Public Safety, Finance and Strategic Support Committee (psfss)
May 18, 2023

PSFSS COMMITTEE AGENDA: 5/18/2023
ITEM: (c)1.

TO: HONORABLE MAYOR AND FROM: Rick Bruneau

CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: May 3, 2023

THE QUARTER ENDED
MARCH 31, 2023
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended March 31, 2023.

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-offices/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (PSFSS) for discussion during its meeting on May 18, 2023 and will be agendized through the PSFSS Committee for review by the full City Council.

Summary of portfolio performance and compliance for quarter ended March 31, 2023:
• Size of total portfolio: $2,681,321,553
• Earned income yield: 2.645%
• Weighted average days to maturity: 570 days
• Fiscal year-to-date net interest earnings: $42,317,450 • No exceptions to the City’s Investment Policy during this quarter If you have questions on this investment report, please do not hesitate to call me at (408) 535-7011, or via email at [email protected].
/s/

RICK BRUNEAU
Director of Finance
cc: Jennifer A. Maguire, City Manager
Joe Rois, City Auditor
Nora Frimann, City Attorney
Luz Cofresí-Howe, Assistant Director of Finance
5/9/2023

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City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
MARCH 31, 2023
Prepared by
Finance Department
Debt and Treasury Management Division
Rick Bruneau
Director of Finance
Investment Report for
The Quarter Ended
March 31, 2023
City of San José
Department of Finance
Debt and Treasury Management Division
Rick Bruneau Luz Cofresí-Howe
Director of Finance Assistant Director of Finance
Qianyu Sun
Deputy Director of Finance,
Debt & Treasury Management Division
Investment Staff
Kaushik Saha, Principal Investment Officer
Cesar Blengino, Financial Analyst
Frances Tao, Accounting Technician
Special Assistance by
Lola Gomez, Accountant
Rebecca Todd, Administrative Assistant

CITY OF SAN JOSE

INVESTMENT REPORTS FOR
THE QUARTER ENDED MARCH 31, 2023

TABLE OF CONTENTS

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

SECTION D.

PORTFOLIO HOLDINGS AT COST
Investment Status Report

MARKET VALUE OF PORTFOLIO
Portfolio Details - Investments
SECTION E. DETAIL OF INVESTMENT ACTIVITY
Transaction Activity Report
Reconciliation of Investment Activities
Purchase Report

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May 3, 2023
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED MARCH 31, 2023
I am pleased to present this report of investment activity for the quarter ended March 31, 2023, in compliance with the reporting requirements set forth in the City of San José Investment Policy. The report presents information in the following major categories: Portfolio Statistics, Portfolio Performance, Compliance Reporting Requirements, Investment Trading Activity, and Investment Strategy.

The information presented in the table below highlights the investment activity for the quarter ended March 31, 2023, as well as provides a comparison to the quarters ended December 31, 2022, and March 31, 2022

INVESTMENT SUMMARY
For the Quarter Ended March 31, 2023 December 31, 2022 March 31, 2022 Total Portfolio
Portfolio Value (1) (2) $2,681,321,553 $2,538,705,032 $2,333,470,481 Earned Interest Yield 2.645% 2.233% 0.876%
Dollar-weighted average yield
Purchases 4.716% 4.551% 0.911%
Maturities 2.325% 1.663% 0.749%
Called Securities 1.350% 1.382% 2.109%
Weighted avg. yield at end of period 2.768% 2.333% 0.921% Weighted avg. days to maturity 570 606 562
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,681,321,553 $2,518,329,979 $2,312,410,705 Earned Interest Yield 2.636% 2.223% 0.884%
Dollar-weighted average yield
Purchases 4.716% 4.551% 0.911%
Maturities 2.325% 1.663% 0.749%
Called Securities 1.350% 1.382% 2.109%
Weighted avg. yield at end of period 2.768% 2.323% 0.929% Weighted avg. days to maturity 570 611 567
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 ($373,435,869). 3 Total excludes other restricted funds required to be invested separately.

DIRECTOR

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

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

Portfolio Composition
Within this section are snapshots of the City’s total investment portfolio as of March 31, 2023.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,681,321,553
U.S. Treasury
$151,818,359 5.7%
U.S. Agency
$1,314,360,773

49.0%
Supranationals
$163,772,020

6.1%
Negotiable
Certificate of
Deposit (NCD)
$65,614,720 2.4%
Commercial Paper
$97,155,465 3.6%
Corporate Notes
$339,622,462 12.7%
Asset Backed
Securities
$2,268,941 0.1%
Muni Bonds
$291,726,925

10.9%
Mortgage Backed
Securities
$157,253,606

5.9%
JPAP
LAIF $2,000,000 $95,728,281 3.6%

0.1%

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

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
$2,634,230,449
Portfolio Balance $2,681,321,553
General Banking Balance 2,519,908
Deposit-in-Transit, Outstanding Checks2(49,611,012)
Total Balances per FMS $2,634,230,449
1 General Fund includes $559,096,267 of General Fund (Fund 001) as well as $99,721,640 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
$13,527,714
Airport
$251,841,781
Capital Projects
$68,914,060
Debt Service
$81,319,473
Development Fees
$56,517,923
General Fund
$658,817,907
Muni Water
$38,127,962
Parking
$42,043,159
Housing
$327,963,416
Special Revenue
Funds
$461,206,118
Wastewater
$481,973,026
Trust & Agency
$9,323,421
SJ Clean Energy
$142,654,489

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

General Fund Balances
The General Fund balances increased to over $1 billion in January with the receipt of property tax disbursements. Redemption of $137.5 million Tax Revenue Anticipation Notes (TRANs) and other operating expenditures brought the balance to $658.8 million as of March 31, 2023, $50 million lower than the previous quarter. 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
March 2021 – March 2023
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 of TRANs on July 1, 2022, that were purchased directly by Bank of America, N.A. (Bank). The remaining TRANs maturity date is June 30, 2023, with $137.5 million due along with the accrued interest ($137.5 million plus accrued interest was paid on February 28, 2023). The fixed interest rate on the Note is 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
$200
$400
$600
$800
$1000
$1200
Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

Agency to the Redevelopment Agency (SARA), transferred the Redevelopment Agency funds from the investment pool to SARA bank accounts. In July 2018, the City entered the final stage of dissolution and absorbed the remaining SARA operations into City operations. City staff will continue to manage SARA’s accounts until all assets are liquidated and bonds are redeemed.

As of March 31, 2023, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $315,727
Wells Fargo:

General Account $85,428
Total Wells Fargo Funds $85,428
Wilmington Trust:

Total Wilmington Trust Funds $54,099,100 (A)
TOTAL $54,500,255
(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 March 31, 2023 December 31, 2022 March 31, 2022 Quarter-End
Total interest earnings $17,787,711 $14,248,697 $5,028,462 Realized gains (losses) $93 $126 ($15,497)
Total income recognized $17,787,804 $14,248,823 $5,012,965 Fiscal Year-to-Date
Total interest earnings $42,335,137 $24,547,426 $14,337,534 Realized gains (losses) ($17,688) ($17,781)1 ($14,311)
Total income recognized $42,317,449 $24,529,645 $14,323,223 1Realized 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
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

Yield and Maturity Trend
The following graph illustrates the monthly dollar-weighted average maturity (WAM) of Fund 3 Portfolio (bar graph) along with the weighted average yield (line graph) for the past two years.

Fund 3 Portfolio Yield and Maturity Trends
March 2021 – March 2023
Fund 3 Portfolio’s WAM decreased from 611 days on December 31, 2022, to 570 days on March 31, 2023. The weighted average yield increased from 2.323% on December 31, 2022, to 2.768% on March 31, 2023.

During the quarter, no corporate notes were called before maturity, and. The Federal Reserve Bank raised the Federal Funds Target Rate by a total of 0.50% in the first two Federal Open Market Committee (“FOMC”) meetings of 2023. With steepening yield curve inversion, staff shifted the investment horizon to the near-term, matching anticipated cash outflows such as TRAN and debt service payments. Overall interest rates continued to rise and staff were able to purchase new investments at higher yields, compared with matured and called securities.

Furthermore, $2.4 million of principal was amortized from various mortgage-backed and assetbacked securities. As a result, the aggregate portfolio yield increased while the portfolio WAM decreased.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 400
450
500
550
600
650
700
750
800
Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Weighted Average Maturity
Weighted Average Yield (%)
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

Comparison with Benchmarks
The City Total Portfolio is not compared to benchmarks as it includes various funds which have separate cash flows and investment requirements. Only the City’s Fund 3 Portfolio is compared against benchmarks for performance purposes. The following graph demonstrates a yield comparison by month of the City Fund 3 Portfolio, the California LAIF, and the BAML Index for the period from March 2021 to March 2023.

Portfolio vs. Benchmarks
March 2021 – March 2023
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.

LAIF is a short-term investment option available to local agencies in California. LAIF’s WAM was 275 days as of March 31, 2023, much shorter than the City Fund 3 portfolio’s WAM of 570 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.

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 purposes, Treasury staff calculates a 2-year rolling average of daily BAML Index effective yields. In the period from April 1, 2021, to March 31, 2023, the BAML Index effective yield averaged under 1% 11 of the past 24 months, causing the simulated index portfolio

0.00 0.50

1.00 1.50

2.00 2.50

3.00 Mar-21 Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Yield (%)
City LAIF BAML
Yield WAM
LAIF: 2.831% 275
CITY: 2.768% 570
BAML 2.241% 675

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

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 March 31, 2023, was approximately $2.68 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 $2,614,745,139 Market Value $2,614,745,139 Original Cost (2,681,321,553) Amortized Cost (2,686,229,036) Net Unrealized Loss $ (66,576,414) Net Unrealized Loss $ (71,483,897) 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 continued to increase this quarter but at a slower rate. Given the inverse relationship between interest rates and value, this has led to unrealized losses of $67 million (original cost) and $71 million (amortized cost) as of March 31, 2023, respectively, as shown in the table above. As interest rates are expected to continue to rise, this may lead to additional unrealized losses. This is partly offset over time by maturing securities being replaced by new purchases at rates more in line with current market value.

Earned Interest Yield
The earned interest yield of the total investment portfolio for the quarter ended March 31, 2023, was 2.645%, 0.412% higher than the previous quarter and 1.769% higher than a year ago.

COMPLIANCE REPORTING REQUIREMENTS
Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of March 31, 2023, total revenues, investment maturities, and cash for the next six months are anticipated to be approximately $2.1 billion. This is sufficient to cover projected expenditures of approximately $2.0 billion.

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

Statement of Compliance with the Policy
There were no exceptions or violations outstanding for the quarter ended March 31, 2023. 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 March 31, 2023. The interest earning rates are less than the forecast for the quarter and for the fiscal year.

BUDGET COMPARISON
Net Investment Earnings Yield
Quarter Ended
Budget(a) 1.62%
Actual(b) 2.49%
Variance 0.87%
Fiscal Year to Date
Budget(a) 1.62%
Actual(b) 2.02%
Variance 0.40%
(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.

HONORABLE MAYOR AND CITY COUNCIL
May 3, 2023
Subject: Investment Report for Quarter Ended March 31, 2023

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

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

Economic activity slowed during the third quarter of FY 2023. Gross Domestic Product (GDP) reported an annualized rate of 2.6% in the fourth quarter of 2022 compared to the previous quarter rate of 3.2%, a decrease of 0.6%. Although the national unemployment rate remained unchanged at 3.5% in March 2023 from the previous quarter ended December 31, 2022, persistent high inflation, the potential for recession, and future Federal Reserve Bank action dominated investor sentiment during this quarter. Year-over-year inflation remained high at

5.0% in March 2023, though down from the previous quarter rate of 6.5% and the March 2022 rate of 8.5%. U.S. and global markets experienced intense volatility, and fear of contagion in the banking sector heightened in early March due to several bank failures. The Federal Reserve raised its benchmark rate by a total of 0.50% in its first two FOMC meetings of 2023 in a bid to control inflation. Federal Reserve Bank officials continued to signal more rate hikes to lower inflation but have acknowledged that the US central bank is near the end of its interest rate tightening campaign.

Investment staff will closely monitor market developments, continue to focus on the overall quality of the portfolio, and invest with care, prudence, and diligence.

Future Commitments – As of March 31, 2023, the City had no obligations to sell securities and no commitments to participate in securities trading.

Executed Reverse Repurchase Agreements – No reverse repurchase agreements were executed this quarter.

Restructuring – No restructuring activities took place during this quarter.

CONCLUSION
The total investment portfolio as of March 31, 2023, was $2,681,321,553 an increase of approximately $143 million from the previous quarter. For the quarter ended March 31, 2023, the earned interest yield increased from 2.233% to 2.645% as compared to the quarter ended December 31, 2022, and the weighted average days to maturity decreased from 606 days to 570 days over the same period. As of March 31, 2023, approximately 55% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/

RICK BRUNEAU
Director of Finance

SECTION A

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

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

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

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

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

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

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

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

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Fund 003 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 10,150,438.54 205,007.42 10,355,445.96 TOTAL NET EARNINGS THIS PERIOD: 17,614,921.57 172,883.13 17,787,804.70 AVERAGE DAILY PORTFOLIO BALANCE: 2,710,537,022.96 16,620,153.91 2,727,157,176.87 EARNED INCOME YIELD THIS PERIOD 2.636 4.219 2.645
END OF PERIOD PORTFOLIO BALANCE: 2,681,321,553.11 - 2,681,321,553.11 CURRENT AMORTIZED BOOK VALUE: 2,686,024,150.34 - 2,686,024,150.34 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 2.768 - 2.768
WEIGHTED AVERAGE DAYS OF MATURITY: 570 - 570
City of San Jose
Portfolio Statistics
Funds: 003, 501
1/1/23 THROUGH 3/31/23
Fund 003 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 26,851,396.64 423,163.98 27,274,560.62 TOTAL NET EARNINGS THIS PERIOD: 41,875,125.43 442,324.51 42,317,449.94 AVERAGE DAILY PORTFOLIO BALANCE: 2,572,300,921.13 19,062,962.87 2,591,363,884.00 EARNED INCOME YIELD THIS PERIOD 2.168 3.091 2.175
END OF PERIOD PORTFOLIO BALANCE: 2,681,321,553.11 - 2,681,321,553.11 CURRENT AMORTIZED BOOK VALUE: 2,686,024,150.34 - 2,686,024,150.34 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 2.768 - 2.768
WEIGHTED AVERAGE DAYS OF MATURITY: 570 - 570
City of San Jose
Portfolio Statistics
Funds: 003, 501
7/1/22 THROUGH 3/31/23

SECTION B

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

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

San Jose, CA 95113
Sorted by Fund - Investment Number
January 1, 2023 - March 31, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 1,000,000.00 1,000,000.00 1,000,232.52 2.880 2.735 6,746.08 0.00 0.00 6,746.08 VP6000104 36512 003 FEDRAT 0.00 347,146.26 174,551.64 4.650 4.195 1,805.54 0.00 0.00 1,805.54 CSJFA 37042 003 STPOOL 1,000,000.00 1,000,000.00 1,000,232.52 2.880 2.735 6,746.08 0.00 0.00 6,746.08 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.343 32,970.00 0.00 0.00 32,970.00 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.086 42,500.00 -3,878.77 0.00 38,621.23 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.173 190,625.00 4,285.71 0.00 194,910.71 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.710 132,500.00 1,006.32 0.00 133,506.32 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.572 31,250.00 407.50 0.00 31,657.50 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.929 46,875.00 650.00 0.00 47,525.00 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.858 43,750.00 1,901.34 0.00 45,651.34 3137B4WB8 40148 003 FHLMC 3,810,677.97 4,250,000.00 4,352,394.15 3.060 1.567 31,367.75 -14,552.54 0.00 16,815.21 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.699 12,814.37 -5,114.93 0.00 7,699.44 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.795 9,095.00 -4,306.43 0.00 4,788.57 649902ZM8 40156 003 NYSHGR 0.00 2,972,376.00 2,410,927.20 5.092 2.124 28,260.60 -15,636.79 0.00 12,623.81 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.572 11,250.00 352.69 0.00 11,602.69 3137B36J2 40167 003 FHLMC 0.00 3,345,450.05 1,071,443.89 3.320 -53.445 984.51 -142,181.63 0.00 -141,197.12 3138LC5B7 40169 003 FNMA 0.00 1,000,000.00 271,958.33 2.710 -29.592 0.00 -19,843.75 0.00 -19,843.75 3140HUNV4 40171 003 FNMA 4,845,526.05 4,869,885.70 4,944,930.86 2.420 2.374 29,367.60 -422.49 0.00 28,945.11 30298LAA9 40173 003 FHLMC 4,882,358.08 4,906,714.70 4,897,614.28 1.990 2.015 24,333.43 0.00 0.00 24,333.43 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.883 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,250,773.13 1,255,202.33 1,259,503.49 2.090 2.100 6,543.61 -21.06 0.00 6,522.55 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.685 40,625.00 853.32 0.00 41,478.32 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 2.025 25,125.00 -151.46 0.00 24,973.54 89233MAD5 40186 003 TMCC 0.00 243,050.10 91,775.29 1.920 1.947 436.32 0.40 3.97 440.69 3138ELJW4 40189 003 FNMA 865,162.75 872,075.23 891,752.13 2.791 2.672 6,053.44 -177.67 0.00 5,875.77 43813VAC2 40190 003 HAROT 78,901.65 1,017,872.57 561,145.97 1.830 1.849 2,514.82 5.89 37.09 2,557.80 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.712 78,787.83 -14,416.60 0.00 64,371.23 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.715 46,750.00 -204.00 0.00 46,546.00 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.376 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.247 41,720.01 0.00 0.00 41,720.01 3138L4EN9 40206 003 FNMA 21,402,762.56 21,579,160.24 21,981,277.78 2.610 2.513 140,051.06 -3,858.70 0.00 136,192.36 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.901 35,750.00 -11,418.00 0.00 24,332.00 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.684 6,774.99 0.00 0.00 6,774.99 30295NAE0 40214 003 FHLMC 254,529.65 256,306.17 255,955.73 2.050 2.069 1,307.72 -2.22 0.00 1,305.50 46625HJH4 40223 003 JPM 0.00 10,405,200.00 2,774,720.00 3.200 1.795 21,333.33 -9,054.75 0.00 12,278.58 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.936 25,899.99 0.00 0.00 25,899.99 30298LAA9 40231 003 FHLMC 573,677.10 576,539.01 582,663.08 1.990 1.965 2,859.18 -35.78 0.00 2,823.40 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.983 2,425.00 0.00 0.00 2,425.00 06406RAE7 40242 003 BK 0.00 10,763,199.97 3,348,551.10 2.950 1.826 23,963.18 -8,884.29 0.00 15,078.89 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.771 42,187.50 -18,724.83 0.00 23,462.67 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.715 4,687.50 580.50 0.00 5,268.00 89239RAC0 40252 003 TMCC 265,092.20 440,532.98 349,512.66 1.360 1.398 1,188.47 4.08 12.28 1,204.83 44891LAC7 40253 003 HART 324,578.84 484,434.98 401,341.44 1.410 1.450 1,414.98 5.15 14.38 1,434.51 76913CAX7 40255 003 RIV 0.00 1,655,000.00 827,500.00 2.363 2.343 4,779.83 0.00 0.00 4,779.83 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.704 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.731 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.576 8,807.75 669.61 0.00 9,477.36 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.770 12,740.62 158.55 0.00 12,899.17 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.931 32,734.44 -24,231.46 0.00 8,502.98 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.710 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.595 69,249.99 0.00 0.00 69,249.99 43813DAC2 40270 003 HAROT 397,361.12 629,442.18 509,608.84 0.820 0.838 1,044.70 2.42 6.27 1,053.39 3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.356 6,250.00 2,508.33 0.00 8,758.33 3136AL7K1 40272 003 FNMA 2,478,404.71 2,489,785.67 2,690,360.67 2.967 2.634 18,414.02 -937.79 0.00 17,476.23 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.760 75,000.00 0.00 0.00 75,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.663 165,864.75 -121,054.93 0.00 44,809.82 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.859 4,000.00 231.67 0.00 4,231.67 3137B04Y7 40276 003 FHLMC 0.00 5,450,000.00 1,527,362.50 2.615 -73.713 0.00 -277,609.38 0.00 -277,609.38 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.063 2,620.00 0.00 0.00 2,620.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.240 2,751.75 0.00 0.00 2,751.75 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.862 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.588 14,500.00 0.00 0.00 14,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.307 7,500.00 75.28 0.00 7,575.28 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.550 12,500.00 1,036.15 0.00 13,536.15 3136AGMB5 40289 003 FNMA 0.00 280,332.89 216,296.62 2.492 -21.504 828.58 -12,297.38 0.00 -11,468.80 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.845 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.845 1,353.63 0.00 0.00 1,353.63 30315EAA4 40295 003 FHLMC 3,146,588.30 3,159,896.99 3,170,261.56 0.830 0.828 6,538.92 -65.10 0.00 6,473.82 89237VAB5 40296 003 TMCC 1,203,274.15 1,845,421.79 1,512,774.30 0.440 0.453 1,663.97 6.90 19.57 1,690.44 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.644 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.507 6,375.00 -122.22 0.00 6,252.78 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.508 3,125.00 6.30 0.00 3,131.30 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
30288WAK5 40300 003 FHLMC 0.00 259,795.03 245,912.88 2.190 -10.557 945.77 -7,347.33 0.00 -6,401.56 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.602 33,750.00 -25,906.88 0.00 7,843.12 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.527 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.426 4,562.25 0.00 0.00 4,562.25 46625HJH4 40308 003 JPM 0.00 2,587,738.80 690,063.68 3.200 0.452 5,190.40 -4,421.11 0.00 769.29 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.443 4,687.50 753.33 0.00 5,440.83 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.558 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.852 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.419 4,875.00 287.53 0.00 5,162.53 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.496 30,461.00 -25,485.35 0.00 4,975.65 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.254 1,250.00 1,243.33 0.00 2,493.33 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.800 10,650.00 -756.77 0.00 9,893.23 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.815 22,125.00 -1,956.08 0.00 20,168.92 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.514 20,000.00 -17,536.94 0.00 2,463.06 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.387 33,361.50 -29,356.49 0.00 4,005.01 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.357 8,500.00 297.46 0.00 8,797.46 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.705 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.776 2,648.82 0.00 0.00 2,648.82 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.640 4,889.61 -1,353.58 0.00 3,536.03 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.611 7,858.70 -2,434.24 0.00 5,424.46 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.616 22,075.00 -6,717.43 0.00 15,357.57 3136AY6S7 40327 003 FNMA 2,973,044.31 2,979,103.96 3,199,117.69 2.624 2.417 19,517.30 -452.53 0.00 19,064.77 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.829 34,447.50 0.00 0.00 34,447.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.435 9,375.00 1,326.38 0.00 10,701.38 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.507 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.558 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.324 9,084.37 -2,228.40 0.00 6,855.97 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.422 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.503 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.404 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.515 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.504 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.521 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.344 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.507 12,500.00 0.00 0.00 12,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.531 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 3,834,599.30 3,851,994.80 3,864,244.17 0.670 0.666 6,433.26 -85.31 0.00 6,347.95 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.511 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.305 37,500.00 -29,666.67 0.00 7,833.33 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.515 11,250.00 1,405.00 0.00 12,655.00 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.441 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.395 6,125.00 676.67 0.00 6,801.67 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.507 12,500.00 0.00 0.00 12,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.519 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.608 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.608 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 4,596,905.57 4,803,882.44 5,002,054.07 2.588 1.172 29,776.42 -15,316.29 0.00 14,460.13 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.649 16,013.84 0.00 0.00 16,013.84 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.811 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.618 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.014 25,000.00 0.00 0.00 25,000.00 COVID RELIEF 40363 003 STPOOL 0.00 252,510.70 109,761.28 2.550 2.350 636.04 0.00 0.00 636.04 45950KCS7 40408 003 IFC 0.00 24,768,711.53 21,466,216.66 0.500 0.365 27,124.43 -7,803.75 0.00 19,320.68 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.030 50,000.00 751.39 0.00 50,751.39 3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.655 12,450.00 933.75 0.00 13,383.75 3130ADRG9 40411 003 FHLB 0.00 1,081,675.88 817,266.22 2.750 0.424 5,534.37 -4,680.16 0.00 854.21 3133ENBT6 40412 003 FFCB 0.00 1,822,098.25 485,892.87 0.180 0.321 219.00 165.03 0.00 384.03 3135G0T94 40414 003 FNMA 0.00 2,763,871.20 552,774.24 2.375 0.325 3,206.25 -2,763.66 0.00 442.59 3135G04Q3 40415 003 FNMA 2,963,000.00 2,952,599.87 2,952,599.87 0.250 0.493 1,851.87 1,736.57 0.00 3,588.44 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.887 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.914 10,359.38 613.93 0.00 10,973.31 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.503 6,125.00 2,538.35 0.00 8,663.35 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.938 5,109.38 1,159.02 0.00 6,268.40 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.697 4,921.88 486.37 0.00 5,408.25 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.976 25,250.00 -1,158.34 0.00 24,091.66 3133EMZP0 40424 003 FFCB 1,250,000.00 1,245,450.00 1,245,450.00 0.140 0.395 437.50 777.04 0.00 1,214.54 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.977 16,774.68 -12,078.35 0.00 4,696.33 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.739 23,351.25 2,783.28 0.00 26,134.53 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.891 7,367.19 -5,020.76 0.00 2,346.43 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.697 14,380.00 -9,332.33 0.00 5,047.67 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.690 10,617.75 323.55 0.00 10,941.30 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.062 34,755.00 -94.11 0.00 34,660.89 89236TEL5 40448 003 TMCC 0.00 15,332,765.94 1,703,640.66 2.700 0.618 11,252.25 -8,655.27 0.00 2,596.98 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.381 66,978.75 -30,771.81 0.00 36,206.94 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.025 75,000.00 -48,710.10 0.00 26,289.90 459056LD7 40460 003 IBRD 0.00 2,147,432.00 429,486.40 7.625 0.464 7,625.00 -7,133.81 0.00 491.19 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.219 6,212.50 1,217.65 0.00 7,430.15 037833DE7 40462 003 AAPL 0.00 15,537,963.79 2,071,728.51 2.400 0.616 12,212.80 -9,065.46 0.00 3,147.34 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.369 103,908.75 -50,830.11 0.00 53,078.64 037833BU3 40464 003 AAPL 0.00 3,118,625.16 1,836,523.71 2.850 0.838 12,564.07 -8,770.91 0.00 3,793.16 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.125 1.130 12,743.06 1,146.89 0.00 13,889.95 3133ENLB4 40468 003 FFCB 0.00 19,988,000.00 3,775,511.11 0.460 0.528 4,344.44 566.67 0.00 4,911.11 3134GXJH8 40469 003 FHLMC 4,225,000.00 4,176,243.50 4,176,243.50 0.220 0.923 2,323.75 7,181.81 0.00 9,505.56 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.516 60,000.00 31,487.89 0.00 91,487.89 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.200 89,745.00 -53,061.13 0.00 36,683.87 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.250 1.229 60,625.00 0.00 0.00 60,625.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.511 50,633.34 1,458.33 0.00 52,091.67 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.250 1.272 21,825.00 720.00 0.00 22,545.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.250 1.229 60,625.00 0.00 0.00 60,625.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 1.125 1.115 33,984.38 375.00 0.00 34,359.38 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.625 41,400.00 64.69 0.00 41,464.69 3133ENAL4 40480 003 FFCB 4,150,000.00 4,103,407.95 4,103,407.95 0.290 0.970 3,008.75 6,807.28 0.00 9,816.03 037833BU3 40482 003 AAPL 0.00 2,371,857.60 1,396,760.59 2.850 1.325 9,616.53 -5,053.10 0.00 4,563.43 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.776 92,385.00 -37,134.89 0.00 55,250.11 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.227 82,567.50 568.12 0.00 83,135.62 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.836 52,012.50 -18,235.27 0.00 33,777.23 3134GW6E1 40490 003 FHLMC 20,000,000.00 19,520,000.00 19,520,000.00 0.320 1.861 16,000.00 73,594.55 0.00 89,594.55 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 1.739 3,631.95 625.00 0.00 4,256.95 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 2.500 1.629 17,633.33 805.00 0.00 18,438.33 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.402 7,238.13 1,908.38 0.00 9,146.51 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.405 727.50 153.23 0.00 880.73 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.482 10,325.00 3,841.71 0.00 14,166.71 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.225 1,162.50 6,790.67 0.00 7,953.17 3133ENAL4 40501 003 FFCB 1,170,000.00 1,139,135.40 1,139,135.40 0.290 2.068 848.25 4,960.39 0.00 5,808.64 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.481 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.606 3,231.25 10,922.33 0.00 14,153.58 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.604 2,679.69 7,658.31 0.00 10,338.00 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.607 3,250.00 8,794.28 0.00 12,044.28 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.608 2,137.50 6,888.33 0.00 9,025.83 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.607 26,235.00 79,054.14 0.00 105,289.14 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.598 1,443.75 3,543.27 0.00 4,987.02 3134GW6E1 40509 003 FHLMC 18,300,000.00 17,737,824.00 17,737,824.00 0.320 2.357 14,640.00 88,454.27 0.00 103,094.27 3133EL5J9 40510 003 FFCB 13,965,000.00 13,606,518.45 13,606,518.45 0.300 2.194 10,473.75 63,137.65 0.00 73,611.40 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.492 4,648.50 1,618.56 0.00 6,267.06 3130APWH4 40512 003 FHLB 2,000,000.00 1,951,980.00 1,951,980.00 0.750 2.296 3,750.00 7,300.34 0.00 11,050.34 3133ENGW4 40513 003 FFCB 1,859,000.00 1,808,137.76 1,808,137.76 0.660 2.363 3,067.35 7,467.54 0.00 10,534.89 3133EMYW6 40514 003 FFCB 1,347,000.00 1,304,057.64 1,304,057.64 0.230 2.303 774.53 6,629.18 0.00 7,403.71 3135G05P4 40515 003 FNMA 3,371,000.00 3,288,848.73 3,288,848.73 0.300 2.243 2,528.25 15,664.44 0.00 18,192.69 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.889 4,375.00 5,184.52 0.00 9,559.52 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.750 6,000.00 32,726.57 0.00 38,726.57 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.902 63,415.00 94,146.17 0.00 157,561.17 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.898 73,093.75 87,070.78 0.00 160,164.53 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.781 15,300.00 5,334.47 0.00 20,634.47 3130APXH3 40521 003 FHLB 9,120,000.00 8,864,184.00 8,864,184.00 0.800 2.666 18,240.00 40,040.77 0.00 58,280.77 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.133 4,200.00 20,980.65 0.00 25,180.65 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.295 162,500.00 0.00 0.00 162,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.311 154,500.00 7,869.63 0.00 162,369.63 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 2.750 2.788 68,750.00 0.00 0.00 68,750.00 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.701 182,500.00 0.00 0.00 182,500.00 3130APM44 40527 003 FHLB 3,565,000.00 3,449,208.80 3,449,208.80 0.500 2.666 4,456.25 18,218.89 0.00 22,675.14 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.173 31,250.00 42.59 0.00 31,292.59 3130ARR86 40529 003 FHLB 13,270,000.00 13,245,848.60 13,245,848.60 2.625 2.790 87,084.37 4,040.20 0.00 91,124.57 3133EMSE3 40530 003 FFCB 0.00 4,845,209.60 3,176,304.07 0.110 1.985 901.27 14,646.29 0.00 15,547.56 3130A0F70 40531 003 FHLB 10,215,000.00 10,346,364.90 10,346,364.90 3.375 2.561 86,189.07 -20,851.57 0.00 65,337.50 3130APQJ7 40532 003 FHLB 1,500,000.00 1,458,750.00 1,458,750.00 0.575 2.473 2,156.25 6,737.75 0.00 8,894.00 3130APWH4 40533 003 FHLB 6,000,000.00 5,843,952.00 5,843,952.00 0.750 2.553 11,250.00 25,535.13 0.00 36,785.13 3133ELSP0 40534 003 FFCB 0.00 14,653,480.00 11,559,967.56 0.750 2.008 22,200.00 35,047.97 0.00 57,247.97 3133EMST0 40535 003 FFCB 0.00 1,507,123.29 1,138,715.37 0.140 2.033 410.55 5,296.96 0.00 5,707.51 3134G3X54 40536 003 FHLMC 2,635,000.00 2,630,942.10 2,630,942.10 2.000 2.181 13,175.00 976.50 0.00 14,151.50 3130AS3T46 40537 003 FHLB 9,305,000.00 9,303,139.00 9,303,139.00 2.125 2.176 49,432.81 471.81 0.00 49,904.62 459058JM6 40538 003 IBRD 5,580,000.00 5,394,470.58 5,394,470.58 0.250 2.591 3,487.50 30,978.94 0.00 34,466.44 3130AS2M0 40539 003 FHLB 3,835,000.00 3,835,000.00 3,835,000.00 2.650 2.687 25,406.87 0.00 0.00 25,406.87 3130AS3J6 40542 003 FHLB 2,700,000.00 2,699,460.00 2,699,460.00 2.500 2.549 16,875.00 90.00 0.00 16,965.00 3130AS4H9 40543 003 FHLB 4,885,000.00 4,885,000.00 4,885,000.00 2.250 2.281 27,478.12 0.00 0.00 27,478.12 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.894 27,225.00 -1,250.90 0.00 25,974.10 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 3.024 31,250.00 109,669.74 0.00 140,919.74 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.830 20,000.00 112,941.65 0.00 132,941.65 3130APWH4 40547 003 FHLB 20,000,000.00 19,475,000.00 19,475,000.00 0.750 2.610 37,500.00 87,825.27 0.00 125,325.27 3130ASB65 40548 003 FHLB 0.00 10,999,725.00 6,477,615.83 1.880 1.874 29,871.11 53.76 0.00 29,924.87 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 3.250 2.524 41,559.38 2,808.93 0.00 44,368.31 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.601 44,850.00 1,121.74 0.00 45,971.74 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.321 101,093.75 4,448.66 0.00 105,542.41 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 3.048 62,335.00 4,287.48 0.00 66,622.48 037833DV9 40553 003 AAPL 10,000,000.00 9,861,950.00 9,861,950.00 0.750 2.305 18,750.00 37,310.81 0.00 56,060.81 31422XRQ7 40554 003 FAMC 10,779,000.00 10,390,632.63 10,390,632.63 0.690 3.224 18,593.78 64,016.60 0.00 82,610.38 3130ASD30 40555 003 FHLB 1,540,000.00 1,533,054.60 1,533,054.60 2.290 2.792 8,816.50 1,736.35 0.00 10,552.85 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.424 43,867.19 3,319.87 0.00 47,187.06 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.577 76,511.25 21,447.67 0.00 97,958.92 3134GXYT5 40558 003 FHLMC 7,250,000.00 7,202,657.50 7,202,657.50 2.900 3.404 52,562.50 7,890.41 0.00 60,452.91 3134GXYT5 40559 003 FHLMC 4,500,000.00 4,470,615.00 4,470,615.00 2.900 3.404 32,625.00 4,897.50 0.00 37,522.50 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.624 8,984.37 2,040.34 0.00 11,024.71 3133EMBQ4 40561 003 FFCB 1,025,000.00 985,312.00 985,312.00 0.270 3.413 691.87 7,599.83 0.00 8,291.70 3135G05U3 40562 003 FNMA 7,200,000.00 6,959,160.00 6,959,160.00 0.350 3.353 6,300.00 51,242.56 0.00 57,542.56 3135G05P4 40563 003 FNMA 5,000,000.00 4,836,400.00 4,836,400.00 0.300 3.341 3,750.00 36,088.23 0.00 39,838.23 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.692 48,937.50 15,561.72 0.00 64,499.22 3134GXKH6 40565 003 FHLMC 0.00 4,921,950.00 1,421,896.67 0.125 2.736 451.39 9,140.99 0.00 9,592.38 CAMP 40566 003 CAMP 95,728,281.33 50,216,989.00 128,546,282.49 4.920 4.683 1,484,418.35 0.00 0.00 1,484,418.35 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.633 114,250.00 0.00 0.00 114,250.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.157 102,500.00 0.00 0.00 102,500.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.309 106,250.00 0.00 0.00 106,250.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.437 85,413.12 29,274.59 0.00 114,687.71 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.555 25,810.75 9,908.73 0.00 35,719.48 677522SQ8 40576 003 OHS 7,930,000.00 7,826,117.00 7,826,117.00 2.300 3.514 45,597.50 22,207.77 0.00 67,805.27 912796T33 40577 003 USTR 0.00 29,533,390.00 17,391,885.22 3.218 3.314 0.00 142,128.33 0.00 142,128.33 9128283Z1 40578 003 USTR 30,000,000.00 29,439,843.75 29,439,843.75 2.750 3.572 203,921.45 55,400.07 0.00 259,321.52 3136AR5S3 40579 003 FNMA 5,825,000.00 5,825,000.00 5,556,503.91 2.469 2.126 29,124.99 0.00 0.00 29,124.99 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.878 63,565.50 12,506.66 0.00 76,072.16 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.858 33,071.87 17,254.05 0.00 50,325.92 912828S35 40582 003 USTR 30,000,000.00 29,444,531.25 29,444,531.25 1.375 3.795 102,555.25 172,983.35 0.00 275,538.60 91282CCU3 40583 003 USTR 20,000,000.00 19,298,437.50 19,298,437.50 0.125 3.910 6,179.43 179,887.82 0.00 186,067.25 912828S35 40584 003 USTR 20,000,000.00 19,625,000.00 19,625,000.00 1.375 3.835 68,370.16 117,187.50 0.00 185,557.66 91282CAK7 40585 003 USTR 20,000,000.00 19,259,375.00 19,259,375.00 0.125 3.976 6,196.33 182,619.86 0.00 188,816.19 9128284Z0 40586 003 USTR 10,000,000.00 9,719,531.25 9,719,531.25 2.750 3.811 67,973.81 23,350.77 0.00 91,324.58 78015JEW3 40588 003 RY 25,000,000.00 25,000,000.00 25,000,000.00 4.530 4.593 283,125.00 0.00 0.00 283,125.00 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.115 118,437.50 -19,937.99 0.00 98,499.51 89115BVJ6 40590 003 TD 25,000,000.00 25,000,000.00 25,000,000.00 4.620 4.684 288,750.00 0.00 0.00 288,750.00 313384BR9 40591 003 FHLB 0.00 24,648,638.89 10,681,076.85 3.743 0.00 98,583.33 0.00 98,583.33 313384CL1 40592 003 FHLB 0.00 24,595,125.00 15,850,191.67 3.803 0.00 148,625.00 0.00 148,625.00 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.225 125,000.00 -19,285.72 0.00 105,714.28 91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.644 29,251.65 12,866.56 0.00 42,118.21 91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.749 6,622.50 25,379.43 0.00 32,001.93 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.710 99,125.88 -6,473.60 0.00 92,652.28 06367CY35 40597 003 BMO 0.00 50,000,000.00 32,222,222.22 4.050 4.106 326,250.00 0.00 0.00 326,250.00 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.116 40,218.75 41,664.82 0.00 81,883.57 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.827 61,125.00 46,709.03 0.00 107,834.03 89115BK66 40600 003 TORDNY 15,640,000.00 15,537,875.05 15,537,875.05 4.020 4.850 157,182.00 28,633.16 0.00 185,815.16 039483BL5 40601 003 ADM 9,215,000.00 8,517,148.05 8,517,148.05 2.500 4.903 57,593.75 45,380.54 0.00 102,974.29 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.664 61,875.00 -3,843.41 0.00 58,031.59 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.473 29,250.00 3,400.67 0.00 32,650.67 89233HTW4 40604 003 TMCC 50,000,000.00 48,333,805.56 48,333,805.56 4.510 4.730 0.00 563,750.00 0.00 563,750.00 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3137FBTA4 40605 003 FHLMC 9,702,678.43 9,746,059.53 9,482,224.53 3.064 3.231 74,440.74 1,103.18 0.00 75,543.92 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.666 36,177.63 14,113.40 0.00 50,291.03 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.671 109,375.00 5,300.00 0.00 114,675.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 5.044 26,250.00 82,157.78 0.00 108,407.78 30329MAA0 40609 003 FHLMC 3,490,787.87 3,496,401.78 3,130,473.78 2.080 2.429 18,162.46 584.48 0.00 18,746.94 30329MAA0 40610 003 FHLMC 4,488,155.84 4,495,373.72 4,024,894.86 2.080 2.429 23,351.72 751.47 0.00 24,103.19 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 4.830 4.756 29,319.44 0.00 0.00 29,319.44 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 4.330 4.390 32,475.00 0.00 0.00 32,475.00 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.929 123,750.00 -1,945.02 0.00 121,804.98 3136AKQM8 40614 003 FNMA 4,467,939.38 4,991,403.14 4,713,950.80 3.056 4.316 35,973.95 14,190.78 0.00 50,164.73 3130ATUP0 40615 003 FHLB 5,000,000.00 4,991,450.00 4,991,450.00 4.750 4.998 59,375.00 2,143.45 0.00 61,518.45 45950VRK4 40616 003 IFC 5,000,000.00 5,000,000.00 5,000,000.00 5.000 5.069 62,500.00 0.00 0.00 62,500.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.244 75,000.00 48,578.05 0.00 123,578.05 3138L8UV4 40618 003 FNMA 12,239,395.42 12,306,313.11 11,831,765.08 2.920 3.152 89,519.74 2,446.67 0.00 91,966.41 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.812 35,875.39 17,531.53 0.00 53,406.92 13063D3A4 40620 003 CAS 5,000,000.00 5,224,500.00 5,224,500.00 5.700 4.406 71,250.00 -14,494.26 0.00 56,755.74 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.977 15,864.86 23,227.05 0.00 39,091.91 31422XR38 40622 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 4.920 4.988 123,000.00 0.00 0.00 123,000.00 13067WRC8 40623 003 CASPWR 3,155,000.00 2,816,941.75 2,816,941.75 0.790 4.942 6,231.13 28,093.49 0.00 34,324.62 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.403 69,597.00 18,613.50 0.00 88,210.50 9128285U0 40625 003 USTR 10,000,000.00 9,786,718.75 9,786,718.75 2.625 4.744 65,262.43 49,218.75 0.00 114,481.18 13063D3A4 40626 003 CAS 7,075,000.00 7,430,518.75 7,430,518.75 5.700 4.231 100,818.75 -23,304.22 0.00 77,514.53 3130AU4V3 40627 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 4.800 4.867 120,000.00 0.00 0.00 120,000.00 14913R3A3 40628 003 CAT 7,429,000.00 7,186,294.57 7,186,294.57 3.600 4.507 66,861.00 13,009.82 0.00 79,870.82 917542QV7 40629 003 UTS 5,931,258.67 5,839,739.35 5,839,739.35 3.539 4.268 52,476.81 8,972.48 0.00 61,449.29 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.730 27,446.13 21,184.91 0.00 48,631.04 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.620 31,250.00 21,840.12 0.00 53,090.12 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.572 34,375.00 19,868.42 0.00 54,243.42 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.451 40,625.00 11,930.23 0.00 52,555.23 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.427 51,875.00 2,244.74 0.00 54,119.74 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.924 49,174.41 0.00 0.00 49,174.41 91412HJN4 40636 003 UNVHGR 2,015,000.00 0.00 1,679,266.07 1.272 5.212 6,194.11 15,385.78 0.00 21,579.89 24422EWP0 40637 003 JD 10,000,000.00 0.00 9,106,828.89 4.800 4.885 109,333.33 356.85 0.00 109,690.18 3134GYDA7 40638 003 FHLMC 15,000,000.00 0.00 10,833,333.33 5.020 5.090 135,958.33 0.00 0.00 135,958.33 3135GADY4 40639 003 FNMA 50,000,000.00 0.00 39,444,444.44 5.000 5.069 493,055.56 0.00 0.00 493,055.56 69371RR65 40640 003 PCAR 10,000,000.00 0.00 8,602,000.00 2.000 4.661 47,222.23 51,648.50 0.00 98,870.73 62479MU35 40641 003 MUFGBK 25,000,000.00 0.00 21,970,387.50 4.870 5.057 0.00 273,937.50 0.00 273,937.50 89233HU36 40642 003 TMCC 25,000,000.00 0.00 21,697,882.72 4.910 5.098 0.00 272,777.78 0.00 272,777.78 3134GXR63 40643 003 FHLMC 10,000,000.00 0.00 8,113,491.56 4.050 4.681 83,250.00 10,399.32 0.00 93,649.32 313384HR3 40644 003 FHLB 50,000,000.00 0.00 38,613,371.92 4.790 0.00 456,076.39 0.00 456,076.39 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 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
January 1, 2023 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
313384HR3 40645 003 FHLB 50,000,000.00 0.00 38,606,184.13 4.832 0.00 460,020.91 0.00 460,020.91 313384HR3 40646 003 FHLB 10,000,000.00 0.00 7,721,236.85 4.832 0.00 92,004.17 0.00 92,004.17 3132XGRH1 40647 003 FHLMC 20,000,000.00 0.00 14,821,423.61 3.690 3.758 137,350.00 0.00 0.00 137,350.00 419792G34 40648 003 HIS 25,000,000.00 0.00 16,552,066.67 1.535 4.140 70,354.16 98,594.10 0.00 168,948.26 13063DC48 40649 003 CAS 12,000,000.00 0.00 6,996,220.00 1.700 4.537 34,000.00 44,260.00 0.00 78,260.00 313384HC6 40650 003 FHLB 10,000,000.00 0.00 5,678,207.41 4.700 4.849 0.00 67,888.89 0.00 67,888.89 91412GU94 40651 003 UNVHGR 2,020,000.00 0.00 998,002.10 3.063 4.784 8,077.81 3,695.68 0.00 11,773.49 574193GK8 40652 003 MDS 3,000,000.00 0.00 897,443.67 2.800 4.664 6,533.33 3,787.93 0.00 10,321.26 313384HR3 40653 003 FHLB 10,000,000.00 0.00 3,169,261.42 5.000 0.00 39,069.44 0.00 39,069.44 313384HR3 40654 003 FHLB 10,000,000.00 0.00 2,733,664.44 4.992 0.00 33,645.76 0.00 33,645.76 13063D3N6 40655 003 CAS 7,000,000.00 0.00 1,322,222.22 4.846 4.624 15,076.44 0.00 0.00 15,076.44 574193WE4 40656 003 MDS 16,360,000.00 0.00 545,333.33 4.000 2.704 3,635.56 0.00 0.00 3,635.56 313384LY3 40657 003 FHLB 15,000,000.00 0.00 1,626,643.52 4.750 4.934 0.00 19,791.67 0.00 19,791.67 313384KG3 40658 003 FHLB 20,000,000.00 0.00 1,091,449.07 4.650 4.800 0.00 12,916.67 0.00 12,916.67 313384LL1 40659 003 FHLB 20,000,000.00 0.00 217,541.30 4.710 4.878 0.00 2,616.67 0.00 2,616.67 Subtotal 2,706,590,714.38 2,515,797,682.22 2,710,537,022.96 2.636 13,166,680.61 4,448,147.40 93.56 17,614,921.57 Fund: SJCE
VP4560000 40162 501 ALLSPR 0.00 20,375,053.45 16,620,153.91 4.330 4.219 172,883.13 0.00 0.00 172,883.13 Subtotal 0.00 20,375,053.45 16,620,153.91 4.219 172,883.13 0.00 0.00 172,883.13 Total 2,706,590,714.38 2,536,172,735.67 2,727,157,176.87 2.645 13,339,563.74 4,448,147.40 93.56 17,787,804.70 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:33 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
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 - March 31, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 1,000,000.00 5,000,000.00 3,665,639.50 2.880 1.541 42,398.27 0.00 0.00 42,398.27 VP6000104 36512 003 FEDRAT 0.00 252,407,740.81 45,285,760.41 4.650 1.774 602,910.69 0.00 0.00 602,910.69 CSJFA 37042 003 STPOOL 1,000,000.00 5,000,000.00 3,665,842.96 2.880 1.541 42,400.33 0.00 0.00 42,400.33 84247PHX2 37565 003 STNPWR 0.00 2,831,272.50 0.00 3.258 0.00 0.00 0.00 0.00 13063DDF2 37579 003 CAS 0.00 5,066,150.00 1,701,043.07 2.500 2.185 31,250.00 -3,354.08 0.00 27,895.92 13063DDF2 37588 003 CAS 0.00 5,019,950.00 1,685,530.66 2.500 2.388 31,250.00 -1,035.47 0.00 30,214.53 3130ACZS6 37589 003 FHLB 0.00 9,982,270.00 0.00 2.100 0.00 0.00 0.00 0.00 91412HBK8 37624 003 UNVHGR 4,000,000.00 4,000,000.00 4,000,000.00 3.297 3.294 98,910.00 0.00 0.00 98,910.00 13067WPE6 37625 003 CASPWR 0.00 983,530.00 549,197.41 2.518 2.915 10,491.67 1,525.00 0.00 12,016.67 4581X0CZ9 37634 003 IADB 0.00 19,089,200.00 5,225,145.99 1.750 2.923 70,972.22 43,684.89 0.00 114,657.11 544351MN6 37638 003 LOS 0.00 4,816,203.75 1,089,797.93 2.900 2.839 23,272.50 -48.51 0.00 23,223.99 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.041 127,500.00 -11,636.33 0.00 115,863.67 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.126 571,875.00 12,857.14 0.00 584,732.14 544351MN6 40036 003 LOS 0.00 4,009,560.00 907,272.70 2.900 2.775 19,333.33 -434.55 0.00 18,898.78 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.670 397,500.00 3,018.95 0.00 400,518.95 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.534 93,750.00 1,222.50 0.00 94,972.50 3137AWQH1 40115 003 FHLMC 0.00 6,630,149.78 612,244.03 2.307 -0.100 471.58 -780.98 -151.87 -461.27 3137AWQH1 40121 003 FHLMC 0.00 4,794,219.60 442,709.81 2.307 -0.101 341.00 -567.06 -110.27 -336.33 459058GX5 40126 003 IBRD 10,000,000.00 9,989,600.00 9,989,600.00 1.875 1.901 140,625.00 1,950.00 0.00 142,575.00 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.831 131,250.00 5,704.02 0.00 136,954.02 3137B4WB8 40148 003 FHLMC 3,810,677.97 4,250,000.00 4,378,172.35 3.060 2.490 96,392.75 -14,552.54 0.00 81,840.21 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.674 38,443.12 -15,344.80 0.00 23,098.32 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.769 27,285.00 -12,919.29 0.00 14,365.71 649902ZM8 40156 003 NYSHGR 0.00 2,972,376.00 2,787,958.51 5.092 2.070 97,002.60 -53,672.23 0.00 43,330.37 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.549 33,750.00 1,058.09 0.00 34,808.09 43815NAC8 40158 003 HAROT 0.00 956,402.55 241,656.67 1.780 1.768 3,205.11 0.37 1.87 3,207.35 037833DL1 40164 003 AAPL 0.00 999,830.00 262,729.05 1.700 1.682 3,305.56 11.02 0.00 3,316.58 037833DL1 40166 003 AAPL 0.00 4,991,750.00 1,311,700.73 1.700 1.733 16,527.78 534.72 0.00 17,062.50 3137B36J2 40167 003 FHLMC 0.00 4,784,238.00 3,492,626.98 3.320 -5.258 65,461.10 -203,330.11 0.00 -137,869.01 3138LC5B7 40169 003 FNMA 0.00 1,000,000.00 774,187.96 2.710 -1.083 13,549.98 -19,843.75 0.00 -6,293.77 3140HUNV4 40171 003 FNMA 4,845,526.05 4,916,499.95 4,968,779.51 2.420 2.340 88,529.56 -1,230.96 0.00 87,298.60 30298LAA9 40173 003 FHLMC 4,882,358.08 5,082,925.90 4,946,947.80 1.990 1.981 73,564.23 0.00 0.00 73,564.23 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.855 6,963.75 0.00 0.00 6,963.75 30314KAS2 40180 003 FHLMC 1,250,773.13 1,607,163.38 1,352,177.29 2.090 1.861 20,588.93 -1,694.99 0.00 18,893.94 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.660 121,875.00 2,559.95 0.00 124,434.95 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.995 75,375.00 -454.37 0.00 74,920.63 89233MAD5 40186 003 TMCC 0.00 1,010,534.48 435,902.42 1.920 1.916 6,242.60 5.64 21.32 6,269.56 3138ELJW4 40189 003 FNMA 865,162.75 2,009,566.12 1,160,710.60 2.791 -0.904 21,539.53 -29,414.74 0.00 -7,875.21 43813VAC2 40190 003 HAROT 78,901.65 3,231,722.88 1,597,486.34 1.830 1.825 21,672.16 51.20 160.98 21,884.34 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.713 239,928.67 -43,890.52 0.00 196,038.15 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.690 140,250.00 -612.02 0.00 139,637.98 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.342 138,864.96 0.00 0.00 138,864.96 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.214 125,160.03 0.00 0.00 125,160.03 3138L4EN9 40206 003 FNMA 21,402,762.56 21,921,140.50 22,157,286.55 2.610 2.478 423,527.26 -11,339.51 0.00 412,187.75 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.873 107,250.00 -34,254.00 0.00 72,996.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.645 20,324.97 0.00 0.00 20,324.97 46625HJE1 40213 003 JPM 0.00 2,119,372.00 649,734.48 3.250 1.898 15,175.69 -5,919.36 0.00 9,256.33 30295NAE0 40214 003 FHLMC 254,529.65 259,680.56 257,655.74 2.050 2.039 3,949.36 -6.44 0.00 3,942.92 3136ACGJ4 40221 003 FNMA 0.00 1,120,518.26 360,067.24 2.509 -4.127 4,778.10 -15,932.37 0.00 -11,154.27 46625HJH4 40223 003 JPM 0.00 10,405,200.00 7,898,837.96 3.200 1.760 181,333.33 -76,965.36 0.00 104,367.97 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.893 77,699.97 0.00 0.00 77,699.97 30298LAA9 40231 003 FHLMC 573,677.10 597,243.82 588,532.23 1.990 1.890 8,643.79 -294.59 0.00 8,349.20 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.969 7,275.00 0.00 0.00 7,275.00 254687FJ0 40237 003 DIS 0.00 1,405,490.68 318,030.74 1.650 1.812 3,883.00 441.81 0.00 4,324.81 69371RQ33 40238 003 PCAR 0.00 986,760.00 313,314.31 2.000 2.542 4,722.22 1,256.03 0.00 5,978.25 06406RAE7 40242 003 BK 0.00 10,763,199.97 8,327,731.36 2.950 1.792 178,012.18 -65,997.61 0.00 112,014.57 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.745 126,562.50 -56,174.49 0.00 70,388.01 60412AKS1 40245 003 MNS 0.00 3,579,380.00 1,201,835.62 2.020 1.065 17,675.00 -8,063.43 0.00 9,611.57 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.704 14,062.50 1,741.50 0.00 15,804.00 89239RAC0 40252 003 TMCC 265,092.20 862,680.63 544,207.74 1.360 1.373 5,539.61 18.97 49.39 5,607.97 44891LAC7 40253 003 HART 324,578.84 852,352.94 573,878.52 1.410 1.424 6,058.79 22.03 54.69 6,135.51 76913CAX7 40255 003 RIV 0.00 1,655,000.00 1,383,193.43 2.363 2.344 24,333.66 0.00 0.00 24,333.66 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.665 80,010.00 0.00 0.00 80,010.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.720 52,500.00 1,500.00 0.00 54,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.553 26,423.25 2,008.84 0.00 28,432.09 037833DV9 40263 003 AAPL 6,795,000.00 6,793,097.40 6,793,097.40 0.750 0.759 38,221.87 475.65 0.00 38,697.52 882722VK4 40264 003 TXS 3,425,000.00 3,705,815.75 3,705,815.75 3.823 0.917 98,203.32 -72,694.39 0.00 25,508.93 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.699 52,500.00 0.00 0.00 52,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.557 207,749.97 0.00 0.00 207,749.97 69371RN77 40267 003 PCAR 0.00 2,970,699.68 433,678.79 2.300 1.123 7,218.36 -3,561.69 0.00 3,656.67 459058GU1 40269 003 IBRD 0.00 16,606,400.00 0.00 2.125 0.00 0.00 0.00 0.00 43813DAC2 40270 003 HAROT 397,361.12 1,182,593.86 764,578.62 0.820 0.824 4,692.73 10.89 25.26 4,728.88 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3135G04Q3 40271 003 FNMA 10,000,000.00 9,969,900.00 9,969,900.00 0.250 0.351 18,750.00 7,525.00 0.00 26,275.00 3136AL7K1 40272 003 FNMA 2,478,404.71 2,909,733.51 2,908,606.35 2.967 1.071 58,923.05 -35,541.49 0.00 23,381.56 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.749 225,000.00 0.00 0.00 225,000.00 931142DH3 40274 003 WMT 26,018,000.00 27,403,406.46 27,403,406.46 2.550 0.653 497,594.25 -363,164.80 0.00 134,429.45 69371RQ82 40275 003 PCAR 2,000,000.00 1,997,220.00 1,997,220.00 0.800 0.847 12,000.00 695.00 0.00 12,695.00 3137B04Y7 40276 003 FHLMC 0.00 5,450,000.00 4,347,966.24 2.615 -6.588 62,568.81 -277,609.38 0.00 -215,040.57 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.047 7,860.00 0.00 0.00 7,860.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.222 8,255.25 0.00 0.00 8,255.25 24422EVG1 40279 003 JD 0.00 7,508,925.00 109,619.34 0.550 0.499 458.33 -47.79 0.00 410.54 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.849 191,250.00 0.00 0.00 191,250.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.579 43,500.00 0.00 0.00 43,500.00 3133ELG81 40283 003 FFCB 10,000,000.00 9,999,100.00 9,999,100.00 0.300 0.303 22,500.00 225.84 0.00 22,725.84 459058GU1 40287 003 IBRD 0.00 7,779,030.00 0.00 2.125 0.00 0.00 0.00 0.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.542 37,500.00 3,108.46 0.00 40,608.46 3136AGMB5 40289 003 FNMA 0.00 986,157.33 587,817.17 2.492 -7.796 8,860.90 -43,259.91 0.00 -34,399.01 3130AJS26 40291 003 FHLB 0.00 25,000,000.00 1,277,372.26 0.220 0.223 2,138.89 0.00 0.00 2,138.89 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.832 6,247.50 0.00 0.00 6,247.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.832 4,060.88 0.00 0.00 4,060.88 30315EAA4 40295 003 FHLMC 3,146,588.30 3,418,905.27 3,265,241.81 0.830 0.765 20,074.71 -1,331.91 0.00 18,742.80 89237VAB5 40296 003 TMCC 1,203,274.15 3,355,908.93 2,218,501.85 0.440 0.445 7,306.92 30.31 76.13 7,413.36 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.634 24,750.00 -917.03 0.00 23,832.97 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.500 19,125.00 -366.64 0.00 18,758.36 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.501 9,375.00 18.90 0.00 9,393.90 30288WAK5 40300 003 FHLMC 0.00 262,572.65 261,225.02 2.190 -1.847 3,803.28 -7,425.88 0.00 -3,622.60 46625HRL6 40303 003 JPM 5,000,000.00 5,284,400.00 5,284,400.00 2.700 0.593 101,250.00 -77,720.65 0.00 23,529.35 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.520 56,998.50 0.00 0.00 56,998.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.420 13,686.75 0.00 0.00 13,686.75 46625HJH4 40308 003 JPM 0.00 2,587,738.80 1,964,414.86 3.200 0.443 44,118.40 -37,579.42 0.00 6,538.98 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.436 14,062.50 2,260.01 0.00 16,322.51 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.549 41,250.00 0.00 0.00 41,250.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.839 25,200.00 0.00 0.00 25,200.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.413 14,625.00 862.59 0.00 15,487.59 3138L9QS4 40314 003 FNMA 0.00 2,500,000.00 532,091.13 2.810 -36.283 5,854.17 -150,781.25 0.00 -144,927.08 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.489 91,383.00 -76,456.05 0.00 14,926.95 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.250 3,750.00 3,730.00 0.00 7,480.00 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.788 31,950.00 -2,270.32 0.00 29,679.68 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.803 66,375.00 -5,868.26 0.00 60,506.74 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.506 60,000.00 -52,610.81 0.00 7,389.19 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.382 100,084.50 -88,069.48 0.00 12,015.02 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.352 25,500.00 892.36 0.00 26,392.36 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.694 5,212.50 0.00 0.00 5,212.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.764 7,946.45 0.00 0.00 7,946.45 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.631 14,668.84 -4,060.74 0.00 10,608.10 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.602 23,576.10 -7,302.70 0.00 16,273.40 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.607 66,225.00 -20,152.29 0.00 46,072.71 3136AY6S7 40327 003 FNMA 2,973,044.31 3,567,819.46 3,337,108.93 2.624 0.625 60,070.27 -44,417.81 0.00 15,652.46 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.788 103,342.50 0.00 0.00 103,342.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.429 28,125.00 3,979.12 0.00 32,104.12 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 37,500.00 0.00 0.00 37,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.549 61,875.00 0.00 0.00 61,875.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.319 27,253.12 -6,685.20 0.00 20,567.92 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.416 37,500.00 -6,155.26 0.00 31,344.74 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.496 36,000.00 1,200.00 0.00 37,200.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.398 112,500.00 -51,861.60 0.00 60,638.40 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.507 37,500.00 569.08 0.00 38,069.08 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.497 36,000.00 1,258.50 0.00 37,258.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.514 37,500.00 1,036.54 0.00 38,536.54 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.339 89,343.75 -76,212.16 0.00 13,131.59 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 37,500.00 0.00 0.00 37,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.523 28,125.00 10,902.39 0.00 39,027.39 30318CAA5 40342 003 FHLMC 3,834,599.30 4,175,668.25 3,979,250.27 0.670 0.605 19,742.74 -1,672.61 0.00 18,070.13 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.503 46,357.50 -19,484.16 0.00 26,873.34 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.300 112,500.00 -89,000.00 0.00 23,500.00 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.507 33,750.00 4,215.00 0.00 37,965.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.434 435,937.50 -382,061.25 0.00 53,876.25 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.389 18,375.00 2,030.00 0.00 20,405.00 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 37,500.00 0.00 0.00 37,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.512 37,500.00 900.00 0.00 38,400.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.599 22,500.00 0.00 0.00 22,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.599 22,500.00 0.00 0.00 22,500.00 3137FQ3W1 40356 003 FHLMC 4,596,905.57 4,950,000.00 5,192,483.27 2.588 1.721 93,210.06 -26,128.99 0.00 67,081.07 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.648 48,660.22 0.00 0.00 48,660.22 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.799 60,000.00 0.00 0.00 60,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.609 56,250.00 -10,282.14 0.00 45,967.86 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.999 75,000.00 0.00 0.00 75,000.00 COVID RELIEF 40363 003 STPOOL 0.00 75,000,000.00 25,019,130.94 2.550 1.354 254,279.99 0.00 0.00 254,279.99 06367CKK2 40391 003 BMO 0.00 25,000,000.00 0.00 0.160 0.00 0.00 0.00 0.00 06367CL39 40392 003 BMO 0.00 25,000,000.00 0.00 0.160 0.00 0.00 0.00 0.00 45950KCS7 40408 003 IFC 0.00 24,768,711.53 23,683,950.44 0.500 0.356 88,926.93 -25,584.44 0.00 63,342.49 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.015 150,000.00 2,254.17 0.00 152,254.17 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.645 37,350.00 2,801.25 0.00 40,151.25 3130ADRG9 40411 003 FHLB 0.00 1,081,675.88 994,825.99 2.750 0.413 19,971.87 -16,889.28 0.00 3,082.59 3133ENBT6 40412 003 FFCB 0.00 1,822,098.25 1,383,198.67 0.180 0.314 1,861.50 1,402.74 0.00 3,264.24 3135G0T94 40414 003 FNMA 0.00 2,763,871.20 2,037,598.48 2.375 0.318 35,268.75 -30,400.23 0.00 4,868.52 3135G04Q3 40415 003 FNMA 2,963,000.00 2,952,599.87 2,952,599.87 0.250 0.486 5,555.62 5,209.71 0.00 10,765.33 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.874 12,468.75 0.00 0.00 12,468.75 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.901 31,078.13 1,841.77 0.00 32,919.90 45950VLH7 40419 003 IFC 0.00 3,222,800.24 1,352,635.14 2.000 0.251 19,919.39 -17,368.60 0.00 2,550.79 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.496 18,375.00 7,615.05 0.00 25,990.05 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.924 15,328.13 3,477.08 0.00 18,805.21 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.687 14,765.63 1,459.10 0.00 16,224.73 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.961 75,750.00 -3,475.00 0.00 72,275.00 3133EMZP0 40424 003 FFCB 1,250,000.00 1,245,450.00 1,245,450.00 0.140 0.390 1,312.50 2,331.12 0.00 3,643.62 91282CAG6 40426 003 USTR 0.00 19,993,276.00 4,451,057.80 0.125 0.169 4,144.02 1,507.96 0.00 5,651.98 594918BH6 40431 003 MSFT 0.00 5,677,092.00 1,326,036.09 2.650 -1.081 25,466.50 -18,408.88 -17,815.05 -10,757.43 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.963 50,324.06 -36,235.05 0.00 14,089.01 3133EMGX4 40433 003 FFCB 0.00 19,961,764.00 10,563,707.23 0.125 0.322 9,861.11 15,692.23 0.00 25,553.34 931142DU4 40434 003 WMT 0.00 5,094,800.00 3,105,224.82 2.350 0.479 53,527.78 -42,362.94 0.00 11,164.84 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.728 70,053.75 8,349.85 0.00 78,403.60 3133ENAQ3 40437 003 FFCB 0.00 20,320,899.50 7,713,042.15 0.070 0.242 4,036.08 9,960.57 0.00 13,996.65 742718EU9 40438 003 PG 0.00 10,153,229.94 1,519,278.93 2.150 0.201 23,951.00 -21,656.16 0.00 2,294.84 3130AKDH6 40440 003 FHLB 0.00 5,294,382.00 2,164,126.95 0.125 0.249 2,024.31 2,019.54 0.00 4,043.85 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.878 22,101.57 -15,062.28 0.00 7,039.29 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.687 43,140.00 -27,996.98 0.00 15,143.02 931142DU4 40444 003 WMT 0.00 10,184,200.00 6,207,158.39 2.350 0.471 107,055.56 -85,095.21 0.00 21,960.35 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.680 31,853.25 970.65 0.00 32,823.90 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.046 104,265.00 -282.31 0.00 103,982.69 89236THD0 40447 003 TMCC 0.00 5,863,574.60 449,398.05 0.450 0.351 1,538.25 -354.09 0.00 1,184.16 89236TEL5 40448 003 TMCC 0.00 15,332,765.94 10,856,045.96 2.700 0.605 213,792.75 -164,450.21 0.00 49,342.54 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.361 200,936.25 -92,315.44 0.00 108,620.81 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.010 225,000.00 -146,130.32 0.00 78,869.68 459056LD7 40460 003 IBRD 0.00 2,147,432.00 1,583,143.30 7.625 0.455 83,875.00 -78,471.87 0.00 5,403.13 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.201 18,637.50 3,652.95 0.00 22,290.45 037833DE7 40462 003 AAPL 0.00 15,537,963.79 11,114,747.82 2.400 0.604 195,404.80 -145,047.35 0.00 50,357.45 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.349 311,726.25 -152,490.32 0.00 159,235.93 037833BU3 40464 003 AAPL 0.00 3,118,625.16 2,697,496.94 2.850 0.836 56,055.07 -39,131.74 0.00 16,923.33 3130AJY52 40466 003 FHLB 0.00 9,988,752.10 1,531,122.58 0.125 0.317 1,423.61 2,217.13 0.00 3,640.74 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.125 0.988 33,541.67 3,440.69 0.00 36,982.36 3133ENLB4 40468 003 FFCB 0.00 19,988,000.00 14,662,729.93 0.460 0.517 50,344.44 6,566.67 0.00 56,911.11 3134GXJH8 40469 003 FHLMC 4,225,000.00 4,176,243.50 4,176,243.50 0.220 0.910 6,971.25 21,545.43 0.00 28,516.68 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.494 180,000.00 94,463.68 0.00 274,463.68 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.182 269,235.00 -159,183.38 0.00 110,051.62 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.250 1.087 163,125.00 0.00 0.00 163,125.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 0.991 99,633.34 4,375.00 0.00 104,008.34 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.250 1.128 58,725.00 2,160.00 0.00 60,885.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.250 1.087 163,125.00 0.00 0.00 163,125.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 1.125 0.974 90,234.38 1,125.00 0.00 91,359.38 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.601 124,200.00 194.06 0.00 124,394.06 3133ENAL4 40480 003 FFCB 4,150,000.00 4,103,407.95 4,103,407.95 0.290 0.956 9,026.25 20,421.84 0.00 29,448.09 037833BU3 40482 003 AAPL 0.00 2,371,857.60 2,051,570.26 2.850 1.322 42,904.53 -22,544.62 0.00 20,359.91 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.751 277,155.00 -111,404.68 0.00 165,750.32 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.195 247,702.50 1,704.37 0.00 249,406.87 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.809 156,037.50 -54,705.81 0.00 101,331.69 313380GJ0 40489 003 FHLB 0.00 10,068,160.00 2,572,157.66 2.000 0.719 37,777.78 -23,891.13 0.00 13,886.65 3134GW6E1 40490 003 FHLMC 20,000,000.00 19,520,000.00 19,520,000.00 0.320 1.834 48,000.00 220,783.65 0.00 268,783.65 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 1.662 10,506.95 1,875.00 0.00 12,381.95 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 2.500 1.583 52,133.33 2,415.00 0.00 54,548.33 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.367 21,714.38 5,725.15 0.00 27,439.53 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.370 2,182.50 459.70 0.00 2,642.20 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.446 30,975.00 11,525.11 0.00 42,500.11 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.192 3,487.50 20,371.99 0.00 23,859.49 3133ENAL4 40501 003 FFCB 1,170,000.00 1,139,135.40 1,139,135.40 0.290 2.038 2,544.76 14,881.15 0.00 17,425.91 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.445 93,000.00 257,011.26 0.00 350,011.26 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.568 9,693.75 32,766.98 0.00 42,460.73 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.566 8,039.07 22,974.92 0.00 31,013.99 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.569 9,750.00 26,382.86 0.00 36,132.86 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.570 6,412.50 20,665.01 0.00 27,077.51 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.569 78,705.00 237,162.40 0.00 315,867.40 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.560 4,331.25 10,629.79 0.00 14,961.04 3134GW6E1 40509 003 FHLMC 18,300,000.00 17,737,824.00 17,737,824.00 0.320 2.323 43,920.00 265,362.80 0.00 309,282.80 3133EL5J9 40510 003 FFCB 13,965,000.00 13,606,518.45 13,606,518.45 0.300 2.162 31,421.25 189,412.95 0.00 220,834.20 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.455 13,945.50 4,855.68 0.00 18,801.18 3130APWH4 40512 003 FHLB 2,000,000.00 1,951,980.00 1,951,980.00 0.750 2.262 11,250.00 21,901.02 0.00 33,151.02 3133ENGW4 40513 003 FFCB 1,859,000.00 1,808,137.76 1,808,137.76 0.660 2.328 9,202.05 22,402.62 0.00 31,604.67 3133EMYW6 40514 003 FFCB 1,347,000.00 1,304,057.64 1,304,057.64 0.230 2.269 2,323.58 19,887.54 0.00 22,211.12 3135G05P4 40515 003 FNMA 3,371,000.00 3,288,848.73 3,288,848.73 0.300 2.211 7,584.75 46,993.32 0.00 54,578.07 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.847 13,125.00 15,553.56 0.00 28,678.56 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.710 18,000.00 98,179.72 0.00 116,179.72 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.859 190,245.00 282,438.51 0.00 472,683.51 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.855 219,281.25 261,212.36 0.00 480,493.61 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.740 45,900.00 16,003.41 0.00 61,903.41 3130APXH3 40521 003 FHLB 9,120,000.00 8,864,184.00 8,864,184.00 0.800 2.628 54,720.00 120,122.30 0.00 174,842.30 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.087 12,600.00 62,941.95 0.00 75,541.95 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.247 487,500.00 0.00 0.00 487,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.262 463,500.00 23,608.90 0.00 487,108.90 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 2.750 2.638 198,055.55 0.00 0.00 198,055.55 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.647 547,500.00 0.00 0.00 547,500.00 3130APM44 40527 003 FHLB 3,565,000.00 3,449,208.80 3,449,208.80 0.500 2.627 13,368.75 54,656.68 0.00 68,025.43 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.127 93,750.00 127.76 0.00 93,877.76 3130ARR86 40529 003 FHLB 13,270,000.00 13,245,848.60 13,245,848.60 2.625 2.319 218,494.23 12,120.59 0.00 230,614.82 3133EMSE3 40530 003 FFCB 0.00 4,845,209.60 4,297,028.95 0.110 1.928 3,605.07 58,585.16 0.00 62,190.23 3130A0F70 40531 003 FHLB 10,215,000.00 10,346,364.90 10,346,364.90 3.375 2.524 258,567.20 -62,554.71 0.00 196,012.49 3130APQJ7 40532 003 FHLB 1,500,000.00 1,458,750.00 1,458,750.00 0.575 2.437 6,468.75 20,213.25 0.00 26,682.00 3130APWH4 40533 003 FHLB 6,000,000.00 5,843,952.00 5,843,952.00 0.750 2.516 33,750.00 76,605.38 0.00 110,355.38 3133ELSP0 40534 003 FFCB 0.00 14,653,480.00 13,637,362.77 0.750 1.957 77,700.00 122,667.91 0.00 200,367.91 3133EMST0 40535 003 FFCB 0.00 1,507,123.29 1,386,113.39 0.140 1.979 1,481.55 19,115.10 0.00 20,596.65 3134G3X54 40536 003 FHLMC 2,635,000.00 2,630,942.10 2,630,942.10 2.000 2.150 39,525.00 2,929.50 0.00 42,454.50 3130AS3T46 40537 003 FHLB 9,305,000.00 9,303,139.00 9,303,139.00 2.125 2.144 148,298.44 1,415.41 0.00 149,713.85 459058JM6 40538 003 IBRD 5,580,000.00 5,394,470.58 5,394,470.58 0.250 2.553 10,462.50 92,936.81 0.00 103,399.31 3130AS2M0 40539 003 FHLB 3,835,000.00 3,835,000.00 3,835,000.00 2.650 2.648 76,220.62 0.00 0.00 76,220.62 313380GJ0 40541 003 FHLB 0.00 10,019,100.00 2,559,624.09 2.000 1.322 37,777.78 -12,369.52 0.00 25,408.26 3130AS3J6 40542 003 FHLB 2,700,000.00 2,699,460.00 2,699,460.00 2.500 2.512 50,625.00 270.00 0.00 50,895.00 3130AS4H9 40543 003 FHLB 4,885,000.00 4,885,000.00 4,885,000.00 2.250 2.248 82,434.37 0.00 0.00 82,434.37 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.852 81,675.00 -3,752.70 0.00 77,922.30 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.980 93,750.00 329,009.20 0.00 422,759.20 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.788 60,000.00 338,824.94 0.00 398,824.94 3130APWH4 40547 003 FHLB 20,000,000.00 19,475,000.00 19,475,000.00 0.750 2.572 112,500.00 263,475.83 0.00 375,975.83 3130ASB65 40548 003 FHLB 0.00 10,999,725.00 9,514,360.68 1.880 1.869 133,271.11 239.85 0.00 133,510.96 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 3.250 2.353 117,528.13 8,426.78 0.00 125,954.91 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.548 134,550.00 3,365.22 0.00 137,915.22 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.273 303,281.25 13,345.98 0.00 316,627.23 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 3.004 187,005.00 12,862.43 0.00 199,867.43 037833DV9 40553 003 AAPL 10,000,000.00 9,861,950.00 9,861,950.00 0.750 2.272 56,250.00 111,932.44 0.00 168,182.44 31422XRQ7 40554 003 FAMC 10,779,000.00 10,390,632.63 10,390,632.63 0.690 3.177 55,781.33 192,049.80 0.00 247,831.13 3130ASD30 40555 003 FHLB 1,540,000.00 1,533,054.60 1,533,054.60 2.290 2.751 26,449.50 5,209.05 0.00 31,658.55 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.374 131,601.57 9,959.61 0.00 141,561.18 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.525 229,533.75 64,343.00 0.00 293,876.75 3134GXYT5 40558 003 FHLMC 7,250,000.00 7,202,657.50 7,202,657.50 2.900 3.354 157,687.50 23,671.25 0.00 181,358.75 3134GXYT5 40559 003 FHLMC 4,500,000.00 4,470,615.00 4,470,615.00 2.900 3.354 97,875.00 14,692.50 0.00 112,567.50 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.571 26,953.12 6,121.00 0.00 33,074.12 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133EMBQ4 40561 003 FFCB 1,025,000.00 985,312.00 985,312.00 0.270 3.363 2,075.62 22,799.49 0.00 24,875.11 3135G05U3 40562 003 FNMA 7,200,000.00 6,959,160.00 6,959,160.00 0.350 3.304 18,900.00 153,727.66 0.00 172,627.66 3135G05P4 40563 003 FNMA 5,000,000.00 4,836,400.00 4,836,400.00 0.300 3.292 11,250.00 108,264.70 0.00 119,514.70 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.638 146,812.50 46,685.15 0.00 193,497.65 3134GXKH6 40565 003 FHLMC 0.00 4,921,950.00 3,772,297.45 0.125 2.684 3,576.39 72,424.77 0.00 76,001.16 CAMP 40566 003 CAMP 95,728,281.33 269,000,000.00 141,947,103.38 4.920 3.243 3,456,062.56 0.00 0.00 3,456,062.56 03785EHB3 40567 003 AAPL 0.00 0.00 1,640,091.24 1.640 1.665 0.00 20,500.00 0.00 20,500.00 912796T58 40568 003 USTR 0.00 0.00 3,460,712.08 1.760 1.788 0.00 46,444.44 0.00 46,444.44 48133DP95 40569 003 JPM 10,000,000.00 0.00 9,014,598.54 4.570 4.558 308,475.00 0.00 0.00 308,475.00 48133DQ45 40570 003 JPM 10,000,000.00 0.00 9,014,598.54 4.100 4.090 276,750.00 0.00 0.00 276,750.00 48133DQ52 40571 003 JPM 10,000,000.00 0.00 9,014,598.54 4.250 4.239 286,875.00 0.00 0.00 286,875.00 912796U56 40572 003 USTR 0.00 0.00 4,548,991.28 2.060 2.095 0.00 71,527.78 0.00 71,527.78 89233HK78 40573 003 TMCC 0.00 0.00 10,903,284.67 2.500 2.545 0.00 208,333.33 0.00 208,333.33 478160BY9 40574 003 JNJ 13,945,000.00 0.00 10,816,685.07 2.450 3.390 204,991.50 70,259.01 0.00 275,250.51 478160BY9 40575 003 JNJ 4,214,000.00 0.00 3,241,936.32 2.450 3.506 61,659.01 23,670.85 0.00 85,329.86 677522SQ8 40576 003 OHS 7,930,000.00 0.00 6,112,368.75 2.300 3.464 106,900.80 52,064.88 0.00 158,965.68 912796T33 40577 003 USTR 0.00 0.00 18,754,780.51 3.218 3.314 0.00 466,610.00 0.00 466,610.00 9128283Z1 40578 003 USTR 30,000,000.00 0.00 22,670,828.58 2.750 3.582 479,681.12 129,882.38 0.00 609,563.50 3136AR5S3 40579 003 FNMA 5,825,000.00 0.00 4,076,121.48 2.469 2.152 65,840.44 0.00 0.00 65,840.44 194162AN3 40580 003 CL 8,202,000.00 0.00 5,922,850.99 3.100 3.840 142,669.23 28,070.51 0.00 170,739.74 13063DRD2 40581 003 CAS 5,570,000.00 0.00 3,938,329.89 2.375 3.821 74,227.99 38,725.75 0.00 112,953.74 912828S35 40582 003 USTR 30,000,000.00 0.00 21,384,896.78 1.375 3.783 224,754.53 382,485.40 0.00 607,239.93 91282CCU3 40583 003 USTR 20,000,000.00 0.00 14,016,018.48 0.125 3.911 13,707.06 397,751.96 0.00 411,459.02 912828S35 40584 003 USTR 20,000,000.00 0.00 14,181,569.34 1.375 3.822 149,089.07 257,812.50 0.00 406,901.57 91282CAK7 40585 003 USTR 20,000,000.00 0.00 13,917,358.58 0.125 3.976 13,654.89 401,763.70 0.00 415,418.59 9128284Z0 40586 003 USTR 10,000,000.00 0.00 7,023,602.87 2.750 3.820 150,018.01 51,371.70 0.00 201,389.71 912796X79 40587 003 USTR 0.00 0.00 7,878,679.52 3.090 3.156 0.00 186,687.50 0.00 186,687.50 78015JEW3 40588 003 RY 25,000,000.00 0.00 17,609,489.05 4.530 4.593 607,145.83 0.00 0.00 607,145.83 544351QQ5 40589 003 LOS 9,475,000.00 0.00 6,554,856.87 5.000 4.070 240,822.92 -40,540.58 0.00 200,282.34 89115BVJ6 40590 003 TD 25,000,000.00 0.00 17,427,007.30 4.620 4.684 612,791.67 0.00 0.00 612,791.67 313384BR9 40591 003 FHLB 0.00 0.00 12,504,236.52 3.743 0.00 351,361.11 0.00 351,361.11 313384CL1 40592 003 FHLB 0.00 0.00 14,182,590.33 3.803 0.00 404,875.00 0.00 404,875.00 544351QP7 40593 003 LOS 10,000,000.00 0.00 6,852,089.42 5.000 4.179 254,166.67 -39,214.29 0.00 214,952.38 91412GU94 40594 003 UNVHGR 3,820,000.00 0.00 2,496,673.93 3.063 4.594 59,803.37 26,304.97 0.00 86,108.34 91412HGE7 40595 003 UNVHGR 3,000,000.00 0.00 1,855,024.16 0.883 4.698 13,539.33 51,886.84 0.00 65,426.17 649902T45 40596 003 NYSHGR 7,850,000.00 0.00 5,182,810.08 5.051 4.657 193,846.16 -12,659.49 0.00 181,186.67 06367CY35 40597 003 BMO 0.00 0.00 26,824,817.52 4.050 4.106 826,875.00 0.00 0.00 826,875.00 88579YAV3 40598 003 MMM 7,150,000.00 0.00 4,216,631.61 2.250 5.059 78,650.00 81,477.87 0.00 160,127.87 039483BL5 40599 003 ADM 9,780,000.00 0.00 5,886,135.83 2.500 4.772 119,533.33 91,342.10 0.00 210,875.43 89115BK66 40600 003 TORDNY 15,640,000.00 0.00 10,093,948.03 4.020 4.850 310,871.07 56,630.03 0.00 367,501.10 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
039483BL5 40601 003 ADM 9,215,000.00 0.00 5,470,868.82 2.500 4.848 111,347.92 87,735.72 0.00 199,083.64 69371RS23 40602 003 PCAR 5,000,000.00 0.00 3,241,194.16 4.950 4.611 119,625.00 -7,430.58 0.00 112,194.42 931142EW9 40603 003 WMT 3,000,000.00 0.00 1,901,474.45 3.900 4.422 56,550.00 6,574.62 0.00 63,124.62 89233HTW4 40604 003 TMCC 50,000,000.00 0.00 31,046,532.04 4.510 4.730 0.00 1,102,444.44 0.00 1,102,444.44 3137FBTA4 40605 003 FHLMC 9,702,678.43 0.00 5,928,341.64 3.064 3.188 140,052.64 1,808.71 0.00 141,861.35 6500354W5 40606 003 NYSDEV 4,565,000.00 0.00 2,744,146.79 3.170 4.611 68,335.52 26,658.64 0.00 94,994.16 3133ENS43 40607 003 FFCB 10,000,000.00 0.00 6,032,706.57 4.375 4.614 199,305.56 9,657.78 0.00 208,963.34 931142ER0 40608 003 WMT 10,000,000.00 0.00 5,184,827.74 1.050 4.983 46,958.33 146,971.14 0.00 193,929.47 30329MAA0 40609 003 FHLMC 3,490,787.87 0.00 1,771,852.80 2.080 2.395 30,893.21 959.10 0.00 31,852.31 30329MAA0 40610 003 FHLMC 4,488,155.84 0.00 2,278,096.46 2.080 2.395 39,719.83 1,233.13 0.00 40,952.96 31315PF38 40611 003 FAMC 2,500,000.00 0.00 1,423,357.66 4.830 4.823 51,537.49 0.00 0.00 51,537.49 31315P6T1 40612 003 FAMC 3,000,000.00 0.00 1,708,029.20 4.330 4.351 55,790.00 0.00 0.00 55,790.00 69371RS23 40613 003 PCAR 10,000,000.00 0.00 5,669,832.12 4.950 4.865 210,375.00 -3,306.54 0.00 207,068.46 3136AKQM8 40614 003 FNMA 4,467,939.38 0.00 2,656,085.11 3.056 3.910 61,425.01 16,543.92 0.00 77,968.93 3130ATUP0 40615 003 FHLB 5,000,000.00 0.00 2,696,111.68 4.750 4.965 96,979.17 3,500.97 0.00 100,480.14 45950VRK4 40616 003 IFC 5,000,000.00 0.00 2,445,255.47 5.000 5.032 92,361.11 0.00 0.00 92,361.11 06406HDA4 40617 003 BK 10,000,000.00 0.00 4,813,581.02 3.000 5.206 114,166.66 73,946.59 0.00 188,113.25 3138L8UV4 40618 003 FNMA 12,239,395.42 0.00 5,793,173.06 2.920 3.121 132,464.81 3,257.54 0.00 135,722.35 91412GU94 40619 003 UNVHGR 4,685,000.00 0.00 2,217,702.03 3.063 4.776 53,414.47 26,102.50 0.00 79,516.97 13063D3A4 40620 003 CAS 5,000,000.00 0.00 2,574,114.96 5.700 4.373 106,083.33 -21,580.34 0.00 84,502.99 923078CX5 40621 003 VNTCTF 3,645,000.00 0.00 1,523,052.21 1.741 4.939 22,915.91 33,550.18 0.00 56,466.09 31422XR38 40622 003 FAMC 10,000,000.00 0.00 4,525,547.45 4.920 4.948 168,100.00 0.00 0.00 168,100.00 13067WRC8 40623 003 CASPWR 3,155,000.00 0.00 1,274,820.35 0.790 4.902 8,515.87 38,394.43 0.00 46,910.30 594918BY9 40624 003 MSFT 8,436,000.00 0.00 3,558,371.30 3.300 4.366 92,022.70 24,611.18 0.00 116,633.88 9128285U0 40625 003 USTR 10,000,000.00 0.00 4,143,282.39 2.625 4.735 83,820.45 63,437.50 0.00 147,257.95 13063D3A4 40626 003 CAS 7,075,000.00 0.00 3,091,529.70 5.700 4.194 126,583.54 -29,259.74 0.00 97,323.80 3130AU4V3 40627 003 FHLB 10,000,000.00 0.00 4,160,583.94 4.800 4.824 150,666.67 0.00 0.00 150,666.67 14913R3A3 40628 003 CAT 7,429,000.00 0.00 2,858,781.42 3.600 4.466 80,233.20 15,611.78 0.00 95,844.98 917542QV7 40629 003 UTS 5,931,258.67 0.00 2,323,107.99 3.539 4.228 62,972.17 10,766.98 0.00 73,739.15 06406FAE3 40630 003 BK 4,481,000.00 0.00 1,658,608.62 2.450 4.711 33,240.31 25,421.89 0.00 58,662.20 438516BL9 40631 003 HON 5,000,000.00 0.00 1,854,093.98 2.500 4.577 37,500.00 26,208.15 0.00 63,708.15 713448CT3 40632 003 PEP 5,000,000.00 0.00 1,878,845.80 2.750 4.530 40,486.11 23,400.58 0.00 63,886.69 06406RAD9 40633 003 BK 5,000,000.00 0.00 1,870,195.99 3.250 4.409 47,847.22 14,051.16 0.00 61,898.38 24422EWK1 40634 003 DE 5,000,000.00 0.00 1,935,899.45 4.150 4.386 61,097.22 2,643.80 0.00 63,741.02 3137BJQ71 40635 003 FHLMC 7,101,000.00 0.00 2,489,561.36 2.770 2.894 54,091.85 0.00 0.00 54,091.85 91412HJN4 40636 003 UNVHGR 2,015,000.00 0.00 551,583.75 1.272 5.212 6,194.11 15,385.78 0.00 21,579.89 24422EWP0 40637 003 JD 10,000,000.00 0.00 2,991,294.16 4.800 4.885 109,333.33 356.85 0.00 109,690.18 3134GYDA7 40638 003 FHLMC 15,000,000.00 0.00 3,558,394.16 5.020 5.090 135,958.33 0.00 0.00 135,958.33 3135GADY4 40639 003 FNMA 50,000,000.00 0.00 12,956,204.38 5.000 5.069 493,055.56 0.00 0.00 493,055.56 69371RR65 40640 003 PCAR 10,000,000.00 0.00 2,825,474.45 2.000 4.661 47,222.23 51,648.50 0.00 98,870.73 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 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 - March 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
62479MU35 40641 003 MUFGBK 25,000,000.00 0.00 7,216,550.64 4.870 5.057 0.00 273,937.50 0.00 273,937.50 89233HU36 40642 003 TMCC 25,000,000.00 0.00 7,127,041.77 4.910 5.098 0.00 272,777.78 0.00 272,777.78 3134GXR63 40643 003 FHLMC 10,000,000.00 0.00 2,665,015.47 4.050 4.681 83,250.00 10,399.32 0.00 93,649.32 313384HR3 40644 003 FHLB 50,000,000.00 0.00 12,683,224.35 4.625 4.790 0.00 456,076.39 0.00 456,076.39 313384HR3 40645 003 FHLB 50,000,000.00 0.00 12,680,863.40 4.665 4.832 0.00 460,020.91 0.00 460,020.91 313384HR3 40646 003 FHLB 10,000,000.00 0.00 2,536,172.69 4.665 4.832 0.00 92,004.17 0.00 92,004.17 3132XGRH1 40647 003 FHLMC 20,000,000.00 0.00 4,868,350.82 3.690 3.758 137,350.00 0.00 0.00 137,350.00 419792G34 40648 003 HIS 25,000,000.00 0.00 5,436,810.22 1.535 4.140 70,354.16 98,594.10 0.00 168,948.26 13063DC48 40649 003 CAS 12,000,000.00 0.00 2,298,028.47 1.700 4.537 34,000.00 44,260.00 0.00 78,260.00 313384HC6 40650 003 FHLB 10,000,000.00 0.00 1,865,104.62 4.700 4.849 0.00 67,888.89 0.00 67,888.89 91412GU94 40651 003 UNVHGR 2,020,000.00 0.00 327,810.91 3.063 4.784 8,077.81 3,695.68 0.00 11,773.49 574193GK8 40652 003 MDS 3,000,000.00 0.00 294,780.77 2.800 4.664 6,533.33 3,787.93 0.00 10,321.26 313384HR3 40653 003 FHLB 10,000,000.00 0.00 1,040,998.28 4.850 5.000 0.00 39,069.44 0.00 39,069.44 313384HR3 40654 003 FHLB 10,000,000.00 0.00 897,918.98 4.845 4.992 0.00 33,645.76 0.00 33,645.76 13063D3N6 40655 003 CAS 7,000,000.00 0.00 434,306.57 4.846 4.624 15,076.44 0.00 0.00 15,076.44 574193WE4 40656 003 MDS 16,360,000.00 0.00 179,124.09 4.000 2.704 3,635.56 0.00 0.00 3,635.56 313384LY3 40657 003 FHLB 15,000,000.00 0.00 534,298.97 4.750 4.934 0.00 19,791.67 0.00 19,791.67 313384KG3 40658 003 FHLB 20,000,000.00 0.00 358,505.17 4.650 4.800 0.00 12,916.67 0.00 12,916.67 313384LL1 40659 003 FHLB 20,000,000.00 0.00 71,455.17 4.710 4.878 0.00 2,616.67 0.00 2,616.67 Subtotal 2,706,590,714.38 2,700,779,322.93 2,572,300,921.13 2.168 33,791,293.53 8,101,519.45 -17,687.55 41,875,125.43 Fund: SJCE
VP4560000 40162 501 ALLSPR 0.00 20,156,896.89 19,062,962.87 4.330 3.091 442,324.51 0.00 0.00 442,324.51 Subtotal 0.00 20,156,896.89 19,062,962.87 3.091 442,324.51 0.00 0.00 442,324.51 Total 2,706,590,714.38 2,720,936,219.82 2,591,363,884.00 2.175 34,233,618.04 8,101,519.45 -17,687.55 42,317,449.94 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION C

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP4560000 40162 ALLSPR 0.00 4.330 4.330 4.330 07/01 - Monthly 0.00 0.00 VP6000104 36512 FEDRAT 0.00 4.650 4.650 4.650 07/01 - Monthly 0.00 0.00 Money Markets Totals 0.00 0.000 0.000 0.00 0.00 0.00
State Pool
CITY 32936 STPOOL 1,000,000.00 2.880 2.880 2.880 07/01 - Quarterly 1,000,000.00 1,000,000.00 CSJFA 37042 STPOOL 1,000,000.00 2.880 2.880 2.880 07/01 - Quarterly 1,000,000.00 1,000,000.00 COVID RELIEF 40363 STPOOL 0.00 2.550 2.550 2.550 07/01 - Quarterly 0.00 0.00 State Pool Totals 2,000,000.00 2.880 2.880 0.00 2,000,000.00 2,000,000.00 JPA Pool
CAMP 40566 CAMP 95,728,281.33 4.920 4.920 4.920 07/01 - Monthly 95,728,281.33 95,728,281.33 JPA Pool Totals 95,728,281.33 4.920 4.920 0.00 95,728,281.33 95,728,281.33 Corp Medium Term Notes
037833DV9 40263 AAPL 6,795,000.00 0.75005/11/2023 05/11/2020 0.759 0.759 11/11 - 05/11 6,793,097.40 6,794,929.53 037833CG3 40459 AAPL 10,000,000.00 3.00002/09/2024 01/07/2022 0.861 0.861 02/09 - 08/09 Received 10,407,000.00 10,166,696.81 037833DF4 40463 AAPL 15,114,000.00 2.75001/13/2025 01/14/2022 1.295 1.295 07/13 - 01/13 Received 15,723,396.48 15,476,588.08 037833CG3 40471 AAPL 11,966,000.00 3.00002/09/2024 01/19/2022 1.046 1.046 02/09 - 08/09 Received 12,402,280.36 12,147,586.96 037833CG3 40485 AAPL 12,318,000.00 3.00002/09/2024 02/14/2022 1.659 1.659 08/09 - 02/09 Received 12,613,016.10 12,445,083.86 037833CU2 40487 AAPL 7,300,000.00 2.85005/11/2024 02/28/2022 1.745 1.745 05/11 - 11/11 Received 7,460,673.00 7,381,045.65 037833DV9 40553 AAPL 10,000,000.00 0.75005/11/2023 06/08/2022 2.266 2.266 11/11 - 05/11 Received 9,861,950.00 9,983,417.42 039483BL5 40599 ADM 9,780,000.00 2.50008/11/2026 10/05/2022 4.606 4.606 02/11 - 08/11 Received 9,060,681.00 9,152,023.10 039483BL5 40601 ADM 9,215,000.00 2.50008/11/2026 10/07/2022 4.674 4.674 02/11 - 08/11 Received 8,517,148.05 8,604,883.77 06406RAJ6 40320 BK 3,868,000.00 3.45008/11/2023 11/03/2020 0.394 0.394 02/11 - 08/11 Received 4,193,530.88 3,910,403.82 06406HDA4 40617 BK 10,000,000.00 3.00002/24/2025 11/14/2022 5.080 5.080 02/24 - 08/24 Received 9,557,400.00 9,631,346.59 06406FAE3 40630 BK 4,481,000.00 2.45008/17/2026 12/13/2022 4.523 4.523 02/17 - 08/17 Received 4,169,346.45 4,194,768.34 06406RAD9 40633 BK 5,000,000.00 3.25005/16/2027 12/15/2022 4.308 4.308 05/16 - 11/16 13,090.28 4,789,100.00 4,803,151.16 14913R3A3 40628 CAT 7,429,000.00 3.60008/12/2027 12/13/2022 4.381 4.381 02/12 - 08/12 Received 7,186,294.57 7,201,906.35 194162AN3 40580 CL 8,202,000.00 3.10008/15/2027 09/09/2022 3.774 3.774 02/15 - 08/15 Received 7,955,201.82 7,983,272.33 24422EWK1 40634 DE 5,000,000.00 4.15009/15/2027 12/15/2022 4.349 4.349 03/15 - 09/15 Received 4,957,350.00 4,959,993.80 438516BL9 40631 HON 5,000,000.00 2.50011/01/2026 12/13/2022 4.420 4.420 05/01 - 11/01 14,583.33 4,660,750.00 4,686,958.15 24422EWP0 40637 JD 10,000,000.00 4.80001/09/2026 01/09/2023 4.817 4.817 07/09 - 01/09 9,995,300.00 9,995,656.85 478160BY9 40574 JNJ 13,945,000.00 2.45003/01/2026 08/25/2022 3.347 3.347 09/01 - 03/01 Received 13,533,204.15 13,603,463.16 478160BY9 40575 JNJ 4,214,000.00 2.45003/01/2026 08/26/2022 3.457 3.457 09/01 - 03/01 Received 4,074,727.30 4,098,398.15 46625HRL6 40303 JPM 5,000,000.00 2.70005/18/2023 08/20/2020 0.607 0.607 11/18 - 05/18 Received 5,284,400.00 5,013,529.15 46625HJT8 40348 JPM 15,000,000.00 3.87502/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 15,424,512.50 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
48133DP95 40569 JPM 10,000,000.00 4.57007/28/2027 07/28/2022 4.570 4.570 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ45 40570 JPM 10,000,000.00 4.10007/28/2025 07/28/2022 4.100 4.100 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ52 40571 JPM 10,000,000.00 4.25007/28/2026 07/28/2022 4.250 4.250 01/28 - 07/28 10,000,000.00 10,000,000.00 88579YAV3 40598 MMM 7,150,000.00 2.25009/19/2026 10/05/2022 4.839 4.839 03/19 - 09/19 Received 6,490,770.00 6,572,247.87 594918AW4 40432 MSFT 1,851,000.00 3.62512/15/2023 12/08/2021 0.982 0.982 12/15 - 06/15 Received 1,948,566.21 1,885,087.78 594918BX1 40442 MSFT 1,025,000.00 2.87502/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 Received 1,067,732.25 1,042,014.80 594918BQ6 40443 MSFT 2,876,000.00 2.00008/08/2023 12/20/2021 0.692 0.692 02/08 - 08/08 Received 2,936,971.20 2,889,168.95 594918BJ2 40528 MSFT 4,000,000.00 3.12511/03/2025 04/25/2022 3.129 3.129 05/03 - 11/03 Received 3,999,400.00 3,999,558.99 594918BB9 40557 MSFT 11,335,000.00 2.70002/12/2025 06/15/2022 3.498 3.498 08/12 - 02/12 Received 11,106,939.80 11,175,095.72 594918BB9 40564 MSFT 7,250,000.00 2.70002/12/2025 06/16/2022 3.607 3.607 08/12 - 02/12 Received 7,084,700.00 7,133,978.77 594918BY9 40624 MSFT 8,436,000.00 3.30002/06/2027 12/02/2022 4.272 4.272 02/06 - 08/06 Received 8,124,947.81 8,149,558.99 69371RQ82 40275 PCAR 2,000,000.00 0.80006/08/2023 06/08/2020 0.847 0.847 12/08 - 06/08 1,997,220.00 1,999,827.54 69371RR24 40349 PCAR 7,000,000.00 0.35002/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,997,736.93 69371RS23 40602 PCAR 5,000,000.00 4.95010/03/2025 10/07/2022 4.617 4.617 04/03 - 10/03 2,750.00 5,045,950.00 5,038,519.42 69371RS23 40613 PCAR 10,000,000.00 4.95010/03/2025 10/28/2022 4.864 4.864 04/03 - 10/03 34,375.00 10,022,800.00 10,019,493.46 69371RR65 40640 PCAR 10,000,000.00 2.00002/04/2027 01/06/2023 4.414 4.414 02/04 - 08/04 Received 9,108,000.00 9,159,648.50 713448CT3 40632 PEP 5,000,000.00 2.75004/30/2025 12/15/2022 4.441 4.441 04/30 - 10/30 17,187.50 4,811,250.00 4,834,650.58 931142DH3 40274 WMT 26,018,000.00 2.55004/11/2023 06/01/2020 0.668 0.668 10/11 - 04/11 Received 27,403,406.46 26,031,450.55 931142EW9 40603 WMT 3,000,000.00 3.90009/09/2025 10/07/2022 4.387 4.387 03/09 - 09/09 Received 2,960,250.00 2,966,824.62 931142ER0 40608 WMT 10,000,000.00 1.05009/17/2026 10/20/2022 4.684 4.684 03/17 - 09/17 Received 8,715,600.00 8,862,571.14 Corp Medium Term Notes Totals 341,568,000.00 2.929 2.929 81,986.11 339,540,476.29 336,417,050.14 Negotiable CDs
78015JEW3 40588 RY 25,000,000.00 4.53006/30/2023 09/20/2022 4.530 4.593 06/30 - At Maturity 25,000,000.00 25,000,000.00 89115BVJ6 40590 TD 25,000,000.00 4.62006/30/2023 09/22/2022 4.620 4.684 06/30 - At Maturity 25,000,000.00 25,000,000.00 89115BK66 40600 TORDNY 15,640,000.00 4.02008/22/2023 10/05/2022 4.760 4.826 08/22 - At Maturity 76,844.53 15,537,875.05 15,594,505.08 Negotiable CDs Totals 65,640,000.00 4.619 4.683 76,844.53 65,537,875.05 65,594,505.08 Commercial Paper Discounts
62479MU35 40641 MUFGBK 25,000,000.00 4.87007/03/2023 01/10/2023 4.987 5.057 07/03 - At Maturity 24,411,541.67 24,685,479.17 89233HTW4 40604 TMCC 50,000,000.00 4.51006/30/2023 10/07/2022 4.665 4.730 06/30 - At Maturity 48,333,805.56 49,436,250.00 89233HU36 40642 TMCC 25,000,000.00 4.91007/03/2023 01/11/2023 5.029 5.098 07/03 - At Maturity 24,410,118.06 24,682,895.84 Commercial Paper Discounts Totals 100,000,000.00 4.837 4.904 0.00 97,155,465.29 98,804,625.01 Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.50007/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,942.40 31422B6K1 40334 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,995,537.78 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
31422B6K1 40337 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,995,320.24 31422XR38 40622 FAMC 10,000,000.00 4.92011/28/2023 11/28/2022 4.920 4.920 05/28 - 11/28 10,000,000.00 10,000,000.00 3133EJD48 40013 FFCB 25,000,000.00 3.05010/02/2023 10/17/2018 3.124 3.124 04/02 - 10/02 Received 24,915,000.00 24,991,380.95 3133EJ5W5 40049 FFCB 20,000,000.00 2.65010/23/2023 01/23/2019 2.672 2.672 04/23 - 10/23 19,980,880.00 19,997,741.38 3133ELG81 40283 FFCB 10,000,000.00 0.30006/08/2023 06/12/2020 0.303 0.303 12/08 - 06/08 Received 9,999,100.00 9,999,943.96 3133ENAL4 40480 FFCB 4,150,000.00 0.29010/12/2023 01/26/2022 0.953 0.953 04/12 - 10/12 Received 4,103,407.95 4,135,553.44 3133ENAL4 40501 FFCB 1,170,000.00 0.29010/12/2023 03/22/2022 2.021 2.021 04/12 - 10/12 Received 1,139,135.40 1,159,472.97 3133ENS43 40607 FFCB 10,000,000.00 4.37510/17/2024 10/17/2022 4.599 4.599 04/17 - 10/17 9,957,600.00 9,967,257.78 3130AGWK7 40157 FHLB 3,000,000.00 1.50008/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,998,064.09 3130A0F70 40531 FHLB 10,215,000.00 3.37512/08/2023 05/11/2022 2.536 2.536 06/08 - 12/08 Received 10,346,364.90 10,272,225.98 3130AS3T46 40537 FHLB 9,305,000.00 2.12505/12/2023 05/17/2022 2.145 2.145 11/12 - 05/12 Received 9,303,139.00 9,304,785.07 3130ATUP0 40615 FHLB 5,000,000.00 4.75011/03/2023 11/04/2022 4.928 4.928 05/03 - 11/03 659.72 4,991,450.00 4,994,950.97 3130AU4V3 40627 FHLB 10,000,000.00 4.80001/08/2024 12/08/2022 4.804 4.804 01/08 - 07/08 10,000,000.00 10,000,000.00 3137EAEX3 40309 FHLMC 5,000,000.00 0.37509/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,992,533.59 3137EAEY1 40316 FHLMC 4,000,000.00 0.12510/16/2023 10/16/2020 0.250 0.250 04/16 - 10/16 3,985,080.00 3,997,306.11 3134G3X54 40536 FHLMC 2,635,000.00 2.00005/26/2023 05/12/2022 2.150 2.150 05/26 - 11/26 Received 2,630,942.10 2,634,403.25 3135G0V75 40142 FNMA 10,000,000.00 1.75007/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,990,472.19 3135G0W66 40183 FNMA 10,000,000.00 1.62510/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,994,747.35 3135G04Q3 40271 FNMA 10,000,000.00 0.25005/22/2023 05/22/2020 0.351 0.351 11/22 - 05/22 9,969,900.00 9,998,578.61 3135G04Z3 40288 FNMA 10,000,000.00 0.50006/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,990,835.82 3135G05X7 40329 FNMA 10,000,000.00 0.37508/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,987,266.83 3135G06G3 40333 FNMA 10,000,000.00 0.50011/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,021,338.22 3135G04Q3 40415 FNMA 2,963,000.00 0.25005/22/2023 11/23/2021 0.486 0.486 05/22 - 11/22 Received 2,952,599.87 2,962,015.94 3135G05U3 40420 FNMA 7,000,000.00 0.35008/18/2023 11/30/2021 0.496 0.496 02/18 - 08/18 Received 6,982,570.00 6,996,136.07 Federal Agency Coupon Securities Totals 221,938,000.00 1.967 1.967 659.72 221,657,944.22 221,877,810.99 Federal Agency Discounts
313384HR3 40644 FHLB 50,000,000.00 4.62507/03/2023 01/20/2023 4.790 4.857 07/03 - At Maturity 48,946,527.78 49,402,604.17 313384HR3 40645 FHLB 50,000,000.00 4.66507/03/2023 01/20/2023 4.832 4.900 07/03 - At Maturity 48,937,416.50 49,397,437.41 313384HR3 40646 FHLB 10,000,000.00 4.66507/03/2023 01/20/2023 4.832 4.900 07/03 - At Maturity 9,787,483.33 9,879,487.50 313384HC6 40650 FHLB 10,000,000.00 4.70006/20/2023 02/08/2023 4.849 4.916 06/20 - At Maturity 9,827,666.67 9,895,555.56 313384HR3 40653 FHLB 10,000,000.00 4.85007/03/2023 03/03/2023 5.000 5.069 07/03 - At Maturity 9,835,638.89 9,874,708.33 313384HR3 40654 FHLB 10,000,000.00 4.84507/03/2023 03/07/2023 4.992 5.061 07/03 - At Maturity 9,841,192.00 9,874,837.76 313384LY3 40657 FHLB 15,000,000.00 4.75009/20/2023 03/22/2023 4.934 5.003 09/20 - At Maturity 14,639,791.67 14,659,583.34 313384KG3 40658 FHLB 20,000,000.00 4.65008/11/2023 03/27/2023 4.800 4.866 08/11 - At Maturity 19,646,083.33 19,659,000.00 313384LL1 40659 FHLB 20,000,000.00 4.71009/08/2023 03/31/2023 4.878 4.946 09/08 - At Maturity 19,578,716.67 19,581,333.34 Federal Agency Discounts Totals 195,000,000.00 4.848 4.916 0.00 191,040,516.84 192,224,547.41 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.12502/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,053,501.57 9128283Z1 40578 USTR 30,000,000.00 2.75002/28/2025 09/02/2022 3.539 3.539 02/28 - 08/31 Received 29,439,843.75 29,569,726.13 912828S35 40582 USTR 30,000,000.00 1.37506/30/2023 09/14/2022 3.763 3.763 12/31 - 06/30 Received 29,444,531.25 29,827,016.65 91282CCU3 40583 USTR 20,000,000.00 0.12508/31/2023 09/14/2022 3.878 3.878 02/28 - 08/31 Received 19,298,437.50 19,696,189.46 912828S35 40584 USTR 20,000,000.00 1.37506/30/2023 09/15/2022 3.082 3.082 12/31 - 06/30 Received 19,625,000.00 19,882,812.50 91282CAK7 40585 USTR 20,000,000.00 0.12509/15/2023 09/15/2022 3.938 3.938 03/15 - 09/15 19,259,375.00 19,661,138.70 9128284Z0 40586 USTR 10,000,000.00 2.75008/31/2025 09/15/2022 3.760 3.760 02/28 - 08/31 Received 9,719,531.25 9,770,902.95 9128285U0 40625 USTR 10,000,000.00 2.62512/31/2023 12/06/2022 4.694 4.694 12/31 - 06/30 Received 9,786,718.75 9,850,156.25 Treasury Coupon Securities Totals 155,000,000.00 3.528 3.528 0.00 151,818,359.38 153,311,444.21 Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.00004/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 31422XRQ7 40554 FAMC 10,779,000.00 0.69012/20/2023 06/14/2022 3.141 3.141 06/20 - 12/20 Received 10,390,632.63 10,594,774.45 3133ELJ47 40282 FFCB 10,000,000.00 0.58006/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 3133EMLR1 40330 FFCB 10,000,000.00 0.50012/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.80003/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.01012/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,007,735.09 3133EMZP0 40424 FFCB 1,250,000.00 0.14005/18/2023 12/01/2021 0.390 0.390 05/18 - 11/18 Received 1,245,450.00 1,249,594.21 3133ENGW4 40445 FFCB 6,435,000.00 0.66012/13/2023 12/17/2021 0.680 0.680 06/13 - 12/13 Received 6,432,426.00 6,434,094.07 3133ENMH0 40479 FFCB 10,350,000.00 1.60001/27/2026 01/27/2022 1.603 1.603 07/27 - 01/27 10,348,965.00 10,349,269.75 3133ENPB0 40486 FFCB 15,150,000.00 2.18002/16/2027 02/16/2022 2.196 2.196 08/16 - 02/16 15,138,637.50 15,141,194.06 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 Received 148,500.00 149,128.26 3133EL5J9 40510 FFCB 13,965,000.00 0.30009/01/2023 03/30/2022 2.146 2.146 09/01 - 03/01 Received 13,606,518.45 13,859,770.58 3133ENGW4 40513 FFCB 1,859,000.00 0.66012/13/2023 03/30/2022 2.308 2.308 06/13 - 12/13 Received 1,808,137.76 1,838,090.89 3133EMYW6 40514 FFCB 1,347,000.00 0.23011/13/2023 03/30/2022 2.246 2.246 05/13 - 11/13 Received 1,304,057.64 1,330,648.02 3133EMSC7 40522 FFCB 3,500,000.00 0.48003/03/2025 04/22/2022 3.000 3.000 09/03 - 03/03 Received 3,259,655.00 3,338,682.11 3133ENUZ1 40524 FFCB 20,000,000.00 3.09010/20/2025 04/22/2022 3.258 3.258 10/20 - 04/20 Received 19,890,000.00 19,919,642.29 3133ENVK3 40526 FFCB 20,000,000.00 3.65010/27/2026 04/27/2022 3.650 3.650 10/27 - 04/27 20,000,000.00 20,000,000.00 3133ENYA2 40550 FFCB 5,200,000.00 3.45006/01/2027 06/07/2022 3.545 3.545 12/01 - 06/01 Received 5,177,640.00 5,181,304.35 3133EMBQ4 40561 FFCB 1,025,000.00 0.27010/05/2023 06/15/2022 3.325 3.325 10/05 - 04/05 Received 985,312.00 1,009,462.57 3130AKPW0 40340 FHLB 10,000,000.00 0.50001/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,996,520.00 3130APRF4 40409 FHLB 20,000,000.00 1.00011/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 Received 19,991,000.00 19,995,124.30 3130APWP6 40410 FHLB 8,300,000.00 0.60011/24/2023 11/24/2021 0.645 0.645 05/24 - 11/24 8,292,530.00 8,297,582.63 3130APZU2 40417 FHLB 1,900,000.00 0.87505/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.85011/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 Received 4,867,687.50 4,870,968.58 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130APKF1 40421 FHLB 2,725,000.00 0.75011/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 Received 2,711,375.00 2,717,569.35 3130APMH5 40422 FHLB 3,150,000.00 0.62505/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 Received 3,145,212.00 3,147,805.95 3130APQU2 40435 FHLB 14,370,000.00 0.65011/22/2023 12/15/2021 0.728 0.728 05/22 - 11/22 Received 14,348,445.00 14,362,856.23 3130APS48 40446 FHLB 13,240,000.00 1.05011/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 Received 13,241,098.92 13,240,613.76 3130AQG49 40461 FHLB 2,485,000.00 1.00010/18/2024 01/18/2022 1.200 1.200 07/18 - 01/18 2,471,605.85 2,477,464.10 3130AQCN1 40467 FHLB 5,000,000.00 1.12501/17/2025 01/18/2022 1.064 1.064 03/17 - Quarterly Received 4,986,250.00 4,991,767.84 3130ALHH0 40470 FHLB 25,000,000.00 0.96003/05/2026 01/18/2022 1.481 1.481 03/05 - 09/05 Received 24,479,750.00 24,631,241.76 3130AQQQ9 40472 FHLB 20,000,000.00 1.25001/28/2025 01/28/2022 1.146 1.146 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQN58 40473 FHLB 14,000,000.00 1.75001/27/2025 01/27/2022 1.443 1.443 07/27 - 01/27 13,982,500.00 13,989,370.37 3130AQMQ3 40475 FHLB 7,200,000.00 1.25010/28/2025 01/28/2022 1.208 1.208 04/28 - Quarterly 7,189,200.00 7,192,584.00 3130AQQQ9 40477 FHLB 20,000,000.00 1.25001/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 1.12510/28/2024 01/28/2022 1.024 1.024 04/28 - Quarterly 12,495,875.00 12,497,637.50 3130ARAY7 40495 FHLB 1,000,000.00 2.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 995,048.61 3130ARBY6 40496 FHLB 4,600,000.00 2.50003/28/2025 03/28/2022 1.713 1.713 09/28 - 03/28 4,590,340.00 4,593,586.83 3130AR7C9 40497 FHLB 1,565,000.00 1.85012/27/2024 03/28/2022 2.357 2.357 06/27 - 12/27 1,544,029.00 1,551,726.14 3130AQT78 40499 FHLB 2,360,000.00 1.75002/28/2025 03/22/2022 2.428 2.428 08/28 - 02/28 Received 2,314,924.00 2,330,674.99 3130AMR53 40502 FHLB 20,000,000.00 0.62012/09/2024 03/22/2022 2.400 2.400 06/09 - 12/09 Received 19,070,000.00 19,421,248.72 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 793,150.01 3130APWH4 40512 FHLB 2,000,000.00 0.75011/22/2023 03/30/2022 2.245 2.245 05/23 - 11/23 Received 1,951,980.00 1,981,262.47 3130AQJM6 40516 FHLB 1,400,000.00 1.25001/28/2025 04/11/2022 2.800 2.800 07/28 - 01/28 Received 1,341,991.00 1,362,153.02 3130AMU67 40517 FHLB 6,000,000.00 0.40006/28/2024 04/11/2022 2.661 2.661 06/28 - 12/28 Received 5,710,188.00 5,837,458.01 3130AQGT4 40518 FHLB 23,060,000.00 1.10001/13/2025 04/11/2022 2.808 2.808 07/13 - 01/13 Received 22,022,300.00 22,388,423.99 3130AQMR1 40519 FHLB 23,390,000.00 1.25001/27/2025 04/11/2022 2.808 2.808 07/27 - 01/27 Received 22,416,742.10 22,755,350.71 3130AQZ48 40520 FHLB 3,060,000.00 2.00008/28/2024 04/11/2022 2.724 2.724 08/28 - 02/28 Received 3,009,204.00 3,029,949.16 3130APXH3 40521 FHLB 9,120,000.00 0.80011/27/2023 04/22/2022 2.604 2.604 05/27 - 11/27 Received 8,864,184.00 9,015,004.22 3130ARVJ7 40523 FHLB 20,000,000.00 3.25004/29/2027 04/29/2022 3.250 3.250 10/29 - 04/29 20,000,000.00 20,000,000.00 3130APM44 40527 FHLB 3,565,000.00 0.50011/24/2023 04/22/2022 2.600 2.600 05/24 - 11/24 Received 3,449,208.80 3,517,833.30 3130ARR86 40529 FHLB 13,270,000.00 2.62510/27/2023 04/29/2022 1.997 1.997 10/27 - 04/27 13,245,848.60 13,260,752.44 3130APQJ7 40532 FHLB 1,500,000.00 0.57511/22/2023 05/11/2022 2.416 2.416 05/22 - 11/22 Received 1,458,750.00 1,482,706.44 3130APWH4 40533 FHLB 6,000,000.00 0.75011/22/2023 05/12/2022 2.496 2.496 05/23 - 11/23 Received 5,843,952.00 5,934,459.84 3130AS2M0 40539 FHLB 3,835,000.00 2.65011/24/2023 05/24/2022 2.650 2.650 11/24 - 05/24 3,835,000.00 3,835,000.00 3130AS3J6 40542 FHLB 2,700,000.00 2.50011/24/2023 05/24/2022 2.514 2.514 11/24 - 05/24 2,699,460.00 2,699,767.00 3130AS4H9 40543 FHLB 4,885,000.00 2.25005/26/2023 05/26/2022 2.250 2.250 11/26 - 05/26 4,885,000.00 4,885,000.00 3130ARVT5 40544 FHLB 3,630,000.00 3.00005/17/2024 05/24/2022 2.716 2.716 11/17 - 05/17 Received 3,639,909.90 3,635,642.94 3130AMNR9 40545 FHLB 20,000,000.00 0.62511/27/2024 05/24/2022 2.916 2.916 05/28 - 11/28 Received 18,899,647.00 19,273,742.65 3130AMU67 40546 FHLB 20,000,000.00 0.40006/28/2024 05/24/2022 2.740 2.740 06/28 - 12/28 Received 19,053,800.00 19,439,056.50 3130APWH4 40547 FHLB 20,000,000.00 0.75011/22/2023 05/24/2022 2.551 2.551 11/23 - 05/23 Received 19,475,000.00 19,774,581.78 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130ASBG3 40549 FHLB 7,150,000.00 3.25003/15/2024 06/15/2022 2.125 2.125 09/15 - 03/15 7,130,337.50 7,139,263.65 3130ARMT5 40552 FHLB 8,905,000.00 2.80010/25/2024 06/07/2022 3.000 3.000 10/25 - 04/25 Received 8,864,126.05 8,878,131.81 3130ASD30 40555 FHLB 1,540,000.00 2.29006/16/2023 06/16/2022 2.750 2.750 12/16 - 06/16 1,533,054.60 1,538,553.04 3130AS6D6 40560 FHLB 1,250,000.00 2.87506/14/2024 06/15/2022 3.557 3.557 12/14 - 06/14 Received 1,233,700.00 1,240,183.73 3134GVQX9 40261 FHLMC 10,000,000.00 0.70005/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,995,811.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3134GXJH8 40469 FHLMC 4,225,000.00 0.22009/29/2023 01/18/2022 0.907 0.907 06/29 - 12/29 Received 4,176,243.50 4,210,795.98 3134GW6E1 40490 FHLMC 20,000,000.00 0.32011/02/2023 03/15/2022 1.820 1.820 05/02 - 11/02 Received 19,520,000.00 19,827,461.67 3134GW5R3 40505 FHLMC 2,000,000.00 0.65010/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 Received 1,873,460.00 1,909,516.57 3134GWUG9 40506 FHLMC 1,500,000.00 0.57009/24/2025 03/22/2022 2.500 2.500 03/24 - 09/24 Received 1,403,410.20 1,431,652.38 3134GWVN3 40507 FHLMC 17,490,000.00 0.60009/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 16,376,215.10 16,700,337.05 3134GW6E1 40509 FHLMC 18,300,000.00 0.32011/02/2023 03/30/2022 2.300 2.300 05/02 - 11/02 Received 17,737,824.00 18,092,623.89 3134GXMZ4 40511 FHLMC 1,033,000.00 1.80003/28/2024 03/30/2022 2.446 2.446 09/28 - 03/28 Received 1,020,087.50 1,026,579.72 3134GXSF2 40525 FHLMC 10,000,000.00 2.75004/29/2025 04/29/2022 2.708 2.708 10/29 - 04/29 10,000,000.00 10,000,000.00 3134GXRL0 40551 FHLMC 12,940,000.00 3.12505/12/2025 06/07/2022 3.270 3.270 11/12 - 05/12 Received 12,887,851.80 12,902,384.09 3134GXYM0 40556 FHLMC 5,615,000.00 3.12506/28/2024 06/28/2022 3.372 3.372 12/28 - 06/28 5,588,441.05 5,598,511.32 3134GXYT5 40558 FHLMC 7,250,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 7,202,657.50 7,226,504.09 3134GXYT5 40559 FHLMC 4,500,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 4,470,615.00 4,485,416.33 3134GYDA7 40638 FHLMC 15,000,000.00 5.02007/26/2024 01/26/2023 5.020 5.020 07/26 - 01/26 15,000,000.00 15,000,000.00 3134GXR63 40643 FHLMC 10,000,000.00 4.05008/28/2025 01/17/2023 4.591 4.591 02/28 - 08/28 Received 9,867,760.00 9,878,159.32 3136G4WU3 40281 FNMA 30,000,000.00 0.85006/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 3135G06R9 40331 FNMA 15,000,000.00 0.55001/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 3136G46V0 40500 FNMA 1,500,000.00 0.31001/26/2024 03/22/2022 2.167 2.167 07/26 - 01/26 Received 1,449,900.00 1,477,741.72 3136G4H55 40503 FNMA 2,350,000.00 0.55008/05/2025 03/22/2022 2.500 2.500 08/05 - 02/05 Received 2,202,791.30 2,247,572.84 3136G4R62 40504 FNMA 1,715,000.00 0.62508/28/2025 03/22/2022 2.500 2.500 08/28 - 02/28 Received 1,609,825.91 1,641,224.97 3135G05P4 40515 FNMA 3,371,000.00 0.30008/03/2023 04/11/2022 2.196 2.196 08/03 - 02/03 Received 3,288,848.73 3,349,765.99 3135G05U3 40562 FNMA 7,200,000.00 0.35008/18/2023 06/15/2022 3.275 3.275 08/18 - 02/18 Received 6,959,160.00 7,121,997.45 3135G05P4 40563 FNMA 5,000,000.00 0.30008/03/2023 06/15/2022 3.264 3.264 08/03 - 02/03 Received 4,836,400.00 4,951,080.39 3135GADY4 40639 FNMA 50,000,000.00 5.00001/03/2024 01/20/2023 5.000 5.000 07/03 - 01/03 50,000,000.00 50,000,000.00 Federal Agency Callables Totals 908,354,000.00 2.131 2.131 0.00 896,161,652.02 901,377,345.95 Supranational
45818WCS3 40201 IADB 11,000,000.00 1.70011/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,001,323.78 45818WCW4 40321 IADB 10,000,000.00 0.34010/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,998,169.02 45818WCZ7 40357 IADB 10,000,000.00 0.65002/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 459058GQ0 40079 IBRD 5,000,000.00 2.50003/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,998,424.33 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Supranational
459058GX5 40126 IBRD 10,000,000.00 1.87506/19/2023 06/19/2019 1.902 1.902 12/19 - 06/19 9,989,600.00 9,999,436.67 459058JB0 40246 IBRD 3,000,000.00 0.62504/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,995,220.55 459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,134,456.00 459058JL8 40336 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,998,046.16 459058JL8 40338 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,996,441.22 459058DX8 40339 IBRD 4,765,000.00 2.50011/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 4,932,666.74 459058JE4 40341 IBRD 10,000,000.00 0.37507/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,966,202.61 459056HV2 40344 IBRD 10,000,000.00 1.50008/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,167,122.22 45905U5Y6 40354 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.75003/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,026,657.40 459058JM6 40538 IBRD 5,580,000.00 0.25011/24/2023 05/25/2022 2.527 2.527 11/24 - 05/24 Received 5,394,470.58 5,499,798.97 45950VPG5 40332 IFC 8,550,000.00 0.42511/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,564,558.89 45950VPL4 40347 IFC 10,000,000.00 0.45002/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,984,014.22 45950VRK4 40616 IFC 5,000,000.00 5.00011/15/2027 11/18/2022 5.000 5.000 05/15 - 11/15 5,000,000.00 5,000,000.00 Supranational Totals 162,895,000.00 0.916 0.916 0.00 163,772,019.55 163,262,538.78 Asset Backed Securities
43813VAC2 40190 HAROT 78,901.65 1.83001/18/2024 11/26/2019 1.845 1.845 12/18 - 78,887.59 78,898.82 43813DAC2 40270 HAROT 397,361.12 0.82007/15/2024 05/27/2020 0.825 0.825 06/15 - 397,329.85 397,351.37 44891LAC7 40253 HART 324,578.84 1.41011/15/2024 04/29/2020 1.424 1.424 05/15 - 324,503.21 324,551.84 89239RAC0 40252 TMCC 265,092.20 1.36008/15/2024 04/29/2020 1.373 1.373 05/15 - 265,039.18 265,075.26 89237VAB5 40296 TMCC 1,203,274.15 0.44010/15/2024 07/27/2020 0.444 0.444 08/15 - 1,203,181.50 1,203,240.34 Asset Backed Securities Totals 2,269,207.96 0.808 0.808 0.00 2,268,941.33 2,269,117.63 Municipal Bonds
13063DGN2 40008 CAS 5,000,000.00 3.40008/01/2023 09/18/2018 3.064 3.064 02/01 - 08/01 5,075,550.00 5,005,171.71 13063DGB8 40243 CAS 5,000,000.00 3.37504/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,149,798.66 13063DMA3 40449 CAS 10,110,000.00 2.65004/01/2026 01/07/2022 1.392 1.392 04/01 - 10/01 Received 10,631,069.40 10,479,261.78 13063DRD2 40581 CAS 5,570,000.00 2.37510/01/2026 09/09/2022 3.721 3.721 10/01 - 04/01 Received 5,289,717.60 5,328,443.35 13063D3A4 40620 CAS 5,000,000.00 5.70010/01/2026 11/17/2022 4.424 4.424 04/01 - 10/01 5,224,500.00 5,202,919.66 13063D3A4 40626 CAS 7,075,000.00 5.70010/01/2026 12/08/2022 4.257 4.257 04/01 - 10/01 23,524.38 7,430,518.75 7,401,259.01 13063DC48 40649 CAS 12,000,000.00 1.70002/01/2028 02/01/2023 4.175 4.175 08/01 - 02/01 10,672,200.00 10,716,460.00 13063D3N6 40655 CAS 7,000,000.00 4.84603/01/2027 03/15/2023 4.845 4.845 09/01 - 03/01 7,000,000.00 7,000,000.00 13034AL65 40323 CASDEV 1,385,000.00 0.76510/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.88511/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,020,212.90 13067WRC8 40623 CASPWR 3,155,000.00 0.79012/01/2025 11/28/2022 4.648 4.648 12/01 - 06/01 Received 2,816,941.75 2,855,336.18 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
34153QUD6 40311 FLSEDU 10,000,000.00 0.55006/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.39006/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,998,658.20 373385FQ1 40304 GAS 14,615,000.00 0.52008/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.42008/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.85210/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,007,567.72 419792G34 40648 HIS 25,000,000.00 1.53508/01/2027 01/25/2023 3.902 3.902 02/01 - 08/01 Received 22,571,000.00 22,669,594.10 546417DQ6 40312 LAS 4,000,000.00 0.84006/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 544351MQ9 40315 LOS 3,670,000.00 3.32009/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,814,417.00 544351QQ5 40589 LOS 9,475,000.00 5.00009/01/2025 09/28/2022 4.097 4.097 09/01 - 03/01 9,708,274.50 9,667,733.92 544351QP7 40593 LOS 10,000,000.00 5.00009/01/2024 09/28/2022 4.187 4.187 09/01 - 03/01 10,148,500.00 10,109,285.71 57582RK88 40322 MAS 1,000,000.00 0.69511/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.97003/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.66008/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,002,853.01 574193TQ1 40298 MDS 5,000,000.00 0.51008/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,000,651.81 574193GK8 40652 MDS 3,000,000.00 2.80008/01/2027 03/03/2023 4.612 4.612 08/01 - 02/01 7,466.67 2,785,170.00 2,788,957.93 574193WE4 40656 MDS 16,360,000.00 4.00003/15/2026 03/29/2023 3.999 3.999 09/15 - 03/15 16,360,000.00 16,360,000.00 649791PP9 40185 NYS 5,000,000.00 2.01002/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,000,528.41 6500354U9 40207 NYSDEV 5,000,000.00 2.86003/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,043,642.13 6500354W5 40606 NYSDEV 4,565,000.00 3.17003/15/2026 10/11/2022 4.518 4.518 03/15 - 09/15 Received 4,371,489.65 4,398,148.29 649902T45 40596 NYSHGR 7,850,000.00 5.05109/15/2027 10/05/2022 4.677 4.677 03/15 - 09/15 Received 7,978,033.50 7,965,374.01 64990GZW5 40262 NYU 2,450,000.00 1.43807/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,446,651.94 677522SQ8 40576 OHS 7,930,000.00 2.30011/01/2023 08/30/2022 3.451 3.451 11/01 - 05/01 Received 7,826,117.00 7,878,181.88 70922PAK8 40152 PASTRN 1,750,000.00 2.92912/01/2023 08/14/2019 1.711 1.711 12/01 - 06/01 Received 1,837,920.00 1,763,639.82 76913CAZ2 40256 RIV 4,000,000.00 2.66702/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 882722VK4 40264 TXS 3,425,000.00 3.82304/01/2023 05/08/2020 0.947 0.947 10/01 - 04/01 Received 3,705,815.75 3,425,000.00 882724RA7 40319 TXS 1,600,000.00 5.00010/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,775,369.40 91412HBK8 37624 UNVHGR 4,000,000.00 3.29705/15/2023 06/05/2018 3.297 3.297 11/15 - 05/15 4,000,000.00 4,000,000.00 91412GVB8 40153 UNVHGR 1,000,000.00 3.63805/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,019,331.08 91412HFL2 40293 UNVHGR 1,000,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 91412HGE7 40324 UNVHGR 2,215,000.00 0.88305/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,226,490.39 91412HGE7 40325 UNVHGR 3,560,000.00 0.88305/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,580,663.94 91412HGE7 40326 UNVHGR 10,000,000.00 0.88305/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,057,023.54 91412HGE7 40343 UNVHGR 7,000,000.00 0.88305/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,055,132.96 91412GU94 40594 UNVHGR 3,820,000.00 3.06307/01/2025 09/27/2022 4.509 4.509 01/01 - 07/01 Received 3,677,896.00 3,704,200.97 91412HGE7 40595 UNVHGR 3,000,000.00 0.88305/15/2025 09/27/2022 4.509 4.509 11/15 - 05/15 Received 2,732,670.00 2,784,556.84 91412GU94 40619 UNVHGR 4,685,000.00 3.06307/01/2025 11/17/2022 4.669 4.669 01/01 - 07/01 Received 4,501,113.75 4,527,216.25 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
91412HJN4 40636 UNVHGR 2,015,000.00 1.27205/15/2027 01/04/2023 4.812 4.812 05/15 - 11/15 3,488.64 1,737,171.80 1,752,557.58 91412GU94 40651 UNVHGR 2,020,000.00 3.06307/01/2025 02/14/2023 4.556 4.556 07/01 - 01/01 7,390.34 1,952,612.80 1,956,308.48 917542QV7 40629 UTS 5,931,258.67 3.53907/01/2025 12/13/2022 4.183 4.183 01/01 - 07/01 Received 5,839,739.35 5,850,506.33 923078CT4 40277 VNTCTF 1,000,000.00 1.04811/01/2023 06/11/2020 1.048 1.048 11/01 - 05/01 1,000,000.00 1,000,000.00 923078CU1 40278 VNTCTF 900,000.00 1.22311/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 923078CX5 40621 VNTCTF 3,645,000.00 1.74111/01/2027 11/21/2022 4.621 4.621 05/01 - 11/01 3,525.53 3,185,620.65 3,219,170.83 97705MNM3 40177 WIS 500,000.00 1.85705/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 294,271,258.67 2.625 2.625 45,395.56 291,681,529.80 290,403,277.72 Agency Floaters
31315PF38 40611 FAMC 2,500,000.00 4.83002/06/2025 10/27/2022 3.857 3.911 11/06 - Quarterly Received 2,500,000.00 2,500,000.00 31315P6T1 40612 FAMC 3,000,000.00 4.33004/22/2025 10/27/2022 3.770 3.822 01/22 - Quarterly Received 3,000,000.00 3,000,000.00 Agency Floaters Totals 5,500,000.00 3.809 3.862 0.00 5,500,000.00 5,500,000.00 Mortgage Backed Securities
3137B4WB8 40148 FHLMC 3,810,677.97 3.06007/25/2023 08/01/2019 2.119 2.119 09/25 - Monthly 3,936,906.68 3,936,906.68 30298LAA9 40173 FHLMC 4,882,358.08 1.99005/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 4,882,358.08 4,882,358.08 30314KAS2 40180 FHLMC 1,250,773.13 2.09007/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,256,721.81 1,256,721.81 30295NAE0 40214 FHLMC 254,529.65 2.05010/25/2023 01/22/2020 1.973 1.973 02/25 - Monthly Received 254,847.81 254,847.81 30298LAA9 40231 FHLMC 573,677.10 1.99005/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 580,848.06 580,848.06 3137BJQ71 40266 FHLMC 10,000,000.00 2.77005/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 30315EAA4 40295 FHLMC 3,146,588.30 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,161,978.26 3,161,978.26 3137BGK24 40328 FHLMC 4,500,000.00 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,937,850.00 4,937,850.00 30318CAA5 40342 FHLMC 3,834,599.30 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 3,853,404.17 3,853,404.17 3137FQ3W1 40356 FHLMC 4,596,905.57 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 4,937,076.58 4,937,076.58 3137FBTA4 40605 FHLMC 9,702,678.43 3.06408/25/2024 10/12/2022 4.546 4.546 11/25 - Monthly Received 9,455,939.31 9,455,939.31 30329MAA0 40609 FHLMC 3,490,787.87 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 3,127,351.47 3,127,351.47 30329MAA0 40610 FHLMC 4,488,155.84 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 4,020,880.47 4,020,880.47 3137BJQ71 40635 FHLMC 7,101,000.00 2.77005/25/2025 12/22/2022 4.445 4.445 01/25 - Monthly Received 6,821,398.13 6,821,398.13 3132XGRH1 40647 FHLMC 20,000,000.00 3.69011/01/2027 01/24/2023 3.821 3.821 02/25 - Monthly Received 19,909,375.00 19,909,375.00 3140HUNV4 40171 FNMA 4,845,526.05 2.42007/01/2024 09/19/2019 2.046 2.046 10/25 - Monthly Received 4,929,565.64 4,929,565.64 3138ELJW4 40189 FNMA 865,162.75 2.79106/01/2023 11/12/2019 1.999 1.999 12/25 - Monthly Received 887,400.14 887,400.14 3138L84Z4 40202 FNMA 7,747,000.00 2.39002/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 3140HWYW6 40203 FNMA 7,450,000.00 2.24001/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138L4EN9 40206 FNMA 21,402,762.56 2.61008/01/2023 01/22/2020 1.939 1.939 02/25 - Monthly Received 21,870,948.00 21,870,948.00 3138LL3J2 40209 FNMA 1,000,000.00 2.71001/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3138L8CE2 40225 FNMA 3,500,000.00 2.96011/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
3136AL7K1 40272 FNMA 2,478,404.71 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 2,682,625.26 2,682,625.26 3136AY6S7 40327 FNMA 2,973,044.31 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 3,195,071.26 3,195,071.26 3136AR5S3 40579 FNMA 5,825,000.00 2.46904/25/2026 09/12/2022 3.844 3.844 10/25 - Monthly Received 5,556,503.91 5,556,503.91 3136AKQM8 40614 FNMA 4,467,939.38 3.05606/25/2024 10/31/2022 4.805 4.805 11/25 - Monthly Received 4,346,816.34 4,346,816.34 3138L8UV4 40618 FNMA 12,239,395.42 2.92001/01/2025 11/18/2022 4.716 4.716 12/25 - Monthly Received 11,791,892.52 11,791,892.52 Mortgage Backed Securities Totals 156,426,966.42 2.710 2.710 0.00 157,253,606.09 157,253,606.09 Investment Totals 2,706,590,714.38 2.768 2.777 204,885.92 2,681,116,667.19 2,686,024,150.34 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

SECTION D

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP4560000 40162 Allspring Govt Money Mkt Fd 0.00 0.00 0.00 4.330 1 1 4.330 VP6000104 36512 Federated Govt Obligation Fund 0.00 0.00 0.00 4.650 1 1 4.650 Subtotal and Average 9,294,219.68 0.00 0.00 0.00 0 0 0.000 State Pool
CITY 32936 State Investment Pool 1,000,000.00 1,000,000.00 1,000,000.00 2.880 1 1 2.880 CSJFA 37042 State Investment Pool 1,000,000.00 1,000,000.00 1,000,000.00 2.880 1 1 2.880 COVID RELIEF 40363 State Investment Pool 0.00 0.00 0.00 2.550 1 1 2.550 Subtotal and Average 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1 1 2.880 JPA Pool
CAMP 40566 California Asset Management Pr 95,728,281.33 95,728,281.33 95,728,281.33 4.920 1 1 4.920 Subtotal and Average 104,345,410.36 95,728,281.33 95,728,281.33 95,728,281.33 1 1 4.920 Corp Medium Term Notes
037833DV9 40263 Apple Inc 05/11/2020 6,795,000.00 6,767,208.45 6,794,929.53 0.750 1,095 40 0.759 05/11/2023 037833CG3 40459 Apple Inc 01/07/2022 10,000,000.00 9,883,900.00 10,166,696.81 3.000 763 314 0.861 02/09/2024 037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,720,733.72 15,476,588.08 2.750 1,095 653 1.295 01/13/2025 037833CG3 40471 Apple Inc 01/19/2022 11,966,000.00 11,827,074.74 12,147,586.96 3.000 751 314 1.046 02/09/2024 037833CG3 40485 Apple Inc 02/14/2022 12,318,000.00 12,174,988.02 12,445,083.86 3.000 725 314 1.659 02/09/2024 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,176,265.00 7,381,045.65 2.850 803 406 1.745 05/11/2024 037833DV9 40553 Apple Inc 06/08/2022 10,000,000.00 9,959,100.00 9,983,417.42 0.750 337 40 2.266 05/11/2023 039483BL5 40599 Archer Daniels Midland 10/05/2022 9,780,000.00 9,228,994.80 9,152,023.10 2.500 1,406 1,228 4.606 08/11/2026 039483BL5 40601 Archer Daniels Midland 10/07/2022 9,215,000.00 8,695,826.90 8,604,883.77 2.500 1,404 1,228 4.674 08/11/2026 06406RAJ6 40320 Bank of New York Mellon 11/03/2020 3,868,000.00 3,841,581.56 3,910,403.82 3.450 1,011 132 0.394 08/11/2023 06406HDA4 40617 Bank of New York Mellon 11/14/2022 10,000,000.00 9,611,700.00 9,631,346.59 3.000 833 695 5.080 02/24/2025 06406FAE3 40630 Bank of New York Mellon 12/13/2022 4,481,000.00 4,137,217.68 4,194,768.34 2.450 1,343 1,234 4.523 08/17/2026 06406RAD9 40633 Bank of New York Mellon 12/15/2022 5,000,000.00 4,732,200.00 4,803,151.16 3.250 1,613 1,506 4.308 05/16/2027 14913R3A3 40628 Caterpillar Inc. 12/13/2022 7,429,000.00 7,268,830.76 7,201,906.35 3.600 1,703 1,594 4.381 08/12/2027 194162AN3 40580 Colgate-Palmolive 09/09/2022 8,202,000.00 7,908,040.32 7,983,272.33 3.100 1,801 1,597 3.774 08/15/2027 24422EWK1 40634 Deere & Co. 12/15/2022 5,000,000.00 4,973,650.00 4,959,993.80 4.150 1,735 1,628 4.349 09/15/2027 438516BL9 40631 Honeywell International 12/13/2022 5,000,000.00 4,746,200.00 4,686,958.15 2.500 1,419 1,310 4.420 11/01/2026 24422EWP0 40637 John Deere 01/09/2023 10,000,000.00 10,152,900.00 9,995,656.85 4.800 1,096 1,014 4.817 01/09/2026 478160BY9 40574 Johnson & Johnson 08/25/2022 13,945,000.00 13,397,798.20 13,603,463.16 2.450 1,284 1,065 3.347 03/01/2026 478160BY9 40575 Johnson & Johnson 08/26/2022 4,214,000.00 4,048,642.64 4,098,398.15 2.450 1,283 1,065 3.457 03/01/2026 46625HRL6 40303 JP Morgan 08/20/2020 5,000,000.00 4,983,900.00 5,013,529.15 2.700 1,001 47 0.607 05/18/2023 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 14,809,500.00 15,424,512.50 3.875 1,095 306 0.452 02/01/2024 48133DP95 40569 JP Morgan 07/28/2022 10,000,000.00 9,693,800.00 10,000,000.00 4.570 1,826 1,579 4.570 07/28/2027 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
48133DQ45 40570 JP Morgan 07/28/2022 10,000,000.00 9,766,000.00 10,000,000.00 4.100 1,096 849 4.100 07/28/2025 48133DQ52 40571 JP Morgan 07/28/2022 10,000,000.00 9,753,600.00 10,000,000.00 4.250 1,461 1,214 4.250 07/28/2026 88579YAV3 40598 3M 10/05/2022 7,150,000.00 6,599,593.00 6,572,247.87 2.250 1,445 1,267 4.839 09/19/2026 594918AW4 40432 Microsoft Inc. 12/08/2021 1,851,000.00 1,841,504.37 1,885,087.78 3.625 737 258 0.982 12/15/2023 594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,009,727.50 1,042,014.80 2.875 778 311 0.892 02/06/2024 594918BQ6 40443 Microsoft Inc. 12/20/2021 2,876,000.00 2,846,923.64 2,889,168.95 2.000 596 129 0.692 08/08/2023 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,901,040.00 3,999,558.99 3.125 1,288 947 3.129 11/03/2025 594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 11,041,650.20 11,175,095.72 2.700 973 683 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 7,062,370.00 7,133,978.77 2.700 972 683 3.607 02/12/2025 594918BY9 40624 Microsoft Inc. 12/02/2022 8,436,000.00 8,275,800.36 8,149,558.99 3.300 1,527 1,407 4.272 02/06/2027 69371RQ82 40275 PACCAR Inc. 06/08/2020 2,000,000.00 1,984,020.00 1,999,827.54 0.800 1,095 68 0.847 06/08/2023 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,724,620.00 6,997,736.93 0.350 1,095 307 0.389 02/02/2024 69371RS23 40602 PACCAR Inc. 10/07/2022 5,000,000.00 5,044,250.00 5,038,519.42 4.950 1,092 916 4.617 10/03/2025 69371RS23 40613 PACCAR Inc. 10/28/2022 10,000,000.00 10,088,500.00 10,019,493.46 4.950 1,071 916 4.864 10/03/2025 69371RR65 40640 PACCAR Inc. 01/06/2023 10,000,000.00 9,163,300.00 9,159,648.50 2.000 1,490 1,405 4.414 02/04/2027 713448CT3 40632 Pepsi Co 12/15/2022 5,000,000.00 4,842,050.00 4,834,650.58 2.750 867 760 4.441 04/30/2025 931142DH3 40274 Wal-Mart 06/01/2020 26,018,000.00 26,006,031.72 26,031,450.55 2.550 1,044 10 0.668 04/11/2023 931142EW9 40603 Wal-Mart 10/07/2022 3,000,000.00 2,990,910.00 2,966,824.62 3.900 1,068 892 4.387 09/09/2025 931142ER0 40608 Wal-Mart 10/20/2022 10,000,000.00 9,014,600.00 8,862,571.14 1.050 1,428 1,265 4.684 09/17/2026 Subtotal and Average 336,414,717.23 341,568,000.00 332,696,543.58 336,417,050.14 1,150 770 2.929 Negotiable CDs
78015JEW3 40588 Royal Bank of Canada 09/20/2022 25,000,000.00 24,945,250.00 25,000,000.00 4.530 283 90 4.530 06/30/2023 89115BVJ6 40590 Toronto Dominion Bank 09/22/2022 25,000,000.00 24,958,250.00 25,000,000.00 4.620 281 90 4.620 06/30/2023 89115BK66 40600 TORDNY 10/05/2022 15,640,000.00 15,556,482.40 15,594,505.08 4.020 321 143 4.760 08/22/2023 Subtotal and Average 65,589,732.89 65,640,000.00 65,459,982.40 65,594,505.08 291 103 4.619 Commercial Paper Discounts
62479MU35 40641 MUFG Bank Ltd/NY 01/10/2023 25,000,000.00 24,679,500.00 24,685,479.17 4.870 174 93 4.987 07/03/2023 89233HTW4 40604 Toyota Motor Credit Corp 10/07/2022 50,000,000.00 49,390,000.00 49,436,250.00 4.510 266 90 4.665 06/30/2023 89233HU36 40642 Toyota Motor Credit Corp 01/11/2023 25,000,000.00 24,679,500.00 24,682,895.84 4.910 173 93 5.029 07/03/2023 Subtotal and Average 98,608,791.67 100,000,000.00 98,749,000.00 98,804,625.01 220 91 4.837 Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,308,050.00 2,499,942.40 0.500 1,812 835 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,103,800.00 9,995,537.78 0.480 1,826 1,020 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,103,800.00 9,995,320.24 0.480 1,826 1,020 0.497 01/15/2026 31422XR38 40622 Federal Agricultural Mtg Corp 11/28/2022 10,000,000.00 10,003,600.00 10,000,000.00 4.920 365 241 4.920 11/28/2023 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
3133EJD48 40013 Federal Farm Credit Bank 10/17/2018 25,000,000.00 24,786,000.00 24,991,380.95 3.050 1,811 184 3.124 10/02/2023 3133EJ5W5 40049 Federal Farm Credit Bank 01/23/2019 20,000,000.00 19,771,800.00 19,997,741.38 2.650 1,734 205 2.672 10/23/2023 3133ELG81 40283 Federal Farm Credit Bank 06/12/2020 10,000,000.00 9,917,500.00 9,999,943.96 0.300 1,091 68 0.303 06/08/2023 3133ENAL4 40480 Federal Farm Credit Bank 01/26/2022 4,150,000.00 4,051,064.00 4,135,553.44 0.290 624 194 0.953 10/12/2023 3133ENAL4 40501 Federal Farm Credit Bank 03/22/2022 1,170,000.00 1,142,107.20 1,159,472.97 0.290 569 194 2.021 10/12/2023 3133ENS43 40607 Federal Farm Credit Bank 10/17/2022 10,000,000.00 9,976,300.00 9,967,257.78 4.375 731 565 4.599 10/17/2024 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,879,610.00 2,998,064.09 1.500 1,826 502 1.549 08/15/2024 3130A0F70 40531 Federal Home Loan Bank 05/11/2022 10,215,000.00 10,113,973.65 10,272,225.98 3.375 576 251 2.536 12/08/2023 3130AS3T46 40537 Federal Home Loan Bank 05/17/2022 9,305,000.00 9,277,736.35 9,304,785.07 2.125 360 41 2.145 05/12/2023 3130ATUP0 40615 Federal Home Loan Bank 11/04/2022 5,000,000.00 4,998,700.00 4,994,950.97 4.750 364 216 4.928 11/03/2023 3130AU4V3 40627 Federal Home Loan Bank 12/08/2022 10,000,000.00 10,010,100.00 10,000,000.00 4.800 396 282 4.804 01/08/2024 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,568,050.00 4,992,533.59 0.375 1,824 906 0.436 09/23/2025 3137EAEY1 40316 Federal Home Loan Mtg Corp 10/16/2020 4,000,000.00 3,901,640.00 3,997,306.11 0.125 1,095 198 0.250 10/16/2023 3134G3X54 40536 Federal Home Loan Mtg Corp 05/12/2022 2,635,000.00 2,624,143.80 2,634,403.25 2.000 379 55 2.150 05/26/2023 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,648,000.00 9,990,472.19 1.750 1,821 458 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,609,000.00 9,994,747.35 1.625 1,820 563 1.661 10/15/2024 3135G04Q3 40271 Federal National Mtg Assn 05/22/2020 10,000,000.00 9,940,500.00 9,998,578.61 0.250 1,095 51 0.351 05/22/2023 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,241,100.00 9,990,835.82 0.500 1,824 808 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,155,400.00 9,987,266.83 0.375 1,700 877 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,149,100.00 10,021,338.22 0.500 1,766 951 0.417 11/07/2025 3135G04Q3 40415 Federal National Mtg Assn 11/23/2021 2,963,000.00 2,945,370.15 2,962,015.94 0.250 545 51 0.486 05/22/2023 3135G05U3 40420 Federal National Mtg Assn 11/30/2021 7,000,000.00 6,874,770.00 6,996,136.07 0.350 626 139 0.496 08/18/2023 Subtotal and Average 227,907,886.88 221,938,000.00 215,101,215.15 221,877,810.99 1,295 419 1.967 Federal Agency Discounts
313384HR3 40644 Federal Home Loan Bank 01/20/2023 50,000,000.00 49,408,500.00 49,402,604.17 4.625 164 93 4.790 07/03/2023 313384HR3 40645 Federal Home Loan Bank 01/20/2023 50,000,000.00 49,408,500.00 49,397,437.41 4.665 164 93 4.832 07/03/2023 313384HR3 40646 Federal Home Loan Bank 01/20/2023 10,000,000.00 9,881,700.00 9,879,487.50 4.665 164 93 4.832 07/03/2023 313384HC6 40650 Federal Home Loan Bank 02/08/2023 10,000,000.00 9,898,900.00 9,895,555.56 4.700 132 80 4.849 06/20/2023 313384HR3 40653 Federal Home Loan Bank 03/03/2023 10,000,000.00 9,881,700.00 9,874,708.33 4.850 122 93 5.000 07/03/2023 313384HR3 40654 Federal Home Loan Bank 03/07/2023 10,000,000.00 9,881,700.00 9,874,837.76 4.845 118 93 4.992 07/03/2023 313384LY3 40657 Federal Home Loan Bank 03/22/2023 15,000,000.00 14,669,700.00 14,659,583.34 4.750 182 172 4.934 09/20/2023 313384KG3 40658 Federal Home Loan Bank 03/27/2023 20,000,000.00 19,663,000.00 19,659,000.00 4.650 137 132 4.800 08/11/2023 313384LL1 40659 Federal Home Loan Bank 03/31/2023 20,000,000.00 19,590,400.00 19,581,333.34 4.710 161 160 4.878 09/08/2023 Subtotal and Average 144,040,716.80 195,000,000.00 192,284,100.00 192,224,547.41 156 109 4.848 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 14,655,450.00 15,053,501.57 2.125 1,529 334 1.719 02/29/2024 9128283Z1 40578 U.S. Treasury 09/02/2022 30,000,000.00 29,259,300.00 29,569,726.13 2.750 910 699 3.539 02/28/2025 912828S35 40582 U.S. Treasury 09/14/2022 30,000,000.00 29,761,800.00 29,827,016.65 1.375 289 90 3.763 06/30/2023 91282CCU3 40583 U.S. Treasury 09/14/2022 20,000,000.00 19,626,600.00 19,696,189.46 0.125 351 152 3.878 08/31/2023 912828S35 40584 U.S. Treasury 09/15/2022 20,000,000.00 19,841,200.00 19,882,812.50 1.375 288 90 3.082 06/30/2023 91282CAK7 40585 U.S. Treasury 09/15/2022 20,000,000.00 19,593,800.00 19,661,138.70 0.125 365 167 3.938 09/15/2023 9128284Z0 40586 U.S. Treasury 09/15/2022 10,000,000.00 9,724,600.00 9,770,902.95 2.750 1,081 883 3.760 08/31/2025 9128285U0 40625 U.S. Treasury 12/06/2022 10,000,000.00 9,850,000.00 9,850,156.25 2.625 390 274 4.694 12/31/2023 Subtotal and Average 153,183,738.97 155,000,000.00 152,312,750.00 153,311,444.21 605 312 3.528 Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,101,500.00 10,000,000.00 1.000 1,826 1,115 1.000 04/20/2026 31422XRQ7 40554 Federal Agricultural Mtg Corp 06/14/2022 10,779,000.00 10,460,264.97 10,594,774.45 0.690 554 263 3.141 12/20/2023 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,516,900.00 10,000,000.00 0.580 1,461 443 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,081,700.00 10,000,000.00 0.500 1,820 997 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,093,000.00 10,000,000.00 0.800 1,826 1,073 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,466,900.00 10,007,735.09 1.010 1,096 611 0.963 12/02/2024 3133EMZP0 40424 Federal Farm Credit Bank 12/01/2021 1,250,000.00 1,241,962.50 1,249,594.21 0.140 533 47 0.390 05/18/2023 3133ENGW4 40445 Federal Farm Credit Bank 12/17/2021 6,435,000.00 6,248,320.65 6,434,094.07 0.660 726 256 0.680 12/13/2023 3133ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 9,660,586.50 10,349,269.75 1.600 1,461 1,032 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 14,125,860.00 15,141,194.06 2.180 1,826 1,417 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 144,624.00 149,128.26 1.940 896 521 2.363 09/03/2024 3133EL5J9 40510 Federal Farm Credit Bank 03/30/2022 13,965,000.00 13,686,677.55 13,859,770.58 0.300 520 153 2.146 09/01/2023 3133ENGW4 40513 Federal Farm Credit Bank 03/30/2022 1,859,000.00 1,805,070.41 1,838,090.89 0.660 623 256 2.308 12/13/2023 3133EMYW6 40514 Federal Farm Credit Bank 03/30/2022 1,347,000.00 1,307,977.41 1,330,648.02 0.230 593 226 2.246 11/13/2023 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,256,190.00 3,338,682.11 0.480 1,046 702 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,420,000.00 19,919,642.29 3.090 1,277 933 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,432,200.00 20,000,000.00 3.650 1,644 1,305 3.650 10/27/2026 3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 5,017,168.00 5,181,304.35 3.450 1,820 1,522 3.545 06/01/2027 3133EMBQ4 40561 Federal Farm Credit Bank 06/15/2022 1,025,000.00 1,000,184.75 1,009,462.57 0.270 477 187 3.325 10/05/2023 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,099,500.00 10,000,000.00 0.500 1,826 1,033 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,071,400.00 10,000,000.00 0.500 1,826 1,061 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,071,400.00 9,996,520.00 0.500 1,826 1,061 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 18,943,400.00 19,995,124.30 1.000 1,094 594 1.015 11/15/2024 3130APWP6 40410 Federal Home Loan Bank 11/24/2021 8,300,000.00 8,084,283.00 8,297,582.63 0.600 730 237 0.645 11/24/2023 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,818,414.00 1,900,000.00 0.875 910 423 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,603,950.00 4,870,968.58 0.850 1,088 601 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,571,909.50 2,717,569.35 0.750 1,074 587 0.923 11/08/2024 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,009,069.00 3,147,805.95 0.625 898 412 0.687 05/17/2024 3130APQU2 40435 Federal Home Loan Bank 12/15/2021 14,370,000.00 13,974,681.30 14,362,856.23 0.650 707 235 0.728 11/22/2023 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 12,548,474.80 13,240,613.76 1.050 1,067 597 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,357,594.05 2,477,464.10 1.000 1,004 566 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,758,450.00 4,991,767.84 1.125 1,095 657 1.064 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 22,845,500.00 24,631,241.76 0.960 1,507 1,069 1.481 03/05/2026 3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,167,600.00 20,000,000.00 1.250 1,096 668 1.146 01/28/2025 3130AQN58 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,324,920.00 13,989,370.37 1.750 1,096 667 1.443 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,818,328.00 7,192,584.00 1.250 1,369 941 1.208 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,167,600.00 20,000,000.00 1.250 1,096 668 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 12,019,500.00 12,497,637.50 1.125 1,004 576 1.024 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 962,040.00 995,048.61 2.375 1,096 723 2.137 03/24/2025 3130ARBY6 40496 Federal Home Loan Bank 03/28/2022 4,600,000.00 4,493,234.00 4,593,586.83 2.500 1,096 727 1.713 03/28/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,500,553.30 1,551,726.14 1.850 1,005 636 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,247,734.80 2,330,674.99 1.750 1,074 699 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 18,799,800.00 19,421,248.72 0.620 993 618 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 764,923.50 793,150.01 0.700 1,196 821 2.500 06/30/2025 3130APWH4 40512 Federal Home Loan Bank 03/30/2022 2,000,000.00 1,946,220.00 1,981,262.47 0.750 602 235 2.245 11/22/2023 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,320,256.00 1,362,153.02 1.250 1,023 668 2.800 01/28/2025 3130AMU67 40517 Federal Home Loan Bank 04/11/2022 6,000,000.00 5,691,480.00 5,837,458.01 0.400 809 454 2.661 06/28/2024 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 21,761,030.20 22,388,423.99 1.100 1,008 653 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 22,113,841.60 22,755,350.71 1.250 1,022 667 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 2,953,328.40 3,029,949.16 2.000 870 515 2.724 08/28/2024 3130APXH3 40521 Federal Home Loan Bank 04/22/2022 9,120,000.00 8,872,574.40 9,015,004.22 0.800 584 240 2.604 11/27/2023 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 19,320,600.00 20,000,000.00 3.250 1,826 1,489 3.250 04/29/2027 3130APM44 40527 Federal Home Loan Bank 04/22/2022 3,565,000.00 3,462,755.80 3,517,833.30 0.500 581 237 2.600 11/24/2023 3130ARR86 40529 Federal Home Loan Bank 04/29/2022 13,270,000.00 13,150,570.00 13,260,752.44 2.625 546 209 1.997 10/27/2023 3130APQJ7 40532 Federal Home Loan Bank 05/11/2022 1,500,000.00 1,458,030.00 1,482,706.44 0.575 560 235 2.416 11/22/2023 3130APWH4 40533 Federal Home Loan Bank 05/12/2022 6,000,000.00 5,838,660.00 5,934,459.84 0.750 559 235 2.496 11/22/2023 3130AS2M0 40539 Federal Home Loan Bank 05/24/2022 3,835,000.00 3,776,746.35 3,835,000.00 2.650 549 237 2.650 11/24/2023 3130AS3J6 40542 Federal Home Loan Bank 05/24/2022 2,700,000.00 2,656,449.00 2,699,767.00 2.500 549 237 2.514 11/24/2023 3130AS4H9 40543 Federal Home Loan Bank 05/26/2022 4,885,000.00 4,866,974.35 4,885,000.00 2.250 365 55 2.250 05/26/2023 3130ARVT5 40544 Federal Home Loan Bank 05/24/2022 3,630,000.00 3,559,868.40 3,635,642.94 3.000 724 412 2.716 05/17/2024 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,810,200.00 19,273,742.65 0.625 918 606 2.916 11/27/2024 3130AMU67 40546 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,971,600.00 19,439,056.50 0.400 766 454 2.740 06/28/2024 3130APWH4 40547 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,462,200.00 19,774,581.78 0.750 547 235 2.551 11/22/2023 3130ASBG3 40549 Federal Home Loan Bank 06/15/2022 7,150,000.00 7,050,114.50 7,139,263.65 3.250 639 349 2.125 03/15/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,674,983.85 8,878,131.81 2.800 871 573 3.000 10/25/2024 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130ASD30 40555 Federal Home Loan Bank 06/16/2022 1,540,000.00 1,531,868.80 1,538,553.04 2.290 365 76 2.750 06/16/2023 3130AS6D6 40560 Federal Home Loan Bank 06/15/2022 1,250,000.00 1,223,050.00 1,240,183.73 2.875 730 440 3.557 06/14/2024 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,302,600.00 9,995,811.11 0.700 1,826 765 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,326,800.00 10,000,000.00 0.700 1,789 731 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 37,159,200.00 40,000,000.00 0.750 1,821 809 0.750 06/18/2025 3134GXJH8 40469 Federal Home Loan Mtg Corp 01/18/2022 4,225,000.00 4,124,487.25 4,210,795.98 0.220 619 181 0.907 09/29/2023 3134GW6E1 40490 Federal Home Loan Mtg Corp 03/15/2022 20,000,000.00 19,465,400.00 19,827,461.67 0.320 597 215 1.820 11/02/2023 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,835,380.00 1,909,516.57 0.650 1,315 940 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,377,150.00 1,431,652.38 0.570 1,282 907 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 16,062,990.90 16,700,337.05 0.600 1,288 913 2.500 09/30/2025 3134GW6E1 40509 Federal Home Loan Mtg Corp 03/30/2022 18,300,000.00 17,810,841.00 18,092,623.89 0.320 582 215 2.300 11/02/2023 3134GXMZ4 40511 Federal Home Loan Mtg Corp 03/30/2022 1,033,000.00 1,003,022.34 1,026,579.72 1.800 729 362 2.446 03/28/2024 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,828,100.00 10,000,000.00 2.750 1,096 759 2.708 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,608,218.40 12,902,384.09 3.125 1,070 772 3.270 05/12/2025 3134GXYM0 40556 Federal Home Loan Mtg Corp 06/28/2022 5,615,000.00 5,505,507.50 5,598,511.32 3.125 731 454 3.372 06/28/2024 3134GXYT5 40558 Federal Home Loan Mtg Corp 06/29/2022 7,250,000.00 7,144,440.00 7,226,504.09 2.900 548 272 3.350 12/29/2023 3134GXYT5 40559 Federal Home Loan Mtg Corp 06/29/2022 4,500,000.00 4,434,480.00 4,485,416.33 2.900 548 272 3.350 12/29/2023 3134GYDA7 40638 Federal Home Loan Mtg Corp 01/26/2023 15,000,000.00 14,970,000.00 15,000,000.00 5.020 547 482 5.020 07/26/2024 3134GXR63 40643 Federal Home Loan Mtg Corp 01/17/2023 10,000,000.00 9,862,500.00 9,878,159.32 4.050 954 880 4.591 08/28/2025 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 27,921,600.00 30,000,000.00 0.850 1,826 814 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 13,595,400.00 15,000,000.00 0.550 1,826 1,033 0.550 01/28/2026 3136G46V0 40500 Federal National Mtg Assn 03/22/2022 1,500,000.00 1,444,845.00 1,477,741.72 0.310 675 300 2.167 01/26/2024 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,165,243.00 2,247,572.84 0.550 1,232 857 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,580,235.30 1,641,224.97 0.625 1,255 880 2.500 08/28/2025 3135G05P4 40515 Federal National Mtg Assn 04/11/2022 3,371,000.00 3,316,659.48 3,349,765.99 0.300 479 124 2.196 08/03/2023 3135G05U3 40562 Federal National Mtg Assn 06/15/2022 7,200,000.00 7,071,192.00 7,121,997.45 0.350 429 139 3.275 08/18/2023 3135G05P4 40563 Federal National Mtg Assn 06/15/2022 5,000,000.00 4,919,400.00 4,951,080.39 0.300 414 124 3.264 08/03/2023 3135GADY4 40639 Federal National Mtg Assn 01/20/2023 50,000,000.00 49,925,500.00 50,000,000.00 5.000 348 277 5.000 01/03/2024 Subtotal and Average 901,604,155.70 908,354,000.00 867,325,939.81 901,377,345.95 1,103 648 2.131 Supranational
45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,505,660.00 11,001,323.78 1.700 1,773 594 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,371,600.00 9,998,169.02 0.340 1,433 563 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,199,200.00 10,000,000.00 0.650 1,822 1,056 0.650 02/20/2026 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 4,900,550.00 4,998,424.33 2.500 1,827 353 2.535 03/19/2024 459058GX5 40126 IBRD 06/19/2019 10,000,000.00 9,937,200.00 9,999,436.67 1.875 1,461 79 1.902 06/19/2023 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,795,940.00 2,995,220.55 0.625 1,826 752 0.704 04/22/2025 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 18,756,400.00 20,134,456.00 0.750 1,520 710 0.401 03/11/2025 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Supranational
459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,163,600.00 9,998,046.16 0.500 1,751 941 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,163,600.00 9,996,441.22 0.500 1,751 941 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,632,580.65 4,932,666.74 2.500 1,413 604 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,204,600.00 9,966,202.61 0.375 1,657 849 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,599,000.00 10,167,122.22 1.500 1,314 515 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,247,950.00 5,000,000.00 0.600 1,826 1,054 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,247,950.00 5,000,000.00 0.600 1,826 1,054 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,378,200.00 10,026,657.40 0.750 1,460 710 0.611 03/11/2025 459058JM6 40538 IBRD 05/25/2022 5,580,000.00 5,421,751.20 5,499,798.97 0.250 548 237 2.527 11/24/2023 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 7,993,480.50 8,564,558.89 0.425 1,413 598 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,026,800.00 9,984,014.22 0.450 1,826 1,041 0.507 02/05/2026 45950VRK4 40616 International Finance Corp 11/18/2022 5,000,000.00 5,055,150.00 5,000,000.00 5.000 1,823 1,689 5.000 11/15/2027 Subtotal and Average 178,420,869.26 162,895,000.00 152,601,212.35 163,262,538.78 1,587 736 0.916 Asset Backed Securities
43813VAC2 40190 American Honda Finance Corp 11/26/2019 78,901.65 78,772.25 78,898.82 1.830 1,514 292 1.845 01/18/2024 43813DAC2 40270 American Honda Finance Corp 05/27/2020 397,361.12 393,391.48 397,351.37 0.820 1,510 471 0.825 07/15/2024 44891LAC7 40253 Hyundai Auto Receivables Trust 04/29/2020 324,578.84 321,456.39 324,551.84 1.410 1,661 594 1.424 11/15/2024 89239RAC0 40252 Toyota Motor Credit Corp 04/29/2020 265,092.20 263,210.05 265,075.26 1.360 1,569 502 1.373 08/15/2024 89237VAB5 40296 Toyota Motor Credit Corp 07/27/2020 1,203,274.15 1,189,604.96 1,203,240.34 0.440 1,541 563 0.444 10/15/2024 Subtotal and Average 2,619,886.96 2,269,207.96 2,246,435.13 2,269,117.63 1,555 535 0.808 Municipal Bonds
13063DGN2 40008 State of California GO 09/18/2018 5,000,000.00 4,974,200.00 5,005,171.71 3.400 1,778 122 3.064 08/01/2023 13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,905,400.00 5,149,798.66 3.375 1,814 731 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,660,105.00 10,479,261.78 2.650 1,545 1,096 1.392 04/01/2026 13063DRD2 40581 State of California GO 09/09/2022 5,570,000.00 5,233,293.50 5,328,443.35 2.375 1,483 1,279 3.721 10/01/2026 13063D3A4 40620 State of California GO 11/17/2022 5,000,000.00 5,231,900.00 5,202,919.66 5.700 1,414 1,279 4.424 10/01/2026 13063D3A4 40626 State of California GO 12/08/2022 7,075,000.00 7,403,138.50 7,401,259.01 5.700 1,393 1,279 4.257 10/01/2026 13063DC48 40649 State of California GO 02/01/2023 12,000,000.00 10,630,200.00 10,716,460.00 1.700 1,826 1,767 4.175 02/01/2028 13063D3N6 40655 State of California GO 03/15/2023 7,000,000.00 7,136,430.00 7,000,000.00 4.846 1,447 1,430 4.845 03/01/2027 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,269,726.45 1,385,000.00 0.765 1,749 914 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,186,700.00 10,020,212.90 0.885 1,825 945 0.805 11/01/2025 13067WRC8 40623 CA Dept of Water Resource Pwr 11/28/2022 3,155,000.00 2,880,893.60 2,855,336.18 0.790 1,099 975 4.648 12/01/2025 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,220,500.00 10,000,000.00 0.550 1,683 792 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,762,250.00 4,998,658.20 0.390 1,318 427 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,407,216.40 14,615,000.00 0.520 1,800 853 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,116,105.40 4,345,000.00 0.420 1,435 488 0.420 08/01/2024 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,588,450.00 5,007,567.72 0.852 1,798 914 0.790 10/01/2025 419792G34 40648 State of Hawaii GO 01/25/2023 25,000,000.00 22,386,250.00 22,669,594.10 1.535 1,649 1,583 3.902 08/01/2027 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,710,320.00 4,000,000.00 0.840 1,691 792 0.840 06/01/2025 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,607,499.90 3,814,417.00 3.320 1,418 519 0.511 09/01/2024 544351QQ5 40589 City of Los Angeles 09/28/2022 9,475,000.00 9,616,840.75 9,667,733.92 5.000 1,069 884 4.097 09/01/2025 544351QP7 40593 City of Los Angeles 09/28/2022 10,000,000.00 10,056,200.00 10,109,285.71 5.000 704 519 4.187 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 915,180.00 1,000,000.00 0.695 1,794 945 0.695 11/01/2025 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 963,810.00 1,000,000.00 0.970 1,458 349 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,590,700.00 5,002,853.01 0.660 1,822 853 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,735,600.00 5,000,651.81 0.510 1,457 488 0.500 08/01/2024 574193GK8 40652 Maryland State GO 03/03/2023 3,000,000.00 2,817,300.00 2,788,957.93 2.800 1,612 1,583 4.612 08/01/2027 574193WE4 40656 Maryland State GO 03/29/2023 16,360,000.00 16,231,410.40 16,360,000.00 4.000 1,082 1,079 3.999 03/15/2026 649791PP9 40185 New York State GO 10/30/2019 5,000,000.00 4,876,850.00 5,000,528.41 2.010 1,569 320 1.998 02/15/2024 6500354U9 40207 New York ST Urban Dev Corp Rev 01/15/2020 5,000,000.00 4,907,300.00 5,043,642.13 2.860 1,521 349 1.905 03/15/2024 6500354W5 40606 New York ST Urban Dev Corp Rev 10/11/2022 4,565,000.00 4,435,947.45 4,398,148.29 3.170 1,251 1,079 4.518 03/15/2026 649902T45 40596 NYS Dormitory Authority 10/05/2022 7,850,000.00 7,953,384.50 7,965,374.01 5.051 1,806 1,628 4.677 09/15/2027 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,346,365.00 2,446,651.94 1.438 1,517 457 1.551 07/01/2024 677522SQ8 40576 State of Ohio GO 08/30/2022 7,930,000.00 7,821,993.40 7,878,181.88 2.300 428 214 3.451 11/01/2023 70922PAK8 40152 Pennsylvania Turnpike Comm 08/14/2019 1,750,000.00 1,732,167.50 1,763,639.82 2.929 1,570 244 1.711 12/01/2023 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,839,520.00 4,000,000.00 2.667 1,746 686 2.667 02/15/2025 882722VK4 40264 State of Texas GO 05/08/2020 3,425,000.00 3,425,000.00 3,425,000.00 3.823 1,058 0 0.947 04/01/2023 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,622,752.00 1,775,369.40 5.000 1,797 914 0.550 10/01/2025 91412HBK8 37624 UC General Revenue Bonds 06/05/2018 4,000,000.00 3,992,840.00 4,000,000.00 3.297 1,805 44 3.297 05/15/2023 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 989,270.00 1,019,331.08 3.638 1,736 410 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 959,180.00 1,000,000.00 0.833 1,399 410 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 623,467.00 650,000.00 0.833 1,399 410 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,064,180.65 2,226,490.39 0.883 1,617 775 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,317,599.60 3,580,663.94 0.883 1,612 775 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,319,100.00 10,057,023.54 0.883 1,611 775 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,523,370.00 7,055,132.96 0.883 1,574 775 0.507 05/15/2025 91412GU94 40594 UC General Revenue Bonds 09/27/2022 3,820,000.00 3,724,156.20 3,704,200.97 3.063 1,008 822 4.509 07/01/2025 91412HGE7 40595 UC General Revenue Bonds 09/27/2022 3,000,000.00 2,795,730.00 2,784,556.84 0.883 961 775 4.509 05/15/2025 91412GU94 40619 UC General Revenue Bonds 11/17/2022 4,685,000.00 4,567,453.35 4,527,216.25 3.063 957 822 4.669 07/01/2025 91412HJN4 40636 UC General Revenue Bonds 01/04/2023 2,015,000.00 1,790,025.25 1,752,557.58 1.272 1,592 1,505 4.812 05/15/2027 91412GU94 40651 UC General Revenue Bonds 02/14/2023 2,020,000.00 1,969,318.20 1,956,308.48 3.063 868 822 4.556 07/01/2025 917542QV7 40629 State of Utah GO 12/13/2022 5,931,258.67 5,865,125.14 5,850,506.33 3.539 931 822 4.183 07/01/2025 923078CT4 40277 Ventura Cnty Pub Fin Auth Leas 06/11/2020 1,000,000.00 979,260.00 1,000,000.00 1.048 1,238 214 1.048 11/01/2023 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 853,470.00 900,000.00 1.223 1,604 580 1.223 11/01/2024 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
923078CX5 40621 Ventura Cnty Pub Fin Auth Leas 11/21/2022 3,645,000.00 3,259,468.35 3,219,170.83 1.741 1,806 1,675 4.621 11/01/2027 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 484,870.00 500,000.00 1.857 1,645 396 1.857 05/01/2024 Subtotal and Average 273,480,347.31 294,271,258.67 281,276,783.49 290,403,277.72 1,461 921 2.625 Agency Floaters
31315PF38 40611 Federal Agricultural Mtg Corp 10/27/2022 2,500,000.00 2,509,550.00 2,500,000.00 4.830 833 677 3.857 02/06/2025 31315P6T1 40612 Federal Agricultural Mtg Corp 10/27/2022 3,000,000.00 3,015,750.00 3,000,000.00 4.330 908 752 3.770 04/22/2025 Subtotal and Average 5,500,000.00 5,500,000.00 5,525,300.00 5,500,000.00 874 718 3.809 Mortgage Backed Securities
3137B4WB8 40148 Federal Home Loan Mtg Corp 08/01/2019 3,810,677.97 3,788,042.54 3,936,906.68 3.060 1,454 115 2.119 07/25/2023 30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 4,882,358.08 4,730,370.27 4,882,358.08 1.990 1,699 420 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,250,773.13 1,201,242.51 1,256,721.81 2.090 1,742 481 1.941 07/25/2024 30295NAE0 40214 Federal Home Loan Mtg Corp 01/22/2020 254,529.65 249,680.86 254,847.81 2.050 1,372 207 1.973 10/25/2023 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 573,677.10 555,818.53 580,848.06 1.990 1,549 420 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,649,300.00 10,823,437.50 2.770 1,825 785 1.043 05/25/2025 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,146,588.30 2,927,868.95 3,161,978.26 0.830 1,766 785 0.695 05/25/2025 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,500,000.00 4,375,080.00 4,937,850.00 3.062 1,458 634 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 3,834,599.30 3,521,772.69 3,853,404.17 0.670 1,768 969 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 4,596,905.57 4,424,291.77 4,937,076.58 2.588 1,492 724 0.554 03/25/2025 3137FBTA4 40605 Federal Home Loan Mtg Corp 10/12/2022 9,702,678.43 9,473,792.25 9,455,939.31 3.064 683 512 4.546 08/25/2024 30329MAA0 40609 Federal Home Loan Mtg Corp 10/28/2022 3,490,787.87 3,198,294.75 3,127,351.47 2.080 1,701 1,546 4.989 06/25/2027 30329MAA0 40610 Federal Home Loan Mtg Corp 10/28/2022 4,488,155.84 4,112,093.26 4,020,880.47 2.080 1,701 1,546 4.989 06/25/2027 3137BJQ71 40635 Federal Home Loan Mtg Corp 12/22/2022 7,101,000.00 6,851,967.93 6,821,398.13 2.770 885 785 4.445 05/25/2025 3132XGRH1 40647 Federal Home Loan Mtg Corp 01/24/2023 20,000,000.00 19,546,200.00 19,909,375.00 3.690 1,742 1,675 3.821 11/01/2027 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,845,526.05 4,691,486.78 4,929,565.64 2.420 1,747 457 2.046 07/01/2024 3138ELJW4 40189 Federal National Mtg Assn 11/12/2019 865,162.75 860,153.46 887,400.14 2.791 1,297 61 1.999 06/01/2023 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,443,240.13 7,899,519.06 2.390 1,825 672 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,144,475.50 7,531,484.38 2.240 1,806 641 2.021 01/01/2025 3138L4EN9 40206 Federal National Mtg Assn 01/22/2020 21,402,762.56 21,147,427.60 21,870,948.00 2.610 1,287 122 1.939 08/01/2023 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 962,810.00 1,023,750.00 2.710 1,811 641 2.223 01/01/2025 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,391,885.00 3,577,656.25 2.960 1,731 580 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,478,404.71 2,383,754.43 2,682,625.26 2.967 1,763 724 1.008 03/25/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 2,973,044.31 2,874,785.20 3,195,071.26 2.624 1,434 604 0.543 11/25/2024 3136AR5S3 40579 Federal National Mtg Assn 09/12/2022 5,825,000.00 5,518,022.50 5,556,503.91 2.469 1,321 1,120 3.844 04/25/2026 3136AKQM8 40614 Federal National Mtg Assn 10/31/2022 4,467,939.38 4,351,326.16 4,346,816.34 3.056 603 451 4.805 06/25/2024 3138L8UV4 40618 Federal National Mtg Assn 11/18/2022 12,239,395.42 11,857,526.28 11,791,892.52 2.920 775 641 4.716 01/01/2025 Subtotal and Average 158,294,155.57 156,426,966.42 151,232,709.35 157,253,606.09 1,437 743 2.710 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Total and Average 2,661,304,629.28 2,706,590,714.38 2,614,540,252.59 2,686,024,150.34 1,024 570 2.768 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
March 31, 2023
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,661,304,629.28 2,706,590,714.38 1,024 570 2.768
0 0
204,885.92
204,885.92
204,885.92
204,885.92
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,614,745,138.51 2,686,229,036.26 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION E

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
January 1, 2023 - March 31, 2023
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 32936 003 CITY STPOOL 0.24% Purchase 01/13/2023 5,231.66 -5,231.66 32936 003 CITY STPOOL 0.24% Redemption 01/17/2023 5,231.66 5,231.66 32936 003 CITY STPOOL 0.24% Interest 01/13/2023 5,231.66 5,231.66 36512 003 VP6000104 Federated Govt Purchase 01/05/2023 1,760.94 -1,760.94 36512 003 VP6000104 Federated Govt Purchase 02/02/2023 1,220.66 -1,220.66 36512 003 VP6000104 Federated Govt Redemption 01/20/2023 0.03 0.03 36512 003 VP6000104 Federated Govt Redemption 02/15/2023 350,127.83 350,127.83 36512 003 VP6000104 Federated Govt Interest 01/05/2023 1,760.94 1,760.94 36512 003 VP6000104 Federated Govt Interest 02/02/2023 1,220.66 1,220.66 36512 003 VP6000104 Federated Govt Interest 03/01/2023 584.88 584.88 37042 003 CSJFA STPOOL 0.22% Purchase 01/13/2023 5,231.66 -5,231.66 37042 003 CSJFA STPOOL 0.22% Redemption 01/17/2023 5,231.66 5,231.66 37042 003 CSJFA STPOOL 0.22% Interest 01/13/2023 5,231.66 5,231.66 40008 003 13063DGN2 CALIFORNIA ST, Interest 02/01/2023 08/01/2023 85,000.00 85,000.00 40079 003 459058GQ0 IBRD 2.5% MAT Interest 03/19/2023 03/19/2024 62,500.00 62,500.00 40142 003 3135G0V75 FNMA 1.75% MAT Interest 01/03/2023 07/02/2024 87,500.00 87,500.00 40148 003 3137B4WB8 FHLMC REMIC Interest 01/25/2023 07/25/2023 10,837.50 10,837.50 40148 003 3137B4WB8 FHLMC REMIC Interest 02/25/2023 07/25/2023 10,837.50 10,837.50 40148 003 3137B4WB8 FHLMC REMIC Redemption 02/25/2023 07/25/2023 9,600.45 9,600.45 40148 003 3137B4WB8 FHLMC REMIC Interest 03/25/2023 07/25/2023 10,813.02 10,813.02 40148 003 3137B4WB8 FHLMC REMIC Redemption 03/25/2023 07/25/2023 429,721.58 429,721.58 40156 003 649902ZM8 NYSHGR 5.092% Redemption 03/15/2023 03/15/2023 Maturity 2,700,000.00 2,700,000.00 40156 003 649902ZM8 NYSHGR 5.092% Interest 03/15/2023 03/15/2023 68,742.00 68,742.00 40157 003 3130AGWK7 FEDERAL HOME Interest 02/15/2023 08/15/2024 22,500.00 22,500.00 40167 003 3137B36J2 FHLMC 3.32% MAT Interest 01/25/2023 02/25/2023 9,212.05 9,212.05 40167 003 3137B36J2 FHLMC 3.32% MAT Redemption 01/25/2023 02/25/2023 2,951,645.15 2,951,645.15 40167 003 3137B36J2 FHLMC 3.32% MAT Interest 02/25/2023 02/25/2023 1,089.53 1,089.53 40167 003 3137B36J2 FHLMC 3.32% MAT Redemption 02/25/2023 02/25/2023 393,804.92 393,804.92 40169 003 3138LC5B7 FNMA 2.71% MAT Interest 01/25/2023 02/01/2023 2,333.61 2,333.61 40169 003 3138LC5B7 FNMA 2.71% MAT Redemption 01/25/2023 02/01/2023 1,000,000.00 1,000,000.00 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 01/25/2023 07/01/2024 10,148.30 10,148.30 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 01/25/2023 07/01/2024 7,607.95 7,607.95 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 02/25/2023 07/01/2024 10,132.45 10,132.45 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 02/25/2023 07/01/2024 7,631.70 7,631.70 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 03/25/2023 07/01/2024 9,137.52 9,137.52 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 03/25/2023 07/01/2024 9,120.00 9,120.00 40173 003 30298LAA9 FRESB 2019-SB65 Interest 01/25/2023 05/25/2024 8,136.97 8,136.97 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 01/25/2023 05/25/2024 7,445.00 7,445.00 40173 003 30298LAA9 FRESB 2019-SB65 Interest 02/25/2023 05/25/2024 8,124.62 8,124.62 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 02/25/2023 05/25/2024 7,474.52 7,474.52 40173 003 30298LAA9 FRESB 2019-SB65 Interest 03/25/2023 05/25/2024 8,112.23 8,112.23 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 03/25/2023 05/25/2024 9,437.10 9,437.10 40180 003 30314KAS2 FRESB 2019-SB67 Interest 01/25/2023 07/25/2024 2,186.14 2,186.14 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 01/25/2023 07/25/2024 1,359.93 1,359.93 40180 003 30314KAS2 FRESB 2019-SB67 Interest 02/25/2023 07/25/2024 2,183.77 2,183.77 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 02/25/2023 07/25/2024 1,365.05 1,365.05 40180 003 30314KAS2 FRESB 2019-SB67 Interest 03/25/2023 07/25/2024 2,181.40 2,181.40 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 03/25/2023 07/25/2024 1,704.22 1,704.22 40185 003 649791PP9 NEW YORK ST, Interest 02/15/2023 02/15/2024 50,250.00 50,250.00 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 01/17/2023 01/16/2024 Sale 110,435.08 110,435.08 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 01/17/2023 01/16/2024 7.97 7.97 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 02/15/2023 01/16/2024 Sale 105,971.85 105,971.85 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 02/15/2023 01/16/2024 7.65 7.65 40186 003 89233MAD5 TAOT 2019-D A3 1.92Redemption 03/15/2023 01/16/2024 Sale 26,643.18 26,643.18 40186 003 89233MAD5 TAOT 2019-D A3 1.92Cap G/L 03/15/2023 01/16/2024 1.92 1.92 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 01/17/2023 01/16/2024 388.91 388.91 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 02/15/2023 01/16/2024 212.20 212.20 40186 003 89233MAD5 TAOT 2019-D A3 1.92Interest 03/15/2023 01/16/2024 42.63 42.63 40189 003 3138ELJW4 FN AL3876 2.791% Interest 01/25/2023 06/01/2023 1,802.29 1,802.29 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 01/25/2023 06/01/2023 2,203.08 2,203.08 40189 003 3138ELJW4 FN AL3876 2.791% Interest 02/25/2023 06/01/2023 1,797.73 1,797.73 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 02/25/2023 06/01/2023 2,210.35 2,210.35 40189 003 3138ELJW4 FN AL3876 2.791% Interest 03/25/2023 06/01/2023 1,619.63 1,619.63 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 03/25/2023 06/01/2023 2,499.05 2,499.05 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 01/18/2023 01/18/2024 Sale 324,650.62 324,650.62 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 01/18/2023 01/18/2024 57.86 57.86 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 02/21/2023 01/18/2024 Sale 314,472.08 314,472.08 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 02/21/2023 01/18/2024 56.05 56.05 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 03/20/2023 01/18/2024 Sale 299,862.29 299,862.29 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 03/20/2023 01/18/2024 53.44 53.44 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 01/18/2023 01/18/2024 1,552.54 1,552.54 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 02/21/2023 01/18/2024 1,057.35 1,057.35 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 03/18/2023 01/18/2024 577.69 577.69 40196 003 912828W48 UNITED STATES Interest 02/28/2023 02/29/2024 159,375.00 159,375.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 01/25/2023 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 02/25/2023 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 03/25/2023 02/01/2025 14,400.81 14,400.81 40203 003 3140HWYW6 FN BL5224 2.240 Interest 01/25/2023 01/01/2025 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 02/25/2023 01/01/2025 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 03/25/2023 01/01/2025 12,979.56 12,979.56 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40206 003 3138L4EN9 FN AM3740 2.610 Interest 01/25/2023 08/01/2023 48,499.16 48,499.16 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 01/25/2023 08/01/2023 56,541.53 56,541.53 40206 003 3138L4EN9 FN AM3740 2.610 Interest 02/25/2023 08/01/2023 48,372.09 48,372.09 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 02/25/2023 08/01/2023 56,712.11 56,712.11 40206 003 3138L4EN9 FN AM3740 2.610 Interest 03/25/2023 08/01/2023 43,575.79 43,575.79 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 03/25/2023 08/01/2023 63,144.04 63,144.04 40207 003 6500354U9 NEW YORK ST Interest 03/15/2023 03/15/2024 71,500.00 71,500.00 40209 003 3138LL3J2 FN AN8000 2.71% Interest 01/25/2023 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 02/25/2023 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 03/25/2023 01/01/2025 2,107.78 2,107.78 40214 003 30295NAE0 FRESB 2016-SB24 Interest 01/25/2023 10/25/2023 437.86 437.86 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 01/25/2023 10/25/2023 549.47 549.47 40214 003 30295NAE0 FRESB 2016-SB24 Interest 02/25/2023 10/25/2023 436.92 436.92 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 02/25/2023 10/25/2023 551.59 551.59 40214 003 30295NAE0 FRESB 2016-SB24 Interest 03/25/2023 10/25/2023 435.98 435.98 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 03/25/2023 10/25/2023 675.46 675.46 40223 003 46625HJH4 JPM 3.2% MAT Redemption 01/25/2023 01/25/2023 Maturity 10,000,000.00 10,000,000.00 40223 003 46625HJH4 JPM 3.2% MAT Interest 01/25/2023 01/25/2023 160,000.00 160,000.00 40225 003 3138L8CE2 FN AM7268 2.960% Interest 01/25/2023 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 02/25/2023 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 03/25/2023 11/01/2024 8,057.78 8,057.78 40231 003 30298LAA9 FRESB 2019-SB65 Interest 01/25/2023 05/25/2024 956.09 956.09 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 01/25/2023 05/25/2024 874.79 874.79 40231 003 30298LAA9 FRESB 2019-SB65 Interest 02/25/2023 05/25/2024 954.64 954.64 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 02/25/2023 05/25/2024 878.26 878.26 40231 003 30298LAA9 FRESB 2019-SB65 Interest 03/25/2023 05/25/2024 953.19 953.19 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 03/25/2023 05/25/2024 1,108.86 1,108.86 40234 003 574193SP4 MARYLAND ST, Interest 03/15/2023 03/15/2024 4,850.00 4,850.00 40242 003 06406RAE7 BK 2.95% MAT Redemption 01/30/2023 01/29/2023 Maturity 10,444,000.00 10,444,000.00 40242 003 06406RAE7 BK 2.95% MAT Interest 01/30/2023 01/29/2023 154,049.00 154,049.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 01/17/2023 08/15/2024 Sale 60,202.36 60,202.36 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 01/17/2023 08/15/2024 12.04 12.04 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 02/15/2023 08/15/2024 Sale 59,160.55 59,160.55 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 02/15/2023 08/15/2024 11.83 11.83 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 03/15/2023 08/15/2024 Sale 56,130.89 56,130.89 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 03/15/2023 08/15/2024 11.23 11.23 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 01/17/2023 08/15/2024 499.37 499.37 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 02/15/2023 08/15/2024 431.13 431.13 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 03/15/2023 08/15/2024 364.06 364.06 40253 003 44891LAC7 HART 2020-A A3 Redemption 01/17/2023 11/15/2024 Sale 55,380.09 55,380.09 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 01/17/2023 11/15/2024 12.91 12.91 40253 003 44891LAC7 HART 2020-A A3 Redemption 02/15/2023 11/15/2024 Sale 53,291.19 53,291.19 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 02/15/2023 11/15/2024 12.42 12.42 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40253 003 44891LAC7 HART 2020-A A3 Redemption 03/15/2023 11/15/2024 Sale 51,260.48 51,260.48 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 03/15/2023 11/15/2024 11.95 11.95 40253 003 44891LAC7 HART 2020-A A3 Interest 01/17/2023 11/15/2024 569.34 569.34 40253 003 44891LAC7 HART 2020-A A3 Interest 02/15/2023 11/15/2024 504.26 504.26 40253 003 44891LAC7 HART 2020-A A3 Interest 03/15/2023 11/15/2024 441.62 441.62 40255 003 76913CAX7 RIV 2.363% MAT Redemption 02/15/2023 02/15/2023 Maturity 1,655,000.00 1,655,000.00 40255 003 76913CAX7 RIV 2.363% MAT Interest 02/15/2023 02/15/2023 19,553.83 19,553.83 40256 003 76913CAZ2 RIVERSIDE CNTY Interest 02/15/2023 02/15/2025 53,340.00 53,340.00 40262 003 64990GZW5 NYSHGR 1.438% Interest 01/03/2023 07/01/2024 17,615.50 17,615.50 40265 003 3134GVSN9 FEDERAL HOME LN Interest 01/03/2023 04/01/2025 35,000.00 35,000.00 40266 003 3137BJQ71 FHMS KPLB A Interest 01/25/2023 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 02/25/2023 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 03/25/2023 05/25/2025 23,083.33 23,083.33 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 01/17/2023 07/15/2024 Sale 78,557.02 78,557.02 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 01/17/2023 07/15/2024 6.18 6.18 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 02/15/2023 07/15/2024 Sale 78,722.38 78,722.38 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 02/15/2023 07/15/2024 6.20 6.20 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 03/15/2023 07/15/2024 Sale 74,832.93 74,832.93 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 03/15/2023 07/15/2024 5.89 5.89 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 01/17/2023 07/15/2024 430.15 430.15 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 02/15/2023 07/15/2024 376.47 376.47 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 03/15/2023 07/15/2024 322.67 322.67 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 01/25/2023 03/25/2025 5,944.36 5,944.36 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 01/25/2023 03/25/2025 3,460.96 3,460.96 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 02/25/2023 03/25/2025 5,934.92 5,934.92 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 02/25/2023 03/25/2025 3,472.68 3,472.68 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 03/25/2023 03/25/2025 5,927.31 5,927.31 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 03/25/2023 03/25/2025 4,447.32 4,447.32 40276 003 3137B04Y7 FHMS KSMC A2 Interest 01/25/2023 01/25/2023 11,876.46 11,876.46 40276 003 3137B04Y7 FHMS KSMC A2 Redemption 01/25/2023 01/25/2023 5,450,000.00 5,450,000.00 40281 003 3136G4WU3 FNMA 0.85% MAT Interest 01/17/2023 06/23/2025 127,500.00 127,500.00 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 01/25/2023 03/25/2023 598.37 598.37 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 01/25/2023 03/25/2023 30,727.67 30,727.67 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 02/25/2023 03/25/2023 531.04 531.04 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 02/25/2023 03/25/2023 100,216.59 100,216.59 40289 003 3136AGMB5 FNMA FNA 2013-M12Interest 03/25/2023 03/25/2023 338.00 338.00 40289 003 3136AGMB5 FNMA FNA 2013-M12Redemption 03/25/2023 03/25/2023 149,387.66 149,387.66 40295 003 30315EAA4 FRESB 2020-SB76 Interest 01/25/2023 05/25/2025 2,185.60 2,185.60 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 01/25/2023 05/25/2025 4,165.39 4,165.39 40295 003 30315EAA4 FRESB 2020-SB76 Interest 02/25/2023 05/25/2025 2,182.72 2,182.72 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 02/25/2023 05/25/2025 4,178.41 4,178.41 40295 003 30315EAA4 FRESB 2020-SB76 Interest 03/25/2023 05/25/2025 2,179.83 2,179.83 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 03/25/2023 05/25/2025 4,964.89 4,964.89 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 01/17/2023 10/15/2024 Sale 217,400.26 217,400.26 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 01/17/2023 10/15/2024 16.74 16.74 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 02/15/2023 10/15/2024 Sale 221,199.07 221,199.07 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 02/15/2023 10/15/2024 17.03 17.03 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 03/15/2023 10/15/2024 Sale 203,640.97 203,640.97 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 03/15/2023 10/15/2024 15.68 15.68 40296 003 89237VAB5 TMCC 0.44% MAT Interest 01/17/2023 10/15/2024 676.71 676.71 40296 003 89237VAB5 TMCC 0.44% MAT Interest 02/15/2023 10/15/2024 596.98 596.98 40296 003 89237VAB5 TMCC 0.44% MAT Interest 03/15/2023 10/15/2024 515.88 515.88 40297 003 574193TR9 MARYLAND ST, Interest 02/01/2023 08/01/2025 16,500.00 16,500.00 40298 003 574193TQ1 MARYLAND ST, Interest 02/01/2023 08/01/2024 12,750.00 12,750.00 40299 003 31422BJ27 FEDERAL AGRIC Interest 01/17/2023 07/14/2025 6,250.00 6,250.00 40300 003 30288WAK5 FRESB 2016-SB15, Interest 01/25/2023 03/25/2023 474.13 474.13 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 01/25/2023 03/25/2023 453.95 453.95 40300 003 30288WAK5 FRESB 2016-SB15, Interest 02/25/2023 03/25/2023 473.30 473.30 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 02/25/2023 03/25/2023 455.55 455.55 40300 003 30288WAK5 FRESB 2016-SB15, Interest 03/25/2023 03/25/2023 472.47 472.47 40300 003 30288WAK5 FRESB 2016-SB15, Redemption 03/25/2023 03/25/2023 258,885.60 258,885.60 40304 003 373385FQ1 GEORGIA ST, Interest 02/01/2023 08/01/2025 37,999.00 37,999.00 40305 003 373385FP3 GAS 0.42% MAT Interest 02/01/2023 08/01/2024 9,124.50 9,124.50 40308 003 46625HJH4 JPM 3.2% MAT Redemption 01/25/2023 01/25/2023 Maturity 2,433,000.00 2,433,000.00 40308 003 46625HJH4 JPM 3.2% MAT Interest 01/25/2023 01/25/2023 38,928.00 38,928.00 40309 003 3137EAEX3 FEDERAL HOME LN Interest 03/23/2023 09/23/2025 9,375.00 9,375.00 40315 003 544351MQ9 LOS ANGELES Interest 03/01/2023 09/01/2024 60,922.00 60,922.00 40320 003 06406RAJ6 BANK NEW YORK Interest 02/13/2023 08/11/2023 66,723.00 66,723.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 01/25/2023 11/25/2024 6,365.35 6,365.35 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 01/25/2023 11/25/2024 1,883.75 1,883.75 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 02/25/2023 11/25/2024 6,360.21 6,360.21 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 02/25/2023 11/25/2024 1,890.65 1,890.65 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 03/25/2023 11/25/2024 6,356.42 6,356.42 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 03/25/2023 11/25/2024 2,285.25 2,285.25 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 01/25/2023 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 02/25/2023 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 03/25/2023 12/25/2024 11,482.50 11,482.50 40329 003 3135G05X7 FEDERAL NATL MTGInterest 02/27/2023 08/25/2025 18,750.00 18,750.00 40331 003 3135G06R9 FNMA 0.55% MAT Interest 01/30/2023 01/28/2026 41,250.00 41,250.00 40334 003 31422B6K1 FEDERAL AGRIC Interest 01/17/2023 01/15/2026 24,000.00 24,000.00 40335 003 459058JA2 IBRD 0.75% MAT Interest 03/13/2023 03/11/2025 75,000.00 75,000.00 40337 003 31422B6K1 FEDERAL AGRIC Interest 01/17/2023 01/15/2026 24,000.00 24,000.00 40340 003 3130AKPW0 FEDERAL HOME Interest 01/30/2023 01/28/2026 25,000.00 25,000.00 40341 003 459058JE4 IBRD 0.375% MAT Interest 01/30/2023 07/28/2025 18,800.00 18,800.00 40342 003 30318CAA5 FRESB 2021-SB82 Interest 01/25/2023 11/25/2025 2,150.70 2,150.70 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 01/25/2023 11/25/2025 5,431.20 5,431.20 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40342 003 30318CAA5 FRESB 2021-SB82 Interest 02/25/2023 11/25/2025 2,147.66 2,147.66 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 02/25/2023 11/25/2025 5,448.10 5,448.10 40342 003 30318CAA5 FRESB 2021-SB82 Interest 03/25/2023 11/25/2025 2,144.63 2,144.63 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 03/25/2023 11/25/2025 6,516.20 6,516.20 40344 003 459056HV2 IBRD 1.5% MAT Interest 02/28/2023 08/28/2024 75,000.00 75,000.00 40347 003 45950VPL4 IFC 0.45% MAT Interest 02/06/2023 02/05/2026 22,500.00 22,500.00 40348 003 46625HJT8 JPM 3.875% MAT Interest 02/01/2023 02/01/2024 290,625.00 290,625.00 40349 003 69371RR24 PACCAR FINANCIAL Interest 02/02/2023 02/02/2024 12,250.00 12,250.00 40350 003 3130AKXX9 FEDERAL HOME Interest 02/27/2023 02/25/2026 25,000.00 25,000.00 40353 003 3130AKXX9 FEDERAL HOME Interest 02/27/2023 02/25/2026 25,000.00 25,000.00 40354 003 45905U5Y6 IBRD 0.6% MAT Interest 02/21/2023 02/18/2026 15,000.00 15,000.00 40355 003 45905U5Y6 IBRD 0.6% MAT Interest 02/21/2023 02/18/2026 15,000.00 15,000.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 01/25/2023 03/25/2025 10,360.37 10,360.37 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 01/25/2023 03/25/2025 196,816.65 196,816.65 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 02/25/2023 03/25/2025 9,935.91 9,935.91 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 02/25/2023 03/25/2025 4,352.04 4,352.04 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 03/25/2023 03/25/2025 9,926.52 9,926.52 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 03/25/2023 03/25/2025 5,808.18 5,808.18 40357 003 45818WCZ7 IADB 0.65% MAT Interest 02/21/2023 02/20/2026 32,500.00 32,500.00 40358 003 3133EMSU7 FEDERAL FARM CR Interest 03/09/2023 03/09/2026 40,000.00 40,000.00 40359 003 459058JA2 IBRD 0.75% MAT Interest 03/13/2023 03/11/2025 37,500.00 37,500.00 40363 003 COVID RELIEF STPOOL 0.33% Purchase 01/13/2023 1,133.25 -1,133.25 40363 003 COVID RELIEF STPOOL 0.33% Redemption 02/09/2023 253,643.95 253,643.95 40363 003 COVID RELIEF STPOOL 0.33% Interest 01/13/2023 1,133.25 1,133.25 40408 003 45950KCS7 IFC 0.5% MAT Redemption 03/20/2023 03/20/2023 Maturity 24,721,000.00 24,721,000.00 40408 003 45950KCS7 IFC 0.5% MAT Interest 03/20/2023 03/20/2023 61,802.50 61,802.50 40411 003 3130ADRG9 FEDERAL HOME Redemption 03/10/2023 03/10/2023 Maturity 1,050,000.00 1,050,000.00 40411 003 3130ADRG9 FEDERAL HOME Interest 03/10/2023 03/10/2023 14,437.50 14,437.50 40412 003 3133ENBT6 FEDERAL FARM CR Redemption 01/25/2023 01/25/2023 Maturity 1,825,000.00 1,825,000.00 40412 003 3133ENBT6 FEDERAL FARM CR Interest 01/25/2023 01/25/2023 1,642.50 1,642.50 40414 003 3135G0T94 FEDERAL NATL MTGRedemption 01/19/2023 01/19/2023 Maturity 2,700,000.00 2,700,000.00 40414 003 3135G0T94 FEDERAL NATL MTGInterest 01/19/2023 01/19/2023 32,062.50 32,062.50 40420 003 3135G05U3 FEDERAL NATL MTGInterest 02/21/2023 08/18/2023 12,250.00 12,250.00 40442 003 594918BX1 MICROSOFT CORP, Interest 02/06/2023 02/06/2024 14,734.38 14,734.38 40443 003 594918BQ6 MICROSOFT CORP, Interest 02/08/2023 08/08/2023 28,760.00 28,760.00 40448 003 89236TEL5 TOYOTA MOTOR Redemption 01/11/2023 01/11/2023 Maturity 15,003,000.00 15,003,000.00 40448 003 89236TEL5 TOYOTA MOTOR Interest 01/11/2023 01/11/2023 202,540.50 202,540.50 40459 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2023 02/09/2024 150,000.00 150,000.00 40460 003 459056LD7 IBRD 7.625% MAT Redemption 01/19/2023 01/19/2023 Maturity 2,000,000.00 2,000,000.00 40460 003 459056LD7 IBRD 7.625% MAT Interest 01/19/2023 01/19/2023 76,250.00 76,250.00 40461 003 3130AQG49 FEDERAL HOME Interest 01/18/2023 10/18/2024 12,425.00 12,425.00 40462 003 037833DE7 APPLE INC, SR GLBLRedemption 01/13/2023 01/13/2023 Maturity 15,266,000.00 15,266,000.00 40462 003 037833DE7 APPLE INC, SR GLBLInterest 01/13/2023 01/13/2023 183,192.00 183,192.00 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40463 003 037833DF4 APPLE INC, SR GLBLInterest 01/13/2023 01/13/2025 207,817.50 207,817.50 40464 003 037833BU3 APPLE INC, SR GLBLRedemption 02/23/2023 02/23/2023 Maturity 3,052,000.00 3,052,000.00 40464 003 037833BU3 APPLE INC, SR GLBLInterest 02/23/2023 02/23/2023 43,491.00 43,491.00 40467 003 3130AQCN1 FEDERAL HOME Interest 03/17/2023 01/17/2025 12,500.00 12,500.00 40468 003 3133ENLB4 FEDERAL FARM CR Redemption 01/18/2023 01/18/2023 Maturity 20,000,000.00 20,000,000.00 40468 003 3133ENLB4 FEDERAL FARM CR Interest 01/18/2023 01/18/2023 46,000.00 46,000.00 40470 003 3130ALHH0 FEDERAL HOME Interest 03/06/2023 03/05/2026 120,000.00 120,000.00 40471 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2023 02/09/2024 179,490.00 179,490.00 40472 003 3130AQQQ9 FEDERAL HOME Interest 01/30/2023 01/28/2025 56,250.00 56,250.00 40473 003 3130AQN58 FHLB 0.7% MAT Interest 01/27/2023 01/27/2025 49,000.00 49,000.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 01/30/2023 10/28/2025 20,250.00 20,250.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 01/30/2023 01/28/2025 56,250.00 56,250.00 40478 003 3130AQMU4 FEDERAL HOME Interest 01/30/2023 10/28/2024 31,250.00 31,250.00 40479 003 3133ENMH0 FFCB 1.6% MAT Interest 01/27/2023 01/27/2026 82,800.00 82,800.00 40482 003 037833BU3 APPLE INC, SR GLBLRedemption 02/23/2023 02/23/2023 Maturity 2,336,000.00 2,336,000.00 40482 003 037833BU3 APPLE INC, SR GLBLInterest 02/23/2023 02/23/2023 33,288.00 33,288.00 40485 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2023 02/09/2024 184,770.00 184,770.00 40486 003 3133ENPB0 FEDERAL FARM CR Interest 02/16/2023 02/16/2027 165,135.00 165,135.00 40495 003 3130ARAY7 FEDERAL HOME Interest 03/24/2023 03/24/2025 6,875.00 6,875.00 40496 003 3130ARBY6 FEDERAL HOME Interest 03/28/2023 03/28/2025 34,500.00 34,500.00 40498 003 3133ENQC7 FEDERAL FARM CR Interest 03/03/2023 09/03/2024 1,455.00 1,455.00 40499 003 3130AQT78 FEDERAL HOME Interest 02/28/2023 02/28/2025 20,650.00 20,650.00 40500 003 3136G46V0 FNMA 0.31% MAT Interest 01/26/2023 01/26/2024 2,325.00 2,325.00 40503 003 3136G4H55 FEDERAL NATL MTGInterest 02/06/2023 08/05/2025 6,462.50 6,462.50 40504 003 3136G4R62 FEDERAL NATL MTGInterest 02/28/2023 08/28/2025 5,359.38 5,359.38 40506 003 3134GWUG9 FHLMC 0.57% MAT Interest 03/24/2023 09/24/2025 4,275.00 4,275.00 40507 003 3134GWVN3 FEDERAL HOME LN Interest 03/30/2023 09/30/2025 52,470.00 52,470.00 40508 003 3130ANWN6 FEDERAL HOME Interest 03/30/2023 06/30/2025 2,887.50 2,887.50 40510 003 3133EL5J9 FEDERAL FARM CR Interest 03/01/2023 09/01/2023 20,947.50 20,947.50 40511 003 3134GXMZ4 FEDERAL HOME LN Interest 03/28/2023 03/28/2024 9,297.00 9,297.00 40515 003 3135G05P4 FEDERAL NATL MTGInterest 02/03/2023 08/03/2023 5,056.50 5,056.50 40516 003 3130AQJM6 FEDERAL HOME Interest 01/30/2023 01/28/2025 8,750.00 8,750.00 40518 003 3130AQGT4 FEDERAL HOME Interest 01/13/2023 01/13/2025 126,830.00 126,830.00 40519 003 3130AQMR1 FEDERAL HOME Interest 01/27/2023 01/27/2025 146,187.50 146,187.50 40520 003 3130AQZ48 FEDERAL HOME Interest 02/28/2023 08/28/2024 30,600.00 30,600.00 40522 003 3133EMSC7 FEDERAL FARM CR Interest 03/03/2023 03/03/2025 8,400.00 8,400.00 40530 003 3133EMSE3 FEDERAL FARM CR Redemption 03/01/2023 03/01/2023 Maturity 4,916,000.00 4,916,000.00 40530 003 3133EMSE3 FEDERAL FARM CR Interest 03/01/2023 03/01/2023 2,703.80 2,703.80 40534 003 3133ELSP0 FEDERAL FARM CR Redemption 03/13/2023 03/13/2023 Maturity 14,800,000.00 14,800,000.00 40534 003 3133ELSP0 FEDERAL FARM CR Interest 03/13/2023 03/13/2023 55,500.00 55,500.00 40535 003 3133EMST0 FEDERAL FARM CR Redemption 03/10/2023 03/10/2023 Maturity 1,530,000.00 1,530,000.00 40535 003 3133EMST0 FEDERAL FARM CR Interest 03/10/2023 03/10/2023 1,071.00 1,071.00 40548 003 3130ASB65 FEDERAL HOME Redemption 02/23/2023 02/23/2023 Maturity 11,000,000.00 11,000,000.00 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40548 003 3130ASB65 FEDERAL HOME Interest 02/23/2023 02/23/2023 51,700.00 51,700.00 40549 003 3130ASBG3 FEDERAL HOME Interest 03/15/2023 03/15/2024 75,968.75 75,968.75 40557 003 594918BB9 MICROSOFT CORP, Interest 02/13/2023 02/12/2025 153,022.50 153,022.50 40562 003 3135G05U3 FEDERAL NATL MTGInterest 02/21/2023 08/18/2023 12,600.00 12,600.00 40563 003 3135G05P4 FEDERAL NATL MTGInterest 02/03/2023 08/03/2023 7,500.00 7,500.00 40564 003 594918BB9 MICROSOFT CORP, Interest 02/13/2023 02/12/2025 97,875.00 97,875.00 40565 003 3134GXKH6 FEDERAL HOME LN Redemption 01/27/2023 01/27/2023 Maturity 5,000,000.00 5,000,000.00 40565 003 3134GXKH6 FEDERAL HOME LN Interest 01/27/2023 01/27/2023 3,125.00 3,125.00 40566 003 CAMP CAMP 1.27% Purchase 01/03/2023 251,250.07 -251,250.07 40566 003 CAMP CAMP 1.27% Purchase 01/04/2023 26,977,000.00 -26,977,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/05/2023 7,660,000.00 -7,660,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/06/2023 57,500,000.00 -57,500,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/10/2023 5,900,000.00 -5,900,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/12/2023 5,543,000.00 -5,543,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/18/2023 18,517,000.00 -18,517,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/19/2023 4,854,000.00 -4,854,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/20/2023 94,851,000.00 -94,851,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/23/2023 3,925,000.00 -3,925,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/24/2023 13,959,000.00 -13,959,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/26/2023 2,587,000.00 -2,587,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/30/2023 4,828,000.00 -4,828,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/31/2023 12,290,000.00 -12,290,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/02/2023 508,003.63 -508,003.63 40566 003 CAMP CAMP 1.27% Purchase 02/02/2023 4,757,000.00 -4,757,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/06/2023 7,549,000.00 -7,549,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/07/2023 4,654,000.00 -4,654,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/09/2023 36,792,000.00 -36,792,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/16/2023 3,234,000.00 -3,234,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/22/2023 2,918,000.00 -2,918,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/23/2023 71,486,000.00 -71,486,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/24/2023 9,983,000.00 -9,983,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/01/2023 551,038.63 -551,038.63 40566 003 CAMP CAMP 1.27% Purchase 03/02/2023 2,133,000.00 -2,133,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/06/2023 2,825,000.00 -2,825,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/07/2023 1,508,000.00 -1,508,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/09/2023 4,444,000.00 -4,444,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/13/2023 13,917,000.00 -13,917,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/14/2023 7,933,000.00 -7,933,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/16/2023 8,050,000.00 -8,050,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/20/2023 23,547,000.00 -23,547,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/21/2023 5,228,000.00 -5,228,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/23/2023 31,916,000.00 -31,916,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/28/2023 2,113,000.00 -2,113,000.00 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40566 003 CAMP CAMP 1.27% Purchase 03/29/2023 6,563,000.00 -6,563,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/30/2023 11,963,000.00 -11,963,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/03/2023 4,878,000.00 4,878,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/09/2023 3,085,000.00 3,085,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/11/2023 5,269,000.00 5,269,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/13/2023 53,675,000.00 53,675,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/17/2023 10,879,000.00 10,879,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/25/2023 8,141,000.00 8,141,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/27/2023 52,019,000.00 52,019,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/01/2023 5,707,000.00 5,707,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/03/2023 8,739,000.00 8,739,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/08/2023 11,197,000.00 11,197,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/10/2023 54,117,000.00 54,117,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/13/2023 3,645,000.00 3,645,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/14/2023 7,430,000.00 7,430,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/15/2023 7,915,000.00 7,915,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/17/2023 17,364,000.00 17,364,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/21/2023 2,632,000.00 2,632,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/27/2023 19,663,000.00 19,663,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/28/2023 58,430,000.00 58,430,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/01/2023 2,750,000.00 2,750,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/03/2023 17,032,000.00 17,032,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/08/2023 39,000.00 39,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/10/2023 29,460,000.00 29,460,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/15/2023 6,353,000.00 6,353,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/17/2023 4,556,000.00 4,556,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/22/2023 11,978,000.00 11,978,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/24/2023 30,562,000.00 30,562,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/27/2023 22,675,000.00 22,675,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/31/2023 18,513,000.00 18,513,000.00 40566 003 CAMP CAMP 1.27% Interest 01/03/2023 251,250.07 251,250.07 40566 003 CAMP CAMP 1.27% Interest 02/02/2023 508,003.63 508,003.63 40566 003 CAMP CAMP 1.27% Interest 03/01/2023 551,038.63 551,038.63 40569 003 48133DP95 JPM 4.57% MAT Interest 01/30/2023 07/28/2027 228,500.00 228,500.00 40570 003 48133DQ45 JPM 4.1% MAT Interest 01/30/2023 07/28/2025 205,000.00 205,000.00 40571 003 48133DQ52 JPM 4.25% MAT Interest 01/30/2023 07/28/2026 212,500.00 212,500.00 40574 003 478160BY9 JOHNSON & Interest 03/01/2023 03/01/2026 170,826.25 170,826.25 40575 003 478160BY9 JOHNSON & Interest 03/01/2023 03/01/2026 51,621.50 51,621.50 40577 003 912796T33 UNITED STATES Redemption 02/23/2023 02/23/2023 Maturity 30,000,000.00 30,000,000.00 40578 003 9128283Z1 UNITED STATES Interest 02/28/2023 02/28/2025 412,500.00 412,500.00 40578 003 9128283Z1 UNITED STATES Accr Int 02/28/2023 02/28/2025 4,558.01 -4,558.01 0.00 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 01/25/2023 04/25/2026 11,984.94 11,984.94 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 02/25/2023 04/25/2026 11,984.94 11,984.94 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 03/25/2023 04/25/2026 11,984.94 11,984.94 40580 003 194162AN3 CL 3.1% MAT Interest 02/15/2023 08/15/2027 131,368.70 131,368.70 40580 003 194162AN3 CL 3.1% MAT Accr Int 02/15/2023 08/15/2027 21,188.50 -21,188.50 0.00 40582 003 912828S35 UNITED STATES Interest 01/03/2023 06/30/2023 206,250.00 206,250.00 40582 003 912828S35 UNITED STATES Accr Int 01/03/2023 06/30/2023 85,190.22 -85,190.22 0.00 40583 003 91282CCU3 UNITED STATES Interest 02/28/2023 08/31/2023 12,500.00 12,500.00 40583 003 91282CCU3 UNITED STATES Accr Int 02/28/2023 08/31/2023 966.85 -966.85 0.00 40584 003 912828S35 UNITED STATES Interest 01/03/2023 06/30/2023 137,500.00 137,500.00 40584 003 912828S35 UNITED STATES Accr Int 01/03/2023 06/30/2023 57,540.76 -57,540.76 0.00 40585 003 91282CAK7 UNITED STATES Interest 03/15/2023 09/15/2023 12,500.00 12,500.00 40586 003 9128284Z0 UNITED STATES Interest 02/28/2023 08/31/2025 137,500.00 137,500.00 40586 003 9128284Z0 UNITED STATES Accr Int 02/28/2023 08/31/2025 11,395.03 -11,395.03 0.00 40591 003 313384BR9 FHLB ZERO CPN Redemption 02/09/2023 02/09/2023 Maturity 25,000,000.00 25,000,000.00 40592 003 313384CL1 FHLB ZERO CPN Redemption 02/28/2023 02/28/2023 Maturity 25,000,000.00 25,000,000.00 40594 003 91412GU94 UNIVERSITY CALIF Interest 01/03/2023 07/01/2025 58,503.30 58,503.30 40594 003 91412GU94 UNIVERSITY CALIF Accr Int 01/03/2023 07/01/2025 27,951.58 -27,951.58 0.00 40596 003 649902T45 NEW YORK ST Interest 03/15/2023 09/15/2027 198,251.75 198,251.75 40596 003 649902T45 NEW YORK ST Accr Int 03/15/2023 09/15/2027 22,027.97 -22,027.97 0.00 40597 003 06367CY35 BMO 4.05% MAT Redemption 02/28/2023 02/28/2023 Maturity 50,000,000.00 50,000,000.00 40597 003 06367CY35 BMO 4.05% MAT Interest 02/28/2023 02/28/2023 826,875.00 826,875.00 40598 003 88579YAV3 3M CO, FR Interest 03/19/2023 09/19/2026 80,437.50 80,437.50 40598 003 88579YAV3 3M CO, FR Accr Int 03/19/2023 09/19/2026 7,150.00 -7,150.00 0.00 40599 003 039483BL5 ADM 2.5% MAT Interest 02/13/2023 08/11/2026 122,250.00 122,250.00 40599 003 039483BL5 ADM 2.5% MAT Accr Int 02/13/2023 08/11/2026 36,675.00 -36,675.00 0.00 40601 003 039483BL5 ADM 2.5% MAT Interest 02/13/2023 08/11/2026 115,187.50 115,187.50 40601 003 039483BL5 ADM 2.5% MAT Accr Int 02/13/2023 08/11/2026 35,836.11 -35,836.11 0.00 40603 003 931142EW9 WALMART INC, SR Interest 03/09/2023 09/09/2025 58,500.00 58,500.00 40603 003 931142EW9 WALMART INC, SR Accr Int 03/09/2023 09/09/2025 9,100.00 -9,100.00 0.00 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 01/25/2023 08/25/2024 24,884.94 24,884.94 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 01/25/2023 08/25/2024 13,470.50 13,470.50 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 02/25/2023 08/25/2024 24,850.54 24,850.54 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 02/25/2023 08/25/2024 13,516.90 13,516.90 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 03/25/2023 08/25/2024 24,816.03 24,816.03 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 03/25/2023 08/25/2024 16,393.70 16,393.70 40606 003 6500354W5 NEW YORK ST Interest 03/15/2023 03/15/2026 72,355.25 72,355.25 40606 003 6500354W5 NEW YORK ST Accr Int 03/15/2023 03/15/2026 10,451.31 -10,451.31 0.00 40608 003 931142ER0 WALMART INC, NT Interest 03/17/2023 09/17/2026 52,500.00 52,500.00 40608 003 931142ER0 WALMART INC, NT Accr Int 03/17/2023 09/17/2026 9,625.00 -9,625.00 0.00 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 01/25/2023 06/25/2027 6,060.43 6,060.43 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 01/25/2023 06/25/2027 1,748.71 1,748.71 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 02/25/2023 06/25/2027 6,057.40 6,057.40 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 02/25/2023 06/25/2027 1,754.17 1,754.17 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 03/25/2023 06/25/2027 6,054.36 6,054.36 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 03/25/2023 06/25/2027 2,111.03 2,111.03 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 01/25/2023 06/25/2027 7,791.98 7,791.98 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 01/25/2023 06/25/2027 2,248.34 2,248.34 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 02/25/2023 06/25/2027 7,788.08 7,788.08 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 02/25/2023 06/25/2027 2,255.36 2,255.36 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 03/25/2023 06/25/2027 7,784.18 7,784.18 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 03/25/2023 06/25/2027 2,714.18 2,714.18 40611 003 31315PF38 FARMER MAC FLT Interest 02/06/2023 02/06/2025 29,168.75 29,168.75 40612 003 31315P6T1 FARMER MAC FLT Interest 01/22/2023 04/22/2025 33,925.83 33,925.83 40612 003 31315P6T1 FARMER MAC FLT Accr Int 01/22/2023 04/22/2025 1,491.67 -1,491.67 0.00 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 01/25/2023 06/25/2024 12,711.44 12,711.44 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 01/25/2023 06/25/2024 129,632.38 129,632.38 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 02/25/2023 06/25/2024 12,381.31 12,381.31 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 02/25/2023 06/25/2024 65,584.63 65,584.63 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 03/25/2023 06/25/2024 12,214.29 12,214.29 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 03/25/2023 06/25/2024 328,246.75 328,246.75 40617 003 06406HDA4 BK 3.% MAT Interest 02/24/2023 02/24/2025 150,000.00 150,000.00 40617 003 06406HDA4 BK 3.% MAT Accr Int 02/24/2023 02/24/2025 66,666.67 -66,666.67 0.00 40618 003 3138L8UV4 FN AM7795 2.92% Interest 01/25/2023 01/01/2025 30,943.54 30,943.54 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 01/25/2023 01/01/2025 21,007.16 21,007.16 40618 003 3138L8UV4 FN AM7795 2.92% Interest 02/25/2023 01/01/2025 30,890.72 30,890.72 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 02/25/2023 01/01/2025 21,072.55 21,072.55 40618 003 3138L8UV4 FN AM7795 2.92% Interest 03/25/2023 01/01/2025 27,853.44 27,853.44 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 03/25/2023 01/01/2025 24,837.98 24,837.98 40619 003 91412GU94 UNIVERSITY CALIF Interest 01/03/2023 07/01/2025 71,750.78 71,750.78 40619 003 91412GU94 UNIVERSITY CALIF Accr Int 01/03/2023 07/01/2025 54,211.70 -54,211.70 0.00 40624 003 594918BY9 MICROSOFT CORP, Interest 02/06/2023 02/06/2027 139,194.00 139,194.00 40624 003 594918BY9 MICROSOFT CORP, Accr Int 02/06/2023 02/06/2027 89,702.80 -89,702.80 0.00 40625 003 9128285U0 UNITED STATES Interest 01/03/2023 12/31/2023 131,250.00 131,250.00 40625 003 9128285U0 UNITED STATES Accr Int 01/03/2023 12/31/2023 113,417.12 -113,417.12 0.00 40627 003 3130AU4V3 FEDERAL HOME Interest 01/09/2023 01/08/2024 40,000.00 40,000.00 40628 003 14913R3A3 CATERPILLAR FINL Interest 02/13/2023 08/12/2027 133,722.00 133,722.00 40628 003 14913R3A3 CATERPILLAR FINL Accr Int 02/13/2023 08/12/2027 89,890.90 -89,890.90 0.00 40629 003 917542QV7 UTS 3.539% MAT Interest 01/03/2023 07/01/2025 104,953.62 104,953.62 40629 003 917542QV7 UTS 3.539% MAT Accr Int 01/03/2023 07/01/2025 94,458.26 -94,458.26 0.00 40630 003 06406FAE3 BK 2.45% MAT Interest 02/17/2023 08/17/2026 54,892.25 54,892.25 40630 003 06406FAE3 BK 2.45% MAT Accr Int 02/17/2023 08/17/2026 35,375.01 -35,375.01 0.00 40634 003 24422EWK1 DEERE JOHN Interest 03/15/2023 09/15/2027 107,784.72 107,784.72 40634 003 24422EWK1 DEERE JOHN Accr Int 03/15/2023 09/15/2027 55,909.72 -55,909.72 0.00 40635 003 3137BJQ71 FHMS KPLB A Interest 01/25/2023 05/25/2025 -11,474.03 -11,474.03 40635 003 3137BJQ71 FHMS KPLB A Interest 01/25/2023 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 02/25/2023 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 03/25/2023 05/25/2025 16,391.47 16,391.47 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 12
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40636 003 91412HJN4 UNIVERSITY CALIF Purchase 01/04/2023 05/15/2027 1,740,660.44 -1,740,660.44 40637 003 24422EWP0 DEERE JOHN Purchase 01/09/2023 01/09/2026 9,995,300.00 -9,995,300.00 40638 003 3134GYDA7 FHLMC 5.02% MAT Purchase 01/26/2023 07/26/2024 15,000,000.00 -15,000,000.00 40639 003 3135GADY4 FNMA 5.% MAT Purchase 01/20/2023 01/03/2024 50,000,000.00 -50,000,000.00 40640 003 69371RR65 PACCAR FINANCIAL Purchase 01/06/2023 02/04/2027 9,192,444.44 -9,192,444.44 40640 003 69371RR65 PACCAR FINANCIAL Interest 02/06/2023 02/04/2027 100,000.00 100,000.00 40640 003 69371RR65 PACCAR FINANCIAL Accr Int 02/06/2023 02/04/2027 84,444.44 -84,444.44 0.00 40641 003 62479MU35 MUFGBK ZERO CPN Purchase 01/10/2023 07/03/2023 24,411,541.67 -24,411,541.67 40642 003 89233HU36 TMCC ZERO CPN Purchase 01/11/2023 07/03/2023 24,410,118.06 -24,410,118.06 40643 003 3134GXR63 FEDERAL HOME LN Purchase 01/17/2023 08/28/2025 10,023,010.00 -10,023,010.00 40643 003 3134GXR63 FEDERAL HOME LN Interest 02/28/2023 08/28/2025 202,500.00 202,500.00 40643 003 3134GXR63 FEDERAL HOME LN Accr Int 02/28/2023 08/28/2025 155,250.00 -155,250.00 0.00 40644 003 313384HR3 FHLB DISCO NOTE Purchase 01/20/2023 07/03/2023 48,946,527.78 -48,946,527.78 40645 003 313384HR3 FHLB DISCO NOTE Purchase 01/20/2023 07/03/2023 48,937,416.50 -48,937,416.50 40646 003 313384HR3 FHLB DISCO NOTE Purchase 01/20/2023 07/03/2023 9,787,483.33 -9,787,483.33 40647 003 3132XGRH1 FR WN2287 3.69% Purchase 01/24/2023 11/01/2027 19,956,525.00 -19,956,525.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 02/25/2023 11/01/2027 63,550.00 63,550.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 02/25/2023 11/01/2027 -47,150.00 -47,150.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 03/25/2023 11/01/2027 57,400.00 57,400.00 40648 003 419792G34 HAWAII ST, Purchase 01/25/2023 08/01/2027 22,756,479.17 -22,756,479.17 40648 003 419792G34 HAWAII ST, Interest 02/01/2023 08/01/2027 191,875.00 191,875.00 40648 003 419792G34 HAWAII ST, Accr Int 02/01/2023 08/01/2027 185,479.17 -185,479.17 0.00 40649 003 13063DC48 CALIFORNIA ST, Purchase 02/01/2023 02/01/2028 10,672,200.00 -10,672,200.00 40650 003 313384HC6 FHLB ZERO CPN Purchase 02/08/2023 06/20/2023 9,827,666.67 -9,827,666.67 40651 003 91412GU94 UNIVERSITY CALIF Purchase 02/14/2023 07/01/2025 1,960,003.14 -1,960,003.14 40652 003 574193GK8 MARYLAND ST, GO Purchase 03/03/2023 08/01/2027 2,792,636.67 -2,792,636.67 40653 003 313384HR3 FHLB DISCO NOTE Purchase 03/03/2023 07/03/2023 9,835,638.89 -9,835,638.89 40654 003 313384HR3 FHLB DISCO NOTE Purchase 03/07/2023 07/03/2023 9,841,192.00 -9,841,192.00 40655 003 13063D3N6 CALIFORNIA ST, Purchase 03/15/2023 03/01/2027 7,000,000.00 -7,000,000.00 40656 003 574193WE4 MARYLAND ST, Purchase 03/29/2023 03/15/2026 16,360,000.00 -16,360,000.00 40657 003 313384LY3 FHLB ZERO CPN Purchase 03/22/2023 09/20/2023 14,639,791.67 -14,639,791.67 40658 003 313384KG3 FHLB ZERO CPN Purchase 03/27/2023 08/11/2023 19,646,083.33 -19,646,083.33 40659 003 313384LL1 FHLB ZERO CPN Purchase 03/31/2023 09/08/2023 19,578,716.67 -19,578,716.67 Totals for General Pool 941,540,305.93 777,424,036.40 11,216,402.34 -152,899,867.19 40162 501 VP4560000 Allspring Govt Money Purchase 01/05/2023 66,387.47 -66,387.47 40162 501 VP4560000 Allspring Govt Money Purchase 02/02/2023 70,873.23 -70,873.23 40162 501 VP4560000 Allspring Govt Money Purchase 03/01/2023 67,743.72 -67,743.72 40162 501 VP4560000 Allspring Govt Money Redemption 03/15/2023 20,580,057.87 20,580,057.87 40162 501 VP4560000 Allspring Govt Money Interest 01/05/2023 66,387.47 66,387.47 40162 501 VP4560000 Allspring Govt Money Interest 02/02/2023 70,876.23 70,876.23 40162 501 VP4560000 Allspring Govt Money Interest 03/01/2023 67,743.72 67,743.72 Totals for SJCE 205,004.42 20,580,057.87 205,007.42 20,580,060.87 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 13
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType Grand Total 941,745,310.35 798,004,094.27 11,421,409.76 -132,319,806.32 Portfolio CITY
AP
Run Date: 04/14/2023 - 14:43 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

BALANCE SALES OR BALANCE
12/31/2022 MATURITIES ADDITIONS 3/31/2023
Asset Backed Securities 4,660,754.60 2,391,813.27 2,268,941.33 JPA Pool 50,216,989.00 478,703,000.00 524,214,292.33 95,728,281.33 Commercial Paper/Discount 48,333,805.56 48,821,659.73 97,155,465.29 Corporate Medium Term Notes 381,093,633.37 60,658,915.41 19,187,744.44 339,622,462.40 Federal Agency Securities 1,160,280,884.74 112,976,250.00 267,056,138.06 1,314,360,772.80 Mortgage Backed Securities 149,749,652.33 12,452,571.24 19,956,525.00 157,253,606.09 Money Market Mutual Fund 20,722,199.71 20,930,185.73 207,986.02 0.00 Muni Bonds 233,466,901.93 5,021,955.99 63,281,979.42 291,726,925.36 Negotiable CD's 115,614,719.58 50,000,000.00 65,614,719.58 State Pool 2,252,510.70 264,107.27 11,596.57 2,000,000.00 Supranationals 190,688,163.08 26,916,143.53 163,772,019.55 UST Bills, Notes & Bonds 181,624,817.37 29,806,457.99 151,818,359.38 Total 2,538,705,031.97 800,121,400.43 942,737,921.57 2,681,321,553.11 NET PURCHASES/(SALES): 142,616,521.14
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
JANUARY THROUGH MARCH 2023 TURNOVER RATIO: 0.64
AVERAGE DAILY PORTFOLIO BALANCE: 2,727,157,176.87

C I T Y O F S A N J O S E

T R E A S U R Y D I V I S I O N

RECONCILIATION OF INVESTMENT ACTIVITIES
1/1/23 THROUGH 3/31/23

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City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
City of San Jose
Purchases Report
Sorted by Dealer - Fund
January 1, 2023 - March 31, 2023
Original
Par Value
Ending
Book Value
Sec.

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
313384HR3 40646 003 AFD FHLB 10,000,000.00 01/20/2023 07/03 - At Maturity 9,787,483.33 4.665 07/03/2023 4.832 9,879,487.50 3134GYDA7 40638 003 MC1 FHLMC 15,000,000.00 01/26/2023 07/26 - 01/26 15,000,000.00 5.020 07/26/2024 5.020 15,000,000.00 313384HC6 40650 003 AFD FHLB 10,000,000.00 02/08/2023 06/20 - At Maturity 9,827,666.67 4.700 06/20/2023 4.849 9,895,555.56 313384HR3 40653 003 AFD FHLB 10,000,000.00 03/03/2023 07/03 - At Maturity 9,835,638.89 4.850 07/03/2023 5.000 9,874,708.33 313384LL1 40659 003 AFD FHLB 20,000,000.00 03/31/2023 09/08 - At Maturity 19,578,716.67 4.710 09/08/2023 4.878 19,581,333.34 Subtotal 65,000,000.00 64,029,505.56 0.00 64,231,084.73 Purchased from: Piper Sandler & Co.
313384HR3 40644 003 AFD FHLB 50,000,000.00 01/20/2023 07/03 - At Maturity 48,946,527.78 4.625 07/03/2023 4.790 49,402,604.17 3132XGRH1 40647 003 GN4 FHLMC 20,000,000.00 01/24/2023 02/25 - Monthly 19,909,375.00 Received 3.690 11/01/2027 3.821 19,909,375.00 313384KG3 40658 003 AFD FHLB 20,000,000.00 03/27/2023 08/11 - At Maturity 19,646,083.33 4.650 08/11/2023 4.800 19,659,000.00 Subtotal 90,000,000.00 88,501,986.11 0.00 88,970,979.17 Purchased from: RBC Capital Markets
24422EWP0 40637 003 MTN JD 10,000,000.00 01/09/2023 07/09 - 01/09 9,995,300.00 4.800 01/09/2026 4.817 9,995,656.85 Subtotal 10,000,000.00 9,995,300.00 0.00 9,995,656.85
Purchased from: Raymond James & Associates
91412HJN4 40636 003 MUN UNVHGR 2,015,000.00 01/04/2023 05/15 - 11/15 1,737,171.80 3,488.64 1.272 05/15/2027 4.812 1,752,557.58 419792G34 40648 003 MUN HIS 25,000,000.00 01/25/2023 02/01 - 08/01 22,571,000.00 Received 1.535 08/01/2027 3.902 22,669,594.10 91412GU94 40651 003 MUN UNVHGR 2,020,000.00 02/14/2023 07/01 - 01/01 1,952,612.80 7,390.34 3.063 07/01/2025 4.556 1,956,308.48 574193GK8 40652 003 MUN MDS 3,000,000.00 03/03/2023 08/01 - 02/01 2,785,170.00 7,466.67 2.800 08/01/2027 4.612 2,788,957.93 574193WE4 40656 003 MUN MDS 16,360,000.00 03/29/2023 09/15 - 03/15 16,360,000.00 4.000 03/15/2026 3.999 16,360,000.00 Subtotal 48,395,000.00 45,405,954.60 18,345.65 45,527,418.09 Purchased from: Truist Securities Inc
313384HR3 40645 003 AFD FHLB 50,000,000.00 01/20/2023 07/03 - At Maturity 48,937,416.50 4.665 07/03/2023 4.832 49,397,437.41 313384HR3 40654 003 AFD FHLB 10,000,000.00 03/07/2023 07/03 - At Maturity 9,841,192.00 4.845 07/03/2023 4.992 9,874,837.76 Subtotal 60,000,000.00 58,778,608.50 0.00 59,272,275.17 Purchased from: Toyota Financial Services
89233HU36 40642 003 ACP TMCC 25,000,000.00 01/11/2023 07/03 - At Maturity 24,410,118.06 4.910 07/03/2023 5.029 24,682,895.84 Subtotal 25,000,000.00 24,410,118.06 0.00 24,682,895.84 Purchased from: Unionbanc Investment
Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2023 - 15:00 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
January 1, 2023 - March 31, 2023
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Unionbanc Investment
69371RR65 40640 003 MTN PCAR 10,000,000.00 01/06/2023 02/04 - 08/04 9,108,000.00 Received 2.000 02/04/2027 4.414 9,159,648.50 62479MU35 40641 003 ACP MUFGBK 25,000,000.00 01/10/2023 07/03 - At Maturity 24,411,541.67 4.870 07/03/2023 4.987 24,685,479.17 13063DC48 40649 003 MUN CAS 12,000,000.00 02/01/2023 08/01 - 02/01 10,672,200.00 1.700 02/01/2028 4.175 10,716,460.00 313384LY3 40657 003 AFD FHLB 15,000,000.00 03/22/2023 09/20 - At Maturity 14,639,791.67 4.750 09/20/2023 4.934 14,659,583.34 Subtotal 62,000,000.00 58,831,533.34 0.00 59,221,171.01 Purchased from: Wedbush Securities
3135GADY4 40639 003 MC1 FNMA 50,000,000.00 01/20/2023 07/03 - 01/03 50,000,000.00 5.000 01/03/2024 5.000 50,000,000.00 Subtotal 50,000,000.00 50,000,000.00 0.00 50,000,000.00 Purchased from: Wells Fargo Securities
3134GXR63 40643 003 MC1 FHLMC 10,000,000.00 01/17/2023 02/28 - 08/28 9,867,760.00 Received 4.050 08/28/2025 4.591 9,878,159.32 13063D3N6 40655 003 MUN CAS 7,000,000.00 03/15/2023 09/01 - 03/01 7,000,000.00 4.846 03/01/2027 4.845 7,000,000.00 Subtotal 17,000,000.00 16,867,760.00 0.00 16,878,159.32 Total Purchases 427,395,000.00 416,820,766.17 18,345.65 418,779,640.18 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2023 - 15:00 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7