Investment Report — Public Safety, Finance and Strategic Support Committee (psfss), November 17, 2022

11/7/2022
TO: HONORABLE MAYOR AND FROM: Julia H. Cooper

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

THE QUARTER ENDED
SEPTEMBER 30, 2022
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended September 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 November 17, 2022 and will be agendized through the PSFSS Committee for review by the full City Council.

Summary of portfolio performance and compliance for quarter ended September 30, 2022:
• Size of total portfolio: $2,475,016,963
• Earned income yield: 1.619%
• Weighted average days to maturity: 597 days
• Fiscal year-to-date net interest earnings: $10,280,845 • No exceptions to the City’s Investment Policy during this quarter During the quarter, the City’s external auditor, Macias, Gini, & O’Connell LLP, evaluated the City’s investment program for the year ended June 30, 2022. The Independent Accountant’s Report on Applying Agreed-Upon Procedure is included herewith. The report noted one finding and no exceptions to the Investment Policy. Staff has since made the correction in the investment accounting system.

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
cc: Jennifer A. Maguire, City Manager
Joe Rois, City Auditor
Nora Frimann, City Attorney
Luz Cofresí-Howe, Assistant Director of Finance
PSFSS COMMITTEE: 11/17/2022
ITEM: (c)1.

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City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
SEPTEMBER 30, 2022
Prepared by
Finance Department
Debt and Treasury Management Division
Julia H. Cooper
Director of Finance
Investment Report for
The Quarter Ended
September 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
Qianyu Sun
Deputy Director of Finance,
Debt & Treasury Management Division
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 SEPTEMBER 30, 2022

TABLE OF CONTENTS

LETTER OF TRANSMITTAL
SECTION A. PORTFOLIO STATISTICS
Portfolio Statistics – Quarter-to-Date
SECTION B. TOTAL EARNINGS REPORTS
Total Earnings – Quarter-to-Date
SECTION C.

SECTION D.

PORTFOLIO HOLDINGS AT COST
Investment Status Report

MARKET VALUE OF PORTFOLIO
Portfolio Details - Investments
SECTION E. DETAIL OF INVESTMENT ACTIVITY
Transaction Activity Report
Reconciliation of Investment Activities
Purchase Report
SECTION F. INDEPENDENT ACCOUNTANT’S REPORT
Independent Accountant’s Report on Applying Agreed-Upon Procedures as of June 30, 2022

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

INVESTMENT SUMMARY
For the Quarter Ended September 30, 2022 June 30, 2022 September 30, 2021 Total Portfolio
Portfolio Value (1) (2) $2,475,016,963 $2,725,410,958 $2,046,949,882 Earned Interest Yield 1.619% 1.111% 0.918%
Dollar-weighted average yield
Purchases 3.428% 1.990% 0.120%
Maturities 1.075% 0.622% 0.562%
Called Securities 1.542% 2.258% 1.131%
Weighted avg. yield at end of period 1.973% 1.295% 0.886% Weighted avg. days to maturity 597 533 552
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,454,787,041 $2,705,254,061 $2,025,891,114 Earned Interest Yield 1.617% 1.116% 0.927%
Dollar-weighted average yield
Purchases 3.428% 1.990% 0.120%
Maturities 1.075% 0.622% 0.562%
Called Securities 1.542% 2.258% 1.131%
Weighted avg. yield at end of period 1.967% 1.301% 0.895% Weighted avg. days to maturity 602 537 558
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 ($421,427,571). 3 Total excludes other restricted funds required to be invested separately.

DIRECTOR

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

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

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

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,475,016,963
U.S. Treasury
$196,537,994 7.9%
U.S. Agency
$1,165,476,242 47.1%
Supranationals
$188,911,002 7.6%
Negotiable
Certificate of
Deposit (NCD)
$50,000,000 2.0%
Commercial Paper
$49,791,667 2.0%
Corporate Notes
$296,790,703 12.0%
Asset Backed
Securities
$7,704,618 0.3%
Muni Bonds
$206,687,818

8.4%
Mortgage Backed
Securities
$113,251,947 4.6%
JPAP
$175,610,073 7.1%
Money Market Fund
$22,254,900 0.9%
LAIF $2,000,000

0.1%

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

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

Balances by Fund Type1
$2,462,873,974
Portfolio Balance $2,475,016,963
General Banking Balance 7,901,735
Deposit-in-Transit, Outstanding Checks2(20,044,724)
Total Balances per FMS $2,462,873,974
1 General Fund includes $542,042,503 of General Fund (Fund 001) as well as $114,011,937 of other General Fund funds which are separately tracked including the Emergency Reserve Fund, Coronavirus Aid, Relief, and Economic Security Act (CARES Act), American Rescue Plan Act of 2021 (ARPA) including Emergency Rental Assistance funds established by ARPA, Developer Fees, Depositor Funds, and other smaller funds and reserves. 2 Reflects timing difference between when deposits are made and accounted for in FMS or when checks are written and not yet cashed by the receiving party.

Internal Services
Fund $10,705,969
Airport
$242,255,593
Capital Projects
$91,728,083
Debt Service
$60,048,769
Development
Fees
$46,015,752
General Fund
$656,054,440
Muni Water
$31,538,963
Parking
$44,188,068
Housing
$320,849,104
Special Revenue Funds
$434,828,374
Wastewater
$411,950,834
Trust & Agency
$12,438,827
SJ Clean Energy
$100,271,197

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

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General Fund Balances
The General Fund balances decreased by $287.3 million during the quarter and ended with a balance of $656.1 million as of September 30, 2022. This decrease is attributed to prefunding of employer retirement contributions in July 2022, and debt service payments in August 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 following graph compares monthly balances of five largest City funds as reported by FMS.

Monthly Comparison of Balances by Fund Type
September 2020 – September 2022
Prefunding of Annual Retirement Contributions
The City opted to prefund Tier 1 annual employer retirement contributions along with Other Post-Employment Benefit (OPEB) contributions for Fiscal Year 2022-23. The total prefunding amount was $421 million. In anticipation of this cash outflow, the City set aside $146 million in cash and matured investments and issued $275 million Tax Revenue Anticipation Notes (TRANs) on July 1, 2022, that were purchased directly by Bank of America, N.A. (Bank). The TRANs maturity dates are February 28, 2023, and June 30, 2023, with $137.5 million due on each date along with the accrued interest. The fixed interest rate on the Notes is 3.09% for the February 28th maturity and 3.36% for the June 30th maturity.

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 $0
$100
$200
$300
$400
$500
$600
$700
$800
$900
$1000
Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

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

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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 September 30, 2022, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $2,099,214
Wells Fargo:

General Account $209,198
Total Wells Fargo Funds $209,198
Wilmington Trust:

Total Wilmington Trust Funds $470,002 (A)
TOTAL $2,778,414
(A) Funds restricted for tax allocation bond debt service payments

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 September 30, 2022 June 30, 2022 September 30, 2021 Quarter-End
Total interest earnings $10,298,752 $6,864,084 $4,823,727 Realized gains (losses) ($17,907) ($924) $3,222
Total income recognized $10,280,845 $6,863,160 $4,826,949 Fiscal Year-to-Date
Total interest earnings $10,298,752 $21,204,388 $4,823,727 Realized gains (losses)3 ($17,907) ($15,235) $3,222
Total income recognized $10,280,845 $21,189,153 $4,826,949 3 Realized losses are attributed primarily to CUSIP 594918BH6 (Microsoft Corp 2.65% due 11/03/2022) for $17,815.05, which was purchased at a premium price of 101.74% and called prior to maturity at par (100%). Security premiums are amortized to maturity. When a security is called prior to maturity, unamortized premium is recorded as realized loss.

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

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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
September 2020 – September 2022
Fund 3 Portfolio’s WAM increased from 537 days on June 30, 2022, to 602 days on September 30, 2022. The weighted average yield increased from 1.301% on June 30, 2022, to 1.967% on September 30, 2022.

During the quarter, one corporate note (CUSIP 59498BH6) for $5.6 million was called before maturity, and $13 million of principal was amortized from various mortgage-backed and assetbacked securities. The Federal Reserve Bank moved in an unprecedented fashion this quarter to restrain inflation by raising the Federal Funds Rate 1.5% in two consecutive FOMC meetings.

Due to the rapid rising interest rate environment, many new investments were purchased at higher yields, compared with matured securities. Moreover, treasury staff moved considerable amounts of asset out of lower yielding liquidity vehicles such as CAMP, MMF and LAIF, and invested strategically along the yield curve to improve portfolio yield and target large future outflows such as TRAN payments and debt service payments. As interest rates rose broadly across various sectors, staff also increased portfolio diversification by investing in U.S.

Treasuries, Municipal Bonds, Negotiable Certificates of Deposit (NCDs), Corporate Notes and Mortgage-backed securities. As a result, the aggregate portfolio yield and WAM increased.

0.00 0.50

1.00 1.50

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

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

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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 September 2020 to September 2022.

Portfolio vs. Benchmarks
September 2020 – September 2022
LAIF is a short-term investment option available to local agencies in California. LAIF’s WAM was 304 days as of September 30, 2022, much shorter than the City Fund 3 portfolio’s WAM of 602 days. Normally a shorter portfolio such as LAIF is better positioned to benefit from rapidly rising interest rates especially when the yield curve is inverted as of the present. LAIF experienced significant outflows during this quarter, which limited its investment activities and caused its aggregated yield to be lower than the City’s.

The BAML Index is a broad market index that tracks dollar-denominated, investment-grade, bonds with a remaining maturity of up to three (3) years. To simulate an index portfolio for comparison purpose, Treasury staff calculates a 2-year rolling average of daily BAML Index effective yield in the period from October 1, 2020 to September 30, 2022, the BAML Index effective yield averaged under 1% 16 of the past 24 months, causing the simulate index portfolio

0.00 0.50

1.00 1.50

2.00 2.50

3.00 Sep-20 Dec-20 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Yield (%)
City LAIF BAML
Yield WAM
CITY: 1.967% 602
LAIF: 1.513% 304
BAML 1.155% 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 September 30, 2022 October 31, 2022

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to lag behind the City portfolio and LAIF in performance. As interest rates are expected to continue rising in the near future, the performance gap between the BAML Index and the City portfolio should narrow.

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of September 30, 2022, was approximately $2.47 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 $2,372,832,925 Market Value $2,372,832,925 Original Cost (2,475,016,963) Amortized Cost (2,471,380,453) Net Unrealized Loss $ (102,184,038) Net Unrealized Loss $ (98,547,528) 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 $55 million (original cost basis) and $50 million (amortized cost basis) as of June 30, 2022 to losses of $102 million (original cost) and $99 million (amortized cost) as of September 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 September 30, 2022, was 1.619%, 0.508% higher than the previous quarter and 0.701% higher than a year ago.

COMPLIANCE REPORTING REQUIREMENTS
Pursuant to Section 21.0 of the City’s Investment Policy, “No less than semi-annually each year, a compliance audit shall be conducted of the City’s investment program to determine whether the City’s investments within the City’s pooled portfolio are in compliance with the City’s

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

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Investment Policy, internal controls and department procedures.” These compliance audits per the Investment Policy can be included in the City Auditor’s work plan or can be conducted by an external auditor at the request of the Director of Finance. During the quarter, the City Auditor’s Office engaged the services of Macias, Gini, & O’Connell LLP (“MGO”) to audit the City’s investments within the pooled portfolio.

MGO completed its evaluation for the six-month ended June 30, 2022, and found the City’s investment program to be in compliance with the City’s Investment Policy, internal controls and department procedures. The report noted one difference in market value of 0.02% for one security due to an incorrect CUSIP number in the City’s investment management system. The City has subsequently corrected the CUSIP number. A copy of the Independent Accountant’s Agreed-Upon Procedures Report is attached to this quarterly report (Section F).

Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of September 30, 2022, total revenues and investment maturities for the next six months are anticipated to be approximately $2.06 billion. This is sufficient to cover projected expenditures of approximately $1.98 billion.

Statement of Compliance with the Policy
There were no exceptions or violations outstanding for the quarter ended September 30, 2022.

The investment portfolio meets the requirements of the City’s Investment Policy and California Government Code section 53601.

Comparison of Portfolio Investment Earnings to FY 2022-23 Budget The following is a comparison of actual General Fund investment earnings, on an accrual basis, to the Fiscal Year 2022-23 budget. The Fiscal Year 2022-23 Budget included $4.2 million for interest earnings for the General Fund, based on an assumed net interest yield of 1.62%. The schedule below compares the unaudited actual net investment earnings to the General Fund budget for the quarter ended September 30, 2022. The interest earning rates are less than the forecast for the quarter and for the fiscal year.

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

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BUDGET COMPARISON
Net Investment Earnings Yield
Quarter Ended
Budget(a) 1.62%
Actual(b) 1.47%
Variance (0.15%)
Fiscal Year to Date
Budget(a) 1.62%
Actual(b) 1.47%
Variance (0.15%)
(a) Reflects the 2022-2027 General Fund Forecast Information submitted by Finance on January 27, 2022.
(b) Reflects the earned interest yield less costs to administer the investment program, adjusted for funds with negative cash balances at month end.

INVESTMENT TRADING ACTIVITY
Section E provides a detail of the City’s investment activities, including purchases, maturities, amortization, interest received, and realized gains or losses from trading activities.

In general, the City holds all securities to maturity. On rare occasions, the City may liquidate holdings to raise cash or as allowed under the Investment Policy.

INVESTMENT STRATEGY AND MARKET UPDATE
The Investment Program continues to focus on its core mandates of safety, liquidity, and yield.

Staff continues its effort to match known cash flow outlays in the next 24-month horizon with investment maturities. Beyond the 24-month horizon, staff selectively invests in various assets classes and maturity buckets to diversify the portfolio structure and maximize the portfolio’s earnings potential, as allowed by the Investment Policy.

Gross Domestic Product (GDP) decreased in the second quarter of 2022 by 0.6% annualized rate compared to the previous quarter rate of -1.6%. Although initial jobless claims and continuing claims remained steady, and the national unemployment rate decreased to 3.5% in September 2022 from the previous quarter ended June 30, 2022, persistent high inflation, and future Federal Reserve Bank action continued to dominate headlines and drive the broader markets during this quarter. Year-over-year inflation remained high at 8.2% in September 2022, though down slightly from the previous quarter rate of 9.1%. Mortgage rates reached a 15-year high in September 2022 with the average 30-year mortgage rate rising to 6.7%. Sustained shipping challenges, housing and labor shortages, the continuing war in Ukraine and higher commodity prices contributed to the Federal Reserve raising its benchmark rate by 1.5% this quarter in a bid

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

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to control the rising inflation. Fed officials remain adamant on further tightening of money supply. Fears of economic contraction, and a hard landing of the U.S. economy have gained momentum on concerns of the Fed’s hawkish view of monetary policies and the direction of 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 September 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.

CONCLUSION
The total investment portfolio as of September 30, 2022, was $2,475,016,963 a decrease of approximately $250 million from the previous quarter. For the quarter ended September 30, 2022, the earned interest yield increased from 1.111% to 1.619% as compared to the quarter ended June 30, 2022, and the weighted average days to maturity increased from 533 days to 597 days over the same period. As of September 30, 2022, approximately 55% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/
JULIA H. COOPER
Director of Finance

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SECTION A

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

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

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

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

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

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

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

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

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Fund 003 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 7,956,951.81 73,025.66 8,029,977.47 TOTAL NET EARNINGS THIS PERIOD: 10,185,436.12 95,409.30 10,280,845.42 AVERAGE DAILY PORTFOLIO BALANCE: 2,497,713,789.54 20,197,692.83 2,517,911,482.37 EARNED INCOME YIELD THIS PERIOD 1.617 1.87 1.619
END OF PERIOD PORTFOLIO BALANCE: 2,454,787,040.54 20,229,922.55 2,475,016,963.09 CURRENT AMORTIZED BOOK VALUE: 2,450,734,105.83 20,229,922.55 2,470,964,028.38 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 1.967 2.670 1.973 WEIGHTED AVERAGE DAYS OF MATURITY: 602 1 597
City of San Jose
Portfolio Statistics
Funds: 003, 501
7/1/22 THROUGH 9/30/22

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SECTION B

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

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City of San Jose
Total Earnings
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Investment Number
July 1, 2022 - September 30, 2022
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 1,000,000.00 5,000,000.00 8,937,750.39 1.600 1.350 30,420.53 0.00 0.00 30,420.53 VP6000104 36512 003 FEDRAT 2,024,977.53 252,407,740.81 133,464,662.64 2.810 1.758 591,258.62 0.00 0.00 591,258.62 CSJFA 37042 003 STPOOL 1,000,000.00 5,000,000.00 8,938,356.28 1.600 1.350 30,422.59 0.00 0.00 30,422.59 84247PHX2 37565 003 STNPWR 0.00 2,831,272.50 0.00 3.258 0.00 0.00 0.00 0.00 13063DDF2 37579 003 CAS 5,000,000.00 5,066,150.00 5,066,150.00 2.500 2.185 31,250.00 -3,354.08 0.00 27,895.92 13063DDF2 37588 003 CAS 5,000,000.00 5,019,950.00 5,019,950.00 2.500 2.388 31,250.00 -1,035.47 0.00 30,214.53 3130ACZS6 37589 003 FHLB 0.00 9,982,270.00 0.00 2.100 0.00 0.00 0.00 0.00 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.270 32,970.00 0.00 0.00 32,970.00 13067WPE6 37625 003 CASPWR 1,000,000.00 983,530.00 983,530.00 2.518 2.908 6,295.00 915.00 0.00 7,210.00 4581X0CZ9 37634 003 IADB 0.00 19,089,200.00 15,561,847.83 1.750 2.923 70,972.22 43,684.89 0.00 114,657.11 544351MN6 37638 003 LOS 0.00 4,816,203.75 3,245,702.53 2.900 2.839 23,272.50 -48.51 0.00 23,223.99 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.019 42,500.00 -3,878.78 0.00 38,621.22 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.104 190,625.00 4,285.71 0.00 194,910.71 544351MN6 40036 003 LOS 0.00 4,009,560.00 2,702,094.78 2.900 2.775 19,333.33 -434.55 0.00 18,898.78 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.651 132,500.00 1,006.32 0.00 133,506.32 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.516 31,250.00 407.50 0.00 31,657.50 3137AWQH1 40115 003 FHLMC 0.00 6,630,149.78 1,823,422.43 2.307 -0.100 471.58 -780.98 -151.87 -461.27 3137AWQH1 40121 003 FHLMC 0.00 4,794,219.60 1,318,505.29 2.307 -0.101 341.00 -567.06 -110.27 -336.33 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.887 46,875.00 650.00 0.00 47,525.00 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.818 43,750.00 1,901.34 0.00 45,651.34 3137B4WB8 40148 003 FHLMC 4,250,000.00 4,250,000.00 4,390,781.25 3.060 2.938 32,512.50 0.00 0.00 32,512.50 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.662 12,814.37 -5,114.94 0.00 7,699.43 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.756 9,095.00 -4,306.43 0.00 4,788.57 649902ZM8 40156 003 NYSHGR 2,700,000.00 2,972,376.00 2,972,376.00 5.092 2.049 34,371.00 -19,017.72 0.00 15,353.28 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.538 11,250.00 352.70 0.00 11,602.70 43815NAC8 40158 003 HAROT 322,661.55 956,402.55 628,370.96 1.780 1.766 2,795.79 0.32 1.33 2,797.44 037833DL1 40164 003 AAPL 0.00 999,830.00 782,475.65 1.700 1.682 3,305.56 11.02 0.00 3,316.58 037833DL1 40166 003 AAPL 0.00 4,991,750.00 3,906,586.96 1.700 1.733 16,527.78 534.72 0.00 17,062.50 3137B36J2 40167 003 FHLMC 4,655,344.00 4,784,238.00 4,965,519.32 3.320 2.396 35,465.00 -5,477.99 0.00 29,987.01 3138LC5B7 40169 003 FNMA 1,000,000.00 1,000,000.00 1,019,843.75 2.710 2.636 6,774.99 0.00 0.00 6,774.99 3140HUNV4 40171 003 FNMA 4,893,544.60 4,916,499.95 4,992,225.36 2.420 2.325 29,651.34 -398.14 0.00 29,253.20 30298LAA9 40173 003 FHLMC 4,930,159.20 5,082,925.90 5,021,493.89 1.990 1.958 24,780.92 0.00 0.00 24,780.92 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 2 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.842 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,259,472.58 1,607,163.38 1,531,288.97 2.090 1.509 7,479.43 -1,653.62 0.00 5,825.81 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.648 40,625.00 853.31 0.00 41,478.31 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.981 25,125.00 -151.45 0.00 24,973.55 89233MAD5 40186 003 TMCC 597,692.85 1,010,534.48 797,889.43 1.920 1.911 3,829.75 3.45 10.14 3,843.34 3138ELJW4 40189 003 FNMA 1,014,018.99 2,009,566.12 1,649,748.44 2.791 -3.897 9,385.44 -25,588.67 0.00 -16,203.23 43813VAC2 40190 003 HAROT 2,053,851.84 3,231,722.88 2,664,910.14 1.830 1.831 12,197.54 28.66 71.82 12,298.02 3138L1UV9 40194 003 FNMA 0.00 0.00 0.00 2.220 0.00 0.00 0.00 0.00 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.702 80,132.55 -14,736.96 0.00 65,395.59 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.678 46,750.00 -204.01 0.00 46,545.99 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.325 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.198 41,720.01 0.00 0.00 41,720.01 3138L4EN9 40206 003 FNMA 21,751,961.01 21,921,140.50 22,330,521.29 2.610 2.462 142,295.62 -3,700.80 0.00 138,594.82 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.860 35,750.00 -11,418.00 0.00 24,332.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.626 6,774.99 0.00 0.00 6,774.99 46625HJE1 40213 003 JPM 0.00 2,119,372.00 1,935,078.78 3.250 1.898 15,175.69 -5,919.36 0.00 9,256.33 30295NAE0 40214 003 FHLMC 258,023.13 259,680.56 259,325.25 2.050 2.024 1,325.13 -2.07 0.00 1,323.06 3136ACGJ4 40221 003 FNMA 473,551.08 1,120,518.26 924,690.12 2.509 -1.956 4,641.13 -9,199.07 0.00 -4,557.94 46625HJH4 40223 003 JPM 10,000,000.00 10,405,200.00 10,405,200.00 3.200 1.756 80,000.00 -33,955.30 0.00 46,044.70 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.872 25,899.99 0.00 0.00 25,899.99 3138LDR21 40226 003 FNMA -0.11 -0.11 -0.11 2.275 0.00 0.00 0.00 0.00 30298LAA9 40231 003 FHLMC 579,293.74 597,243.82 597,400.88 1.990 1.785 2,911.76 -224.38 0.00 2,687.38 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.962 2,425.00 0.00 0.00 2,425.00 254687FJ0 40237 003 DIS 0.00 1,405,490.68 947,178.50 1.650 1.812 3,883.00 441.81 0.00 4,324.81 69371RQ33 40238 003 PCAR 0.00 986,760.00 933,131.74 2.000 2.542 4,722.22 1,256.03 0.00 5,978.25 06406RAE7 40242 003 BK 10,444,000.00 10,763,199.97 10,763,199.97 2.950 1.787 77,024.50 -28,556.66 0.00 48,467.84 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.733 42,187.50 -18,724.83 0.00 23,462.67 60412AKS1 40245 003 MNS 3,500,000.00 3,579,380.00 3,579,380.00 2.020 1.065 17,675.00 -8,063.43 0.00 9,611.57 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.699 4,687.50 580.50 0.00 5,268.00 89239RAC0 40252 003 TMCC 636,078.95 862,680.63 745,616.79 1.360 1.365 2,535.46 8.69 21.15 2,565.30 44891LAC7 40253 003 HART 656,064.37 852,352.94 750,302.06 1.410 1.416 2,645.32 9.62 22.69 2,677.63 76913CAX7 40255 003 RIV 1,655,000.00 1,655,000.00 1,655,000.00 2.363 2.344 9,776.92 0.00 0.00 9,776.92 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.645 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.715 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.542 8,807.75 669.62 0.00 9,477.37 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.753 12,740.62 158.55 0.00 12,899.17 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.910 32,734.44 -24,231.46 0.00 8,502.98 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.694 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.538 69,249.99 0.00 0.00 69,249.99 69371RN77 40267 003 PCAR 0.00 2,970,699.68 1,291,608.56 2.300 1.123 7,218.36 -3,561.69 0.00 3,656.67 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 3 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
459058GU1 40269 003 IBRD 0.00 16,606,400.00 0.00 2.125 0.00 0.00 0.00 0.00 43813DAC2 40270 003 HAROT 885,628.90 1,182,593.86 1,028,667.57 0.820 0.819 2,108.84 4.89 10.84 2,124.57 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.349 6,250.00 2,508.33 0.00 8,758.33 3136AL7K1 40272 003 FNMA 2,899,344.59 2,909,733.51 3,144,914.50 2.967 2.608 21,531.03 -856.04 0.00 20,674.99 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.744 75,000.00 0.00 0.00 75,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.649 165,864.75 -121,054.94 0.00 44,809.81 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.841 4,000.00 231.66 0.00 4,231.66 3137B04Y7 40276 003 FHLMC 5,450,000.00 5,450,000.00 5,727,609.38 2.615 2.227 32,153.40 0.00 0.00 32,153.40 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.039 2,620.00 0.00 0.00 2,620.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.213 2,751.75 0.00 0.00 2,751.75 24422EVG1 40279 003 JD 0.00 7,508,925.00 326,475.00 0.550 0.499 458.33 -47.79 0.00 410.54 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.843 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.575 14,500.00 0.00 0.00 14,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.301 7,500.00 75.28 0.00 7,575.28 459058GU1 40287 003 IBRD 0.00 7,779,030.00 0.00 2.125 0.00 0.00 0.00 0.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.538 12,500.00 1,036.16 0.00 13,536.16 3136AGMB5 40289 003 FNMA 716,728.52 986,157.33 940,831.62 2.492 -2.804 5,169.53 -11,819.09 0.00 -6,649.56 3130AJS26 40291 003 FHLB 0.00 25,000,000.00 3,804,347.83 0.220 0.223 2,138.89 0.00 0.00 2,138.89 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.826 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.826 1,353.63 0.00 0.00 1,353.63 30315EAA4 40295 003 FHLMC 3,329,316.99 3,418,905.27 3,399,296.43 0.830 0.762 6,970.04 -438.18 0.00 6,531.86 89237VAB5 40296 003 TMCC 2,553,597.95 3,355,908.93 2,944,867.06 0.440 0.443 3,239.39 13.44 31.75 3,284.58 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.630 8,250.00 -305.67 0.00 7,944.33 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.496 6,375.00 -122.21 0.00 6,252.79 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.497 3,125.00 6.30 0.00 3,131.30 30288WAK5 40300 003 FHLMC 261,205.64 262,572.65 269,424.10 2.190 2.053 1,432.55 -38.66 0.00 1,393.89 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.589 33,750.00 -25,906.89 0.00 7,843.11 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.516 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.417 4,562.25 0.00 0.00 4,562.25 46625HJH4 40308 003 JPM 2,433,000.00 2,587,738.80 2,587,738.80 3.200 0.442 19,464.00 -16,579.15 0.00 2,884.85 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.433 4,687.50 753.34 0.00 5,440.84 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.546 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.833 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.410 4,875.00 287.53 0.00 5,162.53 3138L9QS4 40314 003 FNMA 0.00 2,500,000.00 1,584,706.18 2.810 -36.283 5,854.17 -150,781.25 0.00 -144,927.08 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.486 30,461.00 -25,485.35 0.00 4,975.65 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.248 1,250.00 1,243.33 0.00 2,493.33 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.783 10,650.00 -756.78 0.00 9,893.22 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.797 22,125.00 -1,956.09 0.00 20,168.91 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.502 20,000.00 -17,536.94 0.00 2,463.06 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 4 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.379 33,361.50 -29,356.49 0.00 4,005.01 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.349 8,500.00 297.45 0.00 8,797.45 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.689 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.759 2,648.82 0.00 0.00 2,648.82 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.627 4,889.61 -1,353.58 0.00 3,536.03 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.597 7,858.70 -2,434.23 0.00 5,424.47 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.602 22,075.00 -6,717.43 0.00 15,357.57 3136AY6S7 40327 003 FNMA 3,145,446.16 3,567,819.46 3,500,774.16 2.624 -1.235 20,646.28 -31,542.84 0.00 -10,896.56 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.768 34,447.50 0.00 0.00 34,447.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.426 9,375.00 1,326.37 0.00 10,701.37 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.546 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.317 9,084.37 -2,228.40 0.00 6,855.97 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.413 12,500.00 -2,051.76 0.00 10,448.24 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.492 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.395 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.504 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.493 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.510 12,500.00 345.52 0.00 12,845.52 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.337 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.520 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 3,922,352.30 4,175,668.25 4,140,469.83 0.670 0.531 6,788.38 -1,242.26 0.00 5,546.12 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.500 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.298 37,500.00 -29,666.66 0.00 7,833.34 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.503 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.431 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.386 6,125.00 676.66 0.00 6,801.66 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.508 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 4,950,000.00 4,950,000.00 5,316,300.00 2.588 2.390 32,026.50 0.00 0.00 32,026.50 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.651 16,396.38 0.00 0.00 16,396.38 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.793 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.605 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.992 25,000.00 0.00 0.00 25,000.00 COVID RELIEF 40363 003 STPOOL 0.00 75,000,000.00 74,189,293.67 1.600 1.350 252,510.70 0.00 0.00 252,510.70 06367CKK2 40391 003 BMO 0.00 25,000,000.00 0.00 0.160 0.00 0.00 0.00 0.00 06367CL39 40392 003 BMO 0.00 25,000,000.00 0.00 0.160 0.00 0.00 0.00 0.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 5 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
45950KCS7 40408 003 IFC 24,721,000.00 24,768,711.53 24,768,711.53 0.500 0.353 30,901.25 -8,890.34 0.00 22,010.91 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.007 50,000.00 751.39 0.00 50,751.39 3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.640 12,450.00 933.75 0.00 13,383.75 3130ADRG9 40411 003 FHLB 1,050,000.00 1,081,675.88 1,081,675.88 2.750 0.409 7,218.75 -6,104.56 0.00 1,114.19 3133ENBT6 40412 003 FFCB 1,825,000.00 1,822,098.25 1,822,098.25 0.180 0.314 821.25 618.85 0.00 1,440.10 3135G0T94 40414 003 FNMA 2,700,000.00 2,763,871.20 2,763,871.20 2.375 0.318 16,031.25 -13,818.28 0.00 2,212.97 3135G04Q3 40415 003 FNMA 2,963,000.00 2,952,599.87 2,952,599.87 0.250 0.482 1,851.87 1,736.57 0.00 3,588.44 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.868 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.894 10,359.38 613.92 0.00 10,973.30 45950VLH7 40419 003 IFC 3,173,000.00 3,222,800.24 3,222,800.24 2.000 0.250 15,865.00 -13,833.40 0.00 2,031.60 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.492 6,125.00 2,538.35 0.00 8,663.35 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.917 5,109.38 1,159.03 0.00 6,268.41 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.682 4,921.88 486.37 0.00 5,408.25 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.954 25,250.00 -1,158.33 0.00 24,091.67 3133EMZP0 40424 003 FFCB 1,250,000.00 1,245,450.00 1,245,450.00 0.140 0.387 437.50 777.04 0.00 1,214.54 91282CAG6 40426 003 USTR 0.00 19,993,276.00 13,256,411.26 0.125 0.169 4,144.02 1,507.96 0.00 5,651.98 594918BH6 40431 003 MSFT 0.00 5,677,092.00 3,949,281.39 2.650 -1.081 25,466.50 -18,408.88 -17,815.05 -10,757.43 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.956 16,774.68 -12,078.35 0.00 4,696.33 3133EMGX4 40433 003 FFCB 20,000,000.00 19,961,764.00 19,961,764.00 0.125 0.322 6,250.00 9,945.78 0.00 16,195.78 931142DU4 40434 003 WMT 5,000,000.00 5,094,800.00 5,094,800.00 2.350 0.477 29,375.00 -23,247.95 0.00 6,127.05 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.723 23,351.25 2,783.28 0.00 26,134.53 3133ENAQ3 40437 003 FFCB 20,350,000.00 20,320,899.50 20,320,899.50 0.070 0.241 3,561.25 8,788.74 0.00 12,349.99 742718EU9 40438 003 PG 0.00 10,153,229.94 4,524,808.99 2.150 0.201 23,951.00 -21,656.16 0.00 2,294.84 3130AKDH6 40440 003 FHLB 5,300,000.00 5,294,382.00 5,294,382.00 0.125 0.248 1,656.25 1,652.35 0.00 3,308.60 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.872 7,367.19 -5,020.76 0.00 2,346.43 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.682 14,380.00 -9,332.33 0.00 5,047.67 931142DU4 40444 003 WMT 10,000,000.00 10,184,200.00 10,184,200.00 2.350 0.469 58,750.00 -46,698.59 0.00 12,051.41 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.675 10,617.75 323.55 0.00 10,941.30 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.039 34,755.00 -94.10 0.00 34,660.90 89236THD0 40447 003 TMCC 0.00 5,863,574.60 1,338,424.64 0.450 0.351 1,538.25 -354.09 0.00 1,184.16 89236TEL5 40448 003 TMCC 15,003,000.00 15,332,765.94 15,332,765.94 2.700 0.605 101,270.25 -77,897.47 0.00 23,372.78 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.351 66,978.75 -30,771.81 0.00 36,206.94 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.002 75,000.00 -48,710.11 0.00 26,289.89 459056LD7 40460 003 IBRD 2,000,000.00 2,147,432.00 2,147,432.00 7.625 0.454 38,125.00 -35,669.03 0.00 2,455.97 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.193 6,212.50 1,217.65 0.00 7,430.15 037833DE7 40462 003 AAPL 15,266,000.00 15,537,963.79 15,537,963.79 2.400 0.603 91,596.00 -67,990.94 0.00 23,605.06 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.339 103,908.75 -50,830.11 0.00 53,078.64 037833BU3 40464 003 AAPL 3,052,000.00 3,118,625.16 3,118,625.16 2.850 0.835 21,745.50 -15,180.42 0.00 6,565.08 3130AJY52 40466 003 FHLB 0.00 9,988,752.10 4,560,082.48 0.125 0.317 1,423.61 2,217.13 0.00 3,640.74 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 0.875 0.857 9,618.06 1,146.90 0.00 10,764.96 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 6 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133ENLB4 40468 003 FFCB 20,000,000.00 19,988,000.00 19,988,000.00 0.460 0.516 23,000.00 3,000.00 0.00 26,000.00 3134GXJH8 40469 003 FHLMC 4,225,000.00 4,176,243.50 4,176,243.50 0.220 0.903 2,323.75 7,181.81 0.00 9,505.56 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.483 60,000.00 31,487.89 0.00 91,487.89 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.173 89,745.00 -53,061.13 0.00 36,683.87 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.000 0.955 48,125.00 0.00 0.00 48,125.00 3130AQN584 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 0.700 0.737 24,500.00 1,458.33 0.00 25,958.33 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.000 0.996 17,325.00 720.00 0.00 18,045.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.000 0.955 48,125.00 0.00 0.00 48,125.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 0.875 0.843 26,171.88 375.00 0.00 26,546.88 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.590 41,400.00 64.69 0.00 41,464.69 3133ENAL4 40480 003 FFCB 4,150,000.00 4,103,407.95 4,103,407.95 0.290 0.949 3,008.75 6,807.28 0.00 9,816.03 037833BU3 40482 003 AAPL 2,336,000.00 2,371,857.60 2,371,857.60 2.850 1.321 16,644.00 -8,745.76 0.00 7,898.24 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.738 92,385.00 -37,134.89 0.00 55,250.11 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.179 82,567.50 568.12 0.00 83,135.62 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.796 52,012.50 -18,235.27 0.00 33,777.23 313380GJ0 40489 003 FHLB 0.00 10,068,160.00 7,660,556.52 2.000 0.719 37,777.78 -23,891.13 0.00 13,886.65 3134GW6E1 40490 003 FHLMC 20,000,000.00 19,520,000.00 19,520,000.00 0.320 1.821 16,000.00 73,594.55 0.00 89,594.55 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 1.375 1.624 3,437.50 625.00 0.00 4,062.50 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 1.500 1.560 17,250.00 805.00 0.00 18,055.00 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.350 7,238.13 1,908.39 0.00 9,146.52 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.353 727.50 153.23 0.00 880.73 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.428 10,325.00 3,841.70 0.00 14,166.70 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.176 1,162.50 6,790.66 0.00 7,953.16 3133ENAL4 40501 003 FFCB 1,170,000.00 1,139,135.40 1,139,135.40 0.290 2.023 848.26 4,960.38 0.00 5,808.64 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.427 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.549 3,231.25 10,922.33 0.00 14,153.58 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.548 2,679.69 7,658.31 0.00 10,338.00 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.551 3,250.00 8,794.29 0.00 12,044.29 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.552 2,137.50 6,888.34 0.00 9,025.84 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.551 26,235.00 79,054.13 0.00 105,289.13 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.541 1,443.75 3,543.26 0.00 4,987.01 3134GW6E1 40509 003 FHLMC 18,300,000.00 17,737,824.00 17,737,824.00 0.320 2.306 14,640.00 88,454.27 0.00 103,094.27 3133EL5J9 40510 003 FFCB 13,965,000.00 13,606,518.45 13,606,518.45 0.300 2.146 10,473.75 63,137.65 0.00 73,611.40 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.437 4,648.50 1,618.56 0.00 6,267.06 3130APWH4 40512 003 FHLB 2,000,000.00 1,951,980.00 1,951,980.00 0.750 2.246 3,750.00 7,300.34 0.00 11,050.34 3133ENGW4 40513 003 FFCB 1,859,000.00 1,808,137.76 1,808,137.76 0.660 2.312 3,067.35 7,467.54 0.00 10,534.89 3133EMYW6 40514 003 FFCB 1,347,000.00 1,304,057.64 1,304,057.64 0.230 2.252 774.53 6,629.18 0.00 7,403.71 3135G05P4 40515 003 FNMA 3,371,000.00 3,288,848.73 3,288,848.73 0.300 2.195 2,528.25 15,664.44 0.00 18,192.69 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.826 4,375.00 5,184.52 0.00 9,559.52 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.691 6,000.00 32,726.57 0.00 38,726.57 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 7 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.839 63,415.00 94,146.17 0.00 157,561.17 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.835 73,093.75 87,070.79 0.00 160,164.54 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.720 15,300.00 5,334.47 0.00 20,634.47 3130APXH3 40521 003 FHLB 9,120,000.00 8,864,184.00 8,864,184.00 0.800 2.609 18,240.00 40,040.77 0.00 58,280.77 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.065 4,200.00 20,980.65 0.00 25,180.65 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.224 162,500.00 0.00 0.00 162,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.239 154,500.00 7,869.63 0.00 162,369.63 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 2.500 2.480 62,500.00 0.00 0.00 62,500.00 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.620 182,500.00 0.00 0.00 182,500.00 3130APM44 40527 003 FHLB 3,565,000.00 3,449,208.80 3,449,208.80 0.500 2.608 4,456.25 18,218.89 0.00 22,675.14 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.104 31,250.00 42.59 0.00 31,292.59 3130ARR86 40529 003 FHLB 13,270,000.00 13,245,848.60 13,245,848.60 1.625 1.736 53,909.37 4,040.19 0.00 57,949.56 3133EMSE3 40530 003 FFCB 4,916,000.00 4,845,209.60 4,845,209.60 0.110 1.910 1,351.90 21,969.44 0.00 23,321.34 3130A0F70 40531 003 FHLB 10,215,000.00 10,346,364.90 10,346,364.90 3.375 2.505 86,189.07 -20,851.57 0.00 65,337.50 3130APQJ7 40532 003 FHLB 1,500,000.00 1,458,750.00 1,458,750.00 0.575 2.419 2,156.25 6,737.75 0.00 8,894.00 3130APWH4 40533 003 FHLB 6,000,000.00 5,843,952.00 5,843,952.00 0.750 2.497 11,250.00 25,535.13 0.00 36,785.13 3133ELSP0 40534 003 FFCB 14,800,000.00 14,653,480.00 14,653,480.00 0.750 1.937 27,750.00 43,809.97 0.00 71,559.97 3133EMST0 40535 003 FFCB 1,530,000.00 1,507,123.29 1,507,123.29 0.140 1.960 535.50 6,909.07 0.00 7,444.57 3134G3X54 40536 003 FHLMC 2,635,000.00 2,630,942.10 2,630,942.10 2.000 2.134 13,175.00 976.50 0.00 14,151.50 3130AS3T46 40537 003 FHLB 9,305,000.00 9,303,139.00 9,303,139.00 2.125 2.128 49,432.81 471.80 0.00 49,904.61 459058JM6 40538 003 IBRD 5,580,000.00 5,394,470.58 5,394,470.58 0.250 2.535 3,487.50 30,978.93 0.00 34,466.43 3130AS2M0 40539 003 FHLB 3,835,000.00 3,835,000.00 3,835,000.00 2.650 2.628 25,406.87 0.00 0.00 25,406.87 313380GJ0 40541 003 FHLB 0.00 10,019,100.00 7,623,228.26 2.000 1.322 37,777.78 -12,369.52 0.00 25,408.26 3130AS3J6 40542 003 FHLB 2,700,000.00 2,699,460.00 2,699,460.00 2.500 2.493 16,875.00 90.00 0.00 16,965.00 3130AS4H9 40543 003 FHLB 4,885,000.00 4,885,000.00 4,885,000.00 2.250 2.232 27,478.12 0.00 0.00 27,478.12 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.831 27,225.00 -1,250.90 0.00 25,974.10 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.958 31,250.00 109,669.73 0.00 140,919.73 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.768 20,000.00 112,941.65 0.00 132,941.65 3130APWH4 40547 003 FHLB 20,000,000.00 19,475,000.00 19,475,000.00 0.750 2.553 37,500.00 87,825.28 0.00 125,325.28 3130ASB65 40548 003 FHLB 11,000,000.00 10,999,725.00 10,999,725.00 1.880 1.868 51,700.00 93.05 0.00 51,793.05 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 2.125 2.270 37,984.38 2,808.92 0.00 40,793.30 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.523 44,850.00 1,121.74 0.00 45,971.74 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.249 101,093.75 4,448.66 0.00 105,542.41 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 2.982 62,335.00 4,287.47 0.00 66,622.47 037833DV9 40553 003 AAPL 10,000,000.00 9,861,950.00 9,861,950.00 0.750 2.255 18,750.00 37,310.82 0.00 56,060.82 31422XRQ7 40554 003 FAMC 10,779,000.00 10,390,632.63 10,390,632.63 0.690 3.154 18,593.78 64,016.60 0.00 82,610.38 3130ASD30 40555 003 FHLB 1,540,000.00 1,533,054.60 1,533,054.60 2.290 2.731 8,816.50 1,736.35 0.00 10,552.85 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.350 43,867.19 3,319.87 0.00 47,187.06 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.499 76,511.25 21,447.67 0.00 97,958.92 3134GXYT5 40558 003 FHLMC 7,250,000.00 7,202,657.50 7,202,657.50 2.900 3.330 52,562.50 7,890.42 0.00 60,452.92 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 8 ends

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - September 30, 2022
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3134GXYT5 40559 003 FHLMC 4,500,000.00 4,470,615.00 4,470,615.00 2.900 3.330 32,625.00 4,897.50 0.00 37,522.50 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.545 8,984.37 2,040.33 0.00 11,024.70 3133EMBQ4 40561 003 FFCB 1,025,000.00 985,312.00 985,312.00 0.270 3.339 691.87 7,599.83 0.00 8,291.70 3135G05U3 40562 003 FNMA 7,200,000.00 6,959,160.00 6,959,160.00 0.350 3.280 6,300.00 51,242.55 0.00 57,542.55 3135G05P4 40563 003 FNMA 5,000,000.00 4,836,400.00 4,836,400.00 0.300 3.268 3,750.00 36,088.23 0.00 39,838.23 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.612 48,937.50 15,561.71 0.00 64,499.21 3134GXKH6 40565 003 FHLMC 5,000,000.00 4,921,950.00 4,921,950.00 0.125 2.676 1,562.50 31,641.89 0.00 33,204.39 CAMP 40566 003 CAMP 175,610,072.57 269,000,000.00 197,799,177.81 2.950 2.142 1,067,850.63 0.00 0.00 1,067,850.63 03785EHB3 40567 003 AAPL 0.00 0.00 4,884,619.57 1.640 1.665 0.00 20,500.00 0.00 20,500.00 912796T58 40568 003 USTR 0.00 0.00 10,306,903.38 1.760 1.788 0.00 46,444.44 0.00 46,444.44 48133DP95 40569 003 JPM 10,000,000.00 0.00 7,065,217.39 4.570 4.491 79,975.00 0.00 0.00 79,975.00 48133DQ45 40570 003 JPM 10,000,000.00 0.00 7,065,217.39 4.100 4.029 71,750.00 0.00 0.00 71,750.00 48133DQ52 40571 003 JPM 10,000,000.00 0.00 7,065,217.39 4.250 4.176 74,375.00 0.00 0.00 74,375.00 912796U56 40572 003 USTR 0.00 0.00 13,548,082.73 2.060 2.095 0.00 71,527.78 0.00 71,527.78 89233HK78 40573 003 TMCC 50,000,000.00 0.00 29,225,543.48 2.500 2.545 0.00 187,500.00 0.00 187,500.00 478160BY9 40574 003 JNJ 13,945,000.00 0.00 5,442,701.67 2.450 3.344 34,165.25 11,709.83 0.00 45,875.08 478160BY9 40575 003 JNJ 4,214,000.00 0.00 1,594,458.51 2.450 3.456 10,037.51 3,853.39 0.00 13,890.90 677522SQ8 40576 003 OHS 7,930,000.00 0.00 2,722,127.65 2.300 3.404 15,705.80 7,649.34 0.00 23,355.14 912796T33 40577 003 USTR 30,000,000.00 0.00 9,309,438.15 3.218 3.314 0.00 77,768.33 0.00 77,768.33 9128283Z1 40578 003 USTR 30,000,000.00 0.00 9,279,950.75 2.750 3.589 66,091.16 17,851.13 0.00 83,942.29 3136AR5S3 40579 003 FNMA 5,825,000.00 0.00 1,147,538.85 2.469 2.624 7,590.46 0.00 0.00 7,590.46 194162AN3 40580 003 CL 8,202,000.00 0.00 1,902,330.87 3.100 3.878 15,538.23 3,057.18 0.00 18,595.41 13063DRD2 40581 003 CAS 5,570,000.00 0.00 1,264,932.47 2.375 3.858 8,084.24 4,217.66 0.00 12,301.90 912828S35 40582 003 USTR 30,000,000.00 0.00 5,440,837.30 1.375 3.772 19,055.70 32,674.63 0.00 51,730.33 91282CCU3 40583 003 USTR 20,000,000.00 0.00 3,566,015.63 0.125 3.911 1,174.03 33,978.81 0.00 35,152.84 912828S35 40584 003 USTR 20,000,000.00 0.00 3,413,043.48 1.375 3.812 11,956.52 20,833.33 0.00 32,789.85 91282CAK7 40585 003 USTR 20,000,000.00 0.00 3,349,456.52 0.125 3.976 1,104.97 32,465.75 0.00 33,570.72 9128284Z0 40586 003 USTR 10,000,000.00 0.00 1,690,353.26 2.750 3.827 12,154.69 4,151.25 0.00 16,305.94 912796X79 40587 003 USTR 25,000,000.00 0.00 3,236,519.02 3.090 3.156 0.00 25,750.00 0.00 25,750.00 78015JEW3 40588 003 RY 25,000,000.00 0.00 2,989,130.43 4.530 4.593 34,604.17 0.00 0.00 34,604.17 544351QQ5 40589 003 LOS 9,475,000.00 0.00 316,574.17 5.000 4.115 3,947.92 -664.60 0.00 3,283.32 89115BVJ6 40590 003 TD 25,000,000.00 0.00 2,445,652.17 4.620 4.684 28,875.00 0.00 0.00 28,875.00 313384BR9 40591 003 FHLB 25,000,000.00 0.00 2,143,359.90 3.640 3.743 0.00 20,222.22 0.00 20,222.22 313384CL1 40592 003 FHLB 25,000,000.00 0.00 2,138,706.52 3.690 3.803 0.00 20,500.00 0.00 20,500.00 544351QP7 40593 003 LOS 10,000,000.00 0.00 330,929.35 5.000 4.225 4,166.67 -642.86 0.00 3,523.81 91412GU94 40594 003 UNVHGR 3,820,000.00 0.00 159,908.52 3.063 4.644 1,300.07 571.85 0.00 1,871.92 91412HGE7 40595 003 UNVHGR 3,000,000.00 0.00 118,811.74 0.883 4.749 294.33 1,127.97 0.00 1,422.30 Subtotal 2,458,090,388.93 2,700,779,322.82 2,497,713,789.54 1.617 9,427,252.39 776,091.20 -17,907.47 10,185,436.12 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Page 9 ends

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

Page 1 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP4560000 40162 ALLSPR 20,229,922.55 2.670 2.670 2.670 07/01 - Monthly 20,229,922.55 20,229,922.55 VP6000104 36512 FEDRAT 2,024,977.53 2.810 2.810 2.810 07/01 - Monthly 2,024,977.53 2,024,977.53 Money Markets Totals 22,254,900.08 2.683 2.683 0.00 22,254,900.08 22,254,900.08 State Pool
CITY 32936 STPOOL 1,000,000.00 1.600 1.600 1.600 07/01 - Quarterly 1,000,000.00 1,000,000.00 CSJFA 37042 STPOOL 1,000,000.00 1.600 1.600 1.600 07/01 - Quarterly 1,000,000.00 1,000,000.00 COVID RELIEF 40363 STPOOL 0.00 1.600 1.600 1.600 07/01 - Quarterly 0.00 0.00 State Pool Totals 2,000,000.00 1.600 1.600 0.00 2,000,000.00 2,000,000.00 JPA Pool
CAMP 40566 CAMP 175,610,072.57 2.950 2.950 2.950 07/01 - Monthly 175,610,072.57 175,610,072.57 JPA Pool Totals 175,610,072.57 2.950 2.950 0.00 175,610,072.57 175,610,072.57 Corp Medium Term Notes
037833DV9 40263 AAPL 6,795,000.00 0.75005/11/2023 05/11/2020 0.759 0.759 11/11 - 05/11 6,793,097.40 6,794,612.43 037833CG3 40459 AAPL 10,000,000.00 3.00002/09/2024 01/07/2022 0.861 0.861 02/09 - 08/09 Received 10,407,000.00 10,264,117.02 037833DE7 40462 AAPL 15,266,000.00 2.40001/13/2023 01/13/2022 0.451 0.451 07/13 - 01/13 15,537,963.79 15,343,056.41 037833DF4 40463 AAPL 15,114,000.00 2.75001/13/2025 01/14/2022 1.295 1.295 07/13 - 01/13 Received 15,723,396.48 15,578,248.29 037833BU3 40464 AAPL 3,052,000.00 2.85002/23/2023 01/18/2022 0.847 0.847 02/23 - 08/23 Received 3,118,625.16 3,075,951.32 037833CG3 40471 AAPL 11,966,000.00 3.00002/09/2024 01/19/2022 1.046 1.046 02/09 - 08/09 Received 12,402,280.36 12,253,709.21 037833BU3 40482 AAPL 2,336,000.00 2.85002/23/2023 02/14/2022 1.050 1.050 02/23 - 08/23 Received 2,371,857.60 2,349,798.86 037833CG3 40485 AAPL 12,318,000.00 3.00002/09/2024 02/14/2022 1.659 1.659 08/09 - 02/09 Received 12,613,016.10 12,519,353.65 037833CU2 40487 AAPL 7,300,000.00 2.85005/11/2024 02/28/2022 1.745 1.745 05/11 - 11/11 Received 7,460,673.00 7,417,516.19 037833DV9 40553 AAPL 10,000,000.00 0.75005/11/2023 06/08/2022 2.266 2.266 11/11 - 05/11 5,625.00 9,861,950.00 9,908,795.80 06406RAE7 40242 BK 10,444,000.00 2.95001/29/2023 04/13/2020 1.823 1.823 07/29 - 01/29 Received 10,763,199.97 10,481,440.95 06406RAJ6 40320 BK 3,868,000.00 3.45008/11/2023 11/03/2020 0.394 0.394 02/11 - 08/11 Received 4,193,530.88 3,969,116.81 194162AN3 40580 CL 8,202,000.00 3.10008/15/2027 09/09/2022 3.774 3.774 02/15 - 08/15 21,188.50 7,955,201.82 7,958,259.00 478160BY9 40574 JNJ 13,945,000.00 2.45003/01/2026 08/25/2022 3.347 3.347 09/01 - 03/01 Received 13,533,204.15 13,544,913.98 478160BY9 40575 JNJ 4,214,000.00 2.45003/01/2026 08/26/2022 3.457 3.457 09/01 - 03/01 Received 4,074,727.30 4,078,580.69 46625HJH4 40223 JPM 10,000,000.00 3.20001/25/2023 01/31/2020 1.799 1.799 07/25 - 01/25 Received 10,405,200.00 10,043,010.06 46625HRL6 40303 JPM 5,000,000.00 2.70005/18/2023 08/20/2020 0.607 0.607 11/18 - 05/18 Received 5,284,400.00 5,065,342.91 46625HJH4 40308 JPM 2,433,000.00 3.20001/25/2023 09/25/2020 0.456 0.456 01/25 - 07/25 Received 2,587,738.80 2,454,000.27 46625HJT8 40348 JPM 15,000,000.00 3.87502/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 15,679,220.00 48133DP95 40569 JPM 10,000,000.00 4.57007/28/2027 07/28/2022 4.570 4.570 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ45 40570 JPM 10,000,000.00 4.10007/28/2025 07/28/2022 4.100 4.100 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ52 40571 JPM 10,000,000.00 4.25007/28/2026 07/28/2022 4.250 4.250 01/28 - 07/28 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Page 2 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
594918AW4 40432 MSFT 1,851,000.00 3.62512/15/2023 12/08/2021 0.982 0.982 12/15 - 06/15 Received 1,948,566.21 1,909,244.48 594918BX1 40442 MSFT 1,025,000.00 2.87502/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 Received 1,067,732.25 1,052,056.32 594918BQ6 40443 MSFT 2,876,000.00 2.00008/08/2023 12/20/2021 0.692 0.692 02/08 - 08/08 Received 2,936,971.20 2,907,833.60 594918BJ2 40528 MSFT 4,000,000.00 3.12511/03/2025 04/25/2022 3.129 3.129 05/03 - 11/03 Received 3,999,400.00 3,999,473.82 594918BB9 40557 MSFT 11,335,000.00 2.70002/12/2025 06/15/2022 3.498 3.498 08/12 - 02/12 Received 11,106,939.80 11,132,200.39 594918BB9 40564 MSFT 7,250,000.00 2.70002/12/2025 06/16/2022 3.607 3.607 08/12 - 02/12 Received 7,084,700.00 7,102,855.33 69371RQ82 40275 PCAR 2,000,000.00 0.80006/08/2023 06/08/2020 0.847 0.847 12/08 - 06/08 1,997,220.00 1,999,364.20 69371RR24 40349 PCAR 7,000,000.00 0.35002/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,996,383.59 89236TEL5 40448 TMCC 15,003,000.00 2.70001/11/2023 12/20/2021 0.613 0.613 01/11 - 07/11 Received 15,332,765.94 15,089,552.74 931142DH3 40274 WMT 26,018,000.00 2.55004/11/2023 06/01/2020 0.668 0.668 10/11 - 04/11 Received 27,403,406.46 26,273,560.41 931142DU4 40434 WMT 5,000,000.00 2.35012/15/2022 12/08/2021 0.483 0.483 12/15 - 06/15 Received 5,094,800.00 5,019,114.99 931142DU4 40444 WMT 10,000,000.00 2.35012/15/2022 12/20/2021 0.475 0.475 06/15 - 12/15 Received 10,184,200.00 10,038,396.62 Corp Medium Term Notes Totals 290,611,000.00 1.725 1.725 26,813.50 296,763,889.67 292,299,080.34 Negotiable CDs
78015JEW3 40588 RY 25,000,000.00 4.53006/30/2023 09/20/2022 4.530 4.593 06/30 - At Maturity 25,000,000.00 25,000,000.00 89115BVJ6 40590 TD 25,000,000.00 4.62006/30/2023 09/22/2022 4.620 4.684 06/30 - At Maturity 25,000,000.00 25,000,000.00 Negotiable CDs Totals 50,000,000.00 4.575 4.639 0.00 50,000,000.00 50,000,000.00 Commercial Paper Discounts
89233HK78 40573 TMCC 50,000,000.00 2.50010/07/2022 08/08/2022 2.510 2.545 10/07 - At Maturity 49,791,666.67 49,979,166.67 Commercial Paper Discounts Totals 50,000,000.00 2.510 2.545 0.00 49,791,666.67 49,979,166.67 Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.50007/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,929.80 31422B6K1 40334 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,994,737.78 31422B6K1 40337 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,994,481.24 3133EJD48 40013 FFCB 25,000,000.00 3.05010/02/2023 10/17/2018 3.124 3.124 04/02 - 10/02 Received 24,915,000.00 24,982,809.52 3133EJ5W5 40049 FFCB 20,000,000.00 2.65010/23/2023 01/23/2019 2.672 2.672 04/23 - 10/23 19,980,880.00 19,995,728.75 3133ELG81 40283 FFCB 10,000,000.00 0.30006/08/2023 06/12/2020 0.303 0.303 12/08 - 06/08 Received 9,999,100.00 9,999,793.40 3133ENBT6 40412 FFCB 1,825,000.00 0.18001/25/2023 11/23/2021 0.316 0.316 01/25 - 07/25 Received 1,822,098.25 1,824,216.11 3133EMGX4 40433 FFCB 20,000,000.00 0.12511/23/2022 12/07/2021 0.324 0.324 05/23 - 11/23 Received 19,961,764.00 19,994,253.55 3133ENAL4 40480 FFCB 4,150,000.00 0.29010/12/2023 01/26/2022 0.953 0.953 04/12 - 10/12 Received 4,103,407.95 4,121,938.88 3133ENAL4 40501 FFCB 1,170,000.00 0.29010/12/2023 03/22/2022 2.021 2.021 04/12 - 10/12 Received 1,139,135.40 1,149,552.20 3133ELSP0 40534 FFCB 14,800,000.00 0.75003/13/2023 05/12/2022 1.949 1.949 09/13 - 03/13 Received 14,653,480.00 14,721,142.06 3130AGWK7 40157 FHLB 3,000,000.00 1.50008/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,997,358.70 3130ADRG9 40411 FHLB 1,050,000.00 2.75003/10/2023 11/23/2021 0.416 0.416 03/10 - 09/10 Received 1,081,675.88 1,060,784.72 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 3 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
3130AKDH6 40440 FHLB 5,300,000.00 0.12510/21/2022 12/15/2021 0.250 0.250 04/21 - 10/21 Received 5,294,382.00 5,299,632.81 3130A0F70 40531 FHLB 10,215,000.00 3.37512/08/2023 05/11/2022 2.536 2.536 06/08 - 12/08 Received 10,346,364.90 10,313,929.12 3130AS3T46 40537 FHLB 9,305,000.00 2.12505/12/2023 05/17/2022 2.145 2.145 11/12 - 05/12 2,746.27 9,303,139.00 9,303,841.46 3137EAEX3 40309 FHLMC 5,000,000.00 0.37509/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,991,026.92 3137EAEY1 40316 FHLMC 4,000,000.00 0.12510/16/2023 10/16/2020 0.250 0.250 04/16 - 10/16 3,985,080.00 3,994,819.44 3134G3X54 40536 FHLMC 2,635,000.00 2.00005/26/2023 05/12/2022 2.150 2.150 05/26 - 11/26 Received 2,630,942.10 2,632,450.25 3135G0V75 40142 FNMA 10,000,000.00 1.75007/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,986,669.51 3135G0W66 40183 FNMA 10,000,000.00 1.62510/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,993,040.71 3135G04Q3 40271 FNMA 10,000,000.00 0.25005/22/2023 05/22/2020 0.351 0.351 11/22 - 05/22 9,969,900.00 9,993,561.94 3135G04Z3 40288 FNMA 10,000,000.00 0.50006/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,988,763.52 3135G05X7 40329 FNMA 10,000,000.00 0.37508/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,984,614.08 3135G06G3 40333 FNMA 10,000,000.00 0.50011/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,025,441.72 3135G0T94 40414 FNMA 2,700,000.00 2.37501/19/2023 11/23/2021 0.322 0.322 01/19 - 07/19 Received 2,763,871.20 2,716,581.95 3135G04Q3 40415 FNMA 2,963,000.00 0.25005/22/2023 11/23/2021 0.486 0.486 05/22 - 11/22 Received 2,952,599.87 2,958,542.80 3135G05U3 40420 FNMA 7,000,000.00 0.35008/18/2023 11/30/2021 0.496 0.496 02/18 - 08/18 Received 6,982,570.00 6,991,059.37 Federal Agency Coupon Securities Totals 232,613,000.00 1.321 1.321 2,746.27 232,286,165.55 232,510,702.31 Federal Agency Discounts
313384BR9 40591 FHLB 25,000,000.00 3.64002/09/2023 09/23/2022 3.743 3.795 02/09 - At Maturity 24,648,638.89 24,668,861.11 313384CL1 40592 FHLB 25,000,000.00 3.69002/28/2023 09/23/2022 3.803 3.856 02/28 - At Maturity 24,595,125.00 24,615,625.00 Federal Agency Discounts Totals 50,000,000.00 3.773 3.825 0.00 49,243,763.89 49,284,486.11 Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.12502/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,082,655.13 9128283Z1 40578 USTR 30,000,000.00 2.75002/28/2025 09/02/2022 3.539 3.539 02/28 - 08/31 4,558.01 29,439,843.75 29,457,694.88 912828S35 40582 USTR 30,000,000.00 1.37506/30/2023 09/14/2022 3.763 3.763 12/31 - 06/30 85,190.22 29,444,531.25 29,477,205.88 91282CCU3 40583 USTR 20,000,000.00 0.12508/31/2023 09/14/2022 3.878 3.878 02/28 - 08/31 966.85 19,298,437.50 19,332,416.31 912828S35 40584 USTR 20,000,000.00 1.37506/30/2023 09/15/2022 3.082 3.082 12/31 - 06/30 57,540.76 19,625,000.00 19,645,833.33 91282CAK7 40585 USTR 20,000,000.00 0.12509/15/2023 09/15/2022 3.938 3.938 03/15 - 09/15 19,259,375.00 19,291,840.75 9128284Z0 40586 USTR 10,000,000.00 2.75008/31/2025 09/15/2022 3.760 3.760 02/28 - 08/31 11,395.03 9,719,531.25 9,723,682.50 Treasury Coupon Securities Totals 145,000,000.00 3.444 3.444 159,650.87 142,031,640.63 142,011,328.78 Treasury Discounts
912796T33 40577 USTR 30,000,000.00 3.21802/23/2023 09/02/2022 3.314 3.360 02/23 - At Maturity 29,533,390.00 29,611,158.33 912796X79 40587 USTR 25,000,000.00 3.09012/15/2022 09/19/2022 3.156 3.200 12/15 - At Maturity 24,813,312.50 24,839,062.50 Treasury Discounts Totals 55,000,000.00 3.242 3.287 0.00 54,346,702.50 54,450,220.83 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 4 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.00004/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 31422XRQ7 40554 FAMC 10,779,000.00 0.69012/20/2023 06/14/2022 3.141 3.141 06/20 - 12/20 Received 10,390,632.63 10,466,741.25 3133ELJ47 40282 FFCB 10,000,000.00 0.58006/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 3133EMLR1 40330 FFCB 10,000,000.00 0.50012/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.80003/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.01012/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,010,051.76 3133EMZP0 40424 FFCB 1,250,000.00 0.14005/18/2023 12/01/2021 0.390 0.390 05/18 - 11/18 Received 1,245,450.00 1,248,040.13 3133ENAQ3 40437 FFCB 20,350,000.00 0.07010/13/2022 12/15/2021 0.243 0.243 04/13 - 10/13 Received 20,320,899.50 20,348,828.17 3133ENGW4 40445 FFCB 6,435,000.00 0.66012/13/2023 12/17/2021 0.680 0.680 06/13 - 12/13 Received 6,432,426.00 6,433,446.97 3133ENLB4 40468 FFCB 20,000,000.00 0.46001/18/2023 01/18/2022 0.520 0.520 07/18 - 01/18 19,988,000.00 19,996,433.33 3133ENMH0 40479 FFCB 10,350,000.00 1.60001/27/2026 01/27/2022 1.603 1.603 07/27 - 01/27 10,348,965.00 10,349,140.38 3133ENPB0 40486 FFCB 15,150,000.00 2.18002/16/2027 02/16/2022 2.196 2.196 08/16 - 02/16 15,138,637.50 15,140,057.81 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 Received 148,500.00 148,821.79 3133EL5J9 40510 FFCB 13,965,000.00 0.30009/01/2023 03/30/2022 2.146 2.146 09/01 - 03/01 Received 13,606,518.45 13,733,495.28 3133ENGW4 40513 FFCB 1,859,000.00 0.66012/13/2023 03/30/2022 2.308 2.308 06/13 - 12/13 Received 1,808,137.76 1,823,155.81 3133EMYW6 40514 FFCB 1,347,000.00 0.23011/13/2023 03/30/2022 2.246 2.246 05/13 - 11/13 Received 1,304,057.64 1,317,389.66 3133EMSC7 40522 FFCB 3,500,000.00 0.48003/03/2025 04/22/2022 3.000 3.000 09/03 - 03/03 Received 3,259,655.00 3,296,720.81 3133ENUZ1 40524 FFCB 20,000,000.00 3.09010/20/2025 04/22/2022 3.258 3.258 10/20 - 04/20 3,433.33 19,890,000.00 19,903,903.02 3133ENVK3 40526 FFCB 20,000,000.00 3.65010/27/2026 04/27/2022 3.650 3.650 10/27 - 04/27 20,000,000.00 20,000,000.00 3133EMSE3 40530 FFCB 4,916,000.00 0.11003/01/2023 05/11/2022 1.920 1.920 09/01 - 03/01 Received 4,845,209.60 4,879,384.28 3133EMST0 40535 FFCB 1,530,000.00 0.14003/10/2023 05/12/2022 1.970 1.970 09/10 - 03/10 Received 1,507,123.29 1,517,793.97 3133ENYA2 40550 FFCB 5,200,000.00 3.45006/01/2027 06/07/2022 3.545 3.545 12/01 - 06/01 2,990.00 5,177,640.00 5,179,060.87 3133EMBQ4 40561 FFCB 1,025,000.00 0.27010/05/2023 06/15/2022 3.325 3.325 10/05 - 04/05 538.13 985,312.00 994,262.91 3130AKPW0 40340 FHLB 10,000,000.00 0.50001/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,995,920.00 3130APRF4 40409 FHLB 20,000,000.00 1.00011/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 Received 19,991,000.00 19,993,621.52 3130APWP6 40410 FHLB 8,300,000.00 0.60011/24/2023 11/24/2021 0.645 0.645 05/24 - 11/24 8,292,530.00 8,295,715.13 3130APZU2 40417 FHLB 1,900,000.00 0.87505/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.85011/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 Received 4,867,687.50 4,869,740.73 3130APKF1 40421 FHLB 2,725,000.00 0.75011/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 Received 2,711,375.00 2,715,251.30 3130APMH5 40422 FHLB 3,150,000.00 0.62505/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 Received 3,145,212.00 3,146,833.22 3130APQU2 40435 FHLB 14,370,000.00 0.65011/22/2023 12/15/2021 0.728 0.728 05/22 - 11/22 Received 14,348,445.00 14,357,289.66 3130APS48 40446 FHLB 13,240,000.00 1.05011/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 Received 13,241,098.92 13,240,801.97 3130AQG49 40461 FHLB 2,485,000.00 1.00010/18/2024 01/18/2022 1.200 1.200 07/18 - 01/18 2,471,605.85 2,475,028.80 3130AQCN1 40467 FHLB 5,000,000.00 0.87501/17/2025 01/18/2022 0.905 0.905 03/17 - Quarterly Received 4,986,250.00 4,989,474.05 3130ALHH0 40470 FHLB 25,000,000.00 0.96003/05/2026 01/18/2022 1.481 1.481 03/05 - 09/05 Received 24,479,750.00 24,568,265.97 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 5 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130AQQQ9 40472 FHLB 20,000,000.00 1.00001/28/2025 01/28/2022 0.969 0.969 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQN584 40473 FHLB 14,000,000.00 0.70001/27/2025 01/27/2022 1.438 1.438 07/27 - 01/27 13,982,500.00 13,986,453.70 3130AQMQ3 40475 FHLB 7,200,000.00 1.00010/28/2025 01/28/2022 1.076 1.076 04/28 - Quarterly 7,189,200.00 7,191,144.00 3130AQQQ9 40477 FHLB 20,000,000.00 1.00001/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 0.87510/28/2024 01/28/2022 0.754 0.754 04/28 - Quarterly 12,495,875.00 12,496,887.50 3130ARAY7 40495 FHLB 1,000,000.00 1.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 993,798.61 3130ARBY6 40496 FHLB 4,600,000.00 1.50003/28/2025 03/28/2022 1.713 1.713 09/28 - 03/28 4,590,340.00 4,591,976.83 3130AR7C9 40497 FHLB 1,565,000.00 1.85012/27/2024 03/28/2022 2.357 2.357 06/27 - 12/27 1,544,029.00 1,547,909.38 3130AQT78 40499 FHLB 2,360,000.00 1.75002/28/2025 03/22/2022 2.428 2.428 08/28 - 02/28 Received 2,314,924.00 2,322,991.58 3130AMR53 40502 FHLB 20,000,000.00 0.62012/09/2024 03/22/2022 2.400 2.400 06/09 - 12/09 Received 19,070,000.00 19,249,907.88 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 786,063.48 3130APWH4 40512 FHLB 2,000,000.00 0.75011/22/2023 03/30/2022 2.245 2.245 05/23 - 11/23 Received 1,951,980.00 1,966,661.79 3130AQJM6 40516 FHLB 1,400,000.00 1.25001/28/2025 04/11/2022 2.800 2.800 07/28 - 01/28 Received 1,341,991.00 1,351,783.98 3130AMU67 40517 FHLB 6,000,000.00 0.40006/28/2024 04/11/2022 2.661 2.661 06/28 - 12/28 Received 5,710,188.00 5,772,004.86 3130AQGT4 40518 FHLB 23,060,000.00 1.10001/13/2025 04/11/2022 2.808 2.808 07/13 - 01/13 Received 22,022,300.00 22,200,131.65 3130AQMR1 40519 FHLB 23,390,000.00 1.25001/27/2025 04/11/2022 2.808 2.808 07/27 - 01/27 Received 22,416,742.10 22,581,209.14 3130AQZ48 40520 FHLB 3,060,000.00 2.00008/28/2024 04/11/2022 2.724 2.724 08/28 - 02/28 Received 3,009,204.00 3,019,280.22 3130APXH3 40521 FHLB 9,120,000.00 0.80011/27/2023 04/22/2022 2.604 2.604 05/27 - 11/27 Received 8,864,184.00 8,934,922.69 3130ARVJ7 40523 FHLB 20,000,000.00 3.25004/29/2027 04/29/2022 3.250 3.250 10/29 - 04/29 20,000,000.00 20,000,000.00 3130APM44 40527 FHLB 3,565,000.00 0.50011/24/2023 04/22/2022 2.600 2.600 05/24 - 11/24 Received 3,449,208.80 3,481,395.51 3130ARR86 40529 FHLB 13,270,000.00 1.62510/27/2023 04/29/2022 1.997 1.997 10/27 - 04/27 13,245,848.60 13,252,672.04 3130APQJ7 40532 FHLB 1,500,000.00 0.57511/22/2023 05/11/2022 2.416 2.416 05/22 - 11/22 Received 1,458,750.00 1,469,230.94 3130APWH4 40533 FHLB 6,000,000.00 0.75011/22/2023 05/12/2022 2.496 2.496 05/23 - 11/23 Received 5,843,952.00 5,883,389.59 3130AS2M0 40539 FHLB 3,835,000.00 2.65011/24/2023 05/24/2022 2.650 2.650 11/24 - 05/24 3,835,000.00 3,835,000.00 3130AS3J6 40542 FHLB 2,700,000.00 2.50011/24/2023 05/24/2022 2.514 2.514 11/24 - 05/24 2,699,460.00 2,699,587.00 3130AS4H9 40543 FHLB 4,885,000.00 2.25005/26/2023 05/26/2022 2.250 2.250 11/26 - 05/26 4,885,000.00 4,885,000.00 3130ARVT5 40544 FHLB 3,630,000.00 3.00005/17/2024 05/24/2022 2.716 2.716 11/17 - 05/17 2,117.50 3,639,909.90 3,638,144.74 3130AMNR9 40545 FHLB 20,000,000.00 0.62511/27/2024 05/24/2022 2.916 2.916 05/28 - 11/28 Received 18,899,647.00 19,054,403.18 3130AMU67 40546 FHLB 20,000,000.00 0.40006/28/2024 05/24/2022 2.740 2.740 06/28 - 12/28 Received 19,053,800.00 19,213,173.21 3130APWH4 40547 FHLB 20,000,000.00 0.75011/22/2023 05/24/2022 2.551 2.551 11/23 - 05/23 416.67 19,475,000.00 19,598,931.23 3130ASB65 40548 FHLB 11,000,000.00 1.88002/23/2023 05/27/2022 1.885 1.885 11/23 - 02/23 10,999,725.00 10,999,853.20 3130ASBG3 40549 FHLB 7,150,000.00 2.12503/15/2024 06/15/2022 2.125 2.125 09/15 - 03/15 7,130,337.50 7,133,645.79 3130ARMT5 40552 FHLB 8,905,000.00 2.80010/25/2024 06/07/2022 3.000 3.000 10/25 - 04/25 29,089.67 8,864,126.05 8,869,556.85 3130ASD30 40555 FHLB 1,540,000.00 2.29006/16/2023 06/16/2022 2.750 2.750 12/16 - 06/16 1,533,054.60 1,535,080.34 3130AS6D6 40560 FHLB 1,250,000.00 2.87506/14/2024 06/15/2022 3.557 3.557 12/14 - 06/14 99.83 1,233,700.00 1,236,103.06 3134GVQX9 40261 FHLMC 10,000,000.00 0.70005/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,994,811.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 6 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3134GXJH8 40469 FHLMC 4,225,000.00 0.22009/29/2023 01/18/2022 0.907 0.907 06/29 - 12/29 Received 4,176,243.50 4,196,432.36 3134GW6E1 40490 FHLMC 20,000,000.00 0.32011/02/2023 03/15/2022 1.820 1.820 05/02 - 11/02 Received 19,520,000.00 19,680,272.57 3134GW5R3 40505 FHLMC 2,000,000.00 0.65010/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 Received 1,873,460.00 1,891,928.00 3134GWUG9 40506 FHLMC 1,500,000.00 0.57009/24/2025 03/22/2022 2.500 2.500 03/24 - 09/24 Received 1,403,410.20 1,417,875.71 3134GWVN3 40507 FHLMC 17,490,000.00 0.60009/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 16,376,215.10 16,542,228.78 3134GW6E1 40509 FHLMC 18,300,000.00 0.32011/02/2023 03/30/2022 2.300 2.300 05/02 - 11/02 Received 17,737,824.00 17,915,715.36 3134GXMZ4 40511 FHLMC 1,033,000.00 1.80003/28/2024 03/30/2022 2.446 2.446 09/28 - 03/28 Received 1,020,087.50 1,023,342.60 3134GXSF2 40525 FHLMC 10,000,000.00 2.50004/29/2025 04/29/2022 2.500 2.500 10/29 - 04/29 10,000,000.00 10,000,000.00 3134GXRL0 40551 FHLMC 12,940,000.00 3.12505/12/2025 06/07/2022 3.270 3.270 11/12 - 05/12 28,081.60 12,887,851.80 12,893,486.77 3134GXYM0 40556 FHLMC 5,615,000.00 3.12506/28/2024 06/28/2022 3.372 3.372 12/28 - 06/28 5,588,441.05 5,591,871.58 3134GXYT5 40558 FHLMC 7,250,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 7,202,657.50 7,210,723.26 3134GXYT5 40559 FHLMC 4,500,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 4,470,615.00 4,475,621.33 3134GXKH6 40565 FHLMC 5,000,000.00 0.12501/27/2023 06/15/2022 2.694 2.694 07/27 - 01/27 Received 4,921,950.00 4,959,217.12 3136G4WU3 40281 FNMA 30,000,000.00 0.85006/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 3135G06R9 40331 FNMA 15,000,000.00 0.55001/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 3136G46V0 40500 FNMA 1,500,000.00 0.31001/26/2024 03/22/2022 2.167 2.167 07/26 - 01/26 Received 1,449,900.00 1,464,160.39 3136G4H55 40503 FNMA 2,350,000.00 0.55008/05/2025 03/22/2022 2.500 2.500 08/05 - 02/05 Received 2,202,791.30 2,225,728.19 3136G4R62 40504 FNMA 1,715,000.00 0.62508/28/2025 03/22/2022 2.500 2.500 08/28 - 02/28 Received 1,609,825.91 1,625,908.36 3135G05P4 40515 FNMA 3,371,000.00 0.30008/03/2023 04/11/2022 2.196 2.196 08/03 - 02/03 Received 3,288,848.73 3,318,437.11 3135G05U3 40562 FNMA 7,200,000.00 0.35008/18/2023 06/15/2022 3.275 3.275 08/18 - 02/18 Received 6,959,160.00 7,019,512.34 3135G05P4 40563 FNMA 5,000,000.00 0.30008/03/2023 06/15/2022 3.264 3.264 08/03 - 02/03 Received 4,836,400.00 4,878,903.92 Federal Agency Callables Totals 896,150,000.00 1.798 1.798 66,766.73 883,876,799.41 886,439,141.38 Supranational
45818WCS3 40201 IADB 11,000,000.00 1.70011/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,001,731.79 45818WCW4 40321 IADB 10,000,000.00 0.34010/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,997,574.11 45818WCZ7 40357 IADB 10,000,000.00 0.65002/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 459058GQ0 40079 IBRD 5,000,000.00 2.50003/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,997,609.33 459058GX5 40126 IBRD 10,000,000.00 1.87506/19/2023 06/19/2019 1.902 1.902 12/19 - 06/19 9,989,600.00 9,998,136.67 459058JB0 40246 IBRD 3,000,000.00 0.62504/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,994,059.55 459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,169,030.40 459058JL8 40336 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,997,666.77 459058JL8 40338 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,995,750.20 459058DX8 40339 IBRD 4,765,000.00 2.50011/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 4,983,474.85 459058JE4 40341 IBRD 10,000,000.00 0.37507/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,958,934.35 459056HV2 40344 IBRD 10,000,000.00 1.50008/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,226,455.56 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 7 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Supranational
45905U5Y6 40354 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.75003/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,033,512.16 459056LD7 40460 IBRD 2,000,000.00 7.62501/19/2023 01/07/2022 0.465 0.465 01/19 - 07/19 Received 2,147,432.00 2,042,802.84 459058JM6 40538 IBRD 5,580,000.00 0.25011/24/2023 05/25/2022 2.527 2.527 11/24 - 05/24 38.75 5,394,470.58 5,437,841.09 45950VPG5 40332 IFC 8,550,000.00 0.42511/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,569,015.69 45950VPL4 40347 IFC 10,000,000.00 0.45002/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,981,204.22 45950KCS7 40408 IFC 24,721,000.00 0.50003/20/2023 11/17/2021 0.356 0.356 03/20 - 09/20 Received 24,768,711.53 24,737,694.10 45950VLH7 40419 IFC 3,173,000.00 2.00010/24/2022 11/30/2021 0.253 0.253 04/24 - 10/24 Received 3,222,800.24 3,176,535.20 Supranational Totals 187,789,000.00 0.717 0.717 38.75 188,910,963.32 188,299,028.88 Asset Backed Securities
43815NAC8 40158 HAROT 322,661.55 1.78008/15/2023 08/27/2019 1.780 1.780 09/15 - 322,658.87 322,660.96 43813VAC2 40190 HAROT 2,053,851.84 1.83001/18/2024 11/26/2019 1.845 1.845 12/18 - 2,053,485.84 2,053,737.28 43813DAC2 40270 HAROT 885,628.90 0.82007/15/2024 05/27/2020 0.825 0.825 06/15 - 885,559.20 885,598.73 44891LAC7 40253 HART 656,064.37 1.41011/15/2024 04/29/2020 1.424 1.424 05/15 - 655,911.51 655,992.99 89233MAD5 40186 TMCC 597,692.85 1.92001/16/2024 11/13/2019 1.931 1.931 12/15 - 597,649.70 597,679.50 89239RAC0 40252 TMCC 636,078.95 1.36008/15/2024 04/29/2020 1.373 1.373 05/15 - 635,951.73 636,023.49 89237VAB5 40296 TMCC 2,553,597.95 0.44010/15/2024 07/27/2020 0.444 0.444 08/15 - 2,553,401.32 2,553,502.87 Asset Backed Securities Totals 7,705,576.41 1.193 1.193 0.00 7,704,618.17 7,705,195.82 Municipal Bonds
13063DDF2 37579 CAS 5,000,000.00 2.50010/01/2022 10/26/2017 2.222 2.222 04/01 - 10/01 5,066,150.00 5,000,000.00 13063DDF2 37588 CAS 5,000,000.00 2.50010/01/2022 12/07/2017 2.411 2.411 04/01 - 10/01 Received 5,019,950.00 5,000,000.00 13063DGN2 40008 CAS 5,000,000.00 3.40008/01/2023 09/18/2018 3.064 3.064 02/01 - 08/01 5,075,550.00 5,012,929.26 13063DGB8 40243 CAS 5,000,000.00 3.37504/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,187,248.32 13063DMA3 40449 CAS 10,110,000.00 2.65004/01/2026 01/07/2022 1.392 1.392 04/01 - 10/01 Received 10,631,069.40 10,540,805.41 13063DRD2 40581 CAS 5,570,000.00 2.37510/01/2026 09/09/2022 3.721 3.721 10/01 - 04/01 58,059.51 5,289,717.60 5,293,935.26 13034AL65 40323 CASDEV 1,385,000.00 0.76510/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.88511/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,024,125.07 13067WPE6 37625 CASPWR 1,000,000.00 2.51812/01/2022 06/01/2018 2.911 2.911 12/01 - 06/01 983,530.00 999,390.00 34153QUD6 40311 FLSEDU 10,000,000.00 0.55006/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.39006/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,998,083.14 373385FQ1 40304 GAS 14,615,000.00 0.52008/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.42008/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.85210/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,009,081.26 546417DQ6 40312 LAS 4,000,000.00 0.84006/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 8 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
544351MQ9 40315 LOS 3,670,000.00 3.32009/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,865,387.70 544351QQ5 40589 LOS 9,475,000.00 5.00009/01/2025 09/28/2022 4.097 4.097 09/01 - 03/01 9,708,274.50 9,707,609.90 544351QP7 40593 LOS 10,000,000.00 5.00009/01/2024 09/28/2022 4.187 4.187 09/01 - 03/01 10,148,500.00 10,147,857.14 57582RK88 40322 MAS 1,000,000.00 0.69511/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.97003/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.66008/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,003,464.37 574193TQ1 40298 MDS 5,000,000.00 0.51008/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,000,896.24 60412AKS1 40245 MNS 3,500,000.00 2.02010/01/2022 04/15/2020 1.084 1.084 10/01 - 04/01 Received 3,579,380.00 3,500,000.00 649791PP9 40185 NYS 5,000,000.00 2.01002/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,000,831.33 6500354U9 40207 NYSDEV 5,000,000.00 2.86003/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,066,478.13 649902ZM8 40156 NYSHGR 2,700,000.00 5.09203/15/2023 08/16/2019 2.149 2.149 09/15 - 03/15 Received 2,972,376.00 2,734,654.51 64990GZW5 40262 NYU 2,450,000.00 1.43807/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,445,312.72 677522SQ8 40576 OHS 7,930,000.00 2.30011/01/2023 08/30/2022 3.451 3.451 11/01 - 05/01 60,290.03 7,826,117.00 7,833,766.34 70922PAK8 40152 PASTRN 1,750,000.00 2.92912/01/2023 08/14/2019 1.711 1.711 12/01 - 06/01 Received 1,837,920.00 1,773,869.68 76913CAX7 40255 RIV 1,655,000.00 2.36302/15/2023 05/06/2020 2.362 2.362 08/15 - 02/15 1,655,000.00 1,655,000.00 76913CAZ2 40256 RIV 4,000,000.00 2.66702/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 882722VK4 40264 TXS 3,425,000.00 3.82304/01/2023 05/08/2020 0.947 0.947 10/01 - 04/01 Received 3,705,815.75 3,473,462.93 882724RA7 40319 TXS 1,600,000.00 5.00010/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,810,443.27 91412HBK8 37624 UNVHGR 4,000,000.00 3.29705/15/2023 06/05/2018 3.297 3.297 11/15 - 05/15 4,000,000.00 4,000,000.00 91412GVB8 40153 UNVHGR 1,000,000.00 3.63805/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,027,943.94 91412HFL2 40293 UNVHGR 1,000,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 91412HGE7 40324 UNVHGR 2,215,000.00 0.88305/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,229,197.55 91412HGE7 40325 UNVHGR 3,560,000.00 0.88305/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,585,532.41 91412HGE7 40326 UNVHGR 10,000,000.00 0.88305/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,070,458.40 91412HGE7 40343 UNVHGR 7,000,000.00 0.88305/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,068,122.40 91412GU94 40594 UNVHGR 3,820,000.00 3.06307/01/2025 09/27/2022 4.509 4.509 01/01 - 07/01 27,951.58 3,677,896.00 3,678,467.85 91412HGE7 40595 UNVHGR 3,000,000.00 0.88305/15/2025 09/27/2022 4.509 4.509 11/15 - 05/15 9,713.00 2,732,670.00 2,733,797.97 923078CT4 40277 VNTCTF 1,000,000.00 1.04811/01/2023 06/11/2020 1.048 1.048 11/01 - 05/01 1,000,000.00 1,000,000.00 923078CU1 40278 VNTCTF 900,000.00 1.22311/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 97705MNM3 40177 WIS 500,000.00 1.85705/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 203,825,000.00 1.728 1.728 156,014.12 206,531,803.80 204,873,152.50 Mortgage Backed Securities
3137B4WB8 40148 FHLMC 4,250,000.00 3.06007/25/2023 08/01/2019 2.119 2.119 09/25 - Monthly 4,390,781.25 4,390,781.25 3137B36J2 40167 FHLMC 4,655,344.00 3.32002/25/2023 09/16/2019 1.948 1.948 10/25 - Monthly Received 4,853,196.12 4,853,196.12 30298LAA9 40173 FHLMC 4,930,159.20 1.99005/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 4,930,159.20 4,930,159.20 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

Page 9 ends

Par Value
Stated
Rate
September 30, 2022
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
30314KAS2 40180 FHLMC 1,259,472.58 2.09007/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,265,462.63 1,265,462.63 30295NAE0 40214 FHLMC 258,023.13 2.05010/25/2023 01/22/2020 1.973 1.973 02/25 - Monthly Received 258,345.66 258,345.66 30298LAA9 40231 FHLMC 579,293.74 1.99005/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 586,534.91 586,534.91 3137BJQ71 40266 FHLMC 10,000,000.00 2.77005/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 3137B04Y7 40276 FHLMC 5,450,000.00 2.61501/25/2023 06/04/2020 0.605 0.605 07/25 - Monthly Received 5,727,609.38 5,727,609.38 30315EAA4 40295 FHLMC 3,329,316.99 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,345,600.68 3,345,600.68 30288WAK5 40300 FHLMC 261,205.64 2.19003/25/2023 07/31/2020 0.919 0.919 08/25 - Monthly Received 268,592.86 268,592.86 3137BGK24 40328 FHLMC 4,500,000.00 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,937,850.00 4,937,850.00 30318CAA5 40342 FHLMC 3,922,352.30 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 3,941,587.52 3,941,587.52 3137FQ3W1 40356 FHLMC 4,950,000.00 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 5,316,300.00 5,316,300.00 3138LC5B7 40169 FNMA 1,000,000.00 2.71002/01/2023 09/17/2019 2.108 2.108 10/25 - Monthly Received 1,019,843.75 1,019,843.75 3140HUNV4 40171 FNMA 4,893,544.60 2.42007/01/2024 09/19/2019 2.046 2.046 10/25 - Monthly Received 4,978,417.01 4,978,417.01 3138ELJW4 40189 FNMA 1,014,018.99 2.79106/01/2023 11/12/2019 1.999 1.999 12/25 - Monthly Received 1,040,082.45 1,040,082.45 3138L84Z4 40202 FNMA 7,747,000.00 2.39002/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 3140HWYW6 40203 FNMA 7,450,000.00 2.24001/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138L4EN9 40206 FNMA 21,751,961.01 2.61008/01/2023 01/22/2020 1.939 1.939 02/25 - Monthly Received 22,227,785.16 22,227,785.16 3138LL3J2 40209 FNMA 1,000,000.00 2.71001/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3136ACGJ4 40221 FNMA 473,551.08 2.50911/25/2022 01/24/2020 1.900 1.900 02/25 - Monthly Received 480,284.38 480,284.38 3138L8CE2 40225 FNMA 3,500,000.00 2.96011/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 3136AL7K1 40272 FNMA 2,899,344.59 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 3,138,250.59 3,138,250.59 3136AGMB5 40289 FNMA 716,728.52 2.49203/25/2023 06/22/2020 0.675 0.675 07/25 - Monthly Received 748,169.38 748,169.38 3136AY6S7 40327 FNMA 3,145,446.16 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 3,380,348.08 3,380,348.08 3136AR5S3 40579 FNMA 5,825,000.00 2.46904/25/2026 09/12/2022 3.844 3.844 10/25 - Monthly 4,394.48 5,556,503.91 5,556,503.91 Mortgage Backed Securities Totals 109,761,762.53 1.630 1.630 4,394.48 113,247,552.11 113,247,552.00 Investment Totals 2,478,320,311.59 1.973 1.977 416,424.72 2,474,600,538.37 2,470,964,028.38 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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SECTION D

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP4560000 40162 Allspring Govt Money Mkt Fd 20,229,922.55 20,229,922.55 20,229,922.55 2.670 1 1 2.670 VP6000104 36512 Federated Govt Obligation Fund 2,024,977.53 2,024,977.53 2,024,977.53 2.810 1 1 2.810 Subtotal and Average 63,745,526.52 22,254,900.08 22,254,900.08 22,254,900.08 1 1 2.683 State Pool
CITY 32936 State Investment Pool 1,000,000.00 1,000,000.00 1,000,000.00 1.600 1 1 1.600 CSJFA 37042 State Investment Pool 1,000,000.00 1,000,000.00 1,000,000.00 1.600 1 1 1.600 COVID RELIEF 40363 State Investment Pool 0.00 0.00 0.00 1.600 1 1 1.600 Subtotal and Average 81,966,666.67 2,000,000.00 2,000,000.00 2,000,000.00 1 1 1.600 JPA Pool
CAMP 40566 California Asset Management Pr 175,610,072.57 175,610,072.57 175,610,072.57 2.950 1 1 2.950 Subtotal and Average 176,183,185.58 175,610,072.57 175,610,072.57 175,610,072.57 1 1 2.950 Corp Medium Term Notes
037833DV9 40263 Apple Inc 05/11/2020 6,795,000.00 6,659,167.95 6,794,612.43 0.750 1,095 222 0.759 05/11/2023 037833CG3 40459 Apple Inc 01/07/2022 10,000,000.00 9,820,700.00 10,264,117.02 3.000 763 496 0.861 02/09/2024 037833DE7 40462 Apple Inc 01/13/2022 15,266,000.00 15,214,400.92 15,343,056.41 2.400 365 104 0.451 01/13/2023 037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,528,181.36 15,578,248.29 2.750 1,095 835 1.295 01/13/2025 037833BU3 40464 Apple Inc 01/18/2022 3,052,000.00 3,038,449.12 3,075,951.32 2.850 401 145 0.847 02/23/2023 037833CG3 40471 Apple Inc 01/19/2022 11,966,000.00 11,751,449.62 12,253,709.21 3.000 751 496 1.046 02/09/2024 037833BU3 40482 Apple Inc 02/14/2022 2,336,000.00 2,325,628.16 2,349,798.86 2.850 374 145 1.050 02/23/2023 037833CG3 40485 Apple Inc 02/14/2022 12,318,000.00 12,097,138.26 12,519,353.65 3.000 725 496 1.659 02/09/2024 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,120,055.00 7,417,516.19 2.850 803 588 1.745 05/11/2024 037833DV9 40553 Apple Inc 06/08/2022 10,000,000.00 9,800,100.00 9,908,795.80 0.750 337 222 2.266 05/11/2023 06406RAE7 40242 Bank of New York Mellon 04/13/2020 10,444,000.00 10,402,328.44 10,481,440.95 2.950 1,021 120 1.823 01/29/2023 06406RAJ6 40320 Bank of New York Mellon 11/03/2020 3,868,000.00 3,838,409.80 3,969,116.81 3.450 1,011 314 0.394 08/11/2023 194162AN3 40580 Colgate-Palmolive 09/09/2022 8,202,000.00 7,705,779.00 7,958,259.00 3.100 1,801 1,779 3.774 08/15/2027 478160BY9 40574 Johnson & Johnson 08/25/2022 13,945,000.00 13,018,075.85 13,544,913.98 2.450 1,284 1,247 3.347 03/01/2026 478160BY9 40575 Johnson & Johnson 08/26/2022 4,214,000.00 3,933,895.42 4,078,580.69 2.450 1,283 1,247 3.457 03/01/2026 46625HJH4 40223 JP Morgan 01/31/2020 10,000,000.00 9,968,000.00 10,043,010.06 3.200 1,090 116 1.799 01/25/2023 46625HRL6 40303 JP Morgan 08/20/2020 5,000,000.00 4,952,000.00 5,065,342.91 2.700 1,001 229 0.607 05/18/2023 46625HJH4 40308 JP Morgan 09/25/2020 2,433,000.00 2,425,214.40 2,454,000.27 3.200 852 116 0.456 01/25/2023 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 14,822,700.00 15,679,220.00 3.875 1,095 488 0.452 02/01/2024 48133DP95 40569 JP Morgan 07/28/2022 10,000,000.00 9,513,800.00 10,000,000.00 4.570 1,826 1,761 4.570 07/28/2027 48133DQ45 40570 JP Morgan 07/28/2022 10,000,000.00 9,667,000.00 10,000,000.00 4.100 1,096 1,031 4.100 07/28/2025 48133DQ52 40571 JP Morgan 07/28/2022 10,000,000.00 9,599,800.00 10,000,000.00 4.250 1,461 1,396 4.250 07/28/2026 594918AW4 40432 Microsoft Inc. 12/08/2021 1,851,000.00 1,834,266.96 1,909,244.48 3.625 737 440 0.982 12/15/2023 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Page 2 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,004,202.75 1,052,056.32 2.875 778 493 0.892 02/06/2024 594918BQ6 40443 Microsoft Inc. 12/20/2021 2,876,000.00 2,821,614.84 2,907,833.60 2.000 596 311 0.692 08/08/2023 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,841,160.00 3,999,473.82 3.125 1,288 1,129 3.129 11/03/2025 594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 10,877,632.75 11,132,200.39 2.700 973 865 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 6,957,462.50 7,102,855.33 2.700 972 865 3.607 02/12/2025 69371RQ82 40275 PACCAR Inc. 06/08/2020 2,000,000.00 1,952,880.00 1,999,364.20 0.800 1,095 250 0.847 06/08/2023 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,624,730.00 6,996,383.59 0.350 1,095 489 0.389 02/02/2024 89236TEL5 40448 Toyota Motor Credit Corp 12/20/2021 15,003,000.00 14,940,437.49 15,089,552.74 2.700 387 102 0.613 01/11/2023 931142DH3 40274 Wal-Mart 06/01/2020 26,018,000.00 25,783,317.64 26,273,560.41 2.550 1,044 192 0.668 04/11/2023 931142DU4 40434 Wal-Mart 12/08/2021 5,000,000.00 4,986,800.00 5,019,114.99 2.350 372 75 0.483 12/15/2022 931142DU4 40444 Wal-Mart 12/20/2021 10,000,000.00 9,973,600.00 10,038,396.62 2.350 360 75 0.475 12/15/2022 Subtotal and Average 295,005,663.63 290,611,000.00 283,800,378.23 292,299,080.34 937 567 1.725 Negotiable CDs
78015JEW3 40588 Royal Bank of Canada 09/20/2022 25,000,000.00 24,983,750.00 25,000,000.00 4.530 283 272 4.530 06/30/2023 89115BVJ6 40590 Toronto Dominion Bank 09/22/2022 25,000,000.00 24,985,500.00 25,000,000.00 4.620 281 272 4.620 06/30/2023 Subtotal and Average 16,666,666.67 50,000,000.00 49,969,250.00 50,000,000.00 282 272 4.575 Commercial Paper Discounts
89233HK78 40573 Toyota Motor Credit Corp 08/08/2022 50,000,000.00 49,983,500.00 49,979,166.67 2.500 60 6 2.510 10/07/2022 Subtotal and Average 49,928,819.45 50,000,000.00 49,983,500.00 49,979,166.67 60 6 2.510 Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,254,650.00 2,499,929.80 0.500 1,812 1,017 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 8,846,800.00 9,994,737.78 0.480 1,826 1,202 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 8,846,800.00 9,994,481.24 0.480 1,826 1,202 0.497 01/15/2026 3133EJD48 40013 Federal Farm Credit Bank 10/17/2018 25,000,000.00 24,672,000.00 24,982,809.52 3.050 1,811 366 3.124 10/02/2023 3133EJ5W5 40049 Federal Farm Credit Bank 01/23/2019 20,000,000.00 19,667,800.00 19,995,728.75 2.650 1,734 387 2.672 10/23/2023 3133ELG81 40283 Federal Farm Credit Bank 06/12/2020 10,000,000.00 9,739,800.00 9,999,793.40 0.300 1,091 250 0.303 06/08/2023 3133ENBT6 40412 Federal Farm Credit Bank 11/23/2021 1,825,000.00 1,806,202.50 1,824,216.11 0.180 428 116 0.316 01/25/2023 3133EMGX4 40433 Federal Farm Credit Bank 12/07/2021 20,000,000.00 19,912,200.00 19,994,253.55 0.125 351 53 0.324 11/23/2022 3133ENAL4 40480 Federal Farm Credit Bank 01/26/2022 4,150,000.00 3,981,966.50 4,121,938.88 0.290 624 376 0.953 10/12/2023 3133ENAL4 40501 Federal Farm Credit Bank 03/22/2022 1,170,000.00 1,122,626.70 1,149,552.20 0.290 569 376 2.021 10/12/2023 3133ELSP0 40534 Federal Farm Credit Bank 05/12/2022 14,800,000.00 14,588,804.00 14,721,142.06 0.750 305 163 1.949 03/13/2023 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,855,250.00 2,997,358.70 1.500 1,826 684 1.549 08/15/2024 3130ADRG9 40411 Federal Home Loan Bank 11/23/2021 1,050,000.00 1,045,023.00 1,060,784.72 2.750 472 160 0.416 03/10/2023 3130AKDH6 40440 Federal Home Loan Bank 12/15/2021 5,300,000.00 5,292,580.00 5,299,632.81 0.125 310 20 0.250 10/21/2022 3130A0F70 40531 Federal Home Loan Bank 05/11/2022 10,215,000.00 10,090,785.60 10,313,929.12 3.375 576 433 2.536 12/08/2023 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 3 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
3130AS3T46 40537 Federal Home Loan Bank 05/17/2022 9,305,000.00 9,188,966.65 9,303,841.46 2.125 360 223 2.145 05/12/2023 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,459,300.00 4,991,026.92 0.375 1,824 1,088 0.436 09/23/2025 3137EAEY1 40316 Federal Home Loan Mtg Corp 10/16/2020 4,000,000.00 3,831,920.00 3,994,819.44 0.125 1,095 380 0.250 10/16/2023 3134G3X54 40536 Federal Home Loan Mtg Corp 05/12/2022 2,635,000.00 2,592,471.10 2,632,450.25 2.000 379 237 2.150 05/26/2023 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,574,200.00 9,986,669.51 1.750 1,821 640 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,488,100.00 9,993,040.71 1.625 1,820 745 1.661 10/15/2024 3135G04Q3 40271 Federal National Mtg Assn 05/22/2020 10,000,000.00 9,759,900.00 9,993,561.94 0.250 1,095 233 0.351 05/22/2023 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,038,100.00 9,988,763.52 0.500 1,824 990 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 8,941,500.00 9,984,614.08 0.375 1,700 1,059 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 8,905,400.00 10,025,441.72 0.500 1,766 1,133 0.417 11/07/2025 3135G0T94 40414 Federal National Mtg Assn 11/23/2021 2,700,000.00 2,688,795.00 2,716,581.95 2.375 422 110 0.322 01/19/2023 3135G04Q3 40415 Federal National Mtg Assn 11/23/2021 2,963,000.00 2,891,858.37 2,958,542.80 0.250 545 233 0.486 05/22/2023 3135G05U3 40420 Federal National Mtg Assn 11/30/2021 7,000,000.00 6,758,500.00 6,991,059.37 0.350 626 321 0.496 08/18/2023 Subtotal and Average 237,836,983.75 232,613,000.00 222,842,299.42 232,510,702.31 1,230 513 1.321 Federal Agency Discounts
313384BR9 40591 Federal Home Loan Bank 09/23/2022 25,000,000.00 24,668,250.00 24,668,861.11 3.640 139 131 3.743 02/09/2023 313384CL1 40592 Federal Home Loan Bank 09/23/2022 25,000,000.00 24,619,500.00 24,615,625.00 3.690 158 150 3.803 02/28/2023 Subtotal and Average 13,137,778.70 50,000,000.00 49,287,750.00 49,284,486.11 148 140 3.773 Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 14,550,000.00 15,082,655.13 2.125 1,529 516 1.719 02/29/2024 9128283Z1 40578 U.S. Treasury 09/02/2022 30,000,000.00 28,956,000.00 29,457,694.88 2.750 910 881 3.539 02/28/2025 912828S35 40582 U.S. Treasury 09/14/2022 30,000,000.00 29,396,400.00 29,477,205.88 1.375 289 272 3.763 06/30/2023 91282CCU3 40583 U.S. Treasury 09/14/2022 20,000,000.00 19,258,600.00 19,332,416.31 0.125 351 334 3.878 08/31/2023 912828S35 40584 U.S. Treasury 09/15/2022 20,000,000.00 19,597,600.00 19,645,833.33 1.375 288 272 3.082 06/30/2023 91282CAK7 40585 U.S. Treasury 09/15/2022 20,000,000.00 19,227,400.00 19,291,840.75 0.125 365 349 3.938 09/15/2023 9128284Z0 40586 U.S. Treasury 09/15/2022 10,000,000.00 9,588,700.00 9,723,682.50 2.750 1,081 1,065 3.760 08/31/2025 Subtotal and Average 97,131,791.58 145,000,000.00 140,574,700.00 142,011,328.78 622 497 3.444 Treasury Discounts
912796T33 40577 U.S. Treasury 09/02/2022 30,000,000.00 29,578,800.00 29,611,158.33 3.218 174 145 3.314 02/23/2023 912796X79 40587 U.S. Treasury 09/19/2022 25,000,000.00 24,857,250.00 24,839,062.50 3.090 87 75 3.156 12/15/2022 Subtotal and Average 56,008,718.11 55,000,000.00 54,436,050.00 54,450,220.83 134 113 3.242 Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 8,867,800.00 10,000,000.00 1.000 1,826 1,297 1.000 04/20/2026 31422XRQ7 40554 Federal Agricultural Mtg Corp 06/14/2022 10,779,000.00 10,308,604.44 10,466,741.25 0.690 554 445 3.141 12/20/2023 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 4 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,351,700.00 10,000,000.00 0.580 1,461 625 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 8,807,100.00 10,000,000.00 0.500 1,820 1,179 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 8,836,200.00 10,000,000.00 0.800 1,826 1,255 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,276,000.00 10,010,051.76 1.010 1,096 793 0.963 12/02/2024 3133EMZP0 40424 Federal Farm Credit Bank 12/01/2021 1,250,000.00 1,217,737.50 1,248,040.13 0.140 533 229 0.390 05/18/2023 3133ENAQ3 40437 Federal Farm Credit Bank 12/15/2021 20,350,000.00 20,324,766.00 20,348,828.17 0.070 302 12 0.243 10/13/2022 3133ENGW4 40445 Federal Farm Credit Bank 12/17/2021 6,435,000.00 6,144,073.65 6,433,446.97 0.660 726 438 0.680 12/13/2023 3133ENLB4 40468 Federal Farm Credit Bank 01/18/2022 20,000,000.00 19,806,800.00 19,996,433.33 0.460 365 109 0.520 01/18/2023 3133ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 9,471,078.00 10,349,140.38 1.600 1,461 1,214 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 13,769,986.50 15,140,057.81 2.180 1,826 1,599 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 142,933.50 148,821.79 1.940 896 703 2.363 09/03/2024 3133EL5J9 40510 Federal Farm Credit Bank 03/30/2022 13,965,000.00 13,455,696.45 13,733,495.28 0.300 520 335 2.146 09/01/2023 3133ENGW4 40513 Federal Farm Credit Bank 03/30/2022 1,859,000.00 1,774,954.61 1,823,155.81 0.660 623 438 2.308 12/13/2023 3133EMYW6 40514 Federal Farm Credit Bank 03/30/2022 1,347,000.00 1,283,866.11 1,317,389.66 0.230 593 408 2.246 11/13/2023 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,192,315.00 3,296,720.81 0.480 1,046 884 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,109,200.00 19,903,903.02 3.090 1,277 1,115 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,161,800.00 20,000,000.00 3.650 1,644 1,487 3.650 10/27/2026 3133EMSE3 40530 Federal Farm Credit Bank 05/11/2022 4,916,000.00 4,838,622.16 4,879,384.28 0.110 294 151 1.920 03/01/2023 3133EMST0 40535 Federal Farm Credit Bank 05/12/2022 1,530,000.00 1,503,133.20 1,517,793.97 0.140 302 160 1.970 03/10/2023 3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 4,956,744.00 5,179,060.87 3.450 1,820 1,704 3.545 06/01/2027 3133EMBQ4 40561 Federal Farm Credit Bank 06/15/2022 1,025,000.00 981,857.75 994,262.91 0.270 477 369 3.325 10/05/2023 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 8,809,000.00 10,000,000.00 0.500 1,826 1,215 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 8,826,200.00 10,000,000.00 0.500 1,826 1,243 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 8,826,200.00 9,995,920.00 0.500 1,826 1,243 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 18,618,600.00 19,993,621.52 1.000 1,094 776 1.015 11/15/2024 3130APWP6 40410 Federal Home Loan Bank 11/24/2021 8,300,000.00 7,950,321.00 8,295,715.13 0.600 730 419 0.645 11/24/2023 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,787,976.00 1,900,000.00 0.875 910 605 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,505,816.25 4,869,740.73 0.850 1,088 783 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,516,728.25 2,715,251.30 0.750 1,074 769 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 2,955,204.00 3,146,833.22 0.625 898 594 0.687 05/17/2024 3130APQU2 40435 Federal Home Loan Bank 12/15/2021 14,370,000.00 13,740,594.00 14,357,289.66 0.650 707 417 0.728 11/22/2023 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 12,295,988.00 13,240,801.97 1.050 1,067 779 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,311,994.30 2,475,028.80 1.000 1,004 748 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,660,450.00 4,989,474.05 0.875 1,095 839 0.905 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 22,267,250.00 24,568,265.97 0.960 1,507 1,251 1.481 03/05/2026 3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 18,793,000.00 20,000,000.00 1.000 1,096 850 0.969 01/28/2025 3130AQN584 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,083,700.00 13,986,453.70 0.700 1,096 849 1.438 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,626,952.00 7,191,144.00 1.000 1,369 1,123 1.076 10/28/2025 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 5 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 18,793,000.00 20,000,000.00 1.000 1,096 850 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 11,787,500.00 12,496,887.50 0.875 1,004 758 0.754 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 943,910.00 993,798.61 1.375 1,096 905 2.137 03/24/2025 3130ARBY6 40496 Federal Home Loan Bank 03/28/2022 4,600,000.00 4,417,380.00 4,591,976.83 1.500 1,096 909 1.713 03/28/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,468,251.70 1,547,909.38 1.850 1,005 818 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,223,757.20 2,322,991.58 1.750 1,074 881 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 18,359,600.00 19,249,907.88 0.620 993 800 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 743,061.00 786,063.48 0.700 1,196 1,003 2.500 06/30/2025 3130APWH4 40512 Federal Home Loan Bank 03/30/2022 2,000,000.00 1,919,840.00 1,966,661.79 0.750 602 417 2.245 11/22/2023 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,294,552.00 1,351,783.98 1.250 1,023 850 2.800 01/28/2025 3130AMU67 40517 Federal Home Loan Bank 04/11/2022 6,000,000.00 5,602,800.00 5,772,004.86 0.400 809 636 2.661 06/28/2024 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 21,382,385.00 22,200,131.65 1.100 1,008 835 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 21,682,062.20 22,581,209.14 1.250 1,022 849 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 2,915,506.80 3,019,280.22 2.000 870 697 2.724 08/28/2024 3130APXH3 40521 Federal Home Loan Bank 04/22/2022 9,120,000.00 8,744,803.20 8,934,922.69 0.800 584 422 2.604 11/27/2023 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 18,886,800.00 20,000,000.00 3.250 1,826 1,671 3.250 04/29/2027 3130APM44 40527 Federal Home Loan Bank 04/22/2022 3,565,000.00 3,402,186.45 3,481,395.51 0.500 581 419 2.600 11/24/2023 3130ARR86 40529 Federal Home Loan Bank 04/29/2022 13,270,000.00 13,044,277.30 13,252,672.04 1.625 546 391 1.997 10/27/2023 3130APQJ7 40532 Federal Home Loan Bank 05/11/2022 1,500,000.00 1,433,055.00 1,469,230.94 0.575 560 417 2.416 11/22/2023 3130APWH4 40533 Federal Home Loan Bank 05/12/2022 6,000,000.00 5,759,520.00 5,883,389.59 0.750 559 417 2.496 11/22/2023 3130AS2M0 40539 Federal Home Loan Bank 05/24/2022 3,835,000.00 3,756,957.75 3,835,000.00 2.650 549 419 2.650 11/24/2023 3130AS3J6 40542 Federal Home Loan Bank 05/24/2022 2,700,000.00 2,636,442.00 2,699,587.00 2.500 549 419 2.514 11/24/2023 3130AS4H9 40543 Federal Home Loan Bank 05/26/2022 4,885,000.00 4,815,095.65 4,885,000.00 2.250 365 237 2.250 05/26/2023 3130ARVT5 40544 Federal Home Loan Bank 05/24/2022 3,630,000.00 3,536,926.80 3,638,144.74 3.000 724 594 2.716 05/17/2024 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,450,800.00 19,054,403.18 0.625 918 788 2.916 11/27/2024 3130AMU67 40546 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,676,000.00 19,213,173.21 0.400 766 636 2.740 06/28/2024 3130APWH4 40547 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,198,400.00 19,598,931.23 0.750 547 417 2.551 11/22/2023 3130ASB65 40548 Federal Home Loan Bank 05/27/2022 11,000,000.00 10,903,200.00 10,999,853.20 1.880 272 145 1.885 02/23/2023 3130ASBG3 40549 Federal Home Loan Bank 06/15/2022 7,150,000.00 6,977,756.50 7,133,645.79 2.125 639 531 2.125 03/15/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,584,063.80 8,869,556.85 2.800 871 755 3.000 10/25/2024 3130ASD30 40555 Federal Home Loan Bank 06/16/2022 1,540,000.00 1,515,837.40 1,535,080.34 2.290 365 258 2.750 06/16/2023 3130AS6D6 40560 Federal Home Loan Bank 06/15/2022 1,250,000.00 1,214,600.00 1,236,103.06 2.875 730 622 3.557 06/14/2024 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,061,800.00 9,994,811.11 0.700 1,826 947 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,095,000.00 10,000,000.00 0.700 1,789 913 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 36,127,200.00 40,000,000.00 0.750 1,821 991 0.750 06/18/2025 3134GXJH8 40469 Federal Home Loan Mtg Corp 01/18/2022 4,225,000.00 4,047,845.75 4,196,432.36 0.220 619 363 0.907 09/29/2023 3134GW6E1 40490 Federal Home Loan Mtg Corp 03/15/2022 20,000,000.00 19,122,000.00 19,680,272.57 0.320 597 397 1.820 11/02/2023 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,779,760.00 1,891,928.00 0.650 1,315 1,122 2.500 10/27/2025 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 6 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,339,410.00 1,417,875.71 0.570 1,282 1,089 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 15,579,392.40 16,542,228.78 0.600 1,288 1,095 2.500 09/30/2025 3134GW6E1 40509 Federal Home Loan Mtg Corp 03/30/2022 18,300,000.00 17,496,630.00 17,915,715.36 0.320 582 397 2.300 11/02/2023 3134GXMZ4 40511 Federal Home Loan Mtg Corp 03/30/2022 1,033,000.00 993,074.55 1,023,342.60 1.800 729 544 2.446 03/28/2024 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,845,000.00 10,000,000.00 2.500 1,096 941 2.500 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,456,173.40 12,893,486.77 3.125 1,070 954 3.270 05/12/2025 3134GXYM0 40556 Federal Home Loan Mtg Corp 06/28/2022 5,615,000.00 5,513,368.50 5,591,871.58 3.125 731 636 3.372 06/28/2024 3134GXYT5 40558 Federal Home Loan Mtg Corp 06/29/2022 7,250,000.00 7,125,662.50 7,210,723.26 2.900 548 454 3.350 12/29/2023 3134GXYT5 40559 Federal Home Loan Mtg Corp 06/29/2022 4,500,000.00 4,422,825.00 4,475,621.33 2.900 548 454 3.350 12/29/2023 3134GXKH6 40565 Federal Home Loan Mtg Corp 06/15/2022 5,000,000.00 4,940,850.00 4,959,217.12 0.125 226 118 2.694 01/27/2023 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 27,189,300.00 30,000,000.00 0.850 1,826 996 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 13,186,650.00 15,000,000.00 0.550 1,826 1,215 0.550 01/28/2026 3136G46V0 40500 Federal National Mtg Assn 03/22/2022 1,500,000.00 1,419,075.00 1,464,160.39 0.310 675 482 2.167 01/26/2024 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,102,404.00 2,225,728.19 0.550 1,232 1,039 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,534,050.35 1,625,908.36 0.625 1,255 1,062 2.500 08/28/2025 3135G05P4 40515 Federal National Mtg Assn 04/11/2022 3,371,000.00 3,259,251.35 3,318,437.11 0.300 479 306 2.196 08/03/2023 3135G05U3 40562 Federal National Mtg Assn 06/15/2022 7,200,000.00 6,951,600.00 7,019,512.34 0.350 429 321 3.275 08/18/2023 3135G05P4 40563 Federal National Mtg Assn 06/15/2022 5,000,000.00 4,834,250.00 4,878,903.92 0.300 414 306 3.264 08/03/2023 Subtotal and Average 886,205,018.00 896,150,000.00 839,651,843.22 886,439,141.38 1,101 799 1.798 Supranational
45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,381,250.00 11,001,731.79 1.700 1,773 776 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,199,900.00 9,997,574.11 0.340 1,433 745 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 8,966,500.00 10,000,000.00 0.650 1,822 1,238 0.650 02/20/2026 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 4,870,400.00 4,997,609.33 2.500 1,827 535 2.535 03/19/2024 459058GX5 40126 IBRD 06/19/2019 10,000,000.00 9,834,000.00 9,998,136.67 1.875 1,461 261 1.902 06/19/2023 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,730,870.00 2,994,059.55 0.625 1,826 934 0.704 04/22/2025 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 18,341,000.00 20,169,030.40 0.750 1,520 892 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 8,896,000.00 9,997,666.77 0.500 1,751 1,123 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 8,896,000.00 9,995,750.20 0.500 1,751 1,123 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,588,504.40 4,983,474.85 2.500 1,413 786 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 8,950,500.00 9,958,934.35 0.375 1,657 1,031 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,501,000.00 10,226,455.56 1.500 1,314 697 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,391,650.00 5,000,000.00 0.600 1,826 1,236 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,391,650.00 5,000,000.00 0.600 1,826 1,236 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,170,500.00 10,033,512.16 0.750 1,460 892 0.611 03/11/2025 459056LD7 40460 IBRD 01/07/2022 2,000,000.00 2,021,160.00 2,042,802.84 7.625 377 110 0.465 01/19/2023 459058JM6 40538 IBRD 05/25/2022 5,580,000.00 5,324,994.00 5,437,841.09 0.250 548 419 2.527 11/24/2023 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 7 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Supranational
45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 7,851,978.00 8,569,015.69 0.425 1,413 780 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 8,769,200.00 9,981,204.22 0.450 1,826 1,223 0.507 02/05/2026 45950KCS7 40408 International Finance Corp 11/17/2021 24,721,000.00 24,322,991.90 24,737,694.10 0.500 488 170 0.356 03/20/2023 45950VLH7 40419 International Finance Corp 11/30/2021 3,173,000.00 3,170,874.09 3,176,535.20 2.000 328 23 0.253 10/24/2022 Subtotal and Average 196,979,948.15 187,789,000.00 174,570,922.39 188,299,028.88 1,402 771 0.717 Asset Backed Securities
43815NAC8 40158 American Honda Finance Corp 08/27/2019 322,661.55 322,316.30 322,660.96 1.780 1,449 318 1.780 08/15/2023 43813VAC2 40190 American Honda Finance Corp 11/26/2019 2,053,851.84 2,044,239.81 2,053,737.28 1.830 1,514 474 1.845 01/18/2024 43813DAC2 40270 American Honda Finance Corp 05/27/2020 885,628.90 881,537.29 885,598.73 0.820 1,510 653 0.825 07/15/2024 44891LAC7 40253 Hyundai Auto Receivables Trust 04/29/2020 656,064.37 647,364.96 655,992.99 1.410 1,661 776 1.424 11/15/2024 89233MAD5 40186 Toyota Motor Credit Corp 11/13/2019 597,692.85 595,840.00 597,679.50 1.920 1,525 472 1.931 01/16/2024 89239RAC0 40252 Toyota Motor Credit Corp 04/29/2020 636,078.95 629,819.93 636,023.49 1.360 1,569 684 1.373 08/15/2024 89237VAB5 40296 Toyota Motor Credit Corp 07/27/2020 2,553,597.95 2,511,412.51 2,553,502.87 0.440 1,541 745 0.444 10/15/2024 Subtotal and Average 8,331,525.06 7,705,576.41 7,632,530.80 7,705,195.82 1,538 621 1.193 Municipal Bonds
13063DDF2 37579 State of California GO 10/26/2017 5,000,000.00 5,000,000.00 5,000,000.00 2.500 1,801 0 2.222 10/01/2022 13063DDF2 37588 State of California GO 12/07/2017 5,000,000.00 5,000,000.00 5,000,000.00 2.500 1,759 0 2.411 10/01/2022 13063DGN2 40008 State of California GO 09/18/2018 5,000,000.00 4,970,500.00 5,012,929.26 3.400 1,778 304 3.064 08/01/2023 13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,861,900.00 5,187,248.32 3.375 1,814 913 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,498,243.90 10,540,805.41 2.650 1,545 1,278 1.392 04/01/2026 13063DRD2 40581 State of California GO 09/09/2022 5,570,000.00 5,143,950.70 5,293,935.26 2.375 1,483 1,461 3.721 10/01/2026 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,234,228.90 1,385,000.00 0.765 1,749 1,096 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 8,949,400.00 10,024,125.07 0.885 1,825 1,127 0.805 11/01/2025 13067WPE6 37625 CA Dept of Water Resource Pwr 06/01/2018 1,000,000.00 998,660.00 999,390.00 2.518 1,644 61 2.911 12/01/2022 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 8,998,600.00 10,000,000.00 0.550 1,683 974 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,680,100.00 4,998,083.14 0.390 1,318 609 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,130,116.00 14,615,000.00 0.520 1,800 1,035 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,054,667.10 4,345,000.00 0.420 1,435 670 0.420 08/01/2024 419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,491,000.00 5,009,081.26 0.852 1,798 1,096 0.790 10/01/2025 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,638,160.00 4,000,000.00 0.840 1,691 974 0.840 06/01/2025 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,601,150.80 3,865,387.70 3.320 1,418 701 0.511 09/01/2024 544351QQ5 40589 City of Los Angeles 09/28/2022 9,475,000.00 9,635,885.50 9,707,609.90 5.000 1,069 1,066 4.097 09/01/2025 544351QP7 40593 City of Los Angeles 09/28/2022 10,000,000.00 10,116,700.00 10,147,857.14 5.000 704 701 4.187 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 886,910.00 1,000,000.00 0.695 1,794 1,127 0.695 11/01/2025 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 957,060.00 1,000,000.00 0.970 1,458 531 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,519,100.00 5,003,464.37 0.660 1,822 1,035 0.635 08/01/2025 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 8 ends

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
September 30, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,677,900.00 5,000,896.24 0.510 1,457 670 0.500 08/01/2024 60412AKS1 40245 State of Minnesota GO 04/15/2020 3,500,000.00 3,500,000.00 3,500,000.00 2.020 899 0 1.084 10/01/2022 649791PP9 40185 New York State GO 10/30/2019 5,000,000.00 4,850,650.00 5,000,831.33 2.010 1,569 502 1.998 02/15/2024 6500354U9 40207 New York ST Urban Dev Corp Rev 01/15/2020 5,000,000.00 4,898,250.00 5,066,478.13 2.860 1,521 531 1.905 03/15/2024 649902ZM8 40156 NYS Dormitory Authority 08/16/2019 2,700,000.00 2,706,912.00 2,734,654.51 5.092 1,307 165 2.149 03/15/2023 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,324,437.50 2,445,312.72 1.438 1,517 639 1.551 07/01/2024 677522SQ8 40576 State of Ohio GO 08/30/2022 7,930,000.00 7,785,277.50 7,833,766.34 2.300 428 396 3.451 11/01/2023 70922PAK8 40152 Pennsylvania Turnpike Comm 08/14/2019 1,750,000.00 1,729,507.50 1,773,869.68 2.929 1,570 426 1.711 12/01/2023 76913CAX7 40255 County of Riverside CA 05/06/2020 1,655,000.00 1,643,133.65 1,655,000.00 2.363 1,015 137 2.362 02/15/2023 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,786,160.00 4,000,000.00 2.667 1,746 868 2.667 02/15/2025 882722VK4 40264 State of Texas GO 05/08/2020 3,425,000.00 3,421,746.25 3,473,462.93 3.823 1,058 182 0.947 04/01/2023 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,626,240.00 1,810,443.27 5.000 1,797 1,096 0.550 10/01/2025 91412HBK8 37624 UC General Revenue Bonds 06/05/2018 4,000,000.00 3,976,320.00 4,000,000.00 3.297 1,805 226 3.297 05/15/2023 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 989,060.00 1,027,943.94 3.638 1,736 592 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 945,820.00 1,000,000.00 0.833 1,399 592 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 614,783.00 650,000.00 0.833 1,399 592 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,016,447.40 2,229,197.55 0.883 1,617 957 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,240,881.60 3,585,532.41 0.883 1,612 957 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,103,600.00 10,070,458.40 0.883 1,611 957 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,372,520.00 7,068,122.40 0.883 1,574 957 0.507 05/15/2025 91412GU94 40594 UC General Revenue Bonds 09/27/2022 3,820,000.00 3,667,887.60 3,678,467.85 3.063 1,008 1,004 4.509 07/01/2025 91412HGE7 40595 UC General Revenue Bonds 09/27/2022 3,000,000.00 2,731,080.00 2,733,797.97 0.883 961 957 4.509 05/15/2025 923078CT4 40277 Ventura Cnty Pub Fin Auth Leas 06/11/2020 1,000,000.00 965,360.00 1,000,000.00 1.048 1,238 396 1.048 11/01/2023 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 838,746.00 900,000.00 1.223 1,604 762 1.223 11/01/2024 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 481,755.00 500,000.00 1.857 1,645 578 1.857 05/01/2024 Subtotal and Average 180,059,953.65 203,825,000.00 193,260,807.90 204,873,152.50 1,477 783 1.728 Mortgage Backed Securities
3137B4WB8 40148 Federal Home Loan Mtg Corp 08/01/2019 4,250,000.00 4,205,630.00 4,390,781.25 3.060 1,454 297 2.119 07/25/2023 3137B36J2 40167 Federal Home Loan Mtg Corp 09/16/2019 4,655,344.00 4,638,398.55 4,853,196.12 3.320 1,258 147 1.948 02/25/2023 30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 4,930,159.20 4,760,463.12 4,930,159.20 1.990 1,699 602 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,259,472.58 1,204,937.42 1,265,462.63 2.090 1,742 663 1.941 07/25/2024 30295NAE0 40214 Federal Home Loan Mtg Corp 01/22/2020 258,023.13 251,482.24 258,345.66 2.050 1,372 389 1.973 10/25/2023 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 579,293.74 559,354.45 586,534.91 1.990 1,549 602 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,527,300.00 10,823,437.50 2.770 1,825 967 1.043 05/25/2025 3137B04Y7 40276 Federal Home Loan Mtg Corp 06/04/2020 5,450,000.00 5,417,136.50 5,727,609.38 2.615 965 116 0.605 01/25/2023 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,329,316.99 3,061,806.37 3,345,600.68 0.830 1,766 967 0.695 05/25/2025 30288WAK5 40300 Federal Home Loan Mtg Corp 07/31/2020 261,205.64 257,851.76 268,592.86 2.190 967 175 0.919 03/25/2023 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 9 ends

Page 10 ends

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

0.00 2,471,139,615.80 2,478,320,311.48 974 597 1.973
0 0
416,424.72
416,424.72
416,424.72
416,424.72
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,372,832,924.76 2,471,380,452.99 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 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
July 1, 2022 - September 30, 2022
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 32936 003 CITY STPOOL 0.24% Purchase 07/01/2022 5,000,000.00 -5,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 07/15/2022 91,011.95 -91,011.95 32936 003 CITY STPOOL 0.24% Purchase 07/26/2022 10,000,000.00 -10,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 07/18/2022 91,011.95 91,011.95 32936 003 CITY STPOOL 0.24% Redemption 09/09/2022 14,000,000.00 14,000,000.00 32936 003 CITY STPOOL 0.24% Interest 07/15/2022 91,011.95 91,011.95 36512 003 VP6000104 Federated Govt Purchase 07/01/2022 252,407,740.81 -252,407,740.81 36512 003 VP6000104 Federated Govt Purchase 07/05/2022 102,458.21 -102,458.21 36512 003 VP6000104 Federated Govt Purchase 07/06/2022 5,000,000.00 -5,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/11/2022 5,000,000.00 -5,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/13/2022 6,000,000.00 -6,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/14/2022 3,000,000.00 -3,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/15/2022 1,000,000.00 -1,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/19/2022 12,000,000.00 -12,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/21/2022 3,000,000.00 -3,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/22/2022 6,000,000.00 -6,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/25/2022 52,000,000.00 -52,000,000.00 36512 003 VP6000104 Federated Govt Purchase 07/27/2022 1,000,000.00 -1,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/02/2022 267,480.95 -267,480.95 36512 003 VP6000104 Federated Govt Purchase 08/02/2022 4,000,000.00 -4,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/04/2022 9,000,000.00 -9,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/09/2022 4,000,000.00 -4,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/10/2022 3,000,000.00 -3,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/11/2022 29,000,000.00 -29,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/16/2022 12,000,000.00 -12,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/18/2022 2,000,000.00 -2,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/19/2022 6,000,000.00 -6,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/22/2022 8,000,000.00 -8,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/23/2022 15,000,000.00 -15,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/24/2022 3,000,000.00 -3,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/25/2022 28,000,000.00 -28,000,000.00 36512 003 VP6000104 Federated Govt Purchase 08/29/2022 1,000,000.00 -1,000,000.00 36512 003 VP6000104 Federated Govt Purchase 09/01/2022 25,000,000.00 -25,000,000.00 36512 003 VP6000104 Federated Govt Purchase 09/02/2022 247,297.56 -247,297.56 36512 003 VP6000104 Federated Govt Purchase 09/06/2022 18,000,000.00 -18,000,000.00 36512 003 VP6000104 Federated Govt Purchase 09/07/2022 12,000,000.00 -12,000,000.00 36512 003 VP6000104 Federated Govt Purchase 09/08/2022 3,000,000.00 -3,000,000.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 36512 003 VP6000104 Federated Govt Purchase 09/13/2022 4,000,000.00 -4,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/01/2022 14,000,000.00 14,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/05/2022 2,000,000.00 2,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/07/2022 2,000,000.00 2,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/08/2022 30,000,000.00 30,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/12/2022 9,000,000.00 9,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/18/2022 19,000,000.00 19,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/20/2022 21,000,000.00 21,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/26/2022 16,000,000.00 16,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/28/2022 25,000,000.00 25,000,000.00 36512 003 VP6000104 Federated Govt Redemption 07/29/2022 24,000,000.00 24,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/03/2022 26,000,000.00 26,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/05/2022 1,000,000.00 1,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/08/2022 44,000,000.00 44,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/12/2022 47,000,000.00 47,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/15/2022 3,000,000.00 3,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/17/2022 22,000,000.00 22,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/26/2022 7,000,000.00 7,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/30/2022 28,000,000.00 28,000,000.00 36512 003 VP6000104 Federated Govt Redemption 08/31/2022 15,000,000.00 15,000,000.00 36512 003 VP6000104 Federated Govt Redemption 09/02/2022 64,000,000.00 64,000,000.00 36512 003 VP6000104 Federated Govt Redemption 09/09/2022 17,000,000.00 17,000,000.00 36512 003 VP6000104 Federated Govt Redemption 09/14/2022 54,000,000.00 54,000,000.00 36512 003 VP6000104 Federated Govt Redemption 09/15/2022 41,000,000.00 41,000,000.00 36512 003 VP6000104 Federated Govt Interest 07/05/2022 102,458.21 102,458.21 36512 003 VP6000104 Federated Govt Interest 08/01/2022 267,480.95 267,480.95 36512 003 VP6000104 Federated Govt Interest 08/05/2022 66.81 66.81 36512 003 VP6000104 Federated Govt Interest 09/01/2022 247,297.56 247,297.56 37042 003 CSJFA STPOOL 0.22% Purchase 07/01/2022 5,000,000.00 -5,000,000.00 37042 003 CSJFA STPOOL 0.22% Purchase 07/15/2022 109,592.57 -109,592.57 37042 003 CSJFA STPOOL 0.22% Purchase 07/26/2022 10,000,000.00 -10,000,000.00 37042 003 CSJFA STPOOL 0.22% Redemption 07/18/2022 109,592.57 109,592.57 37042 003 CSJFA STPOOL 0.22% Redemption 09/09/2022 14,000,000.00 14,000,000.00 37042 003 CSJFA STPOOL 0.22% Interest 07/15/2022 109,592.57 109,592.57 37565 003 84247PHX2 STNPWR 3.258% Redemption 07/01/2022 07/01/2022 Maturity 2,710,000.00 2,710,000.00 37565 003 84247PHX2 STNPWR 3.258% Interest 07/01/2022 07/01/2022 44,145.90 44,145.90 37589 003 3130ACZS6 FHLB 2.1% MAT Redemption 07/01/2022 07/01/2022 Maturity 10,000,000.00 10,000,000.00 37589 003 3130ACZS6 FHLB 2.1% MAT Interest 07/01/2022 07/01/2022 105,000.00 105,000.00 37634 003 4581X0CZ9 IADB 1.75% MAT Redemption 09/14/2022 09/14/2022 Maturity 20,000,000.00 20,000,000.00 37634 003 4581X0CZ9 IADB 1.75% MAT Interest 09/14/2022 09/14/2022 175,000.00 175,000.00 37638 003 544351MN6 LOS 2.9 09/01/2022 Redemption 09/01/2022 09/01/2022 Maturity 4,815,000.00 4,815,000.00 37638 003 544351MN6 LOS 2.9 09/01/2022 Interest 09/01/2022 09/01/2022 69,817.50 69,817.50 40008 003 13063DGN2 CALIFORNIA ST, Interest 08/01/2022 08/01/2023 85,000.00 85,000.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40036 003 544351MN6 LOS 2.9 09/01/2022 Redemption 09/01/2022 09/01/2022 Maturity 4,000,000.00 4,000,000.00 40036 003 544351MN6 LOS 2.9 09/01/2022 Interest 09/01/2022 09/01/2022 58,000.00 58,000.00 40079 003 459058GQ0 IBRD 2.5% MAT Interest 09/19/2022 03/19/2024 62,500.00 62,500.00 40115 003 3137AWQH1 FHLMC 8.6M 2.31% Redemption 07/25/2022 08/01/2022 Sale 5,397,111.40 5,397,111.40 40115 003 3137AWQH1 Loss FHLMC 8.6M Cap G/L 07/25/2022 08/01/2022 -28,729.23 -28,729.23 40115 003 3137AWQH1 FHLMC 8.6M 2.31% Redemption 08/25/2022 08/01/2022 Sale 1,226,474.82 1,226,474.82 40115 003 3137AWQH1 FHLMC 8.6M 2.31% Interest 07/25/2022 08/01/2022 12,678.61 12,678.61 40115 003 3137AWQH1 FHLMC 8.6M 2.31% Interest 08/25/2022 08/01/2022 2,356.47 2,356.47 40121 003 3137AWQH1 FHLMC 6.2M 2.31% Redemption 07/25/2022 08/01/2022 Sale 3,902,617.23 3,902,617.23 40121 003 3137AWQH1 Loss FHLMC 6.2M Cap G/L 07/25/2022 08/01/2022 -20,767.89 -20,767.89 40121 003 3137AWQH1 FHLMC 6.2M 2.31% Redemption 08/25/2022 08/01/2022 Sale 886,857.68 886,857.68 40121 003 3137AWQH1 FHLMC 6.2M 2.31% Interest 07/25/2022 08/01/2022 9,167.84 9,167.84 40121 003 3137AWQH1 FHLMC 6.2M 2.31% Interest 08/25/2022 08/01/2022 1,706.41 1,706.41 40142 003 3135G0V75 FNMA 1.75% MAT Interest 07/05/2022 07/02/2024 87,500.00 87,500.00 40148 003 3137B4WB8 FHLMC REMIC Interest 07/25/2022 07/25/2023 10,837.50 10,837.50 40148 003 3137B4WB8 FHLMC REMIC Interest 08/25/2022 07/25/2023 10,837.50 10,837.50 40148 003 3137B4WB8 FHLMC REMIC Interest 09/25/2022 07/25/2023 10,837.50 10,837.50 40156 003 649902ZM8 NYSHGR 5.092% Interest 09/15/2022 03/15/2023 68,742.00 68,742.00 40157 003 3130AGWK7 FEDERAL HOME Interest 08/15/2022 08/15/2024 22,500.00 22,500.00 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 07/15/2022 08/15/2023 Sale 219,141.33 219,141.33 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 07/15/2022 08/15/2023 1.82 1.82 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 08/15/2022 08/15/2023 Sale 208,136.95 208,136.95 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 08/15/2022 08/15/2023 1.73 1.73 40158 003 43815NAC8 HAROT 2019-3 A3 Redemption 09/15/2022 08/15/2023 Sale 206,465.40 206,465.40 40158 003 43815NAC8 HAROT 2019-3 A3 Cap G/L 09/15/2022 08/15/2023 1.71 1.71 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 07/15/2022 08/15/2023 1,418.68 1,418.68 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 08/15/2022 08/15/2023 1,093.61 1,093.61 40158 003 43815NAC8 HAROT 2019-3 A3 Interest 09/15/2022 08/15/2023 784.88 784.88 40164 003 037833DL1 AAPL 1.7% MAT Redemption 09/12/2022 09/11/2022 Maturity 1,000,000.00 1,000,000.00 40164 003 037833DL1 AAPL 1.7% MAT Interest 09/12/2022 09/11/2022 8,500.00 8,500.00 40166 003 037833DL1 AAPL 1.7% MAT Redemption 09/12/2022 09/11/2022 Maturity 5,000,000.00 5,000,000.00 40166 003 037833DL1 AAPL 1.7% MAT Interest 09/12/2022 09/11/2022 42,500.00 42,500.00 40167 003 3137B36J2 FHLMC 3.32% MAT Interest 07/25/2022 02/25/2023 13,204.08 13,204.08 40167 003 3137B36J2 FHLMC 3.32% MAT Redemption 07/25/2022 02/25/2023 12,777.95 12,777.95 40167 003 3137B36J2 FHLMC 3.32% MAT Interest 08/25/2022 02/25/2023 13,201.04 13,201.04 40167 003 3137B36J2 FHLMC 3.32% MAT Redemption 08/25/2022 02/25/2023 12,264.40 12,264.40 40167 003 3137B36J2 FHLMC 3.32% MAT Interest 09/25/2022 02/25/2023 13,167.11 13,167.11 40167 003 3137B36J2 FHLMC 3.32% MAT Redemption 09/25/2022 02/25/2023 103,851.65 103,851.65 40169 003 3138LC5B7 FNMA 2.71% MAT Interest 07/25/2022 02/01/2023 2,258.33 2,258.33 40169 003 3138LC5B7 FNMA 2.71% MAT Interest 08/25/2022 02/01/2023 2,333.61 2,333.61 40169 003 3138LC5B7 FNMA 2.71% MAT Interest 09/25/2022 02/01/2023 2,333.61 2,333.61 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 07/25/2022 07/01/2024 9,914.94 9,914.94 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 07/25/2022 07/01/2024 7,957.05 7,957.05 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 08/25/2022 07/01/2024 10,228.86 10,228.86 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 08/25/2022 07/01/2024 7,487.50 7,487.50 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 09/25/2022 07/01/2024 10,213.25 10,213.25 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 09/25/2022 07/01/2024 7,510.80 7,510.80 40173 003 30298LAA9 FRESB 2019-SB65 Interest 07/25/2022 05/25/2024 8,429.19 8,429.19 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 07/25/2022 05/25/2024 7,302.50 7,302.50 40173 003 30298LAA9 FRESB 2019-SB65 Interest 08/25/2022 05/25/2024 8,417.08 8,417.08 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 08/25/2022 05/25/2024 138,141.60 138,141.60 40173 003 30298LAA9 FRESB 2019-SB65 Interest 09/25/2022 05/25/2024 8,187.99 8,187.99 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 09/25/2022 05/25/2024 7,322.60 7,322.60 40180 003 30314KAS2 FRESB 2019-SB67 Interest 07/25/2022 07/25/2024 2,799.14 2,799.14 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 07/25/2022 07/25/2024 1,967.41 1,967.41 40180 003 30314KAS2 FRESB 2019-SB67 Interest 08/25/2022 07/25/2024 2,795.72 2,795.72 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 08/25/2022 07/25/2024 175,457.04 175,457.04 40180 003 30314KAS2 FRESB 2019-SB67 Interest 09/25/2022 07/25/2024 2,490.13 2,490.13 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 09/25/2022 07/25/2024 170,266.35 170,266.35 40185 003 649791PP9 NEW YORK ST, Interest 08/15/2022 02/15/2024 50,250.00 50,250.00 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 07/15/2022 01/16/2024 Sale 142,964.97 142,964.97 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 07/15/2022 01/16/2024 10.32 10.32 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 08/15/2022 01/16/2024 Sale 132,043.90 132,043.90 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 08/15/2022 01/16/2024 9.53 9.53 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 09/15/2022 01/16/2024 Sale 137,875.92 137,875.92 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 09/15/2022 01/16/2024 9.96 9.96 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 07/15/2022 01/16/2024 1,616.97 1,616.97 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 08/15/2022 01/16/2024 1,388.21 1,388.21 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 09/15/2022 01/16/2024 1,176.93 1,176.93 40189 003 3138ELJW4 FN AL3876 2.791% Interest 07/25/2022 06/01/2023 4,411.00 4,411.00 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 07/25/2022 06/01/2023 4,778.76 4,778.76 40189 003 3138ELJW4 FN AL3876 2.791% Interest 08/25/2022 06/01/2023 9,208.12 9,208.12 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 08/25/2022 06/01/2023 988,291.67 988,291.67 40189 003 3138ELJW4 FN AL3876 2.791% Interest 09/25/2022 06/01/2023 2,119.14 2,119.14 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 09/25/2022 06/01/2023 2,476.70 2,476.70 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 07/18/2022 01/18/2024 Sale 407,284.87 407,284.87 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 07/18/2022 01/18/2024 72.59 72.59 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 08/18/2022 01/18/2024 Sale 385,905.67 385,905.67 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 08/18/2022 01/18/2024 68.78 68.78 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 09/19/2022 01/18/2024 Sale 385,046.50 385,046.50 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 09/19/2022 01/18/2024 68.63 68.63 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 07/18/2022 01/18/2024 4,929.26 4,929.26 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 08/18/2022 01/18/2024 4,308.04 4,308.04 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 09/19/2022 01/18/2024 3,719.42 3,719.42 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 09/19/2022 01/18/2024 19.58 19.58 40196 003 912828W48 UNITED STATES Interest 08/31/2022 02/29/2024 159,375.00 159,375.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40202 003 3138L84Z4 FN AM8039 2.39% Interest 07/25/2022 02/01/2025 15,429.44 15,429.44 40202 003 3138L84Z4 FN AM8039 2.39% Interest 08/25/2022 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 09/25/2022 02/01/2025 15,943.76 15,943.76 40203 003 3140HWYW6 FN BL5224 2.240 Interest 07/25/2022 01/01/2025 13,906.67 13,906.67 40203 003 3140HWYW6 FN BL5224 2.240 Interest 08/25/2022 01/01/2025 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 09/25/2022 01/01/2025 14,370.22 14,370.22 40206 003 3138L4EN9 FN AM3740 2.610 Interest 07/25/2022 08/01/2023 47,678.48 47,678.48 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 07/25/2022 08/01/2023 57,642.13 57,642.13 40206 003 3138L4EN9 FN AM3740 2.610 Interest 08/25/2022 08/01/2023 49,138.21 49,138.21 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 08/25/2022 08/01/2023 55,684.88 55,684.88 40206 003 3138L4EN9 FN AM3740 2.610 Interest 09/25/2022 08/01/2023 49,013.06 49,013.06 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 09/25/2022 08/01/2023 55,852.48 55,852.48 40207 003 6500354U9 NEW YORK ST Interest 09/15/2022 03/15/2024 71,500.00 71,500.00 40209 003 3138LL3J2 FN AN8000 2.71% Interest 07/25/2022 01/01/2025 2,258.33 2,258.33 40209 003 3138LL3J2 FN AN8000 2.71% Interest 08/25/2022 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 09/25/2022 01/01/2025 2,333.61 2,333.61 40213 003 46625HJE1 JPM 3.25% MAT Redemption 09/23/2022 09/23/2022 Maturity 2,050,000.00 2,050,000.00 40213 003 46625HJE1 JPM 3.25% MAT Interest 09/23/2022 09/23/2022 33,312.50 33,312.50 40214 003 30295NAE0 FRESB 2016-SB24 Interest 07/25/2022 10/25/2023 443.62 443.62 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 07/25/2022 10/25/2023 577.87 577.87 40214 003 30295NAE0 FRESB 2016-SB24 Interest 08/25/2022 10/25/2023 442.63 442.63 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 08/25/2022 10/25/2023 538.75 538.75 40214 003 30295NAE0 FRESB 2016-SB24 Interest 09/25/2022 10/25/2023 441.71 441.71 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 09/25/2022 10/25/2023 540.81 540.81 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 07/25/2022 11/25/2022 2,342.82 2,342.82 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 07/25/2022 11/25/2022 100,267.02 100,267.02 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 08/25/2022 11/25/2022 2,133.17 2,133.17 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 08/25/2022 11/25/2022 293,886.53 293,886.53 40221 003 3136ACGJ4 FNA 2013-M3 A2 Interest 09/25/2022 11/25/2022 1,518.71 1,518.71 40221 003 3136ACGJ4 FNA 2013-M3 A2 Redemption 09/25/2022 11/25/2022 252,813.63 252,813.63 40223 003 46625HJH4 JPM 3.2% MAT Interest 07/25/2022 01/25/2023 160,000.00 160,000.00 40225 003 3138L8CE2 FN AM7268 2.960% Interest 07/25/2022 11/01/2024 8,633.33 8,633.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 08/25/2022 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 09/25/2022 11/01/2024 8,921.11 8,921.11 40231 003 30298LAA9 FRESB 2019-SB65 Interest 07/25/2022 05/25/2024 990.43 990.43 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 07/25/2022 05/25/2024 858.04 858.04 40231 003 30298LAA9 FRESB 2019-SB65 Interest 08/25/2022 05/25/2024 989.01 989.01 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 08/25/2022 05/25/2024 16,231.64 16,231.64 40231 003 30298LAA9 FRESB 2019-SB65 Interest 09/25/2022 05/25/2024 962.09 962.09 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 09/25/2022 05/25/2024 860.40 860.40 40234 003 574193SP4 MARYLAND ST, Interest 09/15/2022 03/15/2024 4,850.00 4,850.00 40237 003 254687FJ0 DIS 1.65% MAT Redemption 09/01/2022 09/01/2022 Maturity 1,412,000.00 1,412,000.00 40237 003 254687FJ0 DIS 1.65% MAT Interest 09/01/2022 09/01/2022 11,649.00 11,649.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40238 003 69371RQ33 PACCAR FINL CORP Redemption 09/26/2022 09/26/2022 Maturity 1,000,000.00 1,000,000.00 40238 003 69371RQ33 PACCAR FINL CORP Interest 09/26/2022 09/26/2022 10,000.00 10,000.00 40242 003 06406RAE7 BK 2.95% MAT Interest 07/29/2022 01/29/2023 154,049.00 154,049.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 07/15/2022 08/15/2024 Sale 78,191.63 78,191.63 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 07/15/2022 08/15/2024 15.64 15.64 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 08/15/2022 08/15/2024 Sale 74,010.63 74,010.63 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 08/15/2022 08/15/2024 14.81 14.81 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 09/15/2022 08/15/2024 Sale 74,526.63 74,526.63 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 09/15/2022 08/15/2024 14.91 14.91 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 07/15/2022 08/15/2024 977.90 977.90 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 08/15/2022 08/15/2024 889.27 889.27 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 09/15/2022 08/15/2024 805.37 805.37 40253 003 44891LAC7 HART 2020-A A3 Redemption 07/15/2022 11/15/2024 Sale 68,104.04 68,104.04 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 07/15/2022 11/15/2024 15.87 15.87 40253 003 44891LAC7 HART 2020-A A3 Redemption 08/15/2022 11/15/2024 Sale 65,263.45 65,263.45 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 08/15/2022 11/15/2024 15.21 15.21 40253 003 44891LAC7 HART 2020-A A3 Redemption 09/15/2022 11/15/2024 Sale 63,073.94 63,073.94 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 09/15/2022 11/15/2024 14.70 14.70 40253 003 44891LAC7 HART 2020-A A3 Interest 07/15/2022 11/15/2024 1,001.75 1,001.75 40253 003 44891LAC7 HART 2020-A A3 Interest 08/15/2022 11/15/2024 921.71 921.71 40253 003 44891LAC7 HART 2020-A A3 Interest 09/15/2022 11/15/2024 845.00 845.00 40255 003 76913CAX7 RIV 2.363% MAT Interest 08/15/2022 02/15/2023 19,553.83 19,553.83 40256 003 76913CAZ2 RIVERSIDE CNTY Interest 08/15/2022 02/15/2025 53,340.00 53,340.00 40262 003 64990GZW5 NYSHGR 1.438% Interest 07/01/2022 07/01/2024 17,615.50 17,615.50 40265 003 3134GVSN9 FEDERAL HOME LN Interest 07/01/2022 04/01/2025 35,000.00 35,000.00 40266 003 3137BJQ71 FHMS KPLB A Interest 07/25/2022 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 08/25/2022 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 09/25/2022 05/25/2025 23,083.33 23,083.33 40267 003 69371RN77 PACCAR FINL CORP Redemption 08/10/2022 08/10/2022 Maturity 2,897,000.00 2,897,000.00 40267 003 69371RN77 PACCAR FINL CORP Interest 08/10/2022 08/10/2022 33,315.50 33,315.50 40269 003 459058GU1 IBRD 2.125% MAT Redemption 07/01/2022 07/01/2022 Maturity 16,000,000.00 16,000,000.00 40269 003 459058GU1 IBRD 2.125% MAT Interest 07/01/2022 07/01/2022 170,079.90 170,079.90 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 07/15/2022 07/15/2024 Sale 101,670.80 101,670.80 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 07/15/2022 07/15/2024 8.00 8.00 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 08/15/2022 07/15/2024 Sale 100,163.70 100,163.70 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 08/15/2022 07/15/2024 7.88 7.88 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 09/15/2022 07/15/2024 Sale 95,200.17 95,200.17 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 09/15/2022 07/15/2024 7.49 7.49 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 07/15/2022 07/15/2024 808.17 808.17 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 08/15/2022 07/15/2024 738.69 738.69 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 09/15/2022 07/15/2024 670.24 670.24 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 07/25/2022 03/25/2025 6,918.81 6,918.81 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 07/25/2022 03/25/2025 3,573.96 3,573.96 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 08/25/2022 03/25/2025 7,140.43 7,140.43 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 08/25/2022 03/25/2025 3,401.72 3,401.72 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 09/25/2022 03/25/2025 7,131.11 7,131.11 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 09/25/2022 03/25/2025 3,413.24 3,413.24 40276 003 3137B04Y7 FHMS KSMC A2 Interest 07/25/2022 01/25/2023 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Interest 08/25/2022 01/25/2023 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Interest 09/25/2022 01/25/2023 11,876.46 11,876.46 40279 003 24422EVG1 DEERE JOHN CAP Redemption 07/05/2022 07/05/2022 Maturity 7,500,000.00 7,500,000.00 40279 003 24422EVG1 DEERE JOHN CAP Interest 07/05/2022 07/05/2022 20,625.00 20,625.00 40281 003 3136G4WU3 FNMA 0.85% MAT Interest 07/16/2022 06/23/2025 127,500.00 127,500.00 40287 003 459058GU1 IBRD 2.125% MAT Redemption 07/01/2022 07/01/2022 Maturity 7,500,000.00 7,500,000.00 40287 003 459058GU1 IBRD 2.125% MAT Interest 07/01/2022 07/01/2022 79,725.10 79,725.10 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 07/25/2022 03/25/2023 2,218.05 2,218.05 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 07/25/2022 03/25/2023 83,068.54 83,068.54 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 08/25/2022 03/25/2023 1,891.75 1,891.75 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 08/25/2022 03/25/2023 33,566.77 33,566.77 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 09/25/2022 03/25/2023 1,808.41 1,808.41 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 09/25/2022 03/25/2023 152,793.50 152,793.50 40291 003 3130AJS26 FHLB 0.22% MAT Redemption 07/15/2022 07/15/2022 Maturity 25,000,000.00 25,000,000.00 40291 003 3130AJS26 FHLB 0.22% MAT Interest 07/15/2022 07/15/2022 27,500.00 27,500.00 40295 003 30315EAA4 FRESB 2020-SB76 Interest 07/25/2022 05/25/2025 2,364.74 2,364.74 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 07/25/2022 05/25/2025 4,696.23 4,696.23 40295 003 30315EAA4 FRESB 2020-SB76 Interest 08/25/2022 05/25/2025 2,361.50 2,361.50 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 08/25/2022 05/25/2025 80,563.25 80,563.25 40295 003 30315EAA4 FRESB 2020-SB76 Interest 09/25/2022 05/25/2025 2,305.77 2,305.77 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 09/25/2022 05/25/2025 4,328.80 4,328.80 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 07/15/2022 10/15/2024 Sale 273,015.03 273,015.03 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 07/15/2022 10/15/2024 21.02 21.02 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 08/15/2022 10/15/2024 Sale 259,638.66 259,638.66 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 08/15/2022 10/15/2024 19.99 19.99 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 09/15/2022 10/15/2024 Sale 269,853.92 269,853.92 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 09/15/2022 10/15/2024 20.78 20.78 40296 003 89237VAB5 TMCC 0.44% MAT Interest 07/15/2022 10/15/2024 1,230.60 1,230.60 40296 003 89237VAB5 TMCC 0.44% MAT Interest 08/15/2022 10/15/2024 1,130.48 1,130.48 40296 003 89237VAB5 TMCC 0.44% MAT Interest 09/15/2022 10/15/2024 1,035.27 1,035.27 40297 003 574193TR9 MARYLAND ST, Interest 08/01/2022 08/01/2025 16,500.00 16,500.00 40298 003 574193TQ1 MARYLAND ST, Interest 08/01/2022 08/01/2024 12,750.00 12,750.00 40299 003 31422BJ27 FEDERAL AGRIC Interest 07/14/2022 07/14/2025 6,250.00 6,250.00 40300 003 30288WAK5 FRESB 2016-SB15, Interest 07/25/2022 03/25/2023 479.19 479.19 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 07/25/2022 03/25/2023 473.73 473.73 40300 003 30288WAK5 FRESB 2016-SB15, Interest 08/25/2022 03/25/2023 478.33 478.33 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 08/25/2022 03/25/2023 445.85 445.85 40300 003 30288WAK5 FRESB 2016-SB15, Interest 09/25/2022 03/25/2023 477.52 477.52 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 09/25/2022 03/25/2023 447.43 447.43 40304 003 373385FQ1 GEORGIA ST, Interest 08/01/2022 08/01/2025 37,999.00 37,999.00 40305 003 373385FP3 GAS 0.42% MAT Interest 08/01/2022 08/01/2024 9,124.50 9,124.50 40308 003 46625HJH4 JPM 3.2% MAT Interest 07/25/2022 01/25/2023 38,928.00 38,928.00 40309 003 3137EAEX3 FEDERAL HOME LN Interest 09/23/2022 09/23/2025 9,375.00 9,375.00 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 07/25/2022 04/01/2025 5,854.17 5,854.17 40314 003 3138L9QS4 FN MA 8564 2.81% Interest 08/25/2022 04/01/2025 20,269.31 20,269.31 40314 003 3138L9QS4 FN MA 8564 2.81% Redemption 08/25/2022 04/01/2025 2,500,000.00 2,500,000.00 40315 003 544351MQ9 LOS ANGELES Interest 09/01/2022 09/01/2024 60,922.00 60,922.00 40320 003 06406RAJ6 BANK NEW YORK Interest 08/11/2022 08/11/2023 66,723.00 66,723.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 07/25/2022 11/25/2024 7,654.96 7,654.96 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 07/25/2022 11/25/2024 418,669.30 418,669.30 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 08/25/2022 11/25/2024 6,969.07 6,969.07 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 08/25/2022 11/25/2024 1,848.60 1,848.60 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 09/25/2022 11/25/2024 6,964.98 6,964.98 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 09/25/2022 11/25/2024 1,855.40 1,855.40 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 07/25/2022 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 08/25/2022 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 09/25/2022 12/25/2024 11,482.50 11,482.50 40329 003 3135G05X7 FEDERAL NATL MTGInterest 08/25/2022 08/25/2025 18,750.00 18,750.00 40331 003 3135G06R9 FNMA 0.55% MAT Interest 07/28/2022 01/28/2026 41,250.00 41,250.00 40334 003 31422B6K1 FEDERAL AGRIC Interest 07/15/2022 01/15/2026 24,000.00 24,000.00 40335 003 459058JA2 IBRD 0.75% MAT Interest 09/12/2022 03/11/2025 75,000.00 75,000.00 40337 003 31422B6K1 FEDERAL AGRIC Interest 07/15/2022 01/15/2026 24,000.00 24,000.00 40340 003 3130AKPW0 FEDERAL HOME Interest 07/28/2022 01/28/2026 25,000.00 25,000.00 40341 003 459058JE4 IBRD 0.375% MAT Interest 07/28/2022 07/28/2025 18,800.00 18,800.00 40342 003 30318CAA5 FRESB 2021-SB82 Interest 07/25/2022 11/25/2025 2,331.41 2,331.41 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 07/25/2022 11/25/2025 6,142.45 6,142.45 40342 003 30318CAA5 FRESB 2021-SB82 Interest 08/25/2022 11/25/2025 2,327.98 2,327.98 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 08/25/2022 11/25/2025 103,111.55 103,111.55 40342 003 30318CAA5 FRESB 2021-SB82 Interest 09/25/2022 11/25/2025 2,270.41 2,270.41 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 09/25/2022 11/25/2025 144,061.95 144,061.95 40344 003 459056HV2 IBRD 1.5% MAT Interest 08/29/2022 08/28/2024 75,000.00 75,000.00 40347 003 45950VPL4 IFC 0.45% MAT Interest 08/05/2022 02/05/2026 22,500.00 22,500.00 40348 003 46625HJT8 JPM 3.875% MAT Interest 08/01/2022 02/01/2024 290,625.00 290,625.00 40349 003 69371RR24 PACCAR FINANCIAL Interest 08/02/2022 02/02/2024 12,250.00 12,250.00 40350 003 3130AKXX9 FEDERAL HOME Interest 08/25/2022 02/25/2026 25,000.00 25,000.00 40353 003 3130AKXX9 FEDERAL HOME Interest 08/25/2022 02/25/2026 25,000.00 25,000.00 40354 003 45905U5Y6 IBRD 0.6% MAT Interest 08/18/2022 02/18/2026 15,000.00 15,000.00 40355 003 45905U5Y6 IBRD 0.6% MAT Interest 08/18/2022 02/18/2026 15,000.00 15,000.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 07/25/2022 03/25/2025 10,675.50 10,675.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 08/25/2022 03/25/2025 10,675.50 10,675.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 09/25/2022 03/25/2025 10,675.50 10,675.50 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40357 003 45818WCZ7 IADB 0.65% MAT Interest 08/22/2022 02/20/2026 32,500.00 32,500.00 40358 003 3133EMSU7 FEDERAL FARM CR Interest 09/09/2022 03/09/2026 40,000.00 40,000.00 40359 003 459058JA2 IBRD 0.75% MAT Interest 09/12/2022 03/11/2025 37,500.00 37,500.00 40363 003 COVID RELIEF STPOOL 0.33% Purchase 07/01/2022 75,000,000.00 -75,000,000.00 40363 003 COVID RELIEF STPOOL 0.33% Purchase 07/15/2022 138,339.32 -138,339.32 40363 003 COVID RELIEF STPOOL 0.33% Redemption 07/18/2022 138,339.32 138,339.32 40363 003 COVID RELIEF STPOOL 0.33% Redemption 09/30/2022 75,000,000.00 75,000,000.00 40363 003 COVID RELIEF STPOOL 0.33% Interest 07/15/2022 138,339.32 138,339.32 40391 003 06367CKK2 BMO 0.16% MAT Redemption 07/01/2022 07/01/2022 Maturity 25,000,000.00 25,000,000.00 40391 003 06367CKK2 BMO 0.16% MAT Interest 07/01/2022 07/01/2022 33,888.90 33,888.90 40392 003 06367CL39 BMO 0.16% MAT Redemption 07/01/2022 07/01/2022 Maturity 25,000,000.00 25,000,000.00 40392 003 06367CL39 BMO 0.16% MAT Interest 07/01/2022 07/01/2022 32,888.90 32,888.90 40408 003 45950KCS7 IFC 0.5% MAT Interest 09/20/2022 03/20/2023 61,802.50 61,802.50 40411 003 3130ADRG9 FEDERAL HOME Interest 09/12/2022 03/10/2023 14,437.50 14,437.50 40412 003 3133ENBT6 FEDERAL FARM CR Interest 07/25/2022 01/25/2023 1,642.50 1,642.50 40414 003 3135G0T94 FEDERAL NATL MTGInterest 07/19/2022 01/19/2023 32,062.50 32,062.50 40420 003 3135G05U3 FEDERAL NATL MTGInterest 08/18/2022 08/18/2023 12,250.00 12,250.00 40426 003 91282CAG6 UNITED STATES Redemption 08/31/2022 08/31/2022 Maturity 20,000,000.00 20,000,000.00 40426 003 91282CAG6 UNITED STATES Interest 08/31/2022 08/31/2022 12,500.00 12,500.00 40431 003 594918BH6 MICROSOFT CORP, Redemption 09/06/2022 11/03/2022 Call 5,677,092.00 5,677,092.00 40431 003 594918BH6 MICROSOFT CORP, Cap G/L 09/06/2022 11/03/2022 -97,092.00 -97,092.00 40431 003 594918BH6 MICROSOFT CORP, Interest 09/06/2022 11/03/2022 49,288.14 49,288.14 40438 003 742718EU9 PROCTER AND Redemption 08/11/2022 08/11/2022 Maturity 10,026,000.00 10,026,000.00 40438 003 742718EU9 PROCTER AND Interest 08/11/2022 08/11/2022 107,779.50 107,779.50 40442 003 594918BX1 MICROSOFT CORP, Interest 08/08/2022 02/06/2024 14,734.38 14,734.38 40443 003 594918BQ6 MICROSOFT CORP, Interest 08/08/2022 08/08/2023 28,760.00 28,760.00 40447 003 89236THD0 TMCC 0.45% MAT Redemption 07/22/2022 07/22/2022 Maturity 5,860,000.00 5,860,000.00 40447 003 89236THD0 TMCC 0.45% MAT Interest 07/22/2022 07/22/2022 13,185.00 13,185.00 40448 003 89236TEL5 TOYOTA MOTOR Interest 07/11/2022 01/11/2023 202,540.50 202,540.50 40459 003 037833CG3 APPLE INC, SR GLBLInterest 08/09/2022 02/09/2024 150,000.00 150,000.00 40460 003 459056LD7 IBRD 7.625% MAT Interest 07/19/2022 01/19/2023 76,250.00 76,250.00 40461 003 3130AQG49 FEDERAL HOME Interest 07/18/2022 10/18/2024 12,425.00 12,425.00 40462 003 037833DE7 APPLE INC, SR GLBLInterest 07/13/2022 01/13/2023 183,192.00 183,192.00 40463 003 037833DF4 APPLE INC, SR GLBLInterest 07/13/2022 01/13/2025 207,817.50 207,817.50 40463 003 037833DF4 APPLE INC, SR GLBLAccr Int 07/13/2022 01/13/2025 1,154.54 -1,154.54 0.00 40464 003 037833BU3 APPLE INC, SR GLBLInterest 08/23/2022 02/23/2023 43,491.00 43,491.00 40466 003 3130AJY52 FEDERAL HOME Redemption 08/12/2022 08/12/2022 Maturity 10,000,000.00 10,000,000.00 40466 003 3130AJY52 FEDERAL HOME Interest 08/12/2022 08/12/2022 6,250.00 6,250.00 40467 003 3130AQCN1 FEDERAL HOME Interest 09/19/2022 01/17/2025 9,375.00 9,375.00 40468 003 3133ENLB4 FEDERAL FARM CR Interest 07/18/2022 01/18/2023 46,000.00 46,000.00 40470 003 3130ALHH0 FEDERAL HOME Interest 09/06/2022 03/05/2026 120,000.00 120,000.00 40471 003 037833CG3 APPLE INC, SR GLBLInterest 08/09/2022 02/09/2024 179,490.00 179,490.00 40472 003 3130AQQQ9 FEDERAL HOME Interest 07/28/2022 01/28/2025 43,750.00 43,750.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40473 003 3130AQN584 FHLB 0.7% MAT Interest 07/27/2022 01/27/2025 49,000.00 49,000.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 07/28/2022 10/28/2025 15,750.00 15,750.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 07/28/2022 01/28/2025 43,750.00 43,750.00 40478 003 3130AQMU4 FEDERAL HOME Interest 07/28/2022 10/28/2024 23,437.50 23,437.50 40479 003 3133ENMH0 FFCB 1.6% MAT Interest 07/27/2022 01/27/2026 82,800.00 82,800.00 40482 003 037833BU3 APPLE INC, SR GLBLInterest 08/23/2022 02/23/2023 33,288.00 33,288.00 40485 003 037833CG3 APPLE INC, SR GLBLInterest 08/09/2022 02/09/2024 184,770.00 184,770.00 40485 003 037833CG3 APPLE INC, SR GLBLAccr Int 08/09/2022 02/09/2024 5,132.50 -5,132.50 0.00 40486 003 3133ENPB0 FEDERAL FARM CR Interest 08/16/2022 02/16/2027 165,135.00 165,135.00 40489 003 313380GJ0 FEDERAL HOME Redemption 09/09/2022 09/09/2022 Maturity 10,000,000.00 10,000,000.00 40489 003 313380GJ0 FEDERAL HOME Interest 09/09/2022 09/09/2022 100,000.00 100,000.00 40495 003 3130ARAY7 FEDERAL HOME Interest 09/27/2022 03/24/2025 6,875.00 6,875.00 40496 003 3130ARBY6 FEDERAL HOME Interest 09/28/2022 03/28/2025 34,500.00 34,500.00 40498 003 3133ENQC7 FEDERAL FARM CR Interest 09/06/2022 09/03/2024 1,455.00 1,455.00 40498 003 3133ENQC7 FEDERAL FARM CR Accr Int 09/06/2022 09/03/2024 153.58 -153.58 0.00 40499 003 3130AQT78 FEDERAL HOME Interest 08/29/2022 02/28/2025 20,650.00 20,650.00 40499 003 3130AQT78 FEDERAL HOME Accr Int 08/29/2022 02/28/2025 2,753.33 -2,753.33 0.00 40500 003 3136G46V0 FNMA 0.31% MAT Interest 07/26/2022 01/26/2024 2,325.00 2,325.00 40500 003 3136G46V0 FNMA 0.31% MAT Accr Int 07/26/2022 01/26/2024 723.33 -723.33 0.00 40503 003 3136G4H55 FEDERAL NATL MTGInterest 08/05/2022 08/05/2025 6,462.50 6,462.50 40503 003 3136G4H55 FEDERAL NATL MTGAccr Int 08/05/2022 08/05/2025 1,687.43 -1,687.43 0.00 40504 003 3136G4R62 FEDERAL NATL MTGInterest 08/29/2022 08/28/2025 5,359.38 5,359.38 40504 003 3136G4R62 FEDERAL NATL MTGAccr Int 08/29/2022 08/28/2025 714.58 -714.58 0.00 40506 003 3134GWUG9 FHLMC 0.57% MAT Interest 09/26/2022 09/24/2025 4,275.00 4,275.00 40507 003 3134GWVN3 FEDERAL HOME LN Interest 09/30/2022 09/30/2025 52,470.00 52,470.00 40508 003 3130ANWN6 FEDERAL HOME Interest 09/30/2022 06/30/2025 2,887.50 2,887.50 40510 003 3133EL5J9 FEDERAL FARM CR Interest 09/01/2022 09/01/2023 20,947.50 20,947.50 40510 003 3133EL5J9 FEDERAL FARM CR Accr Int 09/01/2022 09/01/2023 3,374.88 -3,374.88 0.00 40511 003 3134GXMZ4 FEDERAL HOME LN Interest 09/28/2022 03/28/2024 9,297.00 9,297.00 40511 003 3134GXMZ4 FEDERAL HOME LN Accr Int 09/28/2022 03/28/2024 103.30 -103.30 0.00 40515 003 3135G05P4 FEDERAL NATL MTGInterest 08/03/2022 08/03/2023 5,056.50 5,056.50 40515 003 3135G05P4 FEDERAL NATL MTGAccr Int 08/03/2022 08/03/2023 1,910.23 -1,910.23 0.00 40516 003 3130AQJM6 FEDERAL HOME Interest 07/28/2022 01/28/2025 8,750.00 8,750.00 40516 003 3130AQJM6 FEDERAL HOME Accr Int 07/28/2022 01/28/2025 3,548.61 -3,548.61 0.00 40518 003 3130AQGT4 FEDERAL HOME Interest 07/13/2022 01/13/2025 126,830.00 126,830.00 40518 003 3130AQGT4 FEDERAL HOME Accr Int 07/13/2022 01/13/2025 62,005.78 -62,005.78 0.00 40519 003 3130AQMR1 FEDERAL HOME Interest 07/27/2022 01/27/2025 146,187.50 146,187.50 40519 003 3130AQMR1 FEDERAL HOME Accr Int 07/27/2022 01/27/2025 60,099.31 -60,099.31 0.00 40520 003 3130AQZ48 FEDERAL HOME Interest 08/29/2022 08/28/2024 30,600.00 30,600.00 40520 003 3130AQZ48 FEDERAL HOME Accr Int 08/29/2022 08/28/2024 7,310.00 -7,310.00 0.00 40522 003 3133EMSC7 FEDERAL FARM CR Interest 09/06/2022 03/03/2025 8,400.00 8,400.00 40522 003 3133EMSC7 FEDERAL FARM CR Accr Int 09/06/2022 03/03/2025 2,286.67 -2,286.67 0.00 40530 003 3133EMSE3 FEDERAL FARM CR Interest 09/01/2022 03/01/2023 2,703.80 2,703.80 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40530 003 3133EMSE3 FEDERAL FARM CR Accr Int 09/01/2022 03/01/2023 1,051.48 -1,051.48 0.00 40534 003 3133ELSP0 FEDERAL FARM CR Interest 09/13/2022 03/13/2023 55,500.00 55,500.00 40534 003 3133ELSP0 FEDERAL FARM CR Accr Int 09/13/2022 03/13/2023 18,191.67 -18,191.67 0.00 40535 003 3133EMST0 FEDERAL FARM CR Interest 09/12/2022 03/10/2023 1,071.00 1,071.00 40535 003 3133EMST0 FEDERAL FARM CR Accr Int 09/10/2022 03/10/2023 368.90 -368.90 0.00 40541 003 313380GJ0 FEDERAL HOME Redemption 09/09/2022 09/09/2022 Maturity 10,000,000.00 10,000,000.00 40541 003 313380GJ0 FEDERAL HOME Interest 09/09/2022 09/09/2022 100,000.00 100,000.00 40541 003 313380GJ0 FEDERAL HOME Accr Int 09/09/2022 09/09/2022 41,666.67 -41,666.67 0.00 40549 003 3130ASBG3 FEDERAL HOME Interest 09/15/2022 03/15/2024 37,984.38 37,984.38 40557 003 594918BB9 MICROSOFT CORP, Interest 08/12/2022 02/12/2025 153,022.50 153,022.50 40557 003 594918BB9 MICROSOFT CORP, Accr Int 08/12/2022 02/12/2025 104,565.38 -104,565.38 0.00 40562 003 3135G05U3 FEDERAL NATL MTGInterest 08/18/2022 08/18/2023 12,600.00 12,600.00 40562 003 3135G05U3 FEDERAL NATL MTGAccr Int 08/18/2022 08/18/2023 8,190.00 -8,190.00 0.00 40563 003 3135G05P4 FEDERAL NATL MTGInterest 08/03/2022 08/03/2023 7,500.00 7,500.00 40563 003 3135G05P4 FEDERAL NATL MTGAccr Int 08/03/2022 08/03/2023 5,500.00 -5,500.00 0.00 40564 003 594918BB9 MICROSOFT CORP, Interest 08/12/2022 02/12/2025 97,875.00 97,875.00 40564 003 594918BB9 MICROSOFT CORP, Accr Int 08/12/2022 02/12/2025 67,425.00 -67,425.00 0.00 40565 003 3134GXKH6 FEDERAL HOME LN Interest 07/27/2022 01/27/2023 3,125.00 3,125.00 40565 003 3134GXKH6 FEDERAL HOME LN Accr Int 07/27/2022 01/27/2023 2,395.83 -2,395.83 0.00 40566 003 CAMP CAMP 1.27% Purchase 07/01/2022 269,000,000.00 -269,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 07/01/2022 113,594.86 -113,594.86 40566 003 CAMP CAMP 1.27% Purchase 08/01/2022 289,868.07 -289,868.07 40566 003 CAMP CAMP 1.27% Purchase 09/02/2022 406,609.64 -406,609.64 40566 003 CAMP CAMP 1.27% Purchase 09/21/2022 2,000,000.00 -2,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 09/22/2022 10,000,000.00 -10,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 09/26/2022 8,000,000.00 -8,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 09/29/2022 1,800,000.00 -1,800,000.00 40566 003 CAMP CAMP 1.27% Purchase 09/30/2022 87,000,000.00 -87,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 07/01/2022 61,000,000.00 61,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 09/16/2022 8,000,000.00 8,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 09/19/2022 21,000,000.00 21,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 09/20/2022 18,000,000.00 18,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 09/23/2022 72,000,000.00 72,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 09/27/2022 4,000,000.00 4,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 09/28/2022 19,000,000.00 19,000,000.00 40566 003 CAMP CAMP 1.27% Interest 07/01/2022 113,594.86 113,594.86 40566 003 CAMP CAMP 1.27% Interest 08/01/2022 289,868.07 289,868.07 40566 003 CAMP CAMP 1.27% Interest 09/01/2022 406,609.64 406,609.64 40567 003 03785EHB3 AAPL DISC NOTE Purchase 07/12/2022 08/11/2022 14,979,500.00 -14,979,500.00 40567 003 03785EHB3 AAPL DISC NOTE Redemption 08/11/2022 08/11/2022 Maturity 15,000,000.00 15,000,000.00 40568 003 912796T58 UNITED STATES Purchase 07/18/2022 08/25/2022 24,953,555.56 -24,953,555.56 40568 003 912796T58 UNITED STATES Redemption 08/25/2022 08/25/2022 Maturity 25,000,000.00 25,000,000.00 40569 003 48133DP95 JPM 4.57% MAT Purchase 07/28/2022 07/28/2027 10,000,000.00 -10,000,000.00 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 12
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40570 003 48133DQ45 JPM 4.1% MAT Purchase 07/28/2022 07/28/2025 10,000,000.00 -10,000,000.00 40571 003 48133DQ52 JPM 4.25% MAT Purchase 07/28/2022 07/28/2026 10,000,000.00 -10,000,000.00 40572 003 912796U56 UNITED STATES Purchase 08/03/2022 09/22/2022 24,928,472.22 -24,928,472.22 40572 003 912796U56 UNITED STATES Redemption 09/22/2022 09/22/2022 Maturity 25,000,000.00 25,000,000.00 40573 003 89233HK78 TMCC ZERO CPN Purchase 08/08/2022 10/07/2022 49,791,666.67 -49,791,666.67 40574 003 478160BY9 JOHNSON & Purchase 08/25/2022 03/01/2026 13,698,336.19 -13,698,336.19 40574 003 478160BY9 JOHNSON & Interest 09/01/2022 03/01/2026 170,826.25 170,826.25 40574 003 478160BY9 JOHNSON & Accr Int 09/01/2022 03/01/2026 165,132.04 -165,132.04 0.00 40575 003 478160BY9 JOHNSON & Purchase 08/26/2022 03/01/2026 4,124,914.87 -4,124,914.87 40575 003 478160BY9 JOHNSON & Interest 09/01/2022 03/01/2026 51,621.50 51,621.50 40575 003 478160BY9 JOHNSON & Accr Int 09/01/2022 03/01/2026 50,187.57 -50,187.57 0.00 40576 003 677522SQ8 OHS 2.3% MAT Purchase 08/30/2022 11/01/2023 7,886,407.03 -7,886,407.03 40577 003 912796T33 UNITED STATES Purchase 09/02/2022 02/23/2023 29,533,390.00 -29,533,390.00 40578 003 9128283Z1 UNITED STATES Purchase 09/02/2022 02/28/2025 29,444,401.76 -29,444,401.76 40579 003 3136AR5S3 FNA 2016-M5 A2 Purchase 09/12/2022 04/25/2026 5,560,898.39 -5,560,898.39 40580 003 194162AN3 CL 3.1% MAT Purchase 09/09/2022 08/15/2027 7,976,390.32 -7,976,390.32 40581 003 13063DRD2 CALIFORNIA ST, Purchase 09/09/2022 10/01/2026 5,347,777.11 -5,347,777.11 40582 003 912828S35 UNITED STATES Purchase 09/14/2022 06/30/2023 29,529,721.47 -29,529,721.47 40583 003 91282CCU3 UNITED STATES Purchase 09/14/2022 08/31/2023 19,299,404.35 -19,299,404.35 40584 003 912828S35 UNITED STATES Purchase 09/15/2022 06/30/2023 19,682,540.76 -19,682,540.76 40585 003 91282CAK7 UNITED STATES Purchase 09/15/2022 09/15/2023 19,259,375.00 -19,259,375.00 40586 003 9128284Z0 UNITED STATES Purchase 09/15/2022 08/31/2025 9,730,926.28 -9,730,926.28 40587 003 912796X79 UNITED STATES Purchase 09/19/2022 12/15/2022 24,813,312.50 -24,813,312.50 40588 003 78015JEW3 RY 4.53% MAT Purchase 09/20/2022 06/30/2023 25,000,000.00 -25,000,000.00 40589 003 544351QQ5 LOS ANGELES Purchase 09/28/2022 09/01/2025 9,708,274.50 -9,708,274.50 40590 003 89115BVJ6 TD 4.62% MAT Purchase 09/22/2022 06/30/2023 25,000,000.00 -25,000,000.00 40591 003 313384BR9 FHLB ZERO CPN Purchase 09/23/2022 02/09/2023 24,648,638.89 -24,648,638.89 40592 003 313384CL1 FHLB ZERO CPN Purchase 09/23/2022 02/28/2023 24,595,125.00 -24,595,125.00 40593 003 544351QP7 LOS ANGELES Purchase 09/28/2022 09/01/2024 10,148,500.00 -10,148,500.00 40594 003 91412GU94 UNIVERSITY CALIF Purchase 09/27/2022 07/01/2025 3,705,847.58 -3,705,847.58 40595 003 91412HGE7 UNIVERSITY CALIF Purchase 09/27/2022 05/15/2025 2,742,383.00 -2,742,383.00 Totals for General Pool 1,513,063,753.3 1,156,448,210.3 8,630,442.77 -347,985,100.25 40162 501 VP4560000 Allspring Govt Money Purchase 07/01/2022 20,156,896.89 -20,156,896.89 40162 501 VP4560000 Allspring Govt Money Purchase 07/05/2022 15,102.65 -15,102.65 40162 501 VP4560000 Allspring Govt Money Purchase 08/02/2022 24,013.74 -24,013.74 40162 501 VP4560000 Allspring Govt Money Purchase 09/02/2022 33,909.27 -33,909.27 40162 501 VP4560000 Allspring Govt Money Interest 07/05/2022 15,102.65 15,102.65 40162 501 VP4560000 Allspring Govt Money Interest 08/01/2022 24,013.74 24,013.74 40162 501 VP4560000 Allspring Govt Money Interest 09/01/2022 33,909.27 33,909.27 Totals for SJCE 20,229,922.55 73,025.66 -20,156,896.89
Grand Total 1,533,293,675.9 1,156,448,210.3 8,703,468.43 -368,141,997.14 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

BALANCE SALES OR BALANCE
6/30/2022 MATURITIES ADDITIONS 9/30/2022
Asset Backed Securities 11,452,196.27 3,747,578.10 7,704,618.17 JPA Pool 269,000,000.00 203,000,000.00 109,610,072.57 175,610,072.57 Commercial Paper/Discount 0.00 14,979,500.00 64,771,166.67 49,791,666.67 Corporate Medium Term Notes 284,061,382.72 43,070,320.93 55,799,641.38 296,790,703.17 Federal Agency Securities 1,181,514,795.64 65,282,317.68 49,243,763.89 1,165,476,241.85 Mortgage Backed Securities 125,388,451.08 17,697,402.88 5,560,898.39 113,251,946.59 Money Market Mutual Fund 272,564,637.70 531,000,000.00 280,690,262.38 22,254,900.08 Muni Bonds 178,805,664.95 11,657,036.25 39,539,189.22 206,687,817.92 Negotiable CD's 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 State Pool 85,000,000.00 103,000,000.00 20,000,000.00 2,000,000.00 Supranationals 232,385,632.07 43,474,630.00 188,911,002.07 UST Bills, Notes & Bonds 35,238,197.88 69,875,303.78 231,175,099.90 196,537,994.00 Total 2,725,410,958.31 1,156,784,089.62 906,390,094.40 2,475,016,963.09 NET PURCHASES/(SALES): (250,393,995.22)
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
JULY THROUGH SEPTEMBER 2022 TURNOVER RATIO: 0.82
AVERAGE DAILY PORTFOLIO BALANCE: 2,517,911,482.37

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
7/1/22 THROUGH 9/30/22

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
City of San Jose
Purchases Report
Sorted by Dealer - Fund
July 1, 2022 - September 30, 2022
Original
Par Value
Ending
Book Value
Sec.

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
03785EHB3 40567 003 ACP AAPL 15,000,000.00 07/12/2022 08/11 - At Maturity 14,979,500.00 1.640 08/11/2022 1.642 0.00 912828S35 40582 003 TRC USTR 30,000,000.00 09/14/2022 12/31 - 06/30 29,444,531.25 85,190.22 1.375 06/30/2023 3.763 29,477,205.88 91282CCU3 40583 003 TRC USTR 20,000,000.00 09/14/2022 02/28 - 08/31 19,298,437.50 966.85 0.125 08/31/2023 3.878 19,332,416.31 313384BR9 40591 003 AFD FHLB 25,000,000.00 09/23/2022 02/09 - At Maturity 24,648,638.89 3.640 02/09/2023 3.743 24,668,861.11 313384CL1 40592 003 AFD FHLB 25,000,000.00 09/23/2022 02/28 - At Maturity 24,595,125.00 3.690 02/28/2023 3.803 24,615,625.00 Subtotal 115,000,000.00 112,966,232.64 86,157.07 98,094,108.30 Purchased from: Piper Sandler & Co.
3136AR5S3 40579 003 GN4 FNMA 5,825,000.00 09/12/2022 10/25 - Monthly 5,556,503.91 4,394.48 2.469 04/25/2026 3.844 5,556,503.91 544351QQ5 40589 003 MUN LOS 9,475,000.00 09/28/2022 09/01 - 03/01 9,708,274.50 5.000 09/01/2025 4.097 9,707,609.90 Subtotal 15,300,000.00 15,264,778.41 4,394.48 15,264,113.81 Purchased from: RBC Capital Markets
912796T58 40568 003 ATD USTR 25,000,000.00 07/18/2022 08/25 - At Maturity 24,953,555.56 1.760 08/25/2022 1.788 0.00 48133DP95 40569 003 MTN JPM 10,000,000.00 07/28/2022 01/28 - 07/28 10,000,000.00 4.570 07/28/2027 4.570 10,000,000.00 48133DQ45 40570 003 MTN JPM 10,000,000.00 07/28/2022 01/28 - 07/28 10,000,000.00 4.100 07/28/2025 4.100 10,000,000.00 48133DQ52 40571 003 MTN JPM 10,000,000.00 07/28/2022 01/28 - 07/28 10,000,000.00 4.250 07/28/2026 4.250 10,000,000.00 912796U56 40572 003 ATD USTR 25,000,000.00 08/03/2022 09/22 - At Maturity 24,928,472.22 2.060 09/22/2022 2.095 0.00 912828S35 40584 003 TRC USTR 20,000,000.00 09/15/2022 12/31 - 06/30 19,625,000.00 57,540.76 1.375 06/30/2023 3.082 19,645,833.33 912796X79 40587 003 ATD USTR 25,000,000.00 09/19/2022 12/15 - At Maturity 24,813,312.50 3.090 12/15/2022 3.156 24,839,062.50 78015JEW3 40588 003 NC2 RY 25,000,000.00 09/20/2022 06/30 - At Maturity 25,000,000.00 4.530 06/30/2023 4.530 25,000,000.00 Subtotal 150,000,000.00 149,320,340.28 57,540.76 99,484,895.83 Purchased from: Raymond James & Associates
478160BY9 40574 003 MTN JNJ 13,945,000.00 08/25/2022 09/01 - 03/01 13,533,204.15 Received 2.450 03/01/2026 3.347 13,544,913.98 478160BY9 40575 003 MTN JNJ 4,214,000.00 08/26/2022 09/01 - 03/01 4,074,727.30 Received 2.450 03/01/2026 3.457 4,078,580.69 677522SQ8 40576 003 MUN OHS 7,930,000.00 08/30/2022 11/01 - 05/01 7,826,117.00 60,290.03 2.300 11/01/2023 3.451 7,833,766.34 13063DRD2 40581 003 MUN CAS 5,570,000.00 09/09/2022 10/01 - 04/01 5,289,717.60 58,059.51 2.375 10/01/2026 3.721 5,293,935.26 91412GU94 40594 003 MUN UNVHGR 3,820,000.00 09/27/2022 01/01 - 07/01 3,677,896.00 27,951.58 3.063 07/01/2025 4.509 3,678,467.85 91412HGE7 40595 003 MUN UNVHGR 3,000,000.00 09/27/2022 11/15 - 05/15 2,732,670.00 9,713.00 0.883 05/15/2025 4.509 2,733,797.97 544351QP7 40593 003 MUN LOS 10,000,000.00 09/28/2022 09/01 - 03/01 10,148,500.00 5.000 09/01/2024 4.187 10,147,857.14 Subtotal 48,479,000.00 47,282,832.05 156,014.12 47,311,319.23 Purchased from: Toyota Financial Services
89233HK78 40573 003 ACP TMCC 50,000,000.00 08/08/2022 10/07 - At Maturity 49,791,666.67 2.500 10/07/2022 2.510 49,979,166.67 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 10/02/2022 - 12:49 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Page 2 ends

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
July 1, 2022 - September 30, 2022
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Subtotal 50,000,000.00 49,791,666.67 0.00 49,979,166.67 Purchased from: UBS Financial Services
89115BVJ6 40590 003 NC2 TD 25,000,000.00 09/22/2022 06/30 - At Maturity 25,000,000.00 4.620 06/30/2023 4.620 25,000,000.00 Subtotal 25,000,000.00 25,000,000.00 0.00 25,000,000.00 Purchased from: Unionbanc Investment
194162AN3 40580 003 MTN CL 8,202,000.00 09/09/2022 02/15 - 08/15 7,955,201.82 21,188.50 3.100 08/15/2027 3.774 7,958,259.00 91282CAK7 40585 003 TRC USTR 20,000,000.00 09/15/2022 03/15 - 09/15 19,259,375.00 0.125 09/15/2023 3.938 19,291,840.75 Subtotal 28,202,000.00 27,214,576.82 21,188.50 27,250,099.75 Purchased from: Wedbush Securities
912796T33 40577 003 ATD USTR 30,000,000.00 09/02/2022 02/23 - At Maturity 29,533,390.00 3.218 02/23/2023 3.314 29,611,158.33 9128283Z1 40578 003 TRC USTR 30,000,000.00 09/02/2022 02/28 - 08/31 29,439,843.75 4,558.01 2.750 02/28/2025 3.539 29,457,694.88 Subtotal 60,000,000.00 58,973,233.75 4,558.01 59,068,853.21 Purchased from: Wells Fargo Securities
9128284Z0 40586 003 TRC USTR 10,000,000.00 09/15/2022 02/28 - 08/31 9,719,531.25 11,395.03 2.750 08/31/2025 3.760 9,723,682.50 Subtotal 10,000,000.00 9,719,531.25 11,395.03 9,723,682.50 Total Purchases 501,981,000.00 495,533,191.87 341,247.97 431,176,239.30 Portfolio CITY
AP
Run Date: 10/02/2022 - 12:49 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7

SECTION F
INDEPENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed-Upon Procedures as of June 30, 2022.

CITY OF SAN JOSE
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
As of June 30, 2022
www.mgocpa.com
Macias Gini & O’Connell LLP
2121 N. California Boulevard, Suite 750
Walnut Creek, CA 94596 1
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
Members of the Public Safety, Finance &
Strategic Support Committee and the
San José City Council
San José, California
We have performed the procedures enumerated below on the investment program within the City of San José (City) as of June 30, 2022. The City’s management is responsible for the City’s compliance with the Investment Policy.

The City’s Finance Department and the Office of the City Auditor (City Auditor) have agreed to and acknowledged that the procedures performed are appropriate to meet the intended purpose of evaluating whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 15, 2022 and Finance Department procedures as of June 30, 2022. This report may not be suitable for any other purpose. The procedures performed may not address all the items of interest to a user of this report and may not meet the needs of all users of this report and, as such, users are responsible for determining whether the procedures performed are appropriate for their purposes.

The procedures and associated findings are as follows:

1. Management of the City provided us with a copy of the FY 2021-22 Fourth Quarter Investment Report (Investment Report) as of June 30, 2022 and we traced and agreed individual investments, which includes investment description, maturity date, CUSIP number, book and market value, to supporting documentation such as custodian/bank statements obtained from the City.

Finding: We noted there was a difference of $541,416 in market value representing 0.02% of the portfolio, where the custodian’s statement reported a lower balance compared to the Investment Report.

The difference is due to the incorrect CUSIP number entry of Investment number 40479, which was reported correctly in the custodian statement while incorrectly reported in the Investment Report. The City has subsequently corrected CUSIP number in Sympro.

2. We traced total fair value of investments listed on the Investment Report as of June 30, 2022 to the City’s general ledger.