San Jose City Council
December 6, 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.

THIS PAGE IS INTENTIONALLY LEFT BLANK

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

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

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

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

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

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

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 asset- backed 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 Yield (%)
Weighted Average Maturity
Weighted Average Maturity Weighted Average Yield

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

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

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

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

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

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
P

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

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

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

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

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

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

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

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

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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
TOTA

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

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City of San Jose
Total Earnings
City of San Jose
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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
8,937,750.3932936 1,000,000.00 1.600STPOOL 30,420.53 0.00 30,420.531.350003 5,000,000.00CITY 0.00 133,464,662.6436512 2,024,977.53 2.810FEDRAT 591,258.62 0.00 591,258.621.758003 252,407,740.81VP6000104 0.00 8,938,356.2837042 1,000,000.00 1.600STPOOL 30,422.59 0.00 30,422.591.350003 5,000,000.00CSJFA 0.00

0.0037565 0.00 3.258STNPWR 0.00 0.00 0.00003 2,831,272.5084247PHX2 0.00 5,066,150.0037579 5,000,000.00 2.500CAS 31,250.00 -3,354.08 27,895.922.185003 5,066,150.0013063DDF2 0.00 5,019,950.0037588 5,000,000.00 2.500CAS 31,250.00 -1,035.47 30,214.532.388003 5,019,950.0013063DDF2 0.00

0.0037589 0.00 2.100FHLB 0.00 0.00 0.00003 9,982,270.003130ACZS6 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 32,970.00 0.00 32,970.003.270003 4,000,000.0091412HBK8 0.00 983,530.0037625 1,000,000.00 2.518CASPWR 6,295.00 915.00 7,210.002.908003 983,530.0013067WPE6 0.00 15,561,847.8337634 0.00 1.750IADB 70,972.22 43,684.89 114,657.112.923003 19,089,200.004581X0CZ9 0.00 3,245,702.5337638 0.00 2.900LOS 23,272.50 -48.51 23,223.992.839003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 42,500.00 -3,878.78 38,621.223.019003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 190,625.00 4,285.71 194,910.713.104003 24,915,000.003133EJD48 0.00 2,702,094.7840036 0.00 2.900LOS 19,333.33 -434.55 18,898.782.775003 4,009,560.00544351MN6 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 132,500.00 1,006.32 133,506.322.651003 19,980,880.003133EJ5W5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 31,250.00 407.50 31,657.502.516003 4,991,850.00459058GQ0 0.00 1,823,422.4340115 0.00 2.307FHLMC 471.58 -780.98 -461.27-0.100003 6,630,149.783137AWQH1 -151.87 1,318,505.2940121 0.00 2.307FHLMC 341.00 -567.06 -336.33-0.101003 4,794,219.603137AWQH1 -110.27 9,989,600.0040126 10,000,000.00 1.875IBRD 46,875.00 650.00 47,525.001.887003 9,989,600.00459058GX5 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 43,750.00 1,901.34 45,651.341.818003 9,962,100.003135G0V75 0.00 4,390,781.2540148 4,250,000.00 3.060FHLMC 32,512.50 0.00 32,512.502.938003 4,250,000.003137B4WB8 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 12,814.37 -5,114.94 7,699.431.662003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 9,095.00 -4,306.43 4,788.571.756003 1,081,870.0091412GVB8 0.00 2,972,376.0040156 2,700,000.00 5.092NYSHGR 34,371.00 -19,017.72 15,353.282.049003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 11,250.00 352.70 11,602.701.538003 2,992,950.003130AGWK7 0.00 628,370.9640158 322,661.55 1.780HAROT 2,795.79 0.32 2,797.441.766003 956,402.5543815NAC8 1.33 782,475.6540164 0.00 1.700AAPL 3,305.56 11.02 3,316.581.682003 999,830.00037833DL1 0.00 3,906,586.9640166 0.00 1.700AAPL 16,527.78 534.72 17,062.501.733003 4,991,750.00037833DL1 0.00 4,965,519.3240167 4,655,344.00 3.320FHLMC 35,465.00 -5,477.99 29,987.012.396003 4,784,238.003137B36J2 0.00 1,019,843.7540169 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.636003 1,000,000.003138LC5B7 0.00 4,992,225.3640171 4,893,544.60 2.420FNMA 29,651.34 -398.14 29,253.202.325003 4,916,499.953140HUNV4 0.00 5,021,493.8940173 4,930,159.20 1.990FHLMC 24,780.92 0.00 24,780.921.958003 5,082,925.9030298LAA9 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
500,000.0040177 500,000.00 1.857WIS 2,321.25 0.00 2,321.251.842003 500,000.0097705MNM3 0.00 1,531,288.9740180 1,259,472.58 2.090FHLMC 7,479.43 -1,653.62 5,825.811.509003 1,607,163.3830314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.31 41,478.311.648003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 25,125.00 -151.45 24,973.551.981003 5,002,600.00649791PP9 0.00 797,889.4340186 597,692.85 1.920TMCC 3,829.75 3.45 3,843.341.911003 1,010,534.4889233MAD5 10.14 1,649,748.4440189 1,014,018.99 2.791FNMA 9,385.44 -25,588.67 -16,203.23-3.897003 2,009,566.123138ELJW4 0.00 2,664,910.1440190 2,053,851.84 1.830HAROT 12,197.54 28.66 12,298.021.831003 3,231,722.8843813VAC2 71.82

0.0040194 0.00 2.220FNMA 0.00 0.00 0.00003 0.003138L1UV9 0.00 15,244,921.8840196 15,000,000.00 2.125USTR 80,132.55 -14,736.96 65,395.591.702003 15,244,921.88912828W48 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.01 46,545.991.678003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.325003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.198003 7,450,000.003140HWYW6 0.00 22,330,521.2940206 21,751,961.01 2.610FNMA 142,295.62 -3,700.80 138,594.822.462003 21,921,140.503138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 35,750.00 -11,418.00 24,332.001.860003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.626003 1,000,000.003138LL3J2 0.00 1,935,078.7840213 0.00 3.250JPM 15,175.69 -5,919.36 9,256.331.898003 2,119,372.0046625HJE1 0.00 259,325.2540214 258,023.13 2.050FHLMC 1,325.13 -2.07 1,323.062.024003 259,680.5630295NAE0 0.00 924,690.1240221 473,551.08 2.509FNMA 4,641.13 -9,199.07 -4,557.94-1.956003 1,120,518.263136ACGJ4 0.00 10,405,200.0040223 10,000,000.00 3.200JPM 80,000.00 -33,955.30 46,044.701.756003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.872003 3,500,000.003138L8CE2 0.00 -0.1140226 -0.11 2.275FNMA 0.00 0.00 0.00003 -0.113138LDR21 0.00 597,400.8840231 579,293.74 1.990FHLMC 2,911.76 -224.38 2,687.381.785003 597,243.8230298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 2,425.00 0.00 2,425.000.962003 1,000,000.00574193SP4 0.00 947,178.5040237 0.00 1.650DIS 3,883.00 441.81 4,324.811.812003 1,405,490.68254687FJ0 0.00 933,131.7440238 0.00 2.000PCAR 4,722.22 1,256.03 5,978.252.542003 986,760.0069371RQ33 0.00 10,763,199.9740242 10,444,000.00 2.950BK 77,024.50 -28,556.66 48,467.841.787003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.83 23,462.671.733003 5,372,000.0013063DGB8 0.00 3,579,380.0040245 3,500,000.00 2.020MNS 17,675.00 -8,063.43 9,611.571.065003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.699003 2,988,390.00459058JB0 0.00 745,616.7940252 636,078.95 1.360TMCC 2,535.46 8.69 2,565.301.365003 862,680.6389239RAC0 21.15 750,302.0640253 656,064.37 1.410HART 2,645.32 9.62 2,677.631.416003 852,352.9444891LAC7 22.69 1,655,000.0040255 1,655,000.00 2.363RIV 9,776.92 0.00 9,776.922.344003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.645003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.715003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 8,807.75 669.62 9,477.371.542003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 12,740.62 158.55 12,899.170.753003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 32,734.44 -24,231.46 8,502.980.910003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.694003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.538003 10,000,000.003137BJQ71 0.00 1,291,608.5640267 0.00 2.300PCAR 7,218.36 -3,561.69 3,656.671.123003 2,970,699.6869371RN77 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool

0.0040269 0.00 2.125IBRD 0.00 0.00 0.00003 16,606,400.00459058GU1 0.00 1,028,667.5740270 885,628.90 0.820HAROT 2,108.84 4.89 2,124.570.819003 1,182,593.8643813DAC2 10.84 9,969,900.0040271 10,000,000.00 0.250FNMA 6,250.00 2,508.33 8,758.330.349003 9,969,900.003135G04Q3 0.00 3,144,914.5040272 2,899,344.59 2.967FNMA 21,531.03 -856.04 20,674.992.608003 2,909,733.513136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.744003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 165,864.75 -121,054.94 44,809.810.649003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 4,000.00 231.66 4,231.660.841003 1,997,220.0069371RQ82 0.00 5,727,609.3840276 5,450,000.00 2.615FHLMC 32,153.40 0.00 32,153.402.227003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 2,620.00 0.00 2,620.001.039003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.213003 900,000.00923078CU1 0.00 326,475.0040279 0.00 0.550JD 458.33 -47.79 410.540.499003 7,508,925.0024422EVG1 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.843003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 14,500.00 0.00 14,500.000.575003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 7,500.00 75.28 7,575.280.301003 9,999,100.003133ELG81 0.00

0.0040287 0.00 2.125IBRD 0.00 0.00 0.00003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.16 13,536.160.538003 9,979,300.003135G04Z3 0.00 940,831.6240289 716,728.52 2.492FNMA 5,169.53 -11,819.09 -6,649.56-2.804003 986,157.333136AGMB5 0.00 3,804,347.8340291 0.00 0.220FHLB 2,138.89 0.00 2,138.890.223003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 2,082.50 0.00 2,082.500.826003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 1,353.63 0.00 1,353.630.826003 650,000.0091412HFL2 0.00 3,399,296.4340295 3,329,316.99 0.830FHLMC 6,970.04 -438.18 6,531.860.762003 3,418,905.2730315EAA4 0.00 2,944,867.0640296 2,553,597.95 0.440TMCC 3,239.39 13.44 3,284.580.443003 3,355,908.9389237VAB5 31.75 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.67 7,944.330.630003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 6,375.00 -122.21 6,252.790.496003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.30 3,131.300.497003 2,499,875.0031422BJ27 0.00 269,424.1040300 261,205.64 2.190FHLMC 1,432.55 -38.66 1,393.892.053003 262,572.6530288WAK5 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 33,750.00 -25,906.89 7,843.110.589003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.516003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 4,562.25 0.00 4,562.250.417003 4,345,000.00373385FP3 0.00 2,587,738.8040308 2,433,000.00 3.200JPM 19,464.00 -16,579.15 2,884.850.442003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.34 5,440.840.433003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.546003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.833003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 4,875.00 287.53 5,162.530.410003 4,995,850.0034153QUC8 0.00 1,584,706.1840314 0.00 2.810FNMA 5,854.17 -150,781.25 -144,927.08-36.283003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 30,461.00 -25,485.35 4,975.650.486003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 1,250.00 1,243.33 2,493.330.248003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.78 9,893.220.783003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.09 20,168.910.797003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.502003 1,945,088.00882724RA7 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,193,530.8840320 3,868,000.00 3.450BK 33,361.50 -29,356.49 4,005.010.379003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.45 8,797.450.349003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.689003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.82 0.00 2,648.820.759003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.61 -1,353.58 3,536.030.627003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.23 5,424.470.597003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.43 15,357.570.602003 10,118,600.0091412HGE7 0.00 3,500,774.1640327 3,145,446.16 2.624FNMA 20,646.28 -31,542.84 -10,896.56-1.235003 3,567,819.463136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 34,447.50 0.00 34,447.502.768003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.37 10,701.370.426003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.496003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.546003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.37 -2,228.40 6,855.970.317003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.76 10,448.240.413003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.492003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.395003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.69 12,689.690.504003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.493003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.52 12,845.520.510003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.337003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.496003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.13 13,009.130.520003 9,933,980.00459058JE4 0.00 4,140,469.8340342 3,922,352.30 0.670FHLMC 6,788.38 -1,242.26 5,546.120.531003 4,175,668.2530318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.72 8,957.780.500003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 37,500.00 -29,666.66 7,833.340.298003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.503003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 145,312.50 -127,353.75 17,958.750.431003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 6,125.00 676.66 6,801.660.386003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.496003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.508003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.595003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.595003 5,000,000.0045905U5Y6 0.00 5,316,300.0040356 4,950,000.00 2.588FHLMC 32,026.50 0.00 32,026.502.390003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,396.38 0.00 16,396.380.651003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.793003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.605003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.000.992003 10,000,000.0031422XCX8 0.00 74,189,293.6740363 0.00 1.600STPOOL 252,510.70 0.00 252,510.701.350003 75,000,000.00COVID RELIEF 0.00

0.0040391 0.00 0.160BMO 0.00 0.00 0.00003 25,000,000.0006367CKK2 0.00

0.0040392 0.00 0.160BMO 0.00 0.00 0.00003 25,000,000.0006367CL39 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
24,768,711.5340408 24,721,000.00 0.500IFC 30,901.25 -8,890.34 22,010.910.353003 24,768,711.5345950KCS7 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 50,000.00 751.39 50,751.391.007003 19,991,000.003130APRF4 0.00 8,292,530.0040410 8,300,000.00 0.600FHLB 12,450.00 933.75 13,383.750.640003 8,292,530.003130APWP6 0.00 1,081,675.8840411 1,050,000.00 2.750FHLB 7,218.75 -6,104.56 1,114.190.409003 1,081,675.883130ADRG9 0.00 1,822,098.2540412 1,825,000.00 0.180FFCB 821.25 618.85 1,440.100.314003 1,822,098.253133ENBT6 0.00 2,763,871.2040414 2,700,000.00 2.375FNMA 16,031.25 -13,818.28 2,212.970.318003 2,763,871.203135G0T94 0.00 2,952,599.8740415 2,963,000.00 0.250FNMA 1,851.87 1,736.57 3,588.440.482003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 4,156.25 0.00 4,156.250.868003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 10,359.38 613.92 10,973.300.894003 4,867,687.503130APU45 0.00 3,222,800.2440419 3,173,000.00 2.000IFC 15,865.00 -13,833.40 2,031.600.250003 3,222,800.2445950VLH7 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 6,125.00 2,538.35 8,663.350.492003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 5,109.38 1,159.03 6,268.410.917003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 4,921.88 486.37 5,408.250.682003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 25,250.00 -1,158.33 24,091.670.954003 10,013,900.003133ENFZ8 0.00 1,245,450.0040424 1,250,000.00 0.140FFCB 437.50 777.04 1,214.540.387003 1,245,450.003133EMZP0 0.00 13,256,411.2640426 0.00 0.125USTR 4,144.02 1,507.96 5,651.980.169003 19,993,276.0091282CAG6 0.00 3,949,281.3940431 0.00 2.650MSFT 25,466.50 -18,408.88 -10,757.43-1.081003 5,677,092.00594918BH6 -17,815.05 1,948,566.2140432 1,851,000.00 3.625MSFT 16,774.68 -12,078.35 4,696.330.956003 1,948,566.21594918AW4 0.00 19,961,764.0040433 20,000,000.00 0.125FFCB 6,250.00 9,945.78 16,195.780.322003 19,961,764.003133EMGX4 0.00 5,094,800.0040434 5,000,000.00 2.350WMT 29,375.00 -23,247.95 6,127.050.477003 5,094,800.00931142DU4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 23,351.25 2,783.28 26,134.530.723003 14,348,445.003130APQU2 0.00 20,320,899.5040437 20,350,000.00 0.070FFCB 3,561.25 8,788.74 12,349.990.241003 20,320,899.503133ENAQ3 0.00 4,524,808.9940438 0.00 2.150PG 23,951.00 -21,656.16 2,294.840.201003 10,153,229.94742718EU9 0.00 5,294,382.0040440 5,300,000.00 0.125FHLB 1,656.25 1,652.35 3,308.600.248003 5,294,382.003130AKDH6 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 7,367.19 -5,020.76 2,346.430.872003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 14,380.00 -9,332.33 5,047.670.682003 2,936,971.20594918BQ6 0.00 10,184,200.0040444 10,000,000.00 2.350WMT 58,750.00 -46,698.59 12,051.410.469003 10,184,200.00931142DU4 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 10,617.75 323.55 10,941.300.675003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 34,755.00 -94.10 34,660.901.039003 13,241,098.923130APS48 0.00 1,338,424.6440447 0.00 0.450TMCC 1,538.25 -354.09 1,184.160.351003 5,863,574.6089236THD0 0.00 15,332,765.9440448 15,003,000.00 2.700TMCC 101,270.25 -77,897.47 23,372.780.605003 15,332,765.9489236TEL5 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 66,978.75 -30,771.81 36,206.941.351003 10,631,069.4013063DMA3 0.00 10,407,000.0040459 10,000,000.00 3.000AAPL 75,000.00 -48,710.11 26,289.891.002003 10,407,000.00037833CG3 0.00 2,147,432.0040460 2,000,000.00 7.625IBRD 38,125.00 -35,669.03 2,455.970.454003 2,147,432.00459056LD7 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 6,212.50 1,217.65 7,430.151.193003 2,471,605.853130AQG49 0.00 15,537,963.7940462 15,266,000.00 2.400AAPL 91,596.00 -67,990.94 23,605.060.603003 15,537,963.79037833DE7 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 103,908.75 -50,830.11 53,078.641.339003 15,723,396.48037833DF4 0.00 3,118,625.1640464 3,052,000.00 2.850AAPL 21,745.50 -15,180.42 6,565.080.835003 3,118,625.16037833BU3 0.00 4,560,082.4840466 0.00 0.125FHLB 1,423.61 2,217.13 3,640.740.317003 9,988,752.103130AJY52 0.00 4,986,250.0040467 5,000,000.00 0.875FHLB 9,618.06 1,146.90 10,764.960.857003 4,986,250.003130AQCN1 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
19,988,000.0040468 20,000,000.00 0.460FFCB 23,000.00 3,000.00 26,000.000.516003 19,988,000.003133ENLB4 0.00 4,176,243.5040469 4,225,000.00 0.220FHLMC 2,323.75 7,181.81 9,505.560.903003 4,176,243.503134GXJH8 0.00 24,479,750.0040470 25,000,000.00 0.960FHLB 60,000.00 31,487.89 91,487.891.483003 24,479,750.003130ALHH0 0.00 12,402,280.3640471 11,966,000.00 3.000AAPL 89,745.00 -53,061.13 36,683.871.173003 12,402,280.36037833CG3 0.00 20,000,000.0040472 20,000,000.00 1.000FHLB 48,125.00 0.00 48,125.000.955003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 0.700FHLB 24,500.00 1,458.33 25,958.330.737003 13,982,500.003130AQN584 0.00 7,189,200.0040475 7,200,000.00 1.000FHLB 17,325.00 720.00 18,045.000.996003 7,189,200.003130AQMQ3 0.00 20,000,000.0040477 20,000,000.00 1.000FHLB 48,125.00 0.00 48,125.000.955003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 0.875FHLB 26,171.88 375.00 26,546.880.843003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 41,400.00 64.69 41,464.691.590003 10,348,965.003133ENMH0 0.00 4,103,407.9540480 4,150,000.00 0.290FFCB 3,008.75 6,807.28 9,816.030.949003 4,103,407.953133ENAL4 0.00 2,371,857.6040482 2,336,000.00 2.850AAPL 16,644.00 -8,745.76 7,898.241.321003 2,371,857.60037833BU3 0.00 12,613,016.1040485 12,318,000.00 3.000AAPL 92,385.00 -37,134.89 55,250.111.738003 12,613,016.10037833CG3 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 82,567.50 568.12 83,135.622.179003 15,138,637.503133ENPB0 0.00 7,460,673.0040487 7,300,000.00 2.850AAPL 52,012.50 -18,235.27 33,777.231.796003 7,460,673.00037833CU2 0.00 7,660,556.5240489 0.00 2.000FHLB 37,777.78 -23,891.13 13,886.650.719003 10,068,160.00313380GJ0 0.00 19,520,000.0040490 20,000,000.00 0.320FHLMC 16,000.00 73,594.55 89,594.551.821003 19,520,000.003134GW6E1 0.00 992,500.0040495 1,000,000.00 1.375FHLB 3,437.50 625.00 4,062.501.624003 992,500.003130ARAY7 0.00 4,590,340.0040496 4,600,000.00 1.500FHLB 17,250.00 805.00 18,055.001.560003 4,590,340.003130ARBY6 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 7,238.13 1,908.39 9,146.522.350003 1,544,029.003130AR7C9 0.00 148,500.0040498 150,000.00 1.940FFCB 727.50 153.23 880.732.353003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 10,325.00 3,841.70 14,166.702.428003 2,314,924.003130AQT78 0.00 1,449,900.0040500 1,500,000.00 0.310FNMA 1,162.50 6,790.66 7,953.162.176003 1,449,900.003136G46V0 0.00 1,139,135.4040501 1,170,000.00 0.290FFCB 848.26 4,960.38 5,808.642.023003 1,139,135.403133ENAL4 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 31,000.00 85,670.42 116,670.422.427003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 3,231.25 10,922.33 14,153.582.549003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 2,679.69 7,658.31 10,338.002.548003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 3,250.00 8,794.29 12,044.292.551003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 2,137.50 6,888.34 9,025.842.552003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 26,235.00 79,054.13 105,289.132.551003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 1,443.75 3,543.26 4,987.012.541003 778,622.633130ANWN6 0.00 17,737,824.0040509 18,300,000.00 0.320FHLMC 14,640.00 88,454.27 103,094.272.306003 17,737,824.003134GW6E1 0.00 13,606,518.4540510 13,965,000.00 0.300FFCB 10,473.75 63,137.65 73,611.402.146003 13,606,518.453133EL5J9 0.00 1,020,087.5040511 1,033,000.00 1.800FHLMC 4,648.50 1,618.56 6,267.062.437003 1,020,087.503134GXMZ4 0.00 1,951,980.0040512 2,000,000.00 0.750FHLB 3,750.00 7,300.34 11,050.342.246003 1,951,980.003130APWH4 0.00 1,808,137.7640513 1,859,000.00 0.660FFCB 3,067.35 7,467.54 10,534.892.312003 1,808,137.763133ENGW4 0.00 1,304,057.6440514 1,347,000.00 0.230FFCB 774.53 6,629.18 7,403.712.252003 1,304,057.643133EMYW6 0.00 3,288,848.7340515 3,371,000.00 0.300FNMA 2,528.25 15,664.44 18,192.692.195003 3,288,848.733135G05P4 0.00 1,341,991.0040516 1,400,000.00 1.250FHLB 4,375.00 5,184.52 9,559.522.826003 1,341,991.003130AQJM6 0.00 5,710,188.0040517 6,000,000.00 0.400FHLB 6,000.00 32,726.57 38,726.572.691003 5,710,188.003130AMU67 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
22,022,300.0040518 23,060,000.00 1.100FHLB 63,415.00 94,146.17 157,561.172.839003 22,022,300.003130AQGT4 0.00 22,416,742.1040519 23,390,000.00 1.250FHLB 73,093.75 87,070.79 160,164.542.835003 22,416,742.103130AQMR1 0.00 3,009,204.0040520 3,060,000.00 2.000FHLB 15,300.00 5,334.47 20,634.472.720003 3,009,204.003130AQZ48 0.00 8,864,184.0040521 9,120,000.00 0.800FHLB 18,240.00 40,040.77 58,280.772.609003 8,864,184.003130APXH3 0.00 3,259,655.0040522 3,500,000.00 0.480FFCB 4,200.00 20,980.65 25,180.653.065003 3,259,655.003133EMSC7 0.00 20,000,000.0040523 20,000,000.00 3.250FHLB 162,500.00 0.00 162,500.003.224003 20,000,000.003130ARVJ7 0.00 19,890,000.0040524 20,000,000.00 3.090FFCB 154,500.00 7,869.63 162,369.633.239003 19,890,000.003133ENUZ1 0.00 10,000,000.0040525 10,000,000.00 2.500FHLMC 62,500.00 0.00 62,500.002.480003 10,000,000.003134GXSF2 0.00 20,000,000.0040526 20,000,000.00 3.650FFCB 182,500.00 0.00 182,500.003.620003 20,000,000.003133ENVK3 0.00 3,449,208.8040527 3,565,000.00 0.500FHLB 4,456.25 18,218.89 22,675.142.608003 3,449,208.803130APM44 0.00 3,999,400.0040528 4,000,000.00 3.125MSFT 31,250.00 42.59 31,292.593.104003 3,999,400.00594918BJ2 0.00 13,245,848.6040529 13,270,000.00 1.625FHLB 53,909.37 4,040.19 57,949.561.736003 13,245,848.603130ARR86 0.00 4,845,209.6040530 4,916,000.00 0.110FFCB 1,351.90 21,969.44 23,321.341.910003 4,845,209.603133EMSE3 0.00 10,346,364.9040531 10,215,000.00 3.375FHLB 86,189.07 -20,851.57 65,337.502.505003 10,346,364.903130A0F70 0.00 1,458,750.0040532 1,500,000.00 0.575FHLB 2,156.25 6,737.75 8,894.002.419003 1,458,750.003130APQJ7 0.00 5,843,952.0040533 6,000,000.00 0.750FHLB 11,250.00 25,535.13 36,785.132.497003 5,843,952.003130APWH4 0.00 14,653,480.0040534 14,800,000.00 0.750FFCB 27,750.00 43,809.97 71,559.971.937003 14,653,480.003133ELSP0 0.00 1,507,123.2940535 1,530,000.00 0.140FFCB 535.50 6,909.07 7,444.571.960003 1,507,123.293133EMST0 0.00 2,630,942.1040536 2,635,000.00 2.000FHLMC 13,175.00 976.50 14,151.502.134003 2,630,942.103134G3X54 0.00 9,303,139.0040537 9,305,000.00 2.125FHLB 49,432.81 471.80 49,904.612.128003 9,303,139.003130AS3T46 0.00 5,394,470.5840538 5,580,000.00 0.250IBRD 3,487.50 30,978.93 34,466.432.535003 5,394,470.58459058JM6 0.00 3,835,000.0040539 3,835,000.00 2.650FHLB 25,406.87 0.00 25,406.872.628003 3,835,000.003130AS2M0 0.00 7,623,228.2640541 0.00 2.000FHLB 37,777.78 -12,369.52 25,408.261.322003 10,019,100.00313380GJ0 0.00 2,699,460.0040542 2,700,000.00 2.500FHLB 16,875.00 90.00 16,965.002.493003 2,699,460.003130AS3J6 0.00 4,885,000.0040543 4,885,000.00 2.250FHLB 27,478.12 0.00 27,478.122.232003 4,885,000.003130AS4H9 0.00 3,639,909.9040544 3,630,000.00 3.000FHLB 27,225.00 -1,250.90 25,974.102.831003 3,639,909.903130ARVT5 0.00 18,899,647.0040545 20,000,000.00 0.625FHLB 31,250.00 109,669.73 140,919.732.958003 18,899,647.003130AMNR9 0.00 19,053,800.0040546 20,000,000.00 0.400FHLB 20,000.00 112,941.65 132,941.652.768003 19,053,800.003130AMU67 0.00 19,475,000.0040547 20,000,000.00 0.750FHLB 37,500.00 87,825.28 125,325.282.553003 19,475,000.003130APWH4 0.00 10,999,725.0040548 11,000,000.00 1.880FHLB 51,700.00 93.05 51,793.051.868003 10,999,725.003130ASB65 0.00 7,130,337.5040549 7,150,000.00 2.125FHLB 37,984.38 2,808.92 40,793.302.270003 7,130,337.503130ASBG3 0.00 5,177,640.0040550 5,200,000.00 3.450FFCB 44,850.00 1,121.74 45,971.743.523003 5,177,640.003133ENYA2 0.00 12,887,851.8040551 12,940,000.00 3.125FHLMC 101,093.75 4,448.66 105,542.413.249003 12,887,851.803134GXRL0 0.00 8,864,126.0540552 8,905,000.00 2.800FHLB 62,335.00 4,287.47 66,622.472.982003 8,864,126.053130ARMT5 0.00 9,861,950.0040553 10,000,000.00 0.750AAPL 18,750.00 37,310.82 56,060.822.255003 9,861,950.00037833DV9 0.00 10,390,632.6340554 10,779,000.00 0.690FAMC 18,593.78 64,016.60 82,610.383.154003 10,390,632.6331422XRQ7 0.00 1,533,054.6040555 1,540,000.00 2.290FHLB 8,816.50 1,736.35 10,552.852.731003 1,533,054.603130ASD30 0.00 5,588,441.0540556 5,615,000.00 3.125FHLMC 43,867.19 3,319.87 47,187.063.350003 5,588,441.053134GXYM0 0.00 11,106,939.8040557 11,335,000.00 2.700MSFT 76,511.25 21,447.67 97,958.923.499003 11,106,939.80594918BB9 0.00 7,202,657.5040558 7,250,000.00 2.900FHLMC 52,562.50 7,890.42 60,452.923.330003 7,202,657.503134GXYT5 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,470,615.0040559 4,500,000.00 2.900FHLMC 32,625.00 4,897.50 37,522.503.330003 4,470,615.003134GXYT5 0.00 1,233,700.0040560 1,250,000.00 2.875FHLB 8,984.37 2,040.33 11,024.703.545003 1,233,700.003130AS6D6 0.00 985,312.0040561 1,025,000.00 0.270FFCB 691.87 7,599.83 8,291.703.339003 985,312.003133EMBQ4 0.00 6,959,160.0040562 7,200,000.00 0.350FNMA 6,300.00 51,242.55 57,542.553.280003 6,959,160.003135G05U3 0.00 4,836,400.0040563 5,000,000.00 0.300FNMA 3,750.00 36,088.23 39,838.233.268003 4,836,400.003135G05P4 0.00 7,084,700.0040564 7,250,000.00 2.700MSFT 48,937.50 15,561.71 64,499.213.612003 7,084,700.00594918BB9 0.00 4,921,950.0040565 5,000,000.00 0.125FHLMC 1,562.50 31,641.89 33,204.392.676003 4,921,950.003134GXKH6 0.00 197,799,177.8140566 175,610,072.57 2.950CAMP 1,067,850.63 0.00 1,067,850.632.142003 269,000,000.00CAMP 0.00 4,884,619.5740567 0.00 1.640AAPL 0.00 20,500.00 20,500.001.665003 0.0003785EHB3 0.00 10,306,903.3840568 0.00 1.760USTR 0.00 46,444.44 46,444.441.788003 0.00912796T58 0.00 7,065,217.3940569 10,000,000.00 4.570JPM 79,975.00 0.00 79,975.004.491003 0.0048133DP95 0.00 7,065,217.3940570 10,000,000.00 4.100JPM 71,750.00 0.00 71,750.004.029003 0.0048133DQ45 0.00 7,065,217.3940571 10,000,000.00 4.250JPM 74,375.00 0.00 74,375.004.176003 0.0048133DQ52 0.00 13,548,082.7340572 0.00 2.060USTR 0.00 71,527.78 71,527.782.095003 0.00912796U56 0.00 29,225,543.4840573 50,000,000.00 2.500TMCC 0.00 187,500.00 187,500.002.545003 0.0089233HK78 0.00 5,442,701.6740574 13,945,000.00 2.450JNJ 34,165.25 11,709.83 45,875.083.344003 0.00478160BY9 0.00 1,594,458.5140575 4,214,000.00 2.450JNJ 10,037.51 3,853.39 13,890.903.456003 0.00478160BY9 0.00 2,722,127.6540576 7,930,000.00 2.300OHS 15,705.80 7,649.34 23,355.143.404003 0.00677522SQ8 0.00 9,309,438.1540577 30,000,000.00 3.218USTR 0.00 77,768.33 77,768.333.314003 0.00912796T33 0.00 9,279,950.7540578 30,000,000.00 2.750USTR 66,091.16 17,851.13 83,942.293.589003 0.009128283Z1 0.00 1,147,538.8540579 5,825,000.00 2.469FNMA 7,590.46 0.00 7,590.462.624003 0.003136AR5S3 0.00 1,902,330.8740580 8,202,000.00 3.100CL 15,538.23 3,057.18 18,595.413.878003 0.00194162AN3 0.00 1,264,932.4740581 5,570,000.00 2.375CAS 8,084.24 4,217.66 12,301.903.858003 0.0013063DRD2 0.00 5,440,837.3040582 30,000,000.00 1.375USTR 19,055.70 32,674.63 51,730.333.772003 0.00912828S35 0.00 3,566,015.6340583 20,000,000.00 0.125USTR 1,174.03 33,978.81 35,152.843.911003 0.0091282CCU3 0.00 3,413,043.4840584 20,000,000.00 1.375USTR 11,956.52 20,833.33 32,789.853.812003 0.00912828S35 0.00 3,349,456.5240585 20,000,000.00 0.125USTR 1,104.97 32,465.75 33,570.723.976003 0.0091282CAK7 0.00 1,690,353.2640586 10,000,000.00 2.750USTR 12,154.69 4,151.25 16,305.943.827003 0.009128284Z0 0.00 3,236,519.0240587 25,000,000.00 3.090USTR 0.00 25,750.00 25,750.003.156003 0.00912796X79 0.00 2,989,130.4340588 25,000,000.00 4.530RY 34,604.17 0.00 34,604.174.593003 0.0078015JEW3 0.00 316,574.1740589 9,475,000.00 5.000LOS 3,947.92 -664.60 3,283.324.115003 0.00544351QQ5 0.00 2,445,652.1740590 25,000,000.00 4.620TD 28,875.00 0.00 28,875.004.684003 0.0089115BVJ6 0.00 2,143,359.9040591 25,000,000.00 3.640FHLB 0.00 20,222.22 20,222.223.743003 0.00313384BR9 0.00 2,138,706.5240592 25,000,000.00 3.690FHLB 0.00 20,500.00 20,500.003.803003 0.00313384CL1 0.00 330,929.3540593 10,000,000.00 5.000LOS 4,166.67 -642.86 3,523.814.225003 0.00544351QP7 0.00 159,908.5240594 3,820,000.00 3.063UNVHGR 1,300.07 571.85 1,871.924.644003 0.0091412GU94 0.00 118,811.7440595 3,000,000.00 0.883UNVHGR 294.33 1,127.97 1,422.304.749003 0.0091412HGE7 0.00 2,458,090,388.93Subtotal 2,497,713,789.54 1.617 10,185,436.12776,091.209,427,252.392,700,779,322.82 -17,907.47 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

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: SJCE
20,197,692.8340162 20,229,922.55 2.670ALLSPR 95,409.30 0.00 95,409.301.874501 20,156,896.89VP4560000 0.00 20,229,922.55Subtotal 20,197,692.83 1.874 95,409.300.0095,409.3020,156,896.89 0.00 2,478,320,311.48Total 2,517,911,482.37 1.619 10,280,845.42776,091.209,522,661.692,720,936,219.71 -17,907.47 Portfolio CITY
AP
Run Date: 10/14/2022 - 16:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

T HIS 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.

T HIS PAGE IS INTENTIONALLY LEFT BLANK

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Money Markets
ALLSPR40162 20,229,922.55 20,229,922.552.670VP4560000 07/01 - Monthly 20,229,922.552.6702.670 FEDRAT36512 2,024,977.53 2,024,977.532.810VP6000104 07/01 - Monthly 2,024,977.532.8102.810 22,254,900.08Money Markets Totals 22,254,900.080.002.68322,254,900.08 2.683 State Pool
STPOOL32936 1,000,000.00 1,000,000.001.600CITY 07/01 - Quarterly 1,000,000.001.6001.600 STPOOL37042 1,000,000.00 1,000,000.001.600CSJFA 07/01 - Quarterly 1,000,000.001.6001.600 STPOOL40363 0.00 0.001.600COVID RELIEF 07/01 - Quarterly 0.001.6001.600 2,000,000.00State Pool Totals 2,000,000.000.001.6002,000,000.00 1.600 JPA Pool
CAMP40566 175,610,072.57 175,610,072.572.950CAMP 07/01 - Monthly 175,610,072.572.9502.950 175,610,072.57JPA Pool Totals 175,610,072.570.002.950175,610,072.57 2.950 Corp Medium Term Notes
AAPL40263 6,795,000.00 6,794,612.430.75005/11/2023037833DV9 11/11 - 05/1105/11/2020 6,793,097.400.7590.759 AAPL40459 10,000,000.00 10,264,117.023.00002/09/2024037833CG3 02/09 - 08/09 Received01/07/2022 10,407,000.000.8610.861 AAPL40462 15,266,000.00 15,343,056.412.40001/13/2023037833DE7 07/13 - 01/1301/13/2022 15,537,963.790.4510.451 AAPL40463 15,114,000.00 15,578,248.292.75001/13/2025037833DF4 07/13 - 01/13 Received01/14/2022 15,723,396.481.2951.295 AAPL40464 3,052,000.00 3,075,951.322.85002/23/2023037833BU3 02/23 - 08/23 Received01/18/2022 3,118,625.160.8470.847 AAPL40471 11,966,000.00 12,253,709.213.00002/09/2024037833CG3 02/09 - 08/09 Received01/19/2022 12,402,280.361.0461.046 AAPL40482 2,336,000.00 2,349,798.862.85002/23/2023037833BU3 02/23 - 08/23 Received02/14/2022 2,371,857.601.0501.050 AAPL40485 12,318,000.00 12,519,353.653.00002/09/2024037833CG3 08/09 - 02/09 Received02/14/2022 12,613,016.101.6591.659 AAPL40487 7,300,000.00 7,417,516.192.85005/11/2024037833CU2 05/11 - 11/11 Received02/28/2022 7,460,673.001.7451.745 AAPL40553 10,000,000.00 9,908,795.800.75005/11/2023037833DV9 11/11 - 05/11 5,625.0006/08/2022 9,861,950.002.2662.266 BK40242 10,444,000.00 10,481,440.952.95001/29/202306406RAE7 07/29 - 01/29 Received04/13/2020 10,763,199.971.8231.823 BK40320 3,868,000.00 3,969,116.813.45008/11/202306406RAJ6 02/11 - 08/11 Received11/03/2020 4,193,530.880.3940.394 CL40580 8,202,000.00 7,958,259.003.10008/15/2027194162AN3 02/15 - 08/15 21,188.5009/09/2022 7,955,201.823.7743.774 JNJ40574 13,945,000.00 13,544,913.982.45003/01/2026478160BY9 09/01 - 03/01 Received08/25/2022 13,533,204.153.3473.347 JNJ40575 4,214,000.00 4,078,580.692.45003/01/2026478160BY9 09/01 - 03/01 Received08/26/2022 4,074,727.303.4573.457 JPM40223 10,000,000.00 10,043,010.063.20001/25/202346625HJH4 07/25 - 01/25 Received01/31/2020 10,405,200.001.7991.799 JPM40303 5,000,000.00 5,065,342.912.70005/18/202346625HRL6 11/18 - 05/18 Received08/20/2020 5,284,400.000.6070.607 JPM40308 2,433,000.00 2,454,000.273.20001/25/202346625HJH4 01/25 - 07/25 Received09/25/2020 2,587,738.800.4560.456 JPM40348 15,000,000.00 15,679,220.003.87502/01/202446625HJT8 08/01 - 02/0102/01/2021 16,528,245.000.4520.452 JPM40569 10,000,000.00 10,000,000.004.57007/28/202748133DP95 01/28 - 07/2807/28/2022 10,000,000.004.5704.570 JPM40570 10,000,000.00 10,000,000.004.10007/28/202548133DQ45 01/28 - 07/2807/28/2022 10,000,000.004.1004.100 JPM40571 10,000,000.00 10,000,000.004.25007/28/202648133DQ52 01/28 - 07/2807/28/2022 10,000,000.004.2504.250 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
MSFT40432 1,851,000.00 1,909,244.483.62512/15/2023594918AW4 12/15 - 06/15 Received12/08/2021 1,948,566.210.9820.982 MSFT40442 1,025,000.00 1,052,056.322.87502/06/2024594918BX1 02/06 - 08/06 Received12/20/2021 1,067,732.250.8920.892 MSFT40443 2,876,000.00 2,907,833.602.00008/08/2023594918BQ6 02/08 - 08/08 Received12/20/2021 2,936,971.200.6920.692 MSFT40528 4,000,000.00 3,999,473.823.12511/03/2025594918BJ2 05/03 - 11/03 Received04/25/2022 3,999,400.003.1293.129 MSFT40557 11,335,000.00 11,132,200.392.70002/12/2025594918BB9 08/12 - 02/12 Received06/15/2022 11,106,939.803.4983.498 MSFT40564 7,250,000.00 7,102,855.332.70002/12/2025594918BB9 08/12 - 02/12 Received06/16/2022 7,084,700.003.6073.607 PCAR40275 2,000,000.00 1,999,364.200.80006/08/202369371RQ82 12/08 - 06/0806/08/2020 1,997,220.000.8470.847 PCAR40349 7,000,000.00 6,996,383.590.35002/02/202469371RR24 08/02 - 02/0202/02/2021 6,991,880.000.3890.389 TMCC40448 15,003,000.00 15,089,552.742.70001/11/202389236TEL5 01/11 - 07/11 Received12/20/2021 15,332,765.940.6130.613 WMT40274 26,018,000.00 26,273,560.412.55004/11/2023931142DH3 10/11 - 04/11 Received06/01/2020 27,403,406.460.6680.668 WMT40434 5,000,000.00 5,019,114.992.35012/15/2022931142DU4 12/15 - 06/15 Received12/08/2021 5,094,800.000.4830.483 WMT40444 10,000,000.00 10,038,396.622.35012/15/2022931142DU4 06/15 - 12/15 Received12/20/2021 10,184,200.000.4750.475 292,299,080.34Corp Medium Term Notes Totals 296,763,889.6726,813.501.725290,611,000.00 1.725 Negotiable CDs
RY40588 25,000,000.00 25,000,000.004.53006/30/202378015JEW3 06/30 - At Maturity09/20/2022 25,000,000.004.5934.530 TD40590 25,000,000.00 25,000,000.004.62006/30/202389115BVJ6 06/30 - At Maturity09/22/2022 25,000,000.004.6844.620 50,000,000.00Negotiable CDs Totals 50,000,000.000.004.57550,000,000.00 4.639 Commercial Paper Discounts
TMCC40573 50,000,000.00 49,979,166.672.50010/07/202289233HK78 10/07 - At Maturity08/08/2022 49,791,666.672.5452.510 49,979,166.67Commercial Paper Discounts Totals 49,791,666.670.002.51050,000,000.00 2.545 Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,929.800.50007/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,994,737.780.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 FAMC40337 10,000,000.00 9,994,481.240.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FFCB40013 25,000,000.00 24,982,809.523.05010/02/20233133EJD48 04/02 - 10/02 Received10/17/2018 24,915,000.003.1243.124 FFCB40049 20,000,000.00 19,995,728.752.65010/23/20233133EJ5W5 04/23 - 10/2301/23/2019 19,980,880.002.6722.672 FFCB40283 10,000,000.00 9,999,793.400.30006/08/20233133ELG81 12/08 - 06/08 Received06/12/2020 9,999,100.000.3030.303 FFCB40412 1,825,000.00 1,824,216.110.18001/25/20233133ENBT6 01/25 - 07/25 Received11/23/2021 1,822,098.250.3160.316 FFCB40433 20,000,000.00 19,994,253.550.12511/23/20223133EMGX4 05/23 - 11/23 Received12/07/2021 19,961,764.000.3240.324 FFCB40480 4,150,000.00 4,121,938.880.29010/12/20233133ENAL4 04/12 - 10/12 Received01/26/2022 4,103,407.950.9530.953 FFCB40501 1,170,000.00 1,149,552.200.29010/12/20233133ENAL4 04/12 - 10/12 Received03/22/2022 1,139,135.402.0212.021 FFCB40534 14,800,000.00 14,721,142.060.75003/13/20233133ELSP0 09/13 - 03/13 Received05/12/2022 14,653,480.001.9491.949 FHLB40157 3,000,000.00 2,997,358.701.50008/15/20243130AGWK7 02/15 - 08/1508/16/2019 2,992,950.001.5491.549 FHLB40411 1,050,000.00 1,060,784.722.75003/10/20233130ADRG9 03/10 - 09/10 Received11/23/2021 1,081,675.880.4160.416 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
FHLB40440 5,300,000.00 5,299,632.810.12510/21/20223130AKDH6 04/21 - 10/21 Received12/15/2021 5,294,382.000.2500.250 FHLB40531 10,215,000.00 10,313,929.123.37512/08/20233130A0F70 06/08 - 12/08 Received05/11/2022 10,346,364.902.5362.536 FHLB40537 9,305,000.00 9,303,841.462.12505/12/20233130AS3T46 11/12 - 05/12 2,746.2705/17/2022 9,303,139.002.1452.145 FHLMC40309 5,000,000.00 4,991,026.920.37509/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FHLMC40316 4,000,000.00 3,994,819.440.12510/16/20233137EAEY1 04/16 - 10/1610/16/2020 3,985,080.000.2500.250 FHLMC40536 2,635,000.00 2,632,450.252.00005/26/20233134G3X54 05/26 - 11/26 Received05/12/2022 2,630,942.102.1502.150 FNMA40142 10,000,000.00 9,986,669.511.75007/02/20243135G0V75 01/02 - 07/0207/08/2019 9,962,100.001.8301.830 FNMA40183 10,000,000.00 9,993,040.711.62510/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40271 10,000,000.00 9,993,561.940.25005/22/20233135G04Q3 11/22 - 05/2205/22/2020 9,969,900.000.3510.351 FNMA40288 10,000,000.00 9,988,763.520.50006/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,984,614.080.37508/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,025,441.720.50011/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 FNMA40414 2,700,000.00 2,716,581.952.37501/19/20233135G0T94 01/19 - 07/19 Received11/23/2021 2,763,871.200.3220.322 FNMA40415 2,963,000.00 2,958,542.800.25005/22/20233135G04Q3 05/22 - 11/22 Received11/23/2021 2,952,599.870.4860.486 FNMA40420 7,000,000.00 6,991,059.370.35008/18/20233135G05U3 02/18 - 08/18 Received11/30/2021 6,982,570.000.4960.496 232,510,702.31Federal Agency Coupon Securities Totals 232,286,165.552,746.271.321232,613,000.00 1.321 Federal Agency Discounts
FHLB40591 25,000,000.00 24,668,861.113.64002/09/2023313384BR9 02/09 - At Maturity09/23/2022 24,648,638.893.7953.743 FHLB40592 25,000,000.00 24,615,625.003.69002/28/2023313384CL1 02/28 - At Maturity09/23/2022 24,595,125.003.8563.803 49,284,486.11Federal Agency Discounts Totals 49,243,763.890.003.77350,000,000.00 3.825 Treasury Coupon Securities
USTR40196 15,000,000.00 15,082,655.132.12502/29/2024912828W48 02/29 - 08/31 Received12/23/2019 15,244,921.881.7191.719 USTR40578 30,000,000.00 29,457,694.882.75002/28/20259128283Z1 02/28 - 08/31 4,558.0109/02/2022 29,439,843.753.5393.539 USTR40582 30,000,000.00 29,477,205.881.37506/30/2023912828S35 12/31 - 06/30 85,190.2209/14/2022 29,444,531.253.7633.763 USTR40583 20,000,000.00 19,332,416.310.12508/31/202391282CCU3 02/28 - 08/31 966.8509/14/2022 19,298,437.503.8783.878 USTR40584 20,000,000.00 19,645,833.331.37506/30/2023912828S35 12/31 - 06/30 57,540.7609/15/2022 19,625,000.003.0823.082 USTR40585 20,000,000.00 19,291,840.750.12509/15/202391282CAK7 03/15 - 09/1509/15/2022 19,259,375.003.9383.938 USTR40586 10,000,000.00 9,723,682.502.75008/31/20259128284Z0 02/28 - 08/31 11,395.0309/15/2022 9,719,531.253.7603.760 142,011,328.78Treasury Coupon Securities Totals 142,031,640.63159,650.873.444145,000,000.00 3.444 Treasury Discounts
USTR40577 30,000,000.00 29,611,158.333.21802/23/2023912796T33 02/23 - At Maturity09/02/2022 29,533,390.003.3603.314 USTR40587 25,000,000.00 24,839,062.503.09012/15/2022912796X79 12/15 - At Maturity09/19/2022 24,813,312.503.2003.156 54,450,220.83Treasury Discounts Totals 54,346,702.500.003.24255,000,000.00 3.287 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.00004/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FAMC40554 10,779,000.00 10,466,741.250.69012/20/202331422XRQ7 06/20 - 12/20 Received06/14/2022 10,390,632.633.1413.141 FFCB40282 10,000,000.00 10,000,000.000.58006/17/20243133ELJ47 12/17 - 06/1706/17/2020 10,000,000.000.5800.580 FFCB40330 10,000,000.00 10,000,000.000.50012/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.80003/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,010,051.761.01012/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40424 1,250,000.00 1,248,040.130.14005/18/20233133EMZP0 05/18 - 11/18 Received12/01/2021 1,245,450.000.3900.390 FFCB40437 20,350,000.00 20,348,828.170.07010/13/20223133ENAQ3 04/13 - 10/13 Received12/15/2021 20,320,899.500.2430.243 FFCB40445 6,435,000.00 6,433,446.970.66012/13/20233133ENGW4 06/13 - 12/13 Received12/17/2021 6,432,426.000.6800.680 FFCB40468 20,000,000.00 19,996,433.330.46001/18/20233133ENLB4 07/18 - 01/1801/18/2022 19,988,000.000.5200.520 FFCB40479 10,350,000.00 10,349,140.381.60001/27/20263133ENMH0 07/27 - 01/2701/27/2022 10,348,965.001.6031.603 FFCB40486 15,150,000.00 15,140,057.812.18002/16/20273133ENPB0 08/16 - 02/1602/16/2022 15,138,637.502.1962.196 FFCB40498 150,000.00 148,821.791.94009/03/20243133ENQC7 09/03 - 03/03 Received03/22/2022 148,500.002.3632.363 FFCB40510 13,965,000.00 13,733,495.280.30009/01/20233133EL5J9 09/01 - 03/01 Received03/30/2022 13,606,518.452.1462.146 FFCB40513 1,859,000.00 1,823,155.810.66012/13/20233133ENGW4 06/13 - 12/13 Received03/30/2022 1,808,137.762.3082.308 FFCB40514 1,347,000.00 1,317,389.660.23011/13/20233133EMYW6 05/13 - 11/13 Received03/30/2022 1,304,057.642.2462.246 FFCB40522 3,500,000.00 3,296,720.810.48003/03/20253133EMSC7 09/03 - 03/03 Received04/22/2022 3,259,655.003.0003.000 FFCB40524 20,000,000.00 19,903,903.023.09010/20/20253133ENUZ1 10/20 - 04/20 3,433.3304/22/2022 19,890,000.003.2583.258 FFCB40526 20,000,000.00 20,000,000.003.65010/27/20263133ENVK3 10/27 - 04/2704/27/2022 20,000,000.003.6503.650 FFCB40530 4,916,000.00 4,879,384.280.11003/01/20233133EMSE3 09/01 - 03/01 Received05/11/2022 4,845,209.601.9201.920 FFCB40535 1,530,000.00 1,517,793.970.14003/10/20233133EMST0 09/10 - 03/10 Received05/12/2022 1,507,123.291.9701.970 FFCB40550 5,200,000.00 5,179,060.873.45006/01/20273133ENYA2 12/01 - 06/01 2,990.0006/07/2022 5,177,640.003.5453.545 FFCB40561 1,025,000.00 994,262.910.27010/05/20233133EMBQ4 10/05 - 04/05 538.1306/15/2022 985,312.003.3253.325 FHLB40340 10,000,000.00 10,000,000.000.50001/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5000.500 FHLB40350 10,000,000.00 10,000,000.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,995,920.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 FHLB40409 20,000,000.00 19,993,621.521.00011/15/20243130APRF4 05/15 - 11/15 Received11/17/2021 19,991,000.001.0151.015 FHLB40410 8,300,000.00 8,295,715.130.60011/24/20233130APWP6 05/24 - 11/2411/24/2021 8,292,530.000.6450.645 FHLB40417 1,900,000.00 1,900,000.000.87505/28/20243130APZU2 05/28 - 11/2811/30/2021 1,900,000.000.8750.875 FHLB40418 4,875,000.00 4,869,740.730.85011/22/20243130APU45 05/22 - 11/22 Received11/30/2021 4,867,687.500.9010.901 FHLB40421 2,725,000.00 2,715,251.300.75011/08/20243130APKF1 05/08 - 11/08 Received11/30/2021 2,711,375.000.9230.923 FHLB40422 3,150,000.00 3,146,833.220.62505/17/20243130APMH5 05/17 - 11/17 Received12/01/2021 3,145,212.000.6870.687 FHLB40435 14,370,000.00 14,357,289.660.65011/22/20233130APQU2 05/22 - 11/22 Received12/15/2021 14,348,445.000.7280.728 FHLB40446 13,240,000.00 13,240,801.971.05011/18/20243130APS48 05/18 - 11/18 Received12/17/2021 13,241,098.921.0471.047 FHLB40461 2,485,000.00 2,475,028.801.00010/18/20243130AQG49 07/18 - 01/1801/18/2022 2,471,605.851.2001.200 FHLB40467 5,000,000.00 4,989,474.050.87501/17/20253130AQCN1 03/17 - Quarterly Received01/18/2022 4,986,250.000.9050.905 FHLB40470 25,000,000.00 24,568,265.970.96003/05/20263130ALHH0 03/05 - 09/05 Received01/18/2022 24,479,750.001.4811.481 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40472 20,000,000.00 20,000,000.001.00001/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.9690.969 FHLB40473 14,000,000.00 13,986,453.700.70001/27/20253130AQN584 07/27 - 01/2701/27/2022 13,982,500.001.4381.438 FHLB40475 7,200,000.00 7,191,144.001.00010/28/20253130AQMQ3 04/28 - Quarterly01/28/2022 7,189,200.001.0761.076 FHLB40477 20,000,000.00 20,000,000.001.00001/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 FHLB40478 12,500,000.00 12,496,887.500.87510/28/20243130AQMU4 04/28 - Quarterly01/28/2022 12,495,875.000.7540.754 FHLB40495 1,000,000.00 993,798.611.37503/24/20253130ARAY7 09/24 - 03/2403/24/2022 992,500.002.1372.137 FHLB40496 4,600,000.00 4,591,976.831.50003/28/20253130ARBY6 09/28 - 03/2803/28/2022 4,590,340.001.7131.713 FHLB40497 1,565,000.00 1,547,909.381.85012/27/20243130AR7C9 06/27 - 12/2703/28/2022 1,544,029.002.3572.357 FHLB40499 2,360,000.00 2,322,991.581.75002/28/20253130AQT78 08/28 - 02/28 Received03/22/2022 2,314,924.002.4282.428 FHLB40502 20,000,000.00 19,249,907.880.62012/09/20243130AMR53 06/09 - 12/09 Received03/22/2022 19,070,000.002.4002.400 FHLB40508 825,000.00 786,063.480.70006/30/20253130ANWN6 03/30 - 09/30 Received03/22/2022 778,622.632.5002.500 FHLB40512 2,000,000.00 1,966,661.790.75011/22/20233130APWH4 05/23 - 11/23 Received03/30/2022 1,951,980.002.2452.245 FHLB40516 1,400,000.00 1,351,783.981.25001/28/20253130AQJM6 07/28 - 01/28 Received04/11/2022 1,341,991.002.8002.800 FHLB40517 6,000,000.00 5,772,004.860.40006/28/20243130AMU67 06/28 - 12/28 Received04/11/2022 5,710,188.002.6612.661 FHLB40518 23,060,000.00 22,200,131.651.10001/13/20253130AQGT4 07/13 - 01/13 Received04/11/2022 22,022,300.002.8082.808 FHLB40519 23,390,000.00 22,581,209.141.25001/27/20253130AQMR1 07/27 - 01/27 Received04/11/2022 22,416,742.102.8082.808 FHLB40520 3,060,000.00 3,019,280.222.00008/28/20243130AQZ48 08/28 - 02/28 Received04/11/2022 3,009,204.002.7242.724 FHLB40521 9,120,000.00 8,934,922.690.80011/27/20233130APXH3 05/27 - 11/27 Received04/22/2022 8,864,184.002.6042.604 FHLB40523 20,000,000.00 20,000,000.003.25004/29/20273130ARVJ7 10/29 - 04/2904/29/2022 20,000,000.003.2503.250 FHLB40527 3,565,000.00 3,481,395.510.50011/24/20233130APM44 05/24 - 11/24 Received04/22/2022 3,449,208.802.6002.600 FHLB40529 13,270,000.00 13,252,672.041.62510/27/20233130ARR86 10/27 - 04/2704/29/2022 13,245,848.601.9971.997 FHLB40532 1,500,000.00 1,469,230.940.57511/22/20233130APQJ7 05/22 - 11/22 Received05/11/2022 1,458,750.002.4162.416 FHLB40533 6,000,000.00 5,883,389.590.75011/22/20233130APWH4 05/23 - 11/23 Received05/12/2022 5,843,952.002.4962.496 FHLB40539 3,835,000.00 3,835,000.002.65011/24/20233130AS2M0 11/24 - 05/2405/24/2022 3,835,000.002.6502.650 FHLB40542 2,700,000.00 2,699,587.002.50011/24/20233130AS3J6 11/24 - 05/2405/24/2022 2,699,460.002.5142.514 FHLB40543 4,885,000.00 4,885,000.002.25005/26/20233130AS4H9 11/26 - 05/2605/26/2022 4,885,000.002.2502.250 FHLB40544 3,630,000.00 3,638,144.743.00005/17/20243130ARVT5 11/17 - 05/17 2,117.5005/24/2022 3,639,909.902.7162.716 FHLB40545 20,000,000.00 19,054,403.180.62511/27/20243130AMNR9 05/28 - 11/28 Received05/24/2022 18,899,647.002.9162.916 FHLB40546 20,000,000.00 19,213,173.210.40006/28/20243130AMU67 06/28 - 12/28 Received05/24/2022 19,053,800.002.7402.740 FHLB40547 20,000,000.00 19,598,931.230.75011/22/20233130APWH4 11/23 - 05/23 416.6705/24/2022 19,475,000.002.5512.551 FHLB40548 11,000,000.00 10,999,853.201.88002/23/20233130ASB65 11/23 - 02/2305/27/2022 10,999,725.001.8851.885 FHLB40549 7,150,000.00 7,133,645.792.12503/15/20243130ASBG3 09/15 - 03/1506/15/2022 7,130,337.502.1252.125 FHLB40552 8,905,000.00 8,869,556.852.80010/25/20243130ARMT5 10/25 - 04/25 29,089.6706/07/2022 8,864,126.053.0003.000 FHLB40555 1,540,000.00 1,535,080.342.29006/16/20233130ASD30 12/16 - 06/1606/16/2022 1,533,054.602.7502.750 FHLB40560 1,250,000.00 1,236,103.062.87506/14/20243130AS6D6 12/14 - 06/14 99.8306/15/2022 1,233,700.003.5573.557 FHLMC40261 10,000,000.00 9,994,811.110.70005/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.70004/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLMC40273 40,000,000.00 40,000,000.000.75006/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 FHLMC40469 4,225,000.00 4,196,432.360.22009/29/20233134GXJH8 06/29 - 12/29 Received01/18/2022 4,176,243.500.9070.907 FHLMC40490 20,000,000.00 19,680,272.570.32011/02/20233134GW6E1 05/02 - 11/02 Received03/15/2022 19,520,000.001.8201.820 FHLMC40505 2,000,000.00 1,891,928.000.65010/27/20253134GW5R3 04/27 - 10/27 Received03/22/2022 1,873,460.002.5002.500 FHLMC40506 1,500,000.00 1,417,875.710.57009/24/20253134GWUG9 03/24 - 09/24 Received03/22/2022 1,403,410.202.5002.500 FHLMC40507 17,490,000.00 16,542,228.780.60009/30/20253134GWVN3 03/30 - 09/30 Received03/22/2022 16,376,215.102.5002.500 FHLMC40509 18,300,000.00 17,915,715.360.32011/02/20233134GW6E1 05/02 - 11/02 Received03/30/2022 17,737,824.002.3002.300 FHLMC40511 1,033,000.00 1,023,342.601.80003/28/20243134GXMZ4 09/28 - 03/28 Received03/30/2022 1,020,087.502.4462.446 FHLMC40525 10,000,000.00 10,000,000.002.50004/29/20253134GXSF2 10/29 - 04/2904/29/2022 10,000,000.002.5002.500 FHLMC40551 12,940,000.00 12,893,486.773.12505/12/20253134GXRL0 11/12 - 05/12 28,081.6006/07/2022 12,887,851.803.2703.270 FHLMC40556 5,615,000.00 5,591,871.583.12506/28/20243134GXYM0 12/28 - 06/2806/28/2022 5,588,441.053.3723.372 FHLMC40558 7,250,000.00 7,210,723.262.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 7,202,657.503.3503.350 FHLMC40559 4,500,000.00 4,475,621.332.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 4,470,615.003.3503.350 FHLMC40565 5,000,000.00 4,959,217.120.12501/27/20233134GXKH6 07/27 - 01/27 Received06/15/2022 4,921,950.002.6942.694 FNMA40281 30,000,000.00 30,000,000.000.85006/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 FNMA40331 15,000,000.00 15,000,000.000.55001/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 FNMA40500 1,500,000.00 1,464,160.390.31001/26/20243136G46V0 07/26 - 01/26 Received03/22/2022 1,449,900.002.1672.167 FNMA40503 2,350,000.00 2,225,728.190.55008/05/20253136G4H55 08/05 - 02/05 Received03/22/2022 2,202,791.302.5002.500 FNMA40504 1,715,000.00 1,625,908.360.62508/28/20253136G4R62 08/28 - 02/28 Received03/22/2022 1,609,825.912.5002.500 FNMA40515 3,371,000.00 3,318,437.110.30008/03/20233135G05P4 08/03 - 02/03 Received04/11/2022 3,288,848.732.1962.196 FNMA40562 7,200,000.00 7,019,512.340.35008/18/20233135G05U3 08/18 - 02/18 Received06/15/2022 6,959,160.003.2753.275 FNMA40563 5,000,000.00 4,878,903.920.30008/03/20233135G05P4 08/03 - 02/03 Received06/15/2022 4,836,400.003.2643.264 886,439,141.38Federal Agency Callables Totals 883,876,799.4166,766.731.798896,150,000.00 1.798 Supranational
IADB40201 11,000,000.00 11,001,731.791.70011/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,997,574.110.34010/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.65002/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 IBRD40079 5,000,000.00 4,997,609.332.50003/19/2024459058GQ0 09/19 - 03/1903/19/2019 4,991,850.002.5352.535 IBRD40126 10,000,000.00 9,998,136.671.87506/19/2023459058GX5 12/19 - 06/1906/19/2019 9,989,600.001.9021.902 IBRD40246 3,000,000.00 2,994,059.550.62504/22/2025459058JB0 10/22 - 04/2204/22/2020 2,988,390.000.7040.704 IBRD40335 20,000,000.00 20,169,030.400.75003/11/2025459058JA2 03/11 - 09/11 Received01/11/2021 20,288,120.000.4010.401 IBRD40336 10,000,000.00 9,997,666.770.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,996,360.000.5080.508 IBRD40338 10,000,000.00 9,995,750.200.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,993,370.000.5140.514 IBRD40339 4,765,000.00 4,983,474.852.50011/25/2024459058DX8 05/25 - 11/25 Received01/12/2021 5,158,198.270.3510.351 IBRD40341 10,000,000.00 9,958,934.350.37507/28/2025459058JE4 01/28 - 07/28 Received01/13/2021 9,933,980.000.5220.522 IBRD40344 10,000,000.00 10,226,455.561.50008/28/2024459056HV2 02/28 - 08/28 Received01/22/2021 10,427,200.000.3060.306 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Supranational
IBRD40354 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40355 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40359 10,000,000.00 10,033,512.160.75003/11/2025459058JA2 09/11 - 03/11 Received03/12/2021 10,054,800.000.6110.611 IBRD40460 2,000,000.00 2,042,802.847.62501/19/2023459056LD7 01/19 - 07/19 Received01/07/2022 2,147,432.000.4650.465 IBRD40538 5,580,000.00 5,437,841.090.25011/24/2023459058JM6 11/24 - 05/24 38.7505/25/2022 5,394,470.582.5272.527 IFC40332 8,550,000.00 8,569,015.690.42511/19/202445950VPG5 05/19 - 11/19 Received01/06/2021 8,584,490.700.3200.320 IFC40347 10,000,000.00 9,981,204.220.45002/05/202645950VPL4 08/05 - 02/0502/05/2021 9,971,900.000.5070.507 IFC40408 24,721,000.00 24,737,694.100.50003/20/202345950KCS7 03/20 - 09/20 Received11/17/2021 24,768,711.530.3560.356 IFC40419 3,173,000.00 3,176,535.202.00010/24/202245950VLH7 04/24 - 10/24 Received11/30/2021 3,222,800.240.2530.253 188,299,028.88Supranational Totals 188,910,963.3238.750.717187,789,000.00 0.717 Asset Backed Securities
HAROT40158 322,661.55 322,660.961.78008/15/202343815NAC8 09/15 -08/27/2019 322,658.871.7801.780 HAROT40190 2,053,851.84 2,053,737.281.83001/18/202443813VAC2 12/18 -11/26/2019 2,053,485.841.8451.845 HAROT40270 885,628.90 885,598.730.82007/15/202443813DAC2 06/15 -05/27/2020 885,559.200.8250.825 HART40253 656,064.37 655,992.991.41011/15/202444891LAC7 05/15 -04/29/2020 655,911.511.4241.424 TMCC40186 597,692.85 597,679.501.92001/16/202489233MAD5 12/15 -11/13/2019 597,649.701.9311.931 TMCC40252 636,078.95 636,023.491.36008/15/202489239RAC0 05/15 -04/29/2020 635,951.731.3731.373 TMCC40296 2,553,597.95 2,553,502.870.44010/15/202489237VAB5 08/15 -07/27/2020 2,553,401.320.4440.444 7,705,195.82Asset Backed Securities Totals 7,704,618.170.001.1937,705,576.41 1.193 Municipal Bonds
CAS37579 5,000,000.00 5,000,000.002.50010/01/202213063DDF2 04/01 - 10/0110/26/2017 5,066,150.002.2222.222 CAS37588 5,000,000.00 5,000,000.002.50010/01/202213063DDF2 04/01 - 10/01 Received12/07/2017 5,019,950.002.4112.411 CAS40008 5,000,000.00 5,012,929.263.40008/01/202313063DGN2 02/01 - 08/0109/18/2018 5,075,550.003.0643.064 CAS40243 5,000,000.00 5,187,248.323.37504/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CAS40449 10,110,000.00 10,540,805.412.65004/01/202613063DMA3 04/01 - 10/01 Received01/07/2022 10,631,069.401.3921.392 CAS40581 5,570,000.00 5,293,935.262.37510/01/202613063DRD2 10/01 - 04/01 58,059.5109/09/2022 5,289,717.603.7213.721 CASDEV40323 1,385,000.00 1,385,000.000.76510/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,024,125.070.88511/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR37625 1,000,000.00 999,390.002.51812/01/202213067WPE6 12/01 - 06/0106/01/2018 983,530.002.9112.911 FLSEDU40311 10,000,000.00 10,000,000.000.55006/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 FLSEDU40313 5,000,000.00 4,998,083.140.39006/01/202434153QUC8 06/01 - 12/0110/22/2020 4,995,850.000.4130.413 GAS40304 14,615,000.00 14,615,000.000.52008/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40305 4,345,000.00 4,345,000.000.42008/01/2024373385FP3 02/01 - 08/0108/27/2020 4,345,000.000.4200.420 HIS40317 5,000,000.00 5,009,081.260.85210/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 LAS40312 4,000,000.00 4,000,000.000.84006/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
LOS40315 3,670,000.00 3,865,387.703.32009/01/2024544351MQ9 03/01 - 09/01 Received10/14/2020 4,065,589.300.5110.511 LOS40589 9,475,000.00 9,707,609.905.00009/01/2025544351QQ5 09/01 - 03/0109/28/2022 9,708,274.504.0974.097 LOS40593 10,000,000.00 10,147,857.145.00009/01/2024544351QP7 09/01 - 03/0109/28/2022 10,148,500.004.1874.187 MAS40322 1,000,000.00 1,000,000.000.69511/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS40234 1,000,000.00 1,000,000.000.97003/15/2024574193SP4 09/15 - 03/1503/18/2020 1,000,000.000.9700.970 MDS40297 5,000,000.00 5,003,464.370.66008/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40298 5,000,000.00 5,000,896.240.51008/01/2024574193TQ1 02/01 - 08/0108/05/2020 5,001,950.000.5000.500 MNS40245 3,500,000.00 3,500,000.002.02010/01/202260412AKS1 10/01 - 04/01 Received04/15/2020 3,579,380.001.0841.084 NYS40185 5,000,000.00 5,000,831.332.01002/15/2024649791PP9 02/15 - 08/1510/30/2019 5,002,600.001.9981.998 NYSDEV40207 5,000,000.00 5,066,478.132.86003/15/20246500354U9 03/15 - 09/15 Received01/15/2020 5,190,300.001.9051.905 NYSHGR40156 2,700,000.00 2,734,654.515.09203/15/2023649902ZM8 09/15 - 03/15 Received08/16/2019 2,972,376.002.1492.149 NYU40262 2,450,000.00 2,445,312.721.43807/01/202464990GZW5 07/01 - 01/01 Received05/06/2020 2,438,877.001.5511.551 OHS40576 7,930,000.00 7,833,766.342.30011/01/2023677522SQ8 11/01 - 05/01 60,290.0308/30/2022 7,826,117.003.4513.451 PASTRN40152 1,750,000.00 1,773,869.682.92912/01/202370922PAK8 12/01 - 06/01 Received08/14/2019 1,837,920.001.7111.711 RIV40255 1,655,000.00 1,655,000.002.36302/15/202376913CAX7 08/15 - 02/1505/06/2020 1,655,000.002.3622.362 RIV40256 4,000,000.00 4,000,000.002.66702/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 TXS40264 3,425,000.00 3,473,462.933.82304/01/2023882722VK4 10/01 - 04/01 Received05/08/2020 3,705,815.750.9470.947 TXS40319 1,600,000.00 1,810,443.275.00010/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 UNVHGR37624 4,000,000.00 4,000,000.003.29705/15/202391412HBK8 11/15 - 05/1506/05/2018 4,000,000.003.2973.297 UNVHGR40153 1,000,000.00 1,027,943.943.63805/15/202491412GVB8 11/15 - 05/15 Received08/14/2019 1,081,870.001.8311.831 UNVHGR40293 1,000,000.00 1,000,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 1,000,000.000.8330.833 UNVHGR40294 650,000.00 650,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 650,000.000.8330.833 UNVHGR40324 2,215,000.00 2,229,197.550.88305/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 UNVHGR40325 3,560,000.00 3,585,532.410.88305/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,070,458.400.88305/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 UNVHGR40343 7,000,000.00 7,068,122.400.88305/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 UNVHGR40594 3,820,000.00 3,678,467.853.06307/01/202591412GU94 01/01 - 07/01 27,951.5809/27/2022 3,677,896.004.5094.509 UNVHGR40595 3,000,000.00 2,733,797.970.88305/15/202591412HGE7 11/15 - 05/15 9,713.0009/27/2022 2,732,670.004.5094.509 VNTCTF40277 1,000,000.00 1,000,000.001.04811/01/2023923078CT4 11/01 - 05/0106/11/2020 1,000,000.001.0481.048 VNTCTF40278 900,000.00 900,000.001.22311/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 WIS40177 500,000.00 500,000.001.85705/01/202497705MNM3 05/01 - 11/0110/30/2019 500,000.001.8571.857 204,873,152.50Municipal Bonds Totals 206,531,803.80156,014.121.728203,825,000.00 1.728 Mortgage Backed Securities
FHLMC40148 4,250,000.00 4,390,781.253.06007/25/20233137B4WB8 09/25 - Monthly08/01/2019 4,390,781.252.1192.119 FHLMC40167 4,655,344.00 4,853,196.123.32002/25/20233137B36J2 10/25 - Monthly Received09/16/2019 4,853,196.121.9481.948 FHLMC40173 4,930,159.20 4,930,159.201.99005/25/202430298LAA9 10/25 - Monthly Received09/30/2019 4,930,159.201.9621.962 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
FHLMC40180 1,259,472.58 1,265,462.632.09007/25/202430314KAS2 11/25 - Monthly Received10/18/2019 1,265,462.631.9411.941 FHLMC40214 258,023.13 258,345.662.05010/25/202330295NAE0 02/25 - Monthly Received01/22/2020 258,345.661.9731.973 FHLMC40231 579,293.74 586,534.911.99005/25/202430298LAA9 03/25 - Monthly Received02/27/2020 586,534.911.5901.590 FHLMC40266 10,000,000.00 10,823,437.502.77005/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40276 5,450,000.00 5,727,609.382.61501/25/20233137B04Y7 07/25 - Monthly Received06/04/2020 5,727,609.380.6050.605 FHLMC40295 3,329,316.99 3,345,600.680.83005/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,345,600.680.6950.695 FHLMC40300 261,205.64 268,592.862.19003/25/202330288WAK5 08/25 - Monthly Received07/31/2020 268,592.860.9190.919 FHLMC40328 4,500,000.00 4,937,850.003.06212/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,937,850.000.4960.496 FHLMC40342 3,922,352.30 3,941,587.520.67011/25/202530318CAA5 02/25 - Monthly Received01/22/2021 3,941,587.520.5370.537 FHLMC40356 4,950,000.00 5,316,300.002.58803/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 5,316,300.000.5540.554 FNMA40169 1,000,000.00 1,019,843.752.71002/01/20233138LC5B7 10/25 - Monthly Received09/17/2019 1,019,843.752.1082.108 FNMA40171 4,893,544.60 4,978,417.012.42007/01/20243140HUNV4 10/25 - Monthly Received09/19/2019 4,978,417.012.0462.046 FNMA40189 1,014,018.99 1,040,082.452.79106/01/20233138ELJW4 12/25 - Monthly Received11/12/2019 1,040,082.451.9991.999 FNMA40202 7,747,000.00 7,899,519.062.39002/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 FNMA40203 7,450,000.00 7,531,484.382.24001/01/20253140HWYW6 02/25 - Monthly Received01/22/2020 7,531,484.382.0212.021 FNMA40206 21,751,961.01 22,227,785.162.61008/01/20233138L4EN9 02/25 - Monthly Received01/22/2020 22,227,785.161.9391.939 FNMA40209 1,000,000.00 1,023,750.002.71001/01/20253138LL3J2 02/25 - Monthly Received01/17/2020 1,023,750.002.2232.223 FNMA40221 473,551.08 480,284.382.50911/25/20223136ACGJ4 02/25 - Monthly Received01/24/2020 480,284.381.9001.900 FNMA40225 3,500,000.00 3,577,656.252.96011/01/20243138L8CE2 03/25 - Monthly Received02/05/2020 3,577,656.252.4822.482 FNMA40272 2,899,344.59 3,138,250.592.96703/25/20253136AL7K1 06/25 - Monthly Received05/27/2020 3,138,250.591.0081.008 FNMA40289 716,728.52 748,169.382.49203/25/20233136AGMB5 07/25 - Monthly Received06/22/2020 748,169.380.6750.675 FNMA40327 3,145,446.16 3,380,348.082.62411/25/20243136AY6S7 01/25 - Monthly Received12/22/2020 3,380,348.080.5430.543 FNMA40579 5,825,000.00 5,556,503.912.46904/25/20263136AR5S3 10/25 - Monthly 4,394.4809/12/2022 5,556,503.913.8443.844 113,247,552.00Mortgage Backed Securities Totals 113,247,552.114,394.481.630109,761,762.53 1.630 2,470,964,028.38Investment Totals 2,474,600,538.37416,424.722,478,320,311.59 1.973 1.977 Portfolio CITY
AP
Run Date: 10/06/2022 - 19:44 PM (PRF_PMS) 7.3.0

T HIS PAGE IS INTENTIONALLY LEFT BLANK

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.

T HIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Allspring Govt Money Mkt Fd40162 20,229,922.55 20,229,922.55 2.67020,229,922.55 1VP4560000 2.670 1Federated Govt Obligation Fund36512 2,024,977.53 2,024,977.53 2.8102,024,977.53 1VP6000104 2.810 22,254,900.08 122,254,900.0822,254,900.0863,745,526.52Subtotal and Average 1 2.683 State Pool
1State Investment Pool32936 1,000,000.00 1,000,000.00 1.6001,000,000.00 1CITY 1.600 1State Investment Pool37042 1,000,000.00 1,000,000.00 1.6001,000,000.00 1CSJFA 1.600 1State Investment Pool40363 0.00 0.00 1.6000.00 1COVID RELIEF 1.600 2,000,000.00 12,000,000.002,000,000.0081,966,666.67Subtotal and Average 1 1.600 JPA Pool
1California Asset Management Pr40566 175,610,072.57 175,610,072.57 2.950175,610,072.57 1CAMP 2.950 175,610,072.57 1175,610,072.57175,610,072.57176,183,185.58Subtotal and Average 1 2.950 Corp Medium Term Notes
222Apple Inc40263 6,795,000.00 6,794,612.43 05/11/20230.75005/11/2020 6,659,167.95 1,095037833DV9 0.759 496Apple Inc40459 10,000,000.00 10,264,117.02 02/09/20243.00001/07/2022 9,820,700.00 763037833CG3 0.861 104Apple Inc40462 15,266,000.00 15,343,056.41 01/13/20232.40001/13/2022 15,214,400.92 365037833DE7 0.451 835Apple Inc40463 15,114,000.00 15,578,248.29 01/13/20252.75001/14/2022 14,528,181.36 1,095037833DF4 1.295 145Apple Inc40464 3,052,000.00 3,075,951.32 02/23/20232.85001/18/2022 3,038,449.12 401037833BU3 0.847 496Apple Inc40471 11,966,000.00 12,253,709.21 02/09/20243.00001/19/2022 11,751,449.62 751037833CG3 1.046 145Apple Inc40482 2,336,000.00 2,349,798.86 02/23/20232.85002/14/2022 2,325,628.16 374037833BU3 1.050 496Apple Inc40485 12,318,000.00 12,519,353.65 02/09/20243.00002/14/2022 12,097,138.26 725037833CG3 1.659 588Apple Inc40487 7,300,000.00 7,417,516.19 05/11/20242.85002/28/2022 7,120,055.00 803037833CU2 1.745 222Apple Inc40553 10,000,000.00 9,908,795.80 05/11/20230.75006/08/2022 9,800,100.00 337037833DV9 2.266 120Bank of New York Mellon40242 10,444,000.00 10,481,440.95 01/29/20232.95004/13/2020 10,402,328.44 1,02106406RAE7 1.823 314Bank of New York Mellon40320 3,868,000.00 3,969,116.81 08/11/20233.45011/03/2020 3,838,409.80 1,01106406RAJ6 0.394 1,779Colgate-Palmolive40580 8,202,000.00 7,958,259.00 08/15/20273.10009/09/2022 7,705,779.00 1,801194162AN3 3.774 1,247Johnson & Johnson40574 13,945,000.00 13,544,913.98 03/01/20262.45008/25/2022 13,018,075.85 1,284478160BY9 3.347 1,247Johnson & Johnson40575 4,214,000.00 4,078,580.69 03/01/20262.45008/26/2022 3,933,895.42 1,283478160BY9 3.457 116JP Morgan40223 10,000,000.00 10,043,010.06 01/25/20233.20001/31/2020 9,968,000.00 1,09046625HJH4 1.799 229JP Morgan40303 5,000,000.00 5,065,342.91 05/18/20232.70008/20/2020 4,952,000.00 1,00146625HRL6 0.607 116JP Morgan40308 2,433,000.00 2,454,000.27 01/25/20233.20009/25/2020 2,425,214.40 85246625HJH4 0.456 488JP Morgan40348 15,000,000.00 15,679,220.00 02/01/20243.87502/01/2021 14,822,700.00 1,09546625HJT8 0.452 1,761JP Morgan40569 10,000,000.00 10,000,000.00 07/28/20274.57007/28/2022 9,513,800.00 1,82648133DP95 4.570 1,031JP Morgan40570 10,000,000.00 10,000,000.00 07/28/20254.10007/28/2022 9,667,000.00 1,09648133DQ45 4.100 1,396JP Morgan40571 10,000,000.00 10,000,000.00 07/28/20264.25007/28/2022 9,599,800.00 1,46148133DQ52 4.250 440Microsoft Inc.40432 1,851,000.00 1,909,244.48 12/15/20233.62512/08/2021 1,834,266.96 737594918AW4 0.982 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
493Microsoft Inc.40442 1,025,000.00 1,052,056.32 02/06/20242.87512/20/2021 1,004,202.75 778594918BX1 0.892 311Microsoft Inc.40443 2,876,000.00 2,907,833.60 08/08/20232.00012/20/2021 2,821,614.84 596594918BQ6 0.692 1,129Microsoft Inc.40528 4,000,000.00 3,999,473.82 11/03/20253.12504/25/2022 3,841,160.00 1,288594918BJ2 3.129 865Microsoft Inc.40557 11,335,000.00 11,132,200.39 02/12/20252.70006/15/2022 10,877,632.75 973594918BB9 3.498 865Microsoft Inc.40564 7,250,000.00 7,102,855.33 02/12/20252.70006/16/2022 6,957,462.50 972594918BB9 3.607 250PACCAR Inc.40275 2,000,000.00 1,999,364.20 06/08/20230.80006/08/2020 1,952,880.00 1,09569371RQ82 0.847 489PACCAR Inc.40349 7,000,000.00 6,996,383.59 02/02/20240.35002/02/2021 6,624,730.00 1,09569371RR24 0.389 102Toyota Motor Credit Corp40448 15,003,000.00 15,089,552.74 01/11/20232.70012/20/2021 14,940,437.49 38789236TEL5 0.613 192Wal-Mart40274 26,018,000.00 26,273,560.41 04/11/20232.55006/01/2020 25,783,317.64 1,044931142DH3 0.668 75Wal-Mart40434 5,000,000.00 5,019,114.99 12/15/20222.35012/08/2021 4,986,800.00 372931142DU4 0.483 75Wal-Mart40444 10,000,000.00 10,038,396.62 12/15/20222.35012/20/2021 9,973,600.00 360931142DU4 0.475 292,299,080.34 937283,800,378.23290,611,000.00295,005,663.63Subtotal and Average 567 1.725 Negotiable CDs
272Royal Bank of Canada40588 25,000,000.00 25,000,000.00 06/30/20234.53009/20/2022 24,983,750.00 28378015JEW3 4.530 272Toronto Dominion Bank40590 25,000,000.00 25,000,000.00 06/30/20234.62009/22/2022 24,985,500.00 28189115BVJ6 4.620 50,000,000.00 28249,969,250.0050,000,000.0016,666,666.67Subtotal and Average 272 4.575 Commercial Paper Discounts
6Toyota Motor Credit Corp40573 50,000,000.00 49,979,166.67 10/07/20222.50008/08/2022 49,983,500.00 6089233HK78 2.510 49,979,166.67 6049,983,500.0050,000,000.0049,928,819.45Subtotal and Average 6 2.510 Federal Agency Coupon Securities
1,017Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,929.80 07/14/20250.50007/28/2020 2,254,650.00 1,81231422BJ27 0.501 1,202Federal Agricultural Mtg Corp40334 10,000,000.00 9,994,737.78 01/15/20260.48001/15/2021 8,846,800.00 1,82631422B6K1 0.496 1,202Federal Agricultural Mtg Corp40337 10,000,000.00 9,994,481.24 01/15/20260.48001/15/2021 8,846,800.00 1,82631422B6K1 0.497 366Federal Farm Credit Bank40013 25,000,000.00 24,982,809.52 10/02/20233.05010/17/2018 24,672,000.00 1,8113133EJD48 3.124 387Federal Farm Credit Bank40049 20,000,000.00 19,995,728.75 10/23/20232.65001/23/2019 19,667,800.00 1,7343133EJ5W5 2.672 250Federal Farm Credit Bank40283 10,000,000.00 9,999,793.40 06/08/20230.30006/12/2020 9,739,800.00 1,0913133ELG81 0.303 116Federal Farm Credit Bank40412 1,825,000.00 1,824,216.11 01/25/20230.18011/23/2021 1,806,202.50 4283133ENBT6 0.316 53Federal Farm Credit Bank40433 20,000,000.00 19,994,253.55 11/23/20220.12512/07/2021 19,912,200.00 3513133EMGX4 0.324 376Federal Farm Credit Bank40480 4,150,000.00 4,121,938.88 10/12/20230.29001/26/2022 3,981,966.50 6243133ENAL4 0.953 376Federal Farm Credit Bank40501 1,170,000.00 1,149,552.20 10/12/20230.29003/22/2022 1,122,626.70 5693133ENAL4 2.021 163Federal Farm Credit Bank40534 14,800,000.00 14,721,142.06 03/13/20230.75005/12/2022 14,588,804.00 3053133ELSP0 1.949 684Federal Home Loan Bank40157 3,000,000.00 2,997,358.70 08/15/20241.50008/16/2019 2,855,250.00 1,8263130AGWK7 1.549 160Federal Home Loan Bank40411 1,050,000.00 1,060,784.72 03/10/20232.75011/23/2021 1,045,023.00 4723130ADRG9 0.416 20Federal Home Loan Bank40440 5,300,000.00 5,299,632.81 10/21/20220.12512/15/2021 5,292,580.00 3103130AKDH6 0.250 433Federal Home Loan Bank40531 10,215,000.00 10,313,929.12 12/08/20233.37505/11/2022 10,090,785.60 5763130A0F70 2.536 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
223Federal Home Loan Bank40537 9,305,000.00 9,303,841.46 05/12/20232.12505/17/2022 9,188,966.65 3603130AS3T46 2.145 1,088Federal Home Loan Mtg Corp40309 5,000,000.00 4,991,026.92 09/23/20250.37509/25/2020 4,459,300.00 1,8243137EAEX3 0.436 380Federal Home Loan Mtg Corp40316 4,000,000.00 3,994,819.44 10/16/20230.12510/16/2020 3,831,920.00 1,0953137EAEY1 0.250 237Federal Home Loan Mtg Corp40536 2,635,000.00 2,632,450.25 05/26/20232.00005/12/2022 2,592,471.10 3793134G3X54 2.150 640Federal National Mtg Assn40142 10,000,000.00 9,986,669.51 07/02/20241.75007/08/2019 9,574,200.00 1,8213135G0V75 1.830 745Federal National Mtg Assn40183 10,000,000.00 9,993,040.71 10/15/20241.62510/22/2019 9,488,100.00 1,8203135G0W66 1.661 233Federal National Mtg Assn40271 10,000,000.00 9,993,561.94 05/22/20230.25005/22/2020 9,759,900.00 1,0953135G04Q3 0.351 990Federal National Mtg Assn40288 10,000,000.00 9,988,763.52 06/17/20250.50006/19/2020 9,038,100.00 1,8243135G04Z3 0.542 1,059Federal National Mtg Assn40329 10,000,000.00 9,984,614.08 08/25/20250.37512/29/2020 8,941,500.00 1,7003135G05X7 0.429 1,133Federal National Mtg Assn40333 10,000,000.00 10,025,441.72 11/07/20250.50001/06/2021 8,905,400.00 1,7663135G06G3 0.417 110Federal National Mtg Assn40414 2,700,000.00 2,716,581.95 01/19/20232.37511/23/2021 2,688,795.00 4223135G0T94 0.322 233Federal National Mtg Assn40415 2,963,000.00 2,958,542.80 05/22/20230.25011/23/2021 2,891,858.37 5453135G04Q3 0.486 321Federal National Mtg Assn40420 7,000,000.00 6,991,059.37 08/18/20230.35011/30/2021 6,758,500.00 6263135G05U3 0.496 232,510,702.31 1,230222,842,299.42232,613,000.00237,836,983.75Subtotal and Average 513 1.321 Federal Agency Discounts
131Federal Home Loan Bank40591 25,000,000.00 24,668,861.11 02/09/20233.64009/23/2022 24,668,250.00 139313384BR9 3.743 150Federal Home Loan Bank40592 25,000,000.00 24,615,625.00 02/28/20233.69009/23/2022 24,619,500.00 158313384CL1 3.803 49,284,486.11 14849,287,750.0050,000,000.0013,137,778.70Subtotal and Average 140 3.773 Treasury Coupon Securities
516U.S. Treasury40196 15,000,000.00 15,082,655.13 02/29/20242.12512/23/2019 14,550,000.00 1,529912828W48 1.719 881U.S. Treasury40578 30,000,000.00 29,457,694.88 02/28/20252.75009/02/2022 28,956,000.00 9109128283Z1 3.539 272U.S. Treasury40582 30,000,000.00 29,477,205.88 06/30/20231.37509/14/2022 29,396,400.00 289912828S35 3.763 334U.S. Treasury40583 20,000,000.00 19,332,416.31 08/31/20230.12509/14/2022 19,258,600.00 35191282CCU3 3.878 272U.S. Treasury40584 20,000,000.00 19,645,833.33 06/30/20231.37509/15/2022 19,597,600.00 288912828S35 3.082 349U.S. Treasury40585 20,000,000.00 19,291,840.75 09/15/20230.12509/15/2022 19,227,400.00 36591282CAK7 3.938 1,065U.S. Treasury40586 10,000,000.00 9,723,682.50 08/31/20252.75009/15/2022 9,588,700.00 1,0819128284Z0 3.760 142,011,328.78 622140,574,700.00145,000,000.0097,131,791.58Subtotal and Average 497 3.444 Treasury Discounts
145U.S. Treasury40577 30,000,000.00 29,611,158.33 02/23/20233.21809/02/2022 29,578,800.00 174912796T33 3.314 75U.S. Treasury40587 25,000,000.00 24,839,062.50 12/15/20223.09009/19/2022 24,857,250.00 87912796X79 3.156 54,450,220.83 13454,436,050.0055,000,000.0056,008,718.11Subtotal and Average 113 3.242 Federal Agency Callables
1,297Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 8,867,800.00 1,82631422XCX8 1.000 445Federal Agricultural Mtg Corp40554 10,779,000.00 10,466,741.25 12/20/20230.69006/14/2022 10,308,604.44 55431422XRQ7 3.141 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
625Federal Farm Credit Bank40282 10,000,000.00 10,000,000.00 06/17/20240.58006/17/2020 9,351,700.00 1,4613133ELJ47 0.580 1,179Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 8,807,100.00 1,8203133EMLR1 0.500 1,255Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 8,836,200.00 1,8263133EMSU7 0.800 793Federal Farm Credit Bank40423 10,000,000.00 10,010,051.76 12/02/20241.01012/02/2021 9,276,000.00 1,0963133ENFZ8 0.963 229Federal Farm Credit Bank40424 1,250,000.00 1,248,040.13 05/18/20230.14012/01/2021 1,217,737.50 5333133EMZP0 0.390 12Federal Farm Credit Bank40437 20,350,000.00 20,348,828.17 10/13/20220.07012/15/2021 20,324,766.00 3023133ENAQ3 0.243 438Federal Farm Credit Bank40445 6,435,000.00 6,433,446.97 12/13/20230.66012/17/2021 6,144,073.65 7263133ENGW4 0.680 109Federal Farm Credit Bank40468 20,000,000.00 19,996,433.33 01/18/20230.46001/18/2022 19,806,800.00 3653133ENLB4 0.520 1,214Federal Farm Credit Bank40479 10,350,000.00 10,349,140.38 01/27/20261.60001/27/2022 9,471,078.00 1,4613133ENMH0 1.603 1,599Federal Farm Credit Bank40486 15,150,000.00 15,140,057.81 02/16/20272.18002/16/2022 13,769,986.50 1,8263133ENPB0 2.196 703Federal Farm Credit Bank40498 150,000.00 148,821.79 09/03/20241.94003/22/2022 142,933.50 8963133ENQC7 2.363 335Federal Farm Credit Bank40510 13,965,000.00 13,733,495.28 09/01/20230.30003/30/2022 13,455,696.45 5203133EL5J9 2.146 438Federal Farm Credit Bank40513 1,859,000.00 1,823,155.81 12/13/20230.66003/30/2022 1,774,954.61 6233133ENGW4 2.308 408Federal Farm Credit Bank40514 1,347,000.00 1,317,389.66 11/13/20230.23003/30/2022 1,283,866.11 5933133EMYW6 2.246 884Federal Farm Credit Bank40522 3,500,000.00 3,296,720.81 03/03/20250.48004/22/2022 3,192,315.00 1,0463133EMSC7 3.000 1,115Federal Farm Credit Bank40524 20,000,000.00 19,903,903.02 10/20/20253.09004/22/2022 19,109,200.00 1,2773133ENUZ1 3.258 1,487Federal Farm Credit Bank40526 20,000,000.00 20,000,000.00 10/27/20263.65004/27/2022 19,161,800.00 1,6443133ENVK3 3.650 151Federal Farm Credit Bank40530 4,916,000.00 4,879,384.28 03/01/20230.11005/11/2022 4,838,622.16 2943133EMSE3 1.920 160Federal Farm Credit Bank40535 1,530,000.00 1,517,793.97 03/10/20230.14005/12/2022 1,503,133.20 3023133EMST0 1.970 1,704Federal Farm Credit Bank40550 5,200,000.00 5,179,060.87 06/01/20273.45006/07/2022 4,956,744.00 1,8203133ENYA2 3.545 369Federal Farm Credit Bank40561 1,025,000.00 994,262.91 10/05/20230.27006/15/2022 981,857.75 4773133EMBQ4 3.325 1,215Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.50001/28/2021 8,809,000.00 1,8263130AKPW0 0.500 1,243Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 8,826,200.00 1,8263130AKXX9 0.500 1,243Federal Home Loan Bank40353 10,000,000.00 9,995,920.00 02/25/20260.50002/25/2021 8,826,200.00 1,8263130AKXX9 0.500 776Federal Home Loan Bank40409 20,000,000.00 19,993,621.52 11/15/20241.00011/17/2021 18,618,600.00 1,0943130APRF4 1.015 419Federal Home Loan Bank40410 8,300,000.00 8,295,715.13 11/24/20230.60011/24/2021 7,950,321.00 7303130APWP6 0.645 605Federal Home Loan Bank40417 1,900,000.00 1,900,000.00 05/28/20240.87511/30/2021 1,787,976.00 9103130APZU2 0.875 783Federal Home Loan Bank40418 4,875,000.00 4,869,740.73 11/22/20240.85011/30/2021 4,505,816.25 1,0883130APU45 0.901 769Federal Home Loan Bank40421 2,725,000.00 2,715,251.30 11/08/20240.75011/30/2021 2,516,728.25 1,0743130APKF1 0.923 594Federal Home Loan Bank40422 3,150,000.00 3,146,833.22 05/17/20240.62512/01/2021 2,955,204.00 8983130APMH5 0.687 417Federal Home Loan Bank40435 14,370,000.00 14,357,289.66 11/22/20230.65012/15/2021 13,740,594.00 7073130APQU2 0.728 779Federal Home Loan Bank40446 13,240,000.00 13,240,801.97 11/18/20241.05012/17/2021 12,295,988.00 1,0673130APS48 1.047 748Federal Home Loan Bank40461 2,485,000.00 2,475,028.80 10/18/20241.00001/18/2022 2,311,994.30 1,0043130AQG49 1.200 839Federal Home Loan Bank40467 5,000,000.00 4,989,474.05 01/17/20250.87501/18/2022 4,660,450.00 1,0953130AQCN1 0.905 1,251Federal Home Loan Bank40470 25,000,000.00 24,568,265.97 03/05/20260.96001/18/2022 22,267,250.00 1,5073130ALHH0 1.481 850Federal Home Loan Bank40472 20,000,000.00 20,000,000.00 01/28/20251.00001/28/2022 18,793,000.00 1,0963130AQQQ9 0.969 849Federal Home Loan Bank40473 14,000,000.00 13,986,453.70 01/27/20250.70001/27/2022 13,083,700.00 1,0963130AQN584 1.438 1,123Federal Home Loan Bank40475 7,200,000.00 7,191,144.00 10/28/20251.00001/28/2022 6,626,952.00 1,3693130AQMQ3 1.076 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
850Federal Home Loan Bank40477 20,000,000.00 20,000,000.00 01/28/20251.00001/28/2022 18,793,000.00 1,0963130AQQQ9 0.750 758Federal Home Loan Bank40478 12,500,000.00 12,496,887.50 10/28/20240.87501/28/2022 11,787,500.00 1,0043130AQMU4 0.754 905Federal Home Loan Bank40495 1,000,000.00 993,798.61 03/24/20251.37503/24/2022 943,910.00 1,0963130ARAY7 2.137 909Federal Home Loan Bank40496 4,600,000.00 4,591,976.83 03/28/20251.50003/28/2022 4,417,380.00 1,0963130ARBY6 1.713 818Federal Home Loan Bank40497 1,565,000.00 1,547,909.38 12/27/20241.85003/28/2022 1,468,251.70 1,0053130AR7C9 2.357 881Federal Home Loan Bank40499 2,360,000.00 2,322,991.58 02/28/20251.75003/22/2022 2,223,757.20 1,0743130AQT78 2.428 800Federal Home Loan Bank40502 20,000,000.00 19,249,907.88 12/09/20240.62003/22/2022 18,359,600.00 9933130AMR53 2.400 1,003Federal Home Loan Bank40508 825,000.00 786,063.48 06/30/20250.70003/22/2022 743,061.00 1,1963130ANWN6 2.500 417Federal Home Loan Bank40512 2,000,000.00 1,966,661.79 11/22/20230.75003/30/2022 1,919,840.00 6023130APWH4 2.245 850Federal Home Loan Bank40516 1,400,000.00 1,351,783.98 01/28/20251.25004/11/2022 1,294,552.00 1,0233130AQJM6 2.800 636Federal Home Loan Bank40517 6,000,000.00 5,772,004.86 06/28/20240.40004/11/2022 5,602,800.00 8093130AMU67 2.661 835Federal Home Loan Bank40518 23,060,000.00 22,200,131.65 01/13/20251.10004/11/2022 21,382,385.00 1,0083130AQGT4 2.808 849Federal Home Loan Bank40519 23,390,000.00 22,581,209.14 01/27/20251.25004/11/2022 21,682,062.20 1,0223130AQMR1 2.808 697Federal Home Loan Bank40520 3,060,000.00 3,019,280.22 08/28/20242.00004/11/2022 2,915,506.80 8703130AQZ48 2.724 422Federal Home Loan Bank40521 9,120,000.00 8,934,922.69 11/27/20230.80004/22/2022 8,744,803.20 5843130APXH3 2.604 1,671Federal Home Loan Bank40523 20,000,000.00 20,000,000.00 04/29/20273.25004/29/2022 18,886,800.00 1,8263130ARVJ7 3.250 419Federal Home Loan Bank40527 3,565,000.00 3,481,395.51 11/24/20230.50004/22/2022 3,402,186.45 5813130APM44 2.600 391Federal Home Loan Bank40529 13,270,000.00 13,252,672.04 10/27/20231.62504/29/2022 13,044,277.30 5463130ARR86 1.997 417Federal Home Loan Bank40532 1,500,000.00 1,469,230.94 11/22/20230.57505/11/2022 1,433,055.00 5603130APQJ7 2.416 417Federal Home Loan Bank40533 6,000,000.00 5,883,389.59 11/22/20230.75005/12/2022 5,759,520.00 5593130APWH4 2.496 419Federal Home Loan Bank40539 3,835,000.00 3,835,000.00 11/24/20232.65005/24/2022 3,756,957.75 5493130AS2M0 2.650 419Federal Home Loan Bank40542 2,700,000.00 2,699,587.00 11/24/20232.50005/24/2022 2,636,442.00 5493130AS3J6 2.514 237Federal Home Loan Bank40543 4,885,000.00 4,885,000.00 05/26/20232.25005/26/2022 4,815,095.65 3653130AS4H9 2.250 594Federal Home Loan Bank40544 3,630,000.00 3,638,144.74 05/17/20243.00005/24/2022 3,536,926.80 7243130ARVT5 2.716 788Federal Home Loan Bank40545 20,000,000.00 19,054,403.18 11/27/20240.62505/24/2022 18,450,800.00 9183130AMNR9 2.916 636Federal Home Loan Bank40546 20,000,000.00 19,213,173.21 06/28/20240.40005/24/2022 18,676,000.00 7663130AMU67 2.740 417Federal Home Loan Bank40547 20,000,000.00 19,598,931.23 11/22/20230.75005/24/2022 19,198,400.00 5473130APWH4 2.551 145Federal Home Loan Bank40548 11,000,000.00 10,999,853.20 02/23/20231.88005/27/2022 10,903,200.00 2723130ASB65 1.885 531Federal Home Loan Bank40549 7,150,000.00 7,133,645.79 03/15/20242.12506/15/2022 6,977,756.50 6393130ASBG3 2.125 755Federal Home Loan Bank40552 8,905,000.00 8,869,556.85 10/25/20242.80006/07/2022 8,584,063.80 8713130ARMT5 3.000 258Federal Home Loan Bank40555 1,540,000.00 1,535,080.34 06/16/20232.29006/16/2022 1,515,837.40 3653130ASD30 2.750 622Federal Home Loan Bank40560 1,250,000.00 1,236,103.06 06/14/20242.87506/15/2022 1,214,600.00 7303130AS6D6 3.557 947Federal Home Loan Mtg Corp40261 10,000,000.00 9,994,811.11 05/05/20250.70005/05/2020 9,061,800.00 1,8263134GVQX9 0.720 913Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,095,000.00 1,7893134GVSN9 0.700 991Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 36,127,200.00 1,8213134GVB49 0.750 363Federal Home Loan Mtg Corp40469 4,225,000.00 4,196,432.36 09/29/20230.22001/18/2022 4,047,845.75 6193134GXJH8 0.907 397Federal Home Loan Mtg Corp40490 20,000,000.00 19,680,272.57 11/02/20230.32003/15/2022 19,122,000.00 5973134GW6E1 1.820 1,122Federal Home Loan Mtg Corp40505 2,000,000.00 1,891,928.00 10/27/20250.65003/22/2022 1,779,760.00 1,3153134GW5R3 2.500 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
1,089Federal Home Loan Mtg Corp40506 1,500,000.00 1,417,875.71 09/24/20250.57003/22/2022 1,339,410.00 1,2823134GWUG9 2.500 1,095Federal Home Loan Mtg Corp40507 17,490,000.00 16,542,228.78 09/30/20250.60003/22/2022 15,579,392.40 1,2883134GWVN3 2.500 397Federal Home Loan Mtg Corp40509 18,300,000.00 17,915,715.36 11/02/20230.32003/30/2022 17,496,630.00 5823134GW6E1 2.300 544Federal Home Loan Mtg Corp40511 1,033,000.00 1,023,342.60 03/28/20241.80003/30/2022 993,074.55 7293134GXMZ4 2.446 941Federal Home Loan Mtg Corp40525 10,000,000.00 10,000,000.00 04/29/20252.50004/29/2022 9,845,000.00 1,0963134GXSF2 2.500 954Federal Home Loan Mtg Corp40551 12,940,000.00 12,893,486.77 05/12/20253.12506/07/2022 12,456,173.40 1,0703134GXRL0 3.270 636Federal Home Loan Mtg Corp40556 5,615,000.00 5,591,871.58 06/28/20243.12506/28/2022 5,513,368.50 7313134GXYM0 3.372 454Federal Home Loan Mtg Corp40558 7,250,000.00 7,210,723.26 12/29/20232.90006/29/2022 7,125,662.50 5483134GXYT5 3.350 454Federal Home Loan Mtg Corp40559 4,500,000.00 4,475,621.33 12/29/20232.90006/29/2022 4,422,825.00 5483134GXYT5 3.350 118Federal Home Loan Mtg Corp40565 5,000,000.00 4,959,217.12 01/27/20230.12506/15/2022 4,940,850.00 2263134GXKH6 2.694 996Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 27,189,300.00 1,8263136G4WU3 0.850 1,215Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 13,186,650.00 1,8263135G06R9 0.550 482Federal National Mtg Assn40500 1,500,000.00 1,464,160.39 01/26/20240.31003/22/2022 1,419,075.00 6753136G46V0 2.167 1,039Federal National Mtg Assn40503 2,350,000.00 2,225,728.19 08/05/20250.55003/22/2022 2,102,404.00 1,2323136G4H55 2.500 1,062Federal National Mtg Assn40504 1,715,000.00 1,625,908.36 08/28/20250.62503/22/2022 1,534,050.35 1,2553136G4R62 2.500 306Federal National Mtg Assn40515 3,371,000.00 3,318,437.11 08/03/20230.30004/11/2022 3,259,251.35 4793135G05P4 2.196 321Federal National Mtg Assn40562 7,200,000.00 7,019,512.34 08/18/20230.35006/15/2022 6,951,600.00 4293135G05U3 3.275 306Federal National Mtg Assn40563 5,000,000.00 4,878,903.92 08/03/20230.30006/15/2022 4,834,250.00 4143135G05P4 3.264 886,439,141.38 1,101839,651,843.22896,150,000.00886,205,018.00Subtotal and Average 799 1.798 Supranational
776IADB40201 11,000,000.00 11,001,731.79 11/15/20241.70001/08/2020 10,381,250.00 1,77345818WCS3 1.692 745IADB40321 10,000,000.00 9,997,574.11 10/15/20240.34011/12/2020 9,199,900.00 1,43345818WCW4 0.352 1,238IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 8,966,500.00 1,82245818WCZ7 0.650 535IBRD40079 5,000,000.00 4,997,609.33 03/19/20242.50003/19/2019 4,870,400.00 1,827459058GQ0 2.535 261IBRD40126 10,000,000.00 9,998,136.67 06/19/20231.87506/19/2019 9,834,000.00 1,461459058GX5 1.902 934IBRD40246 3,000,000.00 2,994,059.55 04/22/20250.62504/22/2020 2,730,870.00 1,826459058JB0 0.704 892IBRD40335 20,000,000.00 20,169,030.40 03/11/20250.75001/11/2021 18,341,000.00 1,520459058JA2 0.401 1,123IBRD40336 10,000,000.00 9,997,666.77 10/28/20250.50001/11/2021 8,896,000.00 1,751459058JL8 0.508 1,123IBRD40338 10,000,000.00 9,995,750.20 10/28/20250.50001/11/2021 8,896,000.00 1,751459058JL8 0.514 786IBRD40339 4,765,000.00 4,983,474.85 11/25/20242.50001/12/2021 4,588,504.40 1,413459058DX8 0.351 1,031IBRD40341 10,000,000.00 9,958,934.35 07/28/20250.37501/13/2021 8,950,500.00 1,657459058JE4 0.522 697IBRD40344 10,000,000.00 10,226,455.56 08/28/20241.50001/22/2021 9,501,000.00 1,314459056HV2 0.306 1,236IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,391,650.00 1,82645905U5Y6 0.600 1,236IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,391,650.00 1,82645905U5Y6 0.600 892IBRD40359 10,000,000.00 10,033,512.16 03/11/20250.75003/12/2021 9,170,500.00 1,460459058JA2 0.611 110IBRD40460 2,000,000.00 2,042,802.84 01/19/20237.62501/07/2022 2,021,160.00 377459056LD7 0.465 419IBRD40538 5,580,000.00 5,437,841.09 11/24/20230.25005/25/2022 5,324,994.00 548459058JM6 2.527 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Supranational
780International Finance Corp40332 8,550,000.00 8,569,015.69 11/19/20240.42501/06/2021 7,851,978.00 1,41345950VPG5 0.320 1,223International Finance Corp40347 10,000,000.00 9,981,204.22 02/05/20260.45002/05/2021 8,769,200.00 1,82645950VPL4 0.507 170International Finance Corp40408 24,721,000.00 24,737,694.10 03/20/20230.50011/17/2021 24,322,991.90 48845950KCS7 0.356 23International Finance Corp40419 3,173,000.00 3,176,535.20 10/24/20222.00011/30/2021 3,170,874.09 32845950VLH7 0.253 188,299,028.88 1,402174,570,922.39187,789,000.00196,979,948.15Subtotal and Average 771 0.717 Asset Backed Securities
318American Honda Finance Corp40158 322,661.55 322,660.96 08/15/20231.78008/27/2019 322,316.30 1,44943815NAC8 1.780 474American Honda Finance Corp40190 2,053,851.84 2,053,737.28 01/18/20241.83011/26/2019 2,044,239.81 1,51443813VAC2 1.845 653American Honda Finance Corp40270 885,628.90 885,598.73 07/15/20240.82005/27/2020 881,537.29 1,51043813DAC2 0.825 776Hyundai Auto Receivables Trust40253 656,064.37 655,992.99 11/15/20241.41004/29/2020 647,364.96 1,66144891LAC7 1.424 472Toyota Motor Credit Corp40186 597,692.85 597,679.50 01/16/20241.92011/13/2019 595,840.00 1,52589233MAD5 1.931 684Toyota Motor Credit Corp40252 636,078.95 636,023.49 08/15/20241.36004/29/2020 629,819.93 1,56989239RAC0 1.373 745Toyota Motor Credit Corp40296 2,553,597.95 2,553,502.87 10/15/20240.44007/27/2020 2,511,412.51 1,54189237VAB5 0.444 7,705,195.82 1,5387,632,530.807,705,576.418,331,525.06Subtotal and Average 621 1.193 Municipal Bonds
0State of California GO37579 5,000,000.00 5,000,000.00 10/01/20222.50010/26/2017 5,000,000.00 1,80113063DDF2 2.222 0State of California GO37588 5,000,000.00 5,000,000.00 10/01/20222.50012/07/2017 5,000,000.00 1,75913063DDF2 2.411 304State of California GO40008 5,000,000.00 5,012,929.26 08/01/20233.40009/18/2018 4,970,500.00 1,77813063DGN2 3.064 913State of California GO40243 5,000,000.00 5,187,248.32 04/01/20253.37504/13/2020 4,861,900.00 1,81413063DGB8 1.802 1,278State of California GO40449 10,110,000.00 10,540,805.41 04/01/20262.65001/07/2022 9,498,243.90 1,54513063DMA3 1.392 1,461State of California GO40581 5,570,000.00 5,293,935.26 10/01/20262.37509/09/2022 5,143,950.70 1,48313063DRD2 3.721 1,096California Infra & Econ Dev40323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,234,228.90 1,74913034AL65 0.765 1,127California State Univ Rev40318 10,000,000.00 10,024,125.07 11/01/20250.88511/02/2020 8,949,400.00 1,82513077DML3 0.805 61CA Dept of Water Resource Pwr37625 1,000,000.00 999,390.00 12/01/20222.51806/01/2018 998,660.00 1,64413067WPE6 2.911 974Florida State Brd of Edu GO40311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 8,998,600.00 1,68334153QUD6 0.550 609Florida State Brd of Edu GO40313 5,000,000.00 4,998,083.14 06/01/20240.39010/22/2020 4,680,100.00 1,31834153QUC8 0.413 1,035State of Georgia GO40304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 13,130,116.00 1,800373385FQ1 0.520 670State of Georgia GO40305 4,345,000.00 4,345,000.00 08/01/20240.42008/27/2020 4,054,667.10 1,435373385FP3 0.420 1,096State of Hawaii GO40317 5,000,000.00 5,009,081.26 10/01/20250.85210/29/2020 4,491,000.00 1,798419792ZM1 0.790 974State of Louisiana GO40312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,638,160.00 1,691546417DQ6 0.840 701City of Los Angeles40315 3,670,000.00 3,865,387.70 09/01/20243.32010/14/2020 3,601,150.80 1,418544351MQ9 0.511 1,066City of Los Angeles40589 9,475,000.00 9,707,609.90 09/01/20255.00009/28/2022 9,635,885.50 1,069544351QQ5 4.097 701City of Los Angeles40593 10,000,000.00 10,147,857.14 09/01/20245.00009/28/2022 10,116,700.00 704544351QP7 4.187 1,127State of Massachusetts GO40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 886,910.00 1,79457582RK88 0.695 531Maryland State GO40234 1,000,000.00 1,000,000.00 03/15/20240.97003/18/2020 957,060.00 1,458574193SP4 0.970 1,035Maryland State GO40297 5,000,000.00 5,003,464.37 08/01/20250.66008/05/2020 4,519,100.00 1,822574193TR9 0.635 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
670Maryland State GO40298 5,000,000.00 5,000,896.24 08/01/20240.51008/05/2020 4,677,900.00 1,457574193TQ1 0.500 0State of Minnesota GO40245 3,500,000.00 3,500,000.00 10/01/20222.02004/15/2020 3,500,000.00 89960412AKS1 1.084 502New York State GO40185 5,000,000.00 5,000,831.33 02/15/20242.01010/30/2019 4,850,650.00 1,569649791PP9 1.998 531New York ST Urban Dev Corp Rev40207 5,000,000.00 5,066,478.13 03/15/20242.86001/15/2020 4,898,250.00 1,5216500354U9 1.905 165NYS Dormitory Authority40156 2,700,000.00 2,734,654.51 03/15/20235.09208/16/2019 2,706,912.00 1,307649902ZM8 2.149 639New York University40262 2,450,000.00 2,445,312.72 07/01/20241.43805/06/2020 2,324,437.50 1,51764990GZW5 1.551 396State of Ohio GO40576 7,930,000.00 7,833,766.34 11/01/20232.30008/30/2022 7,785,277.50 428677522SQ8 3.451 426Pennsylvania Turnpike Comm40152 1,750,000.00 1,773,869.68 12/01/20232.92908/14/2019 1,729,507.50 1,57070922PAK8 1.711 137County of Riverside CA40255 1,655,000.00 1,655,000.00 02/15/20232.36305/06/2020 1,643,133.65 1,01576913CAX7 2.362 868County of Riverside CA40256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 3,786,160.00 1,74676913CAZ2 2.667 182State of Texas GO40264 3,425,000.00 3,473,462.93 04/01/20233.82305/08/2020 3,421,746.25 1,058882722VK4 0.947 1,096State of Texas GO40319 1,600,000.00 1,810,443.27 10/01/20255.00010/30/2020 1,626,240.00 1,797882724RA7 0.550 226UC General Revenue Bonds37624 4,000,000.00 4,000,000.00 05/15/20233.29706/05/2018 3,976,320.00 1,80591412HBK8 3.297 592UC General Revenue Bonds40153 1,000,000.00 1,027,943.94 05/15/20243.63808/14/2019 989,060.00 1,73691412GVB8 1.831 592UC General Revenue Bonds40293 1,000,000.00 1,000,000.00 05/15/20240.83307/16/2020 945,820.00 1,39991412HFL2 0.833 592UC General Revenue Bonds40294 650,000.00 650,000.00 05/15/20240.83307/16/2020 614,783.00 1,39991412HFL2 0.833 957UC General Revenue Bonds40324 2,215,000.00 2,229,197.55 05/15/20250.88312/10/2020 2,016,447.40 1,61791412HGE7 0.630 957UC General Revenue Bonds40325 3,560,000.00 3,585,532.41 05/15/20250.88312/15/2020 3,240,881.60 1,61291412HGE7 0.605 957UC General Revenue Bonds40326 10,000,000.00 10,070,458.40 05/15/20250.88312/16/2020 9,103,600.00 1,61191412HGE7 0.610 957UC General Revenue Bonds40343 7,000,000.00 7,068,122.40 05/15/20250.88301/22/2021 6,372,520.00 1,57491412HGE7 0.507 1,004UC General Revenue Bonds40594 3,820,000.00 3,678,467.85 07/01/20253.06309/27/2022 3,667,887.60 1,00891412GU94 4.509 957UC General Revenue Bonds40595 3,000,000.00 2,733,797.97 05/15/20250.88309/27/2022 2,731,080.00 96191412HGE7 4.509 396Ventura Cnty Pub Fin Auth Leas40277 1,000,000.00 1,000,000.00 11/01/20231.04806/11/2020 965,360.00 1,238923078CT4 1.048 762Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 838,746.00 1,604923078CU1 1.223 578State of Wisconsin GO40177 500,000.00 500,000.00 05/01/20241.85710/30/2019 481,755.00 1,64597705MNM3 1.857 204,873,152.50 1,477193,260,807.90203,825,000.00180,059,953.65Subtotal and Average 783 1.728 Mortgage Backed Securities
297Federal Home Loan Mtg Corp40148 4,250,000.00 4,390,781.25 07/25/20233.06008/01/2019 4,205,630.00 1,4543137B4WB8 2.119 147Federal Home Loan Mtg Corp40167 4,655,344.00 4,853,196.12 02/25/20233.32009/16/2019 4,638,398.55 1,2583137B36J2 1.948 602Federal Home Loan Mtg Corp40173 4,930,159.20 4,930,159.20 05/25/20241.99009/30/2019 4,760,463.12 1,69930298LAA9 1.962 663Federal Home Loan Mtg Corp40180 1,259,472.58 1,265,462.63 07/25/20242.09010/18/2019 1,204,937.42 1,74230314KAS2 1.941 389Federal Home Loan Mtg Corp40214 258,023.13 258,345.66 10/25/20232.05001/22/2020 251,482.24 1,37230295NAE0 1.973 602Federal Home Loan Mtg Corp40231 579,293.74 586,534.91 05/25/20241.99002/27/2020 559,354.45 1,54930298LAA9 1.590 967Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 9,527,300.00 1,8253137BJQ71 1.043 116Federal Home Loan Mtg Corp40276 5,450,000.00 5,727,609.38 01/25/20232.61506/04/2020 5,417,136.50 9653137B04Y7 0.605 967Federal Home Loan Mtg Corp40295 3,329,316.99 3,345,600.68 05/25/20250.83007/24/2020 3,061,806.37 1,76630315EAA4 0.695 175Federal Home Loan Mtg Corp40300 261,205.64 268,592.86 03/25/20232.19007/31/2020 257,851.76 96730288WAK5 0.919 Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Mortgage Backed Securities
816Federal Home Loan Mtg Corp40328 4,500,000.00 4,937,850.00 12/25/20243.06212/28/2020 4,352,445.00 1,4583137BGK24 0.496 1,151Federal Home Loan Mtg Corp40342 3,922,352.30 3,941,587.52 11/25/20250.67001/22/2021 3,536,392.83 1,76830318CAA5 0.537 906Federal Home Loan Mtg Corp40356 4,950,000.00 5,316,300.00 03/25/20252.58802/22/2021 4,744,624.50 1,4923137FQ3W1 0.554 123Federal National Mtg Assn40169 1,000,000.00 1,019,843.75 02/01/20232.71009/17/2019 993,100.00 1,2333138LC5B7 2.108 639Federal National Mtg Assn40171 4,893,544.60 4,978,417.01 07/01/20242.42009/19/2019 4,740,034.11 1,7473140HUNV4 2.046 243Federal National Mtg Assn40189 1,014,018.99 1,040,082.45 06/01/20232.79111/12/2019 1,009,435.62 1,2973138ELJW4 1.999 854Federal National Mtg Assn40202 7,747,000.00 7,899,519.06 02/01/20252.39002/03/2020 7,425,809.38 1,8253138L84Z4 1.991 823Federal National Mtg Assn40203 7,450,000.00 7,531,484.38 01/01/20252.24001/22/2020 7,427,426.50 1,8063140HWYW6 2.021 304Federal National Mtg Assn40206 21,751,961.01 22,227,785.16 08/01/20232.61001/22/2020 21,554,018.16 1,2873138L4EN9 1.939 823Federal National Mtg Assn40209 1,000,000.00 1,023,750.00 01/01/20252.71001/17/2020 993,420.00 1,8113138LL3J2 2.223 55Federal National Mtg Assn40221 473,551.08 480,284.38 11/25/20222.50901/24/2020 472,163.58 1,0363136ACGJ4 1.900 762Federal National Mtg Assn40225 3,500,000.00 3,577,656.25 11/01/20242.96002/05/2020 3,490,690.00 1,7313138L8CE2 2.482 906Federal National Mtg Assn40272 2,899,344.59 3,138,250.59 03/25/20252.96705/27/2020 2,759,306.25 1,7633136AL7K1 1.008 175Federal National Mtg Assn40289 716,728.52 748,169.38 03/25/20232.49206/22/2020 709,812.09 1,0063136AGMB5 0.675 786Federal National Mtg Assn40327 3,145,446.16 3,380,348.08 11/25/20242.62412/22/2020 3,027,712.11 1,4343136AY6S7 0.543 1,302Federal National Mtg Assn40579 5,825,000.00 5,556,503.91 04/25/20262.46909/12/2022 5,420,745.00 1,3213136AR5S3 3.844 113,247,552.00 1,526106,541,495.43109,761,762.42111,951,370.28Subtotal and Average 652 1.630 9742,471,139,615.80 2,478,320,311.48 597 1.9732,372,416,500.04 2,470,964,028.27Total and Average Portfolio CITY
AP
Run Date: 10/15/2022 - 12:32 PM (PRF_PM2) 7.3.0
Days to
Maturity

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

0.00 9742,471,139,615.80 2,478,320,311.48 597 1.973
0 0
416,424.72
416,424.72
416,424.72
416,424.72
Subtotal
Accrued Interest at PurchaseAverage Balance
2,372,832,924.76 2,471,380,452.99Total Cash and Investments 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.

T HIS 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
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 32936 003 5,000,000.00 -5,000,000.0007/01/2022PurchaseSTPOOL 0.24%CITY 32936 003 91,011.95 -91,011.9507/15/2022PurchaseSTPOOL 0.24%CITY 32936 003 10,000,000.00 -10,000,000.0007/26/2022PurchaseSTPOOL 0.24%CITY 32936 003 91,011.95 91,011.9507/18/2022RedemptionSTPOOL 0.24%CITY 32936 003 14,000,000.00 14,000,000.0009/09/2022RedemptionSTPOOL 0.24%CITY 32936 003 91,011.95 91,011.9507/15/2022InterestSTPOOL 0.24%CITY 36512 003 252,407,740.81 -252,407,740.8107/01/2022PurchaseFederated GovtVP6000104 36512 003 102,458.21 -102,458.2107/05/2022PurchaseFederated GovtVP6000104 36512 003 5,000,000.00 -5,000,000.0007/06/2022PurchaseFederated GovtVP6000104 36512 003 5,000,000.00 -5,000,000.0007/11/2022PurchaseFederated GovtVP6000104 36512 003 6,000,000.00 -6,000,000.0007/13/2022PurchaseFederated GovtVP6000104 36512 003 3,000,000.00 -3,000,000.0007/14/2022PurchaseFederated GovtVP6000104 36512 003 1,000,000.00 -1,000,000.0007/15/2022PurchaseFederated GovtVP6000104 36512 003 12,000,000.00 -12,000,000.0007/19/2022PurchaseFederated GovtVP6000104 36512 003 3,000,000.00 -3,000,000.0007/21/2022PurchaseFederated GovtVP6000104 36512 003 6,000,000.00 -6,000,000.0007/22/2022PurchaseFederated GovtVP6000104 36512 003 52,000,000.00 -52,000,000.0007/25/2022PurchaseFederated GovtVP6000104 36512 003 1,000,000.00 -1,000,000.0007/27/2022PurchaseFederated GovtVP6000104 36512 003 267,480.95 -267,480.9508/02/2022PurchaseFederated GovtVP6000104 36512 003 4,000,000.00 -4,000,000.0008/02/2022PurchaseFederated GovtVP6000104 36512 003 9,000,000.00 -9,000,000.0008/04/2022PurchaseFederated GovtVP6000104 36512 003 4,000,000.00 -4,000,000.0008/09/2022PurchaseFederated GovtVP6000104 36512 003 3,000,000.00 -3,000,000.0008/10/2022PurchaseFederated GovtVP6000104 36512 003 29,000,000.00 -29,000,000.0008/11/2022PurchaseFederated GovtVP6000104 36512 003 12,000,000.00 -12,000,000.0008/16/2022PurchaseFederated GovtVP6000104 36512 003 2,000,000.00 -2,000,000.0008/18/2022PurchaseFederated GovtVP6000104 36512 003 6,000,000.00 -6,000,000.0008/19/2022PurchaseFederated GovtVP6000104 36512 003 8,000,000.00 -8,000,000.0008/22/2022PurchaseFederated GovtVP6000104 36512 003 15,000,000.00 -15,000,000.0008/23/2022PurchaseFederated GovtVP6000104 36512 003 3,000,000.00 -3,000,000.0008/24/2022PurchaseFederated GovtVP6000104 36512 003 28,000,000.00 -28,000,000.0008/25/2022PurchaseFederated GovtVP6000104 36512 003 1,000,000.00 -1,000,000.0008/29/2022PurchaseFederated GovtVP6000104 36512 003 25,000,000.00 -25,000,000.0009/01/2022PurchaseFederated GovtVP6000104 36512 003 247,297.56 -247,297.5609/02/2022PurchaseFederated GovtVP6000104 36512 003 18,000,000.00 -18,000,000.0009/06/2022PurchaseFederated GovtVP6000104 36512 003 12,000,000.00 -12,000,000.0009/07/2022PurchaseFederated GovtVP6000104 36512 003 3,000,000.00 -3,000,000.0009/08/2022PurchaseFederated GovtVP6000104 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 36512 003 4,000,000.00 -4,000,000.0009/13/2022PurchaseFederated GovtVP6000104 36512 003 14,000,000.00 14,000,000.0007/01/2022RedemptionFederated GovtVP6000104 36512 003 2,000,000.00 2,000,000.0007/05/2022RedemptionFederated GovtVP6000104 36512 003 2,000,000.00 2,000,000.0007/07/2022RedemptionFederated GovtVP6000104 36512 003 30,000,000.00 30,000,000.0007/08/2022RedemptionFederated GovtVP6000104 36512 003 9,000,000.00 9,000,000.0007/12/2022RedemptionFederated GovtVP6000104 36512 003 19,000,000.00 19,000,000.0007/18/2022RedemptionFederated GovtVP6000104 36512 003 21,000,000.00 21,000,000.0007/20/2022RedemptionFederated GovtVP6000104 36512 003 16,000,000.00 16,000,000.0007/26/2022RedemptionFederated GovtVP6000104 36512 003 25,000,000.00 25,000,000.0007/28/2022RedemptionFederated GovtVP6000104 36512 003 24,000,000.00 24,000,000.0007/29/2022RedemptionFederated GovtVP6000104 36512 003 26,000,000.00 26,000,000.0008/03/2022RedemptionFederated GovtVP6000104 36512 003 1,000,000.00 1,000,000.0008/05/2022RedemptionFederated GovtVP6000104 36512 003 44,000,000.00 44,000,000.0008/08/2022RedemptionFederated GovtVP6000104 36512 003 47,000,000.00 47,000,000.0008/12/2022RedemptionFederated GovtVP6000104 36512 003 3,000,000.00 3,000,000.0008/15/2022RedemptionFederated GovtVP6000104 36512 003 22,000,000.00 22,000,000.0008/17/2022RedemptionFederated GovtVP6000104 36512 003 7,000,000.00 7,000,000.0008/26/2022RedemptionFederated GovtVP6000104 36512 003 28,000,000.00 28,000,000.0008/30/2022RedemptionFederated GovtVP6000104 36512 003 15,000,000.00 15,000,000.0008/31/2022RedemptionFederated GovtVP6000104 36512 003 64,000,000.00 64,000,000.0009/02/2022RedemptionFederated GovtVP6000104 36512 003 17,000,000.00 17,000,000.0009/09/2022RedemptionFederated GovtVP6000104 36512 003 54,000,000.00 54,000,000.0009/14/2022RedemptionFederated GovtVP6000104 36512 003 41,000,000.00 41,000,000.0009/15/2022RedemptionFederated GovtVP6000104 36512 003 102,458.21 102,458.2107/05/2022InterestFederated GovtVP6000104 36512 003 267,480.95 267,480.9508/01/2022InterestFederated GovtVP6000104 36512 003 66.81 66.8108/05/2022InterestFederated GovtVP6000104 36512 003 247,297.56 247,297.5609/01/2022InterestFederated GovtVP6000104 37042 003 5,000,000.00 -5,000,000.0007/01/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 109,592.57 -109,592.5707/15/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 10,000,000.00 -10,000,000.0007/26/2022PurchaseSTPOOL 0.22%CSJFA 37042 003 109,592.57 109,592.5707/18/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 14,000,000.00 14,000,000.0009/09/2022RedemptionSTPOOL 0.22%CSJFA 37042 003 109,592.57 109,592.5707/15/2022InterestSTPOOL 0.22%CSJFA 37565 003 2,710,000.00 2,710,000.00Maturity07/01/202207/01/2022RedemptionSTNPWR 3.258%84247PHX2 37565 003 44,145.90 44,145.9007/01/202207/01/2022InterestSTNPWR 3.258%84247PHX2 37589 003 10,000,000.00 10,000,000.00Maturity07/01/202207/01/2022RedemptionFHLB 2.1% MAT3130ACZS6 37589 003 105,000.00 105,000.0007/01/202207/01/2022InterestFHLB 2.1% MAT3130ACZS6 37634 003 20,000,000.00 20,000,000.00Maturity09/14/202209/14/2022RedemptionIADB 1.75% MAT4581X0CZ9 37634 003 175,000.00 175,000.0009/14/202209/14/2022InterestIADB 1.75% MAT4581X0CZ9 37638 003 4,815,000.00 4,815,000.00Maturity09/01/202209/01/2022RedemptionLOS 2.9 09/01/2022544351MN6 37638 003 69,817.50 69,817.5009/01/202209/01/2022InterestLOS 2.9 09/01/2022544351MN6 40008 003 85,000.00 85,000.0008/01/202308/01/2022InterestCALIFORNIA ST,13063DGN2 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40036 003 4,000,000.00 4,000,000.00Maturity09/01/202209/01/2022RedemptionLOS 2.9 09/01/2022544351MN6 40036 003 58,000.00 58,000.0009/01/202209/01/2022InterestLOS 2.9 09/01/2022544351MN6 40079 003 62,500.00 62,500.0003/19/202409/19/2022InterestIBRD 2.5% MAT459058GQ0 40115 003 5,397,111.40 5,397,111.40Sale08/01/202207/25/2022RedemptionFHLMC 8.6M 2.31%3137AWQH1 40115 003 -28,729.23 -28,729.2308/01/202207/25/2022Cap G/LLoss FHLMC 8.6M3137AWQH1 40115 003 1,226,474.82 1,226,474.82Sale08/01/202208/25/2022RedemptionFHLMC 8.6M 2.31%3137AWQH1 40115 003 12,678.61 12,678.6108/01/202207/25/2022InterestFHLMC 8.6M 2.31%3137AWQH1 40115 003 2,356.47 2,356.4708/01/202208/25/2022InterestFHLMC 8.6M 2.31%3137AWQH1 40121 003 3,902,617.23 3,902,617.23Sale08/01/202207/25/2022RedemptionFHLMC 6.2M 2.31%3137AWQH1 40121 003 -20,767.89 -20,767.8908/01/202207/25/2022Cap G/LLoss FHLMC 6.2M3137AWQH1 40121 003 886,857.68 886,857.68Sale08/01/202208/25/2022RedemptionFHLMC 6.2M 2.31%3137AWQH1 40121 003 9,167.84 9,167.8408/01/202207/25/2022InterestFHLMC 6.2M 2.31%3137AWQH1 40121 003 1,706.41 1,706.4108/01/202208/25/2022InterestFHLMC 6.2M 2.31%3137AWQH1 40142 003 87,500.00 87,500.0007/02/202407/05/2022InterestFNMA 1.75% MAT3135G0V75 40148 003 10,837.50 10,837.5007/25/202307/25/2022InterestFHLMC REMIC3137B4WB8 40148 003 10,837.50 10,837.5007/25/202308/25/2022InterestFHLMC REMIC3137B4WB8 40148 003 10,837.50 10,837.5007/25/202309/25/2022InterestFHLMC REMIC3137B4WB8 40156 003 68,742.00 68,742.0003/15/202309/15/2022InterestNYSHGR 5.092%649902ZM8 40157 003 22,500.00 22,500.0008/15/202408/15/2022InterestFEDERAL HOME3130AGWK7 40158 003 219,141.33 219,141.33Sale08/15/202307/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 1.82 1.8208/15/202307/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 208,136.95 208,136.95Sale08/15/202308/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 1.73 1.7308/15/202308/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 206,465.40 206,465.40Sale08/15/202309/15/2022RedemptionHAROT 2019-3 A343815NAC8 40158 003 1.71 1.7108/15/202309/15/2022Cap G/LHAROT 2019-3 A343815NAC8 40158 003 1,418.68 1,418.6808/15/202307/15/2022InterestHAROT 2019-3 A343815NAC8 40158 003 1,093.61 1,093.6108/15/202308/15/2022InterestHAROT 2019-3 A343815NAC8 40158 003 784.88 784.8808/15/202309/15/2022InterestHAROT 2019-3 A343815NAC8 40164 003 1,000,000.00 1,000,000.00Maturity09/11/202209/12/2022RedemptionAAPL 1.7% MAT037833DL1 40164 003 8,500.00 8,500.0009/11/202209/12/2022InterestAAPL 1.7% MAT037833DL1 40166 003 5,000,000.00 5,000,000.00Maturity09/11/202209/12/2022RedemptionAAPL 1.7% MAT037833DL1 40166 003 42,500.00 42,500.0009/11/202209/12/2022InterestAAPL 1.7% MAT037833DL1 40167 003 13,204.08 13,204.0802/25/202307/25/2022InterestFHLMC 3.32% MAT3137B36J2 40167 003 12,777.95 12,777.9502/25/202307/25/2022RedemptionFHLMC 3.32% MAT3137B36J2 40167 003 13,201.04 13,201.0402/25/202308/25/2022InterestFHLMC 3.32% MAT3137B36J2 40167 003 12,264.40 12,264.4002/25/202308/25/2022RedemptionFHLMC 3.32% MAT3137B36J2 40167 003 13,167.11 13,167.1102/25/202309/25/2022InterestFHLMC 3.32% MAT3137B36J2 40167 003 103,851.65 103,851.6502/25/202309/25/2022RedemptionFHLMC 3.32% MAT3137B36J2 40169 003 2,258.33 2,258.3302/01/202307/25/2022InterestFNMA 2.71% MAT3138LC5B7 40169 003 2,333.61 2,333.6102/01/202308/25/2022InterestFNMA 2.71% MAT3138LC5B7 40169 003 2,333.61 2,333.6102/01/202309/25/2022InterestFNMA 2.71% MAT3138LC5B7 40171 003 9,914.94 9,914.9407/01/202407/25/2022InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,957.05 7,957.0507/01/202407/25/2022RedemptionFNMA 2.42% MAT3140HUNV4 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40171 003 10,228.86 10,228.8607/01/202408/25/2022InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,487.50 7,487.5007/01/202408/25/2022RedemptionFNMA 2.42% MAT3140HUNV4 40171 003 10,213.25 10,213.2507/01/202409/25/2022InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,510.80 7,510.8007/01/202409/25/2022RedemptionFNMA 2.42% MAT3140HUNV4 40173 003 8,429.19 8,429.1905/25/202407/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 7,302.50 7,302.5005/25/202407/25/2022RedemptionFRESB 2019-SB6530298LAA9 40173 003 8,417.08 8,417.0805/25/202408/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 138,141.60 138,141.6005/25/202408/25/2022RedemptionFRESB 2019-SB6530298LAA9 40173 003 8,187.99 8,187.9905/25/202409/25/2022InterestFRESB 2019-SB6530298LAA9 40173 003 7,322.60 7,322.6005/25/202409/25/2022RedemptionFRESB 2019-SB6530298LAA9 40180 003 2,799.14 2,799.1407/25/202407/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 1,967.41 1,967.4107/25/202407/25/2022RedemptionFRESB 2019-SB6730314KAS2 40180 003 2,795.72 2,795.7207/25/202408/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 175,457.04 175,457.0407/25/202408/25/2022RedemptionFRESB 2019-SB6730314KAS2 40180 003 2,490.13 2,490.1307/25/202409/25/2022InterestFRESB 2019-SB6730314KAS2 40180 003 170,266.35 170,266.3507/25/202409/25/2022RedemptionFRESB 2019-SB6730314KAS2 40185 003 50,250.00 50,250.0002/15/202408/15/2022InterestNEW YORK ST,649791PP9 40186 003 142,964.97 142,964.97Sale01/16/202407/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 10.32 10.3201/16/202407/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 132,043.90 132,043.90Sale01/16/202408/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 9.53 9.5301/16/202408/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 137,875.92 137,875.92Sale01/16/202409/15/2022RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 9.96 9.9601/16/202409/15/2022Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 1,616.97 1,616.9701/16/202407/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 1,388.21 1,388.2101/16/202408/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 1,176.93 1,176.9301/16/202409/15/2022InterestTAOT 2019-D A3 1.9289233MAD5 40189 003 4,411.00 4,411.0006/01/202307/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 4,778.76 4,778.7606/01/202307/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40189 003 9,208.12 9,208.1206/01/202308/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 988,291.67 988,291.6706/01/202308/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40189 003 2,119.14 2,119.1406/01/202309/25/2022InterestFN AL3876 2.791%3138ELJW4 40189 003 2,476.70 2,476.7006/01/202309/25/2022RedemptionFN AL3876 2.791%3138ELJW4 40190 003 407,284.87 407,284.87Sale01/18/202407/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 72.59 72.5901/18/202407/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 385,905.67 385,905.67Sale01/18/202408/18/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 68.78 68.7801/18/202408/18/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 385,046.50 385,046.50Sale01/18/202409/19/2022RedemptionHAROT 2019-4 A343813VAC2 40190 003 68.63 68.6301/18/202409/19/2022Cap G/LHAROT 2019-4 A343813VAC2 40190 003 4,929.26 4,929.2601/18/202407/18/2022InterestHAROT 2019-4 A343813VAC2 40190 003 4,308.04 4,308.0401/18/202408/18/2022InterestHAROT 2019-4 A343813VAC2 40190 003 3,719.42 3,719.4201/18/202409/19/2022InterestHAROT 2019-4 A343813VAC2 40190 003 19.58 19.5801/18/202409/19/2022InterestHAROT 2019-4 A343813VAC2 40196 003 159,375.00 159,375.0002/29/202408/31/2022InterestUNITED STATES912828W48 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40202 003 15,429.44 15,429.4402/01/202507/25/2022InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.7602/01/202508/25/2022InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.7602/01/202509/25/2022InterestFN AM8039 2.39%3138L84Z4 40203 003 13,906.67 13,906.6701/01/202507/25/2022InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.2201/01/202508/25/2022InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.2201/01/202509/25/2022InterestFN BL5224 2.2403140HWYW6 40206 003 47,678.48 47,678.4808/01/202307/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 57,642.13 57,642.1308/01/202307/25/2022RedemptionFN AM3740 2.6103138L4EN9 40206 003 49,138.21 49,138.2108/01/202308/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 55,684.88 55,684.8808/01/202308/25/2022RedemptionFN AM3740 2.6103138L4EN9 40206 003 49,013.06 49,013.0608/01/202309/25/2022InterestFN AM3740 2.6103138L4EN9 40206 003 55,852.48 55,852.4808/01/202309/25/2022RedemptionFN AM3740 2.6103138L4EN9 40207 003 71,500.00 71,500.0003/15/202409/15/2022InterestNEW YORK ST6500354U9 40209 003 2,258.33 2,258.3301/01/202507/25/2022InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.6101/01/202508/25/2022InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.6101/01/202509/25/2022InterestFN AN8000 2.71%3138LL3J2 40213 003 2,050,000.00 2,050,000.00Maturity09/23/202209/23/2022RedemptionJPM 3.25% MAT46625HJE1 40213 003 33,312.50 33,312.5009/23/202209/23/2022InterestJPM 3.25% MAT46625HJE1 40214 003 443.62 443.6210/25/202307/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 577.87 577.8710/25/202307/25/2022RedemptionFRESB 2016-SB2430295NAE0 40214 003 442.63 442.6310/25/202308/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 538.75 538.7510/25/202308/25/2022RedemptionFRESB 2016-SB2430295NAE0 40214 003 441.71 441.7110/25/202309/25/2022InterestFRESB 2016-SB2430295NAE0 40214 003 540.81 540.8110/25/202309/25/2022RedemptionFRESB 2016-SB2430295NAE0 40221 003 2,342.82 2,342.8211/25/202207/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 100,267.02 100,267.0211/25/202207/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 2,133.17 2,133.1711/25/202208/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 293,886.53 293,886.5311/25/202208/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40221 003 1,518.71 1,518.7111/25/202209/25/2022InterestFNA 2013-M3 A23136ACGJ4 40221 003 252,813.63 252,813.6311/25/202209/25/2022RedemptionFNA 2013-M3 A23136ACGJ4 40223 003 160,000.00 160,000.0001/25/202307/25/2022InterestJPM 3.2% MAT46625HJH4 40225 003 8,633.33 8,633.3311/01/202407/25/2022InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.1111/01/202408/25/2022InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.1111/01/202409/25/2022InterestFN AM7268 2.960%3138L8CE2 40231 003 990.43 990.4305/25/202407/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 858.04 858.0405/25/202407/25/2022RedemptionFRESB 2019-SB6530298LAA9 40231 003 989.01 989.0105/25/202408/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 16,231.64 16,231.6405/25/202408/25/2022RedemptionFRESB 2019-SB6530298LAA9 40231 003 962.09 962.0905/25/202409/25/2022InterestFRESB 2019-SB6530298LAA9 40231 003 860.40 860.4005/25/202409/25/2022RedemptionFRESB 2019-SB6530298LAA9 40234 003 4,850.00 4,850.0003/15/202409/15/2022InterestMARYLAND ST,574193SP4 40237 003 1,412,000.00 1,412,000.00Maturity09/01/202209/01/2022RedemptionDIS 1.65% MAT254687FJ0 40237 003 11,649.00 11,649.0009/01/202209/01/2022InterestDIS 1.65% MAT254687FJ0 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40238 003 1,000,000.00 1,000,000.00Maturity09/26/202209/26/2022RedemptionPACCAR FINL CORP69371RQ33 40238 003 10,000.00 10,000.0009/26/202209/26/2022InterestPACCAR FINL CORP69371RQ33 40242 003 154,049.00 154,049.0001/29/202307/29/2022InterestBK 2.95% MAT06406RAE7 40252 003 78,191.63 78,191.63Sale08/15/202407/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 15.64 15.6408/15/202407/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 74,010.63 74,010.63Sale08/15/202408/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 14.81 14.8108/15/202408/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 74,526.63 74,526.63Sale08/15/202409/15/2022RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 14.91 14.9108/15/202409/15/2022Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 977.90 977.9008/15/202407/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 889.27 889.2708/15/202408/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 805.37 805.3708/15/202409/15/2022InterestTAOT 2020-B A3 1.3689239RAC0 40253 003 68,104.04 68,104.04Sale11/15/202407/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 15.87 15.8711/15/202407/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 65,263.45 65,263.45Sale11/15/202408/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 15.21 15.2111/15/202408/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 63,073.94 63,073.94Sale11/15/202409/15/2022RedemptionHART 2020-A A344891LAC7 40253 003 14.70 14.7011/15/202409/15/2022Cap G/LHART 2020-A A344891LAC7 40253 003 1,001.75 1,001.7511/15/202407/15/2022InterestHART 2020-A A344891LAC7 40253 003 921.71 921.7111/15/202408/15/2022InterestHART 2020-A A344891LAC7 40253 003 845.00 845.0011/15/202409/15/2022InterestHART 2020-A A344891LAC7 40255 003 19,553.83 19,553.8302/15/202308/15/2022InterestRIV 2.363% MAT76913CAX7 40256 003 53,340.00 53,340.0002/15/202508/15/2022InterestRIVERSIDE CNTY76913CAZ2 40262 003 17,615.50 17,615.5007/01/202407/01/2022InterestNYSHGR 1.438%64990GZW5 40265 003 35,000.00 35,000.0004/01/202507/01/2022InterestFEDERAL HOME LN3134GVSN9 40266 003 23,083.33 23,083.3305/25/202507/25/2022InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202508/25/2022InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202509/25/2022InterestFHMS KPLB A3137BJQ71 40267 003 2,897,000.00 2,897,000.00Maturity08/10/202208/10/2022RedemptionPACCAR FINL CORP69371RN77 40267 003 33,315.50 33,315.5008/10/202208/10/2022InterestPACCAR FINL CORP69371RN77 40269 003 16,000,000.00 16,000,000.00Maturity07/01/202207/01/2022RedemptionIBRD 2.125% MAT459058GU1 40269 003 170,079.90 170,079.9007/01/202207/01/2022InterestIBRD 2.125% MAT459058GU1 40270 003 101,670.80 101,670.80Sale07/15/202407/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 8.00 8.0007/15/202407/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 100,163.70 100,163.70Sale07/15/202408/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 7.88 7.8807/15/202408/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 95,200.17 95,200.17Sale07/15/202409/15/2022RedemptionHAROT 2020-2 A343813DAC2 40270 003 7.49 7.4907/15/202409/15/2022Cap G/LHAROT 2020-2 A343813DAC2 40270 003 808.17 808.1707/15/202407/15/2022InterestHAROT 2020-2 A343813DAC2 40270 003 738.69 738.6907/15/202408/15/2022InterestHAROT 2020-2 A343813DAC2 40270 003 670.24 670.2407/15/202409/15/2022InterestHAROT 2020-2 A343813DAC2 40272 003 6,918.81 6,918.8103/25/202507/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,573.96 3,573.9603/25/202507/25/2022RedemptionFNA 2015-M5 A13136AL7K1 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40272 003 7,140.43 7,140.4303/25/202508/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,401.72 3,401.7203/25/202508/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40272 003 7,131.11 7,131.1103/25/202509/25/2022InterestFNA 2015-M5 A13136AL7K1 40272 003 3,413.24 3,413.2403/25/202509/25/2022RedemptionFNA 2015-M5 A13136AL7K1 40276 003 11,876.46 11,876.4601/25/202307/25/2022InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.4601/25/202308/25/2022InterestFHMS KSMC A23137B04Y7 40276 003 11,876.46 11,876.4601/25/202309/25/2022InterestFHMS KSMC A23137B04Y7 40279 003 7,500,000.00 7,500,000.00Maturity07/05/202207/05/2022RedemptionDEERE JOHN CAP24422EVG1 40279 003 20,625.00 20,625.0007/05/202207/05/2022InterestDEERE JOHN CAP24422EVG1 40281 003 127,500.00 127,500.0006/23/202507/16/2022InterestFNMA 0.85% MAT3136G4WU3 40287 003 7,500,000.00 7,500,000.00Maturity07/01/202207/01/2022RedemptionIBRD 2.125% MAT459058GU1 40287 003 79,725.10 79,725.1007/01/202207/01/2022InterestIBRD 2.125% MAT459058GU1 40289 003 2,218.05 2,218.0503/25/202307/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 83,068.54 83,068.5403/25/202307/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 1,891.75 1,891.7503/25/202308/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 33,566.77 33,566.7703/25/202308/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 1,808.41 1,808.4103/25/202309/25/2022InterestFNMA FNA 2013-M123136AGMB5 40289 003 152,793.50 152,793.5003/25/202309/25/2022RedemptionFNMA FNA 2013-M123136AGMB5 40291 003 25,000,000.00 25,000,000.00Maturity07/15/202207/15/2022RedemptionFHLB 0.22% MAT3130AJS26 40291 003 27,500.00 27,500.0007/15/202207/15/2022InterestFHLB 0.22% MAT3130AJS26 40295 003 2,364.74 2,364.7405/25/202507/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,696.23 4,696.2305/25/202507/25/2022RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,361.50 2,361.5005/25/202508/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 80,563.25 80,563.2505/25/202508/25/2022RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,305.77 2,305.7705/25/202509/25/2022InterestFRESB 2020-SB7630315EAA4 40295 003 4,328.80 4,328.8005/25/202509/25/2022RedemptionFRESB 2020-SB7630315EAA4 40296 003 273,015.03 273,015.03Sale10/15/202407/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 21.02 21.0210/15/202407/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 259,638.66 259,638.66Sale10/15/202408/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 19.99 19.9910/15/202408/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 269,853.92 269,853.92Sale10/15/202409/15/2022RedemptionTMCC 0.44% MAT89237VAB5 40296 003 20.78 20.7810/15/202409/15/2022Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 1,230.60 1,230.6010/15/202407/15/2022InterestTMCC 0.44% MAT89237VAB5 40296 003 1,130.48 1,130.4810/15/202408/15/2022InterestTMCC 0.44% MAT89237VAB5 40296 003 1,035.27 1,035.2710/15/202409/15/2022InterestTMCC 0.44% MAT89237VAB5 40297 003 16,500.00 16,500.0008/01/202508/01/2022InterestMARYLAND ST,574193TR9 40298 003 12,750.00 12,750.0008/01/202408/01/2022InterestMARYLAND ST,574193TQ1 40299 003 6,250.00 6,250.0007/14/202507/14/2022InterestFEDERAL AGRIC31422BJ27 40300 003 479.19 479.1903/25/202307/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 473.73 473.7303/25/202307/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40300 003 478.33 478.3303/25/202308/25/2022InterestFRESB 2016-SB15,30288WAK5 40300 003 445.85 445.8503/25/202308/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40300 003 477.52 477.5203/25/202309/25/2022InterestFRESB 2016-SB15,30288WAK5 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40300 003 447.43 447.4303/25/202309/25/2022RedemptionFRESB 2016-SB15,30288WAK5 40304 003 37,999.00 37,999.0008/01/202508/01/2022InterestGEORGIA ST,373385FQ1 40305 003 9,124.50 9,124.5008/01/202408/01/2022InterestGAS 0.42% MAT373385FP3 40308 003 38,928.00 38,928.0001/25/202307/25/2022InterestJPM 3.2% MAT46625HJH4 40309 003 9,375.00 9,375.0009/23/202509/23/2022InterestFEDERAL HOME LN3137EAEX3 40314 003 5,854.17 5,854.1704/01/202507/25/2022InterestFN MA 8564 2.81%3138L9QS4 40314 003 20,269.31 20,269.3104/01/202508/25/2022InterestFN MA 8564 2.81%3138L9QS4 40314 003 2,500,000.00 2,500,000.0004/01/202508/25/2022RedemptionFN MA 8564 2.81%3138L9QS4 40315 003 60,922.00 60,922.0009/01/202409/01/2022InterestLOS ANGELES544351MQ9 40320 003 66,723.00 66,723.0008/11/202308/11/2022InterestBANK NEW YORK06406RAJ6 40327 003 7,654.96 7,654.9611/25/202407/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 418,669.30 418,669.3011/25/202407/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 6,969.07 6,969.0711/25/202408/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,848.60 1,848.6011/25/202408/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 6,964.98 6,964.9811/25/202409/25/2022InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,855.40 1,855.4011/25/202409/25/2022RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 11,482.50 11,482.5012/25/202407/25/2022InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202408/25/2022InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202409/25/2022InterestFHMS K043 A2 3.0623137BGK24 40329 003 18,750.00 18,750.0008/25/202508/25/2022InterestFEDERAL NATL MTG3135G05X7 40331 003 41,250.00 41,250.0001/28/202607/28/2022InterestFNMA 0.55% MAT3135G06R9 40334 003 24,000.00 24,000.0001/15/202607/15/2022InterestFEDERAL AGRIC31422B6K1 40335 003 75,000.00 75,000.0003/11/202509/12/2022InterestIBRD 0.75% MAT459058JA2 40337 003 24,000.00 24,000.0001/15/202607/15/2022InterestFEDERAL AGRIC31422B6K1 40340 003 25,000.00 25,000.0001/28/202607/28/2022InterestFEDERAL HOME3130AKPW0 40341 003 18,800.00 18,800.0007/28/202507/28/2022InterestIBRD 0.375% MAT459058JE4 40342 003 2,331.41 2,331.4111/25/202507/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 6,142.45 6,142.4511/25/202507/25/2022RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,327.98 2,327.9811/25/202508/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 103,111.55 103,111.5511/25/202508/25/2022RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,270.41 2,270.4111/25/202509/25/2022InterestFRESB 2021-SB8230318CAA5 40342 003 144,061.95 144,061.9511/25/202509/25/2022RedemptionFRESB 2021-SB8230318CAA5 40344 003 75,000.00 75,000.0008/28/202408/29/2022InterestIBRD 1.5% MAT459056HV2 40347 003 22,500.00 22,500.0002/05/202608/05/2022InterestIFC 0.45% MAT45950VPL4 40348 003 290,625.00 290,625.0002/01/202408/01/2022InterestJPM 3.875% MAT46625HJT8 40349 003 12,250.00 12,250.0002/02/202408/02/2022InterestPACCAR FINANCIAL69371RR24 40350 003 25,000.00 25,000.0002/25/202608/25/2022InterestFEDERAL HOME3130AKXX9 40353 003 25,000.00 25,000.0002/25/202608/25/2022InterestFEDERAL HOME3130AKXX9 40354 003 15,000.00 15,000.0002/18/202608/18/2022InterestIBRD 0.6% MAT45905U5Y6 40355 003 15,000.00 15,000.0002/18/202608/18/2022InterestIBRD 0.6% MAT45905U5Y6 40356 003 10,675.50 10,675.5003/25/202507/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.50 10,675.5003/25/202508/25/2022InterestFHMS KJ27 A2,3137FQ3W1 40356 003 10,675.50 10,675.5003/25/202509/25/2022InterestFHMS KJ27 A2,3137FQ3W1 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40357 003 32,500.00 32,500.0002/20/202608/22/2022InterestIADB 0.65% MAT45818WCZ7 40358 003 40,000.00 40,000.0003/09/202609/09/2022InterestFEDERAL FARM CR3133EMSU7 40359 003 37,500.00 37,500.0003/11/202509/12/2022InterestIBRD 0.75% MAT459058JA2 40363 003 75,000,000.00 -75,000,000.0007/01/2022PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 138,339.32 -138,339.3207/15/2022PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 138,339.32 138,339.3207/18/2022RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 75,000,000.00 75,000,000.0009/30/2022RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 138,339.32 138,339.3207/15/2022InterestSTPOOL 0.33%COVID RELIEF 40391 003 25,000,000.00 25,000,000.00Maturity07/01/202207/01/2022RedemptionBMO 0.16% MAT06367CKK2 40391 003 33,888.90 33,888.9007/01/202207/01/2022InterestBMO 0.16% MAT06367CKK2 40392 003 25,000,000.00 25,000,000.00Maturity07/01/202207/01/2022RedemptionBMO 0.16% MAT06367CL39 40392 003 32,888.90 32,888.9007/01/202207/01/2022InterestBMO 0.16% MAT06367CL39 40408 003 61,802.50 61,802.5003/20/202309/20/2022InterestIFC 0.5% MAT45950KCS7 40411 003 14,437.50 14,437.5003/10/202309/12/2022InterestFEDERAL HOME3130ADRG9 40412 003 1,642.50 1,642.5001/25/202307/25/2022InterestFEDERAL FARM CR3133ENBT6 40414 003 32,062.50 32,062.5001/19/202307/19/2022InterestFEDERAL NATL MTG3135G0T94 40420 003 12,250.00 12,250.0008/18/202308/18/2022InterestFEDERAL NATL MTG3135G05U3 40426 003 20,000,000.00 20,000,000.00Maturity08/31/202208/31/2022RedemptionUNITED STATES91282CAG6 40426 003 12,500.00 12,500.0008/31/202208/31/2022InterestUNITED STATES91282CAG6 40431 003 5,677,092.00 5,677,092.00Call11/03/202209/06/2022RedemptionMICROSOFT CORP,594918BH6 40431 003 -97,092.00 -97,092.0011/03/202209/06/2022Cap G/LMICROSOFT CORP,594918BH6 40431 003 49,288.14 49,288.1411/03/202209/06/2022InterestMICROSOFT CORP,594918BH6 40438 003 10,026,000.00 10,026,000.00Maturity08/11/202208/11/2022RedemptionPROCTER AND742718EU9 40438 003 107,779.50 107,779.5008/11/202208/11/2022InterestPROCTER AND742718EU9 40442 003 14,734.38 14,734.3802/06/202408/08/2022InterestMICROSOFT CORP,594918BX1 40443 003 28,760.00 28,760.0008/08/202308/08/2022InterestMICROSOFT CORP,594918BQ6 40447 003 5,860,000.00 5,860,000.00Maturity07/22/202207/22/2022RedemptionTMCC 0.45% MAT89236THD0 40447 003 13,185.00 13,185.0007/22/202207/22/2022InterestTMCC 0.45% MAT89236THD0 40448 003 202,540.50 202,540.5001/11/202307/11/2022InterestTOYOTA MOTOR89236TEL5 40459 003 150,000.00 150,000.0002/09/202408/09/2022InterestAPPLE INC, SR GLBL037833CG3 40460 003 76,250.00 76,250.0001/19/202307/19/2022InterestIBRD 7.625% MAT459056LD7 40461 003 12,425.00 12,425.0010/18/202407/18/2022InterestFEDERAL HOME3130AQG49 40462 003 183,192.00 183,192.0001/13/202307/13/2022InterestAPPLE INC, SR GLBL037833DE7 40463 003 207,817.50 207,817.5001/13/202507/13/2022InterestAPPLE INC, SR GLBL037833DF4 40463 003 1,154.54 -1,154.54 0.0001/13/202507/13/2022Accr IntAPPLE INC, SR GLBL037833DF4 40464 003 43,491.00 43,491.0002/23/202308/23/2022InterestAPPLE INC, SR GLBL037833BU3 40466 003 10,000,000.00 10,000,000.00Maturity08/12/202208/12/2022RedemptionFEDERAL HOME3130AJY52 40466 003 6,250.00 6,250.0008/12/202208/12/2022InterestFEDERAL HOME3130AJY52 40467 003 9,375.00 9,375.0001/17/202509/19/2022InterestFEDERAL HOME3130AQCN1 40468 003 46,000.00 46,000.0001/18/202307/18/2022InterestFEDERAL FARM CR3133ENLB4 40470 003 120,000.00 120,000.0003/05/202609/06/2022InterestFEDERAL HOME3130ALHH0 40471 003 179,490.00 179,490.0002/09/202408/09/2022InterestAPPLE INC, SR GLBL037833CG3 40472 003 43,750.00 43,750.0001/28/202507/28/2022InterestFEDERAL HOME3130AQQQ9 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40473 003 49,000.00 49,000.0001/27/202507/27/2022InterestFHLB 0.7% MAT3130AQN584 40475 003 15,750.00 15,750.0010/28/202507/28/2022InterestFEDERAL HOME3130AQMQ3 40477 003 43,750.00 43,750.0001/28/202507/28/2022InterestFEDERAL HOME3130AQQQ9 40478 003 23,437.50 23,437.5010/28/202407/28/2022InterestFEDERAL HOME3130AQMU4 40479 003 82,800.00 82,800.0001/27/202607/27/2022InterestFFCB 1.6% MAT3133ENMH0 40482 003 33,288.00 33,288.0002/23/202308/23/2022InterestAPPLE INC, SR GLBL037833BU3 40485 003 184,770.00 184,770.0002/09/202408/09/2022InterestAPPLE INC, SR GLBL037833CG3 40485 003 5,132.50 -5,132.50 0.0002/09/202408/09/2022Accr IntAPPLE INC, SR GLBL037833CG3 40486 003 165,135.00 165,135.0002/16/202708/16/2022InterestFEDERAL FARM CR3133ENPB0 40489 003 10,000,000.00 10,000,000.00Maturity09/09/202209/09/2022RedemptionFEDERAL HOME313380GJ0 40489 003 100,000.00 100,000.0009/09/202209/09/2022InterestFEDERAL HOME313380GJ0 40495 003 6,875.00 6,875.0003/24/202509/27/2022InterestFEDERAL HOME3130ARAY7 40496 003 34,500.00 34,500.0003/28/202509/28/2022InterestFEDERAL HOME3130ARBY6 40498 003 1,455.00 1,455.0009/03/202409/06/2022InterestFEDERAL FARM CR3133ENQC7 40498 003 153.58 -153.58 0.0009/03/202409/06/2022Accr IntFEDERAL FARM CR3133ENQC7 40499 003 20,650.00 20,650.0002/28/202508/29/2022InterestFEDERAL HOME3130AQT78 40499 003 2,753.33 -2,753.33 0.0002/28/202508/29/2022Accr IntFEDERAL HOME3130AQT78 40500 003 2,325.00 2,325.0001/26/202407/26/2022InterestFNMA 0.31% MAT3136G46V0 40500 003 723.33 -723.33 0.0001/26/202407/26/2022Accr IntFNMA 0.31% MAT3136G46V0 40503 003 6,462.50 6,462.5008/05/202508/05/2022InterestFEDERAL NATL MTG3136G4H55 40503 003 1,687.43 -1,687.43 0.0008/05/202508/05/2022Accr IntFEDERAL NATL MTG3136G4H55 40504 003 5,359.38 5,359.3808/28/202508/29/2022InterestFEDERAL NATL MTG3136G4R62 40504 003 714.58 -714.58 0.0008/28/202508/29/2022Accr IntFEDERAL NATL MTG3136G4R62 40506 003 4,275.00 4,275.0009/24/202509/26/2022InterestFHLMC 0.57% MAT3134GWUG9 40507 003 52,470.00 52,470.0009/30/202509/30/2022InterestFEDERAL HOME LN3134GWVN3 40508 003 2,887.50 2,887.5006/30/202509/30/2022InterestFEDERAL HOME3130ANWN6 40510 003 20,947.50 20,947.5009/01/202309/01/2022InterestFEDERAL FARM CR3133EL5J9 40510 003 3,374.88 -3,374.88 0.0009/01/202309/01/2022Accr IntFEDERAL FARM CR3133EL5J9 40511 003 9,297.00 9,297.0003/28/202409/28/2022InterestFEDERAL HOME LN3134GXMZ4 40511 003 103.30 -103.30 0.0003/28/202409/28/2022Accr IntFEDERAL HOME LN3134GXMZ4 40515 003 5,056.50 5,056.5008/03/202308/03/2022InterestFEDERAL NATL MTG3135G05P4 40515 003 1,910.23 -1,910.23 0.0008/03/202308/03/2022Accr IntFEDERAL NATL MTG3135G05P4 40516 003 8,750.00 8,750.0001/28/202507/28/2022InterestFEDERAL HOME3130AQJM6 40516 003 3,548.61 -3,548.61 0.0001/28/202507/28/2022Accr IntFEDERAL HOME3130AQJM6 40518 003 126,830.00 126,830.0001/13/202507/13/2022InterestFEDERAL HOME3130AQGT4 40518 003 62,005.78 -62,005.78 0.0001/13/202507/13/2022Accr IntFEDERAL HOME3130AQGT4 40519 003 146,187.50 146,187.5001/27/202507/27/2022InterestFEDERAL HOME3130AQMR1 40519 003 60,099.31 -60,099.31 0.0001/27/202507/27/2022Accr IntFEDERAL HOME3130AQMR1 40520 003 30,600.00 30,600.0008/28/202408/29/2022InterestFEDERAL HOME3130AQZ48 40520 003 7,310.00 -7,310.00 0.0008/28/202408/29/2022Accr IntFEDERAL HOME3130AQZ48 40522 003 8,400.00 8,400.0003/03/202509/06/2022InterestFEDERAL FARM CR3133EMSC7 40522 003 2,286.67 -2,286.67 0.0003/03/202509/06/2022Accr IntFEDERAL FARM CR3133EMSC7 40530 003 2,703.80 2,703.8003/01/202309/01/2022InterestFEDERAL FARM CR3133EMSE3 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40530 003 1,051.48 -1,051.48 0.0003/01/202309/01/2022Accr IntFEDERAL FARM CR3133EMSE3 40534 003 55,500.00 55,500.0003/13/202309/13/2022InterestFEDERAL FARM CR3133ELSP0 40534 003 18,191.67 -18,191.67 0.0003/13/202309/13/2022Accr IntFEDERAL FARM CR3133ELSP0 40535 003 1,071.00 1,071.0003/10/202309/12/2022InterestFEDERAL FARM CR3133EMST0 40535 003 368.90 -368.90 0.0003/10/202309/10/2022Accr IntFEDERAL FARM CR3133EMST0 40541 003 10,000,000.00 10,000,000.00Maturity09/09/202209/09/2022RedemptionFEDERAL HOME313380GJ0 40541 003 100,000.00 100,000.0009/09/202209/09/2022InterestFEDERAL HOME313380GJ0 40541 003 41,666.67 -41,666.67 0.0009/09/202209/09/2022Accr IntFEDERAL HOME313380GJ0 40549 003 37,984.38 37,984.3803/15/202409/15/2022InterestFEDERAL HOME3130ASBG3 40557 003 153,022.50 153,022.5002/12/202508/12/2022InterestMICROSOFT CORP,594918BB9 40557 003 104,565.38 -104,565.38 0.0002/12/202508/12/2022Accr IntMICROSOFT CORP,594918BB9 40562 003 12,600.00 12,600.0008/18/202308/18/2022InterestFEDERAL NATL MTG3135G05U3 40562 003 8,190.00 -8,190.00 0.0008/18/202308/18/2022Accr IntFEDERAL NATL MTG3135G05U3 40563 003 7,500.00 7,500.0008/03/202308/03/2022InterestFEDERAL NATL MTG3135G05P4 40563 003 5,500.00 -5,500.00 0.0008/03/202308/03/2022Accr IntFEDERAL NATL MTG3135G05P4 40564 003 97,875.00 97,875.0002/12/202508/12/2022InterestMICROSOFT CORP,594918BB9 40564 003 67,425.00 -67,425.00 0.0002/12/202508/12/2022Accr IntMICROSOFT CORP,594918BB9 40565 003 3,125.00 3,125.0001/27/202307/27/2022InterestFEDERAL HOME LN3134GXKH6 40565 003 2,395.83 -2,395.83 0.0001/27/202307/27/2022Accr IntFEDERAL HOME LN3134GXKH6 40566 003 269,000,000.00 -269,000,000.0007/01/2022PurchaseCAMP 1.27%CAMP 40566 003 113,594.86 -113,594.8607/01/2022PurchaseCAMP 1.27%CAMP 40566 003 289,868.07 -289,868.0708/01/2022PurchaseCAMP 1.27%CAMP 40566 003 406,609.64 -406,609.6409/02/2022PurchaseCAMP 1.27%CAMP 40566 003 2,000,000.00 -2,000,000.0009/21/2022PurchaseCAMP 1.27%CAMP 40566 003 10,000,000.00 -10,000,000.0009/22/2022PurchaseCAMP 1.27%CAMP 40566 003 8,000,000.00 -8,000,000.0009/26/2022PurchaseCAMP 1.27%CAMP 40566 003 1,800,000.00 -1,800,000.0009/29/2022PurchaseCAMP 1.27%CAMP 40566 003 87,000,000.00 -87,000,000.0009/30/2022PurchaseCAMP 1.27%CAMP 40566 003 61,000,000.00 61,000,000.0007/01/2022RedemptionCAMP 1.27%CAMP 40566 003 8,000,000.00 8,000,000.0009/16/2022RedemptionCAMP 1.27%CAMP 40566 003 21,000,000.00 21,000,000.0009/19/2022RedemptionCAMP 1.27%CAMP 40566 003 18,000,000.00 18,000,000.0009/20/2022RedemptionCAMP 1.27%CAMP 40566 003 72,000,000.00 72,000,000.0009/23/2022RedemptionCAMP 1.27%CAMP 40566 003 4,000,000.00 4,000,000.0009/27/2022RedemptionCAMP 1.27%CAMP 40566 003 19,000,000.00 19,000,000.0009/28/2022RedemptionCAMP 1.27%CAMP 40566 003 113,594.86 113,594.8607/01/2022InterestCAMP 1.27%CAMP 40566 003 289,868.07 289,868.0708/01/2022InterestCAMP 1.27%CAMP 40566 003 406,609.64 406,609.6409/01/2022InterestCAMP 1.27%CAMP 40567 003 14,979,500.00 -14,979,500.0008/11/202207/12/2022PurchaseAAPL DISC NOTE03785EHB3 40567 003 15,000,000.00 15,000,000.00Maturity08/11/202208/11/2022RedemptionAAPL DISC NOTE03785EHB3 40568 003 24,953,555.56 -24,953,555.5608/25/202207/18/2022PurchaseUNITED STATES912796T58 40568 003 25,000,000.00 25,000,000.00Maturity08/25/202208/25/2022RedemptionUNITED STATES912796T58 40569 003 10,000,000.00 -10,000,000.0007/28/202707/28/2022PurchaseJPM 4.57% MAT48133DP95 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40570 003 10,000,000.00 -10,000,000.0007/28/202507/28/2022PurchaseJPM 4.1% MAT48133DQ45 40571 003 10,000,000.00 -10,000,000.0007/28/202607/28/2022PurchaseJPM 4.25% MAT48133DQ52 40572 003 24,928,472.22 -24,928,472.2209/22/202208/03/2022PurchaseUNITED STATES912796U56 40572 003 25,000,000.00 25,000,000.00Maturity09/22/202209/22/2022RedemptionUNITED STATES912796U56 40573 003 49,791,666.67 -49,791,666.6710/07/202208/08/2022PurchaseTMCC ZERO CPN89233HK78 40574 003 13,698,336.19 -13,698,336.1903/01/202608/25/2022PurchaseJOHNSON &478160BY9 40574 003 170,826.25 170,826.2503/01/202609/01/2022InterestJOHNSON &478160BY9 40574 003 165,132.04 -165,132.04 0.0003/01/202609/01/2022Accr IntJOHNSON &478160BY9 40575 003 4,124,914.87 -4,124,914.8703/01/202608/26/2022PurchaseJOHNSON &478160BY9 40575 003 51,621.50 51,621.5003/01/202609/01/2022InterestJOHNSON &478160BY9 40575 003 50,187.57 -50,187.57 0.0003/01/202609/01/2022Accr IntJOHNSON &478160BY9 40576 003 7,886,407.03 -7,886,407.0311/01/202308/30/2022PurchaseOHS 2.3% MAT677522SQ8 40577 003 29,533,390.00 -29,533,390.0002/23/202309/02/2022PurchaseUNITED STATES912796T33 40578 003 29,444,401.76 -29,444,401.7602/28/202509/02/2022PurchaseUNITED STATES9128283Z1 40579 003 5,560,898.39 -5,560,898.3904/25/202609/12/2022PurchaseFNA 2016-M5 A23136AR5S3 40580 003 7,976,390.32 -7,976,390.3208/15/202709/09/2022PurchaseCL 3.1% MAT194162AN3 40581 003 5,347,777.11 -5,347,777.1110/01/202609/09/2022PurchaseCALIFORNIA ST,13063DRD2 40582 003 29,529,721.47 -29,529,721.4706/30/202309/14/2022PurchaseUNITED STATES912828S35 40583 003 19,299,404.35 -19,299,404.3508/31/202309/14/2022PurchaseUNITED STATES91282CCU3 40584 003 19,682,540.76 -19,682,540.7606/30/202309/15/2022PurchaseUNITED STATES912828S35 40585 003 19,259,375.00 -19,259,375.0009/15/202309/15/2022PurchaseUNITED STATES91282CAK7 40586 003 9,730,926.28 -9,730,926.2808/31/202509/15/2022PurchaseUNITED STATES9128284Z0 40587 003 24,813,312.50 -24,813,312.5012/15/202209/19/2022PurchaseUNITED STATES912796X79 40588 003 25,000,000.00 -25,000,000.0006/30/202309/20/2022PurchaseRY 4.53% MAT78015JEW3 40589 003 9,708,274.50 -9,708,274.5009/01/202509/28/2022PurchaseLOS ANGELES544351QQ5 40590 003 25,000,000.00 -25,000,000.0006/30/202309/22/2022PurchaseTD 4.62% MAT89115BVJ6 40591 003 24,648,638.89 -24,648,638.8902/09/202309/23/2022PurchaseFHLB ZERO CPN313384BR9 40592 003 24,595,125.00 -24,595,125.0002/28/202309/23/2022PurchaseFHLB ZERO CPN313384CL1 40593 003 10,148,500.00 -10,148,500.0009/01/202409/28/2022PurchaseLOS ANGELES544351QP7 40594 003 3,705,847.58 -3,705,847.5807/01/202509/27/2022PurchaseUNIVERSITY CALIF91412GU94 40595 003 2,742,383.00 -2,742,383.0005/15/202509/27/2022PurchaseUNIVERSITY CALIF91412HGE7 Totals for General Pool 1,513,063,753.3 1,156,448,210.3 8,630,442.77 -347,985,100.25 40162 501 20,156,896.89 -20,156,896.8907/01/2022PurchaseAllspring Govt MoneyVP4560000 40162 501 15,102.65 -15,102.6507/05/2022PurchaseAllspring Govt MoneyVP4560000 40162 501 24,013.74 -24,013.7408/02/2022PurchaseAllspring Govt MoneyVP4560000 40162 501 33,909.27 -33,909.2709/02/2022PurchaseAllspring Govt MoneyVP4560000 40162 501 15,102.65 15,102.6507/05/2022InterestAllspring Govt MoneyVP4560000 40162 501 24,013.74 24,013.7408/01/2022InterestAllspring Govt MoneyVP4560000 40162 501 33,909.27 33,909.2709/01/2022InterestAllspring Govt MoneyVP4560000 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

T HIS 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.

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
15,000,000.00 1.640 08/11/2022 0.0014,979,500.0007/12/2022 1.64208/11 - At MaturityAAPL4056703785EHB3 ACP003 30,000,000.00 1.375 06/30/2023 29,477,205.8829,444,531.25 85,190.2209/14/2022 3.76312/31 - 06/30USTR40582912828S35 TRC003 20,000,000.00 0.125 08/31/2023 19,332,416.3119,298,437.50 966.8509/14/2022 3.87802/28 - 08/31USTR4058391282CCU3 TRC003 25,000,000.00 3.640 02/09/2023 24,668,861.1124,648,638.8909/23/2022 3.74302/09 - At MaturityFHLB40591313384BR9 AFD003 25,000,000.00 3.690 02/28/2023 24,615,625.0024,595,125.0009/23/2022 3.80302/28 - At MaturityFHLB40592313384CL1 AFD003 Subtotal 98,094,108.30112,966,232.64 86,157.07115,000,000.00 Purchased from: Piper Sandler & Co.
5,825,000.00 2.469 04/25/2026 5,556,503.915,556,503.91 4,394.4809/12/2022 3.84410/25 - MonthlyFNMA405793136AR5S3 GN4003 9,475,000.00 5.000 09/01/2025 9,707,609.909,708,274.5009/28/2022 4.09709/01 - 03/01LOS40589544351QQ5 MUN003 Subtotal 15,264,113.8115,264,778.41 4,394.4815,300,000.00 Purchased from: RBC Capital Markets
25,000,000.00 1.760 08/25/2022 0.0024,953,555.5607/18/2022 1.78808/25 - At MaturityUSTR40568912796T58 ATD003 10,000,000.00 4.570 07/28/2027 10,000,000.0010,000,000.0007/28/2022 4.57001/28 - 07/28JPM4056948133DP95 MTN003 10,000,000.00 4.100 07/28/2025 10,000,000.0010,000,000.0007/28/2022 4.10001/28 - 07/28JPM4057048133DQ45 MTN003 10,000,000.00 4.250 07/28/2026 10,000,000.0010,000,000.0007/28/2022 4.25001/28 - 07/28JPM4057148133DQ52 MTN003 25,000,000.00 2.060 09/22/2022 0.0024,928,472.2208/03/2022 2.09509/22 - At MaturityUSTR40572912796U56 ATD003 20,000,000.00 1.375 06/30/2023 19,645,833.3319,625,000.00 57,540.7609/15/2022 3.08212/31 - 06/30USTR40584912828S35 TRC003 25,000,000.00 3.090 12/15/2022 24,839,062.5024,813,312.5009/19/2022 3.15612/15 - At MaturityUSTR40587912796X79 ATD003 25,000,000.00 4.530 06/30/2023 25,000,000.0025,000,000.0009/20/2022 4.53006/30 - At MaturityRY4058878015JEW3 NC2003 Subtotal 99,484,895.83149,320,340.28 57,540.76150,000,000.00 Purchased from: Raymond James & Associates
13,945,000.00 2.450 03/01/2026 13,544,913.9813,533,204.15 Received08/25/2022 3.34709/01 - 03/01JNJ40574478160BY9 MTN003 4,214,000.00 2.450 03/01/2026 4,078,580.694,074,727.30 Received08/26/2022 3.45709/01 - 03/01JNJ40575478160BY9 MTN003 7,930,000.00 2.300 11/01/2023 7,833,766.347,826,117.00 60,290.0308/30/2022 3.45111/01 - 05/01OHS40576677522SQ8 MUN003 5,570,000.00 2.375 10/01/2026 5,293,935.265,289,717.60 58,059.5109/09/2022 3.72110/01 - 04/01CAS4058113063DRD2 MUN003 3,820,000.00 3.063 07/01/2025 3,678,467.853,677,896.00 27,951.5809/27/2022 4.50901/01 - 07/01UNVHGR4059491412GU94 MUN003 3,000,000.00 0.883 05/15/2025 2,733,797.972,732,670.00 9,713.0009/27/2022 4.50911/15 - 05/15UNVHGR4059591412HGE7 MUN003 10,000,000.00 5.000 09/01/2024 10,147,857.1410,148,500.0009/28/2022 4.18709/01 - 03/01LOS40593544351QP7 MUN003 Subtotal 47,311,319.2347,282,832.05 156,014.1248,479,000.00 Purchased from: Toyota Financial Services
50,000,000.00 2.500 10/07/2022 49,979,166.6749,791,666.6708/08/2022 2.51010/07 - At MaturityTMCC4057389233HK78 ACP003 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

Fund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods
July 1, 2022 - September 30, 2022
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Subtotal 49,979,166.6749,791,666.67 0.0050,000,000.00
Purchased from: UBS Financial Services
25,000,000.00 4.620 06/30/2023 25,000,000.0025,000,000.0009/22/2022 4.62006/30 - At MaturityTD4059089115BVJ6 NC2003 Subtotal 25,000,000.0025,000,000.00 0.0025,000,000.00
Purchased from: Unionbanc Investment
8,202,000.00 3.100 08/15/2027 7,958,259.007,955,201.82 21,188.5009/09/2022 3.77402/15 - 08/15CL40580194162AN3 MTN003 20,000,000.00 0.125 09/15/2023 19,291,840.7519,259,375.0009/15/2022 3.93803/15 - 09/15USTR4058591282CAK7 TRC003 Subtotal 27,250,099.7527,214,576.82 21,188.5028,202,000.00 Purchased from: Wedbush Securities
30,000,000.00 3.218 02/23/2023 29,611,158.3329,533,390.0009/02/2022 3.31402/23 - At MaturityUSTR40577912796T33 ATD003 30,000,000.00 2.750 02/28/2025 29,457,694.8829,439,843.75 4,558.0109/02/2022 3.53902/28 - 08/31USTR405789128283Z1 TRC003 Subtotal 59,068,853.2158,973,233.75 4,558.0160,000,000.00 Purchased from: Wells Fargo Securities
10,000,000.00 2.750 08/31/2025 9,723,682.509,719,531.25 11,395.0309/15/2022 3.76002/28 - 08/31USTR405869128284Z0 TRC003 Subtotal 9,723,682.509,719,531.25 11,395.0310,000,000.00 495,533,191.87Total Purchases 501,981,000.00 341,247.97 431,176,239.30 Portfolio CITY
AP
Run Date: 10/02/2022 - 12:49 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7

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

CI

TY 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 invest ment program within the City of San José (City) as of June 30, 2022. The City’s management is resp onsible for the City’s compliance with the Investment Policy.

The City’s Finance Department and the Office of the City Audito r (City Auditor) have agreed to and acknowledged that the procedures performed are appropriate to m eet the intended purpose of evaluating whether the investments within t he 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 ma y 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 agree d individual investments, which includes investment description, maturity date, CUSIP number, b ook 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 In vestment 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 Investm ent Report as of June 30, 2022 to the City’s general ledger.

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

3. We compared the types of investments listed in the Investment R eport as of June 30, 2022 with the types of investments that are authorized by the City’s Investment Policy.

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

2 4. We read the Investment Report as of June 30, 2022 to confirm th at it contains the information/data required by the City’s Investment Policy and whether it meets t he timing requirements of the City’s Investment Policy, as follows:

a. The Investment Report includes the type of investment, issuer, date of maturity, par and dollar amount invested on all securities, investments and monies held by the City.

b. The Investment Report includes market value (and source) as of the date of the report of all securities held by the City or under management of any outside party.

c. The Investment Report includes a statement addressing the portf olio’s compliance with the portfolio to the City’s Investment Policy.

d. The Investment Report includes a statement addressing the abili ty of the City to meet the pool’s expenditure requirements for the next six months.

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

5. We compared the types of investments listed in the Investment Report as of June 30, 2022 to the list of permitted investments in the City’s Investment Policy.

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

6. We calculated the total invest ment amounts on a cost basis for the investment types listed in the Investment Report as of June 30, 2022, and compared those totals to the maximum portfolio limitations imposed by the City’s Investment Policy for specified investment types.

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

7. We agreed individual investment maturity dates listed in the Investment Report as of June 30, 2022 to the custodian/bank statements and determined whether they confo rm to the maturity requirements of the City’s Investment Policy.

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

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

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

9. We recalculated and agreed suppor ting documentation relevant to the repurchase agreements and, if applicable, the reverse repurchase agreements held by the City on June 30, 2022, to ascertain whether the investments conformed to the City’s Investment Policy.

Finding: Not applicable. No repurchase or reverse repurchase ag reements were held by the City on June 30, 2022.

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

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

3 11. We determined through inquiry and observation whether custodial responsibility for investments is restricted to authorized personnel and separate from personnel with accounting duties.

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

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

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

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

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

14. We selected an investment purchase and maturity transaction bet ween January 1, 2022 and June 30, 2022 and determined through inquiry and document inspection whether the City counts and/or confirms its investments as transactions occur.

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

15. We selected an investment purchase and maturity transaction bet ween January 1, 2022 and June 30, 2022 and determined t hrough inquiry and document inspe ction whether counts and/or investment confirmations and detailed subsidiary records are prepared by an Accountant and reviewed by a Senior Accountant.

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

16. We selected an investment purchase and maturity transaction bet ween January 1, 2022 and June 30, 2022 and determined through inquiry and document inspe ction whether reconciliations between detailed subsidiary records and general ledger control accounts are prepared by an Accountant and reviewed by a Senior Accountant or Supervising Accountant.

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

17. We selected an investment purchase and maturity transaction bet ween January 1, 2022 and June 30, 2022 and determined t hrough inquiry and document inspe ction whether the Deputy Director of Finance, Accounting and the Deputy Director of Finance, Debt and Treasury Management assesses the classification and valuation of its investments at acquisit ion. If either Deputy Director of Finance position is vacant or unavailable to sign, the Assistant Direct or of Finance or Director of Finance may sign in place of either Deputy Director of Finance. Additional ly, we verified that the quarterly investment report was produced, agendized on Public Safety, Finance, & Strategic Support Committee and City Council meetings and posted on the City’s public website.

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

4 We were engaged by the City to perform this agreed-upon procedu res engagement and conducted our engagement in accordance with attestation standards established by the AICPA. We were not engaged to and did not conduct an examination or review engagement, the objective of which would be the expression of an opinion or conclusion, respectively, on whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy and Finance Dep artment procedures as of June 30, 2022.

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

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

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

Walnut Creek, California
October 12, 2022