San Jose City Council
September 20, 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/your- government/departments/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street.

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

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
$35,238,198 1.3%U.S. Agency
$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 Yield (%)
Weighted Average Maturity
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 pandemic- era 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
P

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

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

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

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

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

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

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

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

T HIS PAGE IS INTENTIONALLY LEFT BLANK
Fund 003 Fund 152 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 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
TOTA

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
48,606,166.9832936 5,000,000.00 0.740STPOOL 91,011.95 0.00 91,011.950.751003 42,000,000.00CITY 0.00 76,126,862.9936512 252,407,740.81 0.654WELLS 145,810.68 0.00 145,810.680.768003 28,362,387.97VP6000104 0.00 58,529,399.7937042 5,000,000.00 0.740STPOOL 109,592.57 0.00 109,592.570.751003 38,000,000.00CSJFA 0.00 6,511,186.8137546 0.00 2.000CASPWR 33,333.33 4,156.67 37,490.002.309003 19,750,600.0013066YTZ2 0.00 2,831,272.5037565 2,710,000.00 3.258STNPWR 22,072.95 -6,166.40 15,906.552.253003 2,831,272.5084247PHX2 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 31,250.00 -3,354.09 27,895.912.209003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 31,250.00 -1,035.46 30,214.542.414003 5,019,950.0013063DDF2 0.00 9,982,270.0037589 10,000,000.00 2.100FHLB 52,500.00 978.36 53,478.362.149003 9,982,270.003130ACZS6 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 32,970.00 0.00 32,970.003.306003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 6,295.00 915.00 7,210.002.940003 983,530.0013067WPE6 0.00 19,089,200.0037634 20,000,000.00 1.750IADB 87,500.00 53,858.08 141,358.082.970003 19,089,200.004581X0CZ9 0.00 4,816,203.7537638 4,815,000.00 2.900LOS 34,908.75 -72.75 34,836.002.901003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 42,500.00 -3,878.78 38,621.223.052003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 190,625.00 4,285.71 194,910.713.138003 24,915,000.003133EJD48 0.00 4,009,560.0040036 4,000,000.00 2.900LOS 29,000.00 -651.81 28,348.192.836003 4,009,560.00544351MN6 0.00 1,289,129.6740039 0.00 2.000CASPWR 6,666.67 2,254.15 8,920.822.776003 3,910,360.0013066YTZ2 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 132,500.00 1,006.31 133,506.312.680003 19,980,880.003133EJ5W5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 31,250.00 407.50 31,657.502.544003 4,991,850.00459058GQ0 0.00

0.0040097 0.00 2.950JD 0.00 0.00 0.00003 14,129,780.0024422EUT4 0.00 3,008,850.0040111 0.00 2.650PCAR 20,095.83 -754.78 19,341.052.578003 7,020,650.0069371RP83 0.00 2,305,246.1540112 0.00 2.650USB 15,458.34 206.11 15,968.712.778003 9,989,400.0090331HPC1 304.26 4,947,972.5340114 0.00 2.000CASPWR 25,000.00 -253.82 24,746.182.006003 15,008,850.0013066YTZ2 0.00 7,985,981.2740115 6,594,856.99 2.307FHLMC 8,550.58 -3,371.94 4,620.360.232003 8,640,996.683137AWQH1 -558.28

0.0040116 0.00 2.350CAS 0.00 0.00 0.00003 2,248,521.7513063DLY2 0.00 5,774,612.7440121 4,768,707.02 2.307FHLMC 14,754.33 -2,448.31 11,900.660.827003 6,248,250.253137AWQH1 -405.36 847,522.9440125 0.00 2.500MES 5,208.33 -815.40 4,392.932.079003 1,264,337.5056052AD60 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 46,875.00 650.00 47,525.001.908003 9,989,600.00459058GX5 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 43,750.00 1,901.34 45,651.341.838003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 32,512.50 -8,986.04 23,526.462.149003 4,390,781.253137B4WB8 0.00

0.0040151 0.00 2.360FNMA 0.00 0.00 0.00003 2,765,468.753138L9HU9 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,837,920.0040152 1,750,000.00 2.929PASTRN 12,814.38 -5,114.93 7,699.451.680003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 9,095.00 -4,306.43 4,788.571.775003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 34,371.00 -19,017.72 15,353.282.072003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 11,250.00 352.69 11,602.691.555003 2,992,950.003130AGWK7 0.00 1,299,792.7040158 956,410.49 1.780HAROT 5,790.03 0.68 5,792.641.788003 1,692,359.3743815NAC8 1.93 999,830.0040164 1,000,000.00 1.700AAPL 4,250.00 14.17 4,264.171.711003 999,830.00037833DL1 0.00 4,991,750.0040166 5,000,000.00 1.700AAPL 21,250.00 687.50 21,937.501.763003 4,991,750.00037833DL1 0.00 5,010,619.3640167 4,784,238.00 3.320FHLMC 7,962.35 -15,131.45 -7,487.34-0.599003 5,026,132.803137B36J2 -318.24 1,019,843.7540169 1,000,000.00 2.710FNMA 6,850.27 -1,464.55 5,385.722.118003 1,019,843.753138LC5B7 0.00 5,015,598.9940171 4,916,499.95 2.420FNMA 6,028.46 -4,453.97 1,401.190.112003 5,024,906.933140HUNV4 -173.30 5,712,116.4040173 5,082,925.90 1.990FHLMC 27,510.91 0.00 27,510.911.932003 5,764,952.4030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 2,321.25 0.00 2,321.251.862003 500,000.0097705MNM3 0.00 1,781,858.7640180 1,607,163.38 2.090FHLMC 9,014.43 -857.24 8,157.191.836003 1,787,407.3130314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.32 41,478.321.667003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 25,125.00 -151.46 24,973.542.002003 5,002,600.00649791PP9 0.00 1,238,121.8240186 1,010,607.45 1.920TMCC 5,947.55 5.36 5,967.071.933003 1,499,325.2589233MAD5 14.16 642,857.1440188 0.00 1.800OHS 2,925.00 0.00 2,925.001.825003 1,950,000.00677522T20 0.00 4,465,568.2440189 2,009,566.12 2.791FNMA 25,676.12 -64,780.19 -39,104.07-3.512003 4,529,889.603138ELJW4 0.00 3,910,983.6940190 3,232,298.88 1.830HAROT 17,909.35 42.07 18,048.951.851003 4,588,513.6643813VAC2 97.53 1,064,549.0040194 0.00 2.220FNMA 0.00 -20,706.00 -20,706.00-7.802003 4,015,708.953138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 78,821.33 -14,576.77 64,244.561.690003 15,244,921.88912828W48 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.01 46,545.991.697003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.350003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.222003 7,450,000.003140HWYW6 0.00 22,503,069.8540206 21,921,140.50 2.610FNMA 143,400.84 -3,667.64 139,733.202.491003 22,088,803.793138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 35,750.00 -11,418.00 24,332.001.880003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.654003 1,000,000.003138LL3J2 0.00 2,119,372.0040213 2,050,000.00 3.250JPM 16,656.25 -6,496.86 10,159.391.923003 2,119,372.0046625HJE1 0.00 260,985.9740214 259,680.56 2.050FHLMC 1,333.66 -2.05 1,331.612.046003 261,319.0930295NAE0 0.00 1,868,991.6540221 1,120,518.26 2.509FNMA 9,408.23 -18,509.92 -9,101.69-1.953003 2,422,314.483136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 80,000.00 -33,955.31 46,044.691.775003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.904003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 679,563.3740231 597,243.82 1.990FHLMC 3,232.54 -1,001.72 2,230.821.317003 677,381.9330298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 2,425.00 0.00 2,425.000.973003 1,000,000.00574193SP4 0.00 1,405,490.6840237 1,412,000.00 1.650DIS 5,824.50 662.71 6,487.211.851003 1,405,490.68254687FJ0 0.00 986,760.0040238 1,000,000.00 2.000PCAR 5,000.00 1,329.91 6,329.912.573003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 77,024.50 -28,556.66 48,467.841.806003 10,763,199.9706406RAE7 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.84 23,462.661.752003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 17,675.00 -8,063.43 9,611.571.077003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.707003 2,988,390.00459058JB0 0.00 986,196.7940252 862,853.20 1.360TMCC 3,355.36 11.49 3,394.791.381003 1,128,525.1189239RAC0 27.94 957,988.5140253 852,551.58 1.410HART 3,379.13 12.30 3,420.391.432003 1,077,793.5444891LAC7 28.96 1,655,000.0040255 1,655,000.00 2.363RIV 9,776.91 0.00 9,776.912.369003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.674003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.723003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 8,807.75 669.61 9,477.361.559003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 12,740.63 158.55 12,899.180.762003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 32,734.44 -24,231.47 8,502.970.920003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.702003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.566003 10,000,000.003137BJQ71 0.00 2,970,699.6840267 2,897,000.00 2.300PCAR 16,657.75 -8,219.30 8,438.451.139003 2,970,699.6869371RN77 0.00 16,606,400.0040269 16,000,000.00 2.125IBRD 85,000.00 -71,810.53 13,189.470.319003 16,606,400.00459058GU1 0.00 1,343,943.7940270 1,182,686.94 0.820HAROT 2,756.55 6.41 2,777.200.829003 1,527,078.1343813DAC2 14.24 9,969,900.0040271 10,000,000.00 0.250FNMA 6,250.00 2,508.33 8,758.330.352003 9,969,900.003135G04Q3 0.00 3,180,365.4440272 2,909,733.51 2.967FNMA 21,726.63 -2,825.34 18,901.292.384003 2,944,021.633136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.752003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 165,864.75 -121,054.93 44,809.820.656003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 4,000.00 231.67 4,231.670.850003 1,997,220.0069371RQ82 0.00 5,727,609.3840276 5,450,000.00 2.615FHLMC 35,629.38 0.00 35,629.382.495003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 2,620.00 0.00 2,620.001.051003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.226003 900,000.00923078CU1 0.00 7,508,925.0040279 7,500,000.00 0.550JD 10,312.50 -1,075.30 9,237.200.493003 7,508,925.0024422EVG1 0.00 676,845.2740280 0.00 1.250MES 2,083.33 -836.73 1,246.600.739003 1,009,720.0056052AE77 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.852003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 14,500.00 0.00 14,500.000.582003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 7,500.00 75.28 7,575.280.304003 9,999,100.003133ELG81 0.00 7,779,030.0040287 7,500,000.00 2.125IBRD 39,843.75 -34,260.16 5,583.590.288003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.15 13,536.150.544003 9,979,300.003135G04Z3 0.00 1,221,880.5640289 986,157.33 2.492FNMA 6,827.50 -12,404.52 -5,577.02-1.831003 1,268,931.903136AGMB5 0.00 25,000,000.0040291 25,000,000.00 0.220FHLB 13,750.00 0.00 13,750.000.221003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 2,082.50 0.00 2,082.500.835003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 1,353.62 0.00 1,353.620.835003 650,000.0091412HFL2 0.00 3,443,692.8540295 3,418,905.27 0.830FHLMC 7,103.53 -65.68 7,037.850.820003 3,432,334.0830315EAA4 0.00 3,792,329.8440296 3,356,167.35 0.440TMCC 4,173.70 17.31 4,232.680.448003 4,297,841.7989237VAB5 41.67 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.68 7,944.320.637003 5,006,100.00574193TR9 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,001,950.0040298 5,000,000.00 0.510MDS 6,375.00 -122.22 6,252.780.501003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.30 3,131.300.502003 2,499,875.0031422BJ27 0.00 270,830.0440300 262,572.65 2.190FHLMC 1,440.06 -38.26 1,401.802.076003 263,925.3630288WAK5 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 33,750.00 -25,906.88 7,843.120.595003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.521003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 4,562.25 0.00 4,562.250.421003 4,345,000.00373385FP3 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 19,464.00 -16,579.16 2,884.840.447003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.34 5,440.840.438003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.552003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.842003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 4,875.00 287.53 5,162.530.414003 4,995,850.0034153QUC8 0.00 2,650,781.2540314 2,500,000.00 2.810FNMA 17,562.51 0.00 17,562.512.657003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 30,461.00 -25,485.35 4,975.650.491003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 1,250.00 1,243.33 2,493.330.251003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.77 9,893.230.791003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.08 20,168.920.806003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.508003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 33,361.50 -29,356.49 4,005.010.383003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.45 8,797.450.353003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.697003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.81 0.00 2,648.810.767003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.62 -1,353.58 3,536.040.633003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.24 5,424.460.604003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.44 15,357.560.609003 10,118,600.0091412HGE7 0.00 3,848,608.2140327 3,567,819.46 2.624FNMA 23,422.12 -3,035.96 20,386.162.125003 3,608,472.413136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 34,447.50 0.00 34,447.502.798003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.37 10,701.370.430003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.501003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.552003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.38 -2,228.40 6,855.980.320003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.75 10,448.250.417003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.498003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.400003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.69 12,689.690.509003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.499003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.51 12,845.510.516003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.340003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.501003 10,000,000.003130AKPW0 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.13 13,009.130.525003 9,933,980.00459058JE4 0.00 4,324,137.9240342 4,175,668.25 0.670FHLMC 7,095.28 -1,257.81 5,837.470.541003 4,432,154.6030318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.72 8,957.780.505003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 37,500.00 -29,666.67 7,833.330.301003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.509003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 145,312.50 -127,353.75 17,958.750.436003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 6,125.00 676.67 6,801.670.390003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.501003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.514003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.602003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.602003 5,000,000.0045905U5Y6 0.00 5,316,300.0040356 4,950,000.00 2.588FHLMC 32,026.50 0.00 32,026.502.416003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,339.78 0.00 16,339.780.655003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.802003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.611003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.001.003003 10,000,000.0031422XCX8 0.00 73,881,992.5840363 75,000,000.00 0.740STPOOL 138,339.32 0.00 138,339.320.751003 75,000,000.00COVID RELIEF 0.00 2,325,992.3140367 0.00 0.950CAT 5,541.67 -4,826.96 714.710.123003 5,039,650.0014913R2B2 0.00 12,687,456.6940380 0.00 0.200BNSHOU 6,414.06 -79.77 6,334.290.200003 13,910,344.0806417MQL2 0.00 24,725,274.7340382 0.00 0.190RY 11,875.00 0.00 11,875.000.193003 25,000,000.0078012UP82 0.00 16,153,846.1540390 0.00 0.160TD 6,533.33 0.00 6,533.330.162003 30,000,000.0089114WF75 0.00 25,000,000.0040391 25,000,000.00 0.160BMO 10,111.11 0.00 10,111.110.162003 25,000,000.0006367CKK2 0.00 25,000,000.0040392 25,000,000.00 0.160BMO 10,111.11 0.00 10,111.110.162003 25,000,000.0006367CL39 0.00 24,768,711.5340408 24,721,000.00 0.500IFC 30,901.25 -8,890.35 22,010.900.356003 24,768,711.5345950KCS7 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 50,000.00 751.39 50,751.391.018003 19,991,000.003130APRF4 0.00 8,292,530.0040410 8,300,000.00 0.600FHLB 12,450.00 933.75 13,383.750.647003 8,292,530.003130APWP6 0.00 1,081,675.8840411 1,050,000.00 2.750FHLB 7,218.75 -6,104.56 1,114.190.413003 1,081,675.883130ADRG9 0.00 1,822,098.2540412 1,825,000.00 0.180FFCB 821.25 618.86 1,440.110.317003 1,822,098.253133ENBT6 0.00 2,763,871.2040414 2,700,000.00 2.375FNMA 16,031.25 -13,818.29 2,212.960.321003 2,763,871.203135G0T94 0.00 2,952,599.8740415 2,963,000.00 0.250FNMA 1,851.88 1,736.57 3,588.450.487003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 4,156.25 0.00 4,156.250.877003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 10,359.37 613.93 10,973.300.904003 4,867,687.503130APU45 0.00 3,222,800.2440419 3,173,000.00 2.000IFC 15,865.00 -13,833.40 2,031.600.253003 3,222,800.2445950VLH7 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 6,125.00 2,538.35 8,663.350.498003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 5,109.37 1,159.02 6,268.390.927003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 4,921.87 486.36 5,408.230.690003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 25,250.00 -1,158.34 24,091.660.965003 10,013,900.003133ENFZ8 0.00 1,245,450.0040424 1,250,000.00 0.140FFCB 437.50 777.04 1,214.540.391003 1,245,450.003133EMZP0 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
19,993,276.0040426 20,000,000.00 0.125USTR 6,182.07 2,249.57 8,431.640.169003 19,993,276.0091282CAG6 0.00 5,677,092.0040431 5,580,000.00 2.650MSFT 36,967.50 -26,722.57 10,244.930.724003 5,677,092.00594918BH6 0.00 1,948,566.2140432 1,851,000.00 3.625MSFT 16,774.70 -12,078.34 4,696.360.967003 1,948,566.21594918AW4 0.00 19,961,764.0040433 20,000,000.00 0.125FFCB 6,250.00 9,945.78 16,195.780.325003 19,961,764.003133EMGX4 0.00 5,094,800.0040434 5,000,000.00 2.350WMT 29,375.00 -23,247.96 6,127.040.482003 5,094,800.00931142DU4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 23,351.25 2,783.29 26,134.540.731003 14,348,445.003130APQU2 0.00 2,251,224.0040436 0.00 0.250FFCB 1,421.87 -789.96 631.910.113003 5,853,182.403133ELYR9 0.00 20,320,899.5040437 20,350,000.00 0.070FFCB 3,561.25 8,788.75 12,350.000.244003 20,320,899.503133ENAQ3 0.00 10,153,229.9440438 10,026,000.00 2.150PG 53,889.75 -48,726.36 5,163.390.204003 10,153,229.94742718EU9 0.00 3,894,976.7040439 0.00 2.300AAPL 22,488.89 -16,847.45 5,641.440.581003 8,861,072.00037833CQ1 0.00 5,294,382.0040440 5,300,000.00 0.125FHLB 1,656.25 1,652.36 3,308.610.251003 5,294,382.003130AKDH6 0.00 635,033.2340441 0.00 2.300AAPL 3,667.22 -2,694.61 972.610.614003 1,444,700.60037833CQ1 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 7,367.19 -5,020.76 2,346.430.881003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 14,380.00 -9,332.33 5,047.670.689003 2,936,971.20594918BQ6 0.00 10,184,200.0040444 10,000,000.00 2.350WMT 58,750.00 -46,698.59 12,051.410.475003 10,184,200.00931142DU4 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 10,617.75 323.54 10,941.290.682003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 34,755.00 -94.11 34,660.891.050003 13,241,098.923130APS48 0.00 5,863,574.6040447 5,860,000.00 0.450TMCC 6,592.50 -1,517.52 5,074.980.347003 5,863,574.6089236THD0 0.00 15,332,765.9440448 15,003,000.00 2.700TMCC 101,270.25 -77,897.46 23,372.790.611003 15,332,765.9489236TEL5 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 66,978.75 -30,771.82 36,206.931.366003 10,631,069.4013063DMA3 0.00 5,384,415.0240451 0.00 0.120FHLB 1,633.33 136.07 1,769.400.132003 9,999,627.903130AQJL8 0.00 1,318,414.6540455 0.00 0.080USTR 0.00 266.67 266.670.081003 19,995,955.56912796N47 0.00 3,515,134.9540456 0.00 0.118USTR 0.00 1,048.89 1,048.890.120003 9,996,165.00912796U72 0.00 14,972,506.0140457 0.00 2.125USTR 79,247.24 -71,417.41 7,829.830.210003 15,138,867.19912828XG0 0.00 13,271,806.3240458 0.00 1.750USTR 57,692.31 -53,340.52 4,351.790.132003 20,128,906.25912828XR6 0.00 10,407,000.0040459 10,000,000.00 3.000AAPL 75,000.00 -48,710.10 26,289.901.013003 10,407,000.00037833CG3 0.00 2,147,432.0040460 2,000,000.00 7.625IBRD 38,125.00 -35,669.03 2,455.970.459003 2,147,432.00459056LD7 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 6,212.50 1,217.65 7,430.151.206003 2,471,605.853130AQG49 0.00 15,537,963.7940462 15,266,000.00 2.400AAPL 91,596.00 -67,990.95 23,605.050.609003 15,537,963.79037833DE7 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 103,908.75 -50,830.10 53,078.651.354003 15,723,396.48037833DF4 0.00 3,118,625.1640464 3,052,000.00 2.850AAPL 21,745.50 -15,180.42 6,565.080.844003 3,118,625.16037833BU3 0.00 3,624,844.3840465 0.00 0.040FFCB 366.67 1,265.10 1,631.770.181003 9,995,783.003133EMYL0 0.00 9,988,752.1040466 10,000,000.00 0.125FHLB 3,125.00 4,866.88 7,991.880.321003 9,988,752.103130AJY52 0.00 4,986,250.0040467 5,000,000.00 0.750FHLB 8,055.55 1,146.89 9,202.440.740003 4,986,250.003130AQCN1 0.00 19,988,000.0040468 20,000,000.00 0.460FFCB 23,000.00 3,000.00 26,000.000.522003 19,988,000.003133ENLB4 0.00 4,176,243.5040469 4,225,000.00 0.220FHLMC 2,323.75 7,181.81 9,505.560.913003 4,176,243.503134GXJH8 0.00 24,479,750.0040470 25,000,000.00 0.960FHLB 60,000.00 31,487.90 91,487.901.499003 24,479,750.003130ALHH0 0.00 12,402,280.3640471 11,966,000.00 3.000AAPL 89,745.00 -53,061.12 36,683.881.186003 12,402,280.36037833CG3 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
20,000,000.0040472 20,000,000.00 0.875FHLB 41,875.00 0.00 41,875.000.840003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 0.700FHLB 24,500.00 1,458.33 25,958.330.745003 13,982,500.003130AQN584 0.00 16,686,614.2940474 0.00 0.255USTR 0.00 10,766.67 10,766.670.259003 19,980,025.00912796J42 0.00 7,189,200.0040475 7,200,000.00 0.875FHLB 15,075.00 720.00 15,795.000.881003 7,189,200.003130AQMQ3 0.00 16,577,524.0440476 0.00 1.750USTR 72,115.38 -61,104.91 11,010.470.266003 20,114,062.509128286Y1 0.00 20,000,000.0040477 20,000,000.00 0.875FHLB 41,875.00 0.00 41,875.000.840003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 0.750FHLB 22,265.62 375.00 22,640.620.727003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 41,400.00 64.69 41,464.691.607003 10,348,965.003130ENMH0 0.00 4,103,407.9540480 4,150,000.00 0.290FFCB 3,008.75 6,807.28 9,816.030.959003 4,103,407.953133ENAL4 0.00 72,885,739.5840481 0.00 0.271USTR 0.00 49,984.45 49,984.450.275003 79,910,871.11912796R43 0.00 2,371,857.6040482 2,336,000.00 2.850AAPL 16,644.00 -8,745.75 7,898.251.336003 2,371,857.60037833BU3 0.00 574,665.7240484 0.00 2.500FHLB 3,611.11 -2,888.04 723.070.505003 1,005,665.013130ABCF1 0.00 12,613,016.1040485 12,318,000.00 3.000AAPL 92,385.00 -37,134.89 55,250.111.757003 12,613,016.10037833CG3 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 82,567.50 568.13 83,135.632.203003 15,138,637.503133ENPB0 0.00 7,460,673.0040487 7,300,000.00 2.850AAPL 52,012.50 -18,235.27 33,777.231.816003 7,460,673.00037833CU2 0.00 1,321,760.4440488 0.00 2.300AAPL 7,666.67 -3,838.36 3,828.311.162003 3,007,005.00037833CQ1 0.00 10,068,160.0040489 10,000,000.00 2.000FHLB 50,000.00 -31,620.62 18,379.380.732003 10,068,160.00313380GJ0 0.00 19,520,000.0040490 20,000,000.00 0.320FHLMC 16,000.00 73,594.54 89,594.541.841003 19,520,000.003134GW6E1 0.00 3,368,593.3440491 0.00 0.250FHLMC 2,098.40 1,658.25 3,756.650.447003 4,507,970.503134GVJ66 0.00 4,393,210.0140492 0.00 0.530TMCC 0.00 5,888.89 5,888.890.538003 19,989,105.5689233HDM3 0.00 15,134,766.6640493 0.00 0.830TMCC 0.00 31,816.67 31,816.670.843003 19,960,344.4489233HF90 0.00 6,801,375.4040494 0.00 0.790TMCC 0.00 13,605.55 13,605.550.802003 9,982,663.8989233HF25 0.00 992,500.0040495 1,000,000.00 1.375FHLB 3,437.50 625.00 4,062.501.642003 992,500.003130ARAY7 0.00 4,590,340.0040496 4,600,000.00 1.500FHLB 17,250.00 805.00 18,055.001.578003 4,590,340.003130ARBY6 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 7,238.12 1,908.38 9,146.502.376003 1,544,029.003130AR7C9 0.00 148,500.0040498 150,000.00 1.940FFCB 727.50 153.24 880.742.379003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 10,325.00 3,841.71 14,166.712.455003 2,314,924.003130AQT78 0.00 1,449,900.0040500 1,500,000.00 0.310FNMA 1,162.50 6,790.66 7,953.162.200003 1,449,900.003136G46V0 0.00 1,139,135.4040501 1,170,000.00 0.290FFCB 848.24 4,960.38 5,808.622.045003 1,139,135.403133ENAL4 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 31,000.00 85,670.42 116,670.422.454003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 3,231.25 10,922.33 14,153.582.577003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 2,679.69 7,658.31 10,338.002.576003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 3,250.00 8,794.28 12,044.282.579003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 2,137.50 6,888.34 9,025.842.580003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 26,235.00 79,054.14 105,289.142.579003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 1,443.75 3,543.26 4,987.012.569003 778,622.633130ANWN6 0.00 17,737,824.0040509 18,300,000.00 0.320FHLMC 14,640.00 88,454.26 103,094.262.331003 17,737,824.003134GW6E1 0.00 13,606,518.4540510 13,965,000.00 0.300FFCB 10,473.75 63,137.65 73,611.402.170003 13,606,518.453133EL5J9 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,020,087.5040511 1,033,000.00 1.800FHLMC 4,648.50 1,618.56 6,267.062.464003 1,020,087.503134GXMZ4 0.00 1,951,980.0040512 2,000,000.00 0.750FHLB 3,749.99 7,300.34 11,050.332.271003 1,951,980.003130APWH4 0.00 1,808,137.7640513 1,859,000.00 0.660FFCB 3,067.35 7,467.54 10,534.892.337003 1,808,137.763133ENGW4 0.00 1,304,057.6440514 1,347,000.00 0.230FFCB 774.52 6,629.18 7,403.702.277003 1,304,057.643133EMYW6 0.00 2,927,436.7840515 3,371,000.00 0.300FNMA 2,247.34 13,923.94 16,171.282.216003 0.003135G05P4 0.00 1,194,519.4640516 1,400,000.00 1.250FHLB 3,888.89 4,608.46 8,497.352.853003 0.003130AQJM6 0.00 5,082,694.8140517 6,000,000.00 0.400FHLB 5,333.33 29,090.29 34,423.622.717003 0.003130AMU67 0.00 19,602,267.0340518 23,060,000.00 1.100FHLB 56,368.89 83,685.48 140,054.372.866003 0.003130AQGT4 0.00 19,953,363.8540519 23,390,000.00 1.250FHLB 64,972.22 77,396.25 142,368.472.862003 0.003130AQMR1 0.00 2,678,522.2440520 3,060,000.00 2.000FHLB 13,600.00 4,741.75 18,341.752.747003 0.003130AQZ48 0.00 6,818,603.0840521 9,120,000.00 0.800FHLB 13,984.01 30,697.92 44,681.932.628003 0.003130APXH3 0.00 2,507,426.9240522 3,500,000.00 0.480FFCB 3,220.00 16,085.16 19,305.163.088003 0.003133EMSC7 0.00 13,846,153.8540523 20,000,000.00 3.250FHLB 111,944.44 0.00 111,944.443.243003 0.003130ARVJ7 0.00 15,300,000.0040524 20,000,000.00 3.090FFCB 118,450.00 6,033.39 124,483.393.263003 0.003133ENUZ1 0.00 6,923,076.9240525 10,000,000.00 2.500FHLMC 43,055.56 0.00 43,055.562.494003 0.003134GXSF2 0.00 14,285,714.2940526 20,000,000.00 3.650FFCB 129,777.78 0.00 129,777.783.644003 0.003133ENVK3 0.00 2,653,237.5440527 3,565,000.00 0.500FHLB 3,416.45 13,967.82 17,384.272.628003 0.003130APM44 0.00 2,944,613.1940528 4,000,000.00 3.125MSFT 22,916.67 31.23 22,947.903.126003 0.00594918BJ2 0.00 9,170,202.8840529 13,270,000.00 1.625FHLB 37,137.57 2,783.25 39,920.821.746003 0.003130ARR86 0.00 2,715,447.1440530 4,916,000.00 0.110FFCB 751.05 12,205.24 12,956.291.914003 0.003133EMSE3 0.00 5,798,512.2040531 10,215,000.00 3.375FHLB 47,882.81 -11,584.21 36,298.602.511003 0.003130A0F70 0.00 817,541.2140532 1,500,000.00 0.575FHLB 1,197.92 3,743.19 4,941.112.424003 0.003130APQJ7 0.00 3,210,962.6440533 6,000,000.00 0.750FHLB 6,125.00 13,902.46 20,027.462.502003 0.003130APWH4 0.00 8,051,362.6440534 14,800,000.00 0.750FFCB 15,108.33 23,852.09 38,960.421.941003 0.003133ELSP0 0.00 828,089.7240535 1,530,000.00 0.140FFCB 291.55 3,761.61 4,053.161.963003 0.003133EMST0 0.00 1,445,572.5840536 2,635,000.00 2.000FHLMC 7,173.05 531.65 7,704.702.138003 0.003134G3X54 0.00 4,600,453.3540537 9,305,000.00 2.125FHLB 24,167.15 230.66 24,397.812.127003 0.003130AS3T46 0.00 2,193,356.1740538 5,580,000.00 0.250IBRD 1,395.00 12,391.58 13,786.582.521003 0.00459058JM6 0.00 1,601,428.5740539 3,835,000.00 2.650FHLB 10,445.05 0.00 10,445.052.616003 0.003130AS2M0 0.00 2,856,327.7840540 0.00 0.790TMCC 0.00 5,705.56 5,705.560.801003 0.0089233HF66 0.00 4,183,800.0040541 10,000,000.00 2.000FHLB 20,555.55 -6,730.48 13,825.071.325003 0.00313380GJ0 0.00 1,127,247.0340542 2,700,000.00 2.500FHLB 6,937.50 37.00 6,974.502.482003 0.003130AS3J6 0.00 1,932,527.4740543 4,885,000.00 2.250FHLB 10,685.94 0.00 10,685.942.218003 0.003130AS4H9 0.00 1,519,962.3840544 3,630,000.00 3.000FHLB 11,192.50 -514.26 10,678.242.818003 0.003130ARVT5 0.00 7,892,160.2940545 20,000,000.00 0.625FHLB 12,847.22 45,086.45 57,933.672.944003 0.003130AMNR9 0.00 7,956,531.8740546 20,000,000.00 0.400FHLB 8,222.23 46,431.56 54,653.792.755003 0.003130AMU67 0.00 8,132,417.5840547 20,000,000.00 0.750FHLB 15,416.66 36,105.95 51,522.612.541003 0.003130APWH4 0.00 4,230,663.4640548 11,000,000.00 1.880FHLB 19,531.11 35.15 19,566.261.855003 0.003130ASB65 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,253,685.7140549 7,150,000.00 2.125FHLB 6,752.78 499.37 7,252.152.320003 0.003130ASBG3 0.00 1,365,531.4340550 5,200,000.00 3.450FFCB 11,960.00 299.13 12,259.133.601003 0.003133ENYA2 0.00 3,398,993.8840551 12,940,000.00 3.125FHLMC 26,958.33 1,186.31 28,144.643.321003 0.003134GXRL0 0.00 2,337,791.4940552 8,905,000.00 2.800FHLB 16,622.66 1,143.33 17,765.993.048003 0.003130ARMT5 0.00 2,492,580.7740553 10,000,000.00 0.750AAPL 4,791.67 9,534.98 14,326.652.305003 0.00037833DV9 0.00 1,941,107.1940554 10,779,000.00 0.690FAMC 3,512.15 12,092.02 15,604.173.224003 0.0031422XRQ7 0.00 252,701.3140555 1,540,000.00 2.290FHLB 1,469.42 289.39 1,758.812.792003 0.003130ASD30 0.00 184,234.3240556 5,615,000.00 3.125FHLMC 1,462.24 110.66 1,572.903.424003 0.003134GXYM0 0.00 1,952,868.5440557 11,335,000.00 2.700MSFT 13,602.00 3,812.92 17,414.923.577003 0.00594918BB9 0.00 158,300.1640558 7,250,000.00 2.900FHLMC 1,168.06 175.34 1,343.403.404003 0.003134GXYT5 0.00 98,255.2740559 4,500,000.00 2.900FHLMC 725.00 108.83 833.833.404003 0.003134GXYT5 0.00 216,914.2940560 1,250,000.00 2.875FHLB 1,597.22 362.73 1,959.953.624003 0.003130AS6D6 0.00 173,241.6740561 1,025,000.00 0.270FFCB 123.00 1,351.08 1,474.083.413003 0.003133EMBQ4 0.00 1,223,588.5740562 7,200,000.00 0.350FNMA 1,120.00 9,109.79 10,229.793.353003 0.003135G05U3 0.00 850,356.0440563 5,000,000.00 0.300FNMA 666.67 6,415.69 7,082.363.341003 0.003135G05P4 0.00 1,167,807.6940564 7,250,000.00 2.700MSFT 8,156.25 2,593.62 10,749.873.692003 0.00594918BB9 0.00 865,397.8040565 5,000,000.00 0.125FHLMC 277.78 5,625.23 5,903.012.736003 0.003134GXKH6 0.00 32,505,494.5140566 269,000,000.00 1.270CAMP 113,594.86 0.00 113,594.861.402003 0.00CAMP 0.00 2,701,373,713.56Subtotal 2,457,446,727.48 1.116 6,835,825.87-552,296.007,389,046.362,308,294,080.87 -924.49 Fund: CSJ/CSC JP
754,939.4540371 0.00 1.750USTR 3,248.80 -3,097.77 151.030.080152 915,993.209128286Y1 0.00

0.00Subtotal 754,939.45 0.080 151.03-3,097.773,248.80915,993.20 0.00 Fund: SJCE
20,149,626.6840162 20,156,896.89 0.588WELLS 27,182.74 0.00 27,182.740.541501 20,143,782.82VP4560000 0.00 20,156,896.89Subtotal 20,149,626.68 0.541 27,182.740.0027,182.7420,143,782.82 0.00 2,721,530,610.45Total 2,478,351,293.61 1.111 6,863,159.64-555,393.777,419,477.902,329,353,856.89 -924.49 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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
66,574,729.1232936 5,000,000.00 0.740STPOOL 233,205.74 0.00 233,205.740.350003 75,000,000.00CITY 0.00 69,526,325.3436512 252,407,740.81 0.654WELLS 158,784.00 0.00 158,784.000.228003 83,017,462.65VP6000104 0.00 70,691,903.2337042 5,000,000.00 0.740STPOOL 256,910.45 0.00 256,910.450.363003 75,000,000.00CSJFA 0.00 354,408.4937449 0.00 1.125FHLB 4,062.50 356.06 4,418.561.247003 9,950,700.003130A8QS5 0.00 1,144,839.4537466 0.00 1.125FHLMC 12,812.50 1,157.11 13,969.611.220003 9,949,200.003137EAEC9 0.00 862,383.4537497 0.00 2.609PASTRN 21,741.67 -4,806.04 16,935.631.964003 2,057,320.0070922PAH5 0.00 1,697,084.3837505 0.00 2.150LOS 35,833.33 323.08 36,156.412.131003 9,990,900.00544351KQ1 0.00 548,157.2937510 0.00 2.150LOS 11,645.83 818.98 12,464.812.274003 3,227,055.00544351KQ1 0.00 5,694,935.0737523 0.00 2.000IBRD 113,888.89 6,184.17 120,073.062.108003 9,945,700.00459058FY4 0.00 3,520,547.9537534 0.00 2.250MDS 79,375.00 0.00 79,375.002.255003 5,000,000.00574193NC8 0.00 16,449,814.7937546 0.00 2.000CASPWR 333,333.33 41,566.67 374,900.002.279003 19,750,600.0013066YTZ2 0.00 255,431.5137560 0.00 2.570CTS 6,425.00 -153.27 6,271.732.455003 3,007,500.0020772JL67 0.00

0.0037564 0.00 2.070IBRD 0.00 0.00 0.00003 30,000,000.0045905UC51 0.00 2,831,272.5037565 2,710,000.00 3.258STNPWR 88,291.80 -24,665.59 63,626.212.247003 2,831,272.5084247PHX2 0.00

0.0037569 0.00 1.800FHLB 0.00 0.00 0.00003 3,636,672.503130ABQY5 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 125,000.00 -13,416.34 111,583.662.203003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 125,000.00 -4,141.87 120,858.132.408003 5,019,950.0013063DDF2 0.00 9,982,270.0037589 10,000,000.00 2.100FHLB 210,000.00 3,913.43 213,913.432.143003 9,982,270.003130ACZS6 0.00

0.0037596 0.00 2.170IBRD 0.00 0.00 0.00003 25,000,000.0045905US21 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 131,880.00 0.00 131,880.003.297003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 25,180.00 3,660.00 28,840.002.932003 983,530.0013067WPE6 0.00 19,089,200.0037634 20,000,000.00 1.750IADB 350,000.00 215,432.32 565,432.322.962003 19,089,200.004581X0CZ9 0.00 4,816,203.7537638 4,815,000.00 2.900LOS 139,635.00 -291.03 139,343.972.893003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 170,000.00 -15,515.12 154,484.883.044003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 762,500.00 17,142.86 779,642.863.129003 24,915,000.003133EJD48 0.00 554,426.4240015 0.00 1.850HON 10,557.33 7,423.64 17,980.973.243003 1,645,249.12438516BM7 0.00 1,619,657.2640016 0.00 1.850HON 30,833.33 21,602.23 52,435.563.237003 4,806,300.00438516BM7 0.00 3,293,732.8840021 0.00 1.700PG 57,611.11 43,917.70 101,528.813.082003 9,617,700.00742718EQ8 0.00 4,009,560.0040036 4,000,000.00 2.900LOS 116,000.00 -2,607.27 113,392.732.828003 4,009,560.00544351MN6 0.00 3,256,847.7840039 0.00 2.000CASPWR 66,666.67 22,541.49 89,208.162.739003 3,910,360.0013066YTZ2 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,124,496.6640043 0.00 2.625FNMA 55,416.67 506.67 55,923.342.632003 3,997,120.003135G0U92 0.00 673,777.0140048 0.00 3.027DE 2,662.97 1,189.46 3,852.430.572003 3,463,783.2024422EUJ6 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 530,000.00 4,025.26 534,025.262.673003 19,980,880.003133EJ5W5 0.00 186,353.4240055 0.00 1.550MSFT 3,013.89 2,165.03 14,457.617.758003 9,717,000.00594918BP8 9,278.69 7,173,934.0040063 0.00 8.500KO 521,815.00 -321,806.38 200,008.622.788003 12,179,004.24191219AP9 0.00 3,291,649.3240075 0.00 2.950CAT 96,284.72 -1,326.26 94,958.462.885003 5,006,050.0014913Q2T5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 125,000.00 1,630.00 126,630.002.537003 4,991,850.00459058GQ0 0.00 3,152,953.5640080 0.00 3.000USB 93,333.33 -5,278.52 87,347.872.770003 5,025,450.0091159HHC7 -706.94 2,324,311.6440082 0.00 2.400MSFT 55,500.00 2,038.44 57,869.002.490003 4,488,750.00594918BW3 330.56 3,514,906.1340091 0.00 2.250JNJ 79,860.00 10,232.01 90,092.012.563003 5,236,492.80478160CD4 0.00 4,068,029.9340096 0.00 2.850PCAR 115,292.00 -9,931.39 105,360.612.590003 6,110,415.3269371RP75 0.00 10,607,012.9340097 0.00 2.950JD 309,750.00 -33,213.84 276,536.162.607003 14,129,780.0024422EUT4 0.00 1,236,535.5740100 0.00 3.550BK 42,775.92 -10,494.45 26,226.982.121003 8,515,763.8606406HBY4 -6,054.49 4,133,585.0040102 0.00 3.000USB 121,949.33 -12,074.05 108,258.222.619003 6,588,465.1791159HHC7 -1,617.06 6,330,563.8440105 0.00 3.000USB 186,666.67 -19,692.78 164,336.462.596003 10,090,200.0091159HHC7 -2,637.43 633,678.3640106 0.00 2.750DIS 17,187.50 -1,549.63 15,637.872.468003 5,028,100.0025468PCN4 0.00 6,020,447.8140111 0.00 2.650PCAR 159,220.83 -5,980.18 153,240.652.545003 7,020,650.0069371RP83 0.00 8,073,624.6640112 0.00 2.650USB 214,208.34 2,856.11 217,368.712.692003 9,989,400.0090331HPC1 304.26 12,500,521.6440114 0.00 2.000CASPWR 250,000.00 -2,538.24 247,461.761.980003 15,008,850.0013066YTZ2 0.00 8,477,691.4740115 6,594,856.99 2.307FHLMC 157,265.59 -14,313.88 142,393.431.680003 8,640,996.683137AWQH1 -558.28 1,687,931.4040116 0.00 2.350CAS 39,391.87 -3,596.92 35,794.952.121003 2,248,521.7513063DLY2 0.00 6,130,165.2840121 4,768,707.02 2.307FHLMC 122,289.39 -10,393.06 111,490.971.819003 6,248,250.253137AWQH1 -405.36 1,160,419.3540125 0.00 2.500MES 28,645.83 -4,484.72 24,161.112.082003 1,264,337.5056052AD60 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 187,500.00 2,600.00 190,100.001.903003 9,989,600.00459058GX5 0.00 11,904,925.8140127 0.00 1.850FFCB 221,023.61 6,738.09 227,761.701.913003 16,973,820.003133EKRE8 0.00 5,162,980.1040138 0.00 3.400BRK 168,037.16 -65,708.85 102,328.311.982003 8,806,017.46084670BF4 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 175,000.00 7,605.35 182,605.351.833003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 130,050.00 -35,944.15 94,105.852.143003 4,390,781.253137B4WB8 0.00 2,075,995.7240151 0.00 2.360FNMA 49,396.10 -4,374.03 45,022.072.169003 2,765,468.753138L9HU9 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 51,257.50 -20,459.72 30,797.781.676003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 36,380.00 -17,225.71 19,154.291.770003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 137,484.00 -76,070.88 61,413.122.066003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 45,000.00 1,410.78 46,410.781.551003 2,992,950.003130AGWK7 0.00 2,550,865.0840158 956,410.49 1.780HAROT 39,283.77 5.33 39,301.241.541003 4,442,341.4943815NAC8 12.14 1,686,970.2740163 0.00 1.850HON 30,833.33 -935.57 29,897.761.772003 5,006,050.00438516BM7 0.00 999,830.0040164 1,000,000.00 1.700AAPL 17,000.00 56.67 17,056.671.706003 999,830.00037833DL1 0.00 4,991,750.0040166 5,000,000.00 1.700AAPL 85,000.00 2,750.00 87,750.001.758003 4,991,750.00037833DL1 0.00 5,113,931.1740167 4,784,238.00 3.320FHLMC 76,435.98 -61,768.80 11,888.080.232003 5,212,500.003137B36J2 -2,779.10 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,019,843.7540169 1,000,000.00 2.710FNMA 27,476.37 -5,874.27 21,602.102.118003 1,019,843.753138LC5B7 0.00 5,050,476.4740171 4,916,499.95 2.420FNMA 30,774.59 -17,989.04 12,050.480.239003 5,086,718.753140HUNV4 -735.07 6,313,362.0940173 5,082,925.90 1.990FHLMC 121,904.59 0.00 121,904.591.931003 7,840,469.0030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 9,285.00 0.00 9,285.001.857003 500,000.0097705MNM3 0.00 2,192,124.5840180 1,607,163.38 2.090FHLMC 43,428.70 -7,239.76 36,188.941.651003 3,129,400.5530314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 162,500.00 3,413.28 165,913.281.662003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 100,500.00 -605.83 99,894.171.997003 5,002,600.00649791PP9 0.00 2,050,733.1240186 1,010,607.45 1.920TMCC 39,312.02 35.41 39,416.951.922003 2,999,783.4089233MAD5 69.52 1,624,109.5940188 0.00 1.800OHS 29,250.00 0.00 29,250.001.801003 1,950,000.00677522T20 0.00 4,900,348.2940189 2,009,566.12 2.791FNMA 125,557.45 -106,653.26 18,904.190.386003 6,158,994.053138ELJW4 0.00 6,219,443.0840190 3,232,298.88 1.830HAROT 113,670.80 267.07 114,441.451.840003 8,998,396.2043813VAC2 503.58 3,333,573.7740194 0.00 2.220FNMA 67,561.15 -21,186.81 46,374.341.391003 4,108,956.253138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 318,750.00 -58,467.29 260,282.711.707003 15,244,921.88912828W48 0.00 5,287,671.2340198 0.00 1.800FHLMC 94,500.00 0.00 94,500.001.787003 10,000,000.003134GUQ94 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 187,000.00 -816.03 186,183.971.692003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 185,153.28 0.00 185,153.282.344003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 166,880.04 0.00 166,880.042.216003 7,450,000.003140HWYW6 0.00 22,762,569.8340206 21,921,140.50 2.610FNMA 580,201.64 -14,614.65 565,586.992.485003 22,589,238.613138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 143,000.00 -45,672.00 97,328.001.875003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 27,099.96 0.00 27,099.962.647003 1,000,000.003138LL3J2 0.00 2,119,372.0040213 2,050,000.00 3.250JPM 66,625.00 -25,987.43 40,637.571.917003 2,119,372.0046625HJE1 0.00 374,947.8340214 259,680.56 2.050FHLMC 6,998.56 -599.98 6,398.581.707003 739,668.0430295NAE0 0.00 2,885,955.5340221 1,120,518.26 2.509FNMA 67,164.65 -35,362.00 31,802.651.102003 3,607,515.783136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 320,000.00 -135,821.23 184,178.771.770003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 103,599.96 0.00 103,599.962.896003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 8,659,339.7940229 0.00 2.250JNJ 191,890.87 -71,118.40 120,772.471.395003 12,900,649.08478160CD4 0.00 751,092.8140231 597,243.82 1.990FHLMC 14,323.82 -4,050.14 10,273.681.368003 921,255.1130298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 9,700.00 0.00 9,700.000.970003 1,000,000.00574193SP4 0.00 5,100,186.5840236 0.00 1.850HON 92,500.00 -27,489.80 65,010.201.275003 15,134,700.00438516BM7 0.00 1,405,490.6840237 1,412,000.00 1.650DIS 23,298.00 2,650.85 25,948.851.846003 1,405,490.68254687FJ0 0.00 986,760.0040238 1,000,000.00 2.000PCAR 20,000.00 5,319.64 25,319.642.566003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 308,098.00 -114,226.63 193,871.371.801003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 168,750.00 -74,899.33 93,850.671.747003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 70,700.00 -32,253.73 38,446.271.074003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 18,750.00 2,322.00 21,072.000.705003 2,988,390.00459058JB0 0.00 1,308,893.4340252 862,853.20 1.360TMCC 17,792.49 60.93 17,925.331.370003 1,499,700.0089239RAC0 71.91 1,159,908.0740253 852,551.58 1.410HART 16,353.62 59.47 16,466.071.420003 1,249,708.7544891LAC7 52.98 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,655,000.0040255 1,655,000.00 2.363RIV 39,107.66 0.00 39,107.662.363003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 106,680.00 0.00 106,680.002.667003 4,000,000.0076913CAZ2 0.00

0.0040259 0.00 0.630FHLMC 0.00 0.00 0.00003 25,000,000.003134GVPZ5 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 70,000.00 2,000.00 72,000.000.721003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 35,231.00 2,678.44 37,909.441.554003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 50,962.50 634.20 51,596.700.760003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 130,937.76 -96,925.86 34,011.900.918003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 70,000.00 0.00 70,000.000.700003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 276,999.96 0.00 276,999.962.559003 10,000,000.003137BJQ71 0.00 2,970,699.6840267 2,897,000.00 2.300PCAR 66,631.00 -32,877.19 33,753.811.136003 2,970,699.6869371RN77 0.00 16,606,400.0040269 16,000,000.00 2.125IBRD 340,000.00 -287,242.11 52,757.890.318003 16,606,400.00459058GU1 0.00 1,757,976.6540270 1,182,686.94 0.820HAROT 14,407.40 33.46 14,477.210.824003 1,999,842.6043813DAC2 36.35 9,969,900.0040271 10,000,000.00 0.250FNMA 25,000.00 10,033.33 35,033.330.351003 9,969,900.003135G04Q3 0.00 3,341,930.7540272 2,909,733.51 2.967FNMA 90,498.51 -45,505.67 44,992.841.346003 3,461,986.753136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 300,000.00 0.00 300,000.000.750003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 663,459.00 -484,219.73 179,239.270.654003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 16,000.00 926.67 16,926.670.848003 1,997,220.0069371RQ82 0.00 5,727,609.3840276 5,450,000.00 2.615FHLMC 142,517.52 0.00 142,517.522.488003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 10,480.00 0.00 10,480.001.048003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 11,007.00 0.00 11,007.001.223003 900,000.00923078CU1 0.00 7,508,925.0040279 7,500,000.00 0.550JD 41,250.00 -4,301.21 36,948.790.492003 7,508,925.0024422EVG1 0.00 926,729.3240280 0.00 1.250MES 11,458.33 -4,602.01 6,856.320.740003 1,009,720.0056052AE77 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 255,000.00 0.00 255,000.000.850003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 58,000.00 0.00 58,000.000.580003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 30,000.00 301.11 30,301.110.303003 9,999,100.003133ELG81 0.00 3,904,109.5940285 0.00 0.420FHLMC 16,333.33 0.00 16,333.330.418003 25,000,000.003134GVS41 0.00 7,779,030.0040287 7,500,000.00 2.125IBRD 159,375.00 -137,040.65 22,334.350.287003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 50,000.00 4,144.60 54,144.600.543003 9,979,300.003135G04Z3 0.00 1,513,040.4840289 986,157.33 2.492FNMA 34,805.61 -34,187.31 618.300.041003 1,765,494.193136AGMB5 0.00 257,802.3940290 0.00 4.350JPM 10,633.33 -9,748.93 884.400.343003 2,091,063.8746625HJC5 0.00 25,000,000.0040291 25,000,000.00 0.220FHLB 55,000.00 0.00 55,000.000.220003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 8,330.00 0.00 8,330.000.833003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 5,414.50 0.00 5,414.500.833003 650,000.0091412HFL2 0.00 3,464,336.6240295 3,418,905.27 0.830FHLMC 28,583.72 -263.22 28,320.500.817003 3,472,724.0630315EAA4 0.00 4,630,964.4040296 3,356,167.35 0.440TMCC 20,371.55 84.54 20,531.550.443003 4,999,615.0089237VAB5 75.46 5,006,100.0040297 5,000,000.00 0.660MDS 33,000.00 -1,222.72 31,777.280.635003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 25,500.00 -488.86 25,011.140.500003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 12,500.00 25.19 12,525.190.501003 2,499,875.0031422BJ27 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
272,957.1640300 262,572.65 2.190FHLMC 5,805.31 -153.20 5,652.112.071003 267,989.4630288WAK5 0.00 2,945,205.4840302 0.00 0.320MUFGBK 9,555.56 0.00 9,555.560.324003 25,000,000.0055380THE3 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 135,000.00 -103,627.53 31,372.470.594003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 75,998.00 0.00 75,998.000.520003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 18,249.00 0.00 18,249.000.420003 4,345,000.00373385FP3 0.00 5,013,698.6340307 0.00 0.240TD 12,200.00 0.00 12,200.000.243003 30,000,000.0089114NSX4 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 77,856.00 -66,316.63 11,539.370.446003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 18,750.00 3,013.35 21,763.350.437003 4,984,950.003137EAEX3 0.00 4,657,534.2540310 0.00 0.240RY 11,333.33 0.00 11,333.330.243003 20,000,000.0078012UYA7 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 55,000.00 0.00 55,000.000.550003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 33,600.00 0.00 33,600.000.840003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 19,500.00 1,150.11 20,650.110.413003 4,995,850.0034153QUC8 0.00 2,650,781.2540314 2,500,000.00 2.810FNMA 70,250.04 0.00 70,250.042.650003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 121,844.00 -101,941.41 19,902.590.490003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 5,000.00 4,973.33 9,973.330.250003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 42,600.00 -3,027.08 39,572.920.789003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 88,500.00 -7,824.34 80,675.660.804003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 80,000.00 -70,147.76 9,852.240.507003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 133,446.00 -117,425.97 16,020.030.382003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 34,000.00 1,189.81 35,189.810.352003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 6,950.00 0.00 6,950.000.695003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 10,595.26 0.00 10,595.260.765003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 19,558.46 -5,414.32 14,144.140.632003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 31,434.80 -9,736.94 21,697.860.602003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 88,300.00 -26,869.73 61,430.270.607003 10,118,600.0091412HGE7 0.00 4,441,379.0240327 3,567,819.46 2.624FNMA 106,024.09 -99,284.94 6,739.150.152003 4,897,291.163136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 137,790.00 0.00 137,790.002.790003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 37,500.00 5,305.49 42,805.490.429003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 50,000.00 0.00 50,000.000.500003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 82,500.00 0.00 82,500.000.550003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 36,337.50 -8,913.61 27,423.890.319003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 50,000.00 -8,207.00 41,793.000.416003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 48,000.00 1,600.00 49,600.000.496003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 150,000.00 -69,148.80 80,851.200.399003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 50,000.00 758.77 50,758.770.508003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 48,000.00 1,678.00 49,678.000.497003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 50,000.00 1,382.05 51,382.050.514003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 119,125.00 -101,616.21 17,508.790.339003 5,158,198.27459058DX8 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
10,000,000.0040340 10,000,000.00 0.500FHLB 50,000.00 0.00 50,000.000.500003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 37,500.00 14,536.51 52,036.510.524003 9,933,980.00459058JE4 0.00 4,670,378.8140342 4,175,668.25 0.670FHLMC 30,767.25 -4,001.05 26,766.200.573003 4,991,543.7530318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 61,810.00 -25,978.87 35,831.130.504003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 150,000.00 -118,666.67 31,333.330.300003 10,427,200.00459056HV2 0.00 2,503,925.3540345 0.00 0.190TMCC 0.00 4,829.17 4,829.170.193003 14,982,504.1789233GVX1 0.00 6,780,821.9240346 0.00 0.180MUBCD 12,375.00 0.00 12,375.000.183003 25,000,000.0062478UAT3 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 45,000.00 5,620.00 50,620.000.508003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 581,250.00 -509,415.00 71,835.000.435003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 24,500.00 2,706.67 27,206.670.389003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 50,000.00 0.00 50,000.000.500003 10,000,000.003130AKXX9 0.00 4,858,872.0340351 0.00 0.140RY 0.00 6,902.78 6,902.780.142003 24,978,708.3378015CWA6 0.00 14,931,506.8540352 0.00 0.180BMO 27,250.00 0.00 27,250.000.183003 25,000,000.0006367CAH0 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 50,000.00 1,200.00 51,200.000.512003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 30,000.00 0.00 30,000.000.600003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 30,000.00 0.00 30,000.000.600003 5,000,000.0045905U5Y6 0.00 5,316,300.0040356 4,950,000.00 2.588FHLMC 128,106.00 0.00 128,106.002.410003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 65,000.00 0.00 65,000.000.650003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 80,000.00 0.00 80,000.000.800003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 75,000.00 -13,709.52 61,290.480.610003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 100,000.00 0.00 100,000.001.000003 10,000,000.0031422XCX8 0.00

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

0.0040362 0.00 0.060UNIONB 0.00 0.00 0.00003 35,000,000.0062478UC38 0.00 74,722,193.0240363 75,000,000.00 0.740STPOOL 286,304.98 0.00 286,304.980.383003 75,000,000.00COVID RELIEF 0.00 124,465.0740364 0.00 4.350JPM 5,316.67 -5,187.65 129.020.104003 1,009,550.0046625HJC5 0.00 8,487,231.4340365 0.00 0.130TMCC 0.00 11,194.45 11,194.450.132003 19,986,061.1189233GZ33 0.00 3,177,022.8340366 0.00 0.080MUFGBK 0.00 2,577.78 2,577.780.081003 9,996,666.6762479LXR1 0.00 4,363,094.2540367 0.00 0.950CAT 41,166.67 -35,857.39 5,309.280.122003 5,039,650.0014913R2B2 0.00 4,712,328.7740368 0.00 0.070TD 3,344.44 0.00 3,344.440.071003 10,000,000.0089114WBP9 0.00 12,465,753.4240369 0.00 0.100BMO 12,638.89 0.00 12,638.890.101003 25,000,000.0006367CGB7 0.00 5,205,479.4540370 0.00 0.040TD 2,111.11 0.00 2,111.110.041003 25,000,000.0089114WBX2 0.00 1,408,219.1840372 0.00 0.167NYSPIT 2,356.56 0.00 2,356.560.167003 2,000,000.0064990FC93 0.00 11,589,041.1040373 0.00 0.110TD 12,925.00 0.00 12,925.000.112003 30,000,000.0089114WCA1 0.00 1,561,600.1140374 0.00 0.036USTR 0.00 570.00 570.000.037003 29,999,160.00912796J26 0.00 1,917,731.5140375 0.00 0.040USTR 0.00 777.78 777.780.041003 24,999,000.00912796C56 0.00 3,862,810.8940376 0.00 0.035USTR 0.00 1,370.83 1,370.830.035003 29,998,425.00912796K24 0.00 1,041,066.9740377 0.00 0.040USTR 0.00 422.23 422.230.041003 19,999,444.44912796J26 0.00 4,628,588.4640378 0.00 0.070MUFGBK 0.00 3,286.11 3,286.110.071003 9,996,655.5662479LZH1 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,244,525.1940379 0.00 0.110TMCC 0.00 4,736.11 4,736.110.112003 9,995,172.2289233GZ33 0.00 13,605,459.8340380 0.00 0.200BNSHOU 27,588.17 -343.12 27,245.050.200003 13,910,344.0806417MQL2 0.00 2,711,806.6440381 0.00 0.070MUFGBK 0.00 1,925.00 1,925.000.071003 0.0062479LX83 0.00 24,931,506.8540382 0.00 0.190RY 48,027.78 0.00 48,027.780.193003 0.0078012UP82 0.00 7,258,777.5540383 0.00 0.070TMCC 0.00 5,152.78 5,152.780.071003 0.0089233GXL5 0.00 2,903,511.0240384 0.00 0.070MUFGBK 0.00 2,061.11 2,061.110.071003 0.0062479LXN0 0.00 6,654,837.9540385 0.00 0.090TMCC 0.00 6,075.00 6,075.000.091003 0.0089233GZH2 0.00 13,424,657.5340386 0.00 0.120RY 16,333.33 0.00 16,333.330.122003 0.0078012UR23 0.00 8,820,536.9340387 0.00 0.035USTR 0.00 3,130.56 3,130.560.035003 0.00912796K73 0.00 4,436,558.6340388 0.00 0.090MUFGBK 0.00 4,050.00 4,050.000.091003 0.0062479MAE3 0.00 14,511,141.8640389 0.00 0.110MUFGBK 0.00 16,194.44 16,194.440.112003 0.0062479MCR2 0.00 21,534,246.5840390 0.00 0.160TD 34,933.33 0.00 34,933.330.162003 0.0089114WF75 0.00 20,890,410.9640391 25,000,000.00 0.160BMO 33,888.89 0.00 33,888.890.162003 0.0006367CKK2 0.00 20,273,972.6040392 25,000,000.00 0.160BMO 32,888.89 0.00 32,888.890.162003 0.0006367CL39 0.00 1,534,158.8740393 0.00 0.147USTR 0.00 2,286.67 2,286.670.149003 0.00912796G60 0.00 1,150,617.8140394 0.00 0.100USTR 0.00 1,166.67 1,166.670.101003 0.00912796G78 0.00 383,558.4740395 0.00 0.043USTR 0.00 165.28 165.280.043003 0.00912796ZB8 0.00 1,041,062.9240396 0.00 0.060TMCC 0.00 633.33 633.330.061003 0.0089233GY91 0.00 1,479,274.5240397 0.00 0.080TMCC 0.00 1,200.00 1,200.000.081003 0.0089233GZE9 0.00 657,514.5240398 0.00 0.045USTR 0.00 300.00 300.000.046003 0.00912796H69 0.00 1,534,186.9140399 0.00 0.050USTR 0.00 777.78 777.780.051003 0.00912796N70 0.00 2,721,629.3440400 0.00 2.000USTR 53,804.35 -51,435.00 2,369.350.087003 0.00912828U81 0.00 109,588.0740401 0.00 0.040USTR 0.00 44.44 44.440.041003 0.009127964W6 0.00 931,462.8640402 0.00 0.050USTR 0.00 472.22 472.220.051003 0.009127965G0 0.00 2,246,421.8340403 0.00 0.060USTR 0.00 1,366.67 1,366.670.061003 0.00912796J59 0.00 643,759.9740404 0.00 0.090USTR 0.00 587.50 587.500.091003 0.00912796ZX0 0.00 1,506,688.1740405 0.00 0.070USTR 0.00 1,069.44 1,069.440.071003 0.00912796J75 0.00 2,887,117.4040406 0.00 2.000IBRD 57,500.00 -54,255.00 3,245.000.112003 0.00459058FY4 0.00 2,575,342.4740407 0.00 0.150TD 3,916.67 0.00 3,916.670.152003 0.0089114WKY0 0.00 15,336,243.3040408 24,721,000.00 0.500IFC 76,909.78 -22,127.09 54,782.690.357003 0.0045950KCS7 0.00 12,377,989.0440409 20,000,000.00 1.000FHLB 124,444.45 1,870.13 126,314.581.020003 0.003130APRF4 0.00 4,975,518.0040410 8,300,000.00 0.600FHLB 30,018.33 2,251.38 32,269.710.649003 0.003130APWP6 0.00 651,969.0240411 1,050,000.00 2.750FHLB 17,485.42 -14,786.60 2,698.820.414003 0.003130ADRG9 0.00 1,098,251.0040412 1,825,000.00 0.180FFCB 1,989.25 1,499.01 3,488.260.318003 0.003133ENBT6 0.00 399,023.9240413 0.00 2.125IADB 8,415.00 -8,067.84 347.160.087003 0.004581X0CW6 0.00 1,665,894.9740414 2,700,000.00 2.375FNMA 38,831.25 -33,470.97 5,360.280.322003 0.003135G0T94 0.00 1,779,649.2440415 2,963,000.00 0.250FNMA 4,485.65 4,206.36 8,692.010.488003 0.003135G04Q3 0.00 1,205,418.6840416 0.00 0.082USTR 0.00 1,008.33 1,008.330.084003 0.00912796ZX0 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,108,767.1240417 1,900,000.00 0.875FHLB 9,744.10 0.00 9,744.100.879003 0.003130APZU2 0.00 2,840,595.7240418 4,875,000.00 0.850FHLB 24,286.98 1,439.31 25,726.290.906003 0.003130APU45 0.00 1,880,702.6140419 3,173,000.00 2.000IFC 37,194.61 -32,431.64 4,762.970.253003 0.0045950VLH7 0.00 4,074,760.0340420 7,000,000.00 0.350FNMA 14,359.72 5,951.02 20,310.740.498003 0.003135G05U3 0.00 1,582,254.4540421 2,725,000.00 0.750FHLB 11,978.64 2,717.27 14,695.910.929003 0.003130APKF1 0.00 1,826,808.0740422 3,150,000.00 0.625FHLB 11,484.37 1,134.85 12,619.220.691003 0.003130APMH5 0.00 5,788,857.2640423 10,000,000.00 1.010FFCB 58,636.11 -2,689.91 55,946.200.966003 0.003133ENFZ8 0.00 723,384.6640424 1,250,000.00 0.140FFCB 1,020.84 1,813.09 2,833.930.392003 0.003133EMZP0 0.00 1,205,378.1640425 0.00 0.138USTR 0.00 1,680.56 1,680.560.139003 0.00912796J75 0.00 11,557,756.8140426 20,000,000.00 0.125USTR 14,433.33 5,216.04 19,649.370.170003 0.0091282CAG6 0.00 87,721.2140427 0.00 2.625FHLB 2,333.33 -2,280.00 53.330.061003 0.00313376C94 0.00 625,606.3040428 0.00 2.300PG 14,087.50 -13,020.00 1,067.500.171003 0.00742718DY2 0.00 1,000,829.6240429 0.00 2.500AAPL 24,625.00 -12,572.18 1,576.000.157003 0.00037833CM0 -10,476.82 1,371,681.9240430 0.00 2.125USTR 28,872.28 -26,556.00 2,316.280.169003 0.00912828G87 0.00 3,219,611.0840431 5,580,000.00 2.650MSFT 84,203.75 -60,868.07 23,335.680.725003 0.00594918BH6 0.00 1,094,400.2040432 1,851,000.00 3.625MSFT 37,836.25 -27,243.38 10,592.870.968003 0.00594918AW4 0.00 11,266,091.4640433 20,000,000.00 0.125FFCB 14,166.67 22,543.77 36,710.440.326003 0.003133EMGX4 0.00 2,861,463.0140434 5,000,000.00 2.350WMT 66,256.94 -52,437.06 13,819.880.483003 0.00931142DU4 0.00 7,783,540.0340435 14,370,000.00 0.650FHLB 50,853.84 6,061.38 56,915.220.731003 0.003130APQU2 0.00 2,277,128.5040436 0.00 0.250FFCB 5,728.12 -3,182.40 2,545.720.112003 0.003133ELYR9 0.00 11,023,392.0640437 20,350,000.00 0.070FFCB 7,755.61 19,139.93 26,895.540.244003 0.003133ENAQ3 0.00 5,479,962.4640438 10,026,000.00 2.150PG 116,761.12 -105,573.78 11,187.340.204003 0.00742718EU9 0.00 3,544,428.8040439 0.00 2.300AAPL 81,522.22 -61,072.00 20,450.220.577003 0.00037833CQ1 0.00 2,872,020.9240440 5,300,000.00 0.125FHLB 3,606.94 3,598.46 7,205.400.251003 0.003130AKDH6 0.00 573,922.1640441 0.00 2.300AAPL 13,202.00 -9,700.60 3,501.400.610003 0.00037833CQ1 0.00 564,581.7140442 1,025,000.00 2.875MSFT 15,634.82 -10,655.17 4,979.650.882003 0.00594918BX1 0.00 1,552,973.8140443 2,876,000.00 2.000MSFT 30,517.55 -19,805.27 10,712.280.690003 0.00594918BQ6 0.00 5,385,070.1440444 10,000,000.00 2.350WMT 124,680.55 -99,104.79 25,575.760.475003 0.00931142DU4 0.00 3,454,124.6540445 6,435,000.00 0.660FFCB 22,887.15 697.42 23,584.570.683003 0.003133ENGW4 0.00 7,110,288.7440446 13,240,000.00 1.050FHLB 74,916.34 -202.85 74,713.491.051003 0.003130APS48 0.00 3,100,465.4740447 5,860,000.00 0.450TMCC 13,990.75 -3,220.51 10,770.240.347003 0.0089236THD0 0.00 8,107,462.5440448 15,003,000.00 2.700TMCC 214,917.97 -165,315.73 49,602.240.612003 0.0089236TEL5 0.00 5,097,088.0740449 10,110,000.00 2.650CAS 129,492.25 -59,492.18 70,000.071.373003 0.0013063DMA3 0.00 260,535.5540450 0.00 2.000IBRD 5,277.78 -5,025.00 252.780.097003 0.00459058FY4 0.00 3,671,096.2740451 0.00 0.120FHLB 4,466.67 372.10 4,838.770.132003 0.003130AQJL8 0.00 575,329.7140452 0.00 0.038USTR 0.00 221.67 221.670.039003 0.00912796C31 0.00 3,451,795.0340453 0.00 0.043USTR 0.00 1,505.00 1,505.000.044003 0.00912796M97 0.00 3,451,611.7840454 0.00 0.055USTR 0.00 1,925.00 1,925.000.056003 0.00912796N39 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,985,293.0340455 0.00 0.080USTR 0.00 4,044.44 4,044.440.081003 0.00912796N47 0.00 3,204,250.1540456 0.00 0.118USTR 0.00 3,835.00 3,835.000.120003 0.00912796U72 0.00 7,258,360.9840457 0.00 2.125USTR 154,091.85 -138,867.19 15,224.660.210003 0.00912828XG0 0.00 7,996,414.8140458 0.00 1.750USTR 139,423.08 -128,906.25 10,516.830.132003 0.00912828XR6 0.00 4,989,657.5340459 10,000,000.00 3.000AAPL 145,000.00 -94,172.87 50,827.131.019003 0.00037833CG3 0.00 1,029,590.6840460 2,000,000.00 7.625IBRD 73,708.33 -68,960.13 4,748.200.461003 0.00459056LD7 0.00 1,110,529.7540461 2,485,000.00 1.000FHLB 11,251.53 2,205.30 13,456.831.212003 0.003130AQG49 0.00 7,194,290.0840462 15,266,000.00 2.400AAPL 170,979.20 -126,916.44 44,062.760.612003 0.00037833DE7 0.00 7,237,070.1640463 15,114,000.00 2.750AAPL 192,808.46 -94,318.08 98,490.381.361003 0.00037833DF4 0.00 1,401,245.2840464 3,052,000.00 2.850AAPL 39,383.51 -27,493.42 11,890.090.849003 0.00037833BU3 0.00 3,012,427.7540465 0.00 0.040FFCB 1,222.22 4,217.00 5,439.220.181003 0.003133EMYL0 0.00 4,597,562.6140466 10,000,000.00 0.125FHLB 5,798.61 9,030.77 14,829.380.323003 0.003130AJY52 0.00 2,240,397.2640467 5,000,000.00 0.750FHLB 13,368.05 2,077.15 15,445.200.689003 0.003130AQCN1 0.00 8,980,909.5940468 20,000,000.00 0.460FFCB 41,655.56 5,433.33 47,088.890.524003 0.003133ENLB4 0.00 1,876,449.1340469 4,225,000.00 0.220FHLMC 4,208.57 13,007.05 17,215.620.917003 0.003134GXJH8 0.00 10,999,120.5540470 25,000,000.00 0.960FHLB 108,666.66 57,028.08 165,694.741.506003 0.003130ALHH0 0.00 5,538,552.6040471 11,966,000.00 3.000AAPL 161,541.00 -95,510.02 66,030.981.192003 0.00037833CG3 0.00 8,438,356.1640472 20,000,000.00 0.875FHLB 68,125.00 0.00 68,125.000.807003 0.003130AQQQ9 0.00 5,937,773.9740473 14,000,000.00 0.700FHLB 41,922.22 2,495.37 44,417.590.748003 0.003130AQN584 0.00 7,718,311.0340474 0.00 0.255USTR 0.00 19,975.00 19,975.000.259003 0.00912796J42 0.00 3,033,251.5140475 7,200,000.00 0.875FHLB 24,525.00 1,224.00 25,749.000.849003 0.003130AQMQ3 0.00 7,714,982.8840476 0.00 1.750USTR 134,615.38 -114,062.50 20,552.880.266003 0.009128286Y1 0.00 8,438,356.1640477 20,000,000.00 0.875FHLB 68,125.00 0.00 68,125.000.807003 0.003130AQQQ9 0.00 5,272,232.1940478 12,500,000.00 0.750FHLB 35,937.50 637.50 36,575.000.694003 0.003130AQMU4 0.00 4,394,765.9640479 10,350,000.00 1.600FFCB 70,840.00 110.69 70,950.691.614003 0.003130ENMH0 0.00 1,753,785.3240480 4,150,000.00 0.290FFCB 5,181.73 11,723.65 16,905.380.964003 0.003133ENAL4 0.00 32,402,216.2340481 0.00 0.271USTR 0.00 89,128.89 89,128.890.275003 0.00912796R43 0.00 890,258.8840482 2,336,000.00 2.850AAPL 25,335.87 -13,312.98 12,022.891.350003 0.00037833BU3 0.00 126,390.4540483 0.00 2.500FHLMC 3,333.33 -2,880.72 452.610.358003 0.003134GBDS8 0.00 278,279.9140484 0.00 2.500FHLB 7,083.33 -5,665.01 1,418.320.510003 0.003130ABCF1 0.00 4,734,200.5640485 12,318,000.00 3.000AAPL 140,630.50 -56,527.56 84,102.941.776003 0.00037833CG3 0.00 5,599,222.0940486 15,150,000.00 2.180FFCB 123,851.25 852.19 124,703.442.227003 0.003133ENPB0 0.00 2,514,144.6040487 7,300,000.00 2.850AAPL 71,083.75 -24,921.54 46,162.211.836003 0.00037833CU2 0.00 593,162.6340488 0.00 2.300AAPL 13,991.67 -7,005.00 6,986.671.178003 0.00037833CQ1 0.00 3,475,584.0040489 10,000,000.00 2.000FHLB 70,000.00 -44,268.87 25,731.130.740003 0.00313380GJ0 0.00 5,775,780.8240490 20,000,000.00 0.320FHLMC 18,844.45 86,678.02 105,522.471.827003 0.003134GW6E1 0.00 1,037,450.7540491 0.00 0.250FHLMC 2,568.19 2,029.50 4,597.690.443003 0.003134GVJ66 0.00 2,026,292.8940492 0.00 0.530TMCC 0.00 10,894.44 10,894.440.538003 0.0089233HDM3 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,702,985.2740493 0.00 0.830TMCC 0.00 39,655.56 39,655.560.843003 0.0089233HF90 0.00 2,160,631.3640494 0.00 0.790TMCC 0.00 17,336.11 17,336.110.802003 0.0089233HF25 0.00 269,198.6340495 1,000,000.00 1.375FHLB 3,704.86 673.61 4,378.471.626003 0.003130ARAY7 0.00 1,194,746.0340496 4,600,000.00 1.500FHLB 17,825.00 831.83 18,656.831.562003 0.003130ARBY6 0.00 401,870.5640497 1,565,000.00 1.850FHLB 7,479.39 1,971.99 9,451.382.352003 0.003130AR7C9 0.00 41,091.7840498 150,000.00 1.940FFCB 800.25 168.56 968.812.358003 0.003133ENQC7 0.00 640,568.0140499 2,360,000.00 1.750FHLB 11,357.50 4,225.88 15,583.382.433003 0.003130AQT78 0.00 401,205.2140500 1,500,000.00 0.310FNMA 1,278.75 7,469.73 8,748.482.181003 0.003136G46V0 0.00 315,212.8140501 1,170,000.00 0.290FFCB 933.07 5,456.42 6,389.492.027003 0.003133ENAL4 0.00 5,276,904.1140502 20,000,000.00 0.620FHLB 34,100.00 94,237.46 128,337.462.432003 0.003130AMR53 0.00 609,539.5140503 2,350,000.00 0.550FNMA 3,554.38 12,014.56 15,568.942.554003 0.003136G4H55 0.00 445,458.6840504 1,715,000.00 0.625FNMA 2,947.66 8,424.14 11,371.802.553003 0.003136G4R62 0.00 518,409.4840505 2,000,000.00 0.650FHLMC 3,575.00 9,673.71 13,248.712.556003 0.003134GW5R3 0.00 388,340.9040506 1,500,000.00 0.570FHLMC 2,351.25 7,577.17 9,928.422.557003 0.003134GWUG9 0.00 4,531,500.6240507 17,490,000.00 0.600FHLMC 28,858.50 86,959.55 115,818.052.556003 0.003134GWVN3 0.00 215,454.4840508 825,000.00 0.700FHLB 1,588.12 3,897.59 5,485.712.546003 0.003130ANWN6 0.00 4,519,500.3640509 18,300,000.00 0.320FHLMC 14,802.66 89,437.09 104,239.752.306003 0.003134GW6E1 0.00 3,466,866.3440510 13,965,000.00 0.300FFCB 10,590.12 63,839.18 74,429.302.147003 0.003133EL5J9 0.00 259,912.7140511 1,033,000.00 1.800FHLMC 4,700.15 1,636.54 6,336.692.438003 0.003134GXMZ4 0.00 497,353.8140512 2,000,000.00 0.750FHLB 3,791.66 7,381.45 11,173.112.247003 0.003130APWH4 0.00 460,703.5940513 1,859,000.00 0.660FFCB 3,101.43 7,550.51 10,651.942.312003 0.003133ENGW4 0.00 332,266.7440514 1,347,000.00 0.230FFCB 783.13 6,702.84 7,485.972.253003 0.003133EMYW6 0.00 729,854.1040515 3,371,000.00 0.300FNMA 2,247.34 13,923.94 16,171.282.216003 0.003135G05P4 0.00 297,811.7040516 1,400,000.00 1.250FHLB 3,888.89 4,608.46 8,497.352.853003 0.003130AQJM6 0.00 1,267,192.4140517 6,000,000.00 0.400FHLB 5,333.33 29,090.29 34,423.622.717003 0.003130AMU67 0.00 4,887,140.5540518 23,060,000.00 1.100FHLB 56,368.89 83,685.48 140,054.372.866003 0.003130AQGT4 0.00 4,974,674.2740519 23,390,000.00 1.250FHLB 64,972.22 77,396.25 142,368.472.862003 0.003130AQMR1 0.00 667,795.9640520 3,060,000.00 2.000FHLB 13,600.00 4,741.75 18,341.752.747003 0.003130AQZ48 0.00 1,699,980.4940521 9,120,000.00 0.800FHLB 13,984.01 30,697.92 44,681.932.628003 0.003130APXH3 0.00 625,139.3240522 3,500,000.00 0.480FFCB 3,220.00 16,085.16 19,305.163.088003 0.003133EMSC7 0.00 3,452,054.7940523 20,000,000.00 3.250FHLB 111,944.44 0.00 111,944.443.243003 0.003130ARVJ7 0.00 3,814,520.5540524 20,000,000.00 3.090FFCB 118,450.00 6,033.39 124,483.393.263003 0.003133ENUZ1 0.00 1,726,027.4040525 10,000,000.00 2.500FHLMC 43,055.56 0.00 43,055.562.494003 0.003134GXSF2 0.00 3,561,643.8440526 20,000,000.00 3.650FFCB 129,777.78 0.00 129,777.783.644003 0.003133ENVK3 0.00 661,492.1040527 3,565,000.00 0.500FHLB 3,416.45 13,967.82 17,384.272.628003 0.003130APM44 0.00 734,136.4440528 4,000,000.00 3.125MSFT 22,916.67 31.23 22,947.903.126003 0.00594918BJ2 0.00 2,286,269.7640529 13,270,000.00 1.625FHLB 37,137.57 2,783.25 39,920.821.746003 0.003130ARR86 0.00 677,001.8940530 4,916,000.00 0.110FFCB 751.05 12,205.24 12,956.291.914003 0.003133EMSE3 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,445,656.4740531 10,215,000.00 3.375FHLB 47,882.81 -11,584.21 36,298.602.511003 0.003130A0F70 0.00 203,825.3440532 1,500,000.00 0.575FHLB 1,197.92 3,743.19 4,941.112.424003 0.003130APQJ7 0.00 800,541.3740533 6,000,000.00 0.750FHLB 6,125.00 13,902.46 20,027.462.502003 0.003130APWH4 0.00 2,007,326.0340534 14,800,000.00 0.750FFCB 15,108.33 23,852.09 38,960.421.941003 0.003133ELSP0 0.00 206,455.2540535 1,530,000.00 0.140FFCB 291.55 3,761.61 4,053.161.963003 0.003133EMST0 0.00 360,403.0340536 2,635,000.00 2.000FHLMC 7,173.05 531.65 7,704.702.138003 0.003134G3X54 0.00 1,146,962.3440537 9,305,000.00 2.125FHLB 24,167.15 230.66 24,397.812.127003 0.003130AS3T46 0.00 546,836.7440538 5,580,000.00 0.250IBRD 1,395.00 12,391.58 13,786.582.521003 0.00459058JM6 0.00 399,260.2740539 3,835,000.00 2.650FHLB 10,445.05 0.00 10,445.052.616003 0.003130AS2M0 0.00 712,125.5640540 0.00 0.790TMCC 0.00 5,705.56 5,705.560.801003 0.0089233HF66 0.00 1,043,084.3840541 10,000,000.00 2.000FHLB 20,555.55 -6,730.48 13,825.071.325003 0.00313380GJ0 0.00 281,039.6740542 2,700,000.00 2.500FHLB 6,937.50 37.00 6,974.502.482003 0.003130AS3J6 0.00 481,808.2240543 4,885,000.00 2.250FHLB 10,685.94 0.00 10,685.942.218003 0.003130AS4H9 0.00 378,949.5240544 3,630,000.00 3.000FHLB 11,192.50 -514.26 10,678.242.818003 0.003130ARVT5 0.00 1,967,634.4840545 20,000,000.00 0.625FHLB 12,847.22 45,086.45 57,933.672.944003 0.003130AMNR9 0.00 1,983,683.2940546 20,000,000.00 0.400FHLB 8,222.23 46,431.56 54,653.792.755003 0.003130AMU67 0.00 2,027,534.2540547 20,000,000.00 0.750FHLB 15,416.66 36,105.95 51,522.612.541003 0.003130APWH4 0.00 1,054,768.1540548 11,000,000.00 1.880FHLB 19,531.11 35.15 19,566.261.855003 0.003130ASB65 0.00 312,562.7440549 7,150,000.00 2.125FHLB 6,752.78 499.37 7,252.152.320003 0.003130ASBG3 0.00 340,447.5640550 5,200,000.00 3.450FFCB 11,960.00 299.13 12,259.133.601003 0.003133ENYA2 0.00 847,420.3940551 12,940,000.00 3.125FHLMC 26,958.33 1,186.31 28,144.643.321003 0.003134GXRL0 0.00 582,846.6440552 8,905,000.00 2.800FHLB 16,622.66 1,143.33 17,765.993.048003 0.003130ARMT5 0.00 621,437.9540553 10,000,000.00 0.750AAPL 4,791.67 9,534.98 14,326.652.305003 0.00037833DV9 0.00 483,947.2740554 10,779,000.00 0.690FAMC 3,512.15 12,092.02 15,604.173.224003 0.0031422XRQ7 0.00 63,002.2440555 1,540,000.00 2.290FHLB 1,469.42 289.39 1,758.812.792003 0.003130ASD30 0.00 45,932.3940556 5,615,000.00 3.125FHLMC 1,462.24 110.66 1,572.903.424003 0.003134GXYM0 0.00 486,879.5540557 11,335,000.00 2.700MSFT 13,602.00 3,812.92 17,414.923.577003 0.00594918BB9 0.00 39,466.6240558 7,250,000.00 2.900FHLMC 1,168.06 175.34 1,343.403.404003 0.003134GXYT5 0.00 24,496.5240559 4,500,000.00 2.900FHLMC 725.00 108.83 833.833.404003 0.003134GXYT5 0.00 54,080.0040560 1,250,000.00 2.875FHLB 1,597.22 362.73 1,959.953.624003 0.003130AS6D6 0.00 43,191.7640561 1,025,000.00 0.270FFCB 123.00 1,351.08 1,474.083.413003 0.003133EMBQ4 0.00 305,059.0740562 7,200,000.00 0.350FNMA 1,120.00 9,109.79 10,229.793.353003 0.003135G05U3 0.00 212,006.5840563 5,000,000.00 0.300FNMA 666.67 6,415.69 7,082.363.341003 0.003135G05P4 0.00 291,152.0540564 7,250,000.00 2.700MSFT 8,156.25 2,593.62 10,749.873.692003 0.00594918BB9 0.00 215,756.7140565 5,000,000.00 0.125FHLMC 277.78 5,625.23 5,903.012.736003 0.003134GXKH6 0.00 8,104,109.5940566 269,000,000.00 1.270CAMP 113,594.86 0.00 113,594.861.402003 0.00CAMP 0.00 2,701,373,713.56Subtotal 2,216,665,320.76 0.954 21,158,835.90-4,246,679.1225,420,750.122,263,401,399.78 -15,235.10 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: CSJ/CSC JP
875,840.0740371 0.00 1.750USTR 15,078.21 -14,414.95 663.260.076152 915,993.209128286Y1 0.00

0.00Subtotal 875,840.07 0.076 663.26-14,414.9515,078.21915,993.20 0.00 Fund: SJCE
20,144,687.4340162 20,156,896.89 0.588WELLS 29,653.39 0.00 29,653.390.147501 20,142,180.58VP4560000 0.00 20,156,896.89Subtotal 20,144,687.43 0.147 29,653.390.0029,653.3920,142,180.58 0.00 2,721,530,610.45Total 2,237,685,848.26 0.947 21,189,152.55-4,261,094.0725,465,481.722,284,459,573.56 -15,235.10 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Money Markets
WELLS36512 252,407,740.81 252,407,740.810.654VP6000104 07/01 - Monthly06/30/2021 252,407,740.810.6540.654 WELLS40162 20,156,896.89 20,156,896.890.588VP4560000 07/01 - Monthly06/30/2021 20,156,896.890.5880.588 272,564,637.70Money Markets Totals 272,564,637.700.000.649272,564,637.70 0.649 State Pool
STPOOL32936 5,000,000.00 5,000,000.000.740CITY 07/01 - Quarterly06/30/2021 5,000,000.000.7400.740 STPOOL37042 5,000,000.00 5,000,000.000.740CSJFA 07/01 - Quarterly06/30/2021 5,000,000.000.7400.740 STPOOL40363 75,000,000.00 75,000,000.000.740COVID RELIEF 07/01 - Quarterly06/30/2021 75,000,000.000.7400.740 85,000,000.00State Pool Totals 85,000,000.000.000.74085,000,000.00 0.740 JPA Pool
CAMP40566 269,000,000.00 269,000,000.001.270CAMP 07/01 - Monthly06/24/2022 269,000,000.001.2701.270 269,000,000.00JPA Pool Totals 269,000,000.000.001.270269,000,000.00 1.270 Corp Medium Term Notes
AAPL40164 1,000,000.00 999,988.981.70009/11/2022037833DL1 03/11 - 09/1109/11/2019 999,830.001.7061.706 AAPL40166 5,000,000.00 4,999,465.281.70009/11/2022037833DL1 03/11 - 09/1109/11/2019 4,991,750.001.7571.757 AAPL40263 6,795,000.00 6,794,453.880.75005/11/2023037833DV9 11/11 - 05/1105/11/2020 6,793,097.400.7590.759 AAPL40459 10,000,000.00 10,312,827.133.00002/09/2024037833CG3 02/09 - 08/09 Received01/07/2022 10,407,000.000.8610.861 AAPL40462 15,266,000.00 15,411,047.352.40001/13/2023037833DE7 07/13 - 01/1301/13/2022 15,537,963.790.4510.451 AAPL40463 15,114,000.00 15,629,078.402.75001/13/2025037833DF4 07/13 - 01/13 1,154.5401/14/2022 15,723,396.481.2951.295 AAPL40464 3,052,000.00 3,091,131.742.85002/23/2023037833BU3 02/23 - 08/23 Received01/18/2022 3,118,625.160.8470.847 AAPL40471 11,966,000.00 12,306,770.343.00002/09/2024037833CG3 02/09 - 08/09 Received01/19/2022 12,402,280.361.0461.046 AAPL40482 2,336,000.00 2,358,544.622.85002/23/2023037833BU3 02/23 - 08/23 Received02/14/2022 2,371,857.601.0501.050 AAPL40485 12,318,000.00 12,556,488.543.00002/09/2024037833CG3 08/09 - 02/09 5,132.5002/14/2022 12,613,016.101.6591.659 AAPL40487 7,300,000.00 7,435,751.462.85005/11/2024037833CU2 05/11 - 11/11 Received02/28/2022 7,460,673.001.7451.745 AAPL40553 10,000,000.00 9,871,484.980.75005/11/2023037833DV9 11/11 - 05/11 5,625.0006/08/2022 9,861,950.002.2662.266 BK40242 10,444,000.00 10,509,997.612.95001/29/202306406RAE7 07/29 - 01/29 Received04/13/2020 10,763,199.971.8231.823 BK40320 3,868,000.00 3,998,473.303.45008/11/202306406RAJ6 02/11 - 08/11 Received11/03/2020 4,193,530.880.3940.394 DIS40237 1,412,000.00 1,411,558.191.65009/01/2022254687FJ0 09/01 - 03/01 Received03/17/2020 1,405,490.681.8431.843 JD40279 7,500,000.00 7,500,047.790.55007/05/202224422EVG1 01/05 - 07/05 Received06/08/2020 7,508,925.000.4920.492 JPM40213 2,050,000.00 2,055,919.363.25009/23/202246625HJE1 03/23 - 09/23 Received01/22/2020 2,119,372.001.9421.942 JPM40223 10,000,000.00 10,076,965.363.20001/25/202346625HJH4 07/25 - 01/25 Received01/31/2020 10,405,200.001.7991.799 JPM40303 5,000,000.00 5,091,249.802.70005/18/202346625HRL6 11/18 - 05/18 Received08/20/2020 5,284,400.000.6070.607 JPM40308 2,433,000.00 2,470,579.423.20001/25/202346625HJH4 01/25 - 07/25 Received09/25/2020 2,587,738.800.4560.456 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
JPM40348 15,000,000.00 15,806,573.753.87502/01/202446625HJT8 08/01 - 02/0102/01/2021 16,528,245.000.4520.452 MSFT40431 5,580,000.00 5,616,223.932.65011/03/2022594918BH6 05/03 - 11/03 Received12/06/2021 5,677,092.000.7240.724 MSFT40432 1,851,000.00 1,921,322.833.62512/15/2023594918AW4 12/15 - 06/15 Received12/08/2021 1,948,566.210.9820.982 MSFT40442 1,025,000.00 1,057,077.082.87502/06/2024594918BX1 02/06 - 08/06 Received12/20/2021 1,067,732.250.8920.892 MSFT40443 2,876,000.00 2,917,165.932.00008/08/2023594918BQ6 02/08 - 08/08 Received12/20/2021 2,936,971.200.6920.692 MSFT40528 4,000,000.00 3,999,431.233.12511/03/2025594918BJ2 05/03 - 11/03 Received04/25/2022 3,999,400.003.1293.129 MSFT40557 11,335,000.00 11,110,752.722.70002/12/2025594918BB9 08/12 - 02/12 104,565.3806/15/2022 11,106,939.803.4983.498 MSFT40564 7,250,000.00 7,087,293.622.70002/12/2025594918BB9 08/12 - 02/12 67,425.0006/16/2022 7,084,700.003.6073.607 PCAR40238 1,000,000.00 998,743.972.00009/26/202269371RQ33 09/26 - 03/26 Received03/30/2020 986,760.002.5522.552 PCAR40267 2,897,000.00 2,900,561.692.30008/10/202269371RN77 08/10 - 02/10 Received05/13/2020 2,970,699.681.1471.147 PCAR40275 2,000,000.00 1,999,132.540.80006/08/202369371RQ82 12/08 - 06/0806/08/2020 1,997,220.000.8470.847 PCAR40349 7,000,000.00 6,995,706.930.35002/02/202469371RR24 08/02 - 02/0202/02/2021 6,991,880.000.3890.389 PG40438 10,026,000.00 10,047,656.162.15008/11/2022742718EU9 02/11 - 08/11 Received12/16/2021 10,153,229.940.2040.204 TMCC40447 5,860,000.00 5,860,354.090.45007/22/202289236THD0 01/22 - 07/22 Received12/20/2021 5,863,574.600.3460.346 TMCC40448 15,003,000.00 15,167,450.212.70001/11/202389236TEL5 01/11 - 07/11 Received12/20/2021 15,332,765.940.6130.613 WMT40274 26,018,000.00 26,394,615.352.55004/11/2023931142DH3 10/11 - 04/11 Received06/01/2020 27,403,406.460.6680.668 WMT40434 5,000,000.00 5,042,362.942.35012/15/2022931142DU4 12/15 - 06/15 Received12/08/2021 5,094,800.000.4830.483 WMT40444 10,000,000.00 10,085,095.212.35012/15/2022931142DU4 06/15 - 12/15 Received12/20/2021 10,184,200.000.4750.475 279,889,343.71Corp Medium Term Notes Totals 283,877,480.30183,902.421.146276,575,000.00 1.146 Negotiable CDs
BMO40391 25,000,000.00 25,000,000.000.16007/01/202206367CKK2 07/01 - At Maturity08/30/2021 25,000,000.000.1620.160 BMO40392 25,000,000.00 25,000,000.000.16007/01/202206367CL39 07/01 - At Maturity09/08/2021 25,000,000.000.1620.160 50,000,000.00Negotiable CDs Totals 50,000,000.000.000.16050,000,000.00 0.162 Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,923.500.50007/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,994,337.780.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 FAMC40337 10,000,000.00 9,994,061.740.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FFCB40013 25,000,000.00 24,978,523.813.05010/02/20233133EJD48 04/02 - 10/02 Received10/17/2018 24,915,000.003.1243.124 FFCB40049 20,000,000.00 19,994,722.432.65010/23/20233133EJ5W5 04/23 - 10/2301/23/2019 19,980,880.002.6722.672 FFCB40283 10,000,000.00 9,999,718.120.30006/08/20233133ELG81 12/08 - 06/08 Received06/12/2020 9,999,100.000.3030.303 FFCB40412 1,825,000.00 1,823,597.260.18001/25/20233133ENBT6 01/25 - 07/25 Received11/23/2021 1,822,098.250.3160.316 FFCB40433 20,000,000.00 19,984,307.770.12511/23/20223133EMGX4 05/23 - 11/23 Received12/07/2021 19,961,764.000.3240.324 FFCB40480 4,150,000.00 4,115,131.600.29010/12/20233133ENAL4 04/12 - 10/12 Received01/26/2022 4,103,407.950.9530.953 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
FFCB40501 1,170,000.00 1,144,591.820.29010/12/20233133ENAL4 04/12 - 10/12 Received03/22/2022 1,139,135.402.0212.021 FFCB40534 14,800,000.00 14,677,332.090.75003/13/20233133ELSP0 09/13 - 03/13 18,191.6705/12/2022 14,653,480.001.9491.949 FHLB37589 10,000,000.00 10,000,000.002.10007/01/20223130ACZS6 07/01 - 01/0112/20/2017 9,982,270.002.1412.141 FHLB40157 3,000,000.00 2,997,006.001.50008/15/20243130AGWK7 02/15 - 08/1508/16/2019 2,992,950.001.5491.549 FHLB40291 25,000,000.00 25,000,000.000.22007/15/20223130AJS26 07/15 - 01/1506/24/2020 25,000,000.000.2200.220 FHLB40411 1,050,000.00 1,066,889.282.75003/10/20233130ADRG9 03/10 - 09/10 Received11/23/2021 1,081,675.880.4160.416 FHLB40440 5,300,000.00 5,297,980.460.12510/21/20223130AKDH6 04/21 - 10/21 Received12/15/2021 5,294,382.000.2500.250 FHLB40466 10,000,000.00 9,997,782.870.12508/12/20223130AJY52 02/12 - 08/12 Received01/14/2022 9,988,752.100.3200.320 FHLB40489 10,000,000.00 10,023,891.132.00009/09/2022313380GJ0 03/09 - 09/09 Received02/25/2022 10,068,160.000.7300.730 FHLB40531 10,215,000.00 10,334,780.693.37512/08/20233130A0F70 06/08 - 12/08 Received05/11/2022 10,346,364.902.5362.536 FHLB40537 9,305,000.00 9,303,369.662.12505/12/20233130AS3T46 11/12 - 05/12 2,746.2705/17/2022 9,303,139.002.1452.145 FHLB40541 10,000,000.00 10,012,369.522.00009/09/2022313380GJ0 09/09 - Final Pmt. 41,666.6705/24/2022 10,019,100.001.3371.337 FHLMC40309 5,000,000.00 4,990,273.580.37509/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FHLMC40316 4,000,000.00 3,993,576.110.12510/16/20233137EAEY1 04/16 - 10/1610/16/2020 3,985,080.000.2500.250 FHLMC40536 2,635,000.00 2,631,473.752.00005/26/20233134G3X54 05/26 - 11/26 Received05/12/2022 2,630,942.102.1502.150 FNMA40142 10,000,000.00 9,984,768.171.75007/02/20243135G0V75 01/02 - 07/0207/08/2019 9,962,100.001.8301.830 FNMA40183 10,000,000.00 9,992,187.401.62510/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40271 10,000,000.00 9,991,053.610.25005/22/20233135G04Q3 11/22 - 05/2205/22/2020 9,969,900.000.3510.351 FNMA40288 10,000,000.00 9,987,727.360.50006/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,983,287.710.37508/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,027,493.480.50011/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 FNMA40414 2,700,000.00 2,730,400.232.37501/19/20233135G0T94 01/19 - 07/19 Received11/23/2021 2,763,871.200.3220.322 FNMA40415 2,963,000.00 2,956,806.230.25005/22/20233135G04Q3 05/22 - 11/22 Received11/23/2021 2,952,599.870.4860.486 FNMA40420 7,000,000.00 6,988,521.020.35008/18/20233135G05U3 02/18 - 08/18 Received11/30/2021 6,982,570.000.4960.496 297,497,886.18Federal Agency Coupon Securities Totals 297,344,447.6562,604.611.203297,613,000.00 1.203 Treasury Coupon Securities
USTR40196 15,000,000.00 15,097,392.092.12502/29/2024912828W48 02/29 - 08/31 Received12/23/2019 15,244,921.881.7191.719 USTR40426 20,000,000.00 19,998,492.040.12508/31/202291282CAG6 02/28 - 08/31 Received12/02/2021 19,993,276.000.1700.170 35,095,884.13Treasury Coupon Securities Totals 35,238,197.880.000.83635,000,000.00 0.836 Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.00004/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FAMC40554 10,779,000.00 10,402,724.650.69012/20/202331422XRQ7 06/20 - 12/20 Received06/14/2022 10,390,632.633.1413.141 FFCB40282 10,000,000.00 10,000,000.000.58006/17/20243133ELJ47 12/17 - 06/1706/17/2020 10,000,000.000.5800.580 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FFCB40330 10,000,000.00 10,000,000.000.50012/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.80003/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,011,210.091.01012/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40424 1,250,000.00 1,247,263.090.14005/18/20233133EMZP0 05/18 - 11/18 Received12/01/2021 1,245,450.000.3900.390 FFCB40437 20,350,000.00 20,340,039.430.07010/13/20223133ENAQ3 04/13 - 10/13 Received12/15/2021 20,320,899.500.2430.243 FFCB40445 6,435,000.00 6,433,123.420.66012/13/20233133ENGW4 06/13 - 12/13 Received12/17/2021 6,432,426.000.6800.680 FFCB40468 20,000,000.00 19,993,433.330.46001/18/20233133ENLB4 07/18 - 01/1801/18/2022 19,988,000.000.5200.520 FFCB40479 10,350,000.00 10,349,075.691.60001/27/20263130ENMH0 07/27 - 01/2701/27/2022 10,348,965.001.6031.603 FFCB40486 15,150,000.00 15,139,489.692.18002/16/20273133ENPB0 08/16 - 02/1602/16/2022 15,138,637.502.1962.196 FFCB40498 150,000.00 148,668.561.94009/03/20243133ENQC7 09/03 - 03/03 153.5803/22/2022 148,500.002.3632.363 FFCB40510 13,965,000.00 13,670,357.630.30009/01/20233133EL5J9 09/01 - 03/01 3,374.8803/30/2022 13,606,518.452.1462.146 FFCB40513 1,859,000.00 1,815,688.270.66012/13/20233133ENGW4 06/13 - 12/13 Received03/30/2022 1,808,137.762.3082.308 FFCB40514 1,347,000.00 1,310,760.480.23011/13/20233133EMYW6 05/13 - 11/13 Received03/30/2022 1,304,057.642.2462.246 FFCB40522 3,500,000.00 3,275,740.160.48003/03/20253133EMSC7 09/03 - 03/03 2,286.6704/22/2022 3,259,655.003.0003.000 FFCB40524 20,000,000.00 19,896,033.393.09010/20/20253133ENUZ1 10/20 - 04/20 3,433.3304/22/2022 19,890,000.003.2583.258 FFCB40526 20,000,000.00 20,000,000.003.65010/27/20263133ENVK3 10/27 - 04/2704/27/2022 20,000,000.003.6503.650 FFCB40530 4,916,000.00 4,857,414.840.11003/01/20233133EMSE3 09/01 - 03/01 1,051.4805/11/2022 4,845,209.601.9201.920 FFCB40535 1,530,000.00 1,510,884.900.14003/10/20233133EMST0 09/10 - 03/10 368.9005/12/2022 1,507,123.291.9701.970 FFCB40550 5,200,000.00 5,177,939.133.45006/01/20273133ENYA2 12/01 - 06/01 2,990.0006/07/2022 5,177,640.003.5453.545 FFCB40561 1,025,000.00 986,663.080.27010/05/20233133EMBQ4 10/05 - 04/05 538.1306/15/2022 985,312.003.3253.325 FHLB40340 10,000,000.00 10,000,000.000.50001/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5000.500 FHLB40350 10,000,000.00 10,000,000.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,995,620.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 FHLB40409 20,000,000.00 19,992,870.131.00011/15/20243130APRF4 05/15 - 11/15 Received11/17/2021 19,991,000.001.0151.015 FHLB40410 8,300,000.00 8,294,781.380.60011/24/20233130APWP6 05/24 - 11/2411/24/2021 8,292,530.000.6450.645 FHLB40417 1,900,000.00 1,900,000.000.87505/28/20243130APZU2 05/28 - 11/2811/30/2021 1,900,000.000.8750.875 FHLB40418 4,875,000.00 4,869,126.810.85011/22/20243130APU45 05/22 - 11/22 Received11/30/2021 4,867,687.500.9010.901 FHLB40421 2,725,000.00 2,714,092.270.75011/08/20243130APKF1 05/08 - 11/08 Received11/30/2021 2,711,375.000.9230.923 FHLB40422 3,150,000.00 3,146,346.850.62505/17/20243130APMH5 05/17 - 11/17 Received12/01/2021 3,145,212.000.6870.687 FHLB40435 14,370,000.00 14,354,506.380.65011/22/20233130APQU2 05/22 - 11/22 Received12/15/2021 14,348,445.000.7280.728 FHLB40446 13,240,000.00 13,240,896.071.05011/18/20243130APS48 05/18 - 11/18 Received12/17/2021 13,241,098.921.0471.047 FHLB40461 2,485,000.00 2,473,811.151.00010/18/20243130AQG49 07/18 - 01/1801/18/2022 2,471,605.851.2001.200 FHLB40467 5,000,000.00 4,988,327.150.75001/17/20253130AQCN1 03/17 - Quarterly Received01/18/2022 4,986,250.000.8100.810 FHLB40470 25,000,000.00 24,536,778.080.96003/05/20263130ALHH0 03/05 - 09/05 Received01/18/2022 24,479,750.001.4811.481 FHLB40472 20,000,000.00 20,000,000.000.87501/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.8650.865 FHLB40473 14,000,000.00 13,984,995.370.70001/27/20253130AQN584 07/27 - 01/2701/27/2022 13,982,500.001.4381.438 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40475 7,200,000.00 7,190,424.000.87510/28/20253130AQMQ3 04/28 - Quarterly01/28/2022 7,189,200.001.0761.076 FHLB40477 20,000,000.00 20,000,000.000.87501/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 FHLB40478 12,500,000.00 12,496,512.500.75010/28/20243130AQMU4 04/28 - Quarterly01/28/2022 12,495,875.000.7540.754 FHLB40495 1,000,000.00 993,173.611.37503/24/20253130ARAY7 09/24 - 03/2403/24/2022 992,500.002.1372.137 FHLB40496 4,600,000.00 4,591,171.831.50003/28/20253130ARBY6 09/28 - 03/2803/28/2022 4,590,340.001.7131.713 FHLB40497 1,565,000.00 1,546,000.991.85012/27/20243130AR7C9 06/27 - 12/2703/28/2022 1,544,029.002.3572.357 FHLB40499 2,360,000.00 2,319,149.881.75002/28/20253130AQT78 08/28 - 02/28 2,753.3303/22/2022 2,314,924.002.4282.428 FHLB40502 20,000,000.00 19,164,237.460.62012/09/20243130AMR53 06/09 - 12/09 Received03/22/2022 19,070,000.002.4002.400 FHLB40508 825,000.00 782,520.220.70006/30/20253130ANWN6 03/30 - 09/30 Received03/22/2022 778,622.632.5002.500 FHLB40512 2,000,000.00 1,959,361.450.75011/22/20233130APWH4 05/23 - 11/23 Received03/30/2022 1,951,980.002.2452.245 FHLB40516 1,400,000.00 1,346,599.461.25001/28/20253130AQJM6 07/28 - 01/28 3,548.6104/11/2022 1,341,991.002.8002.800 FHLB40517 6,000,000.00 5,739,278.290.40006/28/20243130AMU67 06/28 - 12/28 Received04/11/2022 5,710,188.002.6612.661 FHLB40518 23,060,000.00 22,105,985.481.10001/13/20253130AQGT4 07/13 - 01/13 62,005.7804/11/2022 22,022,300.002.8082.808 FHLB40519 23,390,000.00 22,494,138.351.25001/27/20253130AQMR1 07/27 - 01/27 60,099.3104/11/2022 22,416,742.102.8082.808 FHLB40520 3,060,000.00 3,013,945.752.00008/28/20243130AQZ48 08/28 - 02/28 7,310.0004/11/2022 3,009,204.002.7242.724 FHLB40521 9,120,000.00 8,894,881.920.80011/27/20233130APXH3 05/27 - 11/27 Received04/22/2022 8,864,184.002.6042.604 FHLB40523 20,000,000.00 20,000,000.003.25004/29/20273130ARVJ7 10/29 - 04/2904/29/2022 20,000,000.003.2503.250 FHLB40527 3,565,000.00 3,463,176.620.50011/24/20233130APM44 05/24 - 11/24 Received04/22/2022 3,449,208.802.6002.600 FHLB40529 13,270,000.00 13,248,631.851.62510/27/20233130ARR86 10/27 - 04/2704/29/2022 13,245,848.601.9971.997 FHLB40532 1,500,000.00 1,462,493.190.57511/22/20233130APQJ7 05/22 - 11/22 Received05/11/2022 1,458,750.002.4162.416 FHLB40533 6,000,000.00 5,857,854.460.75011/22/20233130APWH4 05/23 - 11/23 Received05/12/2022 5,843,952.002.4962.496 FHLB40539 3,835,000.00 3,835,000.002.65011/24/20233130AS2M0 11/24 - 05/2405/24/2022 3,835,000.002.6502.650 FHLB40542 2,700,000.00 2,699,497.002.50011/24/20233130AS3J6 11/24 - 05/2405/24/2022 2,699,460.002.5142.514 FHLB40543 4,885,000.00 4,885,000.002.25005/26/20233130AS4H9 11/26 - 05/2605/26/2022 4,885,000.002.2502.250 FHLB40544 3,630,000.00 3,639,395.643.00005/17/20243130ARVT5 11/17 - 05/17 2,117.5005/24/2022 3,639,909.902.7162.716 FHLB40545 20,000,000.00 18,944,733.450.62511/27/20243130AMNR9 05/28 - 11/28 Received05/24/2022 18,899,647.002.9162.916 FHLB40546 20,000,000.00 19,100,231.560.40006/28/20243130AMU67 06/28 - 12/28 Received05/24/2022 19,053,800.002.7402.740 FHLB40547 20,000,000.00 19,511,105.950.75011/22/20233130APWH4 11/23 - 05/23 416.6705/24/2022 19,475,000.002.5512.551 FHLB40548 11,000,000.00 10,999,760.151.88002/23/20233130ASB65 11/23 - 02/2305/27/2022 10,999,725.001.8851.885 FHLB40549 7,150,000.00 7,130,836.872.12503/15/20243130ASBG3 09/15 - 03/1506/15/2022 7,130,337.502.1252.125 FHLB40552 8,905,000.00 8,865,269.382.80010/25/20243130ARMT5 10/25 - 04/25 29,089.6706/07/2022 8,864,126.053.0003.000 FHLB40555 1,540,000.00 1,533,343.992.29006/16/20233130ASD30 12/16 - 06/1606/16/2022 1,533,054.602.7502.750 FHLB40560 1,250,000.00 1,234,062.732.87506/14/20243130AS6D6 12/14 - 06/14 99.8306/15/2022 1,233,700.003.5573.557 FHLMC40261 10,000,000.00 9,994,311.110.70005/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.70004/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 FHLMC40273 40,000,000.00 40,000,000.000.75006/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLMC40469 4,225,000.00 4,189,250.550.22009/29/20233134GXJH8 06/29 - 12/29 Received01/18/2022 4,176,243.500.9070.907 FHLMC40490 20,000,000.00 19,606,678.020.32011/02/20233134GW6E1 05/02 - 11/02 Received03/15/2022 19,520,000.001.8201.820 FHLMC40505 2,000,000.00 1,883,133.710.65010/27/20253134GW5R3 04/27 - 10/27 Received03/22/2022 1,873,460.002.5002.500 FHLMC40506 1,500,000.00 1,410,987.370.57009/24/20253134GWUG9 03/24 - 09/24 Received03/22/2022 1,403,410.202.5002.500 FHLMC40507 17,490,000.00 16,463,174.650.60009/30/20253134GWVN3 03/30 - 09/30 Received03/22/2022 16,376,215.102.5002.500 FHLMC40509 18,300,000.00 17,827,261.090.32011/02/20233134GW6E1 05/02 - 11/02 Received03/30/2022 17,737,824.002.3002.300 FHLMC40511 1,033,000.00 1,021,724.041.80003/28/20243134GXMZ4 09/28 - 03/28 103.3003/30/2022 1,020,087.502.4462.446 FHLMC40525 10,000,000.00 10,000,000.002.50004/29/20253134GXSF2 10/29 - 04/2904/29/2022 10,000,000.002.5002.500 FHLMC40551 12,940,000.00 12,889,038.113.12505/12/20253134GXRL0 11/12 - 05/12 28,081.6006/07/2022 12,887,851.803.2703.270 FHLMC40556 5,615,000.00 5,588,551.713.12506/28/20243134GXYM0 12/28 - 06/2806/28/2022 5,588,441.053.3723.372 FHLMC40558 7,250,000.00 7,202,832.842.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 7,202,657.503.3503.350 FHLMC40559 4,500,000.00 4,470,723.832.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 4,470,615.003.3503.350 FHLMC40565 5,000,000.00 4,927,575.230.12501/27/20233134GXKH6 07/27 - 01/27 2,395.8306/15/2022 4,921,950.002.6942.694 FNMA40281 30,000,000.00 30,000,000.000.85006/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 FNMA40331 15,000,000.00 15,000,000.000.55001/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 FNMA40500 1,500,000.00 1,457,369.730.31001/26/20243136G46V0 07/26 - 01/26 723.3303/22/2022 1,449,900.002.1672.167 FNMA40503 2,350,000.00 2,214,805.860.55008/05/20253136G4H55 08/05 - 02/05 1,687.4303/22/2022 2,202,791.302.5002.500 FNMA40504 1,715,000.00 1,618,250.050.62508/28/20253136G4R62 08/28 - 02/28 714.5803/22/2022 1,609,825.912.5002.500 FNMA40515 3,371,000.00 3,302,772.670.30008/03/20233135G05P4 08/03 - 02/03 1,910.2304/11/2022 3,288,848.732.1962.196 FNMA40562 7,200,000.00 6,968,269.790.35008/18/20233135G05U3 08/18 - 02/18 8,190.0006/15/2022 6,959,160.003.2753.275 FNMA40563 5,000,000.00 4,842,815.690.30008/03/20233135G05P4 08/03 - 02/03 5,500.0006/15/2022 4,836,400.003.2643.264 884,985,961.55Federal Agency Callables Totals 883,876,799.41230,943.971.794896,150,000.00 1.794 Supranational
IADB37634 20,000,000.00 19,956,315.111.75009/14/20224581X0CZ9 09/14 - 03/14 Received06/22/2018 19,089,200.002.9022.902 IADB40201 11,000,000.00 11,001,935.801.70011/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,997,276.660.34010/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.65002/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 IBRD40079 5,000,000.00 4,997,201.832.50003/19/2024459058GQ0 09/19 - 03/1903/19/2019 4,991,850.002.5352.535 IBRD40126 10,000,000.00 9,997,486.671.87506/19/2023459058GX5 12/19 - 06/1906/19/2019 9,989,600.001.9021.902 IBRD40246 3,000,000.00 2,993,479.050.62504/22/2025459058JB0 10/22 - 04/2204/22/2020 2,988,390.000.7040.704 IBRD40269 16,000,000.00 16,000,000.002.12507/01/2022459058GU1 07/01 - 01/01 Received05/21/2020 16,606,400.000.3220.322 IBRD40287 7,500,000.00 7,500,000.002.12507/01/2022459058GU1 07/01 - 01/01 Received06/18/2020 7,779,030.000.2910.291 IBRD40335 20,000,000.00 20,186,317.600.75003/11/2025459058JA2 03/11 - 09/11 Received01/11/2021 20,288,120.000.4010.401 IBRD40336 10,000,000.00 9,997,477.080.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,996,360.000.5080.508 IBRD40338 10,000,000.00 9,995,404.680.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,993,370.000.5140.514 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Supranational
IBRD40339 4,765,000.00 5,008,878.902.50011/25/2024459058DX8 05/25 - 11/25 Received01/12/2021 5,158,198.270.3510.351 IBRD40341 10,000,000.00 9,955,300.220.37507/28/2025459058JE4 01/28 - 07/28 Received01/13/2021 9,933,980.000.5220.522 IBRD40344 10,000,000.00 10,256,122.221.50008/28/2024459056HV2 02/28 - 08/28 Received01/22/2021 10,427,200.000.3060.306 IBRD40354 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40355 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40359 10,000,000.00 10,036,939.540.75003/11/2025459058JA2 09/11 - 03/11 Received03/12/2021 10,054,800.000.6110.611 IBRD40460 2,000,000.00 2,078,471.877.62501/19/2023459056LD7 01/19 - 07/19 Received01/07/2022 2,147,432.000.4650.465 IBRD40538 5,580,000.00 5,406,862.160.25011/24/2023459058JM6 11/24 - 05/24 38.7505/25/2022 5,394,470.582.5272.527 IFC40332 8,550,000.00 8,571,244.090.42511/19/202445950VPG5 05/19 - 11/19 Received01/06/2021 8,584,490.700.3200.320 IFC40347 10,000,000.00 9,979,799.220.45002/05/202645950VPL4 08/05 - 02/0502/05/2021 9,971,900.000.5070.507 IFC40408 24,721,000.00 24,746,584.440.50003/20/202345950KCS7 03/20 - 09/20 Received11/17/2021 24,768,711.530.3560.356 IFC40419 3,173,000.00 3,190,368.602.00010/24/202245950VLH7 04/24 - 10/24 Received11/30/2021 3,222,800.240.2530.253 231,853,465.74Supranational Totals 232,385,593.3238.750.864231,289,000.00 0.864

MBS ZERO PSA
FHLMC40115 6,594,856.99 6,595,789.842.30708/01/20223137AWQH1 07/01 - Received06/06/2019 6,630,149.782.0892.089 FHLMC40121 4,768,707.02 4,769,384.352.30708/01/20223137AWQH1 07/01 - Received06/11/2019 4,794,219.602.0882.088 FHLMC40148 4,250,000.00 4,285,944.153.06007/01/20233137B4WB8 09/01 -08/01/2019 4,390,781.252.1192.119 FHLMC40167 4,784,238.00 4,819,381.483.32002/01/20233137B36J2 10/01 - Received09/16/2019 4,987,568.121.9481.948 FNMA40169 1,000,000.00 1,003,460.182.71002/01/20233138LC5B7 09/30 - Monthly Received09/17/2019 1,019,843.752.1372.108 FNMA40171 4,916,499.95 4,952,179.842.42007/01/20243140HUNV4 09/30 - Monthly Received09/19/2019 5,001,770.502.0742.046 26,426,139.84MBS ZERO PSA Totals 26,824,333.000.002.06126,314,301.96 2.067 Asset Backed Security
HAROT40158 956,410.49 956,408.241.78008/15/202343815NAC8 09/15 -08/27/2019 956,402.551.7801.780 HAROT40190 3,232,298.88 3,232,083.851.83001/18/202443813VAC2 12/18 -11/26/2019 3,231,722.881.8451.845 HAROT40270 1,182,686.94 1,182,641.030.82007/15/202443813DAC2 06/15 -05/27/2020 1,182,593.860.8250.825 HART40253 852,551.58 852,447.891.41011/15/202444891LAC7 05/15 -04/29/2020 852,352.941.4241.424 TMCC40186 1,010,607.45 1,010,580.501.92001/16/202489233MAD5 12/15 -11/13/2019 1,010,534.481.9311.931 TMCC40252 862,853.20 862,767.921.36008/15/202489239RAC0 05/15 -04/29/2020 862,680.631.3731.373 TMCC40296 3,356,167.35 3,356,027.070.44010/15/202489237VAB5 08/15 -07/27/2020 3,355,908.930.4440.444 11,452,956.50Asset Backed Security Totals 11,452,196.270.001.26411,453,575.89 1.264 Municipal Bonds
CAS37579 5,000,000.00 5,003,354.082.50010/01/202213063DDF2 04/01 - 10/0110/26/2017 5,066,150.002.2222.222 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
CAS37588 5,000,000.00 5,001,035.472.50010/01/202213063DDF2 04/01 - 10/01 Received12/07/2017 5,019,950.002.4112.411 CAS40008 5,000,000.00 5,016,808.043.40008/01/202313063DGN2 02/01 - 08/0109/18/2018 5,075,550.003.0643.064 CAS40243 5,000,000.00 5,205,973.153.37504/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CAS40449 10,110,000.00 10,571,577.222.65004/01/202613063DMA3 04/01 - 10/01 Received01/07/2022 10,631,069.401.3921.392 CASDEV40323 1,385,000.00 1,385,000.000.76510/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,026,081.160.88511/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR37625 1,000,000.00 998,475.002.51812/01/202213067WPE6 12/01 - 06/0106/01/2018 983,530.002.9112.911 FLSEDU40311 10,000,000.00 10,000,000.000.55006/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 FLSEDU40313 5,000,000.00 4,997,795.610.39006/01/202434153QUC8 06/01 - 12/0110/22/2020 4,995,850.000.4130.413 GAS40304 14,615,000.00 14,615,000.000.52008/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40305 4,345,000.00 4,345,000.000.42008/01/2024373385FP3 02/01 - 08/0108/27/2020 4,345,000.000.4200.420 HIS40317 5,000,000.00 5,009,838.040.85210/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 LAS40312 4,000,000.00 4,000,000.000.84006/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 LOS37638 4,815,000.00 4,815,048.512.90009/01/2022544351MN6 03/01 - 09/0107/12/2018 4,816,203.752.8932.893 LOS40036 4,000,000.00 4,000,434.552.90009/01/2022544351MN6 03/01 - 09/01 Received12/31/2018 4,009,560.002.8302.830 LOS40315 3,670,000.00 3,890,873.053.32009/01/2024544351MQ9 03/01 - 09/01 Received10/14/2020 4,065,589.300.5110.511 MAS40322 1,000,000.00 1,000,000.000.69511/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS40234 1,000,000.00 1,000,000.000.97003/15/2024574193SP4 09/15 - 03/1503/18/2020 1,000,000.000.9700.970 MDS40297 5,000,000.00 5,003,770.040.66008/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40298 5,000,000.00 5,001,018.450.51008/01/2024574193TQ1 02/01 - 08/0108/05/2020 5,001,950.000.5000.500 MNS40245 3,500,000.00 3,508,063.432.02010/01/202260412AKS1 10/01 - 04/01 Received04/15/2020 3,579,380.001.0841.084 NYS40185 5,000,000.00 5,000,982.782.01002/15/2024649791PP9 02/15 - 08/1510/30/2019 5,002,600.001.9981.998 NYSDEV40207 5,000,000.00 5,077,896.132.86003/15/20246500354U9 03/15 - 09/15 Received01/15/2020 5,190,300.001.9051.905 NYSHGR40156 2,700,000.00 2,753,672.235.09203/15/2023649902ZM8 09/15 - 03/15 Received08/16/2019 2,972,376.002.1492.149 NYU40262 2,450,000.00 2,444,643.101.43807/01/202464990GZW5 07/01 - 01/01 Received05/06/2020 2,438,877.001.5511.551 PASTRN40152 1,750,000.00 1,778,984.622.92912/01/202370922PAK8 12/01 - 06/01 Received08/14/2019 1,837,920.001.7111.711 RIV40255 1,655,000.00 1,655,000.002.36302/15/202376913CAX7 08/15 - 02/1505/06/2020 1,655,000.002.3622.362 RIV40256 4,000,000.00 4,000,000.002.66702/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 STNPWR37565 2,710,000.00 2,710,000.003.25807/01/202284247PHX2 01/01 - 07/01 Received07/31/2017 2,831,272.502.2902.290 TXS40264 3,425,000.00 3,497,694.393.82304/01/2023882722VK4 10/01 - 04/01 Received05/08/2020 3,705,815.750.9470.947 TXS40319 1,600,000.00 1,827,980.215.00010/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 UNVHGR37624 4,000,000.00 4,000,000.003.29705/15/202391412HBK8 11/15 - 05/1506/05/2018 4,000,000.003.2973.297 UNVHGR40153 1,000,000.00 1,032,250.373.63805/15/202491412GVB8 11/15 - 05/15 Received08/14/2019 1,081,870.001.8311.831 UNVHGR40293 1,000,000.00 1,000,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 1,000,000.000.8330.833 UNVHGR40294 650,000.00 650,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 650,000.000.8330.833 UNVHGR40324 2,215,000.00 2,230,551.130.88305/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
UNVHGR40325 3,560,000.00 3,587,966.640.88305/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,077,175.830.88305/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 UNVHGR40343 7,000,000.00 7,074,617.120.88305/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 VNTCTF40277 1,000,000.00 1,000,000.001.04811/01/2023923078CT4 11/01 - 05/0106/11/2020 1,000,000.001.0481.048 VNTCTF40278 900,000.00 900,000.001.22311/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 WIS40177 500,000.00 500,000.001.85705/01/202497705MNM3 05/01 - 11/0110/30/2019 500,000.001.8571.857 177,194,560.35Municipal Bonds Totals 178,805,664.950.001.285175,555,000.00 1.285 Pass Through Securities
FHLMC40173 5,082,925.90 5,082,925.901.99005/25/202430298LAA9 10/25 - Monthly Received09/30/2019 5,082,925.901.9621.962 FHLMC40180 1,607,163.38 1,614,807.052.09007/25/202430314KAS2 11/25 - Monthly Received10/18/2019 1,614,807.051.9411.941 FHLMC40214 259,680.56 260,005.162.05010/25/202330295NAE0 02/25 - Monthly Received01/22/2020 260,005.161.9731.973 FHLMC40231 597,243.82 604,709.371.99005/25/202430298LAA9 03/25 - Monthly Received02/27/2020 604,709.371.5901.590 FHLMC40266 10,000,000.00 10,823,437.502.77005/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40276 5,450,000.00 5,727,609.382.61501/25/20233137B04Y7 07/25 - Monthly Received06/04/2020 5,727,609.380.6050.605 FHLMC40295 3,418,905.27 3,435,627.140.83005/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,435,627.140.6950.695 FHLMC40300 262,572.65 269,998.532.19003/25/202330288WAK5 08/25 - Monthly Received07/31/2020 269,998.530.9190.919 FHLMC40328 4,500,000.00 4,937,850.003.06212/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,937,850.000.4960.496 FHLMC40342 4,175,668.25 4,196,145.730.67011/25/202530318CAA5 02/25 - Monthly Received01/22/2021 4,196,145.730.5370.537 FHLMC40356 4,950,000.00 5,316,300.002.58803/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 5,316,300.000.5540.554 FNMA40189 2,009,566.12 2,061,218.252.79106/01/20233138ELJW4 12/25 - Monthly Received11/12/2019 2,061,218.251.9991.999 FNMA40202 7,747,000.00 7,899,519.062.39002/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 FNMA40203 7,450,000.00 7,531,484.382.24001/01/20253140HWYW6 02/25 - Monthly Received01/22/2020 7,531,484.382.0212.021 FNMA40206 21,921,140.50 22,400,665.452.61008/01/20233138L4EN9 02/25 - Monthly Received01/22/2020 22,400,665.451.9391.939 FNMA40209 1,000,000.00 1,023,750.002.71001/01/20253138LL3J2 02/25 - Monthly Received01/17/2020 1,023,750.002.2232.223 FNMA40221 1,120,518.26 1,136,450.632.50911/25/20223136ACGJ4 02/25 - Monthly Received01/24/2020 1,136,450.631.9001.900 FNMA40225 3,500,000.00 3,577,656.252.96011/01/20243138L8CE2 03/25 - Monthly Received02/05/2020 3,577,656.252.4822.482 FNMA40272 2,909,733.51 3,149,495.552.96703/25/20253136AL7K1 06/25 - Monthly Received05/27/2020 3,149,495.551.0081.008 FNMA40289 986,157.33 1,029,417.282.49203/25/20233136AGMB5 07/25 - Monthly Received06/22/2020 1,029,417.280.6750.675 FNMA40314 2,500,000.00 2,650,781.252.81004/01/20253138L9QS4 11/25 - Monthly Received10/14/2020 2,650,781.251.4361.436 FNMA40327 3,567,819.46 3,834,264.222.62411/25/20243136AY6S7 01/25 - Monthly Received12/22/2020 3,834,264.220.5430.543 98,564,117.97Pass Through Securities Totals 98,564,118.080.001.43295,016,095.01 1.432 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
2,719,524,953.78Investment Totals 2,724,933,468.56477,489.752,721,530,610.56 1.295 1.296 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.

THIS PAGE IS INTENTIONALLY LEFT BLANK

Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Wells Fargo Bank36512 252,407,740.81 252,407,740.81 0.65406/30/2021 252,407,740.81 1VP6000104 0.654 1Wells Fargo Bank40162 20,156,896.89 20,156,896.89 0.58806/30/2021 20,156,896.89 1VP4560000 0.588 272,564,637.70 1272,564,637.70272,564,637.70136,929,711.79Subtotal and Average 1 0.649 State Pool
1State Investment Pool32936 5,000,000.00 5,000,000.00 0.74006/30/2021 5,000,000.00 1CITY 0.740 1State Investment Pool37042 5,000,000.00 5,000,000.00 0.74006/30/2021 5,000,000.00 1CSJFA 0.740 1State Investment Pool40363 75,000,000.00 75,000,000.00 0.74006/30/2021 75,000,000.00 1COVID RELIEF 0.740 85,000,000.00 185,000,000.0085,000,000.00186,415,066.67Subtotal and Average 1 0.740 JPA Pool
1California Asset Management Pr40566 269,000,000.00 269,000,000.00 1.27006/24/2022 269,000,000.00 1CAMP 1.270 269,000,000.00 1269,000,000.00269,000,000.0098,600,000.00Subtotal and Average 1 1.270 Corp Medium Term Notes
72Apple Inc40164 1,000,000.00 999,988.98 09/11/20221.70009/11/2019 1,000,550.00 1,096037833DL1 1.706 72Apple Inc40166 5,000,000.00 4,999,465.28 09/11/20221.70009/11/2019 5,002,750.00 1,096037833DL1 1.757 314Apple Inc40263 6,795,000.00 6,794,453.88 05/11/20230.75005/11/2020 6,675,679.80 1,095037833DV9 0.759 588Apple Inc40459 10,000,000.00 10,312,827.13 02/09/20243.00001/07/2022 9,974,900.00 763037833CG3 0.861 196Apple Inc40462 15,266,000.00 15,411,047.35 01/13/20232.40001/13/2022 15,246,612.18 365037833DE7 0.451 927Apple Inc40463 15,114,000.00 15,629,078.40 01/13/20252.75001/14/2022 14,925,226.14 1,095037833DF4 1.295 237Apple Inc40464 3,052,000.00 3,091,131.74 02/23/20232.85001/18/2022 3,053,129.24 401037833BU3 0.847 588Apple Inc40471 11,966,000.00 12,306,770.34 02/09/20243.00001/19/2022 11,935,965.34 751037833CG3 1.046 237Apple Inc40482 2,336,000.00 2,358,544.62 02/23/20232.85002/14/2022 2,336,864.32 374037833BU3 1.050 588Apple Inc40485 12,318,000.00 12,556,488.54 02/09/20243.00002/14/2022 12,287,081.82 725037833CG3 1.659 680Apple Inc40487 7,300,000.00 7,435,751.46 05/11/20242.85002/28/2022 7,247,294.00 803037833CU2 1.745 314Apple Inc40553 10,000,000.00 9,871,484.98 05/11/20230.75006/08/2022 9,824,400.00 337037833DV9 2.266 212Bank of New York Mellon40242 10,444,000.00 10,509,997.61 01/29/20232.95004/13/2020 10,432,929.36 1,02106406RAE7 1.823 406Bank of New York Mellon40320 3,868,000.00 3,998,473.30 08/11/20233.45011/03/2020 3,877,786.04 1,01106406RAJ6 0.394 62Walt Disney Company40237 1,412,000.00 1,411,558.19 09/01/20221.65003/17/2020 1,410,362.08 898254687FJ0 1.843 4John Deere40279 7,500,000.00 7,500,047.79 07/05/20220.55006/08/2020 7,500,000.00 75724422EVG1 0.492 84JP Morgan40213 2,050,000.00 2,055,919.36 09/23/20223.25001/22/2020 2,053,177.50 97546625HJE1 1.942 208JP Morgan40223 10,000,000.00 10,076,965.36 01/25/20233.20001/31/2020 10,014,000.00 1,09046625HJH4 1.799 321JP Morgan40303 5,000,000.00 5,091,249.80 05/18/20232.70008/20/2020 4,976,650.00 1,00146625HRL6 0.607 208JP Morgan40308 2,433,000.00 2,470,579.42 01/25/20233.20009/25/2020 2,436,406.20 85246625HJH4 0.456 580JP Morgan40348 15,000,000.00 15,806,573.75 02/01/20243.87502/01/2021 15,092,850.00 1,09546625HJT8 0.452 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
125Microsoft Inc.40431 5,580,000.00 5,616,223.93 11/03/20222.65012/06/2021 5,583,906.00 332594918BH6 0.724 532Microsoft Inc.40432 1,851,000.00 1,921,322.83 12/15/20233.62512/08/2021 1,865,160.15 737594918AW4 0.982 585Microsoft Inc.40442 1,025,000.00 1,057,077.08 02/06/20242.87512/20/2021 1,021,658.50 778594918BX1 0.892 403Microsoft Inc.40443 2,876,000.00 2,917,165.93 08/08/20232.00012/20/2021 2,847,642.64 596594918BQ6 0.692 1,221Microsoft Inc.40528 4,000,000.00 3,999,431.23 11/03/20253.12504/25/2022 3,996,840.00 1,288594918BJ2 3.129 957Microsoft Inc.40557 11,335,000.00 11,110,752.72 02/12/20252.70006/15/2022 11,265,629.80 973594918BB9 3.498 957Microsoft Inc.40564 7,250,000.00 7,087,293.62 02/12/20252.70006/16/2022 7,205,630.00 972594918BB9 3.607 87PACCAR Inc.40238 1,000,000.00 998,743.97 09/26/20222.00003/30/2020 998,320.00 91069371RQ33 2.552 40PACCAR Inc.40267 2,897,000.00 2,900,561.69 08/10/20222.30005/13/2020 2,896,159.87 81969371RN77 1.147 342PACCAR Inc.40275 2,000,000.00 1,999,132.54 06/08/20230.80006/08/2020 1,956,720.00 1,09569371RQ82 0.847 581PACCAR Inc.40349 7,000,000.00 6,995,706.93 02/02/20240.35002/02/2021 6,678,070.00 1,09569371RR24 0.389 41Procter & Gamble40438 10,026,000.00 10,047,656.16 08/11/20222.15012/16/2021 10,027,303.38 238742718EU9 0.204 21Toyota Motor Credit Corp40447 5,860,000.00 5,860,354.09 07/22/20220.45012/20/2021 5,855,487.80 21489236THD0 0.346 194Toyota Motor Credit Corp40448 15,003,000.00 15,167,450.21 01/11/20232.70012/20/2021 14,954,690.34 38789236TEL5 0.613 284Wal-Mart40274 26,018,000.00 26,394,615.35 04/11/20232.55006/01/2020 26,017,219.46 1,044931142DH3 0.668 167Wal-Mart40434 5,000,000.00 5,042,362.94 12/15/20222.35012/08/2021 4,996,650.00 372931142DU4 0.483 167Wal-Mart40444 10,000,000.00 10,085,095.21 12/15/20222.35012/20/2021 9,993,300.00 360931142DU4 0.475 279,889,343.71 779275,465,001.96276,575,000.00269,004,669.89Subtotal and Average 400 1.146 Negotiable CDs
0Bank of Montreal40391 25,000,000.00 25,000,000.00 07/01/20220.16008/30/2021 24,999,000.00 30506367CKK2 0.160 0Bank of Montreal40392 25,000,000.00 25,000,000.00 07/01/20220.16009/08/2021 24,999,000.00 29606367CL39 0.160 50,000,000.00 30149,998,000.0050,000,000.0084,367,340.73Subtotal and Average 0 0.160 Commercial Paper Discounts
8,999,423.33Subtotal and Average
Federal Agency Coupon Securities
1,109Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,923.50 07/14/20250.50007/28/2020 2,314,900.00 1,81231422BJ27 0.501 1,294Federal Agricultural Mtg Corp40334 10,000,000.00 9,994,337.78 01/15/20260.48001/15/2021 9,133,900.00 1,82631422B6K1 0.496 1,294Federal Agricultural Mtg Corp40337 10,000,000.00 9,994,061.74 01/15/20260.48001/15/2021 9,133,900.00 1,82631422B6K1 0.497 458Federal Farm Credit Bank40013 25,000,000.00 24,978,523.81 10/02/20233.05010/17/2018 25,008,500.00 1,8113133EJD48 3.124 479Federal Farm Credit Bank40049 20,000,000.00 19,994,722.43 10/23/20232.65001/23/2019 19,937,200.00 1,7343133EJ5W5 2.672 342Federal Farm Credit Bank40283 10,000,000.00 9,999,718.12 06/08/20230.30006/12/2020 9,757,300.00 1,0913133ELG81 0.303 208Federal Farm Credit Bank40412 1,825,000.00 1,823,597.26 01/25/20230.18011/23/2021 1,800,526.75 4283133ENBT6 0.316 145Federal Farm Credit Bank40433 20,000,000.00 19,984,307.77 11/23/20220.12512/07/2021 19,819,200.00 3513133EMGX4 0.324 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
468Federal Farm Credit Bank40480 4,150,000.00 4,115,131.60 10/12/20230.29001/26/2022 4,010,311.00 6243133ENAL4 0.953 468Federal Farm Credit Bank40501 1,170,000.00 1,144,591.82 10/12/20230.29003/22/2022 1,130,617.80 5693133ENAL4 2.021 255Federal Farm Credit Bank40534 14,800,000.00 14,677,332.09 03/13/20230.75005/12/2022 14,589,840.00 3053133ELSP0 1.949 0Federal Home Loan Bank37589 10,000,000.00 10,000,000.00 07/01/20222.10012/20/2017 10,000,000.00 1,6543130ACZS6 2.141 776Federal Home Loan Bank40157 3,000,000.00 2,997,006.00 08/15/20241.50008/16/2019 2,905,440.00 1,8263130AGWK7 1.549 14Federal Home Loan Bank40291 25,000,000.00 25,000,000.00 07/15/20220.22006/24/2020 24,987,500.00 7513130AJS26 0.220 252Federal Home Loan Bank40411 1,050,000.00 1,066,889.28 03/10/20232.75011/23/2021 1,050,367.50 4723130ADRG9 0.416 112Federal Home Loan Bank40440 5,300,000.00 5,297,980.46 10/21/20220.12512/15/2021 5,270,320.00 3103130AKDH6 0.250 42Federal Home Loan Bank40466 10,000,000.00 9,997,782.87 08/12/20220.12501/14/2022 9,983,900.00 2103130AJY52 0.320 70Federal Home Loan Bank40489 10,000,000.00 10,023,891.13 09/09/20222.00002/25/2022 10,003,900.00 196313380GJ0 0.730 525Federal Home Loan Bank40531 10,215,000.00 10,334,780.69 12/08/20233.37505/11/2022 10,268,628.75 5763130A0F70 2.536 315Federal Home Loan Bank40537 9,305,000.00 9,303,369.66 05/12/20232.12505/17/2022 9,242,749.55 3603130AS3T46 2.145 70Federal Home Loan Bank40541 10,000,000.00 10,012,369.52 09/09/20222.00005/24/2022 10,003,900.00 108313380GJ0 1.337 1,180Federal Home Loan Mtg Corp40309 5,000,000.00 4,990,273.58 09/23/20250.37509/25/2020 4,586,450.00 1,8243137EAEX3 0.436 472Federal Home Loan Mtg Corp40316 4,000,000.00 3,993,576.11 10/16/20230.12510/16/2020 3,858,280.00 1,0953137EAEY1 0.250 329Federal Home Loan Mtg Corp40536 2,635,000.00 2,631,473.75 05/26/20232.00005/12/2022 2,612,444.40 3793134G3X54 2.150 732Federal National Mtg Assn40142 10,000,000.00 9,984,768.17 07/02/20241.75007/08/2019 9,774,100.00 1,8213135G0V75 1.830 837Federal National Mtg Assn40183 10,000,000.00 9,992,187.40 10/15/20241.62510/22/2019 9,690,400.00 1,8203135G0W66 1.661 325Federal National Mtg Assn40271 10,000,000.00 9,991,053.61 05/22/20230.25005/22/2020 9,772,300.00 1,0953135G04Q3 0.351 1,082Federal National Mtg Assn40288 10,000,000.00 9,987,727.36 06/17/20250.50006/19/2020 9,276,100.00 1,8243135G04Z3 0.542 1,151Federal National Mtg Assn40329 10,000,000.00 9,983,287.71 08/25/20250.37512/29/2020 9,184,200.00 1,7003135G05X7 0.429 1,225Federal National Mtg Assn40333 10,000,000.00 10,027,493.48 11/07/20250.50001/06/2021 9,181,000.00 1,7663135G06G3 0.417 202Federal National Mtg Assn40414 2,700,000.00 2,730,400.23 01/19/20232.37511/23/2021 2,698,407.00 4223135G0T94 0.322 325Federal National Mtg Assn40415 2,963,000.00 2,956,806.23 05/22/20230.25011/23/2021 2,895,532.49 5453135G04Q3 0.486 413Federal National Mtg Assn40420 7,000,000.00 6,988,521.02 08/18/20230.35011/30/2021 6,786,010.00 6263135G05U3 0.496 297,497,886.18 1,098290,668,125.24297,613,000.00298,549,442.91Subtotal and Average 480 1.203 Treasury Coupon Securities
608U.S. Treasury40196 15,000,000.00 15,097,392.09 02/29/20242.12512/23/2019 14,796,150.00 1,529912828W48 1.719 61U.S. Treasury40426 20,000,000.00 19,998,492.04 08/31/20220.12512/02/2021 19,952,200.00 27291282CAG6 0.170 35,095,884.13 81334,748,350.0035,000,000.0059,364,984.06Subtotal and Average 296 0.836 Treasury Discounts
68,661,533.72Subtotal and Average
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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
1,389Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 9,303,200.00 1,82631422XCX8 1.000 537Federal Agricultural Mtg Corp40554 10,779,000.00 10,402,724.65 12/20/20230.69006/14/2022 10,406,693.34 55431422XRQ7 3.141 717Federal Farm Credit Bank40282 10,000,000.00 10,000,000.00 06/17/20240.58006/17/2020 9,524,300.00 1,4613133ELJ47 0.580 1,271Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 9,125,500.00 1,8203133EMLR1 0.500 1,347Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 9,259,000.00 1,8263133EMSU7 0.800 885Federal Farm Credit Bank40423 10,000,000.00 10,011,210.09 12/02/20241.01012/02/2021 9,556,000.00 1,0963133ENFZ8 0.963 321Federal Farm Credit Bank40424 1,250,000.00 1,247,263.09 05/18/20230.14012/01/2021 1,218,537.50 5333133EMZP0 0.390 104Federal Farm Credit Bank40437 20,350,000.00 20,340,039.43 10/13/20220.07012/15/2021 20,249,267.50 3023133ENAQ3 0.243 530Federal Farm Credit Bank40445 6,435,000.00 6,433,123.42 12/13/20230.66012/17/2021 6,211,126.35 7263133ENGW4 0.680 201Federal Farm Credit Bank40468 20,000,000.00 19,993,433.33 01/18/20230.46001/18/2022 19,777,800.00 3653133ENLB4 0.520 1,306Federal Farm Credit Bank40479 10,350,000.00 10,349,075.69 01/27/20261.60001/27/2022 10,349,075.69 1,4613130ENMH0 1.603 1,691Federal Farm Credit Bank40486 15,150,000.00 15,139,489.69 02/16/20272.18002/16/2022 14,463,705.00 1,8263133ENPB0 2.196 795Federal Farm Credit Bank40498 150,000.00 148,668.56 09/03/20241.94003/22/2022 146,233.50 8963133ENQC7 2.363 427Federal Farm Credit Bank40510 13,965,000.00 13,670,357.63 09/01/20230.30003/30/2022 13,535,296.95 5203133EL5J9 2.146 530Federal Farm Credit Bank40513 1,859,000.00 1,815,688.27 12/13/20230.66003/30/2022 1,794,325.39 6233133ENGW4 2.308 500Federal Farm Credit Bank40514 1,347,000.00 1,310,760.48 11/13/20230.23003/30/2022 1,296,568.32 5933133EMYW6 2.246 976Federal Farm Credit Bank40522 3,500,000.00 3,275,740.16 03/03/20250.48004/22/2022 3,263,085.00 1,0463133EMSC7 3.000 1,207Federal Farm Credit Bank40524 20,000,000.00 19,896,033.39 10/20/20253.09004/22/2022 19,805,200.00 1,2773133ENUZ1 3.258 1,579Federal Farm Credit Bank40526 20,000,000.00 20,000,000.00 10/27/20263.65004/27/2022 19,845,800.00 1,6443133ENVK3 3.650 243Federal Farm Credit Bank40530 4,916,000.00 4,857,414.84 03/01/20230.11005/11/2022 4,831,395.64 2943133EMSE3 1.920 252Federal Farm Credit Bank40535 1,530,000.00 1,510,884.90 03/10/20230.14005/12/2022 1,502,368.20 3023133EMST0 1.970 1,796Federal Farm Credit Bank40550 5,200,000.00 5,177,939.13 06/01/20273.45006/07/2022 5,145,348.00 1,8203133ENYA2 3.545 461Federal Farm Credit Bank40561 1,025,000.00 986,663.08 10/05/20230.27006/15/2022 989,709.25 4773133EMBQ4 3.325 1,307Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.50001/28/2021 9,229,500.00 1,8263130AKPW0 0.500 1,335Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 9,103,100.00 1,8263130AKXX9 0.500 1,335Federal Home Loan Bank40353 10,000,000.00 9,995,620.00 02/25/20260.50002/25/2021 9,103,100.00 1,8263130AKXX9 0.500 868Federal Home Loan Bank40409 20,000,000.00 19,992,870.13 11/15/20241.00011/17/2021 19,061,200.00 1,0943130APRF4 1.015 511Federal Home Loan Bank40410 8,300,000.00 8,294,781.38 11/24/20230.60011/24/2021 8,023,693.00 7303130APWP6 0.645 697Federal Home Loan Bank40417 1,900,000.00 1,900,000.00 05/28/20240.87511/30/2021 1,829,396.00 9103130APZU2 0.875 875Federal Home Loan Bank40418 4,875,000.00 4,869,126.81 11/22/20240.85011/30/2021 4,646,557.50 1,0883130APU45 0.901 861Federal Home Loan Bank40421 2,725,000.00 2,714,092.27 11/08/20240.75011/30/2021 2,567,304.25 1,0743130APKF1 0.923 686Federal Home Loan Bank40422 3,150,000.00 3,146,346.85 05/17/20240.62512/01/2021 3,002,926.50 8983130APMH5 0.687 509Federal Home Loan Bank40435 14,370,000.00 14,354,506.38 11/22/20230.65012/15/2021 13,938,181.50 7073130APQU2 0.728 871Federal Home Loan Bank40446 13,240,000.00 13,240,896.07 11/18/20241.05012/17/2021 12,633,872.80 1,0673130APS48 1.047 840Federal Home Loan Bank40461 2,485,000.00 2,473,811.15 10/18/20241.00001/18/2022 2,375,610.30 1,0043130AQG49 1.200 931Federal Home Loan Bank40467 5,000,000.00 4,988,327.15 01/17/20250.75001/18/2022 4,816,850.00 1,0953130AQCN1 0.810 1,343Federal Home Loan Bank40470 25,000,000.00 24,536,778.08 03/05/20260.96001/18/2022 23,023,500.00 1,5073130ALHH0 1.481 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
942Federal Home Loan Bank40472 20,000,000.00 20,000,000.00 01/28/20250.87501/28/2022 19,305,200.00 1,0963130AQQQ9 0.865 941Federal Home Loan Bank40473 14,000,000.00 13,984,995.37 01/27/20250.70001/27/2022 13,568,660.00 1,0963130AQN584 1.438 1,215Federal Home Loan Bank40475 7,200,000.00 7,190,424.00 10/28/20250.87501/28/2022 6,803,064.00 1,3693130AQMQ3 1.076 942Federal Home Loan Bank40477 20,000,000.00 20,000,000.00 01/28/20250.87501/28/2022 19,305,200.00 1,0963130AQQQ9 0.750 850Federal Home Loan Bank40478 12,500,000.00 12,496,512.50 10/28/20240.75001/28/2022 12,141,000.00 1,0043130AQMU4 0.754 997Federal Home Loan Bank40495 1,000,000.00 993,173.61 03/24/20251.37503/24/2022 969,190.00 1,0963130ARAY7 2.137 1,001Federal Home Loan Bank40496 4,600,000.00 4,591,171.83 03/28/20251.50003/28/2022 4,531,782.00 1,0963130ARBY6 1.713 910Federal Home Loan Bank40497 1,565,000.00 1,546,000.99 12/27/20241.85003/28/2022 1,520,241.00 1,0053130AR7C9 2.357 973Federal Home Loan Bank40499 2,360,000.00 2,319,149.88 02/28/20251.75003/22/2022 2,275,748.00 1,0743130AQT78 2.428 892Federal Home Loan Bank40502 20,000,000.00 19,164,237.46 12/09/20240.62003/22/2022 18,837,200.00 9933130AMR53 2.400 1,095Federal Home Loan Bank40508 825,000.00 782,520.22 06/30/20250.70003/22/2022 766,119.75 1,1963130ANWN6 2.500 509Federal Home Loan Bank40512 2,000,000.00 1,959,361.45 11/22/20230.75003/30/2022 1,936,240.00 6023130APWH4 2.245 942Federal Home Loan Bank40516 1,400,000.00 1,346,599.46 01/28/20251.25004/11/2022 1,332,884.00 1,0233130AQJM6 2.800 728Federal Home Loan Bank40517 6,000,000.00 5,739,278.29 06/28/20240.40004/11/2022 5,697,420.00 8093130AMU67 2.661 927Federal Home Loan Bank40518 23,060,000.00 22,105,985.48 01/13/20251.10004/11/2022 21,924,064.40 1,0083130AQGT4 2.808 941Federal Home Loan Bank40519 23,390,000.00 22,494,138.35 01/27/20251.25004/11/2022 22,288,331.00 1,0223130AQMR1 2.808 789Federal Home Loan Bank40520 3,060,000.00 3,013,945.75 08/28/20242.00004/11/2022 2,993,598.00 8703130AQZ48 2.724 514Federal Home Loan Bank40521 9,120,000.00 8,894,881.92 11/27/20230.80004/22/2022 8,845,852.80 5843130APXH3 2.604 1,763Federal Home Loan Bank40523 20,000,000.00 20,000,000.00 04/29/20273.25004/29/2022 19,931,400.00 1,8263130ARVJ7 3.250 511Federal Home Loan Bank40527 3,565,000.00 3,463,176.62 11/24/20230.50004/22/2022 3,440,331.95 5813130APM44 2.600 483Federal Home Loan Bank40529 13,270,000.00 13,248,631.85 10/27/20231.62504/29/2022 13,196,218.80 5463130ARR86 1.997 509Federal Home Loan Bank40532 1,500,000.00 1,462,493.19 11/22/20230.57505/11/2022 1,448,835.00 5603130APQJ7 2.416 509Federal Home Loan Bank40533 6,000,000.00 5,857,854.46 11/22/20230.75005/12/2022 5,808,720.00 5593130APWH4 2.496 511Federal Home Loan Bank40539 3,835,000.00 3,835,000.00 11/24/20232.65005/24/2022 3,806,736.05 5493130AS2M0 2.650 511Federal Home Loan Bank40542 2,700,000.00 2,699,497.00 11/24/20232.50005/24/2022 2,679,264.00 5493130AS3J6 2.514 329Federal Home Loan Bank40543 4,885,000.00 4,885,000.00 05/26/20232.25005/26/2022 4,857,497.45 3653130AS4H9 2.250 686Federal Home Loan Bank40544 3,630,000.00 3,639,395.64 05/17/20243.00005/24/2022 3,613,882.80 7243130ARVT5 2.716 880Federal Home Loan Bank40545 20,000,000.00 18,944,733.45 11/27/20240.62505/24/2022 18,814,400.00 9183130AMNR9 2.916 728Federal Home Loan Bank40546 20,000,000.00 19,100,231.56 06/28/20240.40005/24/2022 18,991,400.00 7663130AMU67 2.740 509Federal Home Loan Bank40547 20,000,000.00 19,511,105.95 11/22/20230.75005/24/2022 19,362,400.00 5473130APWH4 2.551 237Federal Home Loan Bank40548 11,000,000.00 10,999,760.15 02/23/20231.88005/27/2022 10,942,250.00 2723130ASB65 1.885 623Federal Home Loan Bank40549 7,150,000.00 7,130,836.87 03/15/20242.12506/15/2022 7,101,165.50 6393130ASBG3 2.125 847Federal Home Loan Bank40552 8,905,000.00 8,865,269.38 10/25/20242.80006/07/2022 8,812,566.10 8713130ARMT5 3.000 350Federal Home Loan Bank40555 1,540,000.00 1,533,343.99 06/16/20232.29006/16/2022 1,533,516.60 3653130ASD30 2.750 714Federal Home Loan Bank40560 1,250,000.00 1,234,062.73 06/14/20242.87506/15/2022 1,241,025.00 7303130AS6D6 3.557 1,039Federal Home Loan Mtg Corp40261 10,000,000.00 9,994,311.11 05/05/20250.70005/05/2020 9,299,800.00 1,8263134GVQX9 0.720 1,005Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,342,600.00 1,7893134GVSN9 0.700 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
1,083Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 37,140,800.00 1,8213134GVB49 0.750 455Federal Home Loan Mtg Corp40469 4,225,000.00 4,189,250.55 09/29/20230.22001/18/2022 4,080,631.75 6193134GXJH8 0.907 489Federal Home Loan Mtg Corp40490 20,000,000.00 19,606,678.02 11/02/20230.32003/15/2022 19,316,200.00 5973134GW6E1 1.820 1,214Federal Home Loan Mtg Corp40505 2,000,000.00 1,883,133.71 10/27/20250.65003/22/2022 1,836,380.00 1,3153134GW5R3 2.500 1,181Federal Home Loan Mtg Corp40506 1,500,000.00 1,410,987.37 09/24/20250.57003/22/2022 1,380,540.00 1,2823134GWUG9 2.500 1,187Federal Home Loan Mtg Corp40507 17,490,000.00 16,463,174.65 09/30/20250.60003/22/2022 16,108,814.70 1,2883134GWVN3 2.500 489Federal Home Loan Mtg Corp40509 18,300,000.00 17,827,261.09 11/02/20230.32003/30/2022 17,674,323.00 5823134GW6E1 2.300 636Federal Home Loan Mtg Corp40511 1,033,000.00 1,021,724.04 03/28/20241.80003/30/2022 1,012,794.52 7293134GXMZ4 2.446 1,033Federal Home Loan Mtg Corp40525 10,000,000.00 10,000,000.00 04/29/20252.50004/29/2022 9,913,900.00 1,0963134GXSF2 2.500 1,046Federal Home Loan Mtg Corp40551 12,940,000.00 12,889,038.11 05/12/20253.12506/07/2022 12,823,022.40 1,0703134GXRL0 3.270 728Federal Home Loan Mtg Corp40556 5,615,000.00 5,588,551.71 06/28/20243.12506/28/2022 5,606,409.05 7313134GXYM0 3.372 546Federal Home Loan Mtg Corp40558 7,250,000.00 7,202,832.84 12/29/20232.90006/29/2022 7,222,957.50 5483134GXYT5 3.350 546Federal Home Loan Mtg Corp40559 4,500,000.00 4,470,723.83 12/29/20232.90006/29/2022 4,483,215.00 5483134GXYT5 3.350 210Federal Home Loan Mtg Corp40565 5,000,000.00 4,927,575.23 01/27/20230.12506/15/2022 4,925,400.00 2263134GXKH6 2.694 1,088Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 28,114,200.00 1,8263136G4WU3 0.850 1,307Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 13,723,050.00 1,8263135G06R9 0.550 574Federal National Mtg Assn40500 1,500,000.00 1,457,369.73 01/26/20240.31003/22/2022 1,438,215.00 6753136G46V0 2.167 1,131Federal National Mtg Assn40503 2,350,000.00 2,214,805.86 08/05/20250.55003/22/2022 2,176,288.00 1,2323136G4H55 2.500 1,154Federal National Mtg Assn40504 1,715,000.00 1,618,250.05 08/28/20250.62503/22/2022 1,589,547.75 1,2553136G4R62 2.500 398Federal National Mtg Assn40515 3,371,000.00 3,302,772.67 08/03/20230.30004/11/2022 3,273,038.74 4793135G05P4 2.196 413Federal National Mtg Assn40562 7,200,000.00 6,968,269.79 08/18/20230.35006/15/2022 6,979,896.00 4293135G05U3 3.275 398Federal National Mtg Assn40563 5,000,000.00 4,842,815.69 08/03/20230.30006/15/2022 4,854,700.00 4143135G05P4 3.264 884,985,961.55 1,102859,894,455.09896,150,000.00846,016,217.06Subtotal and Average 891 1.794 Supranational
75IADB37634 20,000,000.00 19,956,315.11 09/14/20221.75006/22/2018 19,985,800.00 1,5454581X0CZ9 2.902 868IADB40201 11,000,000.00 11,001,935.80 11/15/20241.70001/08/2020 10,618,520.00 1,77345818WCS3 1.692 837IADB40321 10,000,000.00 9,997,276.66 10/15/20240.34011/12/2020 9,370,100.00 1,43345818WCW4 0.352 1,330IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 9,223,800.00 1,82245818WCZ7 0.650 627IBRD40079 5,000,000.00 4,997,201.83 03/19/20242.50003/19/2019 4,956,750.00 1,827459058GQ0 2.535 353IBRD40126 10,000,000.00 9,997,486.67 06/19/20231.87506/19/2019 9,899,600.00 1,461459058GX5 1.902 1,026IBRD40246 3,000,000.00 2,993,479.05 04/22/20250.62504/22/2020 2,799,690.00 1,826459058JB0 0.704 0IBRD40269 16,000,000.00 16,000,000.00 07/01/20222.12505/21/2020 16,000,000.00 771459058GU1 0.322 0IBRD40287 7,500,000.00 7,500,000.00 07/01/20222.12506/18/2020 7,500,000.00 743459058GU1 0.291 984IBRD40335 20,000,000.00 20,186,317.60 03/11/20250.75001/11/2021 18,791,200.00 1,520459058JA2 0.401 1,215IBRD40336 10,000,000.00 9,997,477.08 10/28/20250.50001/11/2021 9,169,700.00 1,751459058JL8 0.508 1,215IBRD40338 10,000,000.00 9,995,404.68 10/28/20250.50001/11/2021 9,169,700.00 1,751459058JL8 0.514 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Supranational
878IBRD40339 4,765,000.00 5,008,878.90 11/25/20242.50001/12/2021 4,701,196.65 1,413459058DX8 0.351 1,123IBRD40341 10,000,000.00 9,955,300.22 07/28/20250.37501/13/2021 9,196,600.00 1,657459058JE4 0.522 789IBRD40344 10,000,000.00 10,256,122.22 08/28/20241.50001/22/2021 9,688,000.00 1,314459056HV2 0.306 1,328IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,571,900.00 1,82645905U5Y6 0.600 1,328IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,571,900.00 1,82645905U5Y6 0.600 984IBRD40359 10,000,000.00 10,036,939.54 03/11/20250.75003/12/2021 9,395,600.00 1,460459058JA2 0.611 202IBRD40460 2,000,000.00 2,078,471.87 01/19/20237.62501/07/2022 2,052,040.00 377459056LD7 0.465 511IBRD40538 5,580,000.00 5,406,862.16 11/24/20230.25005/25/2022 5,378,171.40 548459058JM6 2.527 872International Finance Corp40332 8,550,000.00 8,571,244.09 11/19/20240.42501/06/2021 7,988,778.00 1,41345950VPG5 0.320 1,315International Finance Corp40347 10,000,000.00 9,979,799.22 02/05/20260.45002/05/2021 9,051,400.00 1,82645950VPL4 0.507 262International Finance Corp40408 24,721,000.00 24,746,584.44 03/20/20230.50011/17/2021 24,306,923.25 48845950KCS7 0.356 115International Finance Corp40419 3,173,000.00 3,190,368.60 10/24/20222.00011/30/2021 3,169,128.94 32845950VLH7 0.253 231,853,465.74 1,349221,556,498.24231,289,000.00231,877,686.29Subtotal and Average 708 0.864

MBS ZERO PSA
31Federal Home Loan Mtg Corp40115 6,594,856.99 6,595,789.84 08/01/20222.30706/06/2019 6,589,185.41 1,1523137AWQH1 2.089 31Federal Home Loan Mtg Corp40121 4,768,707.02 4,769,384.35 08/01/20222.30706/11/2019 4,764,605.93 1,1473137AWQH1 2.088 365Federal Home Loan Mtg Corp40148 4,250,000.00 4,285,944.15 07/01/20233.06008/01/2019 4,244,432.50 1,4303137B4WB8 2.119 215Federal Home Loan Mtg Corp40167 4,784,238.00 4,819,381.48 02/01/20233.32009/16/2019 4,781,750.20 1,2343137B36J2 1.948 215Federal National Mtg Assn40169 1,000,000.00 1,003,460.18 02/01/20232.71009/17/2019 1,000,220.00 1,2333138LC5B7 2.108 731Federal National Mtg Assn40171 4,916,499.95 4,952,179.84 07/01/20242.42009/19/2019 4,827,314.64 1,7473140HUNV4 2.046 26,426,139.84 1,32626,207,508.6826,314,301.9627,981,380.85Subtotal and Average 257 2.061 Asset Backed Security
410American Honda Finance Corp40158 956,410.49 956,408.24 08/15/20231.78008/27/2019 955,492.34 1,44943815NAC8 1.780 566American Honda Finance Corp40190 3,232,298.88 3,232,083.85 01/18/20241.83011/26/2019 3,223,054.51 1,51443813VAC2 1.845 745American Honda Finance Corp40270 1,182,686.94 1,182,641.03 07/15/20240.82005/27/2020 1,168,825.85 1,51043813DAC2 0.825 868Hyundai Auto Receivables Trust40253 852,551.58 852,447.89 11/15/20241.41004/29/2020 844,452.34 1,66144891LAC7 1.424 564Toyota Motor Credit Corp40186 1,010,607.45 1,010,580.50 01/16/20241.92011/13/2019 1,008,747.93 1,52589233MAD5 1.931 776Toyota Motor Credit Corp40252 862,853.20 862,767.92 08/15/20241.36004/29/2020 856,545.74 1,56989239RAC0 1.373 837Toyota Motor Credit Corp40296 3,356,167.35 3,356,027.07 10/15/20240.44007/27/2020 3,310,322.10 1,54189237VAB5 0.444 11,452,956.50 1,53211,367,440.8111,453,575.8912,117,359.57Subtotal and Average 689 1.264 Municipal Bonds
92State of California GO37579 5,000,000.00 5,003,354.08 10/01/20222.50010/26/2017 5,006,650.00 1,80113063DDF2 2.222 92State of California GO37588 5,000,000.00 5,001,035.47 10/01/20222.50012/07/2017 5,006,650.00 1,75913063DDF2 2.411 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
396State of California GO40008 5,000,000.00 5,016,808.04 08/01/20233.40009/18/2018 5,018,550.00 1,77813063DGN2 3.064 1,005State of California GO40243 5,000,000.00 5,205,973.15 04/01/20253.37504/13/2020 4,996,700.00 1,81413063DGB8 1.802 1,370State of California GO40449 10,110,000.00 10,571,577.22 04/01/20262.65001/07/2022 9,817,821.00 1,54513063DMA3 1.392 1,188California Infra & Econ Dev40323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,272,718.05 1,74913034AL65 0.765 1,219California State Univ Rev40318 10,000,000.00 10,026,081.16 11/01/20250.88511/02/2020 9,162,900.00 1,82513077DML3 0.805 153CA Dept of Water Resource Pwr37625 1,000,000.00 998,475.00 12/01/20222.51806/01/2018 999,780.00 1,64413067WPE6 2.911 1,066Florida State Brd of Edu GO40311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 9,235,800.00 1,68334153QUD6 0.550 701Florida State Brd of Edu GO40313 5,000,000.00 4,997,795.61 06/01/20240.39010/22/2020 4,735,350.00 1,31834153QUC8 0.413 1,127State of Georgia GO40304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 13,407,070.25 1,800373385FQ1 0.520 762State of Georgia GO40305 4,345,000.00 4,345,000.00 08/01/20240.42008/27/2020 4,094,901.80 1,435373385FP3 0.420 1,188State of Hawaii GO40317 5,000,000.00 5,009,838.04 10/01/20250.85210/29/2020 4,615,150.00 1,798419792ZM1 0.790 1,066State of Louisiana GO40312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,729,120.00 1,691546417DQ6 0.840 62City of Los Angeles37638 4,815,000.00 4,815,048.51 09/01/20222.90007/12/2018 4,822,800.30 1,512544351MN6 2.893 62City of Los Angeles40036 4,000,000.00 4,000,434.55 09/01/20222.90012/31/2018 4,006,480.00 1,340544351MN6 2.830 793City of Los Angeles40315 3,670,000.00 3,890,873.05 09/01/20243.32010/14/2020 3,667,871.40 1,418544351MQ9 0.511 1,219State of Massachusetts GO40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 916,890.00 1,79457582RK88 0.695 623Maryland State GO40234 1,000,000.00 1,000,000.00 03/15/20240.97003/18/2020 965,560.00 1,458574193SP4 0.970 1,127Maryland State GO40297 5,000,000.00 5,003,770.04 08/01/20250.66008/05/2020 4,627,750.00 1,822574193TR9 0.635 762Maryland State GO40298 5,000,000.00 5,001,018.45 08/01/20240.51008/05/2020 4,734,550.00 1,457574193TQ1 0.500 92State of Minnesota GO40245 3,500,000.00 3,508,063.43 10/01/20222.02004/15/2020 3,501,015.00 89960412AKS1 1.084 594New York State GO40185 5,000,000.00 5,000,982.78 02/15/20242.01010/30/2019 4,908,300.00 1,569649791PP9 1.998 623New York ST Urban Dev Corp Rev40207 5,000,000.00 5,077,896.13 03/15/20242.86001/15/2020 4,957,350.00 1,5216500354U9 1.905 257NYS Dormitory Authority40156 2,700,000.00 2,753,672.23 03/15/20235.09208/16/2019 2,738,745.00 1,307649902ZM8 2.149 731New York University40262 2,450,000.00 2,444,643.10 07/01/20241.43805/06/2020 2,351,730.50 1,51764990GZW5 1.551 518Pennsylvania Turnpike Comm40152 1,750,000.00 1,778,984.62 12/01/20232.92908/14/2019 1,750,175.00 1,57070922PAK8 1.711 229County of Riverside CA40255 1,655,000.00 1,655,000.00 02/15/20232.36305/06/2020 1,644,821.75 1,01576913CAX7 2.362 960County of Riverside CA40256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 3,881,120.00 1,74676913CAZ2 2.667 0Southern Cal Public Pwr Auth37565 2,710,000.00 2,710,000.00 07/01/20223.25807/31/2017 2,710,000.00 1,79684247PHX2 2.290 274State of Texas GO40264 3,425,000.00 3,497,694.39 04/01/20233.82305/08/2020 3,448,735.25 1,058882722VK4 0.947 1,188State of Texas GO40319 1,600,000.00 1,827,980.21 10/01/20255.00010/30/2020 1,683,792.00 1,797882724RA7 0.550 318UC General Revenue Bonds37624 4,000,000.00 4,000,000.00 05/15/20233.29706/05/2018 4,006,520.00 1,80591412HBK8 3.297 684UC General Revenue Bonds40153 1,000,000.00 1,032,250.37 05/15/20243.63808/14/2019 1,004,450.00 1,73691412GVB8 1.831 684UC General Revenue Bonds40293 1,000,000.00 1,000,000.00 05/15/20240.83307/16/2020 954,290.00 1,39991412HFL2 0.833 684UC General Revenue Bonds40294 650,000.00 650,000.00 05/15/20240.83307/16/2020 620,288.50 1,39991412HFL2 0.833 1,049UC General Revenue Bonds40324 2,215,000.00 2,230,551.13 05/15/20250.88312/10/2020 2,062,297.90 1,61791412HGE7 0.630 1,049UC General Revenue Bonds40325 3,560,000.00 3,587,966.64 05/15/20250.88312/15/2020 3,314,573.60 1,61291412HGE7 0.605 1,049UC General Revenue Bonds40326 10,000,000.00 10,077,175.83 05/15/20250.88312/16/2020 9,310,600.00 1,61191412HGE7 0.610 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
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
1,049UC General Revenue Bonds40343 7,000,000.00 7,074,617.12 05/15/20250.88301/22/2021 6,517,420.00 1,57491412HGE7 0.507 488Ventura Cnty Pub Fin Auth Leas40277 1,000,000.00 1,000,000.00 11/01/20231.04806/11/2020 972,500.00 1,238923078CT4 1.048 854Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 855,882.00 1,604923078CU1 1.223 670State of Wisconsin GO40177 500,000.00 500,000.00 05/01/20241.85710/30/2019 489,000.00 1,64597705MNM3 1.857 177,194,560.35 1,610168,524,669.30175,555,000.00177,226,500.69Subtotal and Average 800 1.285 Pass Through Securities
694Federal Home Loan Mtg Corp40173 5,082,925.90 5,082,925.90 05/25/20241.99009/30/2019 4,975,879.48 1,69930298LAA9 1.962 755Federal Home Loan Mtg Corp40180 1,607,163.38 1,614,807.05 07/25/20242.09010/18/2019 1,562,661.03 1,74230314KAS2 1.941 481Federal Home Loan Mtg Corp40214 259,680.56 260,005.16 10/25/20232.05001/22/2020 255,094.60 1,37230295NAE0 1.973 694Federal Home Loan Mtg Corp40231 597,243.82 604,709.37 05/25/20241.99002/27/2020 584,665.87 1,54930298LAA9 1.590 1,059Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 9,837,800.00 1,8253137BJQ71 1.043 208Federal Home Loan Mtg Corp40276 5,450,000.00 5,727,609.38 01/25/20232.61506/04/2020 5,434,849.00 9653137B04Y7 0.605 1,059Federal Home Loan Mtg Corp40295 3,418,905.27 3,435,627.14 05/25/20250.83007/24/2020 3,223,617.40 1,76630315EAA4 0.695 267Federal Home Loan Mtg Corp40300 262,572.65 269,998.53 03/25/20232.19007/31/2020 260,054.58 96730288WAK5 0.919 908Federal Home Loan Mtg Corp40328 4,500,000.00 4,937,850.00 12/25/20243.06212/28/2020 4,456,080.00 1,4583137BGK24 0.496 1,243Federal Home Loan Mtg Corp40342 4,175,668.25 4,196,145.73 11/25/20250.67001/22/2021 3,876,606.89 1,76830318CAA5 0.537 998Federal Home Loan Mtg Corp40356 4,950,000.00 5,316,300.00 03/25/20252.58802/22/2021 4,839,466.50 1,4923137FQ3W1 0.554 335Federal National Mtg Assn40189 2,009,566.12 2,061,218.25 06/01/20232.79111/12/2019 2,009,284.78 1,2973138ELJW4 1.999 946Federal National Mtg Assn40202 7,747,000.00 7,899,519.06 02/01/20252.39002/03/2020 7,556,191.39 1,8253138L84Z4 1.991 915Federal National Mtg Assn40203 7,450,000.00 7,531,484.38 01/01/20252.24001/22/2020 7,454,470.00 1,8063140HWYW6 2.021 396Federal National Mtg Assn40206 21,921,140.50 22,400,665.45 08/01/20232.61001/22/2020 21,829,948.56 1,2873138L4EN9 1.939 915Federal National Mtg Assn40209 1,000,000.00 1,023,750.00 01/01/20252.71001/17/2020 997,890.00 1,8113138LL3J2 2.223 147Federal National Mtg Assn40221 1,120,518.26 1,136,450.63 11/25/20222.50901/24/2020 1,117,179.12 1,0363136ACGJ4 1.900 854Federal National Mtg Assn40225 3,500,000.00 3,577,656.25 11/01/20242.96002/05/2020 3,494,155.00 1,7313138L8CE2 2.482 998Federal National Mtg Assn40272 2,909,733.51 3,149,495.55 03/25/20252.96705/27/2020 2,843,246.10 1,7633136AL7K1 1.008 267Federal National Mtg Assn40289 986,157.33 1,029,417.28 03/25/20232.49206/22/2020 980,289.69 1,0063136AGMB5 0.675 1,005Federal National Mtg Assn40314 2,500,000.00 2,650,781.25 04/01/20252.81010/14/2020 2,484,475.00 1,6303138L9QS4 1.436 878Federal National Mtg Assn40327 3,567,819.46 3,834,264.22 11/25/20242.62412/22/2020 3,508,665.01 1,4343136AY6S7 0.543 98,564,117.97 1,54393,582,569.8995,016,094.90101,782,356.91Subtotal and Average 753 1.432 8702,607,893,674.47 2,721,530,610.45 533 1.2952,658,577,256.91 2,719,524,953.67Total and Average Portfolio CITY
AP
Run Date: 07/29/2022 - 07:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date

0.00 8702,607,893,674.47 2,721,530,610.45 533 1.295
0 0
477,489.75
477,489.75
477,489.75
477,489.75
Subtotal
Accrued Interest at PurchaseAverage Balance
2,659,054,746.66 2,720,002,443.42Total Cash and Investments 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
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 32936 003 1,000,000.00 -1,000,000.0004/01/2022PurchaseSTPOOL 0.24%CITY 32936 003 5,000,000.00 -5,000,000.0004/06/2022PurchaseSTPOOL 0.24%CITY 32936 003 27,000,000.00 -27,000,000.0004/07/2022PurchaseSTPOOL 0.24%CITY 32936 003 53,731.84 -53,731.8404/15/2022PurchaseSTPOOL 0.24%CITY 32936 003 21,000,000.00 -21,000,000.0004/15/2022PurchaseSTPOOL 0.24%CITY 32936 003 30,000,000.00 -30,000,000.0005/05/2022PurchaseSTPOOL 0.24%CITY 32936 003 24,000,000.00 -24,000,000.0005/12/2022PurchaseSTPOOL 0.24%CITY 32936 003 8,000,000.00 -8,000,000.0005/31/2022PurchaseSTPOOL 0.24%CITY 32936 003 24,000,000.00 24,000,000.0004/08/2022RedemptionSTPOOL 0.24%CITY 32936 003 51,000,000.00 51,000,000.0004/11/2022RedemptionSTPOOL 0.24%CITY 32936 003 53,731.84 53,731.8404/18/2022RedemptionSTPOOL 0.24%CITY 32936 003 3,000,000.00 3,000,000.0005/26/2022RedemptionSTPOOL 0.24%CITY 32936 003 5,000,000.00 5,000,000.0005/27/2022RedemptionSTPOOL 0.24%CITY 32936 003 70,000,000.00 70,000,000.0006/23/2022RedemptionSTPOOL 0.24%CITY 32936 003 53,731.84 53,731.8404/15/2022InterestSTPOOL 0.24%CITY 36512 003 336.14 -336.1404/01/2022PurchaseWELLS 0.01%VP6000104 36512 003 3,000,000.00 -3,000,000.0004/04/2022PurchaseWELLS 0.01%VP6000104 36512 003 4,001,664.23 -4,001,664.2304/05/2022PurchaseWELLS 0.01%VP6000104 36512 003 4,000,000.00 -4,000,000.0004/07/2022PurchaseWELLS 0.01%VP6000104 36512 003 8,000,000.00 -8,000,000.0004/12/2022PurchaseWELLS 0.01%VP6000104 36512 003 7,000,000.00 -7,000,000.0004/14/2022PurchaseWELLS 0.01%VP6000104 36512 003 13,000,000.00 -13,000,000.0004/18/2022PurchaseWELLS 0.01%VP6000104 36512 003 8,000,000.00 -8,000,000.0004/19/2022PurchaseWELLS 0.01%VP6000104 36512 003 24,000,000.00 -24,000,000.0004/21/2022PurchaseWELLS 0.01%VP6000104 36512 003 39,000,000.00 -39,000,000.0004/25/2022PurchaseWELLS 0.01%VP6000104 36512 003 16,000,000.00 -16,000,000.0004/28/2022PurchaseWELLS 0.01%VP6000104 36512 003 21,000,000.00 -21,000,000.0004/29/2022PurchaseWELLS 0.01%VP6000104 36512 003 46,000,000.00 -46,000,000.0005/02/2022PurchaseWELLS 0.01%VP6000104 36512 003 20,000,000.00 -20,000,000.0005/03/2022PurchaseWELLS 0.01%VP6000104 36512 003 4,642.35 -4,642.3505/04/2022PurchaseWELLS 0.01%VP6000104 36512 003 5,000,000.00 -5,000,000.0005/09/2022PurchaseWELLS 0.01%VP6000104 36512 003 8,000,000.00 -8,000,000.0005/10/2022PurchaseWELLS 0.01%VP6000104 36512 003 29,000,000.00 -29,000,000.0005/16/2022PurchaseWELLS 0.01%VP6000104 36512 003 6,000,000.00 -6,000,000.0005/19/2022PurchaseWELLS 0.01%VP6000104 36512 003 12,000,000.00 -12,000,000.0005/20/2022PurchaseWELLS 0.01%VP6000104 36512 003 5,000,000.00 -5,000,000.0005/23/2022PurchaseWELLS 0.01%VP6000104 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 36512 003 24,000,000.00 -24,000,000.0005/31/2022PurchaseWELLS 0.01%VP6000104 36512 003 23,000,000.00 -23,000,000.0006/01/2022PurchaseWELLS 0.01%VP6000104 36512 003 13,000,000.00 -13,000,000.0006/02/2022PurchaseWELLS 0.01%VP6000104 36512 003 38,710.12 -38,710.1206/02/2022PurchaseWELLS 0.01%VP6000104 36512 003 131,000,000.00 -131,000,000.0006/06/2022PurchaseWELLS 0.01%VP6000104 36512 003 24,000,000.00 -24,000,000.0006/09/2022PurchaseWELLS 0.01%VP6000104 36512 003 3,000,000.00 -3,000,000.0006/13/2022PurchaseWELLS 0.01%VP6000104 36512 003 21,000,000.00 -21,000,000.0006/16/2022PurchaseWELLS 0.01%VP6000104 36512 003 2,000,000.00 -2,000,000.0006/21/2022PurchaseWELLS 0.01%VP6000104 36512 003 12,000,000.00 -12,000,000.0006/22/2022PurchaseWELLS 0.01%VP6000104 36512 003 45,000,000.00 -45,000,000.0006/23/2022PurchaseWELLS 0.01%VP6000104 36512 003 126,000,000.00 -126,000,000.0006/30/2022PurchaseWELLS 0.01%VP6000104 36512 003 28,000,000.00 28,000,000.0004/01/2022RedemptionWELLS 0.01%VP6000104 36512 003 11,000,000.00 11,000,000.0004/08/2022RedemptionWELLS 0.01%VP6000104 36512 003 1,000,000.00 1,000,000.0004/13/2022RedemptionWELLS 0.01%VP6000104 36512 003 18,000,000.00 18,000,000.0004/20/2022RedemptionWELLS 0.01%VP6000104 36512 003 5,000,000.00 5,000,000.0004/22/2022RedemptionWELLS 0.01%VP6000104 36512 003 1,000,000.00 1,000,000.0004/26/2022RedemptionWELLS 0.01%VP6000104 36512 003 13,000,000.00 13,000,000.0004/27/2022RedemptionWELLS 0.01%VP6000104 36512 003 8,000,000.00 8,000,000.0005/05/2022RedemptionWELLS 0.01%VP6000104 36512 003 20,000,000.00 20,000,000.0005/06/2022RedemptionWELLS 0.01%VP6000104 36512 003 11,000,000.00 11,000,000.0005/11/2022RedemptionWELLS 0.01%VP6000104 36512 003 63,000,000.00 63,000,000.0005/12/2022RedemptionWELLS 0.01%VP6000104 36512 003 14,000,000.00 14,000,000.0005/13/2022RedemptionWELLS 0.01%VP6000104 36512 003 6,000,000.00 6,000,000.0005/17/2022RedemptionWELLS 0.01%VP6000104 36512 003 5,000,000.00 5,000,000.0005/18/2022RedemptionWELLS 0.01%VP6000104 36512 003 91,000,000.00 91,000,000.0005/24/2022RedemptionWELLS 0.01%VP6000104 36512 003 5,000,000.00 5,000,000.0005/25/2022RedemptionWELLS 0.01%VP6000104 36512 003 6,000,000.00 6,000,000.0005/26/2022RedemptionWELLS 0.01%VP6000104 36512 003 34,000,000.00 34,000,000.0006/03/2022RedemptionWELLS 0.01%VP6000104 36512 003 27,000,000.00 27,000,000.0006/07/2022RedemptionWELLS 0.01%VP6000104 36512 003 8,000,000.00 8,000,000.0006/08/2022RedemptionWELLS 0.01%VP6000104 36512 003 15,000,000.00 15,000,000.0006/10/2022RedemptionWELLS 0.01%VP6000104 36512 003 7,000,000.00 7,000,000.0006/14/2022RedemptionWELLS 0.01%VP6000104 36512 003 24,000,000.00 24,000,000.0006/15/2022RedemptionWELLS 0.01%VP6000104 36512 003 28,000,000.00 28,000,000.0006/17/2022RedemptionWELLS 0.01%VP6000104 36512 003 6,000,000.00 6,000,000.0006/24/2022RedemptionWELLS 0.01%VP6000104 36512 003 23,000,000.00 23,000,000.0006/29/2022RedemptionWELLS 0.01%VP6000104 36512 003 336.14 336.1404/01/2022InterestWELLS 0.01%VP6000104 36512 003 4,642.35 4,642.3505/04/2022InterestWELLS 0.01%VP6000104 36512 003 38,710.12 38,710.1206/02/2022InterestWELLS 0.01%VP6000104 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 37042 003 37,000,000.00 -37,000,000.0004/01/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 58,460.39 -58,460.3904/15/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 30,000,000.00 -30,000,000.0005/06/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 21,000,000.00 -21,000,000.0005/12/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 9,000,000.00 9,000,000.0004/11/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 58,460.39 58,460.3904/18/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 42,000,000.00 42,000,000.0004/22/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 70,000,000.00 70,000,000.0006/23/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 58,460.39 58,460.3904/15/2022InterestSTPOOL 0.22%CSJFA 37546 003 20,000,000.00 20,000,000.00Maturity05/01/202205/02/2022RedemptionCALIFORNIA ST13066YTZ2 37546 003 200,000.00 200,000.0005/01/202205/02/2022InterestCALIFORNIA ST13066YTZ2 37579 003 62,500.00 62,500.0010/01/202204/01/2022InterestCAS 2.5% MAT13063DDF2 37588 003 62,500.00 62,500.0010/01/202204/01/2022InterestCAS 2.5% MAT13063DDF2 37624 003 65,940.00 65,940.0005/15/202305/16/2022InterestUNVHGR 3.297%91412HBK8 37625 003 12,590.00 12,590.0012/01/202206/01/2022InterestCASWTR 2.518%13067WPE6 40013 003 381,250.00 381,250.0010/02/202304/04/2022InterestFEDERAL FARM CR3133EJD48 40039 003 4,000,000.00 4,000,000.00Maturity05/01/202205/02/2022RedemptionCALIFORNIA ST13066YTZ2 40039 003 40,000.00 40,000.0005/01/202205/02/2022InterestCALIFORNIA ST13066YTZ2 40049 003 265,000.00 265,000.0010/23/202304/25/2022InterestFFCB 2.65% MAT3133EJ5W5 40097 003 14,000,000.00 14,000,000.00Maturity04/01/202204/01/2022RedemptionDEERE JOHN CAP24422EUT4 40097 003 206,500.00 206,500.0004/01/202204/01/2022InterestDEERE JOHN CAP24422EUT4 40111 003 7,000,000.00 7,000,000.00Maturity05/10/202205/10/2022RedemptionPACCAR FINL CORP69371RP83 40111 003 92,750.00 92,750.0005/10/202205/10/2022InterestPACCAR FINL CORP69371RP83 40112 003 9,989,400.00 9,989,400.00Call05/23/202204/22/2022RedemptionUSB 2.65% MAT90331HPC1 40112 003 10,600.00 10,600.0005/23/202204/22/2022Cap G/LUSB 2.65% MAT90331HPC1 40112 003 109,680.00 109,680.0005/23/202204/22/2022InterestUSB 2.65% MAT90331HPC1 40114 003 15,000,000.00 15,000,000.00Maturity05/01/202205/02/2022RedemptionCALIFORNIA ST13066YTZ2 40114 003 150,000.00 150,000.0005/01/202205/02/2022InterestCALIFORNIA ST13066YTZ2 40115 003 662,516.36 662,516.36Sale08/01/202204/25/2022RedemptionFHMS K023 A23137AWQH1 40115 003 -3,526.62 -3,526.6208/01/202204/25/2022Cap G/LFHMS K023 A23137AWQH1 40115 003 229,929.75 229,929.75Sale08/01/202205/25/2022RedemptionFHMS K023 A23137AWQH1 40115 003 -1,223.93 -1,223.9308/01/202205/25/2022Cap G/LFHMS K023 A23137AWQH1 40115 003 1,118,400.78 1,118,400.78Sale08/01/202206/25/2022RedemptionFHMS K023 A23137AWQH1 40115 003 -5,953.33 -5,953.3308/01/202206/25/2022Cap G/LFHMS K023 A23137AWQH1 40115 003 16,523.89 16,523.8908/01/202204/25/2022InterestFHMS K023 A23137AWQH1 40115 003 15,256.98 15,256.9808/01/202205/25/2022InterestFHMS K023 A23137AWQH1 40115 003 14,817.29 14,817.2908/01/202206/25/2022InterestFHMS K023 A23137AWQH1 40116 003 2,235,000.00 2,235,000.00Maturity04/01/202204/01/2022RedemptionCALIFORNIA ST,13063DLY2 40116 003 26,261.25 26,261.2504/01/202204/01/2022InterestCALIFORNIA ST,13063DLY2 40121 003 479,061.41 479,061.41Sale08/01/202204/25/2022RedemptionFHMS K023 A23137AWQH1 40121 003 -2,549.34 -2,549.3408/01/202204/25/2022Cap G/LFHMS K023 A23137AWQH1 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40121 003 166,260.75 166,260.75Sale08/01/202205/25/2022RedemptionFHMS K023 A23137AWQH1 40121 003 -884.76 -884.7608/01/202205/25/2022Cap G/LFHMS K023 A23137AWQH1 40121 003 808,708.49 808,708.49Sale08/01/202206/25/2022RedemptionFHMS K023 A23137AWQH1 40121 003 -4,303.57 -4,303.5708/01/202206/25/2022Cap G/LFHMS K023 A23137AWQH1 40121 003 11,948.34 11,948.3408/01/202204/25/2022InterestFHMS K023 A23137AWQH1 40121 003 11,032.24 11,032.2408/01/202205/25/2022InterestFHMS K023 A23137AWQH1 40121 003 10,714.31 10,714.3108/01/202206/25/2022InterestFHMS K023 A23137AWQH1 40121 003 1,237.17 1,237.1708/01/202206/25/2022InterestFHMS K023 A23137AWQH1 40125 003 1,250,000.00 1,250,000.00Maturity06/01/202206/01/2022RedemptionMAINE ST, GO BDS56052AD60 40125 003 15,625.00 15,625.0006/01/202206/01/2022InterestMAINE ST, GO BDS56052AD60 40126 003 93,800.00 93,800.0006/19/202306/21/2022InterestIBRD 1.875% MAT459058GX5 40148 003 10,837.50 10,837.5007/01/202304/25/2022InterestFHMS K033 A23137B4WB8 40148 003 10,837.50 10,837.5007/01/202305/25/2022InterestFHMS K033 A23137B4WB8 40148 003 10,837.50 10,837.5007/01/202306/25/2022InterestFHMS K033 A23137B4WB8 40151 003 2,750,000.00 2,750,000.00Maturity04/01/202204/25/2022RedemptionFN AM8342 2.36% 3138L9HU9 40151 003 5,588.61 5,588.6104/01/202204/25/2022InterestFN AM8342 2.36% 3138L9HU9 40152 003 25,628.75 25,628.7512/01/202306/01/2022InterestPENNSYLVANIA ST70922PAK8 40153 003 18,190.00 18,190.0005/15/202405/16/2022InterestUNIVERSITY CALIF91412GVB8 40158 003 269,246.82 269,246.82Sale08/15/202304/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.23 2.2308/15/202304/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 242,716.20 242,716.20Sale08/15/202305/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 2.01 2.0108/15/202305/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 223,993.80 223,993.80Sale08/15/202306/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 1.86 1.8608/15/202306/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 2,510.36 2,510.3608/15/202304/15/2022InterestHAROT 2019-3 A343815NAC8 40158 003 2,110.97 2,110.9708/15/202305/15/2022InterestHAROT 2019-3 A343815NAC8 40158 003 1,750.94 1,750.9408/15/202306/15/2022InterestHAROT 2019-3 A343815NAC8 40167 003 12,620.61 12,620.61Sale02/01/202304/25/2022RedemptionFHMS K029 A23137B36J2 40167 003 -514.51 -514.5102/01/202304/25/2022Cap G/LFHMS K029 A23137B36J2 40167 003 13,241.21 13,241.21Sale02/01/202305/25/2022RedemptionFHMS K029 A23137B36J2 40167 003 -539.81 -539.8102/01/202305/25/2022Cap G/LFHMS K029 A23137B36J2 40167 003 12,702.86 12,702.86Sale02/01/202306/25/2022RedemptionFHMS K029 A23137B36J2 40167 003 -517.86 -517.8602/01/202306/25/2022Cap G/LFHMS K029 A23137B36J2 40167 003 13,338.74 13,338.7402/01/202304/25/2022InterestFHMS K029 A23137B36J2 40167 003 13,272.87 13,272.8702/01/202305/25/2022InterestFHMS K029 A23137B36J2 40167 003 13,270.11 13,270.1102/01/202306/25/2022InterestFHMS K029 A23137B36J2 40169 003 2,333.61 2,333.6102/01/202304/25/2022InterestFN AN0841 2.71%3138LC5B7 40169 003 2,258.33 2,258.3302/01/202305/25/2022InterestFN AN0841 2.71%3138LC5B7 40169 003 2,333.61 2,333.6102/01/202306/25/2022InterestFN AN0841 2.71%3138LC5B7 40171 003 7,519.95 7,519.95Sale07/01/202404/25/2022RedemptionFN BL3103 2.423140HUNV4 40171 003 -128.20 -128.2007/01/202404/25/2022Cap G/LFN BL3103 2.423140HUNV4 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40171 003 8,047.95 8,047.95Sale07/01/202405/25/2022RedemptionFN BL3103 2.423140HUNV4 40171 003 -137.20 -137.2007/01/202405/25/2022Cap G/LFN BL3103 2.423140HUNV4 40171 003 7,568.53 7,568.53Sale07/01/202406/25/2022RedemptionFN BL3103 2.423140HUNV4 40171 003 -129.03 -129.0307/01/202406/25/2022Cap G/LFN BL3103 2.423140HUNV4 40171 003 10,292.83 10,292.8307/01/202404/25/2022InterestFN BL3103 2.423140HUNV4 40171 003 9,945.90 9,945.9007/01/202405/25/2022InterestFN BL3103 2.423140HUNV4 40171 003 10,260.94 10,260.9407/01/202406/25/2022InterestFN BL3103 2.423140HUNV4 40173 003 9,560.21 9,560.2105/25/202404/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 7,539.40 7,539.4005/25/202404/25/2022RedemptionFRESB 2019-SB6530298LAA9 40173 003 9,547.71 9,547.7105/25/202405/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 8,258.50 8,258.5005/25/202405/25/2022RedemptionFRESB 2019-SB6530298LAA9 40173 003 9,534.01 9,534.0105/25/202406/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 666,228.60 666,228.6005/25/202406/25/2022RedemptionFRESB 2019-SB6530298LAA9 40177 003 4,642.50 4,642.5005/01/202405/02/2022InterestWIS 1.857% MAT97705MNM3 40180 003 3,113.07 3,113.0707/25/202404/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 2,012.47 2,012.4707/25/202404/25/2022RedemptionFRESB 2019-SB6730314KAS2 40180 003 3,109.56 3,109.5607/25/202405/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 2,200.80 2,200.8007/25/202405/25/2022RedemptionFRESB 2019-SB6730314KAS2 40180 003 3,105.73 3,105.7307/25/202406/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 176,030.66 176,030.6607/25/202406/25/2022RedemptionFRESB 2019-SB6730314KAS2 40183 003 81,250.00 81,250.0010/15/202404/15/2022InterestFNMA 1.625% MAT3135G0W66 40186 003 181,639.46 181,639.46Sale01/16/202404/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 13.12 13.1201/16/202404/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 157,059.75 157,059.75Sale01/16/202405/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 11.34 11.3401/16/202405/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 150,091.55 150,091.55Sale01/16/202406/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 10.84 10.8401/16/202406/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 2,399.09 2,399.0901/16/202404/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 2,108.45 2,108.4501/16/202405/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 1,857.13 1,857.1301/16/202406/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40188 003 1,950,000.00 1,950,000.00Maturity05/01/202205/02/2022RedemptionOHIO ST, TAXABLE677522T20 40188 003 17,550.00 17,550.0005/01/202205/02/2022InterestOHIO ST, TAXABLE677522T20 40189 003 10,633.41 10,633.4106/01/202304/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 9,732.94 9,732.9406/01/202304/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40189 003 10,268.29 10,268.2906/01/202305/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 10,346.73 10,346.7306/01/202305/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40189 003 24,790.40 24,790.4006/01/202306/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 2,500,243.81 2,500,243.8106/01/202306/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40190 003 494,502.45 494,502.45Sale01/18/202404/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 88.14 88.1401/18/202404/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 446,848.30 446,848.30Sale01/18/202405/18/2022RedemptionHAROT 2019-4 A343813VAC2 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40190 003 79.64 79.6401/18/202405/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 415,440.03 415,440.03Sale01/18/202406/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 74.04 74.0401/18/202406/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 6,998.74 6,998.7401/18/202404/18/2022InterestHAROT 2019-4 A343813VAC2 40190 003 6,244.48 6,244.4801/18/202405/18/2022InterestHAROT 2019-4 A343813VAC2 40190 003 5,562.92 5,562.9201/18/202406/18/2022InterestHAROT 2019-4 A343813VAC2 40194 003 21,281.95 21,281.9512/01/202204/25/2022InterestFNMA FN AM14953138L1UV9 40194 003 4,015,708.95 4,015,708.9512/01/202204/25/2022RedemptionFNMA FN AM14953138L1UV9 40201 003 93,500.00 93,500.0011/15/202405/16/2022InterestIADB 1.7% MAT45818WCS3 40202 003 15,943.76 15,943.7602/01/202504/25/2022InterestFN AM8039 2.39%3138L84Z4 40202 003 15,429.44 15,429.4402/01/202505/25/2022InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.7602/01/202506/25/2022InterestFN AM8039 2.39%3138L84Z4 40203 003 14,370.22 14,370.2201/01/202504/25/2022InterestFN BL5224 2.2403140HWYW6 40203 003 13,906.67 13,906.6701/01/202505/25/2022InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.2201/01/202506/25/2022InterestFN BL5224 2.2403140HWYW6 40206 003 49,644.59 49,644.5908/01/202304/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 55,005.57 55,005.5708/01/202304/25/2022RedemptionFN AM3740 2.6103138L4EN9 40206 003 47,923.51 47,923.5108/01/202305/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 57,313.71 57,313.7108/01/202305/25/2022RedemptionFN AM3740 2.6103138L4EN9 40206 003 49,392.15 49,392.1508/01/202306/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 55,344.01 55,344.0108/01/202306/25/2022RedemptionFN AM3740 2.6103138L4EN9 40209 003 2,333.61 2,333.6101/01/202504/25/2022InterestFN AN8000 2.71%3138LL3J2 40209 003 2,258.33 2,258.3301/01/202505/25/2022InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.6101/01/202506/25/2022InterestFN AN8000 2.71%3138LL3J2 40214 003 446.42 446.4210/25/202304/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 530.33 530.3310/25/202304/25/2022RedemptionFRESB 2016-SB2430295NAE0 40214 003 445.51 445.5110/25/202305/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 573.64 573.6410/25/202305/25/2022RedemptionFRESB 2016-SB2430295NAE0 40214 003 444.53 444.5310/25/202306/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 534.56 534.5610/25/202306/25/2022RedemptionFRESB 2016-SB2430295NAE0 40221 003 5,117.82 5,117.8211/25/202204/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 475,064.44 475,064.4411/25/202204/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 4,071.37 4,071.3711/25/202205/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 514,421.50 514,421.5011/25/202205/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 2,995.81 2,995.8111/25/202206/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 312,310.28 312,310.2811/25/202206/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40225 003 8,921.11 8,921.1111/01/202404/25/2022InterestFN AM7268 2.960%3138L8CE2 40225 003 8,633.33 8,633.3311/01/202405/25/2022InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.1111/01/202406/25/2022InterestFN AM7268 2.960%3138L8CE2 40231 003 1,123.32 1,123.3205/25/202404/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 885.88 885.8805/25/202404/25/2022RedemptionFRESB 2019-SB6530298LAA9 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40231 003 1,121.86 1,121.8605/25/202405/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 970.37 970.3705/25/202405/25/2022RedemptionFRESB 2019-SB6530298LAA9 40231 003 1,120.25 1,120.2505/25/202406/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 78,281.86 78,281.8605/25/202406/25/2022RedemptionFRESB 2019-SB6530298LAA9 40243 003 84,375.00 84,375.0004/01/202504/01/2022InterestCALIFORNIA ST,13063DGB8 40245 003 35,350.00 35,350.0010/01/202204/01/2022InterestMNS 2.02% MAT60412AKS1 40246 003 9,390.00 9,390.0004/22/202504/22/2022InterestIBRD 0.625% MAT459058JB0 40252 003 98,559.64 98,559.64Sale08/15/202404/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 19.72 19.7208/15/202404/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 86,652.49 86,652.49Sale08/15/202405/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 17.33 17.3308/15/202405/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 80,632.35 80,632.35Sale08/15/202406/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 16.13 16.1308/15/202406/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 1,279.25 1,279.2508/15/202404/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 1,167.53 1,167.5308/15/202405/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 1,069.30 1,069.3008/15/202406/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40253 003 81,811.18 81,811.18Sale11/15/202404/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 19.07 19.0711/15/202404/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 74,345.97 74,345.97Sale11/15/202405/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 17.33 17.3311/15/202405/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 69,283.44 69,283.44Sale11/15/202406/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 16.15 16.1511/15/202406/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 1,266.70 1,266.7011/15/202404/15/2022InterestHART 2020-A A344891LAC7 40253 003 1,170.55 1,170.5511/15/202405/15/2022InterestHART 2020-A A344891LAC7 40253 003 1,083.18 1,083.1811/15/202406/15/2022InterestHART 2020-A A344891LAC7 40261 003 35,000.00 35,000.0005/05/202505/05/2022InterestFHLMC 0.7% MAT3134GVQX9 40263 003 25,481.25 25,481.2505/11/202305/11/2022InterestAPPLE INC, SR NT037833DV9 40264 003 65,468.88 65,468.8804/01/202304/01/2022InterestTXS 3.823% MAT882722VK4 40266 003 23,083.33 23,083.3305/25/202504/25/2022InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202505/25/2022InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202506/25/2022InterestFHMS KPLB A3137BJQ71 40270 003 125,699.65 125,699.65Sale07/15/202404/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 9.89 9.8907/15/202404/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 112,445.09 112,445.09Sale07/15/202405/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 8.85 8.8507/15/202405/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 106,339.53 106,339.53Sale07/15/202406/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 8.37 8.3707/15/202406/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 1,043.59 1,043.5907/15/202404/15/2022InterestHAROT 2020-2 A343813DAC2 40270 003 957.68 957.6807/15/202405/15/2022InterestHAROT 2020-2 A343813DAC2 40270 003 880.84 880.8407/15/202406/15/2022InterestHAROT 2020-2 A343813DAC2 40271 003 12,500.00 12,500.0005/22/202305/23/2022InterestFNMA 0.25% MAT3135G04Q3 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40272 003 7,239.84 7,239.8403/25/202504/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,402.16 3,402.1603/25/202504/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40272 003 6,998.67 6,998.6703/25/202505/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,601.68 3,601.6803/25/202505/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40272 003 7,427.05 7,427.0503/25/202506/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 27,284.28 27,284.2803/25/202506/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40273 003 150,000.00 150,000.0006/18/202506/18/2022InterestFHLMC 0.75% MAT3134GVB49 40274 003 331,729.50 331,729.5004/11/202304/11/2022InterestWALMART INC, SR931142DH3 40275 003 8,000.00 8,000.0006/08/202306/08/2022InterestPACCAR FINL CORP69371RQ82 40276 003 11,876.46 11,876.4601/25/202304/25/2022InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.4601/25/202305/25/2022InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.4601/25/202306/25/2022InterestFHMS KSMC A23137B04Y7 40277 003 5,240.00 5,240.0011/01/202305/02/2022InterestVNTCTF 1.048% MAT923078CT4 40278 003 5,503.50 5,503.5011/01/202405/02/2022InterestVENTURA CNTY923078CU1 40280 003 1,000,000.00 1,000,000.00Maturity06/01/202206/01/2022RedemptionMAINE ST, TAXABLE56052AE77 40280 003 6,250.00 6,250.0006/01/202206/01/2022InterestMAINE ST, TAXABLE56052AE77 40282 003 29,000.00 29,000.0006/17/202406/17/2022InterestFFCB 0.58% MAT3133ELJ47 40283 003 15,000.00 15,000.0006/08/202306/08/2022InterestFEDERAL FARM CR3133ELG81 40288 003 25,000.00 25,000.0006/17/202506/17/2022InterestFNMA 0.5% MAT3135G04Z3 40289 003 2,895.44 2,895.4403/25/202304/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 67,679.94 67,679.9403/25/202304/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 2,747.40 2,747.4003/25/202305/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 100,942.37 100,942.3703/25/202305/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 2,568.74 2,568.7403/25/202306/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 114,152.26 114,152.2603/25/202306/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40293 003 4,165.00 4,165.0005/15/202405/16/2022InterestUNIVERSITY CALIF91412HFL2 40294 003 2,707.25 2,707.2505/15/202405/16/2022InterestUNIVERSITY CALIF91412HFL2 40295 003 2,374.03 2,374.0305/25/202504/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,365.87 4,365.8705/25/202504/25/2022RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,371.01 2,371.0105/25/202505/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,668.48 4,668.4805/25/202505/25/2022RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,367.78 2,367.7805/25/202506/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,394.46 4,394.4605/25/202506/25/2022RedemptionFRESB 2020-SB7630315EAA4 40296 003 356,172.87 356,172.87Sale10/15/202404/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 27.43 27.4310/15/202404/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 296,906.99 296,906.99Sale10/15/202405/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 22.86 22.8610/15/202405/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 288,853.01 288,853.01Sale10/15/202406/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 22.24 22.2410/15/202406/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 1,575.99 1,575.9910/15/202404/15/2022InterestTMCC 0.44% MAT89237VAB5 40296 003 1,445.39 1,445.3910/15/202405/15/2022InterestTMCC 0.44% MAT89237VAB5 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40296 003 1,336.51 1,336.5110/15/202406/15/2022InterestTMCC 0.44% MAT89237VAB5 40300 003 481.66 481.6603/25/202304/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 439.43 439.4303/25/202304/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40300 003 480.86 480.8603/25/202305/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 470.63 470.6303/25/202305/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40300 003 480.00 480.0003/25/202306/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 442.65 442.6503/25/202306/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40303 003 67,500.00 67,500.0005/18/202305/18/2022InterestJPM 2.7 5/18/202346625HRL6 40311 003 27,500.00 27,500.0006/01/202506/01/2022InterestFLORIDA ST BRD ED34153QUD6 40312 003 16,800.00 16,800.0006/01/202506/01/2022InterestLAS 0.84% MAT546417DQ6 40313 003 9,750.00 9,750.0006/01/202406/01/2022InterestFLSEDU 0.39% MAT34153QUC8 40314 003 6,049.31 6,049.3104/01/202504/25/2022InterestFN MA 8564 2.81%3138L9QS4 40314 003 5,854.17 5,854.1704/01/202505/25/2022InterestFN MA 8564 2.81%3138L9QS4 40314 003 6,049.31 6,049.3104/01/202506/25/2022InterestFN MA 8564 2.81%3138L9QS4 40316 003 2,500.00 2,500.0010/16/202304/18/2022InterestFEDERAL HOME LN3137EAEY1 40317 003 21,300.00 21,300.0010/01/202504/01/2022InterestHAWAII ST,419792ZM1 40318 003 44,250.00 44,250.0011/01/202505/02/2022InterestCALIFORNIA ST13077DML3 40319 003 40,000.00 40,000.0010/01/202504/01/2022InterestTEXAS ST, TAXABLE882724RA7 40321 003 17,000.00 17,000.0010/15/202404/15/2022InterestInter-American45818WCW4 40322 003 3,475.00 3,475.0011/01/202505/02/2022InterestMAS 0.69557582RK88 40323 003 5,297.63 5,297.6310/01/202504/01/2022InterestCALIFORNIA13034AL65 40324 003 9,779.23 9,779.2305/15/202505/16/2022InterestUNIVERSITY CALIF91412HGE7 40325 003 15,717.40 15,717.4005/15/202505/16/2022InterestUNIVERSITY CALIF91412HGE7 40326 003 44,150.00 44,150.0005/15/202505/16/2022InterestUNIVERSITY CALIF91412HGE7 40327 003 8,742.66 8,742.6611/25/202404/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 35,344.60 35,344.6011/25/202404/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 7,667.34 7,667.3411/25/202405/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 2,738.15 2,738.1511/25/202405/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 7,916.03 7,916.0311/25/202406/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 2,570.20 2,570.2011/25/202406/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 11,482.50 11,482.5012/25/202404/25/2022InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202405/25/2022InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202406/25/2022InterestFHMS K043 A2 3.0623137BGK24 40330 003 25,000.00 25,000.0012/23/202506/23/2022InterestFEDERAL FARM CR3133EMLR1 40332 003 18,168.75 18,168.7511/19/202405/19/2022InterestIFC 0.425% MAT45950VPG5 40333 003 25,000.00 25,000.0011/07/202505/09/2022InterestFEDERAL NATL MTG3135G06G3 40336 003 25,000.00 25,000.0010/28/202504/28/2022InterestIBRD 0.5% MAT459058JL8 40338 003 25,000.00 25,000.0010/28/202504/28/2022InterestIBRD 0.5% MAT459058JL8 40339 003 59,562.50 59,562.5011/25/202405/25/2022InterestIBRD 2.5% MAT459058DX8 40342 003 2,474.62 2,474.6211/25/202504/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 81,257.80 81,257.8011/25/202504/25/2022RedemptionFRESB 2021-SB8230318CAA5 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40342 003 2,429.25 2,429.2511/25/202505/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 169,489.15 169,489.1511/25/202505/25/2022RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,334.62 2,334.6211/25/202506/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 5,739.40 5,739.4011/25/202506/25/2022RedemptionFRESB 2021-SB8230318CAA5 40343 003 30,905.00 30,905.0005/15/202505/16/2022InterestUNIVERSITY CALIF91412HGE7 40356 003 10,675.50 10,675.5003/25/202504/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.50 10,675.5003/25/202505/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.50 10,675.5003/25/202506/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40360 003 50,000.00 50,000.0004/20/202604/20/2022InterestFEDERAL AGRIC31422XCX8 40363 003 59,108.37 -59,108.3704/15/2022PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 5,364,000.00 -5,364,000.0006/08/2022PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 59,108.37 59,108.3704/18/2022RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 5,364,000.00 5,364,000.0005/20/2022RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 59,108.37 59,108.3704/15/2022InterestSTPOOL 0.33%COVID RELIEF 40367 003 5,000,000.00 5,000,000.00Maturity05/13/202205/13/2022RedemptionCAT 0.95% MAT14913R2B2 40367 003 23,750.00 23,750.0005/13/202205/13/2022InterestCAT 0.95% MAT14913R2B2 40380 003 13,910,000.00 13,910,000.00Maturity06/23/202206/23/2022RedemptionBNSHOU 0.2% MAT06417MQL2 40380 003 28,206.39 28,206.3906/23/202206/23/2022InterestBNSHOU 0.2% MAT06417MQL2 40380 003 540.94 -540.94 0.0006/23/202206/23/2022Accr IntBNSHOU 0.2% MAT06417MQL2 40382 003 25,000,000.00 25,000,000.00Maturity06/30/202206/30/2022RedemptionRY 0.19% MAT78012UP82 40382 003 48,027.78 48,027.7806/30/202206/30/2022InterestRY 0.19% MAT78012UP82 40390 003 30,000,000.00 30,000,000.00Maturity05/20/202205/20/2022RedemptionTD 0.16% MAT89114WF75 40390 003 34,933.33 34,933.3305/20/202205/20/2022InterestTD 0.16% MAT89114WF75 40409 003 100,000.00 100,000.0011/15/202405/16/2022InterestFEDERAL HOME3130APRF4 40409 003 1,111.11 -1,111.11 0.0011/15/202405/15/2022Accr IntFEDERAL HOME3130APRF4 40410 003 24,900.00 24,900.0011/24/202305/24/2022InterestFEDERAL HOME3130APWP6 40415 003 3,703.75 3,703.7505/22/202305/23/2022InterestFNMA 0.25% MAT3135G04Q3 40415 003 20.58 -20.58 0.0005/22/202305/23/2022Accr IntFNMA 0.25% MAT3135G04Q3 40417 003 8,220.14 8,220.1405/28/202405/31/2022InterestFEDERAL HOME3130APZU2 40418 003 20,718.75 20,718.7511/22/202405/23/2022InterestFEDERAL HOME3130APU45 40418 003 920.83 -920.83 0.0011/22/202405/23/2022Accr IntFEDERAL HOME3130APU45 40419 003 31,730.00 31,730.0010/24/202204/25/2022InterestIFC 2.% MAT45950VLH7 40419 003 6,346.00 -6,346.00 0.0010/24/202204/24/2022Accr IntIFC 2.% MAT45950VLH7 40421 003 10,218.75 10,218.7511/08/202405/09/2022InterestFEDERAL HOME3130APKF1 40421 003 1,248.96 -1,248.96 0.0011/08/202405/08/2022Accr IntFEDERAL HOME3130APKF1 40422 003 9,843.75 9,843.7505/17/202405/17/2022InterestFEDERAL HOME3130APMH5 40422 003 765.63 -765.63 0.0005/17/202405/17/2022Accr IntFEDERAL HOME3130APMH5 40423 003 50,500.00 50,500.0012/02/202406/02/2022InterestFEDERAL FARM CR3133ENFZ8 40424 003 875.00 875.0005/18/202305/18/2022InterestFEDERAL FARM CR3133EMZP0 40424 003 63.19 -63.19 0.0005/18/202305/18/2022Accr IntFEDERAL FARM CR3133EMZP0 40431 003 73,935.00 73,935.0011/03/202205/03/2022InterestMICROSOFT CORP,594918BH6 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40431 003 13,554.75 -13,554.75 0.0011/03/202205/03/2022Accr IntMICROSOFT CORP,594918BH6 40432 003 33,549.38 33,549.3812/15/202306/15/2022InterestMICROSOFT CORP,594918AW4 40433 003 12,500.00 12,500.0011/23/202205/23/2022InterestFEDERAL FARM CR3133EMGX4 40433 003 972.22 -972.22 0.0011/23/202205/23/2022Accr IntFEDERAL FARM CR3133EMGX4 40434 003 58,750.00 58,750.0012/15/202206/15/2022InterestWAL-MART STORES931142DU4 40435 003 46,702.50 46,702.5011/22/202305/23/2022InterestFEDERAL HOME3130APQU2 40435 003 5,967.54 -5,967.54 0.0011/22/202305/23/2022Accr IntFEDERAL HOME3130APQU2 40436 003 5,850,000.00 5,850,000.00Maturity05/06/202205/06/2022RedemptionFEDERAL FARM CR3133ELYR9 40436 003 7,312.50 7,312.5005/06/202205/06/2022InterestFEDERAL FARM CR3133ELYR9 40436 003 1,584.38 -1,584.38 0.0005/06/202205/06/2022Accr IntFEDERAL FARM CR3133ELYR9 40437 003 7,122.50 7,122.5010/13/202204/13/2022InterestFEDERAL FARM CR3133ENAQ3 40437 003 2,453.31 -2,453.31 0.0010/13/202204/13/2022Accr IntFEDERAL FARM CR3133ENAQ3 40439 003 8,800,000.00 8,800,000.00Maturity05/11/202205/11/2022RedemptionAPPLE INC, SR GLBL037833CQ1 40439 003 101,200.00 101,200.0005/11/202205/11/2022InterestAPPLE INC, SR GLBL037833CQ1 40439 003 19,677.78 -19,677.78 0.0005/11/202205/11/2022Accr IntAPPLE INC, SR GLBL037833CQ1 40440 003 3,312.50 3,312.5010/21/202204/21/2022InterestFEDERAL HOME3130AKDH6 40440 003 993.75 -993.75 0.0010/21/202204/21/2022Accr IntFEDERAL HOME3130AKDH6 40441 003 1,435,000.00 1,435,000.00Maturity05/11/202205/11/2022RedemptionAPPLE INC, SR GLBL037833CQ1 40441 003 16,502.50 16,502.5005/11/202205/11/2022InterestAPPLE INC, SR GLBL037833CQ1 40441 003 3,300.50 -3,300.50 0.0005/11/202205/11/2022Accr IntAPPLE INC, SR GLBL037833CQ1 40444 003 117,500.00 117,500.0012/15/202206/15/2022InterestWAL-MART STORES931142DU4 40444 003 3,263.89 -3,263.89 0.0012/15/202206/15/2022Accr IntWAL-MART STORES931142DU4 40445 003 21,235.50 21,235.5012/13/202306/13/2022InterestFEDERAL FARM CR3133ENGW4 40445 003 471.90 -471.90 0.0012/13/202306/13/2022Accr IntFEDERAL FARM CR3133ENGW4 40446 003 69,510.00 69,510.0011/18/202405/18/2022InterestFEDERAL HOME3130APS48 40446 003 11,198.83 -11,198.83 0.0011/18/202405/18/2022Accr IntFEDERAL HOME3130APS48 40449 003 133,957.50 133,957.5004/01/202604/01/2022InterestCALIFORNIA ST,13063DMA3 40449 003 71,444.00 -71,444.00 0.0004/01/202604/01/2022Accr IntCALIFORNIA ST,13063DMA3 40451 003 10,000,000.00 10,000,000.00Maturity05/20/202205/20/2022RedemptionFEDERAL HOME3130AQJL8 40451 003 4,500.00 4,500.0005/20/202205/20/2022InterestFEDERAL HOME3130AQJL8 40451 003 33.33 -33.33 0.0005/20/202205/20/2022Accr IntFEDERAL HOME3130AQJL8 40455 003 20,000,000.00 20,000,000.00Maturity04/07/202204/07/2022RedemptionUNITED STATES912796N47 40456 003 10,000,000.00 10,000,000.00Maturity05/03/202205/03/2022RedemptionUNITED STATES912796U72 40457 003 15,000,000.00 15,000,000.00Maturity06/30/202206/30/2022RedemptionUSTR 2.125% MAT912828XG0 40457 003 159,375.00 159,375.0006/30/202206/30/2022InterestUSTR 2.125% MAT912828XG0 40457 003 5,283.15 -5,283.15 0.0006/30/202206/30/2022Accr IntUSTR 2.125% MAT912828XG0 40458 003 20,000,000.00 20,000,000.00Maturity05/31/202205/31/2022RedemptionUNITED STATES912828XR6 40458 003 175,000.00 175,000.0005/31/202205/31/2022InterestUNITED STATES912828XR6 40458 003 35,576.92 -35,576.92 0.0005/31/202205/31/2022Accr IntUNITED STATES912828XR6 40465 003 10,000,000.00 10,000,000.00Maturity05/04/202205/04/2022RedemptionFEDERAL FARM CR3133EMYL0 40465 003 2,000.00 2,000.0005/04/202205/04/2022InterestFEDERAL FARM CR3133EMYL0 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40465 003 777.78 -777.78 0.0005/04/202205/04/2022Accr IntFEDERAL FARM CR3133EMYL0 40467 003 7,812.50 7,812.5001/17/202506/21/2022InterestFEDERAL HOME3130AQCN1 40469 003 4,647.50 4,647.5009/29/202306/29/2022InterestFEDERAL HOME LN3134GXJH8 40469 003 490.57 -490.57 0.0009/29/202306/29/2022Accr IntFEDERAL HOME LN3134GXJH8 40472 003 37,500.00 37,500.0001/28/202504/29/2022InterestFEDERAL HOME3130AQQQ9 40474 003 20,000,000.00 20,000,000.00Maturity06/16/202206/16/2022RedemptionUNITED STATES912796J42 40475 003 13,500.00 13,500.0010/28/202504/29/2022InterestFEDERAL HOME3130AQMQ3 40476 003 20,000,000.00 20,000,000.00Maturity06/15/202206/15/2022RedemptionUNITED STATES9128286Y1 40476 003 175,000.00 175,000.0006/15/202206/15/2022InterestUNITED STATES9128286Y1 40476 003 40,384.62 -40,384.62 0.0006/15/202206/15/2022Accr IntUNITED STATES9128286Y1 40477 003 37,500.00 37,500.0001/28/202504/29/2022InterestFEDERAL HOME3130AQQQ9 40478 003 19,531.25 19,531.2510/28/202404/29/2022InterestFEDERAL HOME3130AQMU4 40480 003 6,017.50 6,017.5010/12/202304/12/2022InterestFEDERAL FARM CR3133ENAL4 40480 003 3,476.78 -3,476.78 0.0010/12/202304/12/2022Accr IntFEDERAL FARM CR3133ENAL4 40481 003 80,000,000.00 80,000,000.00Maturity06/23/202206/23/2022RedemptionUNITED STATES912796R43 40484 003 1,000,000.00 1,000,000.00Maturity05/23/202205/23/2022RedemptionFEDERAL HOME3130ABCF1 40484 003 12,500.00 12,500.0005/23/202205/23/2022InterestFEDERAL HOME3130ABCF1 40484 003 5,416.67 -5,416.67 0.0005/23/202205/23/2022Accr IntFEDERAL HOME3130ABCF1 40487 003 104,025.00 104,025.0005/11/202405/11/2022InterestAPPLE INC, SR GLBL037833CU2 40487 003 61,837.08 -61,837.08 0.0005/11/202405/11/2022Accr IntAPPLE INC, SR GLBL037833CU2 40488 003 3,000,000.00 3,000,000.00Maturity05/11/202205/11/2022RedemptionAPPLE INC, SR GLBL037833CQ1 40488 003 34,500.00 34,500.0005/11/202205/11/2022InterestAPPLE INC, SR GLBL037833CQ1 40488 003 20,508.33 -20,508.33 0.0005/11/202205/11/2022Accr IntAPPLE INC, SR GLBL037833CQ1 40490 003 32,000.00 32,000.0011/02/202305/02/2022InterestFEDERAL HOME LN3134GW6E1 40490 003 23,644.44 -23,644.44 0.0011/02/202305/02/2022Accr IntFEDERAL HOME LN3134GW6E1 40491 003 4,510,000.00 4,510,000.00Maturity06/08/202206/08/2022RedemptionFEDERAL HOME LN3134GVJ66 40491 003 5,637.50 5,637.5006/08/202206/08/2022InterestFEDERAL HOME LN3134GVJ66 40491 003 3,069.31 -3,069.31 0.0006/08/202206/08/2022Accr IntFEDERAL HOME LN3134GVJ66 40492 003 20,000,000.00 20,000,000.00Maturity04/21/202204/21/2022RedemptionTMCC DISC NOTE89233HDM3 40493 003 20,000,000.00 20,000,000.00Maturity06/09/202206/09/2022RedemptionTMCC DISC NOTE89233HF90 40494 003 10,000,000.00 10,000,000.00Maturity06/02/202206/02/2022RedemptionTMCC DISC NOTE89233HF25 40497 003 7,157.70 7,157.7012/27/202406/27/2022InterestFEDERAL HOME3130AR7C9 40501 003 1,696.50 1,696.5010/12/202304/12/2022InterestFEDERAL FARM CR3133ENAL4 40501 003 1,508.00 -1,508.00 0.0010/12/202304/12/2022Accr IntFEDERAL FARM CR3133ENAL4 40502 003 62,000.00 62,000.0012/09/202406/09/2022InterestFEDERAL HOME3130AMR53 40502 003 35,477.78 -35,477.78 0.0012/09/202406/09/2022Accr IntFEDERAL HOME3130AMR53 40505 003 6,500.00 6,500.0010/27/202504/27/2022InterestFEDERAL HOME LN3134GW5R3 40505 003 5,236.11 -5,236.11 0.0010/27/202504/27/2022Accr IntFEDERAL HOME LN3134GW5R3 40509 003 29,280.00 29,280.0011/02/202305/02/2022InterestFEDERAL HOME LN3134GW6E1 40509 003 24,074.67 -24,074.67 0.0011/02/202305/02/2022Accr IntFEDERAL HOME LN3134GW6E1 40512 003 7,458.33 7,458.3311/22/202305/23/2022InterestFEDERAL HOME3130APWH4 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40512 003 5,250.00 -5,250.00 0.0011/22/202305/23/2022Accr IntFEDERAL HOME3130APWH4 40513 003 6,134.70 6,134.7012/13/202306/13/2022InterestFEDERAL FARM CR3133ENGW4 40513 003 3,646.74 -3,646.74 0.0012/13/202306/13/2022Accr IntFEDERAL FARM CR3133ENGW4 40514 003 1,549.05 1,549.0511/13/202305/13/2022InterestFFCB 0.23% MAT3133EMYW6 40514 003 1,179.00 -1,179.00 0.0011/13/202305/13/2022Accr IntFFCB 0.23% MAT3133EMYW6 40515 003 3,290,758.96 -3,290,758.9608/03/202304/11/2022PurchaseFEDERAL NATL MTG3135G05P4 40516 003 1,345,539.61 -1,345,539.6101/28/202504/11/2022PurchaseFEDERAL HOME3130AQJM6 40517 003 5,717,054.67 -5,717,054.6706/28/202404/11/2022PurchaseFEDERAL HOME3130AMU67 40517 003 12,000.00 12,000.0006/28/202406/28/2022InterestFEDERAL HOME3130AMU67 40517 003 6,866.67 -6,866.67 0.0006/28/202406/28/2022Accr IntFEDERAL HOME3130AMU67 40518 003 22,084,305.78 -22,084,305.7801/13/202504/11/2022PurchaseFEDERAL HOME3130AQGT4 40519 003 22,476,841.41 -22,476,841.4101/27/202504/11/2022PurchaseFEDERAL HOME3130AQMR1 40520 003 3,016,514.00 -3,016,514.0008/28/202404/11/2022PurchaseFEDERAL HOME3130AQZ48 40521 003 8,893,165.33 -8,893,165.3311/27/202304/22/2022PurchaseFEDERAL HOME3130APXH3 40521 003 36,074.67 36,074.6711/27/202305/27/2022InterestFEDERAL HOME3130APXH3 40521 003 28,981.33 -28,981.33 0.0011/27/202305/27/2022Accr IntFEDERAL HOME3130APXH3 40522 003 3,261,941.67 -3,261,941.6703/03/202504/22/2022PurchaseFEDERAL FARM CR3133EMSC7 40523 003 20,000,000.00 -20,000,000.0004/29/202704/29/2022PurchaseFEDERAL HOME3130ARVJ7 40524 003 19,893,433.33 -19,893,433.3310/20/202504/22/2022PurchaseFEDERAL FARM CR3133ENUZ1 40525 003 10,000,000.00 -10,000,000.0004/29/202504/29/2022PurchaseFHLMC 2.5% MAT3134GXSF2 40526 003 20,000,000.00 -20,000,000.0010/27/202604/27/2022PurchaseFEDERAL FARM CR3133ENVK3 40527 003 3,456,536.86 -3,456,536.8611/24/202304/22/2022PurchaseFEDERAL HOME3130APM44 40527 003 8,912.50 8,912.5011/24/202305/24/2022InterestFEDERAL HOME3130APM44 40527 003 7,328.06 -7,328.06 0.0011/24/202305/24/2022Accr IntFEDERAL HOME3130APM44 40528 003 4,059,122.22 -4,059,122.2211/03/202504/25/2022PurchaseMICROSOFT CORP,594918BJ2 40528 003 62,500.00 62,500.0011/03/202505/03/2022InterestMICROSOFT CORP,594918BJ2 40528 003 59,722.22 -59,722.22 0.0011/03/202505/03/2022Accr IntMICROSOFT CORP,594918BJ2 40529 003 13,245,848.60 -13,245,848.6010/27/202304/29/2022PurchaseFEDERAL HOME3130ARR86 40530 003 4,846,261.08 -4,846,261.0803/01/202305/11/2022PurchaseFEDERAL FARM CR3133EMSE3 40531 003 10,492,886.31 -10,492,886.3112/08/202305/11/2022PurchaseFEDERAL HOME3130A0F70 40531 003 172,378.13 172,378.1312/08/202306/08/2022InterestFEDERAL HOME3130A0F70 40531 003 146,521.41 -146,521.41 0.0012/08/202306/08/2022Accr IntFEDERAL HOME3130A0F70 40532 003 1,462,798.96 -1,462,798.9611/22/202305/11/2022PurchaseFEDERAL HOME3130APQJ7 40532 003 4,312.50 4,312.5011/22/202305/23/2022InterestFEDERAL HOME3130APQJ7 40532 003 4,048.96 -4,048.96 0.0011/22/202305/23/2022Accr IntFEDERAL HOME3130APQJ7 40533 003 5,864,952.00 -5,864,952.0011/22/202305/12/2022PurchaseFEDERAL HOME3130APWH4 40533 003 22,375.00 22,375.0011/22/202305/23/2022InterestFEDERAL HOME3130APWH4 40533 003 21,000.00 -21,000.00 0.0011/22/202305/23/2022Accr IntFEDERAL HOME3130APWH4 40534 003 14,671,671.67 -14,671,671.6703/13/202305/12/2022PurchaseFEDERAL FARM CR3133ELSP0 40535 003 1,507,492.19 -1,507,492.1903/10/202305/12/2022PurchaseFEDERAL FARM CR3133EMST0 40536 003 2,655,242.66 -2,655,242.6605/26/202305/12/2022PurchaseFEDERAL HOME LN3134G3X54 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40536 003 26,350.00 26,350.0005/26/202305/26/2022InterestFEDERAL HOME LN3134G3X54 40536 003 24,300.56 -24,300.56 0.0005/26/202305/26/2022Accr IntFEDERAL HOME LN3134G3X54 40537 003 9,305,885.27 -9,305,885.2705/12/202305/17/2022PurchaseFHLB 2.125% MAT3130AS3T46 40538 003 5,394,509.33 -5,394,509.3311/24/202305/25/2022PurchaseIBRD 0.25% MAT459058JM6 40539 003 3,835,000.00 -3,835,000.0011/24/202305/24/2022PurchaseFEDERAL HOME3130AS2M0 40540 003 19,994,294.44 -19,994,294.4406/06/202205/24/2022PurchaseTMCC DISC NOTE89233HF66 40540 003 20,000,000.00 20,000,000.00Maturity06/06/202206/06/2022RedemptionTMCC DISC NOTE89233HF66 40541 003 10,060,766.67 -10,060,766.6709/09/202205/24/2022PurchaseFEDERAL HOME313380GJ0 40542 003 2,699,460.00 -2,699,460.0011/24/202305/24/2022PurchaseFEDERAL HOME3130AS3J6 40543 003 4,885,000.00 -4,885,000.0005/26/202305/26/2022PurchaseFEDERAL HOME3130AS4H9 40544 003 3,642,027.40 -3,642,027.4005/17/202405/24/2022PurchaseFEDERAL HOME3130ARVT5 40545 003 18,960,758.11 -18,960,758.1111/27/202405/24/2022PurchaseFEDERAL HOME3130AMNR9 40545 003 62,500.00 62,500.0011/27/202405/31/2022InterestFEDERAL HOME3130AMNR9 40545 003 61,111.11 -61,111.11 0.0011/27/202405/31/2022Accr IntFEDERAL HOME3130AMNR9 40546 003 19,086,244.44 -19,086,244.4406/28/202405/24/2022PurchaseFEDERAL HOME3130AMU67 40546 003 40,000.00 40,000.0006/28/202406/28/2022InterestFEDERAL HOME3130AMU67 40546 003 32,444.44 -32,444.44 0.0006/28/202406/28/2022Accr IntFEDERAL HOME3130AMU67 40547 003 19,475,416.67 -19,475,416.6711/22/202305/24/2022PurchaseFEDERAL HOME3130APWH4 40548 003 10,999,725.00 -10,999,725.0002/23/202305/27/2022PurchaseFEDERAL HOME3130ASB65 40549 003 7,130,337.50 -7,130,337.5003/15/202406/15/2022PurchaseFEDERAL HOME3130ASBG3 40550 003 5,180,630.00 -5,180,630.0006/01/202706/07/2022PurchaseFEDERAL FARM CR3133ENYA2 40551 003 12,915,933.40 -12,915,933.4005/12/202506/07/2022PurchaseFEDERAL HOME LN3134GXRL0 40552 003 8,893,215.72 -8,893,215.7210/25/202406/07/2022PurchaseFEDERAL HOME3130ARMT5 40553 003 9,867,575.00 -9,867,575.0005/11/202306/08/2022PurchaseAPPLE INC, SR NT037833DV9 40554 003 10,426,580.60 -10,426,580.6012/20/202306/14/2022PurchaseFEDERAL AGRIC31422XRQ7 40554 003 37,187.55 37,187.5512/20/202306/21/2022InterestFEDERAL AGRIC31422XRQ7 40554 003 35,947.97 -35,947.97 0.0012/20/202306/20/2022Accr IntFEDERAL AGRIC31422XRQ7 40555 003 1,533,054.60 -1,533,054.6006/16/202306/16/2022PurchaseFEDERAL HOME3130ASD30 40556 003 5,588,441.05 -5,588,441.0506/28/202406/28/2022PurchaseFEDERAL HOME LN3134GXYM0 40557 003 11,211,505.18 -11,211,505.1802/12/202506/15/2022PurchaseMICROSOFT CORP,594918BB9 40558 003 7,202,657.50 -7,202,657.5012/29/202306/29/2022PurchaseFHLMC 2.9% MAT3134GXYT5 40559 003 4,470,615.00 -4,470,615.0012/29/202306/29/2022PurchaseFHLMC 2.9% MAT3134GXYT5 40560 003 1,233,799.83 -1,233,799.8306/14/202406/15/2022PurchaseFEDERAL HOME3130AS6D6 40561 003 985,850.13 -985,850.1310/05/202306/15/2022PurchaseFEDERAL FARM CR3133EMBQ4 40562 003 6,967,350.00 -6,967,350.0008/18/202306/15/2022PurchaseFEDERAL NATL MTG3135G05U3 40563 003 4,841,900.00 -4,841,900.0008/03/202306/15/2022PurchaseFEDERAL NATL MTG3135G05P4 40564 003 7,152,125.00 -7,152,125.0002/12/202506/16/2022PurchaseMICROSOFT CORP,594918BB9 40565 003 4,924,345.83 -4,924,345.8301/27/202306/15/2022PurchaseFEDERAL HOME LN3134GXKH6 40566 003 400,000,000.00 -400,000,000.0006/24/2022PurchaseCAMP 1.27%CAMP 40566 003 79,000,000.00 -79,000,000.0006/27/2022PurchaseCAMP 1.27%CAMP 40566 003 26,000,000.00 -26,000,000.0006/28/2022PurchaseCAMP 1.27%CAMP 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40566 003 236,000,000.00 236,000,000.0006/30/2022RedemptionCAMP 1.27%CAMP Totals for General Pool 1,857,688,024.4 1,464,520,766.8 6,253,266.57 -386,913,990.98 40371 152 901,000.00 901,000.00Maturity06/15/202206/15/2022RedemptionUNITED STATES9128286Y1 40371 152 7,883.75 7,883.7506/15/202206/15/2022InterestUNITED STATES9128286Y1 Totals for CSJ/CSC JP 901,000.00 7,883.75 908,883.75
40162 501 1,033.98 -1,033.9804/01/2022PurchaseWELLS 0.01%VP4560000 40162 501 3,012.98 -3,012.9805/04/2022PurchaseWELLS 0.01%VP4560000 40162 501 9,067.11 -9,067.1106/02/2022PurchaseWELLS 0.01%VP4560000 40162 501 1,033.98 1,033.9804/01/2022InterestWELLS 0.01%VP4560000 40162 501 3,012.98 3,012.9805/04/2022InterestWELLS 0.01%VP4560000 40162 501 9,067.11 9,067.1106/02/2022InterestWELLS 0.01%VP4560000 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

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

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Undefined Dealer
400,000,000.00 1.270 269,000,000.00400,000,000.0006/24/2022 1.27007/01 - MonthlyCAMP40566CAMP LA2003 Subtotal 269,000,000.00400,000,000.00 0.00400,000,000.00 Purchased from: CastleOak Securities LP
1,400,000.00 1.250 01/28/2025 1,346,599.461,341,991.00 3,548.6104/11/2022 2.80007/28 - 01/28FHLB405163130AQJM6 MC1003 1,500,000.00 0.575 11/22/2023 1,462,493.191,458,750.00 Received05/11/2022 2.41605/22 - 11/22FHLB405323130APQJ7 MC1003 14,800,000.00 0.750 03/13/2023 14,677,332.0914,653,480.00 18,191.6705/12/2022 1.94909/13 - 03/13FFCB405343133ELSP0 FAC003 1,530,000.00 0.140 03/10/2023 1,510,884.901,507,123.29 368.9005/12/2022 1.97009/10 - 03/10FFCB405353133EMST0 MC1003 6,000,000.00 0.750 11/22/2023 5,857,854.465,843,952.00 Received05/12/2022 2.49605/23 - 11/23FHLB405333130APWH4 MC1003 9,305,000.00 2.125 05/12/2023 9,303,369.669,303,139.00 2,746.2705/17/2022 2.14511/12 - 05/12FHLB405373130AS3T46 FAC003 20,000,000.00 0.625 11/27/2024 18,944,733.4518,899,647.00 Received05/24/2022 2.91605/28 - 11/28FHLB405453130AMNR9 MC1003 20,000,000.00 0.400 06/28/2024 19,100,231.5619,053,800.00 Received05/24/2022 2.74006/28 - 12/28FHLB405463130AMU67 MC1003 20,000,000.00 0.750 11/22/2023 19,511,105.9519,475,000.00 416.6705/24/2022 2.55111/23 - 05/23FHLB405473130APWH4 MC1003 10,779,000.00 0.690 12/20/2023 10,402,724.6510,390,632.63 Received06/14/2022 3.14106/20 - 12/20FAMC4055431422XRQ7 MC1003 5,615,000.00 3.125 06/28/2024 5,588,551.715,588,441.0506/28/2022 3.37212/28 - 06/28FHLMC405563134GXYM0 MC1003 7,250,000.00 2.900 12/29/2023 7,202,832.847,202,657.5006/29/2022 3.35012/29 - 06/29FHLMC405583134GXYT5 MC1003 4,500,000.00 2.900 12/29/2023 4,470,723.834,470,615.0006/29/2022 3.35012/29 - 06/29FHLMC405593134GXYT5 MC1003 Subtotal 119,379,437.75119,189,228.47 25,272.12122,679,000.00 Purchased from: FHN Financial
20,000,000.00 3.250 04/29/2027 20,000,000.0020,000,000.0004/29/2022 3.25010/29 - 04/29FHLB405233130ARVJ7 MC1003 5,200,000.00 3.450 06/01/2027 5,177,939.135,177,640.00 2,990.0006/07/2022 3.54512/01 - 06/01FFCB405503133ENYA2 MC1003 7,150,000.00 2.125 03/15/2024 7,130,836.877,130,337.5006/15/2022 2.12509/15 - 03/15FHLB405493130ASBG3 MC1003 Subtotal 32,308,776.0032,307,977.50 2,990.0032,350,000.00 Purchased from: Piper Sandler & Co.
3,835,000.00 2.650 11/24/2023 3,835,000.003,835,000.0005/24/2022 2.65011/24 - 05/24FHLB405393130AS2M0 MC1003 2,700,000.00 2.500 11/24/2023 2,699,497.002,699,460.0005/24/2022 2.51411/24 - 05/24FHLB405423130AS3J6 MC1003 8,905,000.00 2.800 10/25/2024 8,865,269.388,864,126.05 29,089.6706/07/2022 3.00010/25 - 04/25FHLB405523130ARMT5 MC1003 12,940,000.00 3.125 05/12/2025 12,889,038.1112,887,851.80 28,081.6006/07/2022 3.27011/12 - 05/12FHLMC405513134GXRL0 MC1003 10,000,000.00 0.750 05/11/2023 9,871,484.989,861,950.00 5,625.0006/08/2022 2.26611/11 - 05/11AAPL40553037833DV9 MTN003 Subtotal 38,160,289.4738,148,387.85 62,796.2738,380,000.00 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
at PurchasePayment Periods
April 1, 2022 - June 30, 2022
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: RBC Capital Markets
20,000,000.00 3.650 10/27/2026 20,000,000.0020,000,000.0004/27/2022 3.65010/27 - 04/27FFCB405263133ENVK3 MC1003 13,270,000.00 1.625 10/27/2023 13,248,631.8513,245,848.6004/29/2022 1.99710/27 - 04/27FHLB405293130ARR86 MC1003 1,540,000.00 2.290 06/16/2023 1,533,343.991,533,054.6006/16/2022 2.75012/16 - 06/16FHLB405553130ASD30 MC1003 Subtotal 34,781,975.8434,778,903.20 0.0034,810,000.00
Purchased from: Raymond James & Associates
3,500,000.00 0.480 03/03/2025 3,275,740.163,259,655.00 2,286.6704/22/2022 3.00009/03 - 03/03FFCB405223133EMSC7 MC1003 Subtotal 3,275,740.163,259,655.00 2,286.673,500,000.00
Purchased from: Truist Securities Inc
5,000,000.00 0.125 01/27/2023 4,927,575.234,921,950.00 2,395.8306/15/2022 2.69407/27 - 01/27FHLMC405653134GXKH6 MC1003 Subtotal 4,927,575.234,921,950.00 2,395.835,000,000.00
Purchased from: Toyota Financial Services
20,000,000.00 0.790 06/06/2022 0.0019,994,294.4405/24/2022 0.79006/06 - At MaturityTMCC4054089233HF66 ACP003 Subtotal 0.0019,994,294.44 0.0020,000,000.00
Purchased from: UBS Financial Services
20,000,000.00 3.090 10/20/2025 19,896,033.3919,890,000.00 3,433.3304/22/2022 3.25810/20 - 04/20FFCB405243133ENUZ1 MC1003 10,000,000.00 2.000 09/09/2022 10,012,369.5210,019,100.00 41,666.6705/24/2022 1.33709/09 - Final Pmt.FHLB40541313380GJ0 FAC003 Subtotal 29,908,402.9129,909,100.00 45,100.0030,000,000.00 Purchased from: Unionbanc Investment
3,060,000.00 2.000 08/28/2024 3,013,945.753,009,204.00 7,310.0004/11/2022 2.72408/28 - 02/28FHLB405203130AQZ48 MC1003 3,371,000.00 0.300 08/03/2023 3,302,772.673,288,848.73 1,910.2304/11/2022 2.19608/03 - 02/03FNMA405153135G05P4 MC1003 3,565,000.00 0.500 11/24/2023 3,463,176.623,449,208.80 Received04/22/2022 2.60005/24 - 11/24FHLB405273130APM44 MC1003 4,000,000.00 3.125 11/03/2025 3,999,431.233,999,400.00 Received04/25/2022 3.12905/03 - 11/03MSFT40528594918BJ2 MTN003 4,916,000.00 0.110 03/01/2023 4,857,414.844,845,209.60 1,051.4805/11/2022 1.92009/01 - 03/01FFCB405303133EMSE3 MC1003 10,215,000.00 3.375 12/08/2023 10,334,780.6910,346,364.90 Received05/11/2022 2.53606/08 - 12/08FHLB405313130A0F70 FAC003 2,635,000.00 2.000 05/26/2023 2,631,473.752,630,942.10 Received05/12/2022 2.15005/26 - 11/26FHLMC405363134G3X54 FAC003 3,630,000.00 3.000 05/17/2024 3,639,395.643,639,909.90 2,117.5005/24/2022 2.71611/17 - 05/17FHLB405443130ARVT5 MC1003 4,885,000.00 2.250 05/26/2023 4,885,000.004,885,000.0005/26/2022 2.25011/26 - 05/26FHLB405433130AS4H9 MC1003 11,000,000.00 1.880 02/23/2023 10,999,760.1510,999,725.0005/27/2022 1.88511/23 - 02/23FHLB405483130ASB65 MC1003 11,335,000.00 2.700 02/12/2025 11,110,752.7211,106,939.80 104,565.3806/15/2022 3.49808/12 - 02/12MSFT40557594918BB9 MTN003 7,250,000.00 2.700 02/12/2025 7,087,293.627,084,700.00 67,425.0006/16/2022 3.60708/12 - 02/12MSFT40564594918BB9 MTN003 Subtotal 69,325,197.6869,285,452.83 184,379.5969,862,000.00 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
at PurchasePayment Periods
April 1, 2022 - June 30, 2022
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Wells Fargo Securities
6,000,000.00 0.400 06/28/2024 5,739,278.295,710,188.00 Received04/11/2022 2.66106/28 - 12/28FHLB405173130AMU67 MC1003 23,060,000.00 1.100 01/13/2025 22,105,985.4822,022,300.00 62,005.7804/11/2022 2.80807/13 - 01/13FHLB405183130AQGT4 MC1003 23,390,000.00 1.250 01/27/2025 22,494,138.3522,416,742.10 60,099.3104/11/2022 2.80807/27 - 01/27FHLB405193130AQMR1 MC1003 9,120,000.00 0.800 11/27/2023 8,894,881.928,864,184.00 Received04/22/2022 2.60405/27 - 11/27FHLB405213130APXH3 MC1003 10,000,000.00 2.500 04/29/2025 10,000,000.0010,000,000.0004/29/2022 2.50010/29 - 04/29FHLMC405253134GXSF2 MC1003 5,580,000.00 0.250 11/24/2023 5,406,862.165,394,470.58 38.7505/25/2022 2.52711/24 - 05/24IBRD40538459058JM6 MC2003 1,025,000.00 0.270 10/05/2023 986,663.08985,312.00 538.1306/15/2022 3.32510/05 - 04/05FFCB405613133EMBQ4 MC1003 1,250,000.00 2.875 06/14/2024 1,234,062.731,233,700.00 99.8306/15/2022 3.55712/14 - 06/14FHLB405603130AS6D6 MC1003 7,200,000.00 0.350 08/18/2023 6,968,269.796,959,160.00 8,190.0006/15/2022 3.27508/18 - 02/18FNMA405623135G05U3 MC1003 5,000,000.00 0.300 08/03/2023 4,842,815.694,836,400.00 5,500.0006/15/2022 3.26408/03 - 02/03FNMA405633135G05P4 MC1003 Subtotal 88,672,957.4988,422,456.68 136,471.8091,625,000.00 840,217,405.97Total Purchases 848,206,000.00 461,692.28 689,740,352.53 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