Public Safety, Finance and Strategic Support Committee (psfss)
August 18, 2022

TO: HONORABLE MAYOR AND FROM: Julia H. Cooper

CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: July 31, 2022

THE QUARTER ENDED
JUNE 30, 2022
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended June 30, 2022. To meet the reporting requirements set forth in the City of San José Investment Policy, an electronic version of this report will be posted on the City’s website at https://www.sanjoseca.gov/yourgovernment/departments/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (PSFSS) for discussion during its meeting on August 18, 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 June 30, 2022:
• Size of total portfolio: $2,725,410,9581
• Earned income yield: 1.111%
• Weighted average days to maturity: 533 days
• Fiscal year-to-date net interest earnings: $21,189,153 • There was an exception to the City’s Investment Policy during this quarter, which is detailed in the Statement of Policy Violation section in the following Investment Report.

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: City of San José Portfolio Management, Investment Status Report – Investments, June 30, 2022 cc: Jennifer A. Maguire, City Manager
Joe Rois, City Auditor
Nora Frimann, City Attorney
Luz Cofresí-Howe, Assistant Director of Finance
1 City of San José Portfolio Management, Investment Status Report – Investments, June 30, 2022 (Current Principal + Accrued Interest at Purchase)
8/4/2022

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
JUNE 30, 2022
Prepared by
Finance Department
Debt and Treasury Management Division
Julia H. Cooper
Director of Finance
Investment Report for
The Quarter Ended
June 30, 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
Investment Staff
Cesar Blengino, Financial Analyst
Sunny Kim, 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 JUNE 30, 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

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July 31, 2022
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED JUNE 30, 2022
I am pleased to present this report of investment activity for the quarter ended June 30, 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 June 30, 2022, as well as provides a comparison to the quarters ended March 31, 2022, and June 30, 2021.

INVESTMENT SUMMARY
For the Quarter Ended June 30, 2022 March 31, 2022 June 30, 2021 Total Portfolio
Portfolio Value (1) (2) $2,725,410,958 $2,333,470,481 $2,392,587,214 Earned Interest Yield 1.111% 0.876% 1.974%
Dollar-weighted average yield
Purchases 1.990% 0.911% 0.938%
Maturities 0.622% 0.749% 1.981%
Called Securities 2.258% 2.109% 2.433%
Weighted avg. yield at end of period 1.295% 0.921% 1.864% Weighted avg. days to maturity 533 562 672
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,705,254,061 $2,312,410,705 $2,371,534,344 Earned Interest Yield 1.116% 0.884% 1.991%
Dollar-weighted average yield
Purchases 1.990% 0.911% 0.939%
Maturities 0.622% 0.749% 1.980%
Called Securities 2.258% 2.109% 2.433%
Weighted avg. yield at end of period 1.301% 0.929% 1.880% Weighted avg. days to maturity 537 567 678
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 ($431,698,975). 3 Total excludes other restricted funds required to be invested separately.

DIRECTOR

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

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

Portfolio Composition
Within this section are snapshots of the City’s total investment portfolio as of June 30, 2022.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,725,410,958
U.S. Treasury
U.S. Agency $35,238,198 1.3%
$1,181,514,796 43.4%
Supranationals
$232,385,632 8.5%
Negotiable
Certificate of
Deposit (NCD)
$50,000,000 1.8%
JPAP $269,000,000 9.9%
Corporate Notes
$284,061,383 10.4%
Asset Backed Securities
$11,452,196 0.4%
Muni Bonds
$178,805,665

6.6%
Mortgage Backed
Securities
$125,388,451

4.6%
Money Market Fund
$272,564,638 10.0%
LAIF $85,000,000

3.1%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

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

Balances by Fund Type2
$2,730,465,364
Portfolio Balance $2,725,410,958
General Banking Balance 10,274,792
Deposit-in-Transit, Outstanding Checks3(5,220,386)
Total Balances per FMS $2,730,465,364
2 General Fund includes $610,528,367 of General Fund (Fund 001) as well as $332,800,084 of other General Fund funds which are separately tracked including the Emergency Reserve Fund, Coronavirus Aid, Relief, and Economic Security Act (CARES Act), American Rescue Plan Act of 2021 (ARPA) including Emergency Rental Assistance funds established by ARPA, Developer Fees, Depositor Funds, and other smaller funds and reserves. 3 Reflects timing difference between when deposits are made and accounted for in FMS or when checks are written and not yet cashed by the receiving party.

Internal Services
Fund $22,486,050
Airport
$242,643,725 Capital Projects $127,107,347
Debt Service
$36,704,338
Development Fees
$54,319,112
General Fund
$943,328,451
Muni Water
$36,489,372
Parking
$45,046,135
Housing
$317,775,524
Special
Revenue
Funds
$402,767,462
Wastewater
$443,133,264 Trust & Agency
$3,831,727
SJ Clean Energy
$54,832,856

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

General Fund Balances
The General Fund balances increased by $389.2 million during the quarter and ended with a balance of $943.3 million as of June 30, 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
June 2020 – June 2022
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. $0
$100
$200
$300
$400
$500
$600
$700
$800
$900
$1000
Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 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 City repaid $25 million of the variable TRANs on January 7, 2022 and the remaining variable rate TRANs ($117.5 million) were repaid on February 7, 2022.

The fixed rate portion of the TRANs ($142.5 million) were paid in full on June 30, 2022.

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

As of June 30, 2022, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $1,860,291
Wells Fargo:

General Account $294,398
Total Wells Fargo Funds $294,398
Wilmington Trust:

Total Wilmington Trust Funds $121,922,139 (A)
TOTAL $124,076,828
(A) Funds restricted for tax allocation bond debt service payments

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

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

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Total Portfolio June 30, 2022 March 31, 2022 June 30, 2021 Quarter-End
Total interest earnings $6,864,084 $5,028,462 $5,707,671 Realized gains (losses) ($924) ($15,497) ($323,985)
Total income recognized $6,863,160 $5,012,965 $5,383,686 Fiscal Year-to-Date
Total interest earnings $21,204,388 $14,340,304 $29,607,831 Realized gains (losses) ($15,235) ($14,311) $991,191
Total income recognized $21,189,153 $14,325,993 $30,599,022 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
June 2020 – June 2022

0.00 0.50

1.00 1.50

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

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

The Fund 3 Portfolio’s WAM decreased from 567 days on March 31, 2022, to 537 days on June 30, 2022. The weighted average yield increased from 0.929% on March 31, 2022, to 1.301% on June 30, 2022.

During the quarter, $10 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 decreased as investment activity targeted shorter term maturities to meet operational expenditures and pay off the Fiscal Year 2021-22 TRANs fixed rate note.

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 June 2020 to June 2022.

Portfolio vs. Benchmarks
June 2020 – June 2022

0.00 0.50

1.00 1.50

2.00 2.50

3.00 Jun-20 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Yield (%)
City LAIF BAML
Yield WAM
CITY: 1.301% 537
LAIF: 0.861% 311
BAML 0.737% 679
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 June 30, 2022 July 31, 2022

LAIF is a short-term investment option available to local agencies in California. LAIF’s WAM was 311 days as of June 30, 2022, much shorter than the City Fund 3 portfolio’s WAM of 537 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 June 30, 2022, was approximately $2.72 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 $2,670,133,945 Market Value $2,670,133,945 Original Cost (2,725,410,958) Amortized Cost (2,720,002,984) Net Unrealized Loss $ (55,277,013) Net Unrealized Loss $ (49,869,039) 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 $27 million (original cost basis) and $224 million (amortized cost basis) as of March 31, 2022 to losses of $55 million (original cost) and $50 million (amortized cost) as of June 30, 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 June 30, 2022 was 1.111%, 0.235% higher than the previous quarter and 0.035% higher than a year ago.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

COMPLIANCE REPORTING REQUIREMENTS
Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of June 30, 2022, total revenues, investment maturities and cash for the next six months are anticipated to be approximately $2.23 billion. This is sufficient to cover projected expenditures of approximately $2.15 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. 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 and the balance of $117.5 million in February), with the remaining TRANs ($142.5 million), issued as fixed rate notes, were paid in full on June 30, 2022.

Statement of Policy Violation
Pursuant to Section 20.0 (Reporting Policy Exceptions) of the City of San José Investment Policy (Policy)5, the Director of Finance reported a violation of the Policy to the City Manager within three business days of discovery, which was June 28, 2022. Verbal notification was made to the City Manager on the same day, June 28, 2022, which was followed with written notification on June 30, 2022. Notification was made to the City Council on June 30, 2022, within ten days of discovery pursuant to the reporting requirements in Section 20.0. The nature, cause and remedy of the Policy violation are described below.

On June 28, 2022, a review of the investment portfolio holdings identified a violation of the Policy with respect to the applicable limitations for investments in Joint Power Authority Pool (JPAP) as outlined in Section 9.11 of the Policy. Section 9.11(f) of the Policy states no more than 10% of the portfolio shall be invested in any single JPAP. The City Council approved amendments to the Policy on March 15, 20226 which included, among other items, the addition of JPAPs as permitted investments. Since Council approval, the Finance Department completed the necessary applications and documentation for City participation in California Asset Management Program (CAMP), a JPAP investment option allowed under Section 9.11. The initial CAMP investment of $400 million on June 24, 2022 resulted in CAMP representing

14.38% of the portfolio, a violation under Section 9.11(f) of the Policy. Subsequent investments in CAMP, on June 27, 2022 of $79 million and June 28, 2022 of $26 million, increased the 5 City of San José Investment Policy as approved on March 15, 2022 https://www.sanjoseca.gov/home/showpublisheddocument/83406/637834622847370000 6 City of San José Investment Policy Annual Review, March 15, 2022, item 2.10, File #22‐306 https://sanjose.legistar.com/LegislationDetail.aspx?ID=5472221&GUID=CBA6AE16‐6489‐408B‐BCAD‐ 6CB3AB046BB&Options=&Search=

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

CAMP overall share of the City investment portfolio to, respectively, 16.78% and 17.49%, both over the specified limits in the Policy. Given the limitations in the Policy for other investment options and timing notifications for making large deposits into other investment options, the portfolio remained out of compliance on June 29, 2022 with the CAMP overall share of the City investment portfolio at 17.63%.

As the corrective action, the Finance Department withdrew $236 million from CAMP on Thursday, June 30, 2022 and brought the portfolio into compliance with the Policy, with approximately 9.87% of the portfolio invested in CAMP. Funds withdrawn from CAMP were reinvested in money market funds and used to make the final payment on 2021 TRANs. As the City had additional large payments on July 1 (2022 retirement prefunding and biweekly payroll), it was necessary to maintain liquidity to meet these cash flow needs. The Finance Department is reviewing and updating its documents and protocols used to ensure ongoing Investment Policy compliance.

As of June 30, 2022, investments in the portfolio meet the requirements of the City Investment Policy and conforms with California Government Code section 53601.

Comparison of Portfolio Investment Earnings to FY 2021-22 Budget The following is a comparison of actual General Fund investment earnings, on an accrual basis, to the Fiscal Year 2021-22 budget. The Fiscal Year 2021-22 Budget included $4.0 million for interest earnings for the General Fund, based on an assumed net interest yield of 0.89%. The schedule below compares the unaudited actual net investment earnings to the General Fund budget for the quarter ended June 30, 2021. The interest earning rates are higher than the forecast for the quarter and lower than the forecast for the fiscal year.

BUDGET COMPARISON
Net Investment Earnings Yield
Quarter Ended
Budget(a) 0.89%
Actual(b) 0.96%
Variance 0.07%
Fiscal Year to Date
Budget(a) 0.89%
Actual(b) 0.80%
Variance (0.09%)
(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.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

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.

Economic activity slowed during the fourth quarter of FY 2021-2022. Gross Domestic Product (GDP) decreased in the first quarter of 2022 by 1.6% annualized rate from the previous quarter rate of 6.9%. Although initial jobless claims and continuing claims remained at low pandemicera levels and the national unemployment rate remained unchanged at 3.6% in June 2022 from the previous quarter ended March 31, 2022, higher inflation, and future Federal Reserve Bank action dominated headlines during this quarter. Year-over-year inflation rose to another 40-year high of 9.1% in June 2022. Stock and bond prices also plummeted during this quarter to near bear market levels. Continued shipping challenges, material and labor shortages, and higher commodity prices contributed to the Federal Reserve raising its benchmark rate by 0.75% in a bid to curb inflation, with strong signals for another 0.75% increase at the next FOMC meeting in July 20227. Fears of recession in the U.S. economy have gained momentum in light of the Fed’s hawkish view of inflation and the overall economy.

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 June 30, 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. 7 On July 27, 2022 the Federal Reserve Board raised its benchmark interest rate by three-quarters of a percentage point (0.75%).

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2022 July 31, 2022

CONCLUSION
The total investment portfolio as of June 30, 2022 was $2,725,410,958 an increase of approximately $392 million from the previous quarter. For the quarter ended June 30, 2022, the earned interest yield increased from 0.876% to 1.111% as compared to the quarter ended March 31, 2022 and the weighted average days to maturity decreased from 562 days to 533 days over the same period. As of June 30, 2022, approximately 44% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/
JULIA H. COOPER
Director of Finance

SECTION A

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 5,930,245.24 (7,109.45) 13,114.07 5,936,249.86 TOTAL NET EARNINGS THIS PERIOD: 6,835,825.87 151.03 27,182.74 6,863,159.64 AVERAGE DAILY PORTFOLIO BALANCE: 2,457,446,727.48 754,939.45 20,149,626.68 2,478,351,293.61 EARNED INCOME YIELD THIS PERIOD 1.116 0.080 0.541 1.111 END OF PERIOD PORTFOLIO BALANCE: 2,705,254,061.42 - 20,156,896.89 2,725,410,958.31 CURRENT AMORTIZED BOOK VALUE: 2,699,368,056.89 - 20,156,896.89 2,719,524,953.78 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 1.301 - 0.588 1.295 WEIGHTED AVERAGE DAYS OF MATURITY: 537 - 1 533
4/1/22 THROUGH 6/30/22
City of San Jose
Portfolio Statistics
Funds: 003, 152, 501
Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 23,210,721.25 688.14 14,716.31 23,226,125.70 TOTAL NET EARNINGS THIS PERIOD: 21,158,835.90 663.26 29,653.39 21,189,152.55 AVERAGE DAILY PORTFOLIO BALANCE: 2,216,665,320.76 875,840.07 20,144,687.43 2,237,685,848.26 EARNED INCOME YIELD THIS PERIOD 0.954 0.076 0.147 0.947 END OF PERIOD PORTFOLIO BALANCE: 2,705,254,061.42 - 20,156,896.89 2,725,410,958.31 CURRENT AMORTIZED BOOK VALUE: 2,699,368,056.89 - 20,156,896.89 2,719,524,953.78 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 1.301 - 0.588 1.295 WEIGHTED AVERAGE DAYS OF MATURITY: 537 - 1 533
7/01/21 THROUGH 6/30/22
City of San Jose
Portfolio Statistics
Funds: 003, 152, 501

SECTION B

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

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City of San Jose
Total Earnings
City of San Jose
, CA
Sorted by Fund - Investment Number
April 1, 2022 - June 30, 2022
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 5,000,000.00 42,000,000.00 48,606,166.98 0.740 0.751 91,011.95 0.00 0.00 91,011.95 VP6000104 36512 003 WELLS 252,407,740.81 28,362,387.97 76,126,862.99 0.654 0.768 145,810.68 0.00 0.00 145,810.68 CSJFA 37042 003 STPOOL 5,000,000.00 38,000,000.00 58,529,399.79 0.740 0.751 109,592.57 0.00 0.00 109,592.57 13066YTZ2 37546 003 CASPWR 0.00 19,750,600.00 6,511,186.81 2.000 2.309 33,333.33 4,156.67 0.00 37,490.00 84247PHX2 37565 003 STNPWR 2,710,000.00 2,831,272.50 2,831,272.50 3.258 2.253 22,072.95 -6,166.40 0.00 15,906.55 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.209 31,250.00 -3,354.09 0.00 27,895.91 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.414 31,250.00 -1,035.46 0.00 30,214.54 3130ACZS6 37589 003 FHLB 10,000,000.00 9,982,270.00 9,982,270.00 2.100 2.149 52,500.00 978.36 0.00 53,478.36 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.306 32,970.00 0.00 0.00 32,970.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.940 6,295.00 915.00 0.00 7,210.00 4581X0CZ9 37634 003 IADB 20,000,000.00 19,089,200.00 19,089,200.00 1.750 2.970 87,500.00 53,858.08 0.00 141,358.08 544351MN6 37638 003 LOS 4,815,000.00 4,816,203.75 4,816,203.75 2.900 2.901 34,908.75 -72.75 0.00 34,836.00 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.052 42,500.00 -3,878.78 0.00 38,621.22 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.138 190,625.00 4,285.71 0.00 194,910.71 544351MN6 40036 003 LOS 4,000,000.00 4,009,560.00 4,009,560.00 2.900 2.836 29,000.00 -651.81 0.00 28,348.19 13066YTZ2 40039 003 CASPWR 0.00 3,910,360.00 1,289,129.67 2.000 2.776 6,666.67 2,254.15 0.00 8,920.82 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.680 132,500.00 1,006.31 0.00 133,506.31 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.544 31,250.00 407.50 0.00 31,657.50 24422EUT4 40097 003 JD 0.00 14,129,780.00 0.00 2.950 0.00 0.00 0.00 0.00 69371RP83 40111 003 PCAR 0.00 7,020,650.00 3,008,850.00 2.650 2.578 20,095.83 -754.78 0.00 19,341.05 90331HPC1 40112 003 USB 0.00 9,989,400.00 2,305,246.15 2.650 2.778 15,458.34 206.11 304.26 15,968.71 13066YTZ2 40114 003 CASPWR 0.00 15,008,850.00 4,947,972.53 2.000 2.006 25,000.00 -253.82 0.00 24,746.18 3137AWQH1 40115 003 FHLMC 6,594,856.99 8,640,996.68 7,985,981.27 2.307 0.232 8,550.58 -3,371.94 -558.28 4,620.36 13063DLY2 40116 003 CAS 0.00 2,248,521.75 0.00 2.350 0.00 0.00 0.00 0.00 3137AWQH1 40121 003 FHLMC 4,768,707.02 6,248,250.25 5,774,612.74 2.307 0.827 14,754.33 -2,448.31 -405.36 11,900.66 56052AD60 40125 003 MES 0.00 1,264,337.50 847,522.94 2.500 2.079 5,208.33 -815.40 0.00 4,392.93 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.908 46,875.00 650.00 0.00 47,525.00 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.838 43,750.00 1,901.34 0.00 45,651.34 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,390,781.25 4,390,781.25 3.060 2.149 32,512.50 -8,986.04 0.00 23,526.46 3138L9HU9 40151 003 FNMA 0.00 2,765,468.75 0.00 2.360 0.00 0.00 0.00 0.00 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.680 12,814.38 -5,114.93 0.00 7,699.45 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.775 9,095.00 -4,306.43 0.00 4,788.57 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.072 34,371.00 -19,017.72 0.00 15,353.28 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.555 11,250.00 352.69 0.00 11,602.69 43815NAC8 40158 003 HAROT 956,410.49 1,692,359.37 1,299,792.70 1.780 1.788 5,790.03 0.68 1.93 5,792.64 037833DL1 40164 003 AAPL 1,000,000.00 999,830.00 999,830.00 1.700 1.711 4,250.00 14.17 0.00 4,264.17 037833DL1 40166 003 AAPL 5,000,000.00 4,991,750.00 4,991,750.00 1.700 1.763 21,250.00 687.50 0.00 21,937.50 3137B36J2 40167 003 FHLMC 4,784,238.00 5,026,132.80 5,010,619.36 3.320 -0.599 7,962.35 -15,131.45 -318.24 -7,487.34 3138LC5B7 40169 003 FNMA 1,000,000.00 1,019,843.75 1,019,843.75 2.710 2.118 6,850.27 -1,464.55 0.00 5,385.72 3140HUNV4 40171 003 FNMA 4,916,499.95 5,024,906.93 5,015,598.99 2.420 0.112 6,028.46 -4,453.97 -173.30 1,401.19 30298LAA9 40173 003 FHLMC 5,082,925.90 5,764,952.40 5,712,116.40 1.990 1.932 27,510.91 0.00 0.00 27,510.91 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.862 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,607,163.38 1,787,407.31 1,781,858.76 2.090 1.836 9,014.43 -857.24 0.00 8,157.19 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.667 40,625.00 853.32 0.00 41,478.32 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 2.002 25,125.00 -151.46 0.00 24,973.54 89233MAD5 40186 003 TMCC 1,010,607.45 1,499,325.25 1,238,121.82 1.920 1.933 5,947.55 5.36 14.16 5,967.07 677522T20 40188 003 OHS 0.00 1,950,000.00 642,857.14 1.800 1.825 2,925.00 0.00 0.00 2,925.00 3138ELJW4 40189 003 FNMA 2,009,566.12 4,529,889.60 4,465,568.24 2.791 -3.512 25,676.12 -64,780.19 0.00 -39,104.07 43813VAC2 40190 003 HAROT 3,232,298.88 4,588,513.66 3,910,983.69 1.830 1.851 17,909.35 42.07 97.53 18,048.95 3138L1UV9 40194 003 FNMA 0.00 4,015,708.95 1,064,549.00 2.220 -7.802 0.00 -20,706.00 0.00 -20,706.00 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.690 78,821.33 -14,576.77 0.00 64,244.56 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.697 46,750.00 -204.01 0.00 46,545.99 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.350 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.222 41,720.01 0.00 0.00 41,720.01 3138L4EN9 40206 003 FNMA 21,921,140.50 22,088,803.79 22,503,069.85 2.610 2.491 143,400.84 -3,667.64 0.00 139,733.20 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.880 35,750.00 -11,418.00 0.00 24,332.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.654 6,774.99 0.00 0.00 6,774.99 46625HJE1 40213 003 JPM 2,050,000.00 2,119,372.00 2,119,372.00 3.250 1.923 16,656.25 -6,496.86 0.00 10,159.39 30295NAE0 40214 003 FHLMC 259,680.56 261,319.09 260,985.97 2.050 2.046 1,333.66 -2.05 0.00 1,331.61 3136ACGJ4 40221 003 FNMA 1,120,518.26 2,422,314.48 1,868,991.65 2.509 -1.953 9,408.23 -18,509.92 0.00 -9,101.69 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.775 80,000.00 -33,955.31 0.00 46,044.69 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.904 25,899.99 0.00 0.00 25,899.99 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 30298LAA9 40231 003 FHLMC 597,243.82 677,381.93 679,563.37 1.990 1.317 3,232.54 -1,001.72 0.00 2,230.82 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.973 2,425.00 0.00 0.00 2,425.00 254687FJ0 40237 003 DIS 1,412,000.00 1,405,490.68 1,405,490.68 1.650 1.851 5,824.50 662.71 0.00 6,487.21 69371RQ33 40238 003 PCAR 1,000,000.00 986,760.00 986,760.00 2.000 2.573 5,000.00 1,329.91 0.00 6,329.91 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.806 77,024.50 -28,556.66 0.00 48,467.84 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.752 42,187.50 -18,724.84 0.00 23,462.66 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.077 17,675.00 -8,063.43 0.00 9,611.57 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.707 4,687.50 580.50 0.00 5,268.00 89239RAC0 40252 003 TMCC 862,853.20 1,128,525.11 986,196.79 1.360 1.381 3,355.36 11.49 27.94 3,394.79 44891LAC7 40253 003 HART 852,551.58 1,077,793.54 957,988.51 1.410 1.432 3,379.13 12.30 28.96 3,420.39 76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.369 9,776.91 0.00 0.00 9,776.91 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.674 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.723 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.559 8,807.75 669.61 0.00 9,477.36 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.762 12,740.63 158.55 0.00 12,899.18 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.920 32,734.44 -24,231.47 0.00 8,502.97 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.702 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.566 69,249.99 0.00 0.00 69,249.99 69371RN77 40267 003 PCAR 2,897,000.00 2,970,699.68 2,970,699.68 2.300 1.139 16,657.75 -8,219.30 0.00 8,438.45 459058GU1 40269 003 IBRD 16,000,000.00 16,606,400.00 16,606,400.00 2.125 0.319 85,000.00 -71,810.53 0.00 13,189.47 43813DAC2 40270 003 HAROT 1,182,686.94 1,527,078.13 1,343,943.79 0.820 0.829 2,756.55 6.41 14.24 2,777.20 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.352 6,250.00 2,508.33 0.00 8,758.33 3136AL7K1 40272 003 FNMA 2,909,733.51 2,944,021.63 3,180,365.44 2.967 2.384 21,726.63 -2,825.34 0.00 18,901.29 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.752 75,000.00 0.00 0.00 75,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.656 165,864.75 -121,054.93 0.00 44,809.82 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.850 4,000.00 231.67 0.00 4,231.67 3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.495 35,629.38 0.00 0.00 35,629.38 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.051 2,620.00 0.00 0.00 2,620.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.226 2,751.75 0.00 0.00 2,751.75 24422EVG1 40279 003 JD 7,500,000.00 7,508,925.00 7,508,925.00 0.550 0.493 10,312.50 -1,075.30 0.00 9,237.20 56052AE77 40280 003 MES 0.00 1,009,720.00 676,845.27 1.250 0.739 2,083.33 -836.73 0.00 1,246.60 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.852 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.582 14,500.00 0.00 0.00 14,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.304 7,500.00 75.28 0.00 7,575.28 459058GU1 40287 003 IBRD 7,500,000.00 7,779,030.00 7,779,030.00 2.125 0.288 39,843.75 -34,260.16 0.00 5,583.59 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.544 12,500.00 1,036.15 0.00 13,536.15 3136AGMB5 40289 003 FNMA 986,157.33 1,268,931.90 1,221,880.56 2.492 -1.831 6,827.50 -12,404.52 0.00 -5,577.02 3130AJS26 40291 003 FHLB 25,000,000.00 25,000,000.00 25,000,000.00 0.220 0.221 13,750.00 0.00 0.00 13,750.00 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.835 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.835 1,353.62 0.00 0.00 1,353.62 30315EAA4 40295 003 FHLMC 3,418,905.27 3,432,334.08 3,443,692.85 0.830 0.820 7,103.53 -65.68 0.00 7,037.85 89237VAB5 40296 003 TMCC 3,356,167.35 4,297,841.79 3,792,329.84 0.440 0.448 4,173.70 17.31 41.67 4,232.68 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.637 8,250.00 -305.68 0.00 7,944.32 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.501 6,375.00 -122.22 0.00 6,252.78 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.502 3,125.00 6.30 0.00 3,131.30 30288WAK5 40300 003 FHLMC 262,572.65 263,925.36 270,830.04 2.190 2.076 1,440.06 -38.26 0.00 1,401.80 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.595 33,750.00 -25,906.88 0.00 7,843.12 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.521 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.421 4,562.25 0.00 0.00 4,562.25 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.447 19,464.00 -16,579.16 0.00 2,884.84 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.438 4,687.50 753.34 0.00 5,440.84 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.552 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.842 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.414 4,875.00 287.53 0.00 5,162.53 3138L9QS4 40314 003 FNMA 2,500,000.00 2,500,000.00 2,650,781.25 2.810 2.657 17,562.51 0.00 0.00 17,562.51 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.491 30,461.00 -25,485.35 0.00 4,975.65 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.251 1,250.00 1,243.33 0.00 2,493.33 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.791 10,650.00 -756.77 0.00 9,893.23 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.806 22,125.00 -1,956.08 0.00 20,168.92 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.508 20,000.00 -17,536.94 0.00 2,463.06 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.383 33,361.50 -29,356.49 0.00 4,005.01 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.353 8,500.00 297.45 0.00 8,797.45 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.697 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.767 2,648.81 0.00 0.00 2,648.81 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.633 4,889.62 -1,353.58 0.00 3,536.04 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.604 7,858.70 -2,434.24 0.00 5,424.46 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.609 22,075.00 -6,717.44 0.00 15,357.56 3136AY6S7 40327 003 FNMA 3,567,819.46 3,608,472.41 3,848,608.21 2.624 2.125 23,422.12 -3,035.96 0.00 20,386.16 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.798 34,447.50 0.00 0.00 34,447.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.430 9,375.00 1,326.37 0.00 10,701.37 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.552 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.320 9,084.38 -2,228.40 0.00 6,855.98 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.417 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.498 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.400 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.509 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.499 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.516 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.340 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.525 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 4,175,668.25 4,432,154.60 4,324,137.92 0.670 0.541 7,095.28 -1,257.81 0.00 5,837.47 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.505 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.301 37,500.00 -29,666.67 0.00 7,833.33 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.509 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.436 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.390 6,125.00 676.67 0.00 6,801.67 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.514 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.602 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.602 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.416 32,026.50 0.00 0.00 32,026.50 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.655 16,339.78 0.00 0.00 16,339.78 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.802 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.611 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.003 25,000.00 0.00 0.00 25,000.00 COVID RELIEF 40363 003 STPOOL 75,000,000.00 75,000,000.00 73,881,992.58 0.740 0.751 138,339.32 0.00 0.00 138,339.32 14913R2B2 40367 003 CAT 0.00 5,039,650.00 2,325,992.31 0.950 0.123 5,541.67 -4,826.96 0.00 714.71 06417MQL2 40380 003 BNSHOU 0.00 13,910,344.08 12,687,456.69 0.200 0.200 6,414.06 -79.77 0.00 6,334.29 78012UP82 40382 003 RY 0.00 25,000,000.00 24,725,274.73 0.190 0.193 11,875.00 0.00 0.00 11,875.00 89114WF75 40390 003 TD 0.00 30,000,000.00 16,153,846.15 0.160 0.162 6,533.33 0.00 0.00 6,533.33 06367CKK2 40391 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.160 0.162 10,111.11 0.00 0.00 10,111.11 06367CL39 40392 003 BMO 25,000,000.00 25,000,000.00 25,000,000.00 0.160 0.162 10,111.11 0.00 0.00 10,111.11 45950KCS7 40408 003 IFC 24,721,000.00 24,768,711.53 24,768,711.53 0.500 0.356 30,901.25 -8,890.35 0.00 22,010.90 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.018 50,000.00 751.39 0.00 50,751.39 3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.647 12,450.00 933.75 0.00 13,383.75 3130ADRG9 40411 003 FHLB 1,050,000.00 1,081,675.88 1,081,675.88 2.750 0.413 7,218.75 -6,104.56 0.00 1,114.19 3133ENBT6 40412 003 FFCB 1,825,000.00 1,822,098.25 1,822,098.25 0.180 0.317 821.25 618.86 0.00 1,440.11 3135G0T94 40414 003 FNMA 2,700,000.00 2,763,871.20 2,763,871.20 2.375 0.321 16,031.25 -13,818.29 0.00 2,212.96 3135G04Q3 40415 003 FNMA 2,963,000.00 2,952,599.87 2,952,599.87 0.250 0.487 1,851.88 1,736.57 0.00 3,588.45 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.877 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.904 10,359.37 613.93 0.00 10,973.30 45950VLH7 40419 003 IFC 3,173,000.00 3,222,800.24 3,222,800.24 2.000 0.253 15,865.00 -13,833.40 0.00 2,031.60 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.498 6,125.00 2,538.35 0.00 8,663.35 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.927 5,109.37 1,159.02 0.00 6,268.39 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.690 4,921.87 486.36 0.00 5,408.23 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.965 25,250.00 -1,158.34 0.00 24,091.66 3133EMZP0 40424 003 FFCB 1,250,000.00 1,245,450.00 1,245,450.00 0.140 0.391 437.50 777.04 0.00 1,214.54 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
91282CAG6 40426 003 USTR 20,000,000.00 19,993,276.00 19,993,276.00 0.125 0.169 6,182.07 2,249.57 0.00 8,431.64 594918BH6 40431 003 MSFT 5,580,000.00 5,677,092.00 5,677,092.00 2.650 0.724 36,967.50 -26,722.57 0.00 10,244.93 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.967 16,774.70 -12,078.34 0.00 4,696.36 3133EMGX4 40433 003 FFCB 20,000,000.00 19,961,764.00 19,961,764.00 0.125 0.325 6,250.00 9,945.78 0.00 16,195.78 931142DU4 40434 003 WMT 5,000,000.00 5,094,800.00 5,094,800.00 2.350 0.482 29,375.00 -23,247.96 0.00 6,127.04 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.731 23,351.25 2,783.29 0.00 26,134.54 3133ELYR9 40436 003 FFCB 0.00 5,853,182.40 2,251,224.00 0.250 0.113 1,421.87 -789.96 0.00 631.91 3133ENAQ3 40437 003 FFCB 20,350,000.00 20,320,899.50 20,320,899.50 0.070 0.244 3,561.25 8,788.75 0.00 12,350.00 742718EU9 40438 003 PG 10,026,000.00 10,153,229.94 10,153,229.94 2.150 0.204 53,889.75 -48,726.36 0.00 5,163.39 037833CQ1 40439 003 AAPL 0.00 8,861,072.00 3,894,976.70 2.300 0.581 22,488.89 -16,847.45 0.00 5,641.44 3130AKDH6 40440 003 FHLB 5,300,000.00 5,294,382.00 5,294,382.00 0.125 0.251 1,656.25 1,652.36 0.00 3,308.61 037833CQ1 40441 003 AAPL 0.00 1,444,700.60 635,033.23 2.300 0.614 3,667.22 -2,694.61 0.00 972.61 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.881 7,367.19 -5,020.76 0.00 2,346.43 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.689 14,380.00 -9,332.33 0.00 5,047.67 931142DU4 40444 003 WMT 10,000,000.00 10,184,200.00 10,184,200.00 2.350 0.475 58,750.00 -46,698.59 0.00 12,051.41 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.682 10,617.75 323.54 0.00 10,941.29 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.050 34,755.00 -94.11 0.00 34,660.89 89236THD0 40447 003 TMCC 5,860,000.00 5,863,574.60 5,863,574.60 0.450 0.347 6,592.50 -1,517.52 0.00 5,074.98 89236TEL5 40448 003 TMCC 15,003,000.00 15,332,765.94 15,332,765.94 2.700 0.611 101,270.25 -77,897.46 0.00 23,372.79 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.366 66,978.75 -30,771.82 0.00 36,206.93 3130AQJL8 40451 003 FHLB 0.00 9,999,627.90 5,384,415.02 0.120 0.132 1,633.33 136.07 0.00 1,769.40 912796N47 40455 003 USTR 0.00 19,995,955.56 1,318,414.65 0.080 0.081 0.00 266.67 0.00 266.67 912796U72 40456 003 USTR 0.00 9,996,165.00 3,515,134.95 0.118 0.120 0.00 1,048.89 0.00 1,048.89 912828XG0 40457 003 USTR 0.00 15,138,867.19 14,972,506.01 2.125 0.210 79,247.24 -71,417.41 0.00 7,829.83 912828XR6 40458 003 USTR 0.00 20,128,906.25 13,271,806.32 1.750 0.132 57,692.31 -53,340.52 0.00 4,351.79 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.013 75,000.00 -48,710.10 0.00 26,289.90 459056LD7 40460 003 IBRD 2,000,000.00 2,147,432.00 2,147,432.00 7.625 0.459 38,125.00 -35,669.03 0.00 2,455.97 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.206 6,212.50 1,217.65 0.00 7,430.15 037833DE7 40462 003 AAPL 15,266,000.00 15,537,963.79 15,537,963.79 2.400 0.609 91,596.00 -67,990.95 0.00 23,605.05 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.354 103,908.75 -50,830.10 0.00 53,078.65 037833BU3 40464 003 AAPL 3,052,000.00 3,118,625.16 3,118,625.16 2.850 0.844 21,745.50 -15,180.42 0.00 6,565.08 3133EMYL0 40465 003 FFCB 0.00 9,995,783.00 3,624,844.38 0.040 0.181 366.67 1,265.10 0.00 1,631.77 3130AJY52 40466 003 FHLB 10,000,000.00 9,988,752.10 9,988,752.10 0.125 0.321 3,125.00 4,866.88 0.00 7,991.88 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 0.750 0.740 8,055.55 1,146.89 0.00 9,202.44 3133ENLB4 40468 003 FFCB 20,000,000.00 19,988,000.00 19,988,000.00 0.460 0.522 23,000.00 3,000.00 0.00 26,000.00 3134GXJH8 40469 003 FHLMC 4,225,000.00 4,176,243.50 4,176,243.50 0.220 0.913 2,323.75 7,181.81 0.00 9,505.56 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.499 60,000.00 31,487.90 0.00 91,487.90 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.186 89,745.00 -53,061.12 0.00 36,683.88 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 0.875 0.840 41,875.00 0.00 0.00 41,875.00 3130AQN584 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 0.700 0.745 24,500.00 1,458.33 0.00 25,958.33 912796J42 40474 003 USTR 0.00 19,980,025.00 16,686,614.29 0.255 0.259 0.00 10,766.67 0.00 10,766.67 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 0.875 0.881 15,075.00 720.00 0.00 15,795.00 9128286Y1 40476 003 USTR 0.00 20,114,062.50 16,577,524.04 1.750 0.266 72,115.38 -61,104.91 0.00 11,010.47 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 0.875 0.840 41,875.00 0.00 0.00 41,875.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 0.750 0.727 22,265.62 375.00 0.00 22,640.62 3130ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.607 41,400.00 64.69 0.00 41,464.69 3133ENAL4 40480 003 FFCB 4,150,000.00 4,103,407.95 4,103,407.95 0.290 0.959 3,008.75 6,807.28 0.00 9,816.03 912796R43 40481 003 USTR 0.00 79,910,871.11 72,885,739.58 0.271 0.275 0.00 49,984.45 0.00 49,984.45 037833BU3 40482 003 AAPL 2,336,000.00 2,371,857.60 2,371,857.60 2.850 1.336 16,644.00 -8,745.75 0.00 7,898.25 3130ABCF1 40484 003 FHLB 0.00 1,005,665.01 574,665.72 2.500 0.505 3,611.11 -2,888.04 0.00 723.07 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.757 92,385.00 -37,134.89 0.00 55,250.11 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.203 82,567.50 568.13 0.00 83,135.63 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.816 52,012.50 -18,235.27 0.00 33,777.23 037833CQ1 40488 003 AAPL 0.00 3,007,005.00 1,321,760.44 2.300 1.162 7,666.67 -3,838.36 0.00 3,828.31 313380GJ0 40489 003 FHLB 10,000,000.00 10,068,160.00 10,068,160.00 2.000 0.732 50,000.00 -31,620.62 0.00 18,379.38 3134GW6E1 40490 003 FHLMC 20,000,000.00 19,520,000.00 19,520,000.00 0.320 1.841 16,000.00 73,594.54 0.00 89,594.54 3134GVJ66 40491 003 FHLMC 0.00 4,507,970.50 3,368,593.34 0.250 0.447 2,098.40 1,658.25 0.00 3,756.65 89233HDM3 40492 003 TMCC 0.00 19,989,105.56 4,393,210.01 0.530 0.538 0.00 5,888.89 0.00 5,888.89 89233HF90 40493 003 TMCC 0.00 19,960,344.44 15,134,766.66 0.830 0.843 0.00 31,816.67 0.00 31,816.67 89233HF25 40494 003 TMCC 0.00 9,982,663.89 6,801,375.40 0.790 0.802 0.00 13,605.55 0.00 13,605.55 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 1.375 1.642 3,437.50 625.00 0.00 4,062.50 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 1.500 1.578 17,250.00 805.00 0.00 18,055.00 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.376 7,238.12 1,908.38 0.00 9,146.50 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.379 727.50 153.24 0.00 880.74 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.455 10,325.00 3,841.71 0.00 14,166.71 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.200 1,162.50 6,790.66 0.00 7,953.16 3133ENAL4 40501 003 FFCB 1,170,000.00 1,139,135.40 1,139,135.40 0.290 2.045 848.24 4,960.38 0.00 5,808.62 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.454 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.577 3,231.25 10,922.33 0.00 14,153.58 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.576 2,679.69 7,658.31 0.00 10,338.00 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.579 3,250.00 8,794.28 0.00 12,044.28 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.580 2,137.50 6,888.34 0.00 9,025.84 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.579 26,235.00 79,054.14 0.00 105,289.14 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.569 1,443.75 3,543.26 0.00 4,987.01 3134GW6E1 40509 003 FHLMC 18,300,000.00 17,737,824.00 17,737,824.00 0.320 2.331 14,640.00 88,454.26 0.00 103,094.26 3133EL5J9 40510 003 FFCB 13,965,000.00 13,606,518.45 13,606,518.45 0.300 2.170 10,473.75 63,137.65 0.00 73,611.40 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.464 4,648.50 1,618.56 0.00 6,267.06 3130APWH4 40512 003 FHLB 2,000,000.00 1,951,980.00 1,951,980.00 0.750 2.271 3,749.99 7,300.34 0.00 11,050.33 3133ENGW4 40513 003 FFCB 1,859,000.00 1,808,137.76 1,808,137.76 0.660 2.337 3,067.35 7,467.54 0.00 10,534.89 3133EMYW6 40514 003 FFCB 1,347,000.00 1,304,057.64 1,304,057.64 0.230 2.277 774.52 6,629.18 0.00 7,403.70 3135G05P4 40515 003 FNMA 3,371,000.00 0.00 2,927,436.78 0.300 2.216 2,247.34 13,923.94 0.00 16,171.28 3130AQJM6 40516 003 FHLB 1,400,000.00 0.00 1,194,519.46 1.250 2.853 3,888.89 4,608.46 0.00 8,497.35 3130AMU67 40517 003 FHLB 6,000,000.00 0.00 5,082,694.81 0.400 2.717 5,333.33 29,090.29 0.00 34,423.62 3130AQGT4 40518 003 FHLB 23,060,000.00 0.00 19,602,267.03 1.100 2.866 56,368.89 83,685.48 0.00 140,054.37 3130AQMR1 40519 003 FHLB 23,390,000.00 0.00 19,953,363.85 1.250 2.862 64,972.22 77,396.25 0.00 142,368.47 3130AQZ48 40520 003 FHLB 3,060,000.00 0.00 2,678,522.24 2.000 2.747 13,600.00 4,741.75 0.00 18,341.75 3130APXH3 40521 003 FHLB 9,120,000.00 0.00 6,818,603.08 0.800 2.628 13,984.01 30,697.92 0.00 44,681.93 3133EMSC7 40522 003 FFCB 3,500,000.00 0.00 2,507,426.92 0.480 3.088 3,220.00 16,085.16 0.00 19,305.16 3130ARVJ7 40523 003 FHLB 20,000,000.00 0.00 13,846,153.85 3.250 3.243 111,944.44 0.00 0.00 111,944.44 3133ENUZ1 40524 003 FFCB 20,000,000.00 0.00 15,300,000.00 3.090 3.263 118,450.00 6,033.39 0.00 124,483.39 3134GXSF2 40525 003 FHLMC 10,000,000.00 0.00 6,923,076.92 2.500 2.494 43,055.56 0.00 0.00 43,055.56 3133ENVK3 40526 003 FFCB 20,000,000.00 0.00 14,285,714.29 3.650 3.644 129,777.78 0.00 0.00 129,777.78 3130APM44 40527 003 FHLB 3,565,000.00 0.00 2,653,237.54 0.500 2.628 3,416.45 13,967.82 0.00 17,384.27 594918BJ2 40528 003 MSFT 4,000,000.00 0.00 2,944,613.19 3.125 3.126 22,916.67 31.23 0.00 22,947.90 3130ARR86 40529 003 FHLB 13,270,000.00 0.00 9,170,202.88 1.625 1.746 37,137.57 2,783.25 0.00 39,920.82 3133EMSE3 40530 003 FFCB 4,916,000.00 0.00 2,715,447.14 0.110 1.914 751.05 12,205.24 0.00 12,956.29 3130A0F70 40531 003 FHLB 10,215,000.00 0.00 5,798,512.20 3.375 2.511 47,882.81 -11,584.21 0.00 36,298.60 3130APQJ7 40532 003 FHLB 1,500,000.00 0.00 817,541.21 0.575 2.424 1,197.92 3,743.19 0.00 4,941.11 3130APWH4 40533 003 FHLB 6,000,000.00 0.00 3,210,962.64 0.750 2.502 6,125.00 13,902.46 0.00 20,027.46 3133ELSP0 40534 003 FFCB 14,800,000.00 0.00 8,051,362.64 0.750 1.941 15,108.33 23,852.09 0.00 38,960.42 3133EMST0 40535 003 FFCB 1,530,000.00 0.00 828,089.72 0.140 1.963 291.55 3,761.61 0.00 4,053.16 3134G3X54 40536 003 FHLMC 2,635,000.00 0.00 1,445,572.58 2.000 2.138 7,173.05 531.65 0.00 7,704.70 3130AS3T46 40537 003 FHLB 9,305,000.00 0.00 4,600,453.35 2.125 2.127 24,167.15 230.66 0.00 24,397.81 459058JM6 40538 003 IBRD 5,580,000.00 0.00 2,193,356.17 0.250 2.521 1,395.00 12,391.58 0.00 13,786.58 3130AS2M0 40539 003 FHLB 3,835,000.00 0.00 1,601,428.57 2.650 2.616 10,445.05 0.00 0.00 10,445.05 89233HF66 40540 003 TMCC 0.00 0.00 2,856,327.78 0.790 0.801 0.00 5,705.56 0.00 5,705.56 313380GJ0 40541 003 FHLB 10,000,000.00 0.00 4,183,800.00 2.000 1.325 20,555.55 -6,730.48 0.00 13,825.07 3130AS3J6 40542 003 FHLB 2,700,000.00 0.00 1,127,247.03 2.500 2.482 6,937.50 37.00 0.00 6,974.50 3130AS4H9 40543 003 FHLB 4,885,000.00 0.00 1,932,527.47 2.250 2.218 10,685.94 0.00 0.00 10,685.94 3130ARVT5 40544 003 FHLB 3,630,000.00 0.00 1,519,962.38 3.000 2.818 11,192.50 -514.26 0.00 10,678.24 3130AMNR9 40545 003 FHLB 20,000,000.00 0.00 7,892,160.29 0.625 2.944 12,847.22 45,086.45 0.00 57,933.67 3130AMU67 40546 003 FHLB 20,000,000.00 0.00 7,956,531.87 0.400 2.755 8,222.23 46,431.56 0.00 54,653.79 3130APWH4 40547 003 FHLB 20,000,000.00 0.00 8,132,417.58 0.750 2.541 15,416.66 36,105.95 0.00 51,522.61 3130ASB65 40548 003 FHLB 11,000,000.00 0.00 4,230,663.46 1.880 1.855 19,531.11 35.15 0.00 19,566.26 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2022 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130ASBG3 40549 003 FHLB 7,150,000.00 0.00 1,253,685.71 2.125 2.320 6,752.78 499.37 0.00 7,252.15 3133ENYA2 40550 003 FFCB 5,200,000.00 0.00 1,365,531.43 3.450 3.601 11,960.00 299.13 0.00 12,259.13 3134GXRL0 40551 003 FHLMC 12,940,000.00 0.00 3,398,993.88 3.125 3.321 26,958.33 1,186.31 0.00 28,144.64 3130ARMT5 40552 003 FHLB 8,905,000.00 0.00 2,337,791.49 2.800 3.048 16,622.66 1,143.33 0.00 17,765.99 037833DV9 40553 003 AAPL 10,000,000.00 0.00 2,492,580.77 0.750 2.305 4,791.67 9,534.98 0.00 14,326.65 31422XRQ7 40554 003 FAMC 10,779,000.00 0.00 1,941,107.19 0.690 3.224 3,512.15 12,092.02 0.00 15,604.17 3130ASD30 40555 003 FHLB 1,540,000.00 0.00 252,701.31 2.290 2.792 1,469.42 289.39 0.00 1,758.81 3134GXYM0 40556 003 FHLMC 5,615,000.00 0.00 184,234.32 3.125 3.424 1,462.24 110.66 0.00 1,572.90 594918BB9 40557 003 MSFT 11,335,000.00 0.00 1,952,868.54 2.700 3.577 13,602.00 3,812.92 0.00 17,414.92 3134GXYT5 40558 003 FHLMC 7,250,000.00 0.00 158,300.16 2.900 3.404 1,168.06 175.34 0.00 1,343.40 3134GXYT5 40559 003 FHLMC 4,500,000.00 0.00 98,255.27 2.900 3.404 725.00 108.83 0.00 833.83 3130AS6D6 40560 003 FHLB 1,250,000.00 0.00 216,914.29 2.875 3.624 1,597.22 362.73 0.00 1,959.95 3133EMBQ4 40561 003 FFCB 1,025,000.00 0.00 173,241.67 0.270 3.413 123.00 1,351.08 0.00 1,474.08 3135G05U3 40562 003 FNMA 7,200,000.00 0.00 1,223,588.57 0.350 3.353 1,120.00 9,109.79 0.00 10,229.79 3135G05P4 40563 003 FNMA 5,000,000.00 0.00 850,356.04 0.300 3.341 666.67 6,415.69 0.00 7,082.36 594918BB9 40564 003 MSFT 7,250,000.00 0.00 1,167,807.69 2.700 3.692 8,156.25 2,593.62 0.00 10,749.87 3134GXKH6 40565 003 FHLMC 5,000,000.00 0.00 865,397.80 0.125 2.736 277.78 5,625.23 0.00 5,903.01 CAMP 40566 003 CAMP 269,000,000.00 0.00 32,505,494.51 1.270 1.402 113,594.86 0.00 0.00 113,594.86 Subtotal 2,701,373,713.56 2,308,294,080.87 2,457,446,727.48 1.116 7,389,046.36 -552,296.00 -924.49 6,835,825.87 Fund: CSJ/CSC JP
9128286Y1 40371 152 USTR 0.00 915,993.20 754,939.45 1.750 0.080 3,248.80 -3,097.77 0.00 151.03 Subtotal 0.00 915,993.20 754,939.45 0.080 3,248.80 -3,097.77 0.00 151.03 Fund: SJCE
VP4560000 40162 501 WELLS 20,156,896.89 20,143,782.82 20,149,626.68 0.588 0.541 27,182.74 0.00 0.00 27,182.74 Subtotal 20,156,896.89 20,143,782.82 20,149,626.68 0.541 27,182.74 0.00 0.00 27,182.74 Total 2,721,530,610.45 2,329,353,856.89 2,478,351,293.61 1.111 7,419,477.90 -555,393.77 -924.49 6,863,159.64 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:32 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
City of San Jose
Total Earnings
City of San Jose
, CA
Sorted by Fund - Investment Number
July 1, 2021 - June 30, 2022
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 5,000,000.00 75,000,000.00 66,574,729.12 0.740 0.350 233,205.74 0.00 0.00 233,205.74 VP6000104 36512 003 WELLS 252,407,740.81 83,017,462.65 69,526,325.34 0.654 0.228 158,784.00 0.00 0.00 158,784.00 CSJFA 37042 003 STPOOL 5,000,000.00 75,000,000.00 70,691,903.23 0.740 0.363 256,910.45 0.00 0.00 256,910.45 3130A8QS5 37449 003 FHLB 0.00 9,950,700.00 354,408.49 1.125 1.247 4,062.50 356.06 0.00 4,418.56 3137EAEC9 37466 003 FHLMC 0.00 9,949,200.00 1,144,839.45 1.125 1.220 12,812.50 1,157.11 0.00 13,969.61 70922PAH5 37497 003 PASTRN 0.00 2,057,320.00 862,383.45 2.609 1.964 21,741.67 -4,806.04 0.00 16,935.63 544351KQ1 37505 003 LOS 0.00 9,990,900.00 1,697,084.38 2.150 2.131 35,833.33 323.08 0.00 36,156.41 544351KQ1 37510 003 LOS 0.00 3,227,055.00 548,157.29 2.150 2.274 11,645.83 818.98 0.00 12,464.81 459058FY4 37523 003 IBRD 0.00 9,945,700.00 5,694,935.07 2.000 2.108 113,888.89 6,184.17 0.00 120,073.06 574193NC8 37534 003 MDS 0.00 5,000,000.00 3,520,547.95 2.250 2.255 79,375.00 0.00 0.00 79,375.00 13066YTZ2 37546 003 CASPWR 0.00 19,750,600.00 16,449,814.79 2.000 2.279 333,333.33 41,566.67 0.00 374,900.00 20772JL67 37560 003 CTS 0.00 3,007,500.00 255,431.51 2.570 2.455 6,425.00 -153.27 0.00 6,271.73 45905UC51 37564 003 IBRD 0.00 30,000,000.00 0.00 2.070 0.00 0.00 0.00 0.00 84247PHX2 37565 003 STNPWR 2,710,000.00 2,831,272.50 2,831,272.50 3.258 2.247 88,291.80 -24,665.59 0.00 63,626.21 3130ABQY5 37569 003 FHLB 0.00 3,636,672.50 0.00 1.800 0.00 0.00 0.00 0.00 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.203 125,000.00 -13,416.34 0.00 111,583.66 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.408 125,000.00 -4,141.87 0.00 120,858.13 3130ACZS6 37589 003 FHLB 10,000,000.00 9,982,270.00 9,982,270.00 2.100 2.143 210,000.00 3,913.43 0.00 213,913.43 45905US21 37596 003 IBRD 0.00 25,000,000.00 0.00 2.170 0.00 0.00 0.00 0.00 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.297 131,880.00 0.00 0.00 131,880.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.932 25,180.00 3,660.00 0.00 28,840.00 4581X0CZ9 37634 003 IADB 20,000,000.00 19,089,200.00 19,089,200.00 1.750 2.962 350,000.00 215,432.32 0.00 565,432.32 544351MN6 37638 003 LOS 4,815,000.00 4,816,203.75 4,816,203.75 2.900 2.893 139,635.00 -291.03 0.00 139,343.97 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.044 170,000.00 -15,515.12 0.00 154,484.88 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.129 762,500.00 17,142.86 0.00 779,642.86 438516BM7 40015 003 HON 0.00 1,645,249.12 554,426.42 1.850 3.243 10,557.33 7,423.64 0.00 17,980.97 438516BM7 40016 003 HON 0.00 4,806,300.00 1,619,657.26 1.850 3.237 30,833.33 21,602.23 0.00 52,435.56 742718EQ8 40021 003 PG 0.00 9,617,700.00 3,293,732.88 1.700 3.082 57,611.11 43,917.70 0.00 101,528.81 544351MN6 40036 003 LOS 4,000,000.00 4,009,560.00 4,009,560.00 2.900 2.828 116,000.00 -2,607.27 0.00 113,392.73 13066YTZ2 40039 003 CASPWR 0.00 3,910,360.00 3,256,847.78 2.000 2.739 66,666.67 22,541.49 0.00 89,208.16 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3135G0U92 40043 003 FNMA 0.00 3,997,120.00 2,124,496.66 2.625 2.632 55,416.67 506.67 0.00 55,923.34 24422EUJ6 40048 003 DE 0.00 3,463,783.20 673,777.01 3.027 0.572 2,662.97 1,189.46 0.00 3,852.43 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.673 530,000.00 4,025.26 0.00 534,025.26 594918BP8 40055 003 MSFT 0.00 9,717,000.00 186,353.42 1.550 7.758 3,013.89 2,165.03 9,278.69 14,457.61 191219AP9 40063 003 KO 0.00 12,179,004.24 7,173,934.00 8.500 2.788 521,815.00 -321,806.38 0.00 200,008.62 14913Q2T5 40075 003 CAT 0.00 5,006,050.00 3,291,649.32 2.950 2.885 96,284.72 -1,326.26 0.00 94,958.46 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.537 125,000.00 1,630.00 0.00 126,630.00 91159HHC7 40080 003 USB 0.00 5,025,450.00 3,152,953.56 3.000 2.770 93,333.33 -5,278.52 -706.94 87,347.87 594918BW3 40082 003 MSFT 0.00 4,488,750.00 2,324,311.64 2.400 2.490 55,500.00 2,038.44 330.56 57,869.00 478160CD4 40091 003 JNJ 0.00 5,236,492.80 3,514,906.13 2.250 2.563 79,860.00 10,232.01 0.00 90,092.01 69371RP75 40096 003 PCAR 0.00 6,110,415.32 4,068,029.93 2.850 2.590 115,292.00 -9,931.39 0.00 105,360.61 24422EUT4 40097 003 JD 0.00 14,129,780.00 10,607,012.93 2.950 2.607 309,750.00 -33,213.84 0.00 276,536.16 06406HBY4 40100 003 BK 0.00 8,515,763.86 1,236,535.57 3.550 2.121 42,775.92 -10,494.45 -6,054.49 26,226.98 91159HHC7 40102 003 USB 0.00 6,588,465.17 4,133,585.00 3.000 2.619 121,949.33 -12,074.05 -1,617.06 108,258.22 91159HHC7 40105 003 USB 0.00 10,090,200.00 6,330,563.84 3.000 2.596 186,666.67 -19,692.78 -2,637.43 164,336.46 25468PCN4 40106 003 DIS 0.00 5,028,100.00 633,678.36 2.750 2.468 17,187.50 -1,549.63 0.00 15,637.87 69371RP83 40111 003 PCAR 0.00 7,020,650.00 6,020,447.81 2.650 2.545 159,220.83 -5,980.18 0.00 153,240.65 90331HPC1 40112 003 USB 0.00 9,989,400.00 8,073,624.66 2.650 2.692 214,208.34 2,856.11 304.26 217,368.71 13066YTZ2 40114 003 CASPWR 0.00 15,008,850.00 12,500,521.64 2.000 1.980 250,000.00 -2,538.24 0.00 247,461.76 3137AWQH1 40115 003 FHLMC 6,594,856.99 8,640,996.68 8,477,691.47 2.307 1.680 157,265.59 -14,313.88 -558.28 142,393.43 13063DLY2 40116 003 CAS 0.00 2,248,521.75 1,687,931.40 2.350 2.121 39,391.87 -3,596.92 0.00 35,794.95 3137AWQH1 40121 003 FHLMC 4,768,707.02 6,248,250.25 6,130,165.28 2.307 1.819 122,289.39 -10,393.06 -405.36 111,490.97 56052AD60 40125 003 MES 0.00 1,264,337.50 1,160,419.35 2.500 2.082 28,645.83 -4,484.72 0.00 24,161.11 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.903 187,500.00 2,600.00 0.00 190,100.00 3133EKRE8 40127 003 FFCB 0.00 16,973,820.00 11,904,925.81 1.850 1.913 221,023.61 6,738.09 0.00 227,761.70 084670BF4 40138 003 BRK 0.00 8,806,017.46 5,162,980.10 3.400 1.982 168,037.16 -65,708.85 0.00 102,328.31 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.833 175,000.00 7,605.35 0.00 182,605.35 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,390,781.25 4,390,781.25 3.060 2.143 130,050.00 -35,944.15 0.00 94,105.85 3138L9HU9 40151 003 FNMA 0.00 2,765,468.75 2,075,995.72 2.360 2.169 49,396.10 -4,374.03 0.00 45,022.07 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.676 51,257.50 -20,459.72 0.00 30,797.78 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.770 36,380.00 -17,225.71 0.00 19,154.29 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.066 137,484.00 -76,070.88 0.00 61,413.12 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.551 45,000.00 1,410.78 0.00 46,410.78 43815NAC8 40158 003 HAROT 956,410.49 4,442,341.49 2,550,865.08 1.780 1.541 39,283.77 5.33 12.14 39,301.24 438516BM7 40163 003 HON 0.00 5,006,050.00 1,686,970.27 1.850 1.772 30,833.33 -935.57 0.00 29,897.76 037833DL1 40164 003 AAPL 1,000,000.00 999,830.00 999,830.00 1.700 1.706 17,000.00 56.67 0.00 17,056.67 037833DL1 40166 003 AAPL 5,000,000.00 4,991,750.00 4,991,750.00 1.700 1.758 85,000.00 2,750.00 0.00 87,750.00 3137B36J2 40167 003 FHLMC 4,784,238.00 5,212,500.00 5,113,931.17 3.320 0.232 76,435.98 -61,768.80 -2,779.10 11,888.08 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3138LC5B7 40169 003 FNMA 1,000,000.00 1,019,843.75 1,019,843.75 2.710 2.118 27,476.37 -5,874.27 0.00 21,602.10 3140HUNV4 40171 003 FNMA 4,916,499.95 5,086,718.75 5,050,476.47 2.420 0.239 30,774.59 -17,989.04 -735.07 12,050.48 30298LAA9 40173 003 FHLMC 5,082,925.90 7,840,469.00 6,313,362.09 1.990 1.931 121,904.59 0.00 0.00 121,904.59 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.857 9,285.00 0.00 0.00 9,285.00 30314KAS2 40180 003 FHLMC 1,607,163.38 3,129,400.55 2,192,124.58 2.090 1.651 43,428.70 -7,239.76 0.00 36,188.94 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.662 162,500.00 3,413.28 0.00 165,913.28 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.997 100,500.00 -605.83 0.00 99,894.17 89233MAD5 40186 003 TMCC 1,010,607.45 2,999,783.40 2,050,733.12 1.920 1.922 39,312.02 35.41 69.52 39,416.95 677522T20 40188 003 OHS 0.00 1,950,000.00 1,624,109.59 1.800 1.801 29,250.00 0.00 0.00 29,250.00 3138ELJW4 40189 003 FNMA 2,009,566.12 6,158,994.05 4,900,348.29 2.791 0.386 125,557.45 -106,653.26 0.00 18,904.19 43813VAC2 40190 003 HAROT 3,232,298.88 8,998,396.20 6,219,443.08 1.830 1.840 113,670.80 267.07 503.58 114,441.45 3138L1UV9 40194 003 FNMA 0.00 4,108,956.25 3,333,573.77 2.220 1.391 67,561.15 -21,186.81 0.00 46,374.34 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.707 318,750.00 -58,467.29 0.00 260,282.71 3134GUQ94 40198 003 FHLMC 0.00 10,000,000.00 5,287,671.23 1.800 1.787 94,500.00 0.00 0.00 94,500.00 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.692 187,000.00 -816.03 0.00 186,183.97 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.344 185,153.28 0.00 0.00 185,153.28 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.216 166,880.04 0.00 0.00 166,880.04 3138L4EN9 40206 003 FNMA 21,921,140.50 22,589,238.61 22,762,569.83 2.610 2.485 580,201.64 -14,614.65 0.00 565,586.99 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.875 143,000.00 -45,672.00 0.00 97,328.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.647 27,099.96 0.00 0.00 27,099.96 46625HJE1 40213 003 JPM 2,050,000.00 2,119,372.00 2,119,372.00 3.250 1.917 66,625.00 -25,987.43 0.00 40,637.57 30295NAE0 40214 003 FHLMC 259,680.56 739,668.04 374,947.83 2.050 1.707 6,998.56 -599.98 0.00 6,398.58 3136ACGJ4 40221 003 FNMA 1,120,518.26 3,607,515.78 2,885,955.53 2.509 1.102 67,164.65 -35,362.00 0.00 31,802.65 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.770 320,000.00 -135,821.23 0.00 184,178.77 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.896 103,599.96 0.00 0.00 103,599.96 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 478160CD4 40229 003 JNJ 0.00 12,900,649.08 8,659,339.79 2.250 1.395 191,890.87 -71,118.40 0.00 120,772.47 30298LAA9 40231 003 FHLMC 597,243.82 921,255.11 751,092.81 1.990 1.368 14,323.82 -4,050.14 0.00 10,273.68 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.970 9,700.00 0.00 0.00 9,700.00 438516BM7 40236 003 HON 0.00 15,134,700.00 5,100,186.58 1.850 1.275 92,500.00 -27,489.80 0.00 65,010.20 254687FJ0 40237 003 DIS 1,412,000.00 1,405,490.68 1,405,490.68 1.650 1.846 23,298.00 2,650.85 0.00 25,948.85 69371RQ33 40238 003 PCAR 1,000,000.00 986,760.00 986,760.00 2.000 2.566 20,000.00 5,319.64 0.00 25,319.64 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.801 308,098.00 -114,226.63 0.00 193,871.37 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.747 168,750.00 -74,899.33 0.00 93,850.67 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.074 70,700.00 -32,253.73 0.00 38,446.27 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.705 18,750.00 2,322.00 0.00 21,072.00 89239RAC0 40252 003 TMCC 862,853.20 1,499,700.00 1,308,893.43 1.360 1.370 17,792.49 60.93 71.91 17,925.33 44891LAC7 40253 003 HART 852,551.58 1,249,708.75 1,159,908.07 1.410 1.420 16,353.62 59.47 52.98 16,466.07 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.363 39,107.66 0.00 0.00 39,107.66 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.667 106,680.00 0.00 0.00 106,680.00 3134GVPZ5 40259 003 FHLMC 0.00 25,000,000.00 0.00 0.630 0.00 0.00 0.00 0.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.721 70,000.00 2,000.00 0.00 72,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.554 35,231.00 2,678.44 0.00 37,909.44 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.760 50,962.50 634.20 0.00 51,596.70 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.918 130,937.76 -96,925.86 0.00 34,011.90 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.700 70,000.00 0.00 0.00 70,000.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.559 276,999.96 0.00 0.00 276,999.96 69371RN77 40267 003 PCAR 2,897,000.00 2,970,699.68 2,970,699.68 2.300 1.136 66,631.00 -32,877.19 0.00 33,753.81 459058GU1 40269 003 IBRD 16,000,000.00 16,606,400.00 16,606,400.00 2.125 0.318 340,000.00 -287,242.11 0.00 52,757.89 43813DAC2 40270 003 HAROT 1,182,686.94 1,999,842.60 1,757,976.65 0.820 0.824 14,407.40 33.46 36.35 14,477.21 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.351 25,000.00 10,033.33 0.00 35,033.33 3136AL7K1 40272 003 FNMA 2,909,733.51 3,461,986.75 3,341,930.75 2.967 1.346 90,498.51 -45,505.67 0.00 44,992.84 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.750 300,000.00 0.00 0.00 300,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.654 663,459.00 -484,219.73 0.00 179,239.27 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.848 16,000.00 926.67 0.00 16,926.67 3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.488 142,517.52 0.00 0.00 142,517.52 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.048 10,480.00 0.00 0.00 10,480.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.223 11,007.00 0.00 0.00 11,007.00 24422EVG1 40279 003 JD 7,500,000.00 7,508,925.00 7,508,925.00 0.550 0.492 41,250.00 -4,301.21 0.00 36,948.79 56052AE77 40280 003 MES 0.00 1,009,720.00 926,729.32 1.250 0.740 11,458.33 -4,602.01 0.00 6,856.32 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.850 255,000.00 0.00 0.00 255,000.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.580 58,000.00 0.00 0.00 58,000.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.303 30,000.00 301.11 0.00 30,301.11 3134GVS41 40285 003 FHLMC 0.00 25,000,000.00 3,904,109.59 0.420 0.418 16,333.33 0.00 0.00 16,333.33 459058GU1 40287 003 IBRD 7,500,000.00 7,779,030.00 7,779,030.00 2.125 0.287 159,375.00 -137,040.65 0.00 22,334.35 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.543 50,000.00 4,144.60 0.00 54,144.60 3136AGMB5 40289 003 FNMA 986,157.33 1,765,494.19 1,513,040.48 2.492 0.041 34,805.61 -34,187.31 0.00 618.30 46625HJC5 40290 003 JPM 0.00 2,091,063.87 257,802.39 4.350 0.343 10,633.33 -9,748.93 0.00 884.40 3130AJS26 40291 003 FHLB 25,000,000.00 25,000,000.00 25,000,000.00 0.220 0.220 55,000.00 0.00 0.00 55,000.00 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.833 8,330.00 0.00 0.00 8,330.00 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.833 5,414.50 0.00 0.00 5,414.50 30315EAA4 40295 003 FHLMC 3,418,905.27 3,472,724.06 3,464,336.62 0.830 0.817 28,583.72 -263.22 0.00 28,320.50 89237VAB5 40296 003 TMCC 3,356,167.35 4,999,615.00 4,630,964.40 0.440 0.443 20,371.55 84.54 75.46 20,531.55 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.635 33,000.00 -1,222.72 0.00 31,777.28 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.500 25,500.00 -488.86 0.00 25,011.14 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.501 12,500.00 25.19 0.00 12,525.19 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
30288WAK5 40300 003 FHLMC 262,572.65 267,989.46 272,957.16 2.190 2.071 5,805.31 -153.20 0.00 5,652.11 55380THE3 40302 003 MUFGBK 0.00 25,000,000.00 2,945,205.48 0.320 0.324 9,555.56 0.00 0.00 9,555.56 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.594 135,000.00 -103,627.53 0.00 31,372.47 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.520 75,998.00 0.00 0.00 75,998.00 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.420 18,249.00 0.00 0.00 18,249.00 89114NSX4 40307 003 TD 0.00 30,000,000.00 5,013,698.63 0.240 0.243 12,200.00 0.00 0.00 12,200.00 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.446 77,856.00 -66,316.63 0.00 11,539.37 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.437 18,750.00 3,013.35 0.00 21,763.35 78012UYA7 40310 003 RY 0.00 20,000,000.00 4,657,534.25 0.240 0.243 11,333.33 0.00 0.00 11,333.33 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.550 55,000.00 0.00 0.00 55,000.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.840 33,600.00 0.00 0.00 33,600.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.413 19,500.00 1,150.11 0.00 20,650.11 3138L9QS4 40314 003 FNMA 2,500,000.00 2,500,000.00 2,650,781.25 2.810 2.650 70,250.04 0.00 0.00 70,250.04 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.490 121,844.00 -101,941.41 0.00 19,902.59 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.250 5,000.00 4,973.33 0.00 9,973.33 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.789 42,600.00 -3,027.08 0.00 39,572.92 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.804 88,500.00 -7,824.34 0.00 80,675.66 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.507 80,000.00 -70,147.76 0.00 9,852.24 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.382 133,446.00 -117,425.97 0.00 16,020.03 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.352 34,000.00 1,189.81 0.00 35,189.81 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.695 6,950.00 0.00 0.00 6,950.00 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.765 10,595.26 0.00 0.00 10,595.26 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.632 19,558.46 -5,414.32 0.00 14,144.14 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.602 31,434.80 -9,736.94 0.00 21,697.86 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.607 88,300.00 -26,869.73 0.00 61,430.27 3136AY6S7 40327 003 FNMA 3,567,819.46 4,897,291.16 4,441,379.02 2.624 0.152 106,024.09 -99,284.94 0.00 6,739.15 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.790 137,790.00 0.00 0.00 137,790.00 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.429 37,500.00 5,305.49 0.00 42,805.49 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 50,000.00 0.00 0.00 50,000.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.550 82,500.00 0.00 0.00 82,500.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.319 36,337.50 -8,913.61 0.00 27,423.89 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.416 50,000.00 -8,207.00 0.00 41,793.00 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.496 48,000.00 1,600.00 0.00 49,600.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.399 150,000.00 -69,148.80 0.00 80,851.20 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.508 50,000.00 758.77 0.00 50,758.77 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.497 48,000.00 1,678.00 0.00 49,678.00 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.514 50,000.00 1,382.05 0.00 51,382.05 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.339 119,125.00 -101,616.21 0.00 17,508.79 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 50,000.00 0.00 0.00 50,000.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.524 37,500.00 14,536.51 0.00 52,036.51 30318CAA5 40342 003 FHLMC 4,175,668.25 4,991,543.75 4,670,378.81 0.670 0.573 30,767.25 -4,001.05 0.00 26,766.20 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.504 61,810.00 -25,978.87 0.00 35,831.13 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.300 150,000.00 -118,666.67 0.00 31,333.33 89233GVX1 40345 003 TMCC 0.00 14,982,504.17 2,503,925.35 0.190 0.193 0.00 4,829.17 0.00 4,829.17 62478UAT3 40346 003 MUBCD 0.00 25,000,000.00 6,780,821.92 0.180 0.183 12,375.00 0.00 0.00 12,375.00 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.508 45,000.00 5,620.00 0.00 50,620.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.435 581,250.00 -509,415.00 0.00 71,835.00 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.389 24,500.00 2,706.67 0.00 27,206.67 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 50,000.00 0.00 0.00 50,000.00 78015CWA6 40351 003 RY 0.00 24,978,708.33 4,858,872.03 0.140 0.142 0.00 6,902.78 0.00 6,902.78 06367CAH0 40352 003 BMO 0.00 25,000,000.00 14,931,506.85 0.180 0.183 27,250.00 0.00 0.00 27,250.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.512 50,000.00 1,200.00 0.00 51,200.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.600 30,000.00 0.00 0.00 30,000.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.600 30,000.00 0.00 0.00 30,000.00 3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.410 128,106.00 0.00 0.00 128,106.00 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.650 65,000.00 0.00 0.00 65,000.00 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.800 80,000.00 0.00 0.00 80,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.610 75,000.00 -13,709.52 0.00 61,290.48 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.000 100,000.00 0.00 0.00 100,000.00 89233GU12 40361 003 TMCC 0.00 49,994,263.89 0.00 0.070 0.00 0.00 0.00 0.00 62478UC38 40362 003 UNIONB 0.00 35,000,000.00 0.00 0.060 0.00 0.00 0.00 0.00 COVID RELIEF 40363 003 STPOOL 75,000,000.00 75,000,000.00 74,722,193.02 0.740 0.383 286,304.98 0.00 0.00 286,304.98 46625HJC5 40364 003 JPM 0.00 1,009,550.00 124,465.07 4.350 0.104 5,316.67 -5,187.65 0.00 129.02 89233GZ33 40365 003 TMCC 0.00 19,986,061.11 8,487,231.43 0.130 0.132 0.00 11,194.45 0.00 11,194.45 62479LXR1 40366 003 MUFGBK 0.00 9,996,666.67 3,177,022.83 0.080 0.081 0.00 2,577.78 0.00 2,577.78 14913R2B2 40367 003 CAT 0.00 5,039,650.00 4,363,094.25 0.950 0.122 41,166.67 -35,857.39 0.00 5,309.28 89114WBP9 40368 003 TD 0.00 10,000,000.00 4,712,328.77 0.070 0.071 3,344.44 0.00 0.00 3,344.44 06367CGB7 40369 003 BMO 0.00 25,000,000.00 12,465,753.42 0.100 0.101 12,638.89 0.00 0.00 12,638.89 89114WBX2 40370 003 TD 0.00 25,000,000.00 5,205,479.45 0.040 0.041 2,111.11 0.00 0.00 2,111.11 64990FC93 40372 003 NYSPIT 0.00 2,000,000.00 1,408,219.18 0.167 0.167 2,356.56 0.00 0.00 2,356.56 89114WCA1 40373 003 TD 0.00 30,000,000.00 11,589,041.10 0.110 0.112 12,925.00 0.00 0.00 12,925.00 912796J26 40374 003 USTR 0.00 29,999,160.00 1,561,600.11 0.036 0.037 0.00 570.00 0.00 570.00 912796C56 40375 003 USTR 0.00 24,999,000.00 1,917,731.51 0.040 0.041 0.00 777.78 0.00 777.78 912796K24 40376 003 USTR 0.00 29,998,425.00 3,862,810.89 0.035 0.035 0.00 1,370.83 0.00 1,370.83 912796J26 40377 003 USTR 0.00 19,999,444.44 1,041,066.97 0.040 0.041 0.00 422.23 0.00 422.23 62479LZH1 40378 003 MUFGBK 0.00 9,996,655.56 4,628,588.46 0.070 0.071 0.00 3,286.11 0.00 3,286.11 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89233GZ33 40379 003 TMCC 0.00 9,995,172.22 4,244,525.19 0.110 0.112 0.00 4,736.11 0.00 4,736.11 06417MQL2 40380 003 BNSHOU 0.00 13,910,344.08 13,605,459.83 0.200 0.200 27,588.17 -343.12 0.00 27,245.05 62479LX83 40381 003 MUFGBK 0.00 0.00 2,711,806.64 0.070 0.071 0.00 1,925.00 0.00 1,925.00 78012UP82 40382 003 RY 0.00 0.00 24,931,506.85 0.190 0.193 48,027.78 0.00 0.00 48,027.78 89233GXL5 40383 003 TMCC 0.00 0.00 7,258,777.55 0.070 0.071 0.00 5,152.78 0.00 5,152.78 62479LXN0 40384 003 MUFGBK 0.00 0.00 2,903,511.02 0.070 0.071 0.00 2,061.11 0.00 2,061.11 89233GZH2 40385 003 TMCC 0.00 0.00 6,654,837.95 0.090 0.091 0.00 6,075.00 0.00 6,075.00 78012UR23 40386 003 RY 0.00 0.00 13,424,657.53 0.120 0.122 16,333.33 0.00 0.00 16,333.33 912796K73 40387 003 USTR 0.00 0.00 8,820,536.93 0.035 0.035 0.00 3,130.56 0.00 3,130.56 62479MAE3 40388 003 MUFGBK 0.00 0.00 4,436,558.63 0.090 0.091 0.00 4,050.00 0.00 4,050.00 62479MCR2 40389 003 MUFGBK 0.00 0.00 14,511,141.86 0.110 0.112 0.00 16,194.44 0.00 16,194.44 89114WF75 40390 003 TD 0.00 0.00 21,534,246.58 0.160 0.162 34,933.33 0.00 0.00 34,933.33 06367CKK2 40391 003 BMO 25,000,000.00 0.00 20,890,410.96 0.160 0.162 33,888.89 0.00 0.00 33,888.89 06367CL39 40392 003 BMO 25,000,000.00 0.00 20,273,972.60 0.160 0.162 32,888.89 0.00 0.00 32,888.89 912796G60 40393 003 USTR 0.00 0.00 1,534,158.87 0.147 0.149 0.00 2,286.67 0.00 2,286.67 912796G78 40394 003 USTR 0.00 0.00 1,150,617.81 0.100 0.101 0.00 1,166.67 0.00 1,166.67 912796ZB8 40395 003 USTR 0.00 0.00 383,558.47 0.043 0.043 0.00 165.28 0.00 165.28 89233GY91 40396 003 TMCC 0.00 0.00 1,041,062.92 0.060 0.061 0.00 633.33 0.00 633.33 89233GZE9 40397 003 TMCC 0.00 0.00 1,479,274.52 0.080 0.081 0.00 1,200.00 0.00 1,200.00 912796H69 40398 003 USTR 0.00 0.00 657,514.52 0.045 0.046 0.00 300.00 0.00 300.00 912796N70 40399 003 USTR 0.00 0.00 1,534,186.91 0.050 0.051 0.00 777.78 0.00 777.78 912828U81 40400 003 USTR 0.00 0.00 2,721,629.34 2.000 0.087 53,804.35 -51,435.00 0.00 2,369.35 9127964W6 40401 003 USTR 0.00 0.00 109,588.07 0.040 0.041 0.00 44.44 0.00 44.44 9127965G0 40402 003 USTR 0.00 0.00 931,462.86 0.050 0.051 0.00 472.22 0.00 472.22 912796J59 40403 003 USTR 0.00 0.00 2,246,421.83 0.060 0.061 0.00 1,366.67 0.00 1,366.67 912796ZX0 40404 003 USTR 0.00 0.00 643,759.97 0.090 0.091 0.00 587.50 0.00 587.50 912796J75 40405 003 USTR 0.00 0.00 1,506,688.17 0.070 0.071 0.00 1,069.44 0.00 1,069.44 459058FY4 40406 003 IBRD 0.00 0.00 2,887,117.40 2.000 0.112 57,500.00 -54,255.00 0.00 3,245.00 89114WKY0 40407 003 TD 0.00 0.00 2,575,342.47 0.150 0.152 3,916.67 0.00 0.00 3,916.67 45950KCS7 40408 003 IFC 24,721,000.00 0.00 15,336,243.30 0.500 0.357 76,909.78 -22,127.09 0.00 54,782.69 3130APRF4 40409 003 FHLB 20,000,000.00 0.00 12,377,989.04 1.000 1.020 124,444.45 1,870.13 0.00 126,314.58 3130APWP6 40410 003 FHLB 8,300,000.00 0.00 4,975,518.00 0.600 0.649 30,018.33 2,251.38 0.00 32,269.71 3130ADRG9 40411 003 FHLB 1,050,000.00 0.00 651,969.02 2.750 0.414 17,485.42 -14,786.60 0.00 2,698.82 3133ENBT6 40412 003 FFCB 1,825,000.00 0.00 1,098,251.00 0.180 0.318 1,989.25 1,499.01 0.00 3,488.26 4581X0CW6 40413 003 IADB 0.00 0.00 399,023.92 2.125 0.087 8,415.00 -8,067.84 0.00 347.16 3135G0T94 40414 003 FNMA 2,700,000.00 0.00 1,665,894.97 2.375 0.322 38,831.25 -33,470.97 0.00 5,360.28 3135G04Q3 40415 003 FNMA 2,963,000.00 0.00 1,779,649.24 0.250 0.488 4,485.65 4,206.36 0.00 8,692.01 912796ZX0 40416 003 USTR 0.00 0.00 1,205,418.68 0.082 0.084 0.00 1,008.33 0.00 1,008.33 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130APZU2 40417 003 FHLB 1,900,000.00 0.00 1,108,767.12 0.875 0.879 9,744.10 0.00 0.00 9,744.10 3130APU45 40418 003 FHLB 4,875,000.00 0.00 2,840,595.72 0.850 0.906 24,286.98 1,439.31 0.00 25,726.29 45950VLH7 40419 003 IFC 3,173,000.00 0.00 1,880,702.61 2.000 0.253 37,194.61 -32,431.64 0.00 4,762.97 3135G05U3 40420 003 FNMA 7,000,000.00 0.00 4,074,760.03 0.350 0.498 14,359.72 5,951.02 0.00 20,310.74 3130APKF1 40421 003 FHLB 2,725,000.00 0.00 1,582,254.45 0.750 0.929 11,978.64 2,717.27 0.00 14,695.91 3130APMH5 40422 003 FHLB 3,150,000.00 0.00 1,826,808.07 0.625 0.691 11,484.37 1,134.85 0.00 12,619.22 3133ENFZ8 40423 003 FFCB 10,000,000.00 0.00 5,788,857.26 1.010 0.966 58,636.11 -2,689.91 0.00 55,946.20 3133EMZP0 40424 003 FFCB 1,250,000.00 0.00 723,384.66 0.140 0.392 1,020.84 1,813.09 0.00 2,833.93 912796J75 40425 003 USTR 0.00 0.00 1,205,378.16 0.138 0.139 0.00 1,680.56 0.00 1,680.56 91282CAG6 40426 003 USTR 20,000,000.00 0.00 11,557,756.81 0.125 0.170 14,433.33 5,216.04 0.00 19,649.37 313376C94 40427 003 FHLB 0.00 0.00 87,721.21 2.625 0.061 2,333.33 -2,280.00 0.00 53.33 742718DY2 40428 003 PG 0.00 0.00 625,606.30 2.300 0.171 14,087.50 -13,020.00 0.00 1,067.50 037833CM0 40429 003 AAPL 0.00 0.00 1,000,829.62 2.500 0.157 24,625.00 -12,572.18 -10,476.82 1,576.00 912828G87 40430 003 USTR 0.00 0.00 1,371,681.92 2.125 0.169 28,872.28 -26,556.00 0.00 2,316.28 594918BH6 40431 003 MSFT 5,580,000.00 0.00 3,219,611.08 2.650 0.725 84,203.75 -60,868.07 0.00 23,335.68 594918AW4 40432 003 MSFT 1,851,000.00 0.00 1,094,400.20 3.625 0.968 37,836.25 -27,243.38 0.00 10,592.87 3133EMGX4 40433 003 FFCB 20,000,000.00 0.00 11,266,091.46 0.125 0.326 14,166.67 22,543.77 0.00 36,710.44 931142DU4 40434 003 WMT 5,000,000.00 0.00 2,861,463.01 2.350 0.483 66,256.94 -52,437.06 0.00 13,819.88 3130APQU2 40435 003 FHLB 14,370,000.00 0.00 7,783,540.03 0.650 0.731 50,853.84 6,061.38 0.00 56,915.22 3133ELYR9 40436 003 FFCB 0.00 0.00 2,277,128.50 0.250 0.112 5,728.12 -3,182.40 0.00 2,545.72 3133ENAQ3 40437 003 FFCB 20,350,000.00 0.00 11,023,392.06 0.070 0.244 7,755.61 19,139.93 0.00 26,895.54 742718EU9 40438 003 PG 10,026,000.00 0.00 5,479,962.46 2.150 0.204 116,761.12 -105,573.78 0.00 11,187.34 037833CQ1 40439 003 AAPL 0.00 0.00 3,544,428.80 2.300 0.577 81,522.22 -61,072.00 0.00 20,450.22 3130AKDH6 40440 003 FHLB 5,300,000.00 0.00 2,872,020.92 0.125 0.251 3,606.94 3,598.46 0.00 7,205.40 037833CQ1 40441 003 AAPL 0.00 0.00 573,922.16 2.300 0.610 13,202.00 -9,700.60 0.00 3,501.40 594918BX1 40442 003 MSFT 1,025,000.00 0.00 564,581.71 2.875 0.882 15,634.82 -10,655.17 0.00 4,979.65 594918BQ6 40443 003 MSFT 2,876,000.00 0.00 1,552,973.81 2.000 0.690 30,517.55 -19,805.27 0.00 10,712.28 931142DU4 40444 003 WMT 10,000,000.00 0.00 5,385,070.14 2.350 0.475 124,680.55 -99,104.79 0.00 25,575.76 3133ENGW4 40445 003 FFCB 6,435,000.00 0.00 3,454,124.65 0.660 0.683 22,887.15 697.42 0.00 23,584.57 3130APS48 40446 003 FHLB 13,240,000.00 0.00 7,110,288.74 1.050 1.051 74,916.34 -202.85 0.00 74,713.49 89236THD0 40447 003 TMCC 5,860,000.00 0.00 3,100,465.47 0.450 0.347 13,990.75 -3,220.51 0.00 10,770.24 89236TEL5 40448 003 TMCC 15,003,000.00 0.00 8,107,462.54 2.700 0.612 214,917.97 -165,315.73 0.00 49,602.24 13063DMA3 40449 003 CAS 10,110,000.00 0.00 5,097,088.07 2.650 1.373 129,492.25 -59,492.18 0.00 70,000.07 459058FY4 40450 003 IBRD 0.00 0.00 260,535.55 2.000 0.097 5,277.78 -5,025.00 0.00 252.78 3130AQJL8 40451 003 FHLB 0.00 0.00 3,671,096.27 0.120 0.132 4,466.67 372.10 0.00 4,838.77 912796C31 40452 003 USTR 0.00 0.00 575,329.71 0.038 0.039 0.00 221.67 0.00 221.67 912796M97 40453 003 USTR 0.00 0.00 3,451,795.03 0.043 0.044 0.00 1,505.00 0.00 1,505.00 912796N39 40454 003 USTR 0.00 0.00 3,451,611.78 0.055 0.056 0.00 1,925.00 0.00 1,925.00 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
912796N47 40455 003 USTR 0.00 0.00 4,985,293.03 0.080 0.081 0.00 4,044.44 0.00 4,044.44 912796U72 40456 003 USTR 0.00 0.00 3,204,250.15 0.118 0.120 0.00 3,835.00 0.00 3,835.00 912828XG0 40457 003 USTR 0.00 0.00 7,258,360.98 2.125 0.210 154,091.85 -138,867.19 0.00 15,224.66 912828XR6 40458 003 USTR 0.00 0.00 7,996,414.81 1.750 0.132 139,423.08 -128,906.25 0.00 10,516.83 037833CG3 40459 003 AAPL 10,000,000.00 0.00 4,989,657.53 3.000 1.019 145,000.00 -94,172.87 0.00 50,827.13 459056LD7 40460 003 IBRD 2,000,000.00 0.00 1,029,590.68 7.625 0.461 73,708.33 -68,960.13 0.00 4,748.20 3130AQG49 40461 003 FHLB 2,485,000.00 0.00 1,110,529.75 1.000 1.212 11,251.53 2,205.30 0.00 13,456.83 037833DE7 40462 003 AAPL 15,266,000.00 0.00 7,194,290.08 2.400 0.612 170,979.20 -126,916.44 0.00 44,062.76 037833DF4 40463 003 AAPL 15,114,000.00 0.00 7,237,070.16 2.750 1.361 192,808.46 -94,318.08 0.00 98,490.38 037833BU3 40464 003 AAPL 3,052,000.00 0.00 1,401,245.28 2.850 0.849 39,383.51 -27,493.42 0.00 11,890.09 3133EMYL0 40465 003 FFCB 0.00 0.00 3,012,427.75 0.040 0.181 1,222.22 4,217.00 0.00 5,439.22 3130AJY52 40466 003 FHLB 10,000,000.00 0.00 4,597,562.61 0.125 0.323 5,798.61 9,030.77 0.00 14,829.38 3130AQCN1 40467 003 FHLB 5,000,000.00 0.00 2,240,397.26 0.750 0.689 13,368.05 2,077.15 0.00 15,445.20 3133ENLB4 40468 003 FFCB 20,000,000.00 0.00 8,980,909.59 0.460 0.524 41,655.56 5,433.33 0.00 47,088.89 3134GXJH8 40469 003 FHLMC 4,225,000.00 0.00 1,876,449.13 0.220 0.917 4,208.57 13,007.05 0.00 17,215.62 3130ALHH0 40470 003 FHLB 25,000,000.00 0.00 10,999,120.55 0.960 1.506 108,666.66 57,028.08 0.00 165,694.74 037833CG3 40471 003 AAPL 11,966,000.00 0.00 5,538,552.60 3.000 1.192 161,541.00 -95,510.02 0.00 66,030.98 3130AQQQ9 40472 003 FHLB 20,000,000.00 0.00 8,438,356.16 0.875 0.807 68,125.00 0.00 0.00 68,125.00 3130AQN584 40473 003 FHLB 14,000,000.00 0.00 5,937,773.97 0.700 0.748 41,922.22 2,495.37 0.00 44,417.59 912796J42 40474 003 USTR 0.00 0.00 7,718,311.03 0.255 0.259 0.00 19,975.00 0.00 19,975.00 3130AQMQ3 40475 003 FHLB 7,200,000.00 0.00 3,033,251.51 0.875 0.849 24,525.00 1,224.00 0.00 25,749.00 9128286Y1 40476 003 USTR 0.00 0.00 7,714,982.88 1.750 0.266 134,615.38 -114,062.50 0.00 20,552.88 3130AQQQ9 40477 003 FHLB 20,000,000.00 0.00 8,438,356.16 0.875 0.807 68,125.00 0.00 0.00 68,125.00 3130AQMU4 40478 003 FHLB 12,500,000.00 0.00 5,272,232.19 0.750 0.694 35,937.50 637.50 0.00 36,575.00 3130ENMH0 40479 003 FFCB 10,350,000.00 0.00 4,394,765.96 1.600 1.614 70,840.00 110.69 0.00 70,950.69 3133ENAL4 40480 003 FFCB 4,150,000.00 0.00 1,753,785.32 0.290 0.964 5,181.73 11,723.65 0.00 16,905.38 912796R43 40481 003 USTR 0.00 0.00 32,402,216.23 0.271 0.275 0.00 89,128.89 0.00 89,128.89 037833BU3 40482 003 AAPL 2,336,000.00 0.00 890,258.88 2.850 1.350 25,335.87 -13,312.98 0.00 12,022.89 3134GBDS8 40483 003 FHLMC 0.00 0.00 126,390.45 2.500 0.358 3,333.33 -2,880.72 0.00 452.61 3130ABCF1 40484 003 FHLB 0.00 0.00 278,279.91 2.500 0.510 7,083.33 -5,665.01 0.00 1,418.32 037833CG3 40485 003 AAPL 12,318,000.00 0.00 4,734,200.56 3.000 1.776 140,630.50 -56,527.56 0.00 84,102.94 3133ENPB0 40486 003 FFCB 15,150,000.00 0.00 5,599,222.09 2.180 2.227 123,851.25 852.19 0.00 124,703.44 037833CU2 40487 003 AAPL 7,300,000.00 0.00 2,514,144.60 2.850 1.836 71,083.75 -24,921.54 0.00 46,162.21 037833CQ1 40488 003 AAPL 0.00 0.00 593,162.63 2.300 1.178 13,991.67 -7,005.00 0.00 6,986.67 313380GJ0 40489 003 FHLB 10,000,000.00 0.00 3,475,584.00 2.000 0.740 70,000.00 -44,268.87 0.00 25,731.13 3134GW6E1 40490 003 FHLMC 20,000,000.00 0.00 5,775,780.82 0.320 1.827 18,844.45 86,678.02 0.00 105,522.47 3134GVJ66 40491 003 FHLMC 0.00 0.00 1,037,450.75 0.250 0.443 2,568.19 2,029.50 0.00 4,597.69 89233HDM3 40492 003 TMCC 0.00 0.00 2,026,292.89 0.530 0.538 0.00 10,894.44 0.00 10,894.44 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89233HF90 40493 003 TMCC 0.00 0.00 4,702,985.27 0.830 0.843 0.00 39,655.56 0.00 39,655.56 89233HF25 40494 003 TMCC 0.00 0.00 2,160,631.36 0.790 0.802 0.00 17,336.11 0.00 17,336.11 3130ARAY7 40495 003 FHLB 1,000,000.00 0.00 269,198.63 1.375 1.626 3,704.86 673.61 0.00 4,378.47 3130ARBY6 40496 003 FHLB 4,600,000.00 0.00 1,194,746.03 1.500 1.562 17,825.00 831.83 0.00 18,656.83 3130AR7C9 40497 003 FHLB 1,565,000.00 0.00 401,870.56 1.850 2.352 7,479.39 1,971.99 0.00 9,451.38 3133ENQC7 40498 003 FFCB 150,000.00 0.00 41,091.78 1.940 2.358 800.25 168.56 0.00 968.81 3130AQT78 40499 003 FHLB 2,360,000.00 0.00 640,568.01 1.750 2.433 11,357.50 4,225.88 0.00 15,583.38 3136G46V0 40500 003 FNMA 1,500,000.00 0.00 401,205.21 0.310 2.181 1,278.75 7,469.73 0.00 8,748.48 3133ENAL4 40501 003 FFCB 1,170,000.00 0.00 315,212.81 0.290 2.027 933.07 5,456.42 0.00 6,389.49 3130AMR53 40502 003 FHLB 20,000,000.00 0.00 5,276,904.11 0.620 2.432 34,100.00 94,237.46 0.00 128,337.46 3136G4H55 40503 003 FNMA 2,350,000.00 0.00 609,539.51 0.550 2.554 3,554.38 12,014.56 0.00 15,568.94 3136G4R62 40504 003 FNMA 1,715,000.00 0.00 445,458.68 0.625 2.553 2,947.66 8,424.14 0.00 11,371.80 3134GW5R3 40505 003 FHLMC 2,000,000.00 0.00 518,409.48 0.650 2.556 3,575.00 9,673.71 0.00 13,248.71 3134GWUG9 40506 003 FHLMC 1,500,000.00 0.00 388,340.90 0.570 2.557 2,351.25 7,577.17 0.00 9,928.42 3134GWVN3 40507 003 FHLMC 17,490,000.00 0.00 4,531,500.62 0.600 2.556 28,858.50 86,959.55 0.00 115,818.05 3130ANWN6 40508 003 FHLB 825,000.00 0.00 215,454.48 0.700 2.546 1,588.12 3,897.59 0.00 5,485.71 3134GW6E1 40509 003 FHLMC 18,300,000.00 0.00 4,519,500.36 0.320 2.306 14,802.66 89,437.09 0.00 104,239.75 3133EL5J9 40510 003 FFCB 13,965,000.00 0.00 3,466,866.34 0.300 2.147 10,590.12 63,839.18 0.00 74,429.30 3134GXMZ4 40511 003 FHLMC 1,033,000.00 0.00 259,912.71 1.800 2.438 4,700.15 1,636.54 0.00 6,336.69 3130APWH4 40512 003 FHLB 2,000,000.00 0.00 497,353.81 0.750 2.247 3,791.66 7,381.45 0.00 11,173.11 3133ENGW4 40513 003 FFCB 1,859,000.00 0.00 460,703.59 0.660 2.312 3,101.43 7,550.51 0.00 10,651.94 3133EMYW6 40514 003 FFCB 1,347,000.00 0.00 332,266.74 0.230 2.253 783.13 6,702.84 0.00 7,485.97 3135G05P4 40515 003 FNMA 3,371,000.00 0.00 729,854.10 0.300 2.216 2,247.34 13,923.94 0.00 16,171.28 3130AQJM6 40516 003 FHLB 1,400,000.00 0.00 297,811.70 1.250 2.853 3,888.89 4,608.46 0.00 8,497.35 3130AMU67 40517 003 FHLB 6,000,000.00 0.00 1,267,192.41 0.400 2.717 5,333.33 29,090.29 0.00 34,423.62 3130AQGT4 40518 003 FHLB 23,060,000.00 0.00 4,887,140.55 1.100 2.866 56,368.89 83,685.48 0.00 140,054.37 3130AQMR1 40519 003 FHLB 23,390,000.00 0.00 4,974,674.27 1.250 2.862 64,972.22 77,396.25 0.00 142,368.47 3130AQZ48 40520 003 FHLB 3,060,000.00 0.00 667,795.96 2.000 2.747 13,600.00 4,741.75 0.00 18,341.75 3130APXH3 40521 003 FHLB 9,120,000.00 0.00 1,699,980.49 0.800 2.628 13,984.01 30,697.92 0.00 44,681.93 3133EMSC7 40522 003 FFCB 3,500,000.00 0.00 625,139.32 0.480 3.088 3,220.00 16,085.16 0.00 19,305.16 3130ARVJ7 40523 003 FHLB 20,000,000.00 0.00 3,452,054.79 3.250 3.243 111,944.44 0.00 0.00 111,944.44 3133ENUZ1 40524 003 FFCB 20,000,000.00 0.00 3,814,520.55 3.090 3.263 118,450.00 6,033.39 0.00 124,483.39 3134GXSF2 40525 003 FHLMC 10,000,000.00 0.00 1,726,027.40 2.500 2.494 43,055.56 0.00 0.00 43,055.56 3133ENVK3 40526 003 FFCB 20,000,000.00 0.00 3,561,643.84 3.650 3.644 129,777.78 0.00 0.00 129,777.78 3130APM44 40527 003 FHLB 3,565,000.00 0.00 661,492.10 0.500 2.628 3,416.45 13,967.82 0.00 17,384.27 594918BJ2 40528 003 MSFT 4,000,000.00 0.00 734,136.44 3.125 3.126 22,916.67 31.23 0.00 22,947.90 3130ARR86 40529 003 FHLB 13,270,000.00 0.00 2,286,269.76 1.625 1.746 37,137.57 2,783.25 0.00 39,920.82 3133EMSE3 40530 003 FFCB 4,916,000.00 0.00 677,001.89 0.110 1.914 751.05 12,205.24 0.00 12,956.29 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130A0F70 40531 003 FHLB 10,215,000.00 0.00 1,445,656.47 3.375 2.511 47,882.81 -11,584.21 0.00 36,298.60 3130APQJ7 40532 003 FHLB 1,500,000.00 0.00 203,825.34 0.575 2.424 1,197.92 3,743.19 0.00 4,941.11 3130APWH4 40533 003 FHLB 6,000,000.00 0.00 800,541.37 0.750 2.502 6,125.00 13,902.46 0.00 20,027.46 3133ELSP0 40534 003 FFCB 14,800,000.00 0.00 2,007,326.03 0.750 1.941 15,108.33 23,852.09 0.00 38,960.42 3133EMST0 40535 003 FFCB 1,530,000.00 0.00 206,455.25 0.140 1.963 291.55 3,761.61 0.00 4,053.16 3134G3X54 40536 003 FHLMC 2,635,000.00 0.00 360,403.03 2.000 2.138 7,173.05 531.65 0.00 7,704.70 3130AS3T46 40537 003 FHLB 9,305,000.00 0.00 1,146,962.34 2.125 2.127 24,167.15 230.66 0.00 24,397.81 459058JM6 40538 003 IBRD 5,580,000.00 0.00 546,836.74 0.250 2.521 1,395.00 12,391.58 0.00 13,786.58 3130AS2M0 40539 003 FHLB 3,835,000.00 0.00 399,260.27 2.650 2.616 10,445.05 0.00 0.00 10,445.05 89233HF66 40540 003 TMCC 0.00 0.00 712,125.56 0.790 0.801 0.00 5,705.56 0.00 5,705.56 313380GJ0 40541 003 FHLB 10,000,000.00 0.00 1,043,084.38 2.000 1.325 20,555.55 -6,730.48 0.00 13,825.07 3130AS3J6 40542 003 FHLB 2,700,000.00 0.00 281,039.67 2.500 2.482 6,937.50 37.00 0.00 6,974.50 3130AS4H9 40543 003 FHLB 4,885,000.00 0.00 481,808.22 2.250 2.218 10,685.94 0.00 0.00 10,685.94 3130ARVT5 40544 003 FHLB 3,630,000.00 0.00 378,949.52 3.000 2.818 11,192.50 -514.26 0.00 10,678.24 3130AMNR9 40545 003 FHLB 20,000,000.00 0.00 1,967,634.48 0.625 2.944 12,847.22 45,086.45 0.00 57,933.67 3130AMU67 40546 003 FHLB 20,000,000.00 0.00 1,983,683.29 0.400 2.755 8,222.23 46,431.56 0.00 54,653.79 3130APWH4 40547 003 FHLB 20,000,000.00 0.00 2,027,534.25 0.750 2.541 15,416.66 36,105.95 0.00 51,522.61 3130ASB65 40548 003 FHLB 11,000,000.00 0.00 1,054,768.15 1.880 1.855 19,531.11 35.15 0.00 19,566.26 3130ASBG3 40549 003 FHLB 7,150,000.00 0.00 312,562.74 2.125 2.320 6,752.78 499.37 0.00 7,252.15 3133ENYA2 40550 003 FFCB 5,200,000.00 0.00 340,447.56 3.450 3.601 11,960.00 299.13 0.00 12,259.13 3134GXRL0 40551 003 FHLMC 12,940,000.00 0.00 847,420.39 3.125 3.321 26,958.33 1,186.31 0.00 28,144.64 3130ARMT5 40552 003 FHLB 8,905,000.00 0.00 582,846.64 2.800 3.048 16,622.66 1,143.33 0.00 17,765.99 037833DV9 40553 003 AAPL 10,000,000.00 0.00 621,437.95 0.750 2.305 4,791.67 9,534.98 0.00 14,326.65 31422XRQ7 40554 003 FAMC 10,779,000.00 0.00 483,947.27 0.690 3.224 3,512.15 12,092.02 0.00 15,604.17 3130ASD30 40555 003 FHLB 1,540,000.00 0.00 63,002.24 2.290 2.792 1,469.42 289.39 0.00 1,758.81 3134GXYM0 40556 003 FHLMC 5,615,000.00 0.00 45,932.39 3.125 3.424 1,462.24 110.66 0.00 1,572.90 594918BB9 40557 003 MSFT 11,335,000.00 0.00 486,879.55 2.700 3.577 13,602.00 3,812.92 0.00 17,414.92 3134GXYT5 40558 003 FHLMC 7,250,000.00 0.00 39,466.62 2.900 3.404 1,168.06 175.34 0.00 1,343.40 3134GXYT5 40559 003 FHLMC 4,500,000.00 0.00 24,496.52 2.900 3.404 725.00 108.83 0.00 833.83 3130AS6D6 40560 003 FHLB 1,250,000.00 0.00 54,080.00 2.875 3.624 1,597.22 362.73 0.00 1,959.95 3133EMBQ4 40561 003 FFCB 1,025,000.00 0.00 43,191.76 0.270 3.413 123.00 1,351.08 0.00 1,474.08 3135G05U3 40562 003 FNMA 7,200,000.00 0.00 305,059.07 0.350 3.353 1,120.00 9,109.79 0.00 10,229.79 3135G05P4 40563 003 FNMA 5,000,000.00 0.00 212,006.58 0.300 3.341 666.67 6,415.69 0.00 7,082.36 594918BB9 40564 003 MSFT 7,250,000.00 0.00 291,152.05 2.700 3.692 8,156.25 2,593.62 0.00 10,749.87 3134GXKH6 40565 003 FHLMC 5,000,000.00 0.00 215,756.71 0.125 2.736 277.78 5,625.23 0.00 5,903.01 CAMP 40566 003 CAMP 269,000,000.00 0.00 8,104,109.59 1.270 1.402 113,594.86 0.00 0.00 113,594.86 Subtotal 2,701,373,713.56 2,263,401,399.78 2,216,665,320.76 0.954 25,420,750.12 -4,246,679.12 -15,235.10 21,158,835.90 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2021 - June 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: CSJ/CSC JP
9128286Y1 40371 152 USTR 0.00 915,993.20 875,840.07 1.750 0.076 15,078.21 -14,414.95 0.00 663.26 Subtotal 0.00 915,993.20 875,840.07 0.076 15,078.21 -14,414.95 0.00 663.26 Fund: SJCE
VP4560000 40162 501 WELLS 20,156,896.89 20,142,180.58 20,144,687.43 0.588 0.147 29,653.39 0.00 0.00 29,653.39 Subtotal 20,156,896.89 20,142,180.58 20,144,687.43 0.147 29,653.39 0.00 0.00 29,653.39 Total 2,721,530,610.45 2,284,459,573.56 2,237,685,848.26 0.947 25,465,481.72 -4,261,094.07 -15,235.10 21,189,152.55 Portfolio CITY
AP
Run Date: 07/19/2022 - 13:36 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION C

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP6000104 36512 WELLS 252,407,740.81 0.654 06/30/2021 0.654 0.654 07/01 - Monthly 252,407,740.81 252,407,740.81 VP4560000 40162 WELLS 20,156,896.89 0.588 06/30/2021 0.588 0.588 07/01 - Monthly 20,156,896.89 20,156,896.89 Money Markets Totals 272,564,637.70 0.649 0.649 0.00 272,564,637.70 272,564,637.70 State Pool
CITY 32936 STPOOL 5,000,000.00 0.740 06/30/2021 0.740 0.740 07/01 - Quarterly 5,000,000.00 5,000,000.00 CSJFA 37042 STPOOL 5,000,000.00 0.740 06/30/2021 0.740 0.740 07/01 - Quarterly 5,000,000.00 5,000,000.00 COVID RELIEF 40363 STPOOL 75,000,000.00 0.740 06/30/2021 0.740 0.740 07/01 - Quarterly 75,000,000.00 75,000,000.00 State Pool Totals 85,000,000.00 0.740 0.740 0.00 85,000,000.00 85,000,000.00 JPA Pool
CAMP 40566 CAMP 269,000,000.00 1.270 06/24/2022 1.270 1.270 07/01 - Monthly 269,000,000.00 269,000,000.00 JPA Pool Totals 269,000,000.00 1.270 1.270 0.00 269,000,000.00 269,000,000.00 Corp Medium Term Notes
037833DL1 40164 AAPL 1,000,000.00 1.70009/11/2022 09/11/2019 1.706 1.706 03/11 - 09/11 999,830.00 999,988.98 037833DL1 40166 AAPL 5,000,000.00 1.70009/11/2022 09/11/2019 1.757 1.757 03/11 - 09/11 4,991,750.00 4,999,465.28 037833DV9 40263 AAPL 6,795,000.00 0.75005/11/2023 05/11/2020 0.759 0.759 11/11 - 05/11 6,793,097.40 6,794,453.88 037833CG3 40459 AAPL 10,000,000.00 3.00002/09/2024 01/07/2022 0.861 0.861 02/09 - 08/09 Received 10,407,000.00 10,312,827.13 037833DE7 40462 AAPL 15,266,000.00 2.40001/13/2023 01/13/2022 0.451 0.451 07/13 - 01/13 15,537,963.79 15,411,047.35 037833DF4 40463 AAPL 15,114,000.00 2.75001/13/2025 01/14/2022 1.295 1.295 07/13 - 01/13 1,154.54 15,723,396.48 15,629,078.40 037833BU3 40464 AAPL 3,052,000.00 2.85002/23/2023 01/18/2022 0.847 0.847 02/23 - 08/23 Received 3,118,625.16 3,091,131.74 037833CG3 40471 AAPL 11,966,000.00 3.00002/09/2024 01/19/2022 1.046 1.046 02/09 - 08/09 Received 12,402,280.36 12,306,770.34 037833BU3 40482 AAPL 2,336,000.00 2.85002/23/2023 02/14/2022 1.050 1.050 02/23 - 08/23 Received 2,371,857.60 2,358,544.62 037833CG3 40485 AAPL 12,318,000.00 3.00002/09/2024 02/14/2022 1.659 1.659 08/09 - 02/09 5,132.50 12,613,016.10 12,556,488.54 037833CU2 40487 AAPL 7,300,000.00 2.85005/11/2024 02/28/2022 1.745 1.745 05/11 - 11/11 Received 7,460,673.00 7,435,751.46 037833DV9 40553 AAPL 10,000,000.00 0.75005/11/2023 06/08/2022 2.266 2.266 11/11 - 05/11 5,625.00 9,861,950.00 9,871,484.98 06406RAE7 40242 BK 10,444,000.00 2.95001/29/2023 04/13/2020 1.823 1.823 07/29 - 01/29 Received 10,763,199.97 10,509,997.61 06406RAJ6 40320 BK 3,868,000.00 3.45008/11/2023 11/03/2020 0.394 0.394 02/11 - 08/11 Received 4,193,530.88 3,998,473.30 254687FJ0 40237 DIS 1,412,000.00 1.65009/01/2022 03/17/2020 1.843 1.843 09/01 - 03/01 Received 1,405,490.68 1,411,558.19 24422EVG1 40279 JD 7,500,000.00 0.55007/05/2022 06/08/2020 0.492 0.492 01/05 - 07/05 Received 7,508,925.00 7,500,047.79 46625HJE1 40213 JPM 2,050,000.00 3.25009/23/2022 01/22/2020 1.942 1.942 03/23 - 09/23 Received 2,119,372.00 2,055,919.36 46625HJH4 40223 JPM 10,000,000.00 3.20001/25/2023 01/31/2020 1.799 1.799 07/25 - 01/25 Received 10,405,200.00 10,076,965.36 46625HRL6 40303 JPM 5,000,000.00 2.70005/18/2023 08/20/2020 0.607 0.607 11/18 - 05/18 Received 5,284,400.00 5,091,249.80 46625HJH4 40308 JPM 2,433,000.00 3.20001/25/2023 09/25/2020 0.456 0.456 01/25 - 07/25 Received 2,587,738.80 2,470,579.42 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
46625HJT8 40348 JPM 15,000,000.00 3.87502/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 15,806,573.75 594918BH6 40431 MSFT 5,580,000.00 2.65011/03/2022 12/06/2021 0.724 0.724 05/03 - 11/03 Received 5,677,092.00 5,616,223.93 594918AW4 40432 MSFT 1,851,000.00 3.62512/15/2023 12/08/2021 0.982 0.982 12/15 - 06/15 Received 1,948,566.21 1,921,322.83 594918BX1 40442 MSFT 1,025,000.00 2.87502/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 Received 1,067,732.25 1,057,077.08 594918BQ6 40443 MSFT 2,876,000.00 2.00008/08/2023 12/20/2021 0.692 0.692 02/08 - 08/08 Received 2,936,971.20 2,917,165.93 594918BJ2 40528 MSFT 4,000,000.00 3.12511/03/2025 04/25/2022 3.129 3.129 05/03 - 11/03 Received 3,999,400.00 3,999,431.23 594918BB9 40557 MSFT 11,335,000.00 2.70002/12/2025 06/15/2022 3.498 3.498 08/12 - 02/12 104,565.38 11,106,939.80 11,110,752.72 594918BB9 40564 MSFT 7,250,000.00 2.70002/12/2025 06/16/2022 3.607 3.607 08/12 - 02/12 67,425.00 7,084,700.00 7,087,293.62 69371RQ33 40238 PCAR 1,000,000.00 2.00009/26/2022 03/30/2020 2.552 2.552 09/26 - 03/26 Received 986,760.00 998,743.97 69371RN77 40267 PCAR 2,897,000.00 2.30008/10/2022 05/13/2020 1.147 1.147 08/10 - 02/10 Received 2,970,699.68 2,900,561.69 69371RQ82 40275 PCAR 2,000,000.00 0.80006/08/2023 06/08/2020 0.847 0.847 12/08 - 06/08 1,997,220.00 1,999,132.54 69371RR24 40349 PCAR 7,000,000.00 0.35002/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,995,706.93 742718EU9 40438 PG 10,026,000.00 2.15008/11/2022 12/16/2021 0.204 0.204 02/11 - 08/11 Received 10,153,229.94 10,047,656.16 89236THD0 40447 TMCC 5,860,000.00 0.45007/22/2022 12/20/2021 0.346 0.346 01/22 - 07/22 Received 5,863,574.60 5,860,354.09 89236TEL5 40448 TMCC 15,003,000.00 2.70001/11/2023 12/20/2021 0.613 0.613 01/11 - 07/11 Received 15,332,765.94 15,167,450.21 931142DH3 40274 WMT 26,018,000.00 2.55004/11/2023 06/01/2020 0.668 0.668 10/11 - 04/11 Received 27,403,406.46 26,394,615.35 931142DU4 40434 WMT 5,000,000.00 2.35012/15/2022 12/08/2021 0.483 0.483 12/15 - 06/15 Received 5,094,800.00 5,042,362.94 931142DU4 40444 WMT 10,000,000.00 2.35012/15/2022 12/20/2021 0.475 0.475 06/15 - 12/15 Received 10,184,200.00 10,085,095.21 Corp Medium Term Notes Totals 276,575,000.00 1.146 1.146 183,902.42 283,877,480.30 279,889,343.71 Negotiable CDs
06367CKK2 40391 BMO 25,000,000.00 0.16007/01/2022 08/30/2021 0.160 0.162 07/01 - At Maturity 25,000,000.00 25,000,000.00 06367CL39 40392 BMO 25,000,000.00 0.16007/01/2022 09/08/2021 0.160 0.162 07/01 - At Maturity 25,000,000.00 25,000,000.00 Negotiable CDs Totals 50,000,000.00 0.160 0.162 0.00 50,000,000.00 50,000,000.00 Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.50007/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,923.50 31422B6K1 40334 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,994,337.78 31422B6K1 40337 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,994,061.74 3133EJD48 40013 FFCB 25,000,000.00 3.05010/02/2023 10/17/2018 3.124 3.124 04/02 - 10/02 Received 24,915,000.00 24,978,523.81 3133EJ5W5 40049 FFCB 20,000,000.00 2.65010/23/2023 01/23/2019 2.672 2.672 04/23 - 10/23 19,980,880.00 19,994,722.43 3133ELG81 40283 FFCB 10,000,000.00 0.30006/08/2023 06/12/2020 0.303 0.303 12/08 - 06/08 Received 9,999,100.00 9,999,718.12 3133ENBT6 40412 FFCB 1,825,000.00 0.18001/25/2023 11/23/2021 0.316 0.316 01/25 - 07/25 Received 1,822,098.25 1,823,597.26 3133EMGX4 40433 FFCB 20,000,000.00 0.12511/23/2022 12/07/2021 0.324 0.324 05/23 - 11/23 Received 19,961,764.00 19,984,307.77 3133ENAL4 40480 FFCB 4,150,000.00 0.29010/12/2023 01/26/2022 0.953 0.953 04/12 - 10/12 Received 4,103,407.95 4,115,131.60 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
3133ENAL4 40501 FFCB 1,170,000.00 0.29010/12/2023 03/22/2022 2.021 2.021 04/12 - 10/12 Received 1,139,135.40 1,144,591.82 3133ELSP0 40534 FFCB 14,800,000.00 0.75003/13/2023 05/12/2022 1.949 1.949 09/13 - 03/13 18,191.67 14,653,480.00 14,677,332.09 3130ACZS6 37589 FHLB 10,000,000.00 2.10007/01/2022 12/20/2017 2.141 2.141 07/01 - 01/01 9,982,270.00 10,000,000.00 3130AGWK7 40157 FHLB 3,000,000.00 1.50008/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,997,006.00 3130AJS26 40291 FHLB 25,000,000.00 0.22007/15/2022 06/24/2020 0.220 0.220 07/15 - 01/15 25,000,000.00 25,000,000.00 3130ADRG9 40411 FHLB 1,050,000.00 2.75003/10/2023 11/23/2021 0.416 0.416 03/10 - 09/10 Received 1,081,675.88 1,066,889.28 3130AKDH6 40440 FHLB 5,300,000.00 0.12510/21/2022 12/15/2021 0.250 0.250 04/21 - 10/21 Received 5,294,382.00 5,297,980.46 3130AJY52 40466 FHLB 10,000,000.00 0.12508/12/2022 01/14/2022 0.320 0.320 02/12 - 08/12 Received 9,988,752.10 9,997,782.87 313380GJ0 40489 FHLB 10,000,000.00 2.00009/09/2022 02/25/2022 0.730 0.730 03/09 - 09/09 Received 10,068,160.00 10,023,891.13 3130A0F70 40531 FHLB 10,215,000.00 3.37512/08/2023 05/11/2022 2.536 2.536 06/08 - 12/08 Received 10,346,364.90 10,334,780.69 3130AS3T46 40537 FHLB 9,305,000.00 2.12505/12/2023 05/17/2022 2.145 2.145 11/12 - 05/12 2,746.27 9,303,139.00 9,303,369.66 313380GJ0 40541 FHLB 10,000,000.00 2.00009/09/2022 05/24/2022 1.337 1.337 09/09 - Final Pmt. 41,666.67 10,019,100.00 10,012,369.52 3137EAEX3 40309 FHLMC 5,000,000.00 0.37509/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,990,273.58 3137EAEY1 40316 FHLMC 4,000,000.00 0.12510/16/2023 10/16/2020 0.250 0.250 04/16 - 10/16 3,985,080.00 3,993,576.11 3134G3X54 40536 FHLMC 2,635,000.00 2.00005/26/2023 05/12/2022 2.150 2.150 05/26 - 11/26 Received 2,630,942.10 2,631,473.75 3135G0V75 40142 FNMA 10,000,000.00 1.75007/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,984,768.17 3135G0W66 40183 FNMA 10,000,000.00 1.62510/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,992,187.40 3135G04Q3 40271 FNMA 10,000,000.00 0.25005/22/2023 05/22/2020 0.351 0.351 11/22 - 05/22 9,969,900.00 9,991,053.61 3135G04Z3 40288 FNMA 10,000,000.00 0.50006/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,987,727.36 3135G05X7 40329 FNMA 10,000,000.00 0.37508/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,983,287.71 3135G06G3 40333 FNMA 10,000,000.00 0.50011/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,027,493.48 3135G0T94 40414 FNMA 2,700,000.00 2.37501/19/2023 11/23/2021 0.322 0.322 01/19 - 07/19 Received 2,763,871.20 2,730,400.23 3135G04Q3 40415 FNMA 2,963,000.00 0.25005/22/2023 11/23/2021 0.486 0.486 05/22 - 11/22 Received 2,952,599.87 2,956,806.23 3135G05U3 40420 FNMA 7,000,000.00 0.35008/18/2023 11/30/2021 0.496 0.496 02/18 - 08/18 Received 6,982,570.00 6,988,521.02 Federal Agency Coupon Securities Totals 297,613,000.00 1.203 1.203 62,604.61 297,344,447.65 297,497,886.18 Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.12502/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,097,392.09 91282CAG6 40426 USTR 20,000,000.00 0.12508/31/2022 12/02/2021 0.170 0.170 02/28 - 08/31 Received 19,993,276.00 19,998,492.04 Treasury Coupon Securities Totals 35,000,000.00 0.836 0.836 0.00 35,238,197.88 35,095,884.13 Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.00004/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 31422XRQ7 40554 FAMC 10,779,000.00 0.69012/20/2023 06/14/2022 3.141 3.141 06/20 - 12/20 Received 10,390,632.63 10,402,724.65 3133ELJ47 40282 FFCB 10,000,000.00 0.58006/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3133EMLR1 40330 FFCB 10,000,000.00 0.50012/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.80003/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.01012/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,011,210.09 3133EMZP0 40424 FFCB 1,250,000.00 0.14005/18/2023 12/01/2021 0.390 0.390 05/18 - 11/18 Received 1,245,450.00 1,247,263.09 3133ENAQ3 40437 FFCB 20,350,000.00 0.07010/13/2022 12/15/2021 0.243 0.243 04/13 - 10/13 Received 20,320,899.50 20,340,039.43 3133ENGW4 40445 FFCB 6,435,000.00 0.66012/13/2023 12/17/2021 0.680 0.680 06/13 - 12/13 Received 6,432,426.00 6,433,123.42 3133ENLB4 40468 FFCB 20,000,000.00 0.46001/18/2023 01/18/2022 0.520 0.520 07/18 - 01/18 19,988,000.00 19,993,433.33 3130ENMH0 40479 FFCB 10,350,000.00 1.60001/27/2026 01/27/2022 1.603 1.603 07/27 - 01/27 10,348,965.00 10,349,075.69 3133ENPB0 40486 FFCB 15,150,000.00 2.18002/16/2027 02/16/2022 2.196 2.196 08/16 - 02/16 15,138,637.50 15,139,489.69 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 153.58 148,500.00 148,668.56 3133EL5J9 40510 FFCB 13,965,000.00 0.30009/01/2023 03/30/2022 2.146 2.146 09/01 - 03/01 3,374.88 13,606,518.45 13,670,357.63 3133ENGW4 40513 FFCB 1,859,000.00 0.66012/13/2023 03/30/2022 2.308 2.308 06/13 - 12/13 Received 1,808,137.76 1,815,688.27 3133EMYW6 40514 FFCB 1,347,000.00 0.23011/13/2023 03/30/2022 2.246 2.246 05/13 - 11/13 Received 1,304,057.64 1,310,760.48 3133EMSC7 40522 FFCB 3,500,000.00 0.48003/03/2025 04/22/2022 3.000 3.000 09/03 - 03/03 2,286.67 3,259,655.00 3,275,740.16 3133ENUZ1 40524 FFCB 20,000,000.00 3.09010/20/2025 04/22/2022 3.258 3.258 10/20 - 04/20 3,433.33 19,890,000.00 19,896,033.39 3133ENVK3 40526 FFCB 20,000,000.00 3.65010/27/2026 04/27/2022 3.650 3.650 10/27 - 04/27 20,000,000.00 20,000,000.00 3133EMSE3 40530 FFCB 4,916,000.00 0.11003/01/2023 05/11/2022 1.920 1.920 09/01 - 03/01 1,051.48 4,845,209.60 4,857,414.84 3133EMST0 40535 FFCB 1,530,000.00 0.14003/10/2023 05/12/2022 1.970 1.970 09/10 - 03/10 368.90 1,507,123.29 1,510,884.90 3133ENYA2 40550 FFCB 5,200,000.00 3.45006/01/2027 06/07/2022 3.545 3.545 12/01 - 06/01 2,990.00 5,177,640.00 5,177,939.13 3133EMBQ4 40561 FFCB 1,025,000.00 0.27010/05/2023 06/15/2022 3.325 3.325 10/05 - 04/05 538.13 985,312.00 986,663.08 3130AKPW0 40340 FHLB 10,000,000.00 0.50001/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,995,620.00 3130APRF4 40409 FHLB 20,000,000.00 1.00011/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 Received 19,991,000.00 19,992,870.13 3130APWP6 40410 FHLB 8,300,000.00 0.60011/24/2023 11/24/2021 0.645 0.645 05/24 - 11/24 8,292,530.00 8,294,781.38 3130APZU2 40417 FHLB 1,900,000.00 0.87505/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.85011/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 Received 4,867,687.50 4,869,126.81 3130APKF1 40421 FHLB 2,725,000.00 0.75011/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 Received 2,711,375.00 2,714,092.27 3130APMH5 40422 FHLB 3,150,000.00 0.62505/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 Received 3,145,212.00 3,146,346.85 3130APQU2 40435 FHLB 14,370,000.00 0.65011/22/2023 12/15/2021 0.728 0.728 05/22 - 11/22 Received 14,348,445.00 14,354,506.38 3130APS48 40446 FHLB 13,240,000.00 1.05011/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 Received 13,241,098.92 13,240,896.07 3130AQG49 40461 FHLB 2,485,000.00 1.00010/18/2024 01/18/2022 1.200 1.200 07/18 - 01/18 2,471,605.85 2,473,811.15 3130AQCN1 40467 FHLB 5,000,000.00 0.75001/17/2025 01/18/2022 0.810 0.810 03/17 - Quarterly Received 4,986,250.00 4,988,327.15 3130ALHH0 40470 FHLB 25,000,000.00 0.96003/05/2026 01/18/2022 1.481 1.481 03/05 - 09/05 Received 24,479,750.00 24,536,778.08 3130AQQQ9 40472 FHLB 20,000,000.00 0.87501/28/2025 01/28/2022 0.865 0.865 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQN584 40473 FHLB 14,000,000.00 0.70001/27/2025 01/27/2022 1.438 1.438 07/27 - 01/27 13,982,500.00 13,984,995.37 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130AQMQ3 40475 FHLB 7,200,000.00 0.87510/28/2025 01/28/2022 1.076 1.076 04/28 - Quarterly 7,189,200.00 7,190,424.00 3130AQQQ9 40477 FHLB 20,000,000.00 0.87501/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 0.75010/28/2024 01/28/2022 0.754 0.754 04/28 - Quarterly 12,495,875.00 12,496,512.50 3130ARAY7 40495 FHLB 1,000,000.00 1.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 993,173.61 3130ARBY6 40496 FHLB 4,600,000.00 1.50003/28/2025 03/28/2022 1.713 1.713 09/28 - 03/28 4,590,340.00 4,591,171.83 3130AR7C9 40497 FHLB 1,565,000.00 1.85012/27/2024 03/28/2022 2.357 2.357 06/27 - 12/27 1,544,029.00 1,546,000.99 3130AQT78 40499 FHLB 2,360,000.00 1.75002/28/2025 03/22/2022 2.428 2.428 08/28 - 02/28 2,753.33 2,314,924.00 2,319,149.88 3130AMR53 40502 FHLB 20,000,000.00 0.62012/09/2024 03/22/2022 2.400 2.400 06/09 - 12/09 Received 19,070,000.00 19,164,237.46 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 782,520.22 3130APWH4 40512 FHLB 2,000,000.00 0.75011/22/2023 03/30/2022 2.245 2.245 05/23 - 11/23 Received 1,951,980.00 1,959,361.45 3130AQJM6 40516 FHLB 1,400,000.00 1.25001/28/2025 04/11/2022 2.800 2.800 07/28 - 01/28 3,548.61 1,341,991.00 1,346,599.46 3130AMU67 40517 FHLB 6,000,000.00 0.40006/28/2024 04/11/2022 2.661 2.661 06/28 - 12/28 Received 5,710,188.00 5,739,278.29 3130AQGT4 40518 FHLB 23,060,000.00 1.10001/13/2025 04/11/2022 2.808 2.808 07/13 - 01/13 62,005.78 22,022,300.00 22,105,985.48 3130AQMR1 40519 FHLB 23,390,000.00 1.25001/27/2025 04/11/2022 2.808 2.808 07/27 - 01/27 60,099.31 22,416,742.10 22,494,138.35 3130AQZ48 40520 FHLB 3,060,000.00 2.00008/28/2024 04/11/2022 2.724 2.724 08/28 - 02/28 7,310.00 3,009,204.00 3,013,945.75 3130APXH3 40521 FHLB 9,120,000.00 0.80011/27/2023 04/22/2022 2.604 2.604 05/27 - 11/27 Received 8,864,184.00 8,894,881.92 3130ARVJ7 40523 FHLB 20,000,000.00 3.25004/29/2027 04/29/2022 3.250 3.250 10/29 - 04/29 20,000,000.00 20,000,000.00 3130APM44 40527 FHLB 3,565,000.00 0.50011/24/2023 04/22/2022 2.600 2.600 05/24 - 11/24 Received 3,449,208.80 3,463,176.62 3130ARR86 40529 FHLB 13,270,000.00 1.62510/27/2023 04/29/2022 1.997 1.997 10/27 - 04/27 13,245,848.60 13,248,631.85 3130APQJ7 40532 FHLB 1,500,000.00 0.57511/22/2023 05/11/2022 2.416 2.416 05/22 - 11/22 Received 1,458,750.00 1,462,493.19 3130APWH4 40533 FHLB 6,000,000.00 0.75011/22/2023 05/12/2022 2.496 2.496 05/23 - 11/23 Received 5,843,952.00 5,857,854.46 3130AS2M0 40539 FHLB 3,835,000.00 2.65011/24/2023 05/24/2022 2.650 2.650 11/24 - 05/24 3,835,000.00 3,835,000.00 3130AS3J6 40542 FHLB 2,700,000.00 2.50011/24/2023 05/24/2022 2.514 2.514 11/24 - 05/24 2,699,460.00 2,699,497.00 3130AS4H9 40543 FHLB 4,885,000.00 2.25005/26/2023 05/26/2022 2.250 2.250 11/26 - 05/26 4,885,000.00 4,885,000.00 3130ARVT5 40544 FHLB 3,630,000.00 3.00005/17/2024 05/24/2022 2.716 2.716 11/17 - 05/17 2,117.50 3,639,909.90 3,639,395.64 3130AMNR9 40545 FHLB 20,000,000.00 0.62511/27/2024 05/24/2022 2.916 2.916 05/28 - 11/28 Received 18,899,647.00 18,944,733.45 3130AMU67 40546 FHLB 20,000,000.00 0.40006/28/2024 05/24/2022 2.740 2.740 06/28 - 12/28 Received 19,053,800.00 19,100,231.56 3130APWH4 40547 FHLB 20,000,000.00 0.75011/22/2023 05/24/2022 2.551 2.551 11/23 - 05/23 416.67 19,475,000.00 19,511,105.95 3130ASB65 40548 FHLB 11,000,000.00 1.88002/23/2023 05/27/2022 1.885 1.885 11/23 - 02/23 10,999,725.00 10,999,760.15 3130ASBG3 40549 FHLB 7,150,000.00 2.12503/15/2024 06/15/2022 2.125 2.125 09/15 - 03/15 7,130,337.50 7,130,836.87 3130ARMT5 40552 FHLB 8,905,000.00 2.80010/25/2024 06/07/2022 3.000 3.000 10/25 - 04/25 29,089.67 8,864,126.05 8,865,269.38 3130ASD30 40555 FHLB 1,540,000.00 2.29006/16/2023 06/16/2022 2.750 2.750 12/16 - 06/16 1,533,054.60 1,533,343.99 3130AS6D6 40560 FHLB 1,250,000.00 2.87506/14/2024 06/15/2022 3.557 3.557 12/14 - 06/14 99.83 1,233,700.00 1,234,062.73 3134GVQX9 40261 FHLMC 10,000,000.00 0.70005/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,994,311.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3134GXJH8 40469 FHLMC 4,225,000.00 0.22009/29/2023 01/18/2022 0.907 0.907 06/29 - 12/29 Received 4,176,243.50 4,189,250.55 3134GW6E1 40490 FHLMC 20,000,000.00 0.32011/02/2023 03/15/2022 1.820 1.820 05/02 - 11/02 Received 19,520,000.00 19,606,678.02 3134GW5R3 40505 FHLMC 2,000,000.00 0.65010/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 Received 1,873,460.00 1,883,133.71 3134GWUG9 40506 FHLMC 1,500,000.00 0.57009/24/2025 03/22/2022 2.500 2.500 03/24 - 09/24 Received 1,403,410.20 1,410,987.37 3134GWVN3 40507 FHLMC 17,490,000.00 0.60009/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 16,376,215.10 16,463,174.65 3134GW6E1 40509 FHLMC 18,300,000.00 0.32011/02/2023 03/30/2022 2.300 2.300 05/02 - 11/02 Received 17,737,824.00 17,827,261.09 3134GXMZ4 40511 FHLMC 1,033,000.00 1.80003/28/2024 03/30/2022 2.446 2.446 09/28 - 03/28 103.30 1,020,087.50 1,021,724.04 3134GXSF2 40525 FHLMC 10,000,000.00 2.50004/29/2025 04/29/2022 2.500 2.500 10/29 - 04/29 10,000,000.00 10,000,000.00 3134GXRL0 40551 FHLMC 12,940,000.00 3.12505/12/2025 06/07/2022 3.270 3.270 11/12 - 05/12 28,081.60 12,887,851.80 12,889,038.11 3134GXYM0 40556 FHLMC 5,615,000.00 3.12506/28/2024 06/28/2022 3.372 3.372 12/28 - 06/28 5,588,441.05 5,588,551.71 3134GXYT5 40558 FHLMC 7,250,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 7,202,657.50 7,202,832.84 3134GXYT5 40559 FHLMC 4,500,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 4,470,615.00 4,470,723.83 3134GXKH6 40565 FHLMC 5,000,000.00 0.12501/27/2023 06/15/2022 2.694 2.694 07/27 - 01/27 2,395.83 4,921,950.00 4,927,575.23 3136G4WU3 40281 FNMA 30,000,000.00 0.85006/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 3135G06R9 40331 FNMA 15,000,000.00 0.55001/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 3136G46V0 40500 FNMA 1,500,000.00 0.31001/26/2024 03/22/2022 2.167 2.167 07/26 - 01/26 723.33 1,449,900.00 1,457,369.73 3136G4H55 40503 FNMA 2,350,000.00 0.55008/05/2025 03/22/2022 2.500 2.500 08/05 - 02/05 1,687.43 2,202,791.30 2,214,805.86 3136G4R62 40504 FNMA 1,715,000.00 0.62508/28/2025 03/22/2022 2.500 2.500 08/28 - 02/28 714.58 1,609,825.91 1,618,250.05 3135G05P4 40515 FNMA 3,371,000.00 0.30008/03/2023 04/11/2022 2.196 2.196 08/03 - 02/03 1,910.23 3,288,848.73 3,302,772.67 3135G05U3 40562 FNMA 7,200,000.00 0.35008/18/2023 06/15/2022 3.275 3.275 08/18 - 02/18 8,190.00 6,959,160.00 6,968,269.79 3135G05P4 40563 FNMA 5,000,000.00 0.30008/03/2023 06/15/2022 3.264 3.264 08/03 - 02/03 5,500.00 4,836,400.00 4,842,815.69 Federal Agency Callables Totals 896,150,000.00 1.794 1.794 230,943.97 883,876,799.41 884,985,961.55 Supranational
4581X0CZ9 37634 IADB 20,000,000.00 1.75009/14/2022 06/22/2018 2.902 2.902 09/14 - 03/14 Received 19,089,200.00 19,956,315.11 45818WCS3 40201 IADB 11,000,000.00 1.70011/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,001,935.80 45818WCW4 40321 IADB 10,000,000.00 0.34010/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,997,276.66 45818WCZ7 40357 IADB 10,000,000.00 0.65002/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 459058GQ0 40079 IBRD 5,000,000.00 2.50003/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,997,201.83 459058GX5 40126 IBRD 10,000,000.00 1.87506/19/2023 06/19/2019 1.902 1.902 12/19 - 06/19 9,989,600.00 9,997,486.67 459058JB0 40246 IBRD 3,000,000.00 0.62504/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,993,479.05 459058GU1 40269 IBRD 16,000,000.00 2.12507/01/2022 05/21/2020 0.322 0.322 07/01 - 01/01 Received 16,606,400.00 16,000,000.00 459058GU1 40287 IBRD 7,500,000.00 2.12507/01/2022 06/18/2020 0.291 0.291 07/01 - 01/01 Received 7,779,030.00 7,500,000.00 459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,186,317.60 459058JL8 40336 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,997,477.08 459058JL8 40338 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,995,404.68 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Supranational
459058DX8 40339 IBRD 4,765,000.00 2.50011/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 5,008,878.90 459058JE4 40341 IBRD 10,000,000.00 0.37507/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,955,300.22 459056HV2 40344 IBRD 10,000,000.00 1.50008/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,256,122.22 45905U5Y6 40354 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.75003/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,036,939.54 459056LD7 40460 IBRD 2,000,000.00 7.62501/19/2023 01/07/2022 0.465 0.465 01/19 - 07/19 Received 2,147,432.00 2,078,471.87 459058JM6 40538 IBRD 5,580,000.00 0.25011/24/2023 05/25/2022 2.527 2.527 11/24 - 05/24 38.75 5,394,470.58 5,406,862.16 45950VPG5 40332 IFC 8,550,000.00 0.42511/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,571,244.09 45950VPL4 40347 IFC 10,000,000.00 0.45002/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,979,799.22 45950KCS7 40408 IFC 24,721,000.00 0.50003/20/2023 11/17/2021 0.356 0.356 03/20 - 09/20 Received 24,768,711.53 24,746,584.44 45950VLH7 40419 IFC 3,173,000.00 2.00010/24/2022 11/30/2021 0.253 0.253 04/24 - 10/24 Received 3,222,800.24 3,190,368.60 Supranational Totals 231,289,000.00 0.864 0.864 38.75 232,385,593.32 231,853,465.74

MBS ZERO PSA
3137AWQH1 40115 FHLMC 6,594,856.99 2.30708/01/2022 06/06/2019 2.089 2.089 07/01 - Received 6,630,149.78 6,595,789.84 3137AWQH1 40121 FHLMC 4,768,707.02 2.30708/01/2022 06/11/2019 2.088 2.088 07/01 - Received 4,794,219.60 4,769,384.35 3137B4WB8 40148 FHLMC 4,250,000.00 3.06007/01/2023 08/01/2019 2.119 2.119 09/01 - 4,390,781.25 4,285,944.15 3137B36J2 40167 FHLMC 4,784,238.00 3.32002/01/2023 09/16/2019 1.948 1.948 10/01 - Received 4,987,568.12 4,819,381.48 3138LC5B7 40169 FNMA 1,000,000.00 2.71002/01/2023 09/17/2019 2.108 2.137 09/30 - Monthly Received 1,019,843.75 1,003,460.18 3140HUNV4 40171 FNMA 4,916,499.95 2.42007/01/2024 09/19/2019 2.046 2.074 09/30 - Monthly Received 5,001,770.50 4,952,179.84 MBS ZERO PSA Totals 26,314,301.96 2.061 2.067 0.00 26,824,333.00 26,426,139.84 Asset Backed Security
43815NAC8 40158 HAROT 956,410.49 1.78008/15/2023 08/27/2019 1.780 1.780 09/15 - 956,402.55 956,408.24 43813VAC2 40190 HAROT 3,232,298.88 1.83001/18/2024 11/26/2019 1.845 1.845 12/18 - 3,231,722.88 3,232,083.85 43813DAC2 40270 HAROT 1,182,686.94 0.82007/15/2024 05/27/2020 0.825 0.825 06/15 - 1,182,593.86 1,182,641.03 44891LAC7 40253 HART 852,551.58 1.41011/15/2024 04/29/2020 1.424 1.424 05/15 - 852,352.94 852,447.89 89233MAD5 40186 TMCC 1,010,607.45 1.92001/16/2024 11/13/2019 1.931 1.931 12/15 - 1,010,534.48 1,010,580.50 89239RAC0 40252 TMCC 862,853.20 1.36008/15/2024 04/29/2020 1.373 1.373 05/15 - 862,680.63 862,767.92 89237VAB5 40296 TMCC 3,356,167.35 0.44010/15/2024 07/27/2020 0.444 0.444 08/15 - 3,355,908.93 3,356,027.07 Asset Backed Security Totals 11,453,575.89 1.264 1.264 0.00 11,452,196.27 11,452,956.50 Municipal Bonds
13063DDF2 37579 CAS 5,000,000.00 2.50010/01/2022 10/26/2017 2.222 2.222 04/01 - 10/01 5,066,150.00 5,003,354.08 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
13063DDF2 37588 CAS 5,000,000.00 2.50010/01/2022 12/07/2017 2.411 2.411 04/01 - 10/01 Received 5,019,950.00 5,001,035.47 13063DGN2 40008 CAS 5,000,000.00 3.40008/01/2023 09/18/2018 3.064 3.064 02/01 - 08/01 5,075,550.00 5,016,808.04 13063DGB8 40243 CAS 5,000,000.00 3.37504/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,205,973.15 13063DMA3 40449 CAS 10,110,000.00 2.65004/01/2026 01/07/2022 1.392 1.392 04/01 - 10/01 Received 10,631,069.40 10,571,577.22 13034AL65 40323 CASDEV 1,385,000.00 0.76510/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.88511/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,026,081.16 13067WPE6 37625 CASPWR 1,000,000.00 2.51812/01/2022 06/01/2018 2.911 2.911 12/01 - 06/01 983,530.00 998,475.00 34153QUD6 40311 FLSEDU 10,000,000.00 0.55006/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.39006/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,997,795.61 373385FQ1 40304 GAS 14,615,000.00 0.52008/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.42008/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.85210/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,009,838.04 546417DQ6 40312 LAS 4,000,000.00 0.84006/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 544351MN6 37638 LOS 4,815,000.00 2.90009/01/2022 07/12/2018 2.893 2.893 03/01 - 09/01 4,816,203.75 4,815,048.51 544351MN6 40036 LOS 4,000,000.00 2.90009/01/2022 12/31/2018 2.830 2.830 03/01 - 09/01 Received 4,009,560.00 4,000,434.55 544351MQ9 40315 LOS 3,670,000.00 3.32009/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,890,873.05 57582RK88 40322 MAS 1,000,000.00 0.69511/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.97003/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.66008/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,003,770.04 574193TQ1 40298 MDS 5,000,000.00 0.51008/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,001,018.45 60412AKS1 40245 MNS 3,500,000.00 2.02010/01/2022 04/15/2020 1.084 1.084 10/01 - 04/01 Received 3,579,380.00 3,508,063.43 649791PP9 40185 NYS 5,000,000.00 2.01002/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,000,982.78 6500354U9 40207 NYSDEV 5,000,000.00 2.86003/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,077,896.13 649902ZM8 40156 NYSHGR 2,700,000.00 5.09203/15/2023 08/16/2019 2.149 2.149 09/15 - 03/15 Received 2,972,376.00 2,753,672.23 64990GZW5 40262 NYU 2,450,000.00 1.43807/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,444,643.10 70922PAK8 40152 PASTRN 1,750,000.00 2.92912/01/2023 08/14/2019 1.711 1.711 12/01 - 06/01 Received 1,837,920.00 1,778,984.62 76913CAX7 40255 RIV 1,655,000.00 2.36302/15/2023 05/06/2020 2.362 2.362 08/15 - 02/15 1,655,000.00 1,655,000.00 76913CAZ2 40256 RIV 4,000,000.00 2.66702/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 84247PHX2 37565 STNPWR 2,710,000.00 3.25807/01/2022 07/31/2017 2.290 2.290 01/01 - 07/01 Received 2,831,272.50 2,710,000.00 882722VK4 40264 TXS 3,425,000.00 3.82304/01/2023 05/08/2020 0.947 0.947 10/01 - 04/01 Received 3,705,815.75 3,497,694.39 882724RA7 40319 TXS 1,600,000.00 5.00010/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,827,980.21 91412HBK8 37624 UNVHGR 4,000,000.00 3.29705/15/2023 06/05/2018 3.297 3.297 11/15 - 05/15 4,000,000.00 4,000,000.00 91412GVB8 40153 UNVHGR 1,000,000.00 3.63805/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,032,250.37 91412HFL2 40293 UNVHGR 1,000,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 91412HGE7 40324 UNVHGR 2,215,000.00 0.88305/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,230,551.13 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
91412HGE7 40325 UNVHGR 3,560,000.00 0.88305/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,587,966.64 91412HGE7 40326 UNVHGR 10,000,000.00 0.88305/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,077,175.83 91412HGE7 40343 UNVHGR 7,000,000.00 0.88305/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,074,617.12 923078CT4 40277 VNTCTF 1,000,000.00 1.04811/01/2023 06/11/2020 1.048 1.048 11/01 - 05/01 1,000,000.00 1,000,000.00 923078CU1 40278 VNTCTF 900,000.00 1.22311/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 97705MNM3 40177 WIS 500,000.00 1.85705/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 175,555,000.00 1.285 1.285 0.00 178,805,664.95 177,194,560.35 Pass Through Securities
30298LAA9 40173 FHLMC 5,082,925.90 1.99005/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 5,082,925.90 5,082,925.90 30314KAS2 40180 FHLMC 1,607,163.38 2.09007/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,614,807.05 1,614,807.05 30295NAE0 40214 FHLMC 259,680.56 2.05010/25/2023 01/22/2020 1.973 1.973 02/25 - Monthly Received 260,005.16 260,005.16 30298LAA9 40231 FHLMC 597,243.82 1.99005/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 604,709.37 604,709.37 3137BJQ71 40266 FHLMC 10,000,000.00 2.77005/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 3137B04Y7 40276 FHLMC 5,450,000.00 2.61501/25/2023 06/04/2020 0.605 0.605 07/25 - Monthly Received 5,727,609.38 5,727,609.38 30315EAA4 40295 FHLMC 3,418,905.27 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,435,627.14 3,435,627.14 30288WAK5 40300 FHLMC 262,572.65 2.19003/25/2023 07/31/2020 0.919 0.919 08/25 - Monthly Received 269,998.53 269,998.53 3137BGK24 40328 FHLMC 4,500,000.00 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,937,850.00 4,937,850.00 30318CAA5 40342 FHLMC 4,175,668.25 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 4,196,145.73 4,196,145.73 3137FQ3W1 40356 FHLMC 4,950,000.00 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 5,316,300.00 5,316,300.00 3138ELJW4 40189 FNMA 2,009,566.12 2.79106/01/2023 11/12/2019 1.999 1.999 12/25 - Monthly Received 2,061,218.25 2,061,218.25 3138L84Z4 40202 FNMA 7,747,000.00 2.39002/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 3140HWYW6 40203 FNMA 7,450,000.00 2.24001/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138L4EN9 40206 FNMA 21,921,140.50 2.61008/01/2023 01/22/2020 1.939 1.939 02/25 - Monthly Received 22,400,665.45 22,400,665.45 3138LL3J2 40209 FNMA 1,000,000.00 2.71001/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3136ACGJ4 40221 FNMA 1,120,518.26 2.50911/25/2022 01/24/2020 1.900 1.900 02/25 - Monthly Received 1,136,450.63 1,136,450.63 3138L8CE2 40225 FNMA 3,500,000.00 2.96011/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 3136AL7K1 40272 FNMA 2,909,733.51 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 3,149,495.55 3,149,495.55 3136AGMB5 40289 FNMA 986,157.33 2.49203/25/2023 06/22/2020 0.675 0.675 07/25 - Monthly Received 1,029,417.28 1,029,417.28 3138L9QS4 40314 FNMA 2,500,000.00 2.81004/01/2025 10/14/2020 1.436 1.436 11/25 - Monthly Received 2,650,781.25 2,650,781.25 3136AY6S7 40327 FNMA 3,567,819.46 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 3,834,264.22 3,834,264.22 Pass Through Securities Totals 95,016,095.01 1.432 1.432 0.00 98,564,118.08 98,564,117.97 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Investment Totals 2,721,530,610.56 1.295 1.296 477,489.75 2,724,933,468.56 2,719,524,953.78 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:00 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.

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Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP6000104 36512 Wells Fargo Bank 06/30/2021 252,407,740.81 252,407,740.81 252,407,740.81 0.654 1 1 0.654 VP4560000 40162 Wells Fargo Bank 06/30/2021 20,156,896.89 20,156,896.89 20,156,896.89 0.588 1 1 0.588 Subtotal and Average 136,929,711.79 272,564,637.70 272,564,637.70 272,564,637.70 1 1 0.649 State Pool
CITY 32936 State Investment Pool 06/30/2021 5,000,000.00 5,000,000.00 5,000,000.00 0.740 1 1 0.740 CSJFA 37042 State Investment Pool 06/30/2021 5,000,000.00 5,000,000.00 5,000,000.00 0.740 1 1 0.740 COVID RELIEF 40363 State Investment Pool 06/30/2021 75,000,000.00 75,000,000.00 75,000,000.00 0.740 1 1 0.740 Subtotal and Average 186,415,066.67 85,000,000.00 85,000,000.00 85,000,000.00 1 1 0.740 JPA Pool
CAMP 40566 California Asset Management Pr 06/24/2022 269,000,000.00 269,000,000.00 269,000,000.00 1.270 1 1 1.270 Subtotal and Average 98,600,000.00 269,000,000.00 269,000,000.00 269,000,000.00 1 1 1.270 Corp Medium Term Notes
037833DL1 40164 Apple Inc 09/11/2019 1,000,000.00 1,000,550.00 999,988.98 1.700 1,096 72 1.706 09/11/2022 037833DL1 40166 Apple Inc 09/11/2019 5,000,000.00 5,002,750.00 4,999,465.28 1.700 1,096 72 1.757 09/11/2022 037833DV9 40263 Apple Inc 05/11/2020 6,795,000.00 6,675,679.80 6,794,453.88 0.750 1,095 314 0.759 05/11/2023 037833CG3 40459 Apple Inc 01/07/2022 10,000,000.00 9,974,900.00 10,312,827.13 3.000 763 588 0.861 02/09/2024 037833DE7 40462 Apple Inc 01/13/2022 15,266,000.00 15,246,612.18 15,411,047.35 2.400 365 196 0.451 01/13/2023 037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,925,226.14 15,629,078.40 2.750 1,095 927 1.295 01/13/2025 037833BU3 40464 Apple Inc 01/18/2022 3,052,000.00 3,053,129.24 3,091,131.74 2.850 401 237 0.847 02/23/2023 037833CG3 40471 Apple Inc 01/19/2022 11,966,000.00 11,935,965.34 12,306,770.34 3.000 751 588 1.046 02/09/2024 037833BU3 40482 Apple Inc 02/14/2022 2,336,000.00 2,336,864.32 2,358,544.62 2.850 374 237 1.050 02/23/2023 037833CG3 40485 Apple Inc 02/14/2022 12,318,000.00 12,287,081.82 12,556,488.54 3.000 725 588 1.659 02/09/2024 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,247,294.00 7,435,751.46 2.850 803 680 1.745 05/11/2024 037833DV9 40553 Apple Inc 06/08/2022 10,000,000.00 9,824,400.00 9,871,484.98 0.750 337 314 2.266 05/11/2023 06406RAE7 40242 Bank of New York Mellon 04/13/2020 10,444,000.00 10,432,929.36 10,509,997.61 2.950 1,021 212 1.823 01/29/2023 06406RAJ6 40320 Bank of New York Mellon 11/03/2020 3,868,000.00 3,877,786.04 3,998,473.30 3.450 1,011 406 0.394 08/11/2023 254687FJ0 40237 Walt Disney Company 03/17/2020 1,412,000.00 1,410,362.08 1,411,558.19 1.650 898 62 1.843 09/01/2022 24422EVG1 40279 John Deere 06/08/2020 7,500,000.00 7,500,000.00 7,500,047.79 0.550 757 4 0.492 07/05/2022 46625HJE1 40213 JP Morgan 01/22/2020 2,050,000.00 2,053,177.50 2,055,919.36 3.250 975 84 1.942 09/23/2022 46625HJH4 40223 JP Morgan 01/31/2020 10,000,000.00 10,014,000.00 10,076,965.36 3.200 1,090 208 1.799 01/25/2023 46625HRL6 40303 JP Morgan 08/20/2020 5,000,000.00 4,976,650.00 5,091,249.80 2.700 1,001 321 0.607 05/18/2023 46625HJH4 40308 JP Morgan 09/25/2020 2,433,000.00 2,436,406.20 2,470,579.42 3.200 852 208 0.456 01/25/2023 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 15,092,850.00 15,806,573.75 3.875 1,095 580 0.452 02/01/2024 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
594918BH6 40431 Microsoft Inc. 12/06/2021 5,580,000.00 5,583,906.00 5,616,223.93 2.650 332 125 0.724 11/03/2022 594918AW4 40432 Microsoft Inc. 12/08/2021 1,851,000.00 1,865,160.15 1,921,322.83 3.625 737 532 0.982 12/15/2023 594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,021,658.50 1,057,077.08 2.875 778 585 0.892 02/06/2024 594918BQ6 40443 Microsoft Inc. 12/20/2021 2,876,000.00 2,847,642.64 2,917,165.93 2.000 596 403 0.692 08/08/2023 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,996,840.00 3,999,431.23 3.125 1,288 1,221 3.129 11/03/2025 594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 11,265,629.80 11,110,752.72 2.700 973 957 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 7,205,630.00 7,087,293.62 2.700 972 957 3.607 02/12/2025 69371RQ33 40238 PACCAR Inc. 03/30/2020 1,000,000.00 998,320.00 998,743.97 2.000 910 87 2.552 09/26/2022 69371RN77 40267 PACCAR Inc. 05/13/2020 2,897,000.00 2,896,159.87 2,900,561.69 2.300 819 40 1.147 08/10/2022 69371RQ82 40275 PACCAR Inc. 06/08/2020 2,000,000.00 1,956,720.00 1,999,132.54 0.800 1,095 342 0.847 06/08/2023 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,678,070.00 6,995,706.93 0.350 1,095 581 0.389 02/02/2024 742718EU9 40438 Procter & Gamble 12/16/2021 10,026,000.00 10,027,303.38 10,047,656.16 2.150 238 41 0.204 08/11/2022 89236THD0 40447 Toyota Motor Credit Corp 12/20/2021 5,860,000.00 5,855,487.80 5,860,354.09 0.450 214 21 0.346 07/22/2022 89236TEL5 40448 Toyota Motor Credit Corp 12/20/2021 15,003,000.00 14,954,690.34 15,167,450.21 2.700 387 194 0.613 01/11/2023 931142DH3 40274 Wal-Mart 06/01/2020 26,018,000.00 26,017,219.46 26,394,615.35 2.550 1,044 284 0.668 04/11/2023 931142DU4 40434 Wal-Mart 12/08/2021 5,000,000.00 4,996,650.00 5,042,362.94 2.350 372 167 0.483 12/15/2022 931142DU4 40444 Wal-Mart 12/20/2021 10,000,000.00 9,993,300.00 10,085,095.21 2.350 360 167 0.475 12/15/2022 Subtotal and Average 269,004,669.89 276,575,000.00 275,465,001.96 279,889,343.71 779 400 1.146 Negotiable CDs
06367CKK2 40391 Bank of Montreal 08/30/2021 25,000,000.00 24,999,000.00 25,000,000.00 0.160 305 0 0.160 07/01/2022 06367CL39 40392 Bank of Montreal 09/08/2021 25,000,000.00 24,999,000.00 25,000,000.00 0.160 296 0 0.160 07/01/2022 Subtotal and Average 84,367,340.73 50,000,000.00 49,998,000.00 50,000,000.00 301 0 0.160 Commercial Paper Discounts
Subtotal and Average 8,999,423.33
Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,314,900.00 2,499,923.50 0.500 1,812 1,109 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,133,900.00 9,994,337.78 0.480 1,826 1,294 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,133,900.00 9,994,061.74 0.480 1,826 1,294 0.497 01/15/2026 3133EJD48 40013 Federal Farm Credit Bank 10/17/2018 25,000,000.00 25,008,500.00 24,978,523.81 3.050 1,811 458 3.124 10/02/2023 3133EJ5W5 40049 Federal Farm Credit Bank 01/23/2019 20,000,000.00 19,937,200.00 19,994,722.43 2.650 1,734 479 2.672 10/23/2023 3133ELG81 40283 Federal Farm Credit Bank 06/12/2020 10,000,000.00 9,757,300.00 9,999,718.12 0.300 1,091 342 0.303 06/08/2023 3133ENBT6 40412 Federal Farm Credit Bank 11/23/2021 1,825,000.00 1,800,526.75 1,823,597.26 0.180 428 208 0.316 01/25/2023 3133EMGX4 40433 Federal Farm Credit Bank 12/07/2021 20,000,000.00 19,819,200.00 19,984,307.77 0.125 351 145 0.324 11/23/2022 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
3133ENAL4 40480 Federal Farm Credit Bank 01/26/2022 4,150,000.00 4,010,311.00 4,115,131.60 0.290 624 468 0.953 10/12/2023 3133ENAL4 40501 Federal Farm Credit Bank 03/22/2022 1,170,000.00 1,130,617.80 1,144,591.82 0.290 569 468 2.021 10/12/2023 3133ELSP0 40534 Federal Farm Credit Bank 05/12/2022 14,800,000.00 14,589,840.00 14,677,332.09 0.750 305 255 1.949 03/13/2023 3130ACZS6 37589 Federal Home Loan Bank 12/20/2017 10,000,000.00 10,000,000.00 10,000,000.00 2.100 1,654 0 2.141 07/01/2022 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,905,440.00 2,997,006.00 1.500 1,826 776 1.549 08/15/2024 3130AJS26 40291 Federal Home Loan Bank 06/24/2020 25,000,000.00 24,987,500.00 25,000,000.00 0.220 751 14 0.220 07/15/2022 3130ADRG9 40411 Federal Home Loan Bank 11/23/2021 1,050,000.00 1,050,367.50 1,066,889.28 2.750 472 252 0.416 03/10/2023 3130AKDH6 40440 Federal Home Loan Bank 12/15/2021 5,300,000.00 5,270,320.00 5,297,980.46 0.125 310 112 0.250 10/21/2022 3130AJY52 40466 Federal Home Loan Bank 01/14/2022 10,000,000.00 9,983,900.00 9,997,782.87 0.125 210 42 0.320 08/12/2022 313380GJ0 40489 Federal Home Loan Bank 02/25/2022 10,000,000.00 10,003,900.00 10,023,891.13 2.000 196 70 0.730 09/09/2022 3130A0F70 40531 Federal Home Loan Bank 05/11/2022 10,215,000.00 10,268,628.75 10,334,780.69 3.375 576 525 2.536 12/08/2023 3130AS3T46 40537 Federal Home Loan Bank 05/17/2022 9,305,000.00 9,242,749.55 9,303,369.66 2.125 360 315 2.145 05/12/2023 313380GJ0 40541 Federal Home Loan Bank 05/24/2022 10,000,000.00 10,003,900.00 10,012,369.52 2.000 108 70 1.337 09/09/2022 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,586,450.00 4,990,273.58 0.375 1,824 1,180 0.436 09/23/2025 3137EAEY1 40316 Federal Home Loan Mtg Corp 10/16/2020 4,000,000.00 3,858,280.00 3,993,576.11 0.125 1,095 472 0.250 10/16/2023 3134G3X54 40536 Federal Home Loan Mtg Corp 05/12/2022 2,635,000.00 2,612,444.40 2,631,473.75 2.000 379 329 2.150 05/26/2023 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,774,100.00 9,984,768.17 1.750 1,821 732 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,690,400.00 9,992,187.40 1.625 1,820 837 1.661 10/15/2024 3135G04Q3 40271 Federal National Mtg Assn 05/22/2020 10,000,000.00 9,772,300.00 9,991,053.61 0.250 1,095 325 0.351 05/22/2023 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,276,100.00 9,987,727.36 0.500 1,824 1,082 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,184,200.00 9,983,287.71 0.375 1,700 1,151 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,181,000.00 10,027,493.48 0.500 1,766 1,225 0.417 11/07/2025 3135G0T94 40414 Federal National Mtg Assn 11/23/2021 2,700,000.00 2,698,407.00 2,730,400.23 2.375 422 202 0.322 01/19/2023 3135G04Q3 40415 Federal National Mtg Assn 11/23/2021 2,963,000.00 2,895,532.49 2,956,806.23 0.250 545 325 0.486 05/22/2023 3135G05U3 40420 Federal National Mtg Assn 11/30/2021 7,000,000.00 6,786,010.00 6,988,521.02 0.350 626 413 0.496 08/18/2023 Subtotal and Average 298,549,442.91 297,613,000.00 290,668,125.24 297,497,886.18 1,098 480 1.203 Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 14,796,150.00 15,097,392.09 2.125 1,529 608 1.719 02/29/2024 91282CAG6 40426 U.S. Treasury 12/02/2021 20,000,000.00 19,952,200.00 19,998,492.04 0.125 272 61 0.170 08/31/2022 Subtotal and Average 59,364,984.06 35,000,000.00 34,748,350.00 35,095,884.13 813 296 0.836 Treasury Discounts
Subtotal and Average 68,661,533.72
Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,303,200.00 10,000,000.00 1.000 1,826 1,389 1.000 04/20/2026 31422XRQ7 40554 Federal Agricultural Mtg Corp 06/14/2022 10,779,000.00 10,406,693.34 10,402,724.65 0.690 554 537 3.141 12/20/2023 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,524,300.00 10,000,000.00 0.580 1,461 717 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,125,500.00 10,000,000.00 0.500 1,820 1,271 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,259,000.00 10,000,000.00 0.800 1,826 1,347 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,556,000.00 10,011,210.09 1.010 1,096 885 0.963 12/02/2024 3133EMZP0 40424 Federal Farm Credit Bank 12/01/2021 1,250,000.00 1,218,537.50 1,247,263.09 0.140 533 321 0.390 05/18/2023 3133ENAQ3 40437 Federal Farm Credit Bank 12/15/2021 20,350,000.00 20,249,267.50 20,340,039.43 0.070 302 104 0.243 10/13/2022 3133ENGW4 40445 Federal Farm Credit Bank 12/17/2021 6,435,000.00 6,211,126.35 6,433,123.42 0.660 726 530 0.680 12/13/2023 3133ENLB4 40468 Federal Farm Credit Bank 01/18/2022 20,000,000.00 19,777,800.00 19,993,433.33 0.460 365 201 0.520 01/18/2023 3130ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 10,349,075.69 10,349,075.69 1.600 1,461 1,306 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 14,463,705.00 15,139,489.69 2.180 1,826 1,691 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 146,233.50 148,668.56 1.940 896 795 2.363 09/03/2024 3133EL5J9 40510 Federal Farm Credit Bank 03/30/2022 13,965,000.00 13,535,296.95 13,670,357.63 0.300 520 427 2.146 09/01/2023 3133ENGW4 40513 Federal Farm Credit Bank 03/30/2022 1,859,000.00 1,794,325.39 1,815,688.27 0.660 623 530 2.308 12/13/2023 3133EMYW6 40514 Federal Farm Credit Bank 03/30/2022 1,347,000.00 1,296,568.32 1,310,760.48 0.230 593 500 2.246 11/13/2023 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,263,085.00 3,275,740.16 0.480 1,046 976 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,805,200.00 19,896,033.39 3.090 1,277 1,207 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,845,800.00 20,000,000.00 3.650 1,644 1,579 3.650 10/27/2026 3133EMSE3 40530 Federal Farm Credit Bank 05/11/2022 4,916,000.00 4,831,395.64 4,857,414.84 0.110 294 243 1.920 03/01/2023 3133EMST0 40535 Federal Farm Credit Bank 05/12/2022 1,530,000.00 1,502,368.20 1,510,884.90 0.140 302 252 1.970 03/10/2023 3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 5,145,348.00 5,177,939.13 3.450 1,820 1,796 3.545 06/01/2027 3133EMBQ4 40561 Federal Farm Credit Bank 06/15/2022 1,025,000.00 989,709.25 986,663.08 0.270 477 461 3.325 10/05/2023 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,229,500.00 10,000,000.00 0.500 1,826 1,307 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,103,100.00 10,000,000.00 0.500 1,826 1,335 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,103,100.00 9,995,620.00 0.500 1,826 1,335 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 19,061,200.00 19,992,870.13 1.000 1,094 868 1.015 11/15/2024 3130APWP6 40410 Federal Home Loan Bank 11/24/2021 8,300,000.00 8,023,693.00 8,294,781.38 0.600 730 511 0.645 11/24/2023 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,829,396.00 1,900,000.00 0.875 910 697 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,646,557.50 4,869,126.81 0.850 1,088 875 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,567,304.25 2,714,092.27 0.750 1,074 861 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,002,926.50 3,146,346.85 0.625 898 686 0.687 05/17/2024 3130APQU2 40435 Federal Home Loan Bank 12/15/2021 14,370,000.00 13,938,181.50 14,354,506.38 0.650 707 509 0.728 11/22/2023 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 12,633,872.80 13,240,896.07 1.050 1,067 871 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,375,610.30 2,473,811.15 1.000 1,004 840 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,816,850.00 4,988,327.15 0.750 1,095 931 0.810 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 23,023,500.00 24,536,778.08 0.960 1,507 1,343 1.481 03/05/2026 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,305,200.00 20,000,000.00 0.875 1,096 942 0.865 01/28/2025 3130AQN584 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,568,660.00 13,984,995.37 0.700 1,096 941 1.438 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,803,064.00 7,190,424.00 0.875 1,369 1,215 1.076 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,305,200.00 20,000,000.00 0.875 1,096 942 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 12,141,000.00 12,496,512.50 0.750 1,004 850 0.754 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 969,190.00 993,173.61 1.375 1,096 997 2.137 03/24/2025 3130ARBY6 40496 Federal Home Loan Bank 03/28/2022 4,600,000.00 4,531,782.00 4,591,171.83 1.500 1,096 1,001 1.713 03/28/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,520,241.00 1,546,000.99 1.850 1,005 910 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,275,748.00 2,319,149.88 1.750 1,074 973 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 18,837,200.00 19,164,237.46 0.620 993 892 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 766,119.75 782,520.22 0.700 1,196 1,095 2.500 06/30/2025 3130APWH4 40512 Federal Home Loan Bank 03/30/2022 2,000,000.00 1,936,240.00 1,959,361.45 0.750 602 509 2.245 11/22/2023 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,332,884.00 1,346,599.46 1.250 1,023 942 2.800 01/28/2025 3130AMU67 40517 Federal Home Loan Bank 04/11/2022 6,000,000.00 5,697,420.00 5,739,278.29 0.400 809 728 2.661 06/28/2024 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 21,924,064.40 22,105,985.48 1.100 1,008 927 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 22,288,331.00 22,494,138.35 1.250 1,022 941 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 2,993,598.00 3,013,945.75 2.000 870 789 2.724 08/28/2024 3130APXH3 40521 Federal Home Loan Bank 04/22/2022 9,120,000.00 8,845,852.80 8,894,881.92 0.800 584 514 2.604 11/27/2023 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 19,931,400.00 20,000,000.00 3.250 1,826 1,763 3.250 04/29/2027 3130APM44 40527 Federal Home Loan Bank 04/22/2022 3,565,000.00 3,440,331.95 3,463,176.62 0.500 581 511 2.600 11/24/2023 3130ARR86 40529 Federal Home Loan Bank 04/29/2022 13,270,000.00 13,196,218.80 13,248,631.85 1.625 546 483 1.997 10/27/2023 3130APQJ7 40532 Federal Home Loan Bank 05/11/2022 1,500,000.00 1,448,835.00 1,462,493.19 0.575 560 509 2.416 11/22/2023 3130APWH4 40533 Federal Home Loan Bank 05/12/2022 6,000,000.00 5,808,720.00 5,857,854.46 0.750 559 509 2.496 11/22/2023 3130AS2M0 40539 Federal Home Loan Bank 05/24/2022 3,835,000.00 3,806,736.05 3,835,000.00 2.650 549 511 2.650 11/24/2023 3130AS3J6 40542 Federal Home Loan Bank 05/24/2022 2,700,000.00 2,679,264.00 2,699,497.00 2.500 549 511 2.514 11/24/2023 3130AS4H9 40543 Federal Home Loan Bank 05/26/2022 4,885,000.00 4,857,497.45 4,885,000.00 2.250 365 329 2.250 05/26/2023 3130ARVT5 40544 Federal Home Loan Bank 05/24/2022 3,630,000.00 3,613,882.80 3,639,395.64 3.000 724 686 2.716 05/17/2024 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,814,400.00 18,944,733.45 0.625 918 880 2.916 11/27/2024 3130AMU67 40546 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,991,400.00 19,100,231.56 0.400 766 728 2.740 06/28/2024 3130APWH4 40547 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,362,400.00 19,511,105.95 0.750 547 509 2.551 11/22/2023 3130ASB65 40548 Federal Home Loan Bank 05/27/2022 11,000,000.00 10,942,250.00 10,999,760.15 1.880 272 237 1.885 02/23/2023 3130ASBG3 40549 Federal Home Loan Bank 06/15/2022 7,150,000.00 7,101,165.50 7,130,836.87 2.125 639 623 2.125 03/15/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,812,566.10 8,865,269.38 2.800 871 847 3.000 10/25/2024 3130ASD30 40555 Federal Home Loan Bank 06/16/2022 1,540,000.00 1,533,516.60 1,533,343.99 2.290 365 350 2.750 06/16/2023 3130AS6D6 40560 Federal Home Loan Bank 06/15/2022 1,250,000.00 1,241,025.00 1,234,062.73 2.875 730 714 3.557 06/14/2024 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,299,800.00 9,994,311.11 0.700 1,826 1,039 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,342,600.00 10,000,000.00 0.700 1,789 1,005 0.700 04/01/2025 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 37,140,800.00 40,000,000.00 0.750 1,821 1,083 0.750 06/18/2025 3134GXJH8 40469 Federal Home Loan Mtg Corp 01/18/2022 4,225,000.00 4,080,631.75 4,189,250.55 0.220 619 455 0.907 09/29/2023 3134GW6E1 40490 Federal Home Loan Mtg Corp 03/15/2022 20,000,000.00 19,316,200.00 19,606,678.02 0.320 597 489 1.820 11/02/2023 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,836,380.00 1,883,133.71 0.650 1,315 1,214 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,380,540.00 1,410,987.37 0.570 1,282 1,181 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 16,108,814.70 16,463,174.65 0.600 1,288 1,187 2.500 09/30/2025 3134GW6E1 40509 Federal Home Loan Mtg Corp 03/30/2022 18,300,000.00 17,674,323.00 17,827,261.09 0.320 582 489 2.300 11/02/2023 3134GXMZ4 40511 Federal Home Loan Mtg Corp 03/30/2022 1,033,000.00 1,012,794.52 1,021,724.04 1.800 729 636 2.446 03/28/2024 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,913,900.00 10,000,000.00 2.500 1,096 1,033 2.500 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,823,022.40 12,889,038.11 3.125 1,070 1,046 3.270 05/12/2025 3134GXYM0 40556 Federal Home Loan Mtg Corp 06/28/2022 5,615,000.00 5,606,409.05 5,588,551.71 3.125 731 728 3.372 06/28/2024 3134GXYT5 40558 Federal Home Loan Mtg Corp 06/29/2022 7,250,000.00 7,222,957.50 7,202,832.84 2.900 548 546 3.350 12/29/2023 3134GXYT5 40559 Federal Home Loan Mtg Corp 06/29/2022 4,500,000.00 4,483,215.00 4,470,723.83 2.900 548 546 3.350 12/29/2023 3134GXKH6 40565 Federal Home Loan Mtg Corp 06/15/2022 5,000,000.00 4,925,400.00 4,927,575.23 0.125 226 210 2.694 01/27/2023 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 28,114,200.00 30,000,000.00 0.850 1,826 1,088 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 13,723,050.00 15,000,000.00 0.550 1,826 1,307 0.550 01/28/2026 3136G46V0 40500 Federal National Mtg Assn 03/22/2022 1,500,000.00 1,438,215.00 1,457,369.73 0.310 675 574 2.167 01/26/2024 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,176,288.00 2,214,805.86 0.550 1,232 1,131 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,589,547.75 1,618,250.05 0.625 1,255 1,154 2.500 08/28/2025 3135G05P4 40515 Federal National Mtg Assn 04/11/2022 3,371,000.00 3,273,038.74 3,302,772.67 0.300 479 398 2.196 08/03/2023 3135G05U3 40562 Federal National Mtg Assn 06/15/2022 7,200,000.00 6,979,896.00 6,968,269.79 0.350 429 413 3.275 08/18/2023 3135G05P4 40563 Federal National Mtg Assn 06/15/2022 5,000,000.00 4,854,700.00 4,842,815.69 0.300 414 398 3.264 08/03/2023 Subtotal and Average 846,016,217.06 896,150,000.00 859,894,455.09 884,985,961.55 1,102 891 1.794 Supranational
4581X0CZ9 37634 IADB 06/22/2018 20,000,000.00 19,985,800.00 19,956,315.11 1.750 1,545 75 2.902 09/14/2022 45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,618,520.00 11,001,935.80 1.700 1,773 868 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,370,100.00 9,997,276.66 0.340 1,433 837 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,223,800.00 10,000,000.00 0.650 1,822 1,330 0.650 02/20/2026 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 4,956,750.00 4,997,201.83 2.500 1,827 627 2.535 03/19/2024 459058GX5 40126 IBRD 06/19/2019 10,000,000.00 9,899,600.00 9,997,486.67 1.875 1,461 353 1.902 06/19/2023 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,799,690.00 2,993,479.05 0.625 1,826 1,026 0.704 04/22/2025 459058GU1 40269 IBRD 05/21/2020 16,000,000.00 16,000,000.00 16,000,000.00 2.125 771 0 0.322 07/01/2022 459058GU1 40287 IBRD 06/18/2020 7,500,000.00 7,500,000.00 7,500,000.00 2.125 743 0 0.291 07/01/2022 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 18,791,200.00 20,186,317.60 0.750 1,520 984 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,169,700.00 9,997,477.08 0.500 1,751 1,215 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,169,700.00 9,995,404.68 0.500 1,751 1,215 0.514 10/28/2025 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Supranational
459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,701,196.65 5,008,878.90 2.500 1,413 878 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,196,600.00 9,955,300.22 0.375 1,657 1,123 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,688,000.00 10,256,122.22 1.500 1,314 789 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,571,900.00 5,000,000.00 0.600 1,826 1,328 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,571,900.00 5,000,000.00 0.600 1,826 1,328 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,395,600.00 10,036,939.54 0.750 1,460 984 0.611 03/11/2025 459056LD7 40460 IBRD 01/07/2022 2,000,000.00 2,052,040.00 2,078,471.87 7.625 377 202 0.465 01/19/2023 459058JM6 40538 IBRD 05/25/2022 5,580,000.00 5,378,171.40 5,406,862.16 0.250 548 511 2.527 11/24/2023 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 7,988,778.00 8,571,244.09 0.425 1,413 872 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,051,400.00 9,979,799.22 0.450 1,826 1,315 0.507 02/05/2026 45950KCS7 40408 International Finance Corp 11/17/2021 24,721,000.00 24,306,923.25 24,746,584.44 0.500 488 262 0.356 03/20/2023 45950VLH7 40419 International Finance Corp 11/30/2021 3,173,000.00 3,169,128.94 3,190,368.60 2.000 328 115 0.253 10/24/2022 Subtotal and Average 231,877,686.29 231,289,000.00 221,556,498.24 231,853,465.74 1,349 708 0.864

MBS ZERO PSA
3137AWQH1 40115 Federal Home Loan Mtg Corp 06/06/2019 6,594,856.99 6,589,185.41 6,595,789.84 2.307 1,152 31 2.089 08/01/2022 3137AWQH1 40121 Federal Home Loan Mtg Corp 06/11/2019 4,768,707.02 4,764,605.93 4,769,384.35 2.307 1,147 31 2.088 08/01/2022 3137B4WB8 40148 Federal Home Loan Mtg Corp 08/01/2019 4,250,000.00 4,244,432.50 4,285,944.15 3.060 1,430 365 2.119 07/01/2023 3137B36J2 40167 Federal Home Loan Mtg Corp 09/16/2019 4,784,238.00 4,781,750.20 4,819,381.48 3.320 1,234 215 1.948 02/01/2023 3138LC5B7 40169 Federal National Mtg Assn 09/17/2019 1,000,000.00 1,000,220.00 1,003,460.18 2.710 1,233 215 2.108 02/01/2023 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,916,499.95 4,827,314.64 4,952,179.84 2.420 1,747 731 2.046 07/01/2024 Subtotal and Average 27,981,380.85 26,314,301.96 26,207,508.68 26,426,139.84 1,326 257 2.061 Asset Backed Security
43815NAC8 40158 American Honda Finance Corp 08/27/2019 956,410.49 955,492.34 956,408.24 1.780 1,449 410 1.780 08/15/2023 43813VAC2 40190 American Honda Finance Corp 11/26/2019 3,232,298.88 3,223,054.51 3,232,083.85 1.830 1,514 566 1.845 01/18/2024 43813DAC2 40270 American Honda Finance Corp 05/27/2020 1,182,686.94 1,168,825.85 1,182,641.03 0.820 1,510 745 0.825 07/15/2024 44891LAC7 40253 Hyundai Auto Receivables Trust 04/29/2020 852,551.58 844,452.34 852,447.89 1.410 1,661 868 1.424 11/15/2024 89233MAD5 40186 Toyota Motor Credit Corp 11/13/2019 1,010,607.45 1,008,747.93 1,010,580.50 1.920 1,525 564 1.931 01/16/2024 89239RAC0 40252 Toyota Motor Credit Corp 04/29/2020 862,853.20 856,545.74 862,767.92 1.360 1,569 776 1.373 08/15/2024 89237VAB5 40296 Toyota Motor Credit Corp 07/27/2020 3,356,167.35 3,310,322.10 3,356,027.07 0.440 1,541 837 0.444 10/15/2024 Subtotal and Average 12,117,359.57 11,453,575.89 11,367,440.81 11,452,956.50 1,532 689 1.264 Municipal Bonds
13063DDF2 37579 State of California GO 10/26/2017 5,000,000.00 5,006,650.00 5,003,354.08 2.500 1,801 92 2.222 10/01/2022 13063DDF2 37588 State of California GO 12/07/2017 5,000,000.00 5,006,650.00 5,001,035.47 2.500 1,759 92 2.411 10/01/2022 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
13063DGN2 40008 State of California GO 09/18/2018 5,000,000.00 5,018,550.00 5,016,808.04 3.400 1,778 396 3.064 08/01/2023 13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,996,700.00 5,205,973.15 3.375 1,814 1,005 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,817,821.00 10,571,577.22 2.650 1,545 1,370 1.392 04/01/2026 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,272,718.05 1,385,000.00 0.765 1,749 1,188 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,162,900.00 10,026,081.16 0.885 1,825 1,219 0.805 11/01/2025 13067WPE6 37625 CA Dept of Water Resource Pwr 06/01/2018 1,000,000.00 999,780.00 998,475.00 2.518 1,644 153 2.911 12/01/2022 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,235,800.00 10,000,000.00 0.550 1,683 1,066 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,735,350.00 4,997,795.61 0.390 1,318 701 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,407,070.25 14,615,000.00 0.520 1,800 1,127 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,094,901.80 4,345,000.00 0.420 1,435 762 0.420 08/01/2024 419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,615,150.00 5,009,838.04 0.852 1,798 1,188 0.790 10/01/2025 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,729,120.00 4,000,000.00 0.840 1,691 1,066 0.840 06/01/2025 544351MN6 37638 City of Los Angeles 07/12/2018 4,815,000.00 4,822,800.30 4,815,048.51 2.900 1,512 62 2.893 09/01/2022 544351MN6 40036 City of Los Angeles 12/31/2018 4,000,000.00 4,006,480.00 4,000,434.55 2.900 1,340 62 2.830 09/01/2022 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,667,871.40 3,890,873.05 3.320 1,418 793 0.511 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 916,890.00 1,000,000.00 0.695 1,794 1,219 0.695 11/01/2025 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 965,560.00 1,000,000.00 0.970 1,458 623 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,627,750.00 5,003,770.04 0.660 1,822 1,127 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,734,550.00 5,001,018.45 0.510 1,457 762 0.500 08/01/2024 60412AKS1 40245 State of Minnesota GO 04/15/2020 3,500,000.00 3,501,015.00 3,508,063.43 2.020 899 92 1.084 10/01/2022 649791PP9 40185 New York State GO 10/30/2019 5,000,000.00 4,908,300.00 5,000,982.78 2.010 1,569 594 1.998 02/15/2024 6500354U9 40207 New York ST Urban Dev Corp Rev 01/15/2020 5,000,000.00 4,957,350.00 5,077,896.13 2.860 1,521 623 1.905 03/15/2024 649902ZM8 40156 NYS Dormitory Authority 08/16/2019 2,700,000.00 2,738,745.00 2,753,672.23 5.092 1,307 257 2.149 03/15/2023 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,351,730.50 2,444,643.10 1.438 1,517 731 1.551 07/01/2024 70922PAK8 40152 Pennsylvania Turnpike Comm 08/14/2019 1,750,000.00 1,750,175.00 1,778,984.62 2.929 1,570 518 1.711 12/01/2023 76913CAX7 40255 County of Riverside CA 05/06/2020 1,655,000.00 1,644,821.75 1,655,000.00 2.363 1,015 229 2.362 02/15/2023 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,881,120.00 4,000,000.00 2.667 1,746 960 2.667 02/15/2025 84247PHX2 37565 Southern Cal Public Pwr Auth 07/31/2017 2,710,000.00 2,710,000.00 2,710,000.00 3.258 1,796 0 2.290 07/01/2022 882722VK4 40264 State of Texas GO 05/08/2020 3,425,000.00 3,448,735.25 3,497,694.39 3.823 1,058 274 0.947 04/01/2023 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,683,792.00 1,827,980.21 5.000 1,797 1,188 0.550 10/01/2025 91412HBK8 37624 UC General Revenue Bonds 06/05/2018 4,000,000.00 4,006,520.00 4,000,000.00 3.297 1,805 318 3.297 05/15/2023 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 1,004,450.00 1,032,250.37 3.638 1,736 684 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 954,290.00 1,000,000.00 0.833 1,399 684 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 620,288.50 650,000.00 0.833 1,399 684 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,062,297.90 2,230,551.13 0.883 1,617 1,049 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,314,573.60 3,587,966.64 0.883 1,612 1,049 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,310,600.00 10,077,175.83 0.883 1,611 1,049 0.610 05/15/2025 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,517,420.00 7,074,617.12 0.883 1,574 1,049 0.507 05/15/2025 923078CT4 40277 Ventura Cnty Pub Fin Auth Leas 06/11/2020 1,000,000.00 972,500.00 1,000,000.00 1.048 1,238 488 1.048 11/01/2023 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 855,882.00 900,000.00 1.223 1,604 854 1.223 11/01/2024 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 489,000.00 500,000.00 1.857 1,645 670 1.857 05/01/2024 Subtotal and Average 177,226,500.69 175,555,000.00 168,524,669.30 177,194,560.35 1,610 800 1.285 Pass Through Securities
30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 5,082,925.90 4,975,879.48 5,082,925.90 1.990 1,699 694 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,607,163.38 1,562,661.03 1,614,807.05 2.090 1,742 755 1.941 07/25/2024 30295NAE0 40214 Federal Home Loan Mtg Corp 01/22/2020 259,680.56 255,094.60 260,005.16 2.050 1,372 481 1.973 10/25/2023 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 597,243.82 584,665.87 604,709.37 1.990 1,549 694 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,837,800.00 10,823,437.50 2.770 1,825 1,059 1.043 05/25/2025 3137B04Y7 40276 Federal Home Loan Mtg Corp 06/04/2020 5,450,000.00 5,434,849.00 5,727,609.38 2.615 965 208 0.605 01/25/2023 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,418,905.27 3,223,617.40 3,435,627.14 0.830 1,766 1,059 0.695 05/25/2025 30288WAK5 40300 Federal Home Loan Mtg Corp 07/31/2020 262,572.65 260,054.58 269,998.53 2.190 967 267 0.919 03/25/2023 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,500,000.00 4,456,080.00 4,937,850.00 3.062 1,458 908 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 4,175,668.25 3,876,606.89 4,196,145.73 0.670 1,768 1,243 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 4,950,000.00 4,839,466.50 5,316,300.00 2.588 1,492 998 0.554 03/25/2025 3138ELJW4 40189 Federal National Mtg Assn 11/12/2019 2,009,566.12 2,009,284.78 2,061,218.25 2.791 1,297 335 1.999 06/01/2023 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,556,191.39 7,899,519.06 2.390 1,825 946 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,454,470.00 7,531,484.38 2.240 1,806 915 2.021 01/01/2025 3138L4EN9 40206 Federal National Mtg Assn 01/22/2020 21,921,140.50 21,829,948.56 22,400,665.45 2.610 1,287 396 1.939 08/01/2023 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 997,890.00 1,023,750.00 2.710 1,811 915 2.223 01/01/2025 3136ACGJ4 40221 Federal National Mtg Assn 01/24/2020 1,120,518.26 1,117,179.12 1,136,450.63 2.509 1,036 147 1.900 11/25/2022 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,494,155.00 3,577,656.25 2.960 1,731 854 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,909,733.51 2,843,246.10 3,149,495.55 2.967 1,763 998 1.008 03/25/2025 3136AGMB5 40289 Federal National Mtg Assn 06/22/2020 986,157.33 980,289.69 1,029,417.28 2.492 1,006 267 0.675 03/25/2023 3138L9QS4 40314 Federal National Mtg Assn 10/14/2020 2,500,000.00 2,484,475.00 2,650,781.25 2.810 1,630 1,005 1.436 04/01/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 3,567,819.46 3,508,665.01 3,834,264.22 2.624 1,434 878 0.543 11/25/2024 Subtotal and Average 101,782,356.91 95,016,094.90 93,582,569.89 98,564,117.97 1,543 753 1.432 Total and Average 2,607,893,674.47 2,721,530,610.45 2,658,577,256.91 2,719,524,953.67 870 533 1.295 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
June 30, 2022
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,607,893,674.47 2,721,530,610.45 870 533 1.295
0 0
477,489.75
477,489.75
477,489.75
477,489.75
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,659,054,746.66 2,720,002,443.42 Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0

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
April 1, 2022 - June 30, 2022
City of San Jose
, CA
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 32936 003 CITY STPOOL 0.24% Purchase 04/01/2022 1,000,000.00 -1,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 04/06/2022 5,000,000.00 -5,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 04/07/2022 27,000,000.00 -27,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 04/15/2022 53,731.84 -53,731.84 32936 003 CITY STPOOL 0.24% Purchase 04/15/2022 21,000,000.00 -21,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 05/05/2022 30,000,000.00 -30,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 05/12/2022 24,000,000.00 -24,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 05/31/2022 8,000,000.00 -8,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 04/08/2022 24,000,000.00 24,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 04/11/2022 51,000,000.00 51,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 04/18/2022 53,731.84 53,731.84 32936 003 CITY STPOOL 0.24% Redemption 05/26/2022 3,000,000.00 3,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 05/27/2022 5,000,000.00 5,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 06/23/2022 70,000,000.00 70,000,000.00 32936 003 CITY STPOOL 0.24% Interest 04/15/2022 53,731.84 53,731.84 36512 003 VP6000104 WELLS 0.01% Purchase 04/01/2022 336.14 -336.14 36512 003 VP6000104 WELLS 0.01% Purchase 04/04/2022 3,000,000.00 -3,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/05/2022 4,001,664.23 -4,001,664.23 36512 003 VP6000104 WELLS 0.01% Purchase 04/07/2022 4,000,000.00 -4,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/12/2022 8,000,000.00 -8,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/14/2022 7,000,000.00 -7,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/18/2022 13,000,000.00 -13,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/19/2022 8,000,000.00 -8,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/21/2022 24,000,000.00 -24,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/25/2022 39,000,000.00 -39,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/28/2022 16,000,000.00 -16,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 04/29/2022 21,000,000.00 -21,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/02/2022 46,000,000.00 -46,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/03/2022 20,000,000.00 -20,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/04/2022 4,642.35 -4,642.35 36512 003 VP6000104 WELLS 0.01% Purchase 05/09/2022 5,000,000.00 -5,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/10/2022 8,000,000.00 -8,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/16/2022 29,000,000.00 -29,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/19/2022 6,000,000.00 -6,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/20/2022 12,000,000.00 -12,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 05/23/2022 5,000,000.00 -5,000,000.00 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 36512 003 VP6000104 WELLS 0.01% Purchase 05/31/2022 24,000,000.00 -24,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/01/2022 23,000,000.00 -23,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/02/2022 13,000,000.00 -13,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/02/2022 38,710.12 -38,710.12 36512 003 VP6000104 WELLS 0.01% Purchase 06/06/2022 131,000,000.00 -131,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/09/2022 24,000,000.00 -24,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/13/2022 3,000,000.00 -3,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/16/2022 21,000,000.00 -21,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/21/2022 2,000,000.00 -2,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/22/2022 12,000,000.00 -12,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/23/2022 45,000,000.00 -45,000,000.00 36512 003 VP6000104 WELLS 0.01% Purchase 06/30/2022 126,000,000.00 -126,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/01/2022 28,000,000.00 28,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/08/2022 11,000,000.00 11,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/13/2022 1,000,000.00 1,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/20/2022 18,000,000.00 18,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/22/2022 5,000,000.00 5,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/26/2022 1,000,000.00 1,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 04/27/2022 13,000,000.00 13,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/05/2022 8,000,000.00 8,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/06/2022 20,000,000.00 20,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/11/2022 11,000,000.00 11,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/12/2022 63,000,000.00 63,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/13/2022 14,000,000.00 14,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/17/2022 6,000,000.00 6,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/18/2022 5,000,000.00 5,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/24/2022 91,000,000.00 91,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/25/2022 5,000,000.00 5,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 05/26/2022 6,000,000.00 6,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/03/2022 34,000,000.00 34,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/07/2022 27,000,000.00 27,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/08/2022 8,000,000.00 8,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/10/2022 15,000,000.00 15,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/14/2022 7,000,000.00 7,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/15/2022 24,000,000.00 24,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/17/2022 28,000,000.00 28,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/24/2022 6,000,000.00 6,000,000.00 36512 003 VP6000104 WELLS 0.01% Redemption 06/29/2022 23,000,000.00 23,000,000.00 36512 003 VP6000104 WELLS 0.01% Interest 04/01/2022 336.14 336.14 36512 003 VP6000104 WELLS 0.01% Interest 05/04/2022 4,642.35 4,642.35 36512 003 VP6000104 WELLS 0.01% Interest 06/02/2022 38,710.12 38,710.12 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 37042 003 CSJFA STPOOL 0.22% Purchase 04/01/2022 37,000,000.00 -37,000,000.00 37042 003 CSJFA STPOOL 0.22% Purchase 04/15/2022 58,460.39 -58,460.39 37042 003 CSJFA STPOOL 0.22% Purchase 05/06/2022 30,000,000.00 -30,000,000.00 37042 003 CSJFA STPOOL 0.22% Purchase 05/12/2022 21,000,000.00 -21,000,000.00 37042 003 CSJFA STPOOL 0.22% Redemption 04/11/2022 9,000,000.00 9,000,000.00 37042 003 CSJFA STPOOL 0.22% Redemption 04/18/2022 58,460.39 58,460.39 37042 003 CSJFA STPOOL 0.22% Redemption 04/22/2022 42,000,000.00 42,000,000.00 37042 003 CSJFA STPOOL 0.22% Redemption 06/23/2022 70,000,000.00 70,000,000.00 37042 003 CSJFA STPOOL 0.22% Interest 04/15/2022 58,460.39 58,460.39 37546 003 13066YTZ2 CALIFORNIA ST Redemption 05/02/2022 05/01/2022 Maturity 20,000,000.00 20,000,000.00 37546 003 13066YTZ2 CALIFORNIA ST Interest 05/02/2022 05/01/2022 200,000.00 200,000.00 37579 003 13063DDF2 CAS 2.5% MAT Interest 04/01/2022 10/01/2022 62,500.00 62,500.00 37588 003 13063DDF2 CAS 2.5% MAT Interest 04/01/2022 10/01/2022 62,500.00 62,500.00 37624 003 91412HBK8 UNVHGR 3.297% Interest 05/16/2022 05/15/2023 65,940.00 65,940.00 37625 003 13067WPE6 CASWTR 2.518% Interest 06/01/2022 12/01/2022 12,590.00 12,590.00 40013 003 3133EJD48 FEDERAL FARM CR Interest 04/04/2022 10/02/2023 381,250.00 381,250.00 40039 003 13066YTZ2 CALIFORNIA ST Redemption 05/02/2022 05/01/2022 Maturity 4,000,000.00 4,000,000.00 40039 003 13066YTZ2 CALIFORNIA ST Interest 05/02/2022 05/01/2022 40,000.00 40,000.00 40049 003 3133EJ5W5 FFCB 2.65% MAT Interest 04/25/2022 10/23/2023 265,000.00 265,000.00 40097 003 24422EUT4 DEERE JOHN CAP Redemption 04/01/2022 04/01/2022 Maturity 14,000,000.00 14,000,000.00 40097 003 24422EUT4 DEERE JOHN CAP Interest 04/01/2022 04/01/2022 206,500.00 206,500.00 40111 003 69371RP83 PACCAR FINL CORP Redemption 05/10/2022 05/10/2022 Maturity 7,000,000.00 7,000,000.00 40111 003 69371RP83 PACCAR FINL CORP Interest 05/10/2022 05/10/2022 92,750.00 92,750.00 40112 003 90331HPC1 USB 2.65% MAT Redemption 04/22/2022 05/23/2022 Call 9,989,400.00 9,989,400.00 40112 003 90331HPC1 USB 2.65% MAT Cap G/L 04/22/2022 05/23/2022 10,600.00 10,600.00 40112 003 90331HPC1 USB 2.65% MAT Interest 04/22/2022 05/23/2022 109,680.00 109,680.00 40114 003 13066YTZ2 CALIFORNIA ST Redemption 05/02/2022 05/01/2022 Maturity 15,000,000.00 15,000,000.00 40114 003 13066YTZ2 CALIFORNIA ST Interest 05/02/2022 05/01/2022 150,000.00 150,000.00 40115 003 3137AWQH1 FHMS K023 A2 Redemption 04/25/2022 08/01/2022 Sale 662,516.36 662,516.36 40115 003 3137AWQH1 FHMS K023 A2 Cap G/L 04/25/2022 08/01/2022 -3,526.62 -3,526.62 40115 003 3137AWQH1 FHMS K023 A2 Redemption 05/25/2022 08/01/2022 Sale 229,929.75 229,929.75 40115 003 3137AWQH1 FHMS K023 A2 Cap G/L 05/25/2022 08/01/2022 -1,223.93 -1,223.93 40115 003 3137AWQH1 FHMS K023 A2 Redemption 06/25/2022 08/01/2022 Sale 1,118,400.78 1,118,400.78 40115 003 3137AWQH1 FHMS K023 A2 Cap G/L 06/25/2022 08/01/2022 -5,953.33 -5,953.33 40115 003 3137AWQH1 FHMS K023 A2 Interest 04/25/2022 08/01/2022 16,523.89 16,523.89 40115 003 3137AWQH1 FHMS K023 A2 Interest 05/25/2022 08/01/2022 15,256.98 15,256.98 40115 003 3137AWQH1 FHMS K023 A2 Interest 06/25/2022 08/01/2022 14,817.29 14,817.29 40116 003 13063DLY2 CALIFORNIA ST, Redemption 04/01/2022 04/01/2022 Maturity 2,235,000.00 2,235,000.00 40116 003 13063DLY2 CALIFORNIA ST, Interest 04/01/2022 04/01/2022 26,261.25 26,261.25 40121 003 3137AWQH1 FHMS K023 A2 Redemption 04/25/2022 08/01/2022 Sale 479,061.41 479,061.41 40121 003 3137AWQH1 FHMS K023 A2 Cap G/L 04/25/2022 08/01/2022 -2,549.34 -2,549.34 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40121 003 3137AWQH1 FHMS K023 A2 Redemption 05/25/2022 08/01/2022 Sale 166,260.75 166,260.75 40121 003 3137AWQH1 FHMS K023 A2 Cap G/L 05/25/2022 08/01/2022 -884.76 -884.76 40121 003 3137AWQH1 FHMS K023 A2 Redemption 06/25/2022 08/01/2022 Sale 808,708.49 808,708.49 40121 003 3137AWQH1 FHMS K023 A2 Cap G/L 06/25/2022 08/01/2022 -4,303.57 -4,303.57 40121 003 3137AWQH1 FHMS K023 A2 Interest 04/25/2022 08/01/2022 11,948.34 11,948.34 40121 003 3137AWQH1 FHMS K023 A2 Interest 05/25/2022 08/01/2022 11,032.24 11,032.24 40121 003 3137AWQH1 FHMS K023 A2 Interest 06/25/2022 08/01/2022 10,714.31 10,714.31 40121 003 3137AWQH1 FHMS K023 A2 Interest 06/25/2022 08/01/2022 1,237.17 1,237.17 40125 003 56052AD60 MAINE ST, GO BDS Redemption 06/01/2022 06/01/2022 Maturity 1,250,000.00 1,250,000.00 40125 003 56052AD60 MAINE ST, GO BDS Interest 06/01/2022 06/01/2022 15,625.00 15,625.00 40126 003 459058GX5 IBRD 1.875% MAT Interest 06/21/2022 06/19/2023 93,800.00 93,800.00 40148 003 3137B4WB8 FHMS K033 A2 Interest 04/25/2022 07/01/2023 10,837.50 10,837.50 40148 003 3137B4WB8 FHMS K033 A2 Interest 05/25/2022 07/01/2023 10,837.50 10,837.50 40148 003 3137B4WB8 FHMS K033 A2 Interest 06/25/2022 07/01/2023 10,837.50 10,837.50 40151 003 3138L9HU9 FN AM8342 2.36% Redemption 04/25/2022 04/01/2022 Maturity 2,750,000.00 2,750,000.00 40151 003 3138L9HU9 FN AM8342 2.36% Interest 04/25/2022 04/01/2022 5,588.61 5,588.61 40152 003 70922PAK8 PENNSYLVANIA ST Interest 06/01/2022 12/01/2023 25,628.75 25,628.75 40153 003 91412GVB8 UNIVERSITY CALIF Interest 05/16/2022 05/15/2024 18,190.00 18,190.00 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 04/15/2022 08/15/2023 Sale 269,246.82 269,246.82 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 04/15/2022 08/15/2023 2.23 2.23 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 05/15/2022 08/15/2023 Sale 242,716.20 242,716.20 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 05/15/2022 08/15/2023 2.01 2.01 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 06/15/2022 08/15/2023 Sale 223,993.80 223,993.80 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 06/15/2022 08/15/2023 1.86 1.86 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 04/15/2022 08/15/2023 2,510.36 2,510.36 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 05/15/2022 08/15/2023 2,110.97 2,110.97 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 06/15/2022 08/15/2023 1,750.94 1,750.94 40167 003 3137B36J2 FHMS K029 A2 Redemption 04/25/2022 02/01/2023 Sale 12,620.61 12,620.61 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 04/25/2022 02/01/2023 -514.51 -514.51 40167 003 3137B36J2 FHMS K029 A2 Redemption 05/25/2022 02/01/2023 Sale 13,241.21 13,241.21 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 05/25/2022 02/01/2023 -539.81 -539.81 40167 003 3137B36J2 FHMS K029 A2 Redemption 06/25/2022 02/01/2023 Sale 12,702.86 12,702.86 40167 003 3137B36J2 FHMS K029 A2 Cap G/L 06/25/2022 02/01/2023 -517.86 -517.86 40167 003 3137B36J2 FHMS K029 A2 Interest 04/25/2022 02/01/2023 13,338.74 13,338.74 40167 003 3137B36J2 FHMS K029 A2 Interest 05/25/2022 02/01/2023 13,272.87 13,272.87 40167 003 3137B36J2 FHMS K029 A2 Interest 06/25/2022 02/01/2023 13,270.11 13,270.11 40169 003 3138LC5B7 FN AN0841 2.71% Interest 04/25/2022 02/01/2023 2,333.61 2,333.61 40169 003 3138LC5B7 FN AN0841 2.71% Interest 05/25/2022 02/01/2023 2,258.33 2,258.33 40169 003 3138LC5B7 FN AN0841 2.71% Interest 06/25/2022 02/01/2023 2,333.61 2,333.61 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 04/25/2022 07/01/2024 Sale 7,519.95 7,519.95 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 04/25/2022 07/01/2024 -128.20 -128.20 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 05/25/2022 07/01/2024 Sale 8,047.95 8,047.95 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 05/25/2022 07/01/2024 -137.20 -137.20 40171 003 3140HUNV4 FN BL3103 2.42 Redemption 06/25/2022 07/01/2024 Sale 7,568.53 7,568.53 40171 003 3140HUNV4 FN BL3103 2.42 Cap G/L 06/25/2022 07/01/2024 -129.03 -129.03 40171 003 3140HUNV4 FN BL3103 2.42 Interest 04/25/2022 07/01/2024 10,292.83 10,292.83 40171 003 3140HUNV4 FN BL3103 2.42 Interest 05/25/2022 07/01/2024 9,945.90 9,945.90 40171 003 3140HUNV4 FN BL3103 2.42 Interest 06/25/2022 07/01/2024 10,260.94 10,260.94 40173 003 30298LAA9 FRESB 2019-SB65 Interest 04/25/2022 05/25/2024 9,560.21 9,560.21 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 04/25/2022 05/25/2024 7,539.40 7,539.40 40173 003 30298LAA9 FRESB 2019-SB65 Interest 05/25/2022 05/25/2024 9,547.71 9,547.71 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 05/25/2022 05/25/2024 8,258.50 8,258.50 40173 003 30298LAA9 FRESB 2019-SB65 Interest 06/25/2022 05/25/2024 9,534.01 9,534.01 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 06/25/2022 05/25/2024 666,228.60 666,228.60 40177 003 97705MNM3 WIS 1.857% MAT Interest 05/02/2022 05/01/2024 4,642.50 4,642.50 40180 003 30314KAS2 FRESB 2019-SB67 Interest 04/25/2022 07/25/2024 3,113.07 3,113.07 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 04/25/2022 07/25/2024 2,012.47 2,012.47 40180 003 30314KAS2 FRESB 2019-SB67 Interest 05/25/2022 07/25/2024 3,109.56 3,109.56 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 05/25/2022 07/25/2024 2,200.80 2,200.80 40180 003 30314KAS2 FRESB 2019-SB67 Interest 06/25/2022 07/25/2024 3,105.73 3,105.73 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 06/25/2022 07/25/2024 176,030.66 176,030.66 40183 003 3135G0W66 FNMA 1.625% MAT Interest 04/15/2022 10/15/2024 81,250.00 81,250.00 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 04/15/2022 01/16/2024 Sale 181,639.46 181,639.46 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 04/15/2022 01/16/2024 13.12 13.12 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 05/15/2022 01/16/2024 Sale 157,059.75 157,059.75 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 05/15/2022 01/16/2024 11.34 11.34 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 06/15/2022 01/16/2024 Sale 150,091.55 150,091.55 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 06/15/2022 01/16/2024 10.84 10.84 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 04/15/2022 01/16/2024 2,399.09 2,399.09 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 05/15/2022 01/16/2024 2,108.45 2,108.45 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 06/15/2022 01/16/2024 1,857.13 1,857.13 40188 003 677522T20 OHIO ST, TAXABLE Redemption 05/02/2022 05/01/2022 Maturity 1,950,000.00 1,950,000.00 40188 003 677522T20 OHIO ST, TAXABLE Interest 05/02/2022 05/01/2022 17,550.00 17,550.00 40189 003 3138ELJW4 FN AL3876 2.791% Interest 04/25/2022 06/01/2023 10,633.41 10,633.41 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 04/25/2022 06/01/2023 9,732.94 9,732.94 40189 003 3138ELJW4 FN AL3876 2.791% Interest 05/25/2022 06/01/2023 10,268.29 10,268.29 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 05/25/2022 06/01/2023 10,346.73 10,346.73 40189 003 3138ELJW4 FN AL3876 2.791% Interest 06/25/2022 06/01/2023 24,790.40 24,790.40 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 06/25/2022 06/01/2023 2,500,243.81 2,500,243.81 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 04/18/2022 01/18/2024 Sale 494,502.45 494,502.45 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 04/18/2022 01/18/2024 88.14 88.14 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 05/18/2022 01/18/2024 Sale 446,848.30 446,848.30 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 05/18/2022 01/18/2024 79.64 79.64 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 06/18/2022 01/18/2024 Sale 415,440.03 415,440.03 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 06/18/2022 01/18/2024 74.04 74.04 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 04/18/2022 01/18/2024 6,998.74 6,998.74 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 05/18/2022 01/18/2024 6,244.48 6,244.48 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 06/18/2022 01/18/2024 5,562.92 5,562.92 40194 003 3138L1UV9 FNMA FN AM1495 Interest 04/25/2022 12/01/2022 21,281.95 21,281.95 40194 003 3138L1UV9 FNMA FN AM1495 Redemption 04/25/2022 12/01/2022 4,015,708.95 4,015,708.95 40201 003 45818WCS3 IADB 1.7% MAT Interest 05/16/2022 11/15/2024 93,500.00 93,500.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 04/25/2022 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 05/25/2022 02/01/2025 15,429.44 15,429.44 40202 003 3138L84Z4 FN AM8039 2.39% Interest 06/25/2022 02/01/2025 15,943.76 15,943.76 40203 003 3140HWYW6 FN BL5224 2.240 Interest 04/25/2022 01/01/2025 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 05/25/2022 01/01/2025 13,906.67 13,906.67 40203 003 3140HWYW6 FN BL5224 2.240 Interest 06/25/2022 01/01/2025 14,370.22 14,370.22 40206 003 3138L4EN9 FN AM3740 2.610 Interest 04/25/2022 08/01/2023 49,644.59 49,644.59 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 04/25/2022 08/01/2023 55,005.57 55,005.57 40206 003 3138L4EN9 FN AM3740 2.610 Interest 05/25/2022 08/01/2023 47,923.51 47,923.51 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 05/25/2022 08/01/2023 57,313.71 57,313.71 40206 003 3138L4EN9 FN AM3740 2.610 Interest 06/25/2022 08/01/2023 49,392.15 49,392.15 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 06/25/2022 08/01/2023 55,344.01 55,344.01 40209 003 3138LL3J2 FN AN8000 2.71% Interest 04/25/2022 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 05/25/2022 01/01/2025 2,258.33 2,258.33 40209 003 3138LL3J2 FN AN8000 2.71% Interest 06/25/2022 01/01/2025 2,333.61 2,333.61 40214 003 30295NAE0 FRESB 2016-SB24 Interest 04/25/2022 10/25/2023 446.42 446.42 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 04/25/2022 10/25/2023 530.33 530.33 40214 003 30295NAE0 FRESB 2016-SB24 Interest 05/25/2022 10/25/2023 445.51 445.51 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 05/25/2022 10/25/2023 573.64 573.64 40214 003 30295NAE0 FRESB 2016-SB24 Interest 06/25/2022 10/25/2023 444.53 444.53 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 06/25/2022 10/25/2023 534.56 534.56 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 04/25/2022 11/25/2022 5,117.82 5,117.82 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 04/25/2022 11/25/2022 475,064.44 475,064.44 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 05/25/2022 11/25/2022 4,071.37 4,071.37 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 05/25/2022 11/25/2022 514,421.50 514,421.50 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 06/25/2022 11/25/2022 2,995.81 2,995.81 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 06/25/2022 11/25/2022 312,310.28 312,310.28 40225 003 3138L8CE2 FN AM7268 2.960% Interest 04/25/2022 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 05/25/2022 11/01/2024 8,633.33 8,633.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 06/25/2022 11/01/2024 8,921.11 8,921.11 40231 003 30298LAA9 FRESB 2019-SB65 Interest 04/25/2022 05/25/2024 1,123.32 1,123.32 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 04/25/2022 05/25/2024 885.88 885.88 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40231 003 30298LAA9 FRESB 2019-SB65 Interest 05/25/2022 05/25/2024 1,121.86 1,121.86 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 05/25/2022 05/25/2024 970.37 970.37 40231 003 30298LAA9 FRESB 2019-SB65 Interest 06/25/2022 05/25/2024 1,120.25 1,120.25 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 06/25/2022 05/25/2024 78,281.86 78,281.86 40243 003 13063DGB8 CALIFORNIA ST, Interest 04/01/2022 04/01/2025 84,375.00 84,375.00 40245 003 60412AKS1 MNS 2.02% MAT Interest 04/01/2022 10/01/2022 35,350.00 35,350.00 40246 003 459058JB0 IBRD 0.625% MAT Interest 04/22/2022 04/22/2025 9,390.00 9,390.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 04/15/2022 08/15/2024 Sale 98,559.64 98,559.64 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 04/15/2022 08/15/2024 19.72 19.72 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 05/15/2022 08/15/2024 Sale 86,652.49 86,652.49 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 05/15/2022 08/15/2024 17.33 17.33 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 06/15/2022 08/15/2024 Sale 80,632.35 80,632.35 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 06/15/2022 08/15/2024 16.13 16.13 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 04/15/2022 08/15/2024 1,279.25 1,279.25 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 05/15/2022 08/15/2024 1,167.53 1,167.53 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 06/15/2022 08/15/2024 1,069.30 1,069.30 40253 003 44891LAC7 HART 2020-A A3 Redemption 04/15/2022 11/15/2024 Sale 81,811.18 81,811.18 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 04/15/2022 11/15/2024 19.07 19.07 40253 003 44891LAC7 HART 2020-A A3 Redemption 05/15/2022 11/15/2024 Sale 74,345.97 74,345.97 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 05/15/2022 11/15/2024 17.33 17.33 40253 003 44891LAC7 HART 2020-A A3 Redemption 06/15/2022 11/15/2024 Sale 69,283.44 69,283.44 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 06/15/2022 11/15/2024 16.15 16.15 40253 003 44891LAC7 HART 2020-A A3 Interest 04/15/2022 11/15/2024 1,266.70 1,266.70 40253 003 44891LAC7 HART 2020-A A3 Interest 05/15/2022 11/15/2024 1,170.55 1,170.55 40253 003 44891LAC7 HART 2020-A A3 Interest 06/15/2022 11/15/2024 1,083.18 1,083.18 40261 003 3134GVQX9 FHLMC 0.7% MAT Interest 05/05/2022 05/05/2025 35,000.00 35,000.00 40263 003 037833DV9 APPLE INC, SR NT Interest 05/11/2022 05/11/2023 25,481.25 25,481.25 40264 003 882722VK4 TXS 3.823% MAT Interest 04/01/2022 04/01/2023 65,468.88 65,468.88 40266 003 3137BJQ71 FHMS KPLB A Interest 04/25/2022 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 05/25/2022 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 06/25/2022 05/25/2025 23,083.33 23,083.33 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 04/15/2022 07/15/2024 Sale 125,699.65 125,699.65 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 04/15/2022 07/15/2024 9.89 9.89 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 05/15/2022 07/15/2024 Sale 112,445.09 112,445.09 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 05/15/2022 07/15/2024 8.85 8.85 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 06/15/2022 07/15/2024 Sale 106,339.53 106,339.53 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 06/15/2022 07/15/2024 8.37 8.37 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 04/15/2022 07/15/2024 1,043.59 1,043.59 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 05/15/2022 07/15/2024 957.68 957.68 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 06/15/2022 07/15/2024 880.84 880.84 40271 003 3135G04Q3 FNMA 0.25% MAT Interest 05/23/2022 05/22/2023 12,500.00 12,500.00 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 04/25/2022 03/25/2025 7,239.84 7,239.84 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 04/25/2022 03/25/2025 3,402.16 3,402.16 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 05/25/2022 03/25/2025 6,998.67 6,998.67 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 05/25/2022 03/25/2025 3,601.68 3,601.68 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 06/25/2022 03/25/2025 7,427.05 7,427.05 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 06/25/2022 03/25/2025 27,284.28 27,284.28 40273 003 3134GVB49 FHLMC 0.75% MAT Interest 06/18/2022 06/18/2025 150,000.00 150,000.00 40274 003 931142DH3 WALMART INC, SR Interest 04/11/2022 04/11/2023 331,729.50 331,729.50 40275 003 69371RQ82 PACCAR FINL CORP Interest 06/08/2022 06/08/2023 8,000.00 8,000.00 40276 003 3137B04Y7 FHMS KSMC A2 Interest 04/25/2022 01/25/2023 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Interest 05/25/2022 01/25/2023 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Interest 06/25/2022 01/25/2023 11,876.46 11,876.46 40277 003 923078CT4 VNTCTF 1.048% MATInterest 05/02/2022 11/01/2023 5,240.00 5,240.00 40278 003 923078CU1 VENTURA CNTY Interest 05/02/2022 11/01/2024 5,503.50 5,503.50 40280 003 56052AE77 MAINE ST, TAXABLE Redemption 06/01/2022 06/01/2022 Maturity 1,000,000.00 1,000,000.00 40280 003 56052AE77 MAINE ST, TAXABLE Interest 06/01/2022 06/01/2022 6,250.00 6,250.00 40282 003 3133ELJ47 FFCB 0.58% MAT Interest 06/17/2022 06/17/2024 29,000.00 29,000.00 40283 003 3133ELG81 FEDERAL FARM CR Interest 06/08/2022 06/08/2023 15,000.00 15,000.00 40288 003 3135G04Z3 FNMA 0.5% MAT Interest 06/17/2022 06/17/2025 25,000.00 25,000.00 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 04/25/2022 03/25/2023 2,895.44 2,895.44 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 04/25/2022 03/25/2023 67,679.94 67,679.94 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 05/25/2022 03/25/2023 2,747.40 2,747.40 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 05/25/2022 03/25/2023 100,942.37 100,942.37 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 06/25/2022 03/25/2023 2,568.74 2,568.74 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 06/25/2022 03/25/2023 114,152.26 114,152.26 40293 003 91412HFL2 UNIVERSITY CALIF Interest 05/16/2022 05/15/2024 4,165.00 4,165.00 40294 003 91412HFL2 UNIVERSITY CALIF Interest 05/16/2022 05/15/2024 2,707.25 2,707.25 40295 003 30315EAA4 FRESB 2020-SB76 Interest 04/25/2022 05/25/2025 2,374.03 2,374.03 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 04/25/2022 05/25/2025 4,365.87 4,365.87 40295 003 30315EAA4 FRESB 2020-SB76 Interest 05/25/2022 05/25/2025 2,371.01 2,371.01 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 05/25/2022 05/25/2025 4,668.48 4,668.48 40295 003 30315EAA4 FRESB 2020-SB76 Interest 06/25/2022 05/25/2025 2,367.78 2,367.78 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 06/25/2022 05/25/2025 4,394.46 4,394.46 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 04/15/2022 10/15/2024 Sale 356,172.87 356,172.87 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 04/15/2022 10/15/2024 27.43 27.43 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 05/15/2022 10/15/2024 Sale 296,906.99 296,906.99 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 05/15/2022 10/15/2024 22.86 22.86 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 06/15/2022 10/15/2024 Sale 288,853.01 288,853.01 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 06/15/2022 10/15/2024 22.24 22.24 40296 003 89237VAB5 TMCC 0.44% MAT Interest 04/15/2022 10/15/2024 1,575.99 1,575.99 40296 003 89237VAB5 TMCC 0.44% MAT Interest 05/15/2022 10/15/2024 1,445.39 1,445.39 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40296 003 89237VAB5 TMCC 0.44% MAT Interest 06/15/2022 10/15/2024 1,336.51 1,336.51 40300 003 30288WAK5 FRESB 2016-SB15, Interest 04/25/2022 03/25/2023 481.66 481.66 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 04/25/2022 03/25/2023 439.43 439.43 40300 003 30288WAK5 FRESB 2016-SB15, Interest 05/25/2022 03/25/2023 480.86 480.86 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 05/25/2022 03/25/2023 470.63 470.63 40300 003 30288WAK5 FRESB 2016-SB15, Interest 06/25/2022 03/25/2023 480.00 480.00 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 06/25/2022 03/25/2023 442.65 442.65 40303 003 46625HRL6 JPM 2.7 5/18/2023 Interest 05/18/2022 05/18/2023 67,500.00 67,500.00 40311 003 34153QUD6 FLORIDA ST BRD EDInterest 06/01/2022 06/01/2025 27,500.00 27,500.00 40312 003 546417DQ6 LAS 0.84% MAT Interest 06/01/2022 06/01/2025 16,800.00 16,800.00 40313 003 34153QUC8 FLSEDU 0.39% MAT Interest 06/01/2022 06/01/2024 9,750.00 9,750.00 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 04/25/2022 04/01/2025 6,049.31 6,049.31 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 05/25/2022 04/01/2025 5,854.17 5,854.17 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 06/25/2022 04/01/2025 6,049.31 6,049.31 40316 003 3137EAEY1 FEDERAL HOME LN Interest 04/18/2022 10/16/2023 2,500.00 2,500.00 40317 003 419792ZM1 HAWAII ST, Interest 04/01/2022 10/01/2025 21,300.00 21,300.00 40318 003 13077DML3 CALIFORNIA ST Interest 05/02/2022 11/01/2025 44,250.00 44,250.00 40319 003 882724RA7 TEXAS ST, TAXABLEInterest 04/01/2022 10/01/2025 40,000.00 40,000.00 40321 003 45818WCW4 Inter-American Interest 04/15/2022 10/15/2024 17,000.00 17,000.00 40322 003 57582RK88 MAS 0.695 Interest 05/02/2022 11/01/2025 3,475.00 3,475.00 40323 003 13034AL65 CALIFORNIA Interest 04/01/2022 10/01/2025 5,297.63 5,297.63 40324 003 91412HGE7 UNIVERSITY CALIF Interest 05/16/2022 05/15/2025 9,779.23 9,779.23 40325 003 91412HGE7 UNIVERSITY CALIF Interest 05/16/2022 05/15/2025 15,717.40 15,717.40 40326 003 91412HGE7 UNIVERSITY CALIF Interest 05/16/2022 05/15/2025 44,150.00 44,150.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 04/25/2022 11/25/2024 8,742.66 8,742.66 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 04/25/2022 11/25/2024 35,344.60 35,344.60 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 05/25/2022 11/25/2024 7,667.34 7,667.34 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 05/25/2022 11/25/2024 2,738.15 2,738.15 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 06/25/2022 11/25/2024 7,916.03 7,916.03 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 06/25/2022 11/25/2024 2,570.20 2,570.20 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 04/25/2022 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 05/25/2022 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 06/25/2022 12/25/2024 11,482.50 11,482.50 40330 003 3133EMLR1 FEDERAL FARM CR Interest 06/23/2022 12/23/2025 25,000.00 25,000.00 40332 003 45950VPG5 IFC 0.425% MAT Interest 05/19/2022 11/19/2024 18,168.75 18,168.75 40333 003 3135G06G3 FEDERAL NATL MTGInterest 05/09/2022 11/07/2025 25,000.00 25,000.00 40336 003 459058JL8 IBRD 0.5% MAT Interest 04/28/2022 10/28/2025 25,000.00 25,000.00 40338 003 459058JL8 IBRD 0.5% MAT Interest 04/28/2022 10/28/2025 25,000.00 25,000.00 40339 003 459058DX8 IBRD 2.5% MAT Interest 05/25/2022 11/25/2024 59,562.50 59,562.50 40342 003 30318CAA5 FRESB 2021-SB82 Interest 04/25/2022 11/25/2025 2,474.62 2,474.62 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 04/25/2022 11/25/2025 81,257.80 81,257.80 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40342 003 30318CAA5 FRESB 2021-SB82 Interest 05/25/2022 11/25/2025 2,429.25 2,429.25 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 05/25/2022 11/25/2025 169,489.15 169,489.15 40342 003 30318CAA5 FRESB 2021-SB82 Interest 06/25/2022 11/25/2025 2,334.62 2,334.62 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 06/25/2022 11/25/2025 5,739.40 5,739.40 40343 003 91412HGE7 UNIVERSITY CALIF Interest 05/16/2022 05/15/2025 30,905.00 30,905.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 04/25/2022 03/25/2025 10,675.50 10,675.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 05/25/2022 03/25/2025 10,675.50 10,675.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 06/25/2022 03/25/2025 10,675.50 10,675.50 40360 003 31422XCX8 FEDERAL AGRIC Interest 04/20/2022 04/20/2026 50,000.00 50,000.00 40363 003 COVID RELIEF STPOOL 0.33% Purchase 04/15/2022 59,108.37 -59,108.37 40363 003 COVID RELIEF STPOOL 0.33% Purchase 06/08/2022 5,364,000.00 -5,364,000.00 40363 003 COVID RELIEF STPOOL 0.33% Redemption 04/18/2022 59,108.37 59,108.37 40363 003 COVID RELIEF STPOOL 0.33% Redemption 05/20/2022 5,364,000.00 5,364,000.00 40363 003 COVID RELIEF STPOOL 0.33% Interest 04/15/2022 59,108.37 59,108.37 40367 003 14913R2B2 CAT 0.95% MAT Redemption 05/13/2022 05/13/2022 Maturity 5,000,000.00 5,000,000.00 40367 003 14913R2B2 CAT 0.95% MAT Interest 05/13/2022 05/13/2022 23,750.00 23,750.00 40380 003 06417MQL2 BNSHOU 0.2% MAT Redemption 06/23/2022 06/23/2022 Maturity 13,910,000.00 13,910,000.00 40380 003 06417MQL2 BNSHOU 0.2% MAT Interest 06/23/2022 06/23/2022 28,206.39 28,206.39 40380 003 06417MQL2 BNSHOU 0.2% MAT Accr Int 06/23/2022 06/23/2022 540.94 -540.94 0.00 40382 003 78012UP82 RY 0.19% MAT Redemption 06/30/2022 06/30/2022 Maturity 25,000,000.00 25,000,000.00 40382 003 78012UP82 RY 0.19% MAT Interest 06/30/2022 06/30/2022 48,027.78 48,027.78 40390 003 89114WF75 TD 0.16% MAT Redemption 05/20/2022 05/20/2022 Maturity 30,000,000.00 30,000,000.00 40390 003 89114WF75 TD 0.16% MAT Interest 05/20/2022 05/20/2022 34,933.33 34,933.33 40409 003 3130APRF4 FEDERAL HOME Interest 05/16/2022 11/15/2024 100,000.00 100,000.00 40409 003 3130APRF4 FEDERAL HOME Accr Int 05/15/2022 11/15/2024 1,111.11 -1,111.11 0.00 40410 003 3130APWP6 FEDERAL HOME Interest 05/24/2022 11/24/2023 24,900.00 24,900.00 40415 003 3135G04Q3 FNMA 0.25% MAT Interest 05/23/2022 05/22/2023 3,703.75 3,703.75 40415 003 3135G04Q3 FNMA 0.25% MAT Accr Int 05/23/2022 05/22/2023 20.58 -20.58 0.00 40417 003 3130APZU2 FEDERAL HOME Interest 05/31/2022 05/28/2024 8,220.14 8,220.14 40418 003 3130APU45 FEDERAL HOME Interest 05/23/2022 11/22/2024 20,718.75 20,718.75 40418 003 3130APU45 FEDERAL HOME Accr Int 05/23/2022 11/22/2024 920.83 -920.83 0.00 40419 003 45950VLH7 IFC 2.% MAT Interest 04/25/2022 10/24/2022 31,730.00 31,730.00 40419 003 45950VLH7 IFC 2.% MAT Accr Int 04/24/2022 10/24/2022 6,346.00 -6,346.00 0.00 40421 003 3130APKF1 FEDERAL HOME Interest 05/09/2022 11/08/2024 10,218.75 10,218.75 40421 003 3130APKF1 FEDERAL HOME Accr Int 05/08/2022 11/08/2024 1,248.96 -1,248.96 0.00 40422 003 3130APMH5 FEDERAL HOME Interest 05/17/2022 05/17/2024 9,843.75 9,843.75 40422 003 3130APMH5 FEDERAL HOME Accr Int 05/17/2022 05/17/2024 765.63 -765.63 0.00 40423 003 3133ENFZ8 FEDERAL FARM CR Interest 06/02/2022 12/02/2024 50,500.00 50,500.00 40424 003 3133EMZP0 FEDERAL FARM CR Interest 05/18/2022 05/18/2023 875.00 875.00 40424 003 3133EMZP0 FEDERAL FARM CR Accr Int 05/18/2022 05/18/2023 63.19 -63.19 0.00 40431 003 594918BH6 MICROSOFT CORP, Interest 05/03/2022 11/03/2022 73,935.00 73,935.00 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40431 003 594918BH6 MICROSOFT CORP, Accr Int 05/03/2022 11/03/2022 13,554.75 -13,554.75 0.00 40432 003 594918AW4 MICROSOFT CORP, Interest 06/15/2022 12/15/2023 33,549.38 33,549.38 40433 003 3133EMGX4 FEDERAL FARM CR Interest 05/23/2022 11/23/2022 12,500.00 12,500.00 40433 003 3133EMGX4 FEDERAL FARM CR Accr Int 05/23/2022 11/23/2022 972.22 -972.22 0.00 40434 003 931142DU4 WAL-MART STORES Interest 06/15/2022 12/15/2022 58,750.00 58,750.00 40435 003 3130APQU2 FEDERAL HOME Interest 05/23/2022 11/22/2023 46,702.50 46,702.50 40435 003 3130APQU2 FEDERAL HOME Accr Int 05/23/2022 11/22/2023 5,967.54 -5,967.54 0.00 40436 003 3133ELYR9 FEDERAL FARM CR Redemption 05/06/2022 05/06/2022 Maturity 5,850,000.00 5,850,000.00 40436 003 3133ELYR9 FEDERAL FARM CR Interest 05/06/2022 05/06/2022 7,312.50 7,312.50 40436 003 3133ELYR9 FEDERAL FARM CR Accr Int 05/06/2022 05/06/2022 1,584.38 -1,584.38 0.00 40437 003 3133ENAQ3 FEDERAL FARM CR Interest 04/13/2022 10/13/2022 7,122.50 7,122.50 40437 003 3133ENAQ3 FEDERAL FARM CR Accr Int 04/13/2022 10/13/2022 2,453.31 -2,453.31 0.00 40439 003 037833CQ1 APPLE INC, SR GLBLRedemption 05/11/2022 05/11/2022 Maturity 8,800,000.00 8,800,000.00 40439 003 037833CQ1 APPLE INC, SR GLBLInterest 05/11/2022 05/11/2022 101,200.00 101,200.00 40439 003 037833CQ1 APPLE INC, SR GLBLAccr Int 05/11/2022 05/11/2022 19,677.78 -19,677.78 0.00 40440 003 3130AKDH6 FEDERAL HOME Interest 04/21/2022 10/21/2022 3,312.50 3,312.50 40440 003 3130AKDH6 FEDERAL HOME Accr Int 04/21/2022 10/21/2022 993.75 -993.75 0.00 40441 003 037833CQ1 APPLE INC, SR GLBLRedemption 05/11/2022 05/11/2022 Maturity 1,435,000.00 1,435,000.00 40441 003 037833CQ1 APPLE INC, SR GLBLInterest 05/11/2022 05/11/2022 16,502.50 16,502.50 40441 003 037833CQ1 APPLE INC, SR GLBLAccr Int 05/11/2022 05/11/2022 3,300.50 -3,300.50 0.00 40444 003 931142DU4 WAL-MART STORES Interest 06/15/2022 12/15/2022 117,500.00 117,500.00 40444 003 931142DU4 WAL-MART STORES Accr Int 06/15/2022 12/15/2022 3,263.89 -3,263.89 0.00 40445 003 3133ENGW4 FEDERAL FARM CR Interest 06/13/2022 12/13/2023 21,235.50 21,235.50 40445 003 3133ENGW4 FEDERAL FARM CR Accr Int 06/13/2022 12/13/2023 471.90 -471.90 0.00 40446 003 3130APS48 FEDERAL HOME Interest 05/18/2022 11/18/2024 69,510.00 69,510.00 40446 003 3130APS48 FEDERAL HOME Accr Int 05/18/2022 11/18/2024 11,198.83 -11,198.83 0.00 40449 003 13063DMA3 CALIFORNIA ST, Interest 04/01/2022 04/01/2026 133,957.50 133,957.50 40449 003 13063DMA3 CALIFORNIA ST, Accr Int 04/01/2022 04/01/2026 71,444.00 -71,444.00 0.00 40451 003 3130AQJL8 FEDERAL HOME Redemption 05/20/2022 05/20/2022 Maturity 10,000,000.00 10,000,000.00 40451 003 3130AQJL8 FEDERAL HOME Interest 05/20/2022 05/20/2022 4,500.00 4,500.00 40451 003 3130AQJL8 FEDERAL HOME Accr Int 05/20/2022 05/20/2022 33.33 -33.33 0.00 40455 003 912796N47 UNITED STATES Redemption 04/07/2022 04/07/2022 Maturity 20,000,000.00 20,000,000.00 40456 003 912796U72 UNITED STATES Redemption 05/03/2022 05/03/2022 Maturity 10,000,000.00 10,000,000.00 40457 003 912828XG0 USTR 2.125% MAT Redemption 06/30/2022 06/30/2022 Maturity 15,000,000.00 15,000,000.00 40457 003 912828XG0 USTR 2.125% MAT Interest 06/30/2022 06/30/2022 159,375.00 159,375.00 40457 003 912828XG0 USTR 2.125% MAT Accr Int 06/30/2022 06/30/2022 5,283.15 -5,283.15 0.00 40458 003 912828XR6 UNITED STATES Redemption 05/31/2022 05/31/2022 Maturity 20,000,000.00 20,000,000.00 40458 003 912828XR6 UNITED STATES Interest 05/31/2022 05/31/2022 175,000.00 175,000.00 40458 003 912828XR6 UNITED STATES Accr Int 05/31/2022 05/31/2022 35,576.92 -35,576.92 0.00 40465 003 3133EMYL0 FEDERAL FARM CR Redemption 05/04/2022 05/04/2022 Maturity 10,000,000.00 10,000,000.00 40465 003 3133EMYL0 FEDERAL FARM CR Interest 05/04/2022 05/04/2022 2,000.00 2,000.00 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 12
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40465 003 3133EMYL0 FEDERAL FARM CR Accr Int 05/04/2022 05/04/2022 777.78 -777.78 0.00 40467 003 3130AQCN1 FEDERAL HOME Interest 06/21/2022 01/17/2025 7,812.50 7,812.50 40469 003 3134GXJH8 FEDERAL HOME LN Interest 06/29/2022 09/29/2023 4,647.50 4,647.50 40469 003 3134GXJH8 FEDERAL HOME LN Accr Int 06/29/2022 09/29/2023 490.57 -490.57 0.00 40472 003 3130AQQQ9 FEDERAL HOME Interest 04/29/2022 01/28/2025 37,500.00 37,500.00 40474 003 912796J42 UNITED STATES Redemption 06/16/2022 06/16/2022 Maturity 20,000,000.00 20,000,000.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 04/29/2022 10/28/2025 13,500.00 13,500.00 40476 003 9128286Y1 UNITED STATES Redemption 06/15/2022 06/15/2022 Maturity 20,000,000.00 20,000,000.00 40476 003 9128286Y1 UNITED STATES Interest 06/15/2022 06/15/2022 175,000.00 175,000.00 40476 003 9128286Y1 UNITED STATES Accr Int 06/15/2022 06/15/2022 40,384.62 -40,384.62 0.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 04/29/2022 01/28/2025 37,500.00 37,500.00 40478 003 3130AQMU4 FEDERAL HOME Interest 04/29/2022 10/28/2024 19,531.25 19,531.25 40480 003 3133ENAL4 FEDERAL FARM CR Interest 04/12/2022 10/12/2023 6,017.50 6,017.50 40480 003 3133ENAL4 FEDERAL FARM CR Accr Int 04/12/2022 10/12/2023 3,476.78 -3,476.78 0.00 40481 003 912796R43 UNITED STATES Redemption 06/23/2022 06/23/2022 Maturity 80,000,000.00 80,000,000.00 40484 003 3130ABCF1 FEDERAL HOME Redemption 05/23/2022 05/23/2022 Maturity 1,000,000.00 1,000,000.00 40484 003 3130ABCF1 FEDERAL HOME Interest 05/23/2022 05/23/2022 12,500.00 12,500.00 40484 003 3130ABCF1 FEDERAL HOME Accr Int 05/23/2022 05/23/2022 5,416.67 -5,416.67 0.00 40487 003 037833CU2 APPLE INC, SR GLBLInterest 05/11/2022 05/11/2024 104,025.00 104,025.00 40487 003 037833CU2 APPLE INC, SR GLBLAccr Int 05/11/2022 05/11/2024 61,837.08 -61,837.08 0.00 40488 003 037833CQ1 APPLE INC, SR GLBLRedemption 05/11/2022 05/11/2022 Maturity 3,000,000.00 3,000,000.00 40488 003 037833CQ1 APPLE INC, SR GLBLInterest 05/11/2022 05/11/2022 34,500.00 34,500.00 40488 003 037833CQ1 APPLE INC, SR GLBLAccr Int 05/11/2022 05/11/2022 20,508.33 -20,508.33 0.00 40490 003 3134GW6E1 FEDERAL HOME LN Interest 05/02/2022 11/02/2023 32,000.00 32,000.00 40490 003 3134GW6E1 FEDERAL HOME LN Accr Int 05/02/2022 11/02/2023 23,644.44 -23,644.44 0.00 40491 003 3134GVJ66 FEDERAL HOME LN Redemption 06/08/2022 06/08/2022 Maturity 4,510,000.00 4,510,000.00 40491 003 3134GVJ66 FEDERAL HOME LN Interest 06/08/2022 06/08/2022 5,637.50 5,637.50 40491 003 3134GVJ66 FEDERAL HOME LN Accr Int 06/08/2022 06/08/2022 3,069.31 -3,069.31 0.00 40492 003 89233HDM3 TMCC DISC NOTE Redemption 04/21/2022 04/21/2022 Maturity 20,000,000.00 20,000,000.00 40493 003 89233HF90 TMCC DISC NOTE Redemption 06/09/2022 06/09/2022 Maturity 20,000,000.00 20,000,000.00 40494 003 89233HF25 TMCC DISC NOTE Redemption 06/02/2022 06/02/2022 Maturity 10,000,000.00 10,000,000.00 40497 003 3130AR7C9 FEDERAL HOME Interest 06/27/2022 12/27/2024 7,157.70 7,157.70 40501 003 3133ENAL4 FEDERAL FARM CR Interest 04/12/2022 10/12/2023 1,696.50 1,696.50 40501 003 3133ENAL4 FEDERAL FARM CR Accr Int 04/12/2022 10/12/2023 1,508.00 -1,508.00 0.00 40502 003 3130AMR53 FEDERAL HOME Interest 06/09/2022 12/09/2024 62,000.00 62,000.00 40502 003 3130AMR53 FEDERAL HOME Accr Int 06/09/2022 12/09/2024 35,477.78 -35,477.78 0.00 40505 003 3134GW5R3 FEDERAL HOME LN Interest 04/27/2022 10/27/2025 6,500.00 6,500.00 40505 003 3134GW5R3 FEDERAL HOME LN Accr Int 04/27/2022 10/27/2025 5,236.11 -5,236.11 0.00 40509 003 3134GW6E1 FEDERAL HOME LN Interest 05/02/2022 11/02/2023 29,280.00 29,280.00 40509 003 3134GW6E1 FEDERAL HOME LN Accr Int 05/02/2022 11/02/2023 24,074.67 -24,074.67 0.00 40512 003 3130APWH4 FEDERAL HOME Interest 05/23/2022 11/22/2023 7,458.33 7,458.33 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 13
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40512 003 3130APWH4 FEDERAL HOME Accr Int 05/23/2022 11/22/2023 5,250.00 -5,250.00 0.00 40513 003 3133ENGW4 FEDERAL FARM CR Interest 06/13/2022 12/13/2023 6,134.70 6,134.70 40513 003 3133ENGW4 FEDERAL FARM CR Accr Int 06/13/2022 12/13/2023 3,646.74 -3,646.74 0.00 40514 003 3133EMYW6 FFCB 0.23% MAT Interest 05/13/2022 11/13/2023 1,549.05 1,549.05 40514 003 3133EMYW6 FFCB 0.23% MAT Accr Int 05/13/2022 11/13/2023 1,179.00 -1,179.00 0.00 40515 003 3135G05P4 FEDERAL NATL MTGPurchase 04/11/2022 08/03/2023 3,290,758.96 -3,290,758.96 40516 003 3130AQJM6 FEDERAL HOME Purchase 04/11/2022 01/28/2025 1,345,539.61 -1,345,539.61 40517 003 3130AMU67 FEDERAL HOME Purchase 04/11/2022 06/28/2024 5,717,054.67 -5,717,054.67 40517 003 3130AMU67 FEDERAL HOME Interest 06/28/2022 06/28/2024 12,000.00 12,000.00 40517 003 3130AMU67 FEDERAL HOME Accr Int 06/28/2022 06/28/2024 6,866.67 -6,866.67 0.00 40518 003 3130AQGT4 FEDERAL HOME Purchase 04/11/2022 01/13/2025 22,084,305.78 -22,084,305.78 40519 003 3130AQMR1 FEDERAL HOME Purchase 04/11/2022 01/27/2025 22,476,841.41 -22,476,841.41 40520 003 3130AQZ48 FEDERAL HOME Purchase 04/11/2022 08/28/2024 3,016,514.00 -3,016,514.00 40521 003 3130APXH3 FEDERAL HOME Purchase 04/22/2022 11/27/2023 8,893,165.33 -8,893,165.33 40521 003 3130APXH3 FEDERAL HOME Interest 05/27/2022 11/27/2023 36,074.67 36,074.67 40521 003 3130APXH3 FEDERAL HOME Accr Int 05/27/2022 11/27/2023 28,981.33 -28,981.33 0.00 40522 003 3133EMSC7 FEDERAL FARM CR Purchase 04/22/2022 03/03/2025 3,261,941.67 -3,261,941.67 40523 003 3130ARVJ7 FEDERAL HOME Purchase 04/29/2022 04/29/2027 20,000,000.00 -20,000,000.00 40524 003 3133ENUZ1 FEDERAL FARM CR Purchase 04/22/2022 10/20/2025 19,893,433.33 -19,893,433.33 40525 003 3134GXSF2 FHLMC 2.5% MAT Purchase 04/29/2022 04/29/2025 10,000,000.00 -10,000,000.00 40526 003 3133ENVK3 FEDERAL FARM CR Purchase 04/27/2022 10/27/2026 20,000,000.00 -20,000,000.00 40527 003 3130APM44 FEDERAL HOME Purchase 04/22/2022 11/24/2023 3,456,536.86 -3,456,536.86 40527 003 3130APM44 FEDERAL HOME Interest 05/24/2022 11/24/2023 8,912.50 8,912.50 40527 003 3130APM44 FEDERAL HOME Accr Int 05/24/2022 11/24/2023 7,328.06 -7,328.06 0.00 40528 003 594918BJ2 MICROSOFT CORP, Purchase 04/25/2022 11/03/2025 4,059,122.22 -4,059,122.22 40528 003 594918BJ2 MICROSOFT CORP, Interest 05/03/2022 11/03/2025 62,500.00 62,500.00 40528 003 594918BJ2 MICROSOFT CORP, Accr Int 05/03/2022 11/03/2025 59,722.22 -59,722.22 0.00 40529 003 3130ARR86 FEDERAL HOME Purchase 04/29/2022 10/27/2023 13,245,848.60 -13,245,848.60 40530 003 3133EMSE3 FEDERAL FARM CR Purchase 05/11/2022 03/01/2023 4,846,261.08 -4,846,261.08 40531 003 3130A0F70 FEDERAL HOME Purchase 05/11/2022 12/08/2023 10,492,886.31 -10,492,886.31 40531 003 3130A0F70 FEDERAL HOME Interest 06/08/2022 12/08/2023 172,378.13 172,378.13 40531 003 3130A0F70 FEDERAL HOME Accr Int 06/08/2022 12/08/2023 146,521.41 -146,521.41 0.00 40532 003 3130APQJ7 FEDERAL HOME Purchase 05/11/2022 11/22/2023 1,462,798.96 -1,462,798.96 40532 003 3130APQJ7 FEDERAL HOME Interest 05/23/2022 11/22/2023 4,312.50 4,312.50 40532 003 3130APQJ7 FEDERAL HOME Accr Int 05/23/2022 11/22/2023 4,048.96 -4,048.96 0.00 40533 003 3130APWH4 FEDERAL HOME Purchase 05/12/2022 11/22/2023 5,864,952.00 -5,864,952.00 40533 003 3130APWH4 FEDERAL HOME Interest 05/23/2022 11/22/2023 22,375.00 22,375.00 40533 003 3130APWH4 FEDERAL HOME Accr Int 05/23/2022 11/22/2023 21,000.00 -21,000.00 0.00 40534 003 3133ELSP0 FEDERAL FARM CR Purchase 05/12/2022 03/13/2023 14,671,671.67 -14,671,671.67 40535 003 3133EMST0 FEDERAL FARM CR Purchase 05/12/2022 03/10/2023 1,507,492.19 -1,507,492.19 40536 003 3134G3X54 FEDERAL HOME LN Purchase 05/12/2022 05/26/2023 2,655,242.66 -2,655,242.66 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 14
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40536 003 3134G3X54 FEDERAL HOME LN Interest 05/26/2022 05/26/2023 26,350.00 26,350.00 40536 003 3134G3X54 FEDERAL HOME LN Accr Int 05/26/2022 05/26/2023 24,300.56 -24,300.56 0.00 40537 003 3130AS3T46 FHLB 2.125% MAT Purchase 05/17/2022 05/12/2023 9,305,885.27 -9,305,885.27 40538 003 459058JM6 IBRD 0.25% MAT Purchase 05/25/2022 11/24/2023 5,394,509.33 -5,394,509.33 40539 003 3130AS2M0 FEDERAL HOME Purchase 05/24/2022 11/24/2023 3,835,000.00 -3,835,000.00 40540 003 89233HF66 TMCC DISC NOTE Purchase 05/24/2022 06/06/2022 19,994,294.44 -19,994,294.44 40540 003 89233HF66 TMCC DISC NOTE Redemption 06/06/2022 06/06/2022 Maturity 20,000,000.00 20,000,000.00 40541 003 313380GJ0 FEDERAL HOME Purchase 05/24/2022 09/09/2022 10,060,766.67 -10,060,766.67 40542 003 3130AS3J6 FEDERAL HOME Purchase 05/24/2022 11/24/2023 2,699,460.00 -2,699,460.00 40543 003 3130AS4H9 FEDERAL HOME Purchase 05/26/2022 05/26/2023 4,885,000.00 -4,885,000.00 40544 003 3130ARVT5 FEDERAL HOME Purchase 05/24/2022 05/17/2024 3,642,027.40 -3,642,027.40 40545 003 3130AMNR9 FEDERAL HOME Purchase 05/24/2022 11/27/2024 18,960,758.11 -18,960,758.11 40545 003 3130AMNR9 FEDERAL HOME Interest 05/31/2022 11/27/2024 62,500.00 62,500.00 40545 003 3130AMNR9 FEDERAL HOME Accr Int 05/31/2022 11/27/2024 61,111.11 -61,111.11 0.00 40546 003 3130AMU67 FEDERAL HOME Purchase 05/24/2022 06/28/2024 19,086,244.44 -19,086,244.44 40546 003 3130AMU67 FEDERAL HOME Interest 06/28/2022 06/28/2024 40,000.00 40,000.00 40546 003 3130AMU67 FEDERAL HOME Accr Int 06/28/2022 06/28/2024 32,444.44 -32,444.44 0.00 40547 003 3130APWH4 FEDERAL HOME Purchase 05/24/2022 11/22/2023 19,475,416.67 -19,475,416.67 40548 003 3130ASB65 FEDERAL HOME Purchase 05/27/2022 02/23/2023 10,999,725.00 -10,999,725.00 40549 003 3130ASBG3 FEDERAL HOME Purchase 06/15/2022 03/15/2024 7,130,337.50 -7,130,337.50 40550 003 3133ENYA2 FEDERAL FARM CR Purchase 06/07/2022 06/01/2027 5,180,630.00 -5,180,630.00 40551 003 3134GXRL0 FEDERAL HOME LN Purchase 06/07/2022 05/12/2025 12,915,933.40 -12,915,933.40 40552 003 3130ARMT5 FEDERAL HOME Purchase 06/07/2022 10/25/2024 8,893,215.72 -8,893,215.72 40553 003 037833DV9 APPLE INC, SR NT Purchase 06/08/2022 05/11/2023 9,867,575.00 -9,867,575.00 40554 003 31422XRQ7 FEDERAL AGRIC Purchase 06/14/2022 12/20/2023 10,426,580.60 -10,426,580.60 40554 003 31422XRQ7 FEDERAL AGRIC Interest 06/21/2022 12/20/2023 37,187.55 37,187.55 40554 003 31422XRQ7 FEDERAL AGRIC Accr Int 06/20/2022 12/20/2023 35,947.97 -35,947.97 0.00 40555 003 3130ASD30 FEDERAL HOME Purchase 06/16/2022 06/16/2023 1,533,054.60 -1,533,054.60 40556 003 3134GXYM0 FEDERAL HOME LN Purchase 06/28/2022 06/28/2024 5,588,441.05 -5,588,441.05 40557 003 594918BB9 MICROSOFT CORP, Purchase 06/15/2022 02/12/2025 11,211,505.18 -11,211,505.18 40558 003 3134GXYT5 FHLMC 2.9% MAT Purchase 06/29/2022 12/29/2023 7,202,657.50 -7,202,657.50 40559 003 3134GXYT5 FHLMC 2.9% MAT Purchase 06/29/2022 12/29/2023 4,470,615.00 -4,470,615.00 40560 003 3130AS6D6 FEDERAL HOME Purchase 06/15/2022 06/14/2024 1,233,799.83 -1,233,799.83 40561 003 3133EMBQ4 FEDERAL FARM CR Purchase 06/15/2022 10/05/2023 985,850.13 -985,850.13 40562 003 3135G05U3 FEDERAL NATL MTGPurchase 06/15/2022 08/18/2023 6,967,350.00 -6,967,350.00 40563 003 3135G05P4 FEDERAL NATL MTGPurchase 06/15/2022 08/03/2023 4,841,900.00 -4,841,900.00 40564 003 594918BB9 MICROSOFT CORP, Purchase 06/16/2022 02/12/2025 7,152,125.00 -7,152,125.00 40565 003 3134GXKH6 FEDERAL HOME LN Purchase 06/15/2022 01/27/2023 4,924,345.83 -4,924,345.83 40566 003 CAMP CAMP 1.27% Purchase 06/24/2022 400,000,000.00 -400,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/27/2022 79,000,000.00 -79,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/28/2022 26,000,000.00 -26,000,000.00 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 15
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40566 003 CAMP CAMP 1.27% Redemption 06/30/2022 236,000,000.00 236,000,000.00 Totals for General Pool 1,857,688,024.4 1,464,520,766.8 6,253,266.57 -386,913,990.98 40371 152 9128286Y1 UNITED STATES Redemption 06/15/2022 06/15/2022 Maturity 901,000.00 901,000.00 40371 152 9128286Y1 UNITED STATES Interest 06/15/2022 06/15/2022 7,883.75 7,883.75 Totals for CSJ/CSC JP 901,000.00 7,883.75 908,883.75
40162 501 VP4560000 WELLS 0.01% Purchase 04/01/2022 1,033.98 -1,033.98 40162 501 VP4560000 WELLS 0.01% Purchase 05/04/2022 3,012.98 -3,012.98 40162 501 VP4560000 WELLS 0.01% Purchase 06/02/2022 9,067.11 -9,067.11 40162 501 VP4560000 WELLS 0.01% Interest 04/01/2022 1,033.98 1,033.98 40162 501 VP4560000 WELLS 0.01% Interest 05/04/2022 3,012.98 3,012.98 40162 501 VP4560000 WELLS 0.01% Interest 06/02/2022 9,067.11 9,067.11 Totals for SJCE 13,114.07 13,114.07 0.00
Grand Total 1,857,701,138.4 1,465,421,766.8 6,274,264.39 -386,005,107.23 Portfolio CITY
AP
Run Date: 07/15/2022 - 13:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

BALANCE SALES OR BALANCE
3/31/2022 MATURITIES ADDITIONS 6/30/2022
Asset Backed Securities 15,811,436.85 4,359,240.58 11,452,196.27 JPA Pool 0.00 236,000,000.00 505,000,000.00 269,000,000.00 Commercial Paper/Discount 49,932,113.89 70,000,000.00 20,067,886.11 0.00 Corporate Medium Term Notes 301,445,177.47 49,674,122.15 32,290,327.40 284,061,382.72 Federal Agency Securities 829,958,388.56 31,871,832.73 383,428,239.81 1,181,514,795.64 Mortgage Backed Securities 141,389,053.41 16,000,602.33 125,388,451.08 Money Market Mutual Fund 48,506,170.79 478,000,000.00 702,058,466.91 272,564,637.70 Muni Bonds 224,019,498.20 45,213,833.25 178,805,664.95
Negotiable CD's 118,910,885.02 68,910,885.02 50,000,000.00 State Pool 155,000,000.00 279,535,300.60 209,535,300.60 85,000,000.00 Supranationals 226,997,468.74 6,346.00 5,394,509.33 232,385,632.07 UST Bills, Notes & Bonds 221,500,288.38 186,262,090.50 35,238,197.88 Total 2,333,470,481.31 1,465,834,253.16 1,857,774,730.16 2,725,410,958.31 NET PURCHASES/(SALES): 391,940,477.00
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
APRIL THROUGH JUNE 2022 TURNOVER RATIO: 1.34
AVERAGE DAILY PORTFOLIO BALANCE: 2,478,351,293.61

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
4/1/22 THROUGH 6/30/22

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City of San Jose
City of San Jose , CA
Purchases Report
Sorted by Dealer - Fund
April 1, 2022 - June 30, 2022
Original
Par Value
Ending
Book Value
Sec.

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Undefined Dealer
CAMP 40566 003 LA2 CAMP 400,000,000.00 06/24/2022 07/01 - Monthly 400,000,000.00 1.270 1.270 269,000,000.00 Subtotal 400,000,000.00 400,000,000.00 0.00 269,000,000.00 Purchased from: CastleOak Securities LP
3130AQJM6 40516 003 MC1 FHLB 1,400,000.00 04/11/2022 07/28 - 01/28 1,341,991.00 3,548.61 1.250 01/28/2025 2.800 1,346,599.46 3130APQJ7 40532 003 MC1 FHLB 1,500,000.00 05/11/2022 05/22 - 11/22 1,458,750.00 Received 0.575 11/22/2023 2.416 1,462,493.19 3133ELSP0 40534 003 FAC FFCB 14,800,000.00 05/12/2022 09/13 - 03/13 14,653,480.00 18,191.67 0.750 03/13/2023 1.949 14,677,332.09 3133EMST0 40535 003 MC1 FFCB 1,530,000.00 05/12/2022 09/10 - 03/10 1,507,123.29 368.90 0.140 03/10/2023 1.970 1,510,884.90 3130APWH4 40533 003 MC1 FHLB 6,000,000.00 05/12/2022 05/23 - 11/23 5,843,952.00 Received 0.750 11/22/2023 2.496 5,857,854.46 3130AS3T46 40537 003 FAC FHLB 9,305,000.00 05/17/2022 11/12 - 05/12 9,303,139.00 2,746.27 2.125 05/12/2023 2.145 9,303,369.66 3130AMNR9 40545 003 MC1 FHLB 20,000,000.00 05/24/2022 05/28 - 11/28 18,899,647.00 Received 0.625 11/27/2024 2.916 18,944,733.45 3130AMU67 40546 003 MC1 FHLB 20,000,000.00 05/24/2022 06/28 - 12/28 19,053,800.00 Received 0.400 06/28/2024 2.740 19,100,231.56 3130APWH4 40547 003 MC1 FHLB 20,000,000.00 05/24/2022 11/23 - 05/23 19,475,000.00 416.67 0.750 11/22/2023 2.551 19,511,105.95 31422XRQ7 40554 003 MC1 FAMC 10,779,000.00 06/14/2022 06/20 - 12/20 10,390,632.63 Received 0.690 12/20/2023 3.141 10,402,724.65 3134GXYM0 40556 003 MC1 FHLMC 5,615,000.00 06/28/2022 12/28 - 06/28 5,588,441.05 3.125 06/28/2024 3.372 5,588,551.71 3134GXYT5 40558 003 MC1 FHLMC 7,250,000.00 06/29/2022 12/29 - 06/29 7,202,657.50 2.900 12/29/2023 3.350 7,202,832.84 3134GXYT5 40559 003 MC1 FHLMC 4,500,000.00 06/29/2022 12/29 - 06/29 4,470,615.00 2.900 12/29/2023 3.350 4,470,723.83 Subtotal 122,679,000.00 119,189,228.47 25,272.12 119,379,437.75 Purchased from: FHN Financial
3130ARVJ7 40523 003 MC1 FHLB 20,000,000.00 04/29/2022 10/29 - 04/29 20,000,000.00 3.250 04/29/2027 3.250 20,000,000.00 3133ENYA2 40550 003 MC1 FFCB 5,200,000.00 06/07/2022 12/01 - 06/01 5,177,640.00 2,990.00 3.450 06/01/2027 3.545 5,177,939.13 3130ASBG3 40549 003 MC1 FHLB 7,150,000.00 06/15/2022 09/15 - 03/15 7,130,337.50 2.125 03/15/2024 2.125 7,130,836.87 Subtotal 32,350,000.00 32,307,977.50 2,990.00 32,308,776.00 Purchased from: Piper Sandler & Co.
3130AS2M0 40539 003 MC1 FHLB 3,835,000.00 05/24/2022 11/24 - 05/24 3,835,000.00 2.650 11/24/2023 2.650 3,835,000.00 3130AS3J6 40542 003 MC1 FHLB 2,700,000.00 05/24/2022 11/24 - 05/24 2,699,460.00 2.500 11/24/2023 2.514 2,699,497.00 3130ARMT5 40552 003 MC1 FHLB 8,905,000.00 06/07/2022 10/25 - 04/25 8,864,126.05 29,089.67 2.800 10/25/2024 3.000 8,865,269.38 3134GXRL0 40551 003 MC1 FHLMC 12,940,000.00 06/07/2022 11/12 - 05/12 12,887,851.80 28,081.60 3.125 05/12/2025 3.270 12,889,038.11 037833DV9 40553 003 MTN AAPL 10,000,000.00 06/08/2022 11/11 - 05/11 9,861,950.00 5,625.00 0.750 05/11/2023 2.266 9,871,484.98 Subtotal 38,380,000.00 38,148,387.85 62,796.27 38,160,289.47 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 07/05/2022 - 12:43 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
April 1, 2022 - June 30, 2022
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: RBC Capital Markets
3133ENVK3 40526 003 MC1 FFCB 20,000,000.00 04/27/2022 10/27 - 04/27 20,000,000.00 3.650 10/27/2026 3.650 20,000,000.00 3130ARR86 40529 003 MC1 FHLB 13,270,000.00 04/29/2022 10/27 - 04/27 13,245,848.60 1.625 10/27/2023 1.997 13,248,631.85 3130ASD30 40555 003 MC1 FHLB 1,540,000.00 06/16/2022 12/16 - 06/16 1,533,054.60 2.290 06/16/2023 2.750 1,533,343.99 Subtotal 34,810,000.00 34,778,903.20 0.00 34,781,975.84 Purchased from: Raymond James & Associates
3133EMSC7 40522 003 MC1 FFCB 3,500,000.00 04/22/2022 09/03 - 03/03 3,259,655.00 2,286.67 0.480 03/03/2025 3.000 3,275,740.16 Subtotal 3,500,000.00 3,259,655.00 2,286.67 3,275,740.16 Purchased from: Truist Securities Inc
3134GXKH6 40565 003 MC1 FHLMC 5,000,000.00 06/15/2022 07/27 - 01/27 4,921,950.00 2,395.83 0.125 01/27/2023 2.694 4,927,575.23 Subtotal 5,000,000.00 4,921,950.00 2,395.83 4,927,575.23 Purchased from: Toyota Financial Services
89233HF66 40540 003 ACP TMCC 20,000,000.00 05/24/2022 06/06 - At Maturity 19,994,294.44 0.790 06/06/2022 0.790 0.00 Subtotal 20,000,000.00 19,994,294.44 0.00 0.00
Purchased from: UBS Financial Services
3133ENUZ1 40524 003 MC1 FFCB 20,000,000.00 04/22/2022 10/20 - 04/20 19,890,000.00 3,433.33 3.090 10/20/2025 3.258 19,896,033.39 313380GJ0 40541 003 FAC FHLB 10,000,000.00 05/24/2022 09/09 - Final Pmt. 10,019,100.00 41,666.67 2.000 09/09/2022 1.337 10,012,369.52 Subtotal 30,000,000.00 29,909,100.00 45,100.00 29,908,402.91 Purchased from: Unionbanc Investment
3130AQZ48 40520 003 MC1 FHLB 3,060,000.00 04/11/2022 08/28 - 02/28 3,009,204.00 7,310.00 2.000 08/28/2024 2.724 3,013,945.75 3135G05P4 40515 003 MC1 FNMA 3,371,000.00 04/11/2022 08/03 - 02/03 3,288,848.73 1,910.23 0.300 08/03/2023 2.196 3,302,772.67 3130APM44 40527 003 MC1 FHLB 3,565,000.00 04/22/2022 05/24 - 11/24 3,449,208.80 Received 0.500 11/24/2023 2.600 3,463,176.62 594918BJ2 40528 003 MTN MSFT 4,000,000.00 04/25/2022 05/03 - 11/03 3,999,400.00 Received 3.125 11/03/2025 3.129 3,999,431.23 3133EMSE3 40530 003 MC1 FFCB 4,916,000.00 05/11/2022 09/01 - 03/01 4,845,209.60 1,051.48 0.110 03/01/2023 1.920 4,857,414.84 3130A0F70 40531 003 FAC FHLB 10,215,000.00 05/11/2022 06/08 - 12/08 10,346,364.90 Received 3.375 12/08/2023 2.536 10,334,780.69 3134G3X54 40536 003 FAC FHLMC 2,635,000.00 05/12/2022 05/26 - 11/26 2,630,942.10 Received 2.000 05/26/2023 2.150 2,631,473.75 3130ARVT5 40544 003 MC1 FHLB 3,630,000.00 05/24/2022 11/17 - 05/17 3,639,909.90 2,117.50 3.000 05/17/2024 2.716 3,639,395.64 3130AS4H9 40543 003 MC1 FHLB 4,885,000.00 05/26/2022 11/26 - 05/26 4,885,000.00 2.250 05/26/2023 2.250 4,885,000.00 3130ASB65 40548 003 MC1 FHLB 11,000,000.00 05/27/2022 11/23 - 02/23 10,999,725.00 1.880 02/23/2023 1.885 10,999,760.15 594918BB9 40557 003 MTN MSFT 11,335,000.00 06/15/2022 08/12 - 02/12 11,106,939.80 104,565.38 2.700 02/12/2025 3.498 11,110,752.72 594918BB9 40564 003 MTN MSFT 7,250,000.00 06/16/2022 08/12 - 02/12 7,084,700.00 67,425.00 2.700 02/12/2025 3.607 7,087,293.62 Subtotal 69,862,000.00 69,285,452.83 184,379.59 69,325,197.68 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 07/05/2022 - 12:43 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
April 1, 2022 - June 30, 2022
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Wells Fargo Securities
3130AMU67 40517 003 MC1 FHLB 6,000,000.00 04/11/2022 06/28 - 12/28 5,710,188.00 Received 0.400 06/28/2024 2.661 5,739,278.29 3130AQGT4 40518 003 MC1 FHLB 23,060,000.00 04/11/2022 07/13 - 01/13 22,022,300.00 62,005.78 1.100 01/13/2025 2.808 22,105,985.48 3130AQMR1 40519 003 MC1 FHLB 23,390,000.00 04/11/2022 07/27 - 01/27 22,416,742.10 60,099.31 1.250 01/27/2025 2.808 22,494,138.35 3130APXH3 40521 003 MC1 FHLB 9,120,000.00 04/22/2022 05/27 - 11/27 8,864,184.00 Received 0.800 11/27/2023 2.604 8,894,881.92 3134GXSF2 40525 003 MC1 FHLMC 10,000,000.00 04/29/2022 10/29 - 04/29 10,000,000.00 2.500 04/29/2025 2.500 10,000,000.00 459058JM6 40538 003 MC2 IBRD 5,580,000.00 05/25/2022 11/24 - 05/24 5,394,470.58 38.75 0.250 11/24/2023 2.527 5,406,862.16 3133EMBQ4 40561 003 MC1 FFCB 1,025,000.00 06/15/2022 10/05 - 04/05 985,312.00 538.13 0.270 10/05/2023 3.325 986,663.08 3130AS6D6 40560 003 MC1 FHLB 1,250,000.00 06/15/2022 12/14 - 06/14 1,233,700.00 99.83 2.875 06/14/2024 3.557 1,234,062.73 3135G05U3 40562 003 MC1 FNMA 7,200,000.00 06/15/2022 08/18 - 02/18 6,959,160.00 8,190.00 0.350 08/18/2023 3.275 6,968,269.79 3135G05P4 40563 003 MC1 FNMA 5,000,000.00 06/15/2022 08/03 - 02/03 4,836,400.00 5,500.00 0.300 08/03/2023 3.264 4,842,815.69 Subtotal 91,625,000.00 88,422,456.68 136,471.80 88,672,957.49 Total Purchases 848,206,000.00 840,217,405.97 461,692.28 689,740,352.53 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 07/05/2022 - 12:43 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7