/202403/25/2022RedemptionFRESB 2019-SB6530298LAA9 40180 003 3,447.49 3,447.49Long07/25/202401/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 2,194.29 2,194.29Long07/25/202401/25/2022RedemptionFRESB 2019-SB6730314KAS2 40180 003 3,443.67 3,443.67Long07/25/202402/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 145,386.68 145,386.68Long07/25/202402/25/2022RedemptionFRESB 2019-SB6730314KAS2 40180 003 3,190.46 3,190.46Long07/25/202403/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 44,432.90 44,432.90Long07/25/202403/25/2022RedemptionFRESB 2019-SB6730314KAS2 40185 003 50,250.00 50,250.00Long02/15/202402/15/2022InterestNEW YORK ST,649791PP9 40186 003 188,540.44 188,540.44Long01/16/202401/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 13.61 13.61Long01/16/202401/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 175,930.73 175,930.73Long01/16/202402/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 12.70 12.70Long01/16/202402/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 164,742.58 164,742.58Long01/16/202403/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 11.90 11.90Long01/16/202403/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 3,245.90 3,245.90Long01/16/202401/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 2,944.21 2,944.21Long01/16/202402/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 2,662.70 2,662.70Long01/16/202403/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40189 003 10,705.44 10,705.44Long06/01/202301/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 9,612.31 9,612.31Long06/01/202301/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40189 003 10,682.88 10,682.88Long06/01/202302/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 9,650.18 9,650.18Long06/01/202302/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40189 003 9,628.59 9,628.59Long06/01/202303/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 11,422.53 11,422.53Long06/01/202303/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40190 003 535,949.97 535,949.97Long01/18/202401/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 95.52 95.52Long01/18/202401/18/2022Cap G/LHAROT 2019-4 A343813VAC2 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

Page 6 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40190 003 498,189.19 498,189.19Long01/18/202402/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 88.79 88.79Long01/18/202402/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 471,358.67 471,358.67Long01/18/202403/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 84.01 84.01Long01/18/202403/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 9,295.02 9,295.02Long01/18/202401/18/2022InterestHAROT 2019-4 A343813VAC2 40190 003 8,477.55 8,477.55Long01/18/202402/18/2022InterestHAROT 2019-4 A343813VAC2 40190 003 7,717.68 7,717.68Long01/18/202403/18/2022InterestHAROT 2019-4 A343813VAC2 40194 003 7,737.44 7,737.44Long12/01/202201/25/2022InterestFNMA FN AM14953138L1UV9 40194 003 10,151.50 10,151.50Long12/01/202201/25/2022RedemptionFNMA FN AM14953138L1UV9 40194 003 7,718.03 7,718.03Long12/01/202202/25/2022InterestFNMA FN AM14953138L1UV9 40194 003 10,183.40 10,183.40Long12/01/202202/25/2022RedemptionFNMA FN AM14953138L1UV9 40194 003 6,953.54 6,953.54Long12/01/202203/25/2022InterestFNMA FN AM14953138L1UV9 40194 003 11,440.35 11,440.35Long12/01/202203/25/2022RedemptionFNMA FN AM14953138L1UV9 40196 003 159,375.00 159,375.00Long02/29/202402/28/2022InterestUNITED STATES912828W48 40198 003 10,000,000.00 10,000,000.00Long01/10/202501/10/2022RedemptionFEDERAL HOME LN3134GUQ94 40198 003 90,000.00 90,000.00Long01/10/202501/10/2022InterestFEDERAL HOME LN3134GUQ94 40202 003 15,943.76 15,943.76Long02/01/202501/25/2022InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.76Long02/01/202502/25/2022InterestFN AM8039 2.39%3138L84Z4 40202 003 14,400.81 14,400.81Long02/01/202503/25/2022InterestFN AM8039 2.39%3138L84Z4 40203 003 14,370.22 14,370.22Long01/01/202501/25/2022InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.22Long01/01/202502/25/2022InterestFN BL5224 2.2403140HWYW6 40203 003 12,979.56 12,979.56Long01/01/202503/25/2022InterestFN BL5224 2.2403140HWYW6 40206 003 50,027.63 50,027.63Long08/01/202301/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 54,492.23 54,492.23Long08/01/202301/25/2022RedemptionFN AM3740 2.6103138L4EN9 40206 003 49,905.16 49,905.16Long08/01/202302/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 54,656.03 54,656.03Long08/01/202302/25/2022RedemptionFN AM3740 2.6103138L4EN9 40206 003 44,964.67 44,964.67Long08/01/202303/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 61,281.56 61,281.56Long08/01/202303/25/2022RedemptionFN AM3740 2.6103138L4EN9 40207 003 71,500.00 71,500.00Long03/15/202403/15/2022InterestNEW YORK ST6500354U9 40209 003 2,333.61 2,333.61Long01/01/202501/25/2022InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.61Long01/01/202502/25/2022InterestFN AN8000 2.71%3138LL3J2 40209 003 2,107.78 2,107.78Long01/01/202503/25/2022InterestFN AN8000 2.71%3138LL3J2 40213 003 33,312.50 33,312.50Long09/23/202203/23/2022InterestJPM 3.25% MAT46625HJE1 40214 003 449.33 449.33Long10/25/202301/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 523.84 523.84Long10/25/202301/25/2022RedemptionFRESB 2016-SB2430295NAE0 40214 003 448.44 448.44Long10/25/202302/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 527.00 527.00Long10/25/202302/25/2022RedemptionFRESB 2016-SB2430295NAE0 40214 003 447.53 447.53Long10/25/202303/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 652.24 652.24Long10/25/202303/25/2022RedemptionFRESB 2016-SB2430295NAE0 40221 003 6,843.37 6,843.37Long11/25/202201/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 426,587.15 426,587.15Long11/25/202201/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 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

Page 7 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40221 003 5,510.76 5,510.76Long11/25/202202/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 103,992.01 103,992.01Long11/25/202202/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 5,189.03 5,189.03Long11/25/202203/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 39,120.42 39,120.42Long11/25/202203/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40223 003 160,000.00 160,000.00Long01/25/202301/25/2022InterestJPM 3.2% MAT46625HJH4 40225 003 8,921.11 8,921.11Long11/01/202401/25/2022InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.11Long11/01/202402/25/2022InterestFN AM7268 2.960%3138L8CE2 40225 003 8,057.78 8,057.78Long11/01/202403/25/2022InterestFN AM7268 2.960%3138L8CE2 40229 003 12,687,000.00 12,687,000.00Long03/03/202203/03/2022RedemptionJOHNSON &478160CD4 40229 003 142,728.75 142,728.75Long03/03/202203/03/2022InterestJOHNSON &478160CD4 40231 003 1,128.10 1,128.10Long05/25/202401/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 874.44 874.44Long05/25/202401/25/2022RedemptionFRESB 2019-SB6530298LAA9 40231 003 1,126.65 1,126.65Long05/25/202402/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 877.92 877.92Long05/25/202402/25/2022RedemptionFRESB 2019-SB6530298LAA9 40231 003 1,125.19 1,125.19Long05/25/202403/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 1,125.14 1,125.14Long05/25/202403/25/2022RedemptionFRESB 2019-SB6530298LAA9 40234 003 4,850.00 4,850.00Long03/15/202403/15/2022InterestMARYLAND ST,574193SP4 40237 003 11,649.00 11,649.00Long09/01/202203/01/2022InterestDIS 1.65% MAT254687FJ0 40238 003 10,000.00 10,000.00Long09/26/202203/28/2022InterestPACCAR FINL CORP69371RQ33 40242 003 154,049.00 154,049.00Long01/29/202301/31/2022InterestBK 2.95% MAT06406RAE7 40252 003 104,585.57 104,585.57Long08/15/202401/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 20.92 20.92Long08/15/202401/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 93,635.02 93,635.02Long08/15/202402/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 18.73 18.73Long08/15/202402/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 86,139.83 86,139.83Long08/15/202403/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 17.23 17.23Long08/15/202403/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 1,601.59 1,601.59Long08/15/202401/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 1,483.04 1,483.04Long08/15/202402/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 1,376.90 1,376.90Long08/15/202403/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40253 003 18,712.25 18,712.25Long11/15/202401/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 4.36 4.36Long11/15/202401/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 78,718.73 78,718.73Long11/15/202402/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 18.35 18.35Long11/15/202402/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 74,484.23 74,484.23Long11/15/202403/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 17.36 17.36Long11/15/202403/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 1,468.75 1,468.75Long11/15/202401/15/2022InterestHART 2020-A A344891LAC7 40253 003 1,446.76 1,446.76Long11/15/202402/15/2022InterestHART 2020-A A344891LAC7 40253 003 1,354.24 1,354.24Long11/15/202403/15/2022InterestHART 2020-A A344891LAC7 40255 003 19,553.83 19,553.83Long02/15/202302/15/2022InterestRIV 2.363% MAT76913CAX7 40256 003 53,340.00 53,340.00Long02/15/202502/15/2022InterestRIVERSIDE CNTY76913CAZ2 40262 003 17,615.50 17,615.50Long07/01/202401/03/2022InterestNYSHGR 1.438%64990GZW5 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

Page 8 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40265 003 35,000.00 35,000.00Long04/01/202501/03/2022InterestFEDERAL HOME LN3134GVSN9 40266 003 23,083.33 23,083.33Long05/25/202501/25/2022InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.33Long05/25/202502/25/2022InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.33Long05/25/202503/25/2022InterestFHMS KPLB A3137BJQ71 40267 003 33,315.50 33,315.50Long08/10/202202/10/2022InterestPACCAR FINL CORP69371RN77 40269 003 170,100.00 170,100.00Long07/01/202201/03/2022InterestIBRD 2.125% MAT459058GU1 40270 003 130,489.79 130,489.79Long07/15/202401/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 10.27 10.27Long07/15/202401/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 122,940.14 122,940.14Long07/15/202402/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 9.68 9.68Long07/15/202402/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 114,711.61 114,711.61Long07/15/202403/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 9.03 9.03Long07/15/202403/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 1,295.17 1,295.17Long07/15/202401/15/2022InterestHAROT 2020-2 A343813DAC2 40270 003 1,205.99 1,205.99Long07/15/202402/15/2022InterestHAROT 2020-2 A343813DAC2 40270 003 1,121.98 1,121.98Long07/15/202403/15/2022InterestHAROT 2020-2 A343813DAC2 40272 003 7,080.05 7,080.05Long03/25/202501/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,404.28 3,404.28Long03/25/202501/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40272 003 7,071.95 7,071.95Long03/25/202502/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,415.88 3,415.88Long03/25/202502/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40272 003 7,862.54 7,862.54Long03/25/202503/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 23,574.84 23,574.84Long03/25/202503/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40276 003 11,876.46 11,876.46Long01/25/202301/25/2022InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.46Long01/25/202302/25/2022InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.46Long01/25/202303/25/2022InterestFHMS KSMC A23137B04Y7 40279 003 20,625.00 20,625.00Long07/05/202201/05/2022InterestDEERE JOHN CAP24422EVG1 40281 003 127,500.00 127,500.00Long06/23/202501/16/2022InterestFNMA 0.85% MAT3136G4WU3 40287 003 79,705.00 79,705.00Long07/01/202201/03/2022InterestIBRD 2.125% MAT459058GU1 40289 003 3,219.21 3,219.21Long03/25/202301/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 23,461.02 23,461.02Long03/25/202301/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 4,374.56 4,374.56Long03/25/202302/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 123,420.53 123,420.53Long03/25/202302/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 3,524.43 3,524.43Long03/25/202303/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 90,735.48 90,735.48Long03/25/202303/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40291 003 27,500.00 27,500.00Long07/15/202201/15/2022InterestFHLB 0.22% MAT3130AJS26 40295 003 2,383.63 2,383.63Long05/25/202501/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,321.94 4,321.94Long05/25/202501/25/2022RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,380.64 2,380.64Long05/25/202502/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,335.63 4,335.63Long05/25/202502/25/2022RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,377.64 2,377.64Long05/25/202503/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 5,218.78 5,218.78Long05/25/202503/25/2022RedemptionFRESB 2020-SB7630315EAA4 40296 003 58,214.32 58,214.32Long10/15/202401/15/2022RedemptionTMCC 0.44% MAT89237VAB5 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

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City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40296 003 4.48 4.48Long10/15/202401/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 333,204.59 333,204.59Long10/15/202402/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 25.66 25.66Long10/15/202402/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 310,354.30 310,354.30Long10/15/202403/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 23.90 23.90Long10/15/202403/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 1,833.34 1,833.34Long10/15/202401/15/2022InterestTMCC 0.44% MAT89237VAB5 40296 003 1,811.98 1,811.98Long10/15/202402/15/2022InterestTMCC 0.44% MAT89237VAB5 40296 003 1,689.80 1,689.80Long10/15/202403/15/2022InterestTMCC 0.44% MAT89237VAB5 40297 003 16,500.00 16,500.00Long08/01/202502/01/2022InterestMARYLAND ST,574193TR9 40298 003 12,750.00 12,750.00Long08/01/202402/01/2022InterestMARYLAND ST,574193TQ1 40299 003 6,250.00 6,250.00Long07/14/202501/14/2022InterestFEDERAL AGRIC31422BJ27 40300 003 484.22 484.22Long03/25/202301/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 435.25 435.25Long03/25/202301/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40300 003 483.42 483.42Long03/25/202302/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 436.05 436.05Long03/25/202302/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40300 003 482.63 482.63Long03/25/202303/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 526.85 526.85Long03/25/202303/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40304 003 37,999.00 37,999.00Long08/01/202502/01/2022InterestGEORGIA ST,373385FQ1 40305 003 9,124.50 9,124.50Long08/01/202402/01/2022InterestGAS 0.42% MAT373385FP3 40308 003 38,928.00 38,928.00Long01/25/202301/25/2022InterestJPM 3.2% MAT46625HJH4 40309 003 9,375.00 9,375.00Long09/23/202503/23/2022InterestFEDERAL HOME LN3137EAEX3 40314 003 6,049.31 6,049.31Long04/01/202501/25/2022InterestFN MA 8564 2.81%3138L9QS4 40314 003 6,049.31 6,049.31Long04/01/202502/25/2022InterestFN MA 8564 2.81%3138L9QS4 40314 003 5,463.89 5,463.89Long04/01/202503/25/2022InterestFN MA 8564 2.81%3138L9QS4 40315 003 60,922.00 60,922.00Long09/01/202403/01/2022InterestLOS ANGELES544351MQ9 40320 003 66,723.00 66,723.00Long08/11/202302/11/2022InterestBANK NEW YORK06406RAJ6 40327 003 9,280.75 9,280.75Long11/25/202401/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 36,386.30 36,386.30Long11/25/202401/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 8,782.55 8,782.55Long11/25/202402/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 27,554.85 27,554.85Long11/25/202402/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 7,761.95 7,761.95Long11/25/202403/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 3,137.20 3,137.20Long11/25/202403/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 11,482.50 11,482.50Long12/25/202401/25/2022InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.50Long12/25/202402/25/2022InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.50Long12/25/202403/25/2022InterestFHMS K043 A2 3.0623137BGK24 40329 003 18,750.00 18,750.00Long08/25/202502/25/2022InterestFEDERAL NATL MTG3135G05X7 40331 003 41,250.00 41,250.00Long01/28/202601/28/2022InterestFNMA 0.55% MAT3135G06R9 40334 003 24,000.00 24,000.00Long01/15/202601/15/2022InterestFEDERAL AGRIC31422B6K1 40335 003 75,000.00 75,000.00Long03/11/202503/11/2022InterestIBRD 0.75% MAT459058JA2 40337 003 24,000.00 24,000.00Long01/15/202601/15/2022InterestFEDERAL AGRIC31422B6K1 40340 003 25,000.00 25,000.00Long01/28/202601/28/2022InterestFEDERAL HOME3130AKPW0 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

Page 10 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40341 003 18,800.00 18,800.00Long07/28/202501/28/2022InterestIBRD 0.375% MAT459058JE4 40342 003 2,531.63 2,531.63Long11/25/202501/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 6,129.70 6,129.70Long11/25/202501/25/2022RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,528.21 2,528.21Long11/25/202502/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 88,693.85 88,693.85Long11/25/202502/25/2022RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,478.69 2,478.69Long11/25/202503/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 7,288.90 7,288.90Long11/25/202503/25/2022RedemptionFRESB 2021-SB8230318CAA5 40344 003 75,000.00 75,000.00Long08/28/202402/28/2022InterestIBRD 1.5% MAT459056HV2 40347 003 22,500.00 22,500.00Long02/05/202602/05/2022InterestIFC 0.45% MAT45950VPL4 40348 003 290,625.00 290,625.00Long02/01/202402/01/2022InterestJPM 3.875% MAT46625HJT8 40349 003 12,250.00 12,250.00Long02/02/202402/02/2022InterestPACCAR FINANCIAL69371RR24 40350 003 25,000.00 25,000.00Long02/25/202602/25/2022InterestFEDERAL HOME3130AKXX9 40352 003 25,000,000.00 25,000,000.00Short02/04/202202/04/2022RedemptionBMO 0.18% MAT06367CAH0 40352 003 45,625.00 45,625.00Short02/04/202202/04/2022InterestBMO 0.18% MAT06367CAH0 40353 003 25,000.00 25,000.00Long02/25/202602/25/2022InterestFEDERAL HOME3130AKXX9 40354 003 15,000.00 15,000.00Long02/18/202602/18/2022InterestIBRD 0.6% MAT45905U5Y6 40355 003 15,000.00 15,000.00Long02/18/202602/18/2022InterestIBRD 0.6% MAT45905U5Y6 40356 003 10,675.50 10,675.50Long03/25/202501/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.50 10,675.50Long03/25/202502/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.50 10,675.50Long03/25/202503/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40357 003 32,500.00 32,500.00Long02/20/202602/20/2022InterestIADB 0.65% MAT45818WCZ7 40358 003 40,000.00 40,000.00Long03/09/202603/09/2022InterestFEDERAL FARM CR3133EMSU7 40359 003 37,500.00 37,500.00Long03/11/202503/11/2022InterestIBRD 0.75% MAT459058JA2 40363 003 43,181.94 -43,181.94Short01/14/2022PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 43,181.94 43,181.94Short01/18/2022RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 43,181.94 43,181.94Short01/14/2022InterestSTPOOL 0.33%COVID RELIEF 40372 003 2,000,000.00 2,000,000.00Short03/15/202203/15/2022RedemptionNEW YORK ST64990FC93 40372 003 2,430.78 2,430.78Short03/15/202203/15/2022InterestNEW YORK ST64990FC93 40386 003 25,000,000.00 25,000,000.00Short02/11/202202/11/2022RedemptionRY 0.12% MAT78012UR23 40386 003 16,333.33 16,333.33Short02/11/202202/11/2022InterestRY 0.12% MAT78012UR23 40387 003 20,000,000.00 20,000,000.00Short01/13/202201/13/2022RedemptionUNITED STATES912796K73 40388 003 10,000,000.00 10,000,000.00Short01/14/202201/14/2022RedemptionMUFGBK ZERO CPN62479MAE3 40389 003 25,000,000.00 25,000,000.00Short03/25/202203/25/2022RedemptionMUFGBK ZERO CPN62479MCR2 40406 003 15,000,000.00 15,000,000.00Short01/26/202201/26/2022RedemptionIBRD 2.% MAT459058FY4 40406 003 150,000.00 150,000.00Short01/26/202201/26/2022InterestIBRD 2.% MAT459058FY4 40406 003 92,500.00 -92,500.00 0.00Short01/26/202201/26/2022Accr IntIBRD 2.% MAT459058FY4 40407 003 10,000,000.00 10,000,000.00Short02/18/202202/18/2022RedemptionTD 0.15% MAT89114WKY0 40407 003 3,916.67 3,916.67Short02/18/202202/18/2022InterestTD 0.15% MAT89114WKY0 40408 003 61,802.50 61,802.50Long03/20/202303/21/2022InterestIFC 0.5% MAT45950KCS7 40408 003 19,570.79 -19,570.79 0.00Long03/20/202303/20/2022Accr IntIFC 0.5% MAT45950KCS7 40411 003 14,437.50 14,437.50Long03/10/202303/10/2022InterestFEDERAL HOME3130ADRG9 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

Page 11 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40411 003 5,855.21 -5,855.21 0.00Long03/10/202303/10/2022Accr IntFEDERAL HOME3130ADRG9 40412 003 821.25 821.25Long01/25/202301/25/2022InterestFEDERAL FARM CR3133ENBT6 40412 003 255.50 -255.50 0.00Long01/25/202301/25/2022Accr IntFEDERAL FARM CR3133ENBT6 40413 003 2,640,000.00 2,640,000.00Short01/18/202201/18/2022RedemptionIADB 2.125% MAT4581X0CW6 40413 003 28,050.00 28,050.00Short01/18/202201/18/2022InterestIADB 2.125% MAT4581X0CW6 40413 003 19,635.00 -19,635.00 0.00Short01/18/202201/18/2022Accr IntIADB 2.125% MAT4581X0CW6 40414 003 32,062.50 32,062.50Long01/19/202301/19/2022InterestFEDERAL NATL MTG3135G0T94 40414 003 22,087.50 -22,087.50 0.00Long01/19/202301/19/2022Accr IntFEDERAL NATL MTG3135G0T94 40420 003 12,250.00 12,250.00Long08/18/202302/18/2022InterestFEDERAL NATL MTG3135G05U3 40420 003 6,941.67 -6,941.67 0.00Long08/18/202302/18/2022Accr IntFEDERAL NATL MTG3135G05U3 40426 003 12,500.00 12,500.00Short08/31/202202/28/2022InterestUNITED STATES91282CAG6 40426 003 6,422.65 -6,422.65 0.00Short08/31/202202/28/2022Accr IntUNITED STATES91282CAG6 40428 003 3,500,000.00 3,500,000.00Short02/06/202202/07/2022RedemptionPROCTER AND742718DY2 40428 003 40,250.00 40,250.00Short02/06/202202/07/2022InterestPROCTER AND742718DY2 40428 003 26,162.50 -26,162.50 0.00Short02/06/202202/07/2022Accr IntPROCTER AND742718DY2 40429 003 9,873,049.00 9,873,049.00Short02/09/202201/09/2022RedemptionAPPLE INC, SR GLBL037833CM0 40429 003 -23,049.00 -23,049.00Short02/09/202201/09/2022Cap G/LAPPLE INC, SR GLBL037833CM0 40429 003 102,604.17 102,604.17Short02/09/202201/09/2022InterestAPPLE INC, SR GLBL037833CM0 40429 003 77,979.17 -77,979.17 0.00Short02/09/202201/09/2022Accr IntAPPLE INC, SR GLBL037833CM0 40438 003 107,779.50 107,779.50Long08/11/202202/11/2022InterestPROCTER AND742718EU9 40438 003 74,846.88 -74,846.88 0.00Long08/11/202202/11/2022Accr IntPROCTER AND742718EU9 40442 003 14,734.38 14,734.38Long02/06/202402/07/2022InterestMICROSOFT CORP,594918BX1 40442 003 10,968.92 -10,968.92 0.00Long02/06/202402/07/2022Accr IntMICROSOFT CORP,594918BX1 40443 003 28,760.00 28,760.00Long08/08/202302/08/2022InterestMICROSOFT CORP,594918BQ6 40443 003 21,090.67 -21,090.67 0.00Long08/08/202302/08/2022Accr IntMICROSOFT CORP,594918BQ6 40447 003 13,185.00 13,185.00Long07/22/202201/24/2022InterestTMCC 0.45% MAT89236THD0 40447 003 10,841.00 -10,841.00 0.00Long07/22/202201/24/2022Accr IntTMCC 0.45% MAT89236THD0 40448 003 202,540.50 202,540.50Long01/11/202301/11/2022InterestTOYOTA MOTOR89236TEL5 40448 003 178,910.78 -178,910.78 0.00Long01/11/202301/11/2022Accr IntTOYOTA MOTOR89236TEL5 40449 003 10,702,513.40 -10,702,513.40Long04/01/202601/07/2022PurchaseCALIFORNIA ST,13063DMA3 40450 003 5,049,747.22 -5,049,747.22Long01/26/202201/07/2022PurchaseIBRD 2.% MAT459058FY4 40450 003 5,000,000.00 5,000,000.00Long01/26/202201/26/2022RedemptionIBRD 2.% MAT459058FY4 40450 003 50,000.00 50,000.00Long01/26/202201/26/2022InterestIBRD 2.% MAT459058FY4 40450 003 44,722.22 -44,722.22 0.00Long01/26/202201/26/2022Accr IntIBRD 2.% MAT459058FY4 40451 003 9,999,661.23 -9,999,661.23Short05/20/202201/06/2022PurchaseFEDERAL HOME3130AQJL8 40452 003 9,999,778.33 -9,999,778.33Short01/27/202201/06/2022PurchaseUNITED STATES912796C31 40452 003 10,000,000.00 10,000,000.00Short01/27/202201/27/2022RedemptionUNITED STATES912796C31 40453 003 19,998,495.00 -19,998,495.00Short03/10/202201/06/2022PurchaseUNITED STATES912796M97 40453 003 20,000,000.00 20,000,000.00Short03/10/202203/10/2022RedemptionUNITED STATES912796M97 40454 003 14,998,075.00 -14,998,075.00Short03/31/202201/06/2022PurchaseUNITED STATES912796N39 40454 003 15,000,000.00 15,000,000.00Short03/31/202203/31/2022RedemptionUNITED STATES912796N39 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

Page 12 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40455 003 19,995,955.56 -19,995,955.56Short04/07/202201/06/2022PurchaseUNITED STATES912796N47 40456 003 9,996,165.00 -9,996,165.00Short05/03/202201/06/2022PurchaseUNITED STATES912796U72 40457 003 15,144,150.34 -15,144,150.34Short06/30/202201/06/2022PurchaseUSTR 2.125% MAT912828XG0 40458 003 20,164,483.17 -20,164,483.17Short05/31/202201/06/2022PurchaseUNITED STATES912828XR6 40459 003 10,530,333.33 -10,530,333.33Long02/09/202401/07/2022PurchaseAPPLE INC, SR GLBL037833CG3 40459 003 150,000.00 150,000.00Long02/09/202402/09/2022InterestAPPLE INC, SR GLBL037833CG3 40459 003 123,333.33 -123,333.33 0.00Long02/09/202402/09/2022Accr IntAPPLE INC, SR GLBL037833CG3 40460 003 2,218,598.67 -2,218,598.67Long01/19/202301/07/2022PurchaseIBRD 7.625% MAT459056LD7 40460 003 76,250.00 76,250.00Long01/19/202301/19/2022InterestIBRD 7.625% MAT459056LD7 40460 003 71,166.67 -71,166.67 0.00Long01/19/202301/19/2022Accr IntIBRD 7.625% MAT459056LD7 40461 003 2,471,605.85 -2,471,605.85Long10/18/202401/18/2022PurchaseFEDERAL HOME3130AQG49 40462 003 15,537,963.79 -15,537,963.79Long01/13/202301/13/2022PurchaseAPPLE INC, SR GLBL037833DE7 40463 003 15,724,551.02 -15,724,551.02Long01/13/202501/14/2022PurchaseAPPLE INC, SR GLBL037833DF4 40464 003 3,153,659.58 -3,153,659.58Long02/23/202301/18/2022PurchaseAPPLE INC, SR GLBL037833BU3 40464 003 43,491.00 43,491.00Long02/23/202302/23/2022InterestAPPLE INC, SR GLBL037833BU3 40464 003 35,034.42 -35,034.42 0.00Long02/23/202302/23/2022Accr IntAPPLE INC, SR GLBL037833BU3 40465 003 9,996,560.78 -9,996,560.78Short05/04/202201/14/2022PurchaseFEDERAL FARM CR3133EMYL0 40466 003 9,994,029.88 -9,994,029.88Short08/12/202201/14/2022PurchaseFEDERAL HOME3130AJY52 40466 003 6,250.00 6,250.00Short08/12/202202/14/2022InterestFEDERAL HOME3130AJY52 40466 003 5,277.78 -5,277.78 0.00Short08/12/202202/14/2022Accr IntFEDERAL HOME3130AJY52 40467 003 4,988,402.78 -4,988,402.78Long01/17/202501/18/2022PurchaseFEDERAL HOME3130AQCN1 40467 003 6,250.00 6,250.00Long01/17/202503/17/2022InterestFEDERAL HOME3130AQCN1 40467 003 2,152.78 -2,152.78 0.00Long01/17/202503/17/2022Accr IntFEDERAL HOME3130AQCN1 40468 003 19,988,000.00 -19,988,000.00Long01/18/202301/18/2022PurchaseFEDERAL FARM CR3133ENLB4 40469 003 4,176,734.07 -4,176,734.07Long09/29/202301/18/2022PurchaseFEDERAL HOME LN3134GXJH8 40470 003 24,568,416.67 -24,568,416.67Long03/05/202601/18/2022PurchaseFEDERAL HOME3130ALHH0 40470 003 120,000.00 120,000.00Long03/05/202603/07/2022InterestFEDERAL HOME3130ALHH0 40470 003 88,666.67 -88,666.67 0.00Long03/05/202603/05/2022Accr IntFEDERAL HOME3130ALHH0 40471 003 12,561,827.03 -12,561,827.03Long02/09/202401/19/2022PurchaseAPPLE INC, SR GLBL037833CG3 40471 003 179,490.00 179,490.00Long02/09/202402/09/2022InterestAPPLE INC, SR GLBL037833CG3 40471 003 159,546.67 -159,546.67 0.00Long02/09/202402/09/2022Accr IntAPPLE INC, SR GLBL037833CG3 40472 003 20,000,000.00 -20,000,000.00Long01/28/202501/28/2022PurchaseFEDERAL HOME3130AQQQ9 40473 003 13,982,500.00 -13,982,500.00Long01/27/202501/27/2022PurchaseFHLB 0.7% MAT3130AQN584 40474 003 19,980,025.00 -19,980,025.00Short06/16/202201/26/2022PurchaseUNITED STATES912796J42 40475 003 7,189,200.00 -7,189,200.00Long10/28/202501/28/2022PurchaseFEDERAL HOME3130AQMQ3 40476 003 20,154,447.12 -20,154,447.12Short06/15/202201/26/2022PurchaseUNITED STATES9128286Y1 40477 003 20,000,000.00 -20,000,000.00Long01/28/202501/28/2022PurchaseFEDERAL HOME3130AQQQ9 40478 003 12,495,875.00 -12,495,875.00Long10/28/202401/28/2022PurchaseFEDERAL HOME3130AQMU4 40479 003 10,348,965.00 -10,348,965.00Long01/27/202601/27/2022PurchaseFFCB 1.6% MAT3130ENMH0 40480 003 4,106,884.73 -4,106,884.73Long10/12/202301/26/2022PurchaseFEDERAL FARM CR3133ENAL4 40481 003 79,910,871.11 -79,910,871.11Short06/23/202201/26/2022PurchaseUNITED STATES912796R43 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

Page 13 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40482 003 2,403,481.20 -2,403,481.20Long02/23/202302/14/2022PurchaseAPPLE INC, SR GLBL037833BU3 40482 003 33,288.00 33,288.00Long02/23/202302/23/2022InterestAPPLE INC, SR GLBL037833BU3 40482 003 31,623.60 -31,623.60 0.00Long02/23/202302/23/2022Accr IntAPPLE INC, SR GLBL037833BU3 40483 003 1,012,047.39 -1,012,047.39Long03/29/202202/11/2022PurchaseFEDERAL HOME LN3134GBDS8 40483 003 1,000,000.00 1,000,000.00Long03/29/202203/29/2022RedemptionFEDERAL HOME LN3134GBDS8 40483 003 12,500.00 12,500.00Long03/29/202203/29/2022InterestFEDERAL HOME LN3134GBDS8 40483 003 9,166.67 -9,166.67 0.00Long03/29/202203/29/2022Accr IntFEDERAL HOME LN3134GBDS8 40484 003 1,011,081.68 -1,011,081.68Short05/23/202202/11/2022PurchaseFEDERAL HOME3130ABCF1 40485 003 12,618,148.60 -12,618,148.60Long02/09/202402/14/2022PurchaseAPPLE INC, SR GLBL037833CG3 40486 003 15,138,637.50 -15,138,637.50Long02/16/202702/16/2022PurchaseFEDERAL FARM CR3133ENPB0 40487 003 7,522,510.08 -7,522,510.08Long05/11/202402/28/2022PurchaseAPPLE INC, SR GLBL037833CU2 40488 003 3,027,513.33 -3,027,513.33Short05/11/202202/28/2022PurchaseAPPLE INC, SR GLBL037833CQ1 40489 003 10,160,382.22 -10,160,382.22Short09/09/202202/25/2022PurchaseFEDERAL HOME313380GJ0 40489 003 100,000.00 100,000.00Short09/09/202203/09/2022InterestFEDERAL HOME313380GJ0 40489 003 92,222.22 -92,222.22 0.00Short09/09/202203/09/2022Accr IntFEDERAL HOME313380GJ0 40490 003 19,543,644.44 -19,543,644.44Long11/02/202303/15/2022PurchaseFEDERAL HOME LN3134GW6E1 40491 003 4,511,039.81 -4,511,039.81Short06/08/202203/16/2022PurchaseFEDERAL HOME LN3134GVJ66 40492 003 19,989,105.56 -19,989,105.56Short04/21/202203/15/2022PurchaseTMCC DISC NOTE89233HDM3 40493 003 19,960,344.44 -19,960,344.44Short06/09/202203/15/2022PurchaseTMCC DISC NOTE89233HF90 40494 003 9,982,663.89 -9,982,663.89Short06/02/202203/15/2022PurchaseTMCC DISC NOTE89233HF25 40495 003 992,500.00 -992,500.00Long03/24/202503/24/2022PurchaseFEDERAL HOME3130ARAY7 40496 003 4,590,340.00 -4,590,340.00Long03/28/202503/28/2022PurchaseFEDERAL HOME3130ARBY6 40497 003 1,544,029.00 -1,544,029.00Long12/27/202403/28/2022PurchaseFEDERAL HOME3130AR7C9 40498 003 148,653.58 -148,653.58Long09/03/202403/22/2022PurchaseFEDERAL FARM CR3133ENQC7 40499 003 2,317,677.33 -2,317,677.33Long02/28/202503/22/2022PurchaseFEDERAL HOME3130AQT78 40500 003 1,450,623.33 -1,450,623.33Long01/26/202403/22/2022PurchaseFNMA 0.31% MAT3136G46V0 40501 003 1,140,643.40 -1,140,643.40Long10/12/202303/22/2022PurchaseFEDERAL FARM CR3133ENAL4 40502 003 19,105,477.78 -19,105,477.78Long12/09/202403/22/2022PurchaseFEDERAL HOME3130AMR53 40503 003 2,204,478.73 -2,204,478.73Long08/05/202503/22/2022PurchaseFEDERAL NATL MTG3136G4H55 40504 003 1,610,540.49 -1,610,540.49Long08/28/202503/22/2022PurchaseFEDERAL NATL MTG3136G4R62 40505 003 1,878,696.11 -1,878,696.11Long10/27/202503/22/2022PurchaseFEDERAL HOME LN3134GW5R3 40506 003 1,407,637.70 -1,407,637.70Long09/24/202503/22/2022PurchaseFHLMC 0.57% MAT3134GWUG9 40506 003 4,275.00 4,275.00Long09/24/202503/24/2022InterestFHLMC 0.57% MAT3134GWUG9 40506 003 4,227.50 -4,227.50 0.00Long09/24/202503/24/2022Accr IntFHLMC 0.57% MAT3134GWUG9 40507 003 16,426,353.10 -16,426,353.10Long09/30/202503/22/2022PurchaseFEDERAL HOME LN3134GWVN3 40507 003 52,470.00 52,470.00Long09/30/202503/30/2022InterestFEDERAL HOME LN3134GWVN3 40507 003 50,138.00 -50,138.00 0.00Long09/30/202503/30/2022Accr IntFEDERAL HOME LN3134GWVN3 40508 003 781,381.80 -781,381.80Long06/30/202503/22/2022PurchaseFEDERAL HOME3130ANWN6 40508 003 2,887.50 2,887.50Long06/30/202503/30/2022InterestFEDERAL HOME3130ANWN6 40508 003 2,759.17 -2,759.17 0.00Long06/30/202503/30/2022Accr IntFEDERAL HOME3130ANWN6 40509 003 17,761,898.67 -17,761,898.67Long11/02/202303/30/2022PurchaseFEDERAL HOME LN3134GW6E1 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

Page 14 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # AssetClassMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40510 003 13,609,893.33 -13,609,893.33Long09/01/202303/30/2022PurchaseFEDERAL FARM CR3133EL5J9 40511 003 1,020,190.80 -1,020,190.80Long03/28/202403/30/2022PurchaseFEDERAL HOME LN3134GXMZ4 40512 003 1,957,230.00 -1,957,230.00Long11/22/202303/30/2022PurchaseFEDERAL HOME3130APWH4 40513 003 1,811,784.50 -1,811,784.50Long12/13/202303/30/2022PurchaseFEDERAL FARM CR3133ENGW4 40514 003 1,305,236.64 -1,305,236.64Long11/13/202303/30/2022PurchaseFFCB 0.23% MAT3133EMYW6 Totals for General Pool 1,413,220,995.8 1,233,953,382.6 6,353,433.00 -172,914,180.21 40162 501 266.17 -266.17Short01/03/2022PurchaseWELLS 0.01%VP4560000 40162 501 171.10 -171.10Short02/01/2022PurchaseWELLS 0.01%VP4560000 40162 501 154.54 -154.54Short03/01/2022PurchaseWELLS 0.01%VP4560000 40162 501 266.17 266.17Short01/03/2022InterestWELLS 0.01%VP4560000 40162 501 171.10 171.10Short02/01/2022InterestWELLS 0.01%VP4560000 40162 501 154.54 154.54Short03/01/2022InterestWELLS 0.01%VP4560000 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

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

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
10,000,000.00 0.038 01/27/2022 0.009,999,778.3301/06/2022 0.03901/27 - At MaturityUSTR40452912796C31 ATD003 20,000,000.00 0.043 03/10/2022 0.0019,998,495.0001/06/2022 0.04403/10 - At MaturityUSTR40453912796M97 ATD003 15,000,000.00 0.055 03/31/2022 0.0014,998,075.0001/06/2022 0.05603/31 - At MaturityUSTR40454912796N39 ATD003 20,000,000.00 0.080 04/07/2022 19,999,733.3319,995,955.5601/06/2022 0.08104/07 - At MaturityUSTR40455912796N47 ATD003 10,000,000.00 0.118 05/03/2022 9,998,951.119,996,165.0001/06/2022 0.12005/03 - At MaturityUSTR40456912796U72 ATD003 15,000,000.00 2.125 06/30/2022 15,071,417.4115,138,867.19 5,283.1501/06/2022 0.20806/30 - Final Pmt.USTR40457912828XG0 TRC003 20,000,000.00 1.750 05/31/2022 20,053,340.5220,128,906.25 35,576.9201/06/2022 0.13105/31 - Final Pmt.USTR40458912828XR6 TRC003 10,000,000.00 0.040 05/04/2022 9,998,734.909,995,783.00 777.7801/14/2022 0.17805/04 - Final Pmt.FFCB404653133EMYL0 MC1003 10,000,000.00 0.125 08/12/2022 9,992,915.999,988,752.10 Received01/14/2022 0.32002/12 - 08/12FHLB404663130AJY52 FAC003 25,000,000.00 0.960 03/05/2026 24,505,290.1824,479,750.00 Received01/18/2022 1.48103/05 - 09/05FHLB404703130ALHH0 MC1003 10,000,000.00 2.000 09/09/2022 10,055,511.7510,068,160.00 Received02/25/2022 0.73003/09 - 09/09FHLB40489313380GJ0 FAC003 4,510,000.00 0.250 06/08/2022 4,508,341.754,507,970.50 3,069.3103/16/2022 0.44706/08 - Final Pmt.FHLMC404913134GVJ66 FAC003 1,859,000.00 0.660 12/13/2023 1,808,220.731,808,137.76 3,646.7403/30/2022 2.30806/13 - 12/13FFCB405133133ENGW4 MC1003 1,347,000.00 0.230 11/13/2023 1,304,131.301,304,057.64 1,179.0003/30/2022 2.24605/13 - 11/13FFCB405143133EMYW6 MC1003 2,000,000.00 0.750 11/22/2023 1,952,061.111,951,980.00 5,250.0003/30/2022 2.24505/23 - 11/23FHLB405123130APWH4 MC1003 1,033,000.00 1.800 03/28/2024 1,020,105.481,020,087.50 103.3003/30/2022 2.44609/28 - 03/28FHLMC405113134GXMZ4 MC1003 Subtotal 130,268,755.56175,380,920.83 54,886.20175,749,000.00 Purchased from: FHN Financial
14,000,000.00 0.700 01/27/2025 13,983,537.0413,982,500.0001/27/2022 1.43807/27 - 01/27FHLB404733130AQN584 MC1003 20,000,000.00 0.750 01/28/2025 20,000,000.0020,000,000.0001/28/2022 0.75004/28 - QuarterlyFHLB404723130AQQQ9 MC1003 20,000,000.00 0.750 01/28/2025 20,000,000.0020,000,000.0001/28/2022 0.75004/28 - QuarterlyFHLB404773130AQQQ9 MC1003 20,000,000.00 0.620 12/09/2024 19,078,567.0419,070,000.00 35,477.7803/22/2022 2.40006/09 - 12/09FHLB405023130AMR53 MC1003 1,500,000.00 0.310 01/26/2024 1,450,579.071,449,900.00 723.3303/22/2022 2.16707/26 - 01/26FNMA405003136G46V0 MC1003 Subtotal 74,512,683.1574,502,400.00 36,201.1175,500,000.00 Purchased from: Piper Sandler & Co.
10,110,000.00 2.650 04/01/2026 10,602,349.0410,631,069.40 71,444.0001/07/2022 1.39204/01 - 10/01CAS4044913063DMA3 MUN003 20,000,000.00 0.460 01/18/2023 19,990,433.3319,988,000.0001/18/2022 0.52007/18 - 01/18FFCB404683133ENLB4 MC1003 825,000.00 0.700 06/30/2025 778,976.96778,622.63 Received03/22/2022 2.50003/30 - 09/30FHLB405083130ANWN6 MC1003 2,000,000.00 0.650 10/27/2025 1,874,339.431,873,460.00 5,236.1103/22/2022 2.50004/27 - 10/27FHLMC405053134GW5R3 MC1003 1,500,000.00 0.570 09/24/2025 1,404,099.031,403,410.20 Received03/22/2022 2.50003/24 - 09/24FHLMC405063134GWUG9 MC1003 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

Page 2 ends

Fund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods
January 1, 2022 - March 31, 2022
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Piper Sandler & Co.
17,490,000.00 0.600 09/30/2025 16,384,120.5116,376,215.10 Received03/22/2022 2.50003/30 - 09/30FHLMC405073134GWVN3 MC1003 2,350,000.00 0.550 08/05/2025 2,203,883.532,202,791.30 1,687.4303/22/2022 2.50008/05 - 02/05FNMA405033136G4H55 MC1003 1,715,000.00 0.625 08/28/2025 1,610,591.741,609,825.91 714.5803/22/2022 2.50008/28 - 02/28FNMA405043136G4R62 MC1003 Subtotal 54,848,793.5754,863,394.54 79,082.1255,990,000.00 Purchased from: RBC Capital Markets
2,485,000.00 1.000 10/18/2024 2,472,593.502,471,605.8501/18/2022 1.20007/18 - 01/18FHLB404613130AQG49 MC1003 12,500,000.00 0.625 10/28/2024 12,496,137.5012,495,875.0001/28/2022 0.75404/28 - QuarterlyFHLB404783130AQMU4 MC1003 150,000.00 1.940 09/03/2024 148,515.32148,500.00 153.5803/22/2022 2.36309/03 - 03/03FFCB404983133ENQC7 MC1003 2,360,000.00 1.750 02/28/2025 2,315,308.172,314,924.00 2,753.3303/22/2022 2.42808/28 - 02/28FHLB404993130AQT78 MC1003 1,565,000.00 1.850 12/27/2024 1,544,092.611,544,029.0003/28/2022 2.35706/27 - 12/27FHLB404973130AR7C9 MC1003 Subtotal 18,976,647.1018,974,933.85 2,906.9119,060,000.00 Purchased from: Raymond James & Associates
2,000,000.00 7.625 01/19/2023 2,114,140.902,147,432.00 Received01/07/2022 0.46501/19 - 07/19IBRD40460459056LD7 MC2003 1,000,000.00 1.375 03/24/2025 992,548.61992,500.0003/24/2022 2.13709/24 - 03/24FHLB404953130ARAY7 MC1003 4,600,000.00 1.500 03/28/2025 4,590,366.834,590,340.0003/28/2022 1.71309/28 - 03/28FHLB404963130ARBY6 MC1003 Subtotal 7,697,056.347,730,272.00 0.007,600,000.00
Purchased from: Truist Securities Inc
15,150,000.00 2.180 02/16/2027 15,138,921.5615,138,637.5002/16/2022 2.19608/16 - 02/16FFCB404863133ENPB0 MC1003 Subtotal 15,138,921.5615,138,637.50 0.0015,150,000.00
Purchased from: Toyota Financial Services
20,000,000.00 0.530 04/21/2022 19,994,111.1119,989,105.5603/15/2022 0.53004/21 - At MaturityTMCC4049289233HDM3 ACP003 20,000,000.00 0.830 06/09/2022 19,968,183.3319,960,344.4403/15/2022 0.83206/09 - At MaturityTMCC4049389233HF90 ACP003 10,000,000.00 0.790 06/02/2022 9,986,394.459,982,663.8903/15/2022 0.79106/02 - At MaturityTMCC4049489233HF25 ACP003 Subtotal 49,948,688.8949,932,113.89 0.0050,000,000.00
Purchased from: UBS Financial Services
7,200,000.00 0.750 10/28/2025 7,189,704.007,189,200.0001/28/2022 1.07604/28 - QuarterlyFHLB404753130AQMQ3 MC1003 1,000,000.00 1.500 05/23/2022 1,002,888.041,005,665.01 5,416.6702/11/2022 0.49505/23 - Final Pmt.FHLB404843130ABCF1 MC1003 1,000,000.00 1.375 03/29/2022 0.001,002,880.72 Received02/11/2022 0.33503/29 - Final Pmt.FHLMC404833134GBDS8 FAC003 1,170,000.00 0.290 10/12/2023 1,139,631.441,139,135.40 1,508.0003/22/2022 2.02104/12 - 10/12FFCB405013133ENAL4 FAC003 Subtotal 9,332,223.4810,336,881.13 6,924.6710,370,000.00 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

Page 3 ends

Fund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods
January 1, 2022 - March 31, 2022
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Unionbanc Investment
10,000,000.00 3.000 02/09/2024 10,361,537.2310,407,000.00 Received01/07/2022 0.86102/09 - 08/09AAPL40459037833CG3 MTN003 15,266,000.00 2.400 01/13/2023 15,479,038.3015,537,963.7901/13/2022 0.45107/13 - 01/13AAPL40462037833DE7 MTN003 15,114,000.00 2.750 01/13/2025 15,679,908.5015,723,396.48 1,154.5401/14/2022 1.29507/13 - 01/13AAPL40463037833DF4 MTN003 3,052,000.00 2.850 02/23/2023 3,106,312.163,118,625.16 Received01/18/2022 0.84702/23 - 08/23AAPL40464037833BU3 MTN003 11,966,000.00 3.000 02/09/2024 12,359,831.4612,402,280.36 Received01/19/2022 1.04602/09 - 08/09AAPL40471037833CG3 MTN003 20,000,000.00 0.255 06/16/2022 19,989,233.3319,980,025.0001/26/2022 0.25906/16 - At MaturityUSTR40474912796J42 ATD003 20,000,000.00 1.750 06/15/2022 20,061,104.9120,114,062.50 40,384.6201/26/2022 0.26506/15 - Final Pmt.USTR404769128286Y1 TRC003 80,000,000.00 0.271 06/23/2022 79,950,015.5579,910,871.1101/26/2022 0.27506/23 - At MaturityUSTR40481912796R43 ATD003 2,336,000.00 2.850 02/23/2023 2,367,290.372,371,857.60 Received02/14/2022 1.05002/23 - 08/23AAPL40482037833BU3 MTN003 12,318,000.00 3.000 02/09/2024 12,593,623.4312,613,016.10 5,132.5002/14/2022 1.65908/09 - 02/09AAPL40485037833CG3 MTN003 7,300,000.00 2.850 05/11/2024 7,453,986.737,460,673.00 61,837.0802/28/2022 1.74505/11 - 11/11AAPL40487037833CU2 MTN003 3,000,000.00 2.300 05/11/2022 3,003,838.363,007,005.00 20,508.3302/28/2022 0.34205/11 - Final Pmt.AAPL40488037833CQ1 MTN003 20,000,000.00 0.320 11/02/2023 19,533,083.4819,520,000.00 23,644.4403/15/2022 1.82005/02 - 11/02FHLMC404903134GW6E1 MC1003 13,965,000.00 0.300 09/01/2023 13,607,219.9813,606,518.45 3,374.8803/30/2022 2.14609/01 - 03/01FFCB405103133EL5J9 MC1003 18,300,000.00 0.320 11/02/2023 17,738,806.8317,737,824.00 24,074.6703/30/2022 2.30005/02 - 11/02FHLMC405093134GW6E1 MC1003 Subtotal 253,284,830.62253,511,118.55 180,111.06252,617,000.00 Purchased from: Wells Fargo Securities
10,000,000.00 0.120 05/20/2022 9,999,863.939,999,627.90 33.3301/06/2022 0.13005/20 - Final Pmt.FHLB404513130AQJL8 FAC003 5,000,000.00 2.000 01/26/2022 0.005,005,025.00 Received01/07/2022 0.09501/26 - Final Pmt.IBRD40450459058FY4 MC2003 5,000,000.00 0.500 01/17/2025 4,987,180.264,986,250.00 Received01/18/2022 1.00603/17 - QuarterlyFHLB404673130AQCN1 MC1003 4,225,000.00 0.220 09/29/2023 4,182,068.744,176,243.50 490.5701/18/2022 0.90706/29 - 12/29FHLMC404693134GXJH8 MC1003 4,150,000.00 0.290 10/12/2023 4,108,324.324,103,407.95 3,476.7801/26/2022 0.95304/12 - 10/12FFCB404803133ENAL4 FAC003 10,350,000.00 1.600 01/27/2026 10,349,011.0010,348,965.0001/27/2022 1.60307/27 - 01/27FFCB404793130ENMH0 MC1003 Subtotal 33,626,448.2538,619,519.35 4,000.6838,725,000.00 698,990,191.64Total Purchases 700,761,000.00 364,112.75 647,635,048.52 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
INDE
PENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2020.

CITY OF S

AN 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 wi th the City’s Investment Policy dated March 9, 2021 (Investment Policy) and Finance Department proced ures 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 Audito r (City Auditor) have agreed to and acknowledged that the procedures pe rformed are appropriate to m eet 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 perf ormed 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 20 21-22 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 num ber, book and market value, to supporting documentation such as custodian/bank statements obtained from the City.