Investment Report, PSFSS, 5/3/2023 — San Jose City Council, June 6, 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

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PORTFOLIO STATISTICS

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

Portfolio Composition

Within this section are snapshots of the City’s total investment portfolio as of 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
$95,728,281 3.6%LAIF $2,000,000

0.1%

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

Page 3 ends

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

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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

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

As of 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

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Yield and Maturity Trend

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

Fund 3 Portfolio Yield and Maturity Trends
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 asset- backed 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 Yield (%)
Weighted Average Maturity
Weighted Average Maturity Weighted Average Yield

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

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Comparison with Benchmarks

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

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

Unrealized Losses and Gains

As shown in the Investment Summary Table on page one of this report, the total portfolio size as of 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

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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

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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
P

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

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

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

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

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

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

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

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

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Fund 003 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 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
TOTA

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

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

San Jose, CA 95113
Sorted by Fund - Investment Number
January 1, 2023 - March 31, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,000,232.5232936 1,000,000.00 2.880STPOOL 6,746.08 0.00 6,746.082.735003 1,000,000.00CITY 0.00 174,551.6436512 0.00 4.650FEDRAT 1,805.54 0.00 1,805.544.195003 347,146.26VP6000104 0.00 1,000,232.5237042 1,000,000.00 2.880STPOOL 6,746.08 0.00 6,746.082.735003 1,000,000.00CSJFA 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 32,970.00 0.00 32,970.003.343003 4,000,000.0091412HBK8 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 42,500.00 -3,878.77 38,621.233.086003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 190,625.00 4,285.71 194,910.713.173003 24,915,000.003133EJD48 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 132,500.00 1,006.32 133,506.322.710003 19,980,880.003133EJ5W5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 31,250.00 407.50 31,657.502.572003 4,991,850.00459058GQ0 0.00 9,989,600.0040126 10,000,000.00 1.875IBRD 46,875.00 650.00 47,525.001.929003 9,989,600.00459058GX5 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 43,750.00 1,901.34 45,651.341.858003 9,962,100.003135G0V75 0.00 4,352,394.1540148 3,810,677.97 3.060FHLMC 31,367.75 -14,552.54 16,815.211.567003 4,250,000.003137B4WB8 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 12,814.37 -5,114.93 7,699.441.699003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 9,095.00 -4,306.43 4,788.571.795003 1,081,870.0091412GVB8 0.00 2,410,927.2040156 0.00 5.092NYSHGR 28,260.60 -15,636.79 12,623.812.124003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 11,250.00 352.69 11,602.691.572003 2,992,950.003130AGWK7 0.00 1,071,443.8940167 0.00 3.320FHLMC 984.51 -142,181.63 -141,197.12-53.445003 3,345,450.053137B36J2 0.00 271,958.3340169 0.00 2.710FNMA 0.00 -19,843.75 -19,843.75-29.592003 1,000,000.003138LC5B7 0.00 4,944,930.8640171 4,845,526.05 2.420FNMA 29,367.60 -422.49 28,945.112.374003 4,869,885.703140HUNV4 0.00 4,897,614.2840173 4,882,358.08 1.990FHLMC 24,333.43 0.00 24,333.432.015003 4,906,714.7030298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 2,321.25 0.00 2,321.251.883003 500,000.0097705MNM3 0.00 1,259,503.4940180 1,250,773.13 2.090FHLMC 6,543.61 -21.06 6,522.552.100003 1,255,202.3330314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.32 41,478.321.685003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 25,125.00 -151.46 24,973.542.025003 5,002,600.00649791PP9 0.00 91,775.2940186 0.00 1.920TMCC 436.32 0.40 440.691.947003 243,050.1089233MAD5 3.97 891,752.1340189 865,162.75 2.791FNMA 6,053.44 -177.67 5,875.772.672003 872,075.233138ELJW4 0.00 561,145.9740190 78,901.65 1.830HAROT 2,514.82 5.89 2,557.801.849003 1,017,872.5743813VAC2 37.09 15,244,921.8840196 15,000,000.00 2.125USTR 78,787.83 -14,416.60 64,371.231.712003 15,244,921.88912828W48 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.00 46,546.001.715003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.376003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.247003 7,450,000.003140HWYW6 0.00 21,981,277.7840206 21,402,762.56 2.610FNMA 140,051.06 -3,858.70 136,192.362.513003 21,579,160.243138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 35,750.00 -11,418.00 24,332.001.901003 5,190,300.006500354U9 0.00 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

Page 2 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.684003 1,000,000.003138LL3J2 0.00 255,955.7340214 254,529.65 2.050FHLMC 1,307.72 -2.22 1,305.502.069003 256,306.1730295NAE0 0.00 2,774,720.0040223 0.00 3.200JPM 21,333.33 -9,054.75 12,278.581.795003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.936003 3,500,000.003138L8CE2 0.00 582,663.0840231 573,677.10 1.990FHLMC 2,859.18 -35.78 2,823.401.965003 576,539.0130298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 2,425.00 0.00 2,425.000.983003 1,000,000.00574193SP4 0.00 3,348,551.1040242 0.00 2.950BK 23,963.18 -8,884.29 15,078.891.826003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.83 23,462.671.771003 5,372,000.0013063DGB8 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.715003 2,988,390.00459058JB0 0.00 349,512.6640252 265,092.20 1.360TMCC 1,188.47 4.08 1,204.831.398003 440,532.9889239RAC0 12.28 401,341.4440253 324,578.84 1.410HART 1,414.98 5.15 1,434.511.450003 484,434.9844891LAC7 14.38 827,500.0040255 0.00 2.363RIV 4,779.83 0.00 4,779.832.343003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.704003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.731003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 8,807.75 669.61 9,477.361.576003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 12,740.62 158.55 12,899.170.770003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 32,734.44 -24,231.46 8,502.980.931003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.710003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.595003 10,000,000.003137BJQ71 0.00 509,608.8440270 397,361.12 0.820HAROT 1,044.70 2.42 1,053.390.838003 629,442.1843813DAC2 6.27 9,969,900.0040271 10,000,000.00 0.250FNMA 6,250.00 2,508.33 8,758.330.356003 9,969,900.003135G04Q3 0.00 2,690,360.6740272 2,478,404.71 2.967FNMA 18,414.02 -937.79 17,476.232.634003 2,489,785.673136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.760003 40,000,000.003134GVB49 0.00 27,403,406.4640274 26,018,000.00 2.550WMT 165,864.75 -121,054.93 44,809.820.663003 27,403,406.46931142DH3 0.00 1,997,220.0040275 2,000,000.00 0.800PCAR 4,000.00 231.67 4,231.670.859003 1,997,220.0069371RQ82 0.00 1,527,362.5040276 0.00 2.615FHLMC 0.00 -277,609.38 -277,609.38-73.713003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 2,620.00 0.00 2,620.001.063003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.240003 900,000.00923078CU1 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.862003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 14,500.00 0.00 14,500.000.588003 10,000,000.003133ELJ47 0.00 9,999,100.0040283 10,000,000.00 0.300FFCB 7,500.00 75.28 7,575.280.307003 9,999,100.003133ELG81 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.15 13,536.150.550003 9,979,300.003135G04Z3 0.00 216,296.6240289 0.00 2.492FNMA 828.58 -12,297.38 -11,468.80-21.504003 280,332.893136AGMB5 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 2,082.50 0.00 2,082.500.845003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 1,353.63 0.00 1,353.630.845003 650,000.0091412HFL2 0.00 3,170,261.5640295 3,146,588.30 0.830FHLMC 6,538.92 -65.10 6,473.820.828003 3,159,896.9930315EAA4 0.00 1,512,774.3040296 1,203,274.15 0.440TMCC 1,663.97 6.90 1,690.440.453003 1,845,421.7989237VAB5 19.57 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.68 7,944.320.644003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 6,375.00 -122.22 6,252.780.507003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.30 3,131.300.508003 2,499,875.0031422BJ27 0.00 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

Page 3 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
245,912.8840300 0.00 2.190FHLMC 945.77 -7,347.33 -6,401.56-10.557003 259,795.0330288WAK5 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 33,750.00 -25,906.88 7,843.120.602003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.527003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 4,562.25 0.00 4,562.250.426003 4,345,000.00373385FP3 0.00 690,063.6840308 0.00 3.200JPM 5,190.40 -4,421.11 769.290.452003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.33 5,440.830.443003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.558003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.852003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 4,875.00 287.53 5,162.530.419003 4,995,850.0034153QUC8 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 30,461.00 -25,485.35 4,975.650.496003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 1,250.00 1,243.33 2,493.330.254003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.77 9,893.230.800003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.08 20,168.920.815003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.514003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 33,361.50 -29,356.49 4,005.010.387003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.46 8,797.460.357003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.705003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.82 0.00 2,648.820.776003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.61 -1,353.58 3,536.030.640003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.24 5,424.460.611003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.43 15,357.570.616003 10,118,600.0091412HGE7 0.00 3,199,117.6940327 2,973,044.31 2.624FNMA 19,517.30 -452.53 19,064.772.417003 2,979,103.963136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 34,447.50 0.00 34,447.502.829003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.38 10,701.380.435003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.507003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.558003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.37 -2,228.40 6,855.970.324003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.75 10,448.250.422003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.503003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.404003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.69 12,689.690.515003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.504003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.51 12,845.510.521003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.344003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.507003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.13 13,009.130.531003 9,933,980.00459058JE4 0.00 3,864,244.1740342 3,834,599.30 0.670FHLMC 6,433.26 -85.31 6,347.950.666003 3,851,994.8030318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.72 8,957.780.511003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 37,500.00 -29,666.67 7,833.330.305003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.515003 9,971,900.0045950VPL4 0.00 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

Page 4 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
16,528,245.0040348 15,000,000.00 3.875JPM 145,312.50 -127,353.75 17,958.750.441003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 6,125.00 676.67 6,801.670.395003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.507003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.519003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.608003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.608003 5,000,000.0045905U5Y6 0.00 5,002,054.0740356 4,596,905.57 2.588FHLMC 29,776.42 -15,316.29 14,460.131.172003 4,803,882.443137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,013.84 0.00 16,013.840.649003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.811003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.618003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.001.014003 10,000,000.0031422XCX8 0.00 109,761.2840363 0.00 2.550STPOOL 636.04 0.00 636.042.350003 252,510.70COVID RELIEF 0.00 21,466,216.6640408 0.00 0.500IFC 27,124.43 -7,803.75 19,320.680.365003 24,768,711.5345950KCS7 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 50,000.00 751.39 50,751.391.030003 19,991,000.003130APRF4 0.00 8,292,530.0040410 8,300,000.00 0.600FHLB 12,450.00 933.75 13,383.750.655003 8,292,530.003130APWP6 0.00 817,266.2240411 0.00 2.750FHLB 5,534.37 -4,680.16 854.210.424003 1,081,675.883130ADRG9 0.00 485,892.8740412 0.00 0.180FFCB 219.00 165.03 384.030.321003 1,822,098.253133ENBT6 0.00 552,774.2440414 0.00 2.375FNMA 3,206.25 -2,763.66 442.590.325003 2,763,871.203135G0T94 0.00 2,952,599.8740415 2,963,000.00 0.250FNMA 1,851.87 1,736.57 3,588.440.493003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 4,156.25 0.00 4,156.250.887003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 10,359.38 613.93 10,973.310.914003 4,867,687.503130APU45 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 6,125.00 2,538.35 8,663.350.503003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 5,109.38 1,159.02 6,268.400.938003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 4,921.88 486.37 5,408.250.697003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 25,250.00 -1,158.34 24,091.660.976003 10,013,900.003133ENFZ8 0.00 1,245,450.0040424 1,250,000.00 0.140FFCB 437.50 777.04 1,214.540.395003 1,245,450.003133EMZP0 0.00 1,948,566.2140432 1,851,000.00 3.625MSFT 16,774.68 -12,078.35 4,696.330.977003 1,948,566.21594918AW4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 23,351.25 2,783.28 26,134.530.739003 14,348,445.003130APQU2 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 7,367.19 -5,020.76 2,346.430.891003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 14,380.00 -9,332.33 5,047.670.697003 2,936,971.20594918BQ6 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 10,617.75 323.55 10,941.300.690003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 34,755.00 -94.11 34,660.891.062003 13,241,098.923130APS48 0.00 1,703,640.6640448 0.00 2.700TMCC 11,252.25 -8,655.27 2,596.980.618003 15,332,765.9489236TEL5 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 66,978.75 -30,771.81 36,206.941.381003 10,631,069.4013063DMA3 0.00 10,407,000.0040459 10,000,000.00 3.000AAPL 75,000.00 -48,710.10 26,289.901.025003 10,407,000.00037833CG3 0.00 429,486.4040460 0.00 7.625IBRD 7,625.00 -7,133.81 491.190.464003 2,147,432.00459056LD7 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 6,212.50 1,217.65 7,430.151.219003 2,471,605.853130AQG49 0.00 2,071,728.5140462 0.00 2.400AAPL 12,212.80 -9,065.46 3,147.340.616003 15,537,963.79037833DE7 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 103,908.75 -50,830.11 53,078.641.369003 15,723,396.48037833DF4 0.00 1,836,523.7140464 0.00 2.850AAPL 12,564.07 -8,770.91 3,793.160.838003 3,118,625.16037833BU3 0.00 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

Page 5 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,986,250.0040467 5,000,000.00 1.125FHLB 12,743.06 1,146.89 13,889.951.130003 4,986,250.003130AQCN1 0.00 3,775,511.1140468 0.00 0.460FFCB 4,344.44 566.67 4,911.110.528003 19,988,000.003133ENLB4 0.00 4,176,243.5040469 4,225,000.00 0.220FHLMC 2,323.75 7,181.81 9,505.560.923003 4,176,243.503134GXJH8 0.00 24,479,750.0040470 25,000,000.00 0.960FHLB 60,000.00 31,487.89 91,487.891.516003 24,479,750.003130ALHH0 0.00 12,402,280.3640471 11,966,000.00 3.000AAPL 89,745.00 -53,061.13 36,683.871.200003 12,402,280.36037833CG3 0.00 20,000,000.0040472 20,000,000.00 1.250FHLB 60,625.00 0.00 60,625.001.229003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 1.750FHLB 50,633.34 1,458.33 52,091.671.511003 13,982,500.003130AQN58 0.00 7,189,200.0040475 7,200,000.00 1.250FHLB 21,825.00 720.00 22,545.001.272003 7,189,200.003130AQMQ3 0.00 20,000,000.0040477 20,000,000.00 1.250FHLB 60,625.00 0.00 60,625.001.229003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 1.125FHLB 33,984.38 375.00 34,359.381.115003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 41,400.00 64.69 41,464.691.625003 10,348,965.003133ENMH0 0.00 4,103,407.9540480 4,150,000.00 0.290FFCB 3,008.75 6,807.28 9,816.030.970003 4,103,407.953133ENAL4 0.00 1,396,760.5940482 0.00 2.850AAPL 9,616.53 -5,053.10 4,563.431.325003 2,371,857.60037833BU3 0.00 12,613,016.1040485 12,318,000.00 3.000AAPL 92,385.00 -37,134.89 55,250.111.776003 12,613,016.10037833CG3 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 82,567.50 568.12 83,135.622.227003 15,138,637.503133ENPB0 0.00 7,460,673.0040487 7,300,000.00 2.850AAPL 52,012.50 -18,235.27 33,777.231.836003 7,460,673.00037833CU2 0.00 19,520,000.0040490 20,000,000.00 0.320FHLMC 16,000.00 73,594.55 89,594.551.861003 19,520,000.003134GW6E1 0.00 992,500.0040495 1,000,000.00 2.375FHLB 3,631.95 625.00 4,256.951.739003 992,500.003130ARAY7 0.00 4,590,340.0040496 4,600,000.00 2.500FHLB 17,633.33 805.00 18,438.331.629003 4,590,340.003130ARBY6 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 7,238.13 1,908.38 9,146.512.402003 1,544,029.003130AR7C9 0.00 148,500.0040498 150,000.00 1.940FFCB 727.50 153.23 880.732.405003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 10,325.00 3,841.71 14,166.712.482003 2,314,924.003130AQT78 0.00 1,449,900.0040500 1,500,000.00 0.310FNMA 1,162.50 6,790.67 7,953.172.225003 1,449,900.003136G46V0 0.00 1,139,135.4040501 1,170,000.00 0.290FFCB 848.25 4,960.39 5,808.642.068003 1,139,135.403133ENAL4 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 31,000.00 85,670.42 116,670.422.481003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 3,231.25 10,922.33 14,153.582.606003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 2,679.69 7,658.31 10,338.002.604003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 3,250.00 8,794.28 12,044.282.607003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 2,137.50 6,888.33 9,025.832.608003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 26,235.00 79,054.14 105,289.142.607003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 1,443.75 3,543.27 4,987.022.598003 778,622.633130ANWN6 0.00 17,737,824.0040509 18,300,000.00 0.320FHLMC 14,640.00 88,454.27 103,094.272.357003 17,737,824.003134GW6E1 0.00 13,606,518.4540510 13,965,000.00 0.300FFCB 10,473.75 63,137.65 73,611.402.194003 13,606,518.453133EL5J9 0.00 1,020,087.5040511 1,033,000.00 1.800FHLMC 4,648.50 1,618.56 6,267.062.492003 1,020,087.503134GXMZ4 0.00 1,951,980.0040512 2,000,000.00 0.750FHLB 3,750.00 7,300.34 11,050.342.296003 1,951,980.003130APWH4 0.00 1,808,137.7640513 1,859,000.00 0.660FFCB 3,067.35 7,467.54 10,534.892.363003 1,808,137.763133ENGW4 0.00 1,304,057.6440514 1,347,000.00 0.230FFCB 774.53 6,629.18 7,403.712.303003 1,304,057.643133EMYW6 0.00 3,288,848.7340515 3,371,000.00 0.300FNMA 2,528.25 15,664.44 18,192.692.243003 3,288,848.733135G05P4 0.00 1,341,991.0040516 1,400,000.00 1.250FHLB 4,375.00 5,184.52 9,559.522.889003 1,341,991.003130AQJM6 0.00 5,710,188.0040517 6,000,000.00 0.400FHLB 6,000.00 32,726.57 38,726.572.750003 5,710,188.003130AMU67 0.00 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

Page 6 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
22,022,300.0040518 23,060,000.00 1.100FHLB 63,415.00 94,146.17 157,561.172.902003 22,022,300.003130AQGT4 0.00 22,416,742.1040519 23,390,000.00 1.250FHLB 73,093.75 87,070.78 160,164.532.898003 22,416,742.103130AQMR1 0.00 3,009,204.0040520 3,060,000.00 2.000FHLB 15,300.00 5,334.47 20,634.472.781003 3,009,204.003130AQZ48 0.00 8,864,184.0040521 9,120,000.00 0.800FHLB 18,240.00 40,040.77 58,280.772.666003 8,864,184.003130APXH3 0.00 3,259,655.0040522 3,500,000.00 0.480FFCB 4,200.00 20,980.65 25,180.653.133003 3,259,655.003133EMSC7 0.00 20,000,000.0040523 20,000,000.00 3.250FHLB 162,500.00 0.00 162,500.003.295003 20,000,000.003130ARVJ7 0.00 19,890,000.0040524 20,000,000.00 3.090FFCB 154,500.00 7,869.63 162,369.633.311003 19,890,000.003133ENUZ1 0.00 10,000,000.0040525 10,000,000.00 2.750FHLMC 68,750.00 0.00 68,750.002.788003 10,000,000.003134GXSF2 0.00 20,000,000.0040526 20,000,000.00 3.650FFCB 182,500.00 0.00 182,500.003.701003 20,000,000.003133ENVK3 0.00 3,449,208.8040527 3,565,000.00 0.500FHLB 4,456.25 18,218.89 22,675.142.666003 3,449,208.803130APM44 0.00 3,999,400.0040528 4,000,000.00 3.125MSFT 31,250.00 42.59 31,292.593.173003 3,999,400.00594918BJ2 0.00 13,245,848.6040529 13,270,000.00 2.625FHLB 87,084.37 4,040.20 91,124.572.790003 13,245,848.603130ARR86 0.00 3,176,304.0740530 0.00 0.110FFCB 901.27 14,646.29 15,547.561.985003 4,845,209.603133EMSE3 0.00 10,346,364.9040531 10,215,000.00 3.375FHLB 86,189.07 -20,851.57 65,337.502.561003 10,346,364.903130A0F70 0.00 1,458,750.0040532 1,500,000.00 0.575FHLB 2,156.25 6,737.75 8,894.002.473003 1,458,750.003130APQJ7 0.00 5,843,952.0040533 6,000,000.00 0.750FHLB 11,250.00 25,535.13 36,785.132.553003 5,843,952.003130APWH4 0.00 11,559,967.5640534 0.00 0.750FFCB 22,200.00 35,047.97 57,247.972.008003 14,653,480.003133ELSP0 0.00 1,138,715.3740535 0.00 0.140FFCB 410.55 5,296.96 5,707.512.033003 1,507,123.293133EMST0 0.00 2,630,942.1040536 2,635,000.00 2.000FHLMC 13,175.00 976.50 14,151.502.181003 2,630,942.103134G3X54 0.00 9,303,139.0040537 9,305,000.00 2.125FHLB 49,432.81 471.81 49,904.622.176003 9,303,139.003130AS3T46 0.00 5,394,470.5840538 5,580,000.00 0.250IBRD 3,487.50 30,978.94 34,466.442.591003 5,394,470.58459058JM6 0.00 3,835,000.0040539 3,835,000.00 2.650FHLB 25,406.87 0.00 25,406.872.687003 3,835,000.003130AS2M0 0.00 2,699,460.0040542 2,700,000.00 2.500FHLB 16,875.00 90.00 16,965.002.549003 2,699,460.003130AS3J6 0.00 4,885,000.0040543 4,885,000.00 2.250FHLB 27,478.12 0.00 27,478.122.281003 4,885,000.003130AS4H9 0.00 3,639,909.9040544 3,630,000.00 3.000FHLB 27,225.00 -1,250.90 25,974.102.894003 3,639,909.903130ARVT5 0.00 18,899,647.0040545 20,000,000.00 0.625FHLB 31,250.00 109,669.74 140,919.743.024003 18,899,647.003130AMNR9 0.00 19,053,800.0040546 20,000,000.00 0.400FHLB 20,000.00 112,941.65 132,941.652.830003 19,053,800.003130AMU67 0.00 19,475,000.0040547 20,000,000.00 0.750FHLB 37,500.00 87,825.27 125,325.272.610003 19,475,000.003130APWH4 0.00 6,477,615.8340548 0.00 1.880FHLB 29,871.11 53.76 29,924.871.874003 10,999,725.003130ASB65 0.00 7,130,337.5040549 7,150,000.00 3.250FHLB 41,559.38 2,808.93 44,368.312.524003 7,130,337.503130ASBG3 0.00 5,177,640.0040550 5,200,000.00 3.450FFCB 44,850.00 1,121.74 45,971.743.601003 5,177,640.003133ENYA2 0.00 12,887,851.8040551 12,940,000.00 3.125FHLMC 101,093.75 4,448.66 105,542.413.321003 12,887,851.803134GXRL0 0.00 8,864,126.0540552 8,905,000.00 2.800FHLB 62,335.00 4,287.48 66,622.483.048003 8,864,126.053130ARMT5 0.00 9,861,950.0040553 10,000,000.00 0.750AAPL 18,750.00 37,310.81 56,060.812.305003 9,861,950.00037833DV9 0.00 10,390,632.6340554 10,779,000.00 0.690FAMC 18,593.78 64,016.60 82,610.383.224003 10,390,632.6331422XRQ7 0.00 1,533,054.6040555 1,540,000.00 2.290FHLB 8,816.50 1,736.35 10,552.852.792003 1,533,054.603130ASD30 0.00 5,588,441.0540556 5,615,000.00 3.125FHLMC 43,867.19 3,319.87 47,187.063.424003 5,588,441.053134GXYM0 0.00 11,106,939.8040557 11,335,000.00 2.700MSFT 76,511.25 21,447.67 97,958.923.577003 11,106,939.80594918BB9 0.00 7,202,657.5040558 7,250,000.00 2.900FHLMC 52,562.50 7,890.41 60,452.913.404003 7,202,657.503134GXYT5 0.00 4,470,615.0040559 4,500,000.00 2.900FHLMC 32,625.00 4,897.50 37,522.503.404003 4,470,615.003134GXYT5 0.00 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

Page 7 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,233,700.0040560 1,250,000.00 2.875FHLB 8,984.37 2,040.34 11,024.713.624003 1,233,700.003130AS6D6 0.00 985,312.0040561 1,025,000.00 0.270FFCB 691.87 7,599.83 8,291.703.413003 985,312.003133EMBQ4 0.00 6,959,160.0040562 7,200,000.00 0.350FNMA 6,300.00 51,242.56 57,542.563.353003 6,959,160.003135G05U3 0.00 4,836,400.0040563 5,000,000.00 0.300FNMA 3,750.00 36,088.23 39,838.233.341003 4,836,400.003135G05P4 0.00 7,084,700.0040564 7,250,000.00 2.700MSFT 48,937.50 15,561.72 64,499.223.692003 7,084,700.00594918BB9 0.00 1,421,896.6740565 0.00 0.125FHLMC 451.39 9,140.99 9,592.382.736003 4,921,950.003134GXKH6 0.00 128,546,282.4940566 95,728,281.33 4.920CAMP 1,484,418.35 0.00 1,484,418.354.683003 50,216,989.00CAMP 0.00 10,000,000.0040569 10,000,000.00 4.570JPM 114,250.00 0.00 114,250.004.633003 10,000,000.0048133DP95 0.00 10,000,000.0040570 10,000,000.00 4.100JPM 102,500.00 0.00 102,500.004.157003 10,000,000.0048133DQ45 0.00 10,000,000.0040571 10,000,000.00 4.250JPM 106,250.00 0.00 106,250.004.309003 10,000,000.0048133DQ52 0.00 13,533,204.1540574 13,945,000.00 2.450JNJ 85,413.12 29,274.59 114,687.713.437003 13,533,204.15478160BY9 0.00 4,074,727.3040575 4,214,000.00 2.450JNJ 25,810.75 9,908.73 35,719.483.555003 4,074,727.30478160BY9 0.00 7,826,117.0040576 7,930,000.00 2.300OHS 45,597.50 22,207.77 67,805.273.514003 7,826,117.00677522SQ8 0.00 17,391,885.2240577 0.00 3.218USTR 0.00 142,128.33 142,128.333.314003 29,533,390.00912796T33 0.00 29,439,843.7540578 30,000,000.00 2.750USTR 203,921.45 55,400.07 259,321.523.572003 29,439,843.759128283Z1 0.00 5,556,503.9140579 5,825,000.00 2.469FNMA 29,124.99 0.00 29,124.992.126003 5,825,000.003136AR5S3 0.00 7,955,201.8240580 8,202,000.00 3.100CL 63,565.50 12,506.66 76,072.163.878003 7,955,201.82194162AN3 0.00 5,289,717.6040581 5,570,000.00 2.375CAS 33,071.87 17,254.05 50,325.923.858003 5,289,717.6013063DRD2 0.00 29,444,531.2540582 30,000,000.00 1.375USTR 102,555.25 172,983.35 275,538.603.795003 29,444,531.25912828S35 0.00 19,298,437.5040583 20,000,000.00 0.125USTR 6,179.43 179,887.82 186,067.253.910003 19,298,437.5091282CCU3 0.00 19,625,000.0040584 20,000,000.00 1.375USTR 68,370.16 117,187.50 185,557.663.835003 19,625,000.00912828S35 0.00 19,259,375.0040585 20,000,000.00 0.125USTR 6,196.33 182,619.86 188,816.193.976003 19,259,375.0091282CAK7 0.00 9,719,531.2540586 10,000,000.00 2.750USTR 67,973.81 23,350.77 91,324.583.811003 9,719,531.259128284Z0 0.00 25,000,000.0040588 25,000,000.00 4.530RY 283,125.00 0.00 283,125.004.593003 25,000,000.0078015JEW3 0.00 9,708,274.5040589 9,475,000.00 5.000LOS 118,437.50 -19,937.99 98,499.514.115003 9,708,274.50544351QQ5 0.00 25,000,000.0040590 25,000,000.00 4.620TD 288,750.00 0.00 288,750.004.684003 25,000,000.0089115BVJ6 0.00 10,681,076.8540591 0.00FHLB 0.00 98,583.33 98,583.333.743003 24,648,638.89313384BR9 0.00 15,850,191.6740592 0.00FHLB 0.00 148,625.00 148,625.003.803003 24,595,125.00313384CL1 0.00 10,148,500.0040593 10,000,000.00 5.000LOS 125,000.00 -19,285.72 105,714.284.225003 10,148,500.00544351QP7 0.00 3,677,896.0040594 3,820,000.00 3.063UNVHGR 29,251.65 12,866.56 42,118.214.644003 3,677,896.0091412GU94 0.00 2,732,670.0040595 3,000,000.00 0.883UNVHGR 6,622.50 25,379.43 32,001.934.749003 2,732,670.0091412HGE7 0.00 7,978,033.5040596 7,850,000.00 5.051NYSHGR 99,125.88 -6,473.60 92,652.284.710003 7,978,033.50649902T45 0.00 32,222,222.2240597 0.00 4.050BMO 326,250.00 0.00 326,250.004.106003 50,000,000.0006367CY35 0.00 6,490,770.0040598 7,150,000.00 2.250MMM 40,218.75 41,664.82 81,883.575.116003 6,490,770.0088579YAV3 0.00 9,060,681.0040599 9,780,000.00 2.500ADM 61,125.00 46,709.03 107,834.034.827003 9,060,681.00039483BL5 0.00 15,537,875.0540600 15,640,000.00 4.020TORDNY 157,182.00 28,633.16 185,815.164.850003 15,537,875.0589115BK66 0.00 8,517,148.0540601 9,215,000.00 2.500ADM 57,593.75 45,380.54 102,974.294.903003 8,517,148.05039483BL5 0.00 5,045,950.0040602 5,000,000.00 4.950PCAR 61,875.00 -3,843.41 58,031.594.664003 5,045,950.0069371RS23 0.00 2,960,250.0040603 3,000,000.00 3.900WMT 29,250.00 3,400.67 32,650.674.473003 2,960,250.00931142EW9 0.00 48,333,805.5640604 50,000,000.00 4.510TMCC 0.00 563,750.00 563,750.004.730003 48,333,805.5689233HTW4 0.00 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

Page 8 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
9,482,224.5340605 9,702,678.43 3.064FHLMC 74,440.74 1,103.18 75,543.923.231003 9,746,059.533137FBTA4 0.00 4,371,489.6540606 4,565,000.00 3.170NYSDEV 36,177.63 14,113.40 50,291.034.666003 4,371,489.656500354W5 0.00 9,957,600.0040607 10,000,000.00 4.375FFCB 109,375.00 5,300.00 114,675.004.671003 9,957,600.003133ENS43 0.00 8,715,600.0040608 10,000,000.00 1.050WMT 26,250.00 82,157.78 108,407.785.044003 8,715,600.00931142ER0 0.00 3,130,473.7840609 3,490,787.87 2.080FHLMC 18,162.46 584.48 18,746.942.429003 3,496,401.7830329MAA0 0.00 4,024,894.8640610 4,488,155.84 2.080FHLMC 23,351.72 751.47 24,103.192.429003 4,495,373.7230329MAA0 0.00 2,500,000.0040611 2,500,000.00 4.830FAMC 29,319.44 0.00 29,319.444.756003 2,500,000.0031315PF38 0.00 3,000,000.0040612 3,000,000.00 4.330FAMC 32,475.00 0.00 32,475.004.390003 3,000,000.0031315P6T1 0.00 10,022,800.0040613 10,000,000.00 4.950PCAR 123,750.00 -1,945.02 121,804.984.929003 10,022,800.0069371RS23 0.00 4,713,950.8040614 4,467,939.38 3.056FNMA 35,973.95 14,190.78 50,164.734.316003 4,991,403.143136AKQM8 0.00 4,991,450.0040615 5,000,000.00 4.750FHLB 59,375.00 2,143.45 61,518.454.998003 4,991,450.003130ATUP0 0.00 5,000,000.0040616 5,000,000.00 5.000IFC 62,500.00 0.00 62,500.005.069003 5,000,000.0045950VRK4 0.00 9,557,400.0040617 10,000,000.00 3.000BK 75,000.00 48,578.05 123,578.055.244003 9,557,400.0006406HDA4 0.00 11,831,765.0840618 12,239,395.42 2.920FNMA 89,519.74 2,446.67 91,966.413.152003 12,306,313.113138L8UV4 0.00 4,501,113.7540619 4,685,000.00 3.063UNVHGR 35,875.39 17,531.53 53,406.924.812003 4,501,113.7591412GU94 0.00 5,224,500.0040620 5,000,000.00 5.700CAS 71,250.00 -14,494.26 56,755.744.406003 5,224,500.0013063D3A4 0.00 3,185,620.6540621 3,645,000.00 1.741VNTCTF 15,864.86 23,227.05 39,091.914.977003 3,185,620.65923078CX5 0.00 10,000,000.0040622 10,000,000.00 4.920FAMC 123,000.00 0.00 123,000.004.988003 10,000,000.0031422XR38 0.00 2,816,941.7540623 3,155,000.00 0.790CASPWR 6,231.13 28,093.49 34,324.624.942003 2,816,941.7513067WRC8 0.00 8,124,947.8140624 8,436,000.00 3.300MSFT 69,597.00 18,613.50 88,210.504.403003 8,124,947.81594918BY9 0.00 9,786,718.7540625 10,000,000.00 2.625USTR 65,262.43 49,218.75 114,481.184.744003 9,786,718.759128285U0 0.00 7,430,518.7540626 7,075,000.00 5.700CAS 100,818.75 -23,304.22 77,514.534.231003 7,430,518.7513063D3A4 0.00 10,000,000.0040627 10,000,000.00 4.800FHLB 120,000.00 0.00 120,000.004.867003 10,000,000.003130AU4V3 0.00 7,186,294.5740628 7,429,000.00 3.600CAT 66,861.00 13,009.82 79,870.824.507003 7,186,294.5714913R3A3 0.00 5,839,739.3540629 5,931,258.67 3.539UTS 52,476.81 8,972.48 61,449.294.268003 5,839,739.35917542QV7 0.00 4,169,346.4540630 4,481,000.00 2.450BK 27,446.13 21,184.91 48,631.044.730003 4,169,346.4506406FAE3 0.00 4,660,750.0040631 5,000,000.00 2.500HON 31,250.00 21,840.12 53,090.124.620003 4,660,750.00438516BL9 0.00 4,811,250.0040632 5,000,000.00 2.750PEP 34,375.00 19,868.42 54,243.424.572003 4,811,250.00713448CT3 0.00 4,789,100.0040633 5,000,000.00 3.250BK 40,625.00 11,930.23 52,555.234.451003 4,789,100.0006406RAD9 0.00 4,957,350.0040634 5,000,000.00 4.150DE 51,875.00 2,244.74 54,119.744.427003 4,957,350.0024422EWK1 0.00 6,821,398.1340635 7,101,000.00 2.770FHLMC 49,174.41 0.00 49,174.412.924003 7,101,000.003137BJQ71 0.00 1,679,266.0740636 2,015,000.00 1.272UNVHGR 6,194.11 15,385.78 21,579.895.212003 0.0091412HJN4 0.00 9,106,828.8940637 10,000,000.00 4.800JD 109,333.33 356.85 109,690.184.885003 0.0024422EWP0 0.00 10,833,333.3340638 15,000,000.00 5.020FHLMC 135,958.33 0.00 135,958.335.090003 0.003134GYDA7 0.00 39,444,444.4440639 50,000,000.00 5.000FNMA 493,055.56 0.00 493,055.565.069003 0.003135GADY4 0.00 8,602,000.0040640 10,000,000.00 2.000PCAR 47,222.23 51,648.50 98,870.734.661003 0.0069371RR65 0.00 21,970,387.5040641 25,000,000.00 4.870MUFGBK 0.00 273,937.50 273,937.505.057003 0.0062479MU35 0.00 21,697,882.7240642 25,000,000.00 4.910TMCC 0.00 272,777.78 272,777.785.098003 0.0089233HU36 0.00 8,113,491.5640643 10,000,000.00 4.050FHLMC 83,250.00 10,399.32 93,649.324.681003 0.003134GXR63 0.00 38,613,371.9240644 50,000,000.00FHLB 0.00 456,076.39 456,076.394.790003 0.00313384HR3 0.00 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

Page 9 ends

0.00Subtotal 16,620,153.91 4.219 172,883.130.00172,883.1320,375,053.45 0.00 2,706,590,714.38Total 2,727,157,176.87 2.645 17,787,804.704,448,147.4013,339,563.742,536,172,735.67 93.56 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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
3,665,639.5032936 1,000,000.00 2.880STPOOL 42,398.27 0.00 42,398.271.541003 5,000,000.00CITY 0.00 45,285,760.4136512 0.00 4.650FEDRAT 602,910.69 0.00 602,910.691.774003 252,407,740.81VP6000104 0.00 3,665,842.9637042 1,000,000.00 2.880STPOOL 42,400.33 0.00 42,400.331.541003 5,000,000.00CSJFA 0.00

0.0037565 0.00 3.258STNPWR 0.00 0.00 0.00003 2,831,272.5084247PHX2 0.00 1,701,043.0737579 0.00 2.500CAS 31,250.00 -3,354.08 27,895.922.185003 5,066,150.0013063DDF2 0.00 1,685,530.6637588 0.00 2.500CAS 31,250.00 -1,035.47 30,214.532.388003 5,019,950.0013063DDF2 0.00

0.0037589 0.00 2.100FHLB 0.00 0.00 0.00003 9,982,270.003130ACZS6 0.00 4,000,000.0037624 4,000,000.00 3.297UNVHGR 98,910.00 0.00 98,910.003.294003 4,000,000.0091412HBK8 0.00 549,197.4137625 0.00 2.518CASPWR 10,491.67 1,525.00 12,016.672.915003 983,530.0013067WPE6 0.00 5,225,145.9937634 0.00 1.750IADB 70,972.22 43,684.89 114,657.112.923003 19,089,200.004581X0CZ9 0.00 1,089,797.9337638 0.00 2.900LOS 23,272.50 -48.51 23,223.992.839003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 127,500.00 -11,636.33 115,863.673.041003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 571,875.00 12,857.14 584,732.143.126003 24,915,000.003133EJD48 0.00 907,272.7040036 0.00 2.900LOS 19,333.33 -434.55 18,898.782.775003 4,009,560.00544351MN6 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 397,500.00 3,018.95 400,518.952.670003 19,980,880.003133EJ5W5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 93,750.00 1,222.50 94,972.502.534003 4,991,850.00459058GQ0 0.00 612,244.0340115 0.00 2.307FHLMC 471.58 -780.98 -461.27-0.100003 6,630,149.783137AWQH1 -151.87 442,709.8140121 0.00 2.307FHLMC 341.00 -567.06 -336.33-0.101003 4,794,219.603137AWQH1 -110.27 9,989,600.0040126 10,000,000.00 1.875IBRD 140,625.00 1,950.00 142,575.001.901003 9,989,600.00459058GX5 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 131,250.00 5,704.02 136,954.021.831003 9,962,100.003135G0V75 0.00 4,378,172.3540148 3,810,677.97 3.060FHLMC 96,392.75 -14,552.54 81,840.212.490003 4,250,000.003137B4WB8 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 38,443.12 -15,344.80 23,098.321.674003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 27,285.00 -12,919.29 14,365.711.769003 1,081,870.0091412GVB8 0.00 2,787,958.5140156 0.00 5.092NYSHGR 97,002.60 -53,672.23 43,330.372.070003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 33,750.00 1,058.09 34,808.091.549003 2,992,950.003130AGWK7 0.00 241,656.6740158 0.00 1.780HAROT 3,205.11 0.37 3,207.351.768003 956,402.5543815NAC8 1.87 262,729.0540164 0.00 1.700AAPL 3,305.56 11.02 3,316.581.682003 999,830.00037833DL1 0.00 1,311,700.7340166 0.00 1.700AAPL 16,527.78 534.72 17,062.501.733003 4,991,750.00037833DL1 0.00 3,492,626.9840167 0.00 3.320FHLMC 65,461.10 -203,330.11 -137,869.01-5.258003 4,784,238.003137B36J2 0.00 774,187.9640169 0.00 2.710FNMA 13,549.98 -19,843.75 -6,293.77-1.083003 1,000,000.003138LC5B7 0.00 4,968,779.5140171 4,845,526.05 2.420FNMA 88,529.56 -1,230.96 87,298.602.340003 4,916,499.953140HUNV4 0.00 4,946,947.8040173 4,882,358.08 1.990FHLMC 73,564.23 0.00 73,564.231.981003 5,082,925.9030298LAA9 0.00 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

Page 2 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
500,000.0040177 500,000.00 1.857WIS 6,963.75 0.00 6,963.751.855003 500,000.0097705MNM3 0.00 1,352,177.2940180 1,250,773.13 2.090FHLMC 20,588.93 -1,694.99 18,893.941.861003 1,607,163.3830314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 121,875.00 2,559.95 124,434.951.660003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 75,375.00 -454.37 74,920.631.995003 5,002,600.00649791PP9 0.00 435,902.4240186 0.00 1.920TMCC 6,242.60 5.64 6,269.561.916003 1,010,534.4889233MAD5 21.32 1,160,710.6040189 865,162.75 2.791FNMA 21,539.53 -29,414.74 -7,875.21-0.904003 2,009,566.123138ELJW4 0.00 1,597,486.3440190 78,901.65 1.830HAROT 21,672.16 51.20 21,884.341.825003 3,231,722.8843813VAC2 160.98 15,244,921.8840196 15,000,000.00 2.125USTR 239,928.67 -43,890.52 196,038.151.713003 15,244,921.88912828W48 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 140,250.00 -612.02 139,637.981.690003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 138,864.96 0.00 138,864.962.342003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 125,160.03 0.00 125,160.032.214003 7,450,000.003140HWYW6 0.00 22,157,286.5540206 21,402,762.56 2.610FNMA 423,527.26 -11,339.51 412,187.752.478003 21,921,140.503138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 107,250.00 -34,254.00 72,996.001.873003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 20,324.97 0.00 20,324.972.645003 1,000,000.003138LL3J2 0.00 649,734.4840213 0.00 3.250JPM 15,175.69 -5,919.36 9,256.331.898003 2,119,372.0046625HJE1 0.00 257,655.7440214 254,529.65 2.050FHLMC 3,949.36 -6.44 3,942.922.039003 259,680.5630295NAE0 0.00 360,067.2440221 0.00 2.509FNMA 4,778.10 -15,932.37 -11,154.27-4.127003 1,120,518.263136ACGJ4 0.00 7,898,837.9640223 0.00 3.200JPM 181,333.33 -76,965.36 104,367.971.760003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 77,699.97 0.00 77,699.972.893003 3,500,000.003138L8CE2 0.00 588,532.2340231 573,677.10 1.990FHLMC 8,643.79 -294.59 8,349.201.890003 597,243.8230298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 7,275.00 0.00 7,275.000.969003 1,000,000.00574193SP4 0.00 318,030.7440237 0.00 1.650DIS 3,883.00 441.81 4,324.811.812003 1,405,490.68254687FJ0 0.00 313,314.3140238 0.00 2.000PCAR 4,722.22 1,256.03 5,978.252.542003 986,760.0069371RQ33 0.00 8,327,731.3640242 0.00 2.950BK 178,012.18 -65,997.61 112,014.571.792003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 126,562.50 -56,174.49 70,388.011.745003 5,372,000.0013063DGB8 0.00 1,201,835.6240245 0.00 2.020MNS 17,675.00 -8,063.43 9,611.571.065003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 14,062.50 1,741.50 15,804.000.704003 2,988,390.00459058JB0 0.00 544,207.7440252 265,092.20 1.360TMCC 5,539.61 18.97 5,607.971.373003 862,680.6389239RAC0 49.39 573,878.5240253 324,578.84 1.410HART 6,058.79 22.03 6,135.511.424003 852,352.9444891LAC7 54.69 1,383,193.4340255 0.00 2.363RIV 24,333.66 0.00 24,333.662.344003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 80,010.00 0.00 80,010.002.665003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 52,500.00 1,500.00 54,000.000.720003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 26,423.25 2,008.84 28,432.091.553003 2,438,877.0064990GZW5 0.00 6,793,097.4040263 6,795,000.00 0.750AAPL 38,221.87 475.65 38,697.520.759003 6,793,097.40037833DV9 0.00 3,705,815.7540264 3,425,000.00 3.823TXS 98,203.32 -72,694.39 25,508.930.917003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 52,500.00 0.00 52,500.000.699003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 207,749.97 0.00 207,749.972.557003 10,000,000.003137BJQ71 0.00 433,678.7940267 0.00 2.300PCAR 7,218.36 -3,561.69 3,656.671.123003 2,970,699.6869371RN77 0.00

0.0040269 0.00 2.125IBRD 0.00 0.00 0.00003 16,606,400.00459058GU1 0.00 764,578.6240270 397,361.12 0.820HAROT 4,692.73 10.89 4,728.880.824003 1,182,593.8643813DAC2 25.26 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

Page 3 ends

0.0040287 0.00 2.125IBRD 0.00 0.00 0.00003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 37,500.00 3,108.46 40,608.460.542003 9,979,300.003135G04Z3 0.00 587,817.1740289 0.00 2.492FNMA 8,860.90 -43,259.91 -34,399.01-7.796003 986,157.333136AGMB5 0.00 1,277,372.2640291 0.00 0.220FHLB 2,138.89 0.00 2,138.890.223003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 6,247.50 0.00 6,247.500.832003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 4,060.88 0.00 4,060.880.832003 650,000.0091412HFL2 0.00 3,265,241.8140295 3,146,588.30 0.830FHLMC 20,074.71 -1,331.91 18,742.800.765003 3,418,905.2730315EAA4 0.00 2,218,501.8540296 1,203,274.15 0.440TMCC 7,306.92 30.31 7,413.360.445003 3,355,908.9389237VAB5 76.13 5,006,100.0040297 5,000,000.00 0.660MDS 24,750.00 -917.03 23,832.970.634003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 19,125.00 -366.64 18,758.360.500003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 9,375.00 18.90 9,393.900.501003 2,499,875.0031422BJ27 0.00 261,225.0240300 0.00 2.190FHLMC 3,803.28 -7,425.88 -3,622.60-1.847003 262,572.6530288WAK5 0.00 5,284,400.0040303 5,000,000.00 2.700JPM 101,250.00 -77,720.65 23,529.350.593003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 56,998.50 0.00 56,998.500.520003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 13,686.75 0.00 13,686.750.420003 4,345,000.00373385FP3 0.00 1,964,414.8640308 0.00 3.200JPM 44,118.40 -37,579.42 6,538.980.443003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 14,062.50 2,260.01 16,322.510.436003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 41,250.00 0.00 41,250.000.549003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 25,200.00 0.00 25,200.000.839003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 14,625.00 862.59 15,487.590.413003 4,995,850.0034153QUC8 0.00 532,091.1340314 0.00 2.810FNMA 5,854.17 -150,781.25 -144,927.08-36.283003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 91,383.00 -76,456.05 14,926.950.489003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 3,750.00 3,730.00 7,480.000.250003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 31,950.00 -2,270.32 29,679.680.788003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 66,375.00 -5,868.26 60,506.740.803003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 60,000.00 -52,610.81 7,389.190.506003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 100,084.50 -88,069.48 12,015.020.382003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 25,500.00 892.36 26,392.360.352003 9,995,330.0045818WCW4 0.00 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

Page 4 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,000,000.0040322 1,000,000.00 0.695MAS 5,212.50 0.00 5,212.500.694003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 7,946.45 0.00 7,946.450.764003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 14,668.84 -4,060.74 10,608.100.631003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 23,576.10 -7,302.70 16,273.400.602003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 66,225.00 -20,152.29 46,072.710.607003 10,118,600.0091412HGE7 0.00 3,337,108.9340327 2,973,044.31 2.624FNMA 60,070.27 -44,417.81 15,652.460.625003 3,567,819.463136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 103,342.50 0.00 103,342.502.788003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 28,125.00 3,979.12 32,104.120.429003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 37,500.00 0.00 37,500.000.500003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 61,875.00 0.00 61,875.000.549003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 27,253.12 -6,685.20 20,567.920.319003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 37,500.00 -6,155.26 31,344.740.416003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 36,000.00 1,200.00 37,200.000.496003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 112,500.00 -51,861.60 60,638.400.398003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 37,500.00 569.08 38,069.080.507003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 36,000.00 1,258.50 37,258.500.497003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 37,500.00 1,036.54 38,536.540.514003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 89,343.75 -76,212.16 13,131.590.339003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 37,500.00 0.00 37,500.000.500003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 28,125.00 10,902.39 39,027.390.523003 9,933,980.00459058JE4 0.00 3,979,250.2740342 3,834,599.30 0.670FHLMC 19,742.74 -1,672.61 18,070.130.605003 4,175,668.2530318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 46,357.50 -19,484.16 26,873.340.503003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 112,500.00 -89,000.00 23,500.000.300003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 33,750.00 4,215.00 37,965.000.507003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 435,937.50 -382,061.25 53,876.250.434003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 18,375.00 2,030.00 20,405.000.389003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 37,500.00 0.00 37,500.000.500003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 37,500.00 900.00 38,400.000.512003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 22,500.00 0.00 22,500.000.599003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 22,500.00 0.00 22,500.000.599003 5,000,000.0045905U5Y6 0.00 5,192,483.2740356 4,596,905.57 2.588FHLMC 93,210.06 -26,128.99 67,081.071.721003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 48,660.22 0.00 48,660.220.648003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 60,000.00 0.00 60,000.000.799003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 56,250.00 -10,282.14 45,967.860.609003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 75,000.00 0.00 75,000.000.999003 10,000,000.0031422XCX8 0.00 25,019,130.9440363 0.00 2.550STPOOL 254,279.99 0.00 254,279.991.354003 75,000,000.00COVID RELIEF 0.00

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

0.0040392 0.00 0.160BMO 0.00 0.00 0.00003 25,000,000.0006367CL39 0.00 23,683,950.4440408 0.00 0.500IFC 88,926.93 -25,584.44 63,342.490.356003 24,768,711.5345950KCS7 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 150,000.00 2,254.17 152,254.171.015003 19,991,000.003130APRF4 0.00 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

Page 5 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
8,292,530.0040410 8,300,000.00 0.600FHLB 37,350.00 2,801.25 40,151.250.645003 8,292,530.003130APWP6 0.00 994,825.9940411 0.00 2.750FHLB 19,971.87 -16,889.28 3,082.590.413003 1,081,675.883130ADRG9 0.00 1,383,198.6740412 0.00 0.180FFCB 1,861.50 1,402.74 3,264.240.314003 1,822,098.253133ENBT6 0.00 2,037,598.4840414 0.00 2.375FNMA 35,268.75 -30,400.23 4,868.520.318003 2,763,871.203135G0T94 0.00 2,952,599.8740415 2,963,000.00 0.250FNMA 5,555.62 5,209.71 10,765.330.486003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 12,468.75 0.00 12,468.750.874003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 31,078.13 1,841.77 32,919.900.901003 4,867,687.503130APU45 0.00 1,352,635.1440419 0.00 2.000IFC 19,919.39 -17,368.60 2,550.790.251003 3,222,800.2445950VLH7 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 18,375.00 7,615.05 25,990.050.496003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 15,328.13 3,477.08 18,805.210.924003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 14,765.63 1,459.10 16,224.730.687003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 75,750.00 -3,475.00 72,275.000.961003 10,013,900.003133ENFZ8 0.00 1,245,450.0040424 1,250,000.00 0.140FFCB 1,312.50 2,331.12 3,643.620.390003 1,245,450.003133EMZP0 0.00 4,451,057.8040426 0.00 0.125USTR 4,144.02 1,507.96 5,651.980.169003 19,993,276.0091282CAG6 0.00 1,326,036.0940431 0.00 2.650MSFT 25,466.50 -18,408.88 -10,757.43-1.081003 5,677,092.00594918BH6 -17,815.05 1,948,566.2140432 1,851,000.00 3.625MSFT 50,324.06 -36,235.05 14,089.010.963003 1,948,566.21594918AW4 0.00 10,563,707.2340433 0.00 0.125FFCB 9,861.11 15,692.23 25,553.340.322003 19,961,764.003133EMGX4 0.00 3,105,224.8240434 0.00 2.350WMT 53,527.78 -42,362.94 11,164.840.479003 5,094,800.00931142DU4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 70,053.75 8,349.85 78,403.600.728003 14,348,445.003130APQU2 0.00 7,713,042.1540437 0.00 0.070FFCB 4,036.08 9,960.57 13,996.650.242003 20,320,899.503133ENAQ3 0.00 1,519,278.9340438 0.00 2.150PG 23,951.00 -21,656.16 2,294.840.201003 10,153,229.94742718EU9 0.00 2,164,126.9540440 0.00 0.125FHLB 2,024.31 2,019.54 4,043.850.249003 5,294,382.003130AKDH6 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 22,101.57 -15,062.28 7,039.290.878003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 43,140.00 -27,996.98 15,143.020.687003 2,936,971.20594918BQ6 0.00 6,207,158.3940444 0.00 2.350WMT 107,055.56 -85,095.21 21,960.350.471003 10,184,200.00931142DU4 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 31,853.25 970.65 32,823.900.680003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 104,265.00 -282.31 103,982.691.046003 13,241,098.923130APS48 0.00 449,398.0540447 0.00 0.450TMCC 1,538.25 -354.09 1,184.160.351003 5,863,574.6089236THD0 0.00 10,856,045.9640448 0.00 2.700TMCC 213,792.75 -164,450.21 49,342.540.605003 15,332,765.9489236TEL5 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 200,936.25 -92,315.44 108,620.811.361003 10,631,069.4013063DMA3 0.00 10,407,000.0040459 10,000,000.00 3.000AAPL 225,000.00 -146,130.32 78,869.681.010003 10,407,000.00037833CG3 0.00 1,583,143.3040460 0.00 7.625IBRD 83,875.00 -78,471.87 5,403.130.455003 2,147,432.00459056LD7 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 18,637.50 3,652.95 22,290.451.201003 2,471,605.853130AQG49 0.00 11,114,747.8240462 0.00 2.400AAPL 195,404.80 -145,047.35 50,357.450.604003 15,537,963.79037833DE7 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 311,726.25 -152,490.32 159,235.931.349003 15,723,396.48037833DF4 0.00 2,697,496.9440464 0.00 2.850AAPL 56,055.07 -39,131.74 16,923.330.836003 3,118,625.16037833BU3 0.00 1,531,122.5840466 0.00 0.125FHLB 1,423.61 2,217.13 3,640.740.317003 9,988,752.103130AJY52 0.00 4,986,250.0040467 5,000,000.00 1.125FHLB 33,541.67 3,440.69 36,982.360.988003 4,986,250.003130AQCN1 0.00 14,662,729.9340468 0.00 0.460FFCB 50,344.44 6,566.67 56,911.110.517003 19,988,000.003133ENLB4 0.00 4,176,243.5040469 4,225,000.00 0.220FHLMC 6,971.25 21,545.43 28,516.680.910003 4,176,243.503134GXJH8 0.00 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

Page 6 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
24,479,750.0040470 25,000,000.00 0.960FHLB 180,000.00 94,463.68 274,463.681.494003 24,479,750.003130ALHH0 0.00 12,402,280.3640471 11,966,000.00 3.000AAPL 269,235.00 -159,183.38 110,051.621.182003 12,402,280.36037833CG3 0.00 20,000,000.0040472 20,000,000.00 1.250FHLB 163,125.00 0.00 163,125.001.087003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 1.750FHLB 99,633.34 4,375.00 104,008.340.991003 13,982,500.003130AQN58 0.00 7,189,200.0040475 7,200,000.00 1.250FHLB 58,725.00 2,160.00 60,885.001.128003 7,189,200.003130AQMQ3 0.00 20,000,000.0040477 20,000,000.00 1.250FHLB 163,125.00 0.00 163,125.001.087003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 1.125FHLB 90,234.38 1,125.00 91,359.380.974003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 124,200.00 194.06 124,394.061.601003 10,348,965.003133ENMH0 0.00 4,103,407.9540480 4,150,000.00 0.290FFCB 9,026.25 20,421.84 29,448.090.956003 4,103,407.953133ENAL4 0.00 2,051,570.2640482 0.00 2.850AAPL 42,904.53 -22,544.62 20,359.911.322003 2,371,857.60037833BU3 0.00 12,613,016.1040485 12,318,000.00 3.000AAPL 277,155.00 -111,404.68 165,750.321.751003 12,613,016.10037833CG3 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 247,702.50 1,704.37 249,406.872.195003 15,138,637.503133ENPB0 0.00 7,460,673.0040487 7,300,000.00 2.850AAPL 156,037.50 -54,705.81 101,331.691.809003 7,460,673.00037833CU2 0.00 2,572,157.6640489 0.00 2.000FHLB 37,777.78 -23,891.13 13,886.650.719003 10,068,160.00313380GJ0 0.00 19,520,000.0040490 20,000,000.00 0.320FHLMC 48,000.00 220,783.65 268,783.651.834003 19,520,000.003134GW6E1 0.00 992,500.0040495 1,000,000.00 2.375FHLB 10,506.95 1,875.00 12,381.951.662003 992,500.003130ARAY7 0.00 4,590,340.0040496 4,600,000.00 2.500FHLB 52,133.33 2,415.00 54,548.331.583003 4,590,340.003130ARBY6 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 21,714.38 5,725.15 27,439.532.367003 1,544,029.003130AR7C9 0.00 148,500.0040498 150,000.00 1.940FFCB 2,182.50 459.70 2,642.202.370003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 30,975.00 11,525.11 42,500.112.446003 2,314,924.003130AQT78 0.00 1,449,900.0040500 1,500,000.00 0.310FNMA 3,487.50 20,371.99 23,859.492.192003 1,449,900.003136G46V0 0.00 1,139,135.4040501 1,170,000.00 0.290FFCB 2,544.76 14,881.15 17,425.912.038003 1,139,135.403133ENAL4 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 93,000.00 257,011.26 350,011.262.445003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 9,693.75 32,766.98 42,460.732.568003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 8,039.07 22,974.92 31,013.992.566003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 9,750.00 26,382.86 36,132.862.569003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 6,412.50 20,665.01 27,077.512.570003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 78,705.00 237,162.40 315,867.402.569003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 4,331.25 10,629.79 14,961.042.560003 778,622.633130ANWN6 0.00 17,737,824.0040509 18,300,000.00 0.320FHLMC 43,920.00 265,362.80 309,282.802.323003 17,737,824.003134GW6E1 0.00 13,606,518.4540510 13,965,000.00 0.300FFCB 31,421.25 189,412.95 220,834.202.162003 13,606,518.453133EL5J9 0.00 1,020,087.5040511 1,033,000.00 1.800FHLMC 13,945.50 4,855.68 18,801.182.455003 1,020,087.503134GXMZ4 0.00 1,951,980.0040512 2,000,000.00 0.750FHLB 11,250.00 21,901.02 33,151.022.262003 1,951,980.003130APWH4 0.00 1,808,137.7640513 1,859,000.00 0.660FFCB 9,202.05 22,402.62 31,604.672.328003 1,808,137.763133ENGW4 0.00 1,304,057.6440514 1,347,000.00 0.230FFCB 2,323.58 19,887.54 22,211.122.269003 1,304,057.643133EMYW6 0.00 3,288,848.7340515 3,371,000.00 0.300FNMA 7,584.75 46,993.32 54,578.072.211003 3,288,848.733135G05P4 0.00 1,341,991.0040516 1,400,000.00 1.250FHLB 13,125.00 15,553.56 28,678.562.847003 1,341,991.003130AQJM6 0.00 5,710,188.0040517 6,000,000.00 0.400FHLB 18,000.00 98,179.72 116,179.722.710003 5,710,188.003130AMU67 0.00 22,022,300.0040518 23,060,000.00 1.100FHLB 190,245.00 282,438.51 472,683.512.859003 22,022,300.003130AQGT4 0.00 22,416,742.1040519 23,390,000.00 1.250FHLB 219,281.25 261,212.36 480,493.612.855003 22,416,742.103130AQMR1 0.00 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

Page 7 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
3,009,204.0040520 3,060,000.00 2.000FHLB 45,900.00 16,003.41 61,903.412.740003 3,009,204.003130AQZ48 0.00 8,864,184.0040521 9,120,000.00 0.800FHLB 54,720.00 120,122.30 174,842.302.628003 8,864,184.003130APXH3 0.00 3,259,655.0040522 3,500,000.00 0.480FFCB 12,600.00 62,941.95 75,541.953.087003 3,259,655.003133EMSC7 0.00 20,000,000.0040523 20,000,000.00 3.250FHLB 487,500.00 0.00 487,500.003.247003 20,000,000.003130ARVJ7 0.00 19,890,000.0040524 20,000,000.00 3.090FFCB 463,500.00 23,608.90 487,108.903.262003 19,890,000.003133ENUZ1 0.00 10,000,000.0040525 10,000,000.00 2.750FHLMC 198,055.55 0.00 198,055.552.638003 10,000,000.003134GXSF2 0.00 20,000,000.0040526 20,000,000.00 3.650FFCB 547,500.00 0.00 547,500.003.647003 20,000,000.003133ENVK3 0.00 3,449,208.8040527 3,565,000.00 0.500FHLB 13,368.75 54,656.68 68,025.432.627003 3,449,208.803130APM44 0.00 3,999,400.0040528 4,000,000.00 3.125MSFT 93,750.00 127.76 93,877.763.127003 3,999,400.00594918BJ2 0.00 13,245,848.6040529 13,270,000.00 2.625FHLB 218,494.23 12,120.59 230,614.822.319003 13,245,848.603130ARR86 0.00 4,297,028.9540530 0.00 0.110FFCB 3,605.07 58,585.16 62,190.231.928003 4,845,209.603133EMSE3 0.00 10,346,364.9040531 10,215,000.00 3.375FHLB 258,567.20 -62,554.71 196,012.492.524003 10,346,364.903130A0F70 0.00 1,458,750.0040532 1,500,000.00 0.575FHLB 6,468.75 20,213.25 26,682.002.437003 1,458,750.003130APQJ7 0.00 5,843,952.0040533 6,000,000.00 0.750FHLB 33,750.00 76,605.38 110,355.382.516003 5,843,952.003130APWH4 0.00 13,637,362.7740534 0.00 0.750FFCB 77,700.00 122,667.91 200,367.911.957003 14,653,480.003133ELSP0 0.00 1,386,113.3940535 0.00 0.140FFCB 1,481.55 19,115.10 20,596.651.979003 1,507,123.293133EMST0 0.00 2,630,942.1040536 2,635,000.00 2.000FHLMC 39,525.00 2,929.50 42,454.502.150003 2,630,942.103134G3X54 0.00 9,303,139.0040537 9,305,000.00 2.125FHLB 148,298.44 1,415.41 149,713.852.144003 9,303,139.003130AS3T46 0.00 5,394,470.5840538 5,580,000.00 0.250IBRD 10,462.50 92,936.81 103,399.312.553003 5,394,470.58459058JM6 0.00 3,835,000.0040539 3,835,000.00 2.650FHLB 76,220.62 0.00 76,220.622.648003 3,835,000.003130AS2M0 0.00 2,559,624.0940541 0.00 2.000FHLB 37,777.78 -12,369.52 25,408.261.322003 10,019,100.00313380GJ0 0.00 2,699,460.0040542 2,700,000.00 2.500FHLB 50,625.00 270.00 50,895.002.512003 2,699,460.003130AS3J6 0.00 4,885,000.0040543 4,885,000.00 2.250FHLB 82,434.37 0.00 82,434.372.248003 4,885,000.003130AS4H9 0.00 3,639,909.9040544 3,630,000.00 3.000FHLB 81,675.00 -3,752.70 77,922.302.852003 3,639,909.903130ARVT5 0.00 18,899,647.0040545 20,000,000.00 0.625FHLB 93,750.00 329,009.20 422,759.202.980003 18,899,647.003130AMNR9 0.00 19,053,800.0040546 20,000,000.00 0.400FHLB 60,000.00 338,824.94 398,824.942.788003 19,053,800.003130AMU67 0.00 19,475,000.0040547 20,000,000.00 0.750FHLB 112,500.00 263,475.83 375,975.832.572003 19,475,000.003130APWH4 0.00 9,514,360.6840548 0.00 1.880FHLB 133,271.11 239.85 133,510.961.869003 10,999,725.003130ASB65 0.00 7,130,337.5040549 7,150,000.00 3.250FHLB 117,528.13 8,426.78 125,954.912.353003 7,130,337.503130ASBG3 0.00 5,177,640.0040550 5,200,000.00 3.450FFCB 134,550.00 3,365.22 137,915.223.548003 5,177,640.003133ENYA2 0.00 12,887,851.8040551 12,940,000.00 3.125FHLMC 303,281.25 13,345.98 316,627.233.273003 12,887,851.803134GXRL0 0.00 8,864,126.0540552 8,905,000.00 2.800FHLB 187,005.00 12,862.43 199,867.433.004003 8,864,126.053130ARMT5 0.00 9,861,950.0040553 10,000,000.00 0.750AAPL 56,250.00 111,932.44 168,182.442.272003 9,861,950.00037833DV9 0.00 10,390,632.6340554 10,779,000.00 0.690FAMC 55,781.33 192,049.80 247,831.133.177003 10,390,632.6331422XRQ7 0.00 1,533,054.6040555 1,540,000.00 2.290FHLB 26,449.50 5,209.05 31,658.552.751003 1,533,054.603130ASD30 0.00 5,588,441.0540556 5,615,000.00 3.125FHLMC 131,601.57 9,959.61 141,561.183.374003 5,588,441.053134GXYM0 0.00 11,106,939.8040557 11,335,000.00 2.700MSFT 229,533.75 64,343.00 293,876.753.525003 11,106,939.80594918BB9 0.00 7,202,657.5040558 7,250,000.00 2.900FHLMC 157,687.50 23,671.25 181,358.753.354003 7,202,657.503134GXYT5 0.00 4,470,615.0040559 4,500,000.00 2.900FHLMC 97,875.00 14,692.50 112,567.503.354003 4,470,615.003134GXYT5 0.00 1,233,700.0040560 1,250,000.00 2.875FHLB 26,953.12 6,121.00 33,074.123.571003 1,233,700.003130AS6D6 0.00 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

Page 8 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
985,312.0040561 1,025,000.00 0.270FFCB 2,075.62 22,799.49 24,875.113.363003 985,312.003133EMBQ4 0.00 6,959,160.0040562 7,200,000.00 0.350FNMA 18,900.00 153,727.66 172,627.663.304003 6,959,160.003135G05U3 0.00 4,836,400.0040563 5,000,000.00 0.300FNMA 11,250.00 108,264.70 119,514.703.292003 4,836,400.003135G05P4 0.00 7,084,700.0040564 7,250,000.00 2.700MSFT 146,812.50 46,685.15 193,497.653.638003 7,084,700.00594918BB9 0.00 3,772,297.4540565 0.00 0.125FHLMC 3,576.39 72,424.77 76,001.162.684003 4,921,950.003134GXKH6 0.00 141,947,103.3840566 95,728,281.33 4.920CAMP 3,456,062.56 0.00 3,456,062.563.243003 269,000,000.00CAMP 0.00 1,640,091.2440567 0.00 1.640AAPL 0.00 20,500.00 20,500.001.665003 0.0003785EHB3 0.00 3,460,712.0840568 0.00 1.760USTR 0.00 46,444.44 46,444.441.788003 0.00912796T58 0.00 9,014,598.5440569 10,000,000.00 4.570JPM 308,475.00 0.00 308,475.004.558003 0.0048133DP95 0.00 9,014,598.5440570 10,000,000.00 4.100JPM 276,750.00 0.00 276,750.004.090003 0.0048133DQ45 0.00 9,014,598.5440571 10,000,000.00 4.250JPM 286,875.00 0.00 286,875.004.239003 0.0048133DQ52 0.00 4,548,991.2840572 0.00 2.060USTR 0.00 71,527.78 71,527.782.095003 0.00912796U56 0.00 10,903,284.6740573 0.00 2.500TMCC 0.00 208,333.33 208,333.332.545003 0.0089233HK78 0.00 10,816,685.0740574 13,945,000.00 2.450JNJ 204,991.50 70,259.01 275,250.513.390003 0.00478160BY9 0.00 3,241,936.3240575 4,214,000.00 2.450JNJ 61,659.01 23,670.85 85,329.863.506003 0.00478160BY9 0.00 6,112,368.7540576 7,930,000.00 2.300OHS 106,900.80 52,064.88 158,965.683.464003 0.00677522SQ8 0.00 18,754,780.5140577 0.00 3.218USTR 0.00 466,610.00 466,610.003.314003 0.00912796T33 0.00 22,670,828.5840578 30,000,000.00 2.750USTR 479,681.12 129,882.38 609,563.503.582003 0.009128283Z1 0.00 4,076,121.4840579 5,825,000.00 2.469FNMA 65,840.44 0.00 65,840.442.152003 0.003136AR5S3 0.00 5,922,850.9940580 8,202,000.00 3.100CL 142,669.23 28,070.51 170,739.743.840003 0.00194162AN3 0.00 3,938,329.8940581 5,570,000.00 2.375CAS 74,227.99 38,725.75 112,953.743.821003 0.0013063DRD2 0.00 21,384,896.7840582 30,000,000.00 1.375USTR 224,754.53 382,485.40 607,239.933.783003 0.00912828S35 0.00 14,016,018.4840583 20,000,000.00 0.125USTR 13,707.06 397,751.96 411,459.023.911003 0.0091282CCU3 0.00 14,181,569.3440584 20,000,000.00 1.375USTR 149,089.07 257,812.50 406,901.573.822003 0.00912828S35 0.00 13,917,358.5840585 20,000,000.00 0.125USTR 13,654.89 401,763.70 415,418.593.976003 0.0091282CAK7 0.00 7,023,602.8740586 10,000,000.00 2.750USTR 150,018.01 51,371.70 201,389.713.820003 0.009128284Z0 0.00 7,878,679.5240587 0.00 3.090USTR 0.00 186,687.50 186,687.503.156003 0.00912796X79 0.00 17,609,489.0540588 25,000,000.00 4.530RY 607,145.83 0.00 607,145.834.593003 0.0078015JEW3 0.00 6,554,856.8740589 9,475,000.00 5.000LOS 240,822.92 -40,540.58 200,282.344.070003 0.00544351QQ5 0.00 17,427,007.3040590 25,000,000.00 4.620TD 612,791.67 0.00 612,791.674.684003 0.0089115BVJ6 0.00 12,504,236.5240591 0.00FHLB 0.00 351,361.11 351,361.113.743003 0.00313384BR9 0.00 14,182,590.3340592 0.00FHLB 0.00 404,875.00 404,875.003.803003 0.00313384CL1 0.00 6,852,089.4240593 10,000,000.00 5.000LOS 254,166.67 -39,214.29 214,952.384.179003 0.00544351QP7 0.00 2,496,673.9340594 3,820,000.00 3.063UNVHGR 59,803.37 26,304.97 86,108.344.594003 0.0091412GU94 0.00 1,855,024.1640595 3,000,000.00 0.883UNVHGR 13,539.33 51,886.84 65,426.174.698003 0.0091412HGE7 0.00 5,182,810.0840596 7,850,000.00 5.051NYSHGR 193,846.16 -12,659.49 181,186.674.657003 0.00649902T45 0.00 26,824,817.5240597 0.00 4.050BMO 826,875.00 0.00 826,875.004.106003 0.0006367CY35 0.00 4,216,631.6140598 7,150,000.00 2.250MMM 78,650.00 81,477.87 160,127.875.059003 0.0088579YAV3 0.00 5,886,135.8340599 9,780,000.00 2.500ADM 119,533.33 91,342.10 210,875.434.772003 0.00039483BL5 0.00 10,093,948.0340600 15,640,000.00 4.020TORDNY 310,871.07 56,630.03 367,501.104.850003 0.0089115BK66 0.00 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

Page 9 ends

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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,470,868.8240601 9,215,000.00 2.500ADM 111,347.92 87,735.72 199,083.644.848003 0.00039483BL5 0.00 3,241,194.1640602 5,000,000.00 4.950PCAR 119,625.00 -7,430.58 112,194.424.611003 0.0069371RS23 0.00 1,901,474.4540603 3,000,000.00 3.900WMT 56,550.00 6,574.62 63,124.624.422003 0.00931142EW9 0.00 31,046,532.0440604 50,000,000.00 4.510TMCC 0.00 1,102,444.44 1,102,444.444.730003 0.0089233HTW4 0.00 5,928,341.6440605 9,702,678.43 3.064FHLMC 140,052.64 1,808.71 141,861.353.188003 0.003137FBTA4 0.00 2,744,146.7940606 4,565,000.00 3.170NYSDEV 68,335.52 26,658.64 94,994.164.611003 0.006500354W5 0.00 6,032,706.5740607 10,000,000.00 4.375FFCB 199,305.56 9,657.78 208,963.344.614003 0.003133ENS43 0.00 5,184,827.7440608 10,000,000.00 1.050WMT 46,958.33 146,971.14 193,929.474.983003 0.00931142ER0 0.00 1,771,852.8040609 3,490,787.87 2.080FHLMC 30,893.21 959.10 31,852.312.395003 0.0030329MAA0 0.00 2,278,096.4640610 4,488,155.84 2.080FHLMC 39,719.83 1,233.13 40,952.962.395003 0.0030329MAA0 0.00 1,423,357.6640611 2,500,000.00 4.830FAMC 51,537.49 0.00 51,537.494.823003 0.0031315PF38 0.00 1,708,029.2040612 3,000,000.00 4.330FAMC 55,790.00 0.00 55,790.004.351003 0.0031315P6T1 0.00 5,669,832.1240613 10,000,000.00 4.950PCAR 210,375.00 -3,306.54 207,068.464.865003 0.0069371RS23 0.00 2,656,085.1140614 4,467,939.38 3.056FNMA 61,425.01 16,543.92 77,968.933.910003 0.003136AKQM8 0.00 2,696,111.6840615 5,000,000.00 4.750FHLB 96,979.17 3,500.97 100,480.144.965003 0.003130ATUP0 0.00 2,445,255.4740616 5,000,000.00 5.000IFC 92,361.11 0.00 92,361.115.032003 0.0045950VRK4 0.00 4,813,581.0240617 10,000,000.00 3.000BK 114,166.66 73,946.59 188,113.255.206003 0.0006406HDA4 0.00 5,793,173.0640618 12,239,395.42 2.920FNMA 132,464.81 3,257.54 135,722.353.121003 0.003138L8UV4 0.00 2,217,702.0340619 4,685,000.00 3.063UNVHGR 53,414.47 26,102.50 79,516.974.776003 0.0091412GU94 0.00 2,574,114.9640620 5,000,000.00 5.700CAS 106,083.33 -21,580.34 84,502.994.373003 0.0013063D3A4 0.00 1,523,052.2140621 3,645,000.00 1.741VNTCTF 22,915.91 33,550.18 56,466.094.939003 0.00923078CX5 0.00 4,525,547.4540622 10,000,000.00 4.920FAMC 168,100.00 0.00 168,100.004.948003 0.0031422XR38 0.00 1,274,820.3540623 3,155,000.00 0.790CASPWR 8,515.87 38,394.43 46,910.304.902003 0.0013067WRC8 0.00 3,558,371.3040624 8,436,000.00 3.300MSFT 92,022.70 24,611.18 116,633.884.366003 0.00594918BY9 0.00 4,143,282.3940625 10,000,000.00 2.625USTR 83,820.45 63,437.50 147,257.954.735003 0.009128285U0 0.00 3,091,529.7040626 7,075,000.00 5.700CAS 126,583.54 -29,259.74 97,323.804.194003 0.0013063D3A4 0.00 4,160,583.9440627 10,000,000.00 4.800FHLB 150,666.67 0.00 150,666.674.824003 0.003130AU4V3 0.00 2,858,781.4240628 7,429,000.00 3.600CAT 80,233.20 15,611.78 95,844.984.466003 0.0014913R3A3 0.00 2,323,107.9940629 5,931,258.67 3.539UTS 62,972.17 10,766.98 73,739.154.228003 0.00917542QV7 0.00 1,658,608.6240630 4,481,000.00 2.450BK 33,240.31 25,421.89 58,662.204.711003 0.0006406FAE3 0.00 1,854,093.9840631 5,000,000.00 2.500HON 37,500.00 26,208.15 63,708.154.577003 0.00438516BL9 0.00 1,878,845.8040632 5,000,000.00 2.750PEP 40,486.11 23,400.58 63,886.694.530003 0.00713448CT3 0.00 1,870,195.9940633 5,000,000.00 3.250BK 47,847.22 14,051.16 61,898.384.409003 0.0006406RAD9 0.00 1,935,899.4540634 5,000,000.00 4.150DE 61,097.22 2,643.80 63,741.024.386003 0.0024422EWK1 0.00 2,489,561.3640635 7,101,000.00 2.770FHLMC 54,091.85 0.00 54,091.852.894003 0.003137BJQ71 0.00 551,583.7540636 2,015,000.00 1.272UNVHGR 6,194.11 15,385.78 21,579.895.212003 0.0091412HJN4 0.00 2,991,294.1640637 10,000,000.00 4.800JD 109,333.33 356.85 109,690.184.885003 0.0024422EWP0 0.00 3,558,394.1640638 15,000,000.00 5.020FHLMC 135,958.33 0.00 135,958.335.090003 0.003134GYDA7 0.00 12,956,204.3840639 50,000,000.00 5.000FNMA 493,055.56 0.00 493,055.565.069003 0.003135GADY4 0.00 2,825,474.4540640 10,000,000.00 2.000PCAR 47,222.23 51,648.50 98,870.734.661003 0.0069371RR65 0.00 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

Page 10 ends

0.00Subtotal 19,062,962.87 3.091 442,324.510.00442,324.5120,156,896.89 0.00 2,706,590,714.38Total 2,591,363,884.00 2.175 42,317,449.948,101,519.4534,233,618.042,720,936,219.82 -17,687.55 Portfolio CITY
AP
Run Date: 04/14/2023 - 11:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

T HIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION C

PORTFOLIO HOLDINGS AT COST

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

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

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

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

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

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

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

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

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

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

T HIS PAGE IS INTENTIONALLY LEFT BLANK

Page 1 ends

0.00Money Markets Totals 0.000.000.0000.00 0.000
State Pool
STPOOL32936 1,000,000.00 1,000,000.002.880CITY 07/01 - Quarterly 1,000,000.002.8802.880 STPOOL37042 1,000,000.00 1,000,000.002.880CSJFA 07/01 - Quarterly 1,000,000.002.8802.880 STPOOL40363 0.00 0.002.550COVID RELIEF 07/01 - Quarterly 0.002.5502.550 2,000,000.00State Pool Totals 2,000,000.000.002.8802,000,000.00 2.880 JPA Pool
CAMP40566 95,728,281.33 95,728,281.334.920CAMP 07/01 - Monthly 95,728,281.334.9204.920 95,728,281.33JPA Pool Totals 95,728,281.330.004.92095,728,281.33 4.920 Corp Medium Term Notes
AAPL40263 6,795,000.00 6,794,929.530.75005/11/2023037833DV9 11/11 - 05/1105/11/2020 6,793,097.400.7590.759 AAPL40459 10,000,000.00 10,166,696.813.00002/09/2024037833CG3 02/09 - 08/09 Received01/07/2022 10,407,000.000.8610.861 AAPL40463 15,114,000.00 15,476,588.082.75001/13/2025037833DF4 07/13 - 01/13 Received01/14/2022 15,723,396.481.2951.295 AAPL40471 11,966,000.00 12,147,586.963.00002/09/2024037833CG3 02/09 - 08/09 Received01/19/2022 12,402,280.361.0461.046 AAPL40485 12,318,000.00 12,445,083.863.00002/09/2024037833CG3 08/09 - 02/09 Received02/14/2022 12,613,016.101.6591.659 AAPL40487 7,300,000.00 7,381,045.652.85005/11/2024037833CU2 05/11 - 11/11 Received02/28/2022 7,460,673.001.7451.745 AAPL40553 10,000,000.00 9,983,417.420.75005/11/2023037833DV9 11/11 - 05/11 Received06/08/2022 9,861,950.002.2662.266 ADM40599 9,780,000.00 9,152,023.102.50008/11/2026039483BL5 02/11 - 08/11 Received10/05/2022 9,060,681.004.6064.606 ADM40601 9,215,000.00 8,604,883.772.50008/11/2026039483BL5 02/11 - 08/11 Received10/07/2022 8,517,148.054.6744.674 BK40320 3,868,000.00 3,910,403.823.45008/11/202306406RAJ6 02/11 - 08/11 Received11/03/2020 4,193,530.880.3940.394 BK40617 10,000,000.00 9,631,346.593.00002/24/202506406HDA4 02/24 - 08/24 Received11/14/2022 9,557,400.005.0805.080 BK40630 4,481,000.00 4,194,768.342.45008/17/202606406FAE3 02/17 - 08/17 Received12/13/2022 4,169,346.454.5234.523 BK40633 5,000,000.00 4,803,151.163.25005/16/202706406RAD9 05/16 - 11/16 13,090.2812/15/2022 4,789,100.004.3084.308 CAT40628 7,429,000.00 7,201,906.353.60008/12/202714913R3A3 02/12 - 08/12 Received12/13/2022 7,186,294.574.3814.381 CL40580 8,202,000.00 7,983,272.333.10008/15/2027194162AN3 02/15 - 08/15 Received09/09/2022 7,955,201.823.7743.774 DE40634 5,000,000.00 4,959,993.804.15009/15/202724422EWK1 03/15 - 09/15 Received12/15/2022 4,957,350.004.3494.349 HON40631 5,000,000.00 4,686,958.152.50011/01/2026438516BL9 05/01 - 11/01 14,583.3312/13/2022 4,660,750.004.4204.420 JD40637 10,000,000.00 9,995,656.854.80001/09/202624422EWP0 07/09 - 01/0901/09/2023 9,995,300.004.8174.817 JNJ40574 13,945,000.00 13,603,463.162.45003/01/2026478160BY9 09/01 - 03/01 Received08/25/2022 13,533,204.153.3473.347 JNJ40575 4,214,000.00 4,098,398.152.45003/01/2026478160BY9 09/01 - 03/01 Received08/26/2022 4,074,727.303.4573.457 JPM40303 5,000,000.00 5,013,529.152.70005/18/202346625HRL6 11/18 - 05/18 Received08/20/2020 5,284,400.000.6070.607 JPM40348 15,000,000.00 15,424,512.503.87502/01/202446625HJT8 08/01 - 02/0102/01/2021 16,528,245.000.4520.452 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Page 2 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
JPM40569 10,000,000.00 10,000,000.004.57007/28/202748133DP95 01/28 - 07/2807/28/2022 10,000,000.004.5704.570 JPM40570 10,000,000.00 10,000,000.004.10007/28/202548133DQ45 01/28 - 07/2807/28/2022 10,000,000.004.1004.100 JPM40571 10,000,000.00 10,000,000.004.25007/28/202648133DQ52 01/28 - 07/2807/28/2022 10,000,000.004.2504.250 MMM40598 7,150,000.00 6,572,247.872.25009/19/202688579YAV3 03/19 - 09/19 Received10/05/2022 6,490,770.004.8394.839 MSFT40432 1,851,000.00 1,885,087.783.62512/15/2023594918AW4 12/15 - 06/15 Received12/08/2021 1,948,566.210.9820.982 MSFT40442 1,025,000.00 1,042,014.802.87502/06/2024594918BX1 02/06 - 08/06 Received12/20/2021 1,067,732.250.8920.892 MSFT40443 2,876,000.00 2,889,168.952.00008/08/2023594918BQ6 02/08 - 08/08 Received12/20/2021 2,936,971.200.6920.692 MSFT40528 4,000,000.00 3,999,558.993.12511/03/2025594918BJ2 05/03 - 11/03 Received04/25/2022 3,999,400.003.1293.129 MSFT40557 11,335,000.00 11,175,095.722.70002/12/2025594918BB9 08/12 - 02/12 Received06/15/2022 11,106,939.803.4983.498 MSFT40564 7,250,000.00 7,133,978.772.70002/12/2025594918BB9 08/12 - 02/12 Received06/16/2022 7,084,700.003.6073.607 MSFT40624 8,436,000.00 8,149,558.993.30002/06/2027594918BY9 02/06 - 08/06 Received12/02/2022 8,124,947.814.2724.272 PCAR40275 2,000,000.00 1,999,827.540.80006/08/202369371RQ82 12/08 - 06/0806/08/2020 1,997,220.000.8470.847 PCAR40349 7,000,000.00 6,997,736.930.35002/02/202469371RR24 08/02 - 02/0202/02/2021 6,991,880.000.3890.389 PCAR40602 5,000,000.00 5,038,519.424.95010/03/202569371RS23 04/03 - 10/03 2,750.0010/07/2022 5,045,950.004.6174.617 PCAR40613 10,000,000.00 10,019,493.464.95010/03/202569371RS23 04/03 - 10/03 34,375.0010/28/2022 10,022,800.004.8644.864 PCAR40640 10,000,000.00 9,159,648.502.00002/04/202769371RR65 02/04 - 08/04 Received01/06/2023 9,108,000.004.4144.414 PEP40632 5,000,000.00 4,834,650.582.75004/30/2025713448CT3 04/30 - 10/30 17,187.5012/15/2022 4,811,250.004.4414.441 WMT40274 26,018,000.00 26,031,450.552.55004/11/2023931142DH3 10/11 - 04/11 Received06/01/2020 27,403,406.460.6680.668 WMT40603 3,000,000.00 2,966,824.623.90009/09/2025931142EW9 03/09 - 09/09 Received10/07/2022 2,960,250.004.3874.387 WMT40608 10,000,000.00 8,862,571.141.05009/17/2026931142ER0 03/17 - 09/17 Received10/20/2022 8,715,600.004.6844.684 336,417,050.14Corp Medium Term Notes Totals 339,540,476.2981,986.112.929341,568,000.00 2.929 Negotiable CDs
RY40588 25,000,000.00 25,000,000.004.53006/30/202378015JEW3 06/30 - At Maturity09/20/2022 25,000,000.004.5934.530 TD40590 25,000,000.00 25,000,000.004.62006/30/202389115BVJ6 06/30 - At Maturity09/22/2022 25,000,000.004.6844.620 TORDNY40600 15,640,000.00 15,594,505.084.02008/22/202389115BK66 08/22 - At Maturity 76,844.5310/05/2022 15,537,875.054.8264.760 65,594,505.08Negotiable CDs Totals 65,537,875.0576,844.534.61965,640,000.00 4.683 Commercial Paper Discounts
MUFGBK40641 25,000,000.00 24,685,479.174.87007/03/202362479MU35 07/03 - At Maturity01/10/2023 24,411,541.675.0574.987 TMCC40604 50,000,000.00 49,436,250.004.51006/30/202389233HTW4 06/30 - At Maturity10/07/2022 48,333,805.564.7304.665 TMCC40642 25,000,000.00 24,682,895.844.91007/03/202389233HU36 07/03 - At Maturity01/11/2023 24,410,118.065.0985.029 98,804,625.01Commercial Paper Discounts Totals 97,155,465.290.004.837100,000,000.00 4.904 Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,942.400.50007/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,995,537.780.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 3 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
FAMC40337 10,000,000.00 9,995,320.240.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FAMC40622 10,000,000.00 10,000,000.004.92011/28/202331422XR38 05/28 - 11/2811/28/2022 10,000,000.004.9204.920 FFCB40013 25,000,000.00 24,991,380.953.05010/02/20233133EJD48 04/02 - 10/02 Received10/17/2018 24,915,000.003.1243.124 FFCB40049 20,000,000.00 19,997,741.382.65010/23/20233133EJ5W5 04/23 - 10/2301/23/2019 19,980,880.002.6722.672 FFCB40283 10,000,000.00 9,999,943.960.30006/08/20233133ELG81 12/08 - 06/08 Received06/12/2020 9,999,100.000.3030.303 FFCB40480 4,150,000.00 4,135,553.440.29010/12/20233133ENAL4 04/12 - 10/12 Received01/26/2022 4,103,407.950.9530.953 FFCB40501 1,170,000.00 1,159,472.970.29010/12/20233133ENAL4 04/12 - 10/12 Received03/22/2022 1,139,135.402.0212.021 FFCB40607 10,000,000.00 9,967,257.784.37510/17/20243133ENS43 04/17 - 10/1710/17/2022 9,957,600.004.5994.599 FHLB40157 3,000,000.00 2,998,064.091.50008/15/20243130AGWK7 02/15 - 08/1508/16/2019 2,992,950.001.5491.549 FHLB40531 10,215,000.00 10,272,225.983.37512/08/20233130A0F70 06/08 - 12/08 Received05/11/2022 10,346,364.902.5362.536 FHLB40537 9,305,000.00 9,304,785.072.12505/12/20233130AS3T46 11/12 - 05/12 Received05/17/2022 9,303,139.002.1452.145 FHLB40615 5,000,000.00 4,994,950.974.75011/03/20233130ATUP0 05/03 - 11/03 659.7211/04/2022 4,991,450.004.9284.928 FHLB40627 10,000,000.00 10,000,000.004.80001/08/20243130AU4V3 01/08 - 07/0812/08/2022 10,000,000.004.8044.804 FHLMC40309 5,000,000.00 4,992,533.590.37509/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FHLMC40316 4,000,000.00 3,997,306.110.12510/16/20233137EAEY1 04/16 - 10/1610/16/2020 3,985,080.000.2500.250 FHLMC40536 2,635,000.00 2,634,403.252.00005/26/20233134G3X54 05/26 - 11/26 Received05/12/2022 2,630,942.102.1502.150 FNMA40142 10,000,000.00 9,990,472.191.75007/02/20243135G0V75 01/02 - 07/0207/08/2019 9,962,100.001.8301.830 FNMA40183 10,000,000.00 9,994,747.351.62510/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40271 10,000,000.00 9,998,578.610.25005/22/20233135G04Q3 11/22 - 05/2205/22/2020 9,969,900.000.3510.351 FNMA40288 10,000,000.00 9,990,835.820.50006/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,987,266.830.37508/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,021,338.220.50011/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 FNMA40415 2,963,000.00 2,962,015.940.25005/22/20233135G04Q3 05/22 - 11/22 Received11/23/2021 2,952,599.870.4860.486 FNMA40420 7,000,000.00 6,996,136.070.35008/18/20233135G05U3 02/18 - 08/18 Received11/30/2021 6,982,570.000.4960.496 221,877,810.99Federal Agency Coupon Securities Totals 221,657,944.22659.721.967221,938,000.00 1.967 Federal Agency Discounts
FHLB40644 50,000,000.00 49,402,604.174.62507/03/2023313384HR3 07/03 - At Maturity01/20/2023 48,946,527.784.8574.790 FHLB40645 50,000,000.00 49,397,437.414.66507/03/2023313384HR3 07/03 - At Maturity01/20/2023 48,937,416.504.9004.832 FHLB40646 10,000,000.00 9,879,487.504.66507/03/2023313384HR3 07/03 - At Maturity01/20/2023 9,787,483.334.9004.832 FHLB40650 10,000,000.00 9,895,555.564.70006/20/2023313384HC6 06/20 - At Maturity02/08/2023 9,827,666.674.9164.849 FHLB40653 10,000,000.00 9,874,708.334.85007/03/2023313384HR3 07/03 - At Maturity03/03/2023 9,835,638.895.0695.000 FHLB40654 10,000,000.00 9,874,837.764.84507/03/2023313384HR3 07/03 - At Maturity03/07/2023 9,841,192.005.0614.992 FHLB40657 15,000,000.00 14,659,583.344.75009/20/2023313384LY3 09/20 - At Maturity03/22/2023 14,639,791.675.0034.934 FHLB40658 20,000,000.00 19,659,000.004.65008/11/2023313384KG3 08/11 - At Maturity03/27/2023 19,646,083.334.8664.800 FHLB40659 20,000,000.00 19,581,333.344.71009/08/2023313384LL1 09/08 - At Maturity03/31/2023 19,578,716.674.9464.878 192,224,547.41Federal Agency Discounts Totals 191,040,516.840.004.848195,000,000.00 4.916 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 4 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Treasury Coupon Securities
USTR40196 15,000,000.00 15,053,501.572.12502/29/2024912828W48 02/29 - 08/31 Received12/23/2019 15,244,921.881.7191.719 USTR40578 30,000,000.00 29,569,726.132.75002/28/20259128283Z1 02/28 - 08/31 Received09/02/2022 29,439,843.753.5393.539 USTR40582 30,000,000.00 29,827,016.651.37506/30/2023912828S35 12/31 - 06/30 Received09/14/2022 29,444,531.253.7633.763 USTR40583 20,000,000.00 19,696,189.460.12508/31/202391282CCU3 02/28 - 08/31 Received09/14/2022 19,298,437.503.8783.878 USTR40584 20,000,000.00 19,882,812.501.37506/30/2023912828S35 12/31 - 06/30 Received09/15/2022 19,625,000.003.0823.082 USTR40585 20,000,000.00 19,661,138.700.12509/15/202391282CAK7 03/15 - 09/1509/15/2022 19,259,375.003.9383.938 USTR40586 10,000,000.00 9,770,902.952.75008/31/20259128284Z0 02/28 - 08/31 Received09/15/2022 9,719,531.253.7603.760 USTR40625 10,000,000.00 9,850,156.252.62512/31/20239128285U0 12/31 - 06/30 Received12/06/2022 9,786,718.754.6944.694 153,311,444.21Treasury Coupon Securities Totals 151,818,359.380.003.528155,000,000.00 3.528 Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.00004/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FAMC40554 10,779,000.00 10,594,774.450.69012/20/202331422XRQ7 06/20 - 12/20 Received06/14/2022 10,390,632.633.1413.141 FFCB40282 10,000,000.00 10,000,000.000.58006/17/20243133ELJ47 12/17 - 06/1706/17/2020 10,000,000.000.5800.580 FFCB40330 10,000,000.00 10,000,000.000.50012/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.80003/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,007,735.091.01012/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40424 1,250,000.00 1,249,594.210.14005/18/20233133EMZP0 05/18 - 11/18 Received12/01/2021 1,245,450.000.3900.390 FFCB40445 6,435,000.00 6,434,094.070.66012/13/20233133ENGW4 06/13 - 12/13 Received12/17/2021 6,432,426.000.6800.680 FFCB40479 10,350,000.00 10,349,269.751.60001/27/20263133ENMH0 07/27 - 01/2701/27/2022 10,348,965.001.6031.603 FFCB40486 15,150,000.00 15,141,194.062.18002/16/20273133ENPB0 08/16 - 02/1602/16/2022 15,138,637.502.1962.196 FFCB40498 150,000.00 149,128.261.94009/03/20243133ENQC7 09/03 - 03/03 Received03/22/2022 148,500.002.3632.363 FFCB40510 13,965,000.00 13,859,770.580.30009/01/20233133EL5J9 09/01 - 03/01 Received03/30/2022 13,606,518.452.1462.146 FFCB40513 1,859,000.00 1,838,090.890.66012/13/20233133ENGW4 06/13 - 12/13 Received03/30/2022 1,808,137.762.3082.308 FFCB40514 1,347,000.00 1,330,648.020.23011/13/20233133EMYW6 05/13 - 11/13 Received03/30/2022 1,304,057.642.2462.246 FFCB40522 3,500,000.00 3,338,682.110.48003/03/20253133EMSC7 09/03 - 03/03 Received04/22/2022 3,259,655.003.0003.000 FFCB40524 20,000,000.00 19,919,642.293.09010/20/20253133ENUZ1 10/20 - 04/20 Received04/22/2022 19,890,000.003.2583.258 FFCB40526 20,000,000.00 20,000,000.003.65010/27/20263133ENVK3 10/27 - 04/2704/27/2022 20,000,000.003.6503.650 FFCB40550 5,200,000.00 5,181,304.353.45006/01/20273133ENYA2 12/01 - 06/01 Received06/07/2022 5,177,640.003.5453.545 FFCB40561 1,025,000.00 1,009,462.570.27010/05/20233133EMBQ4 10/05 - 04/05 Received06/15/2022 985,312.003.3253.325 FHLB40340 10,000,000.00 10,000,000.000.50001/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5000.500 FHLB40350 10,000,000.00 10,000,000.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,996,520.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 FHLB40409 20,000,000.00 19,995,124.301.00011/15/20243130APRF4 05/15 - 11/15 Received11/17/2021 19,991,000.001.0151.015 FHLB40410 8,300,000.00 8,297,582.630.60011/24/20233130APWP6 05/24 - 11/2411/24/2021 8,292,530.000.6450.645 FHLB40417 1,900,000.00 1,900,000.000.87505/28/20243130APZU2 05/28 - 11/2811/30/2021 1,900,000.000.8750.875 FHLB40418 4,875,000.00 4,870,968.580.85011/22/20243130APU45 05/22 - 11/22 Received11/30/2021 4,867,687.500.9010.901 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 5 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40421 2,725,000.00 2,717,569.350.75011/08/20243130APKF1 05/08 - 11/08 Received11/30/2021 2,711,375.000.9230.923 FHLB40422 3,150,000.00 3,147,805.950.62505/17/20243130APMH5 05/17 - 11/17 Received12/01/2021 3,145,212.000.6870.687 FHLB40435 14,370,000.00 14,362,856.230.65011/22/20233130APQU2 05/22 - 11/22 Received12/15/2021 14,348,445.000.7280.728 FHLB40446 13,240,000.00 13,240,613.761.05011/18/20243130APS48 05/18 - 11/18 Received12/17/2021 13,241,098.921.0471.047 FHLB40461 2,485,000.00 2,477,464.101.00010/18/20243130AQG49 07/18 - 01/1801/18/2022 2,471,605.851.2001.200 FHLB40467 5,000,000.00 4,991,767.841.12501/17/20253130AQCN1 03/17 - Quarterly Received01/18/2022 4,986,250.001.0641.064 FHLB40470 25,000,000.00 24,631,241.760.96003/05/20263130ALHH0 03/05 - 09/05 Received01/18/2022 24,479,750.001.4811.481 FHLB40472 20,000,000.00 20,000,000.001.25001/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.001.1461.146 FHLB40473 14,000,000.00 13,989,370.371.75001/27/20253130AQN58 07/27 - 01/2701/27/2022 13,982,500.001.4431.443 FHLB40475 7,200,000.00 7,192,584.001.25010/28/20253130AQMQ3 04/28 - Quarterly01/28/2022 7,189,200.001.2081.208 FHLB40477 20,000,000.00 20,000,000.001.25001/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 FHLB40478 12,500,000.00 12,497,637.501.12510/28/20243130AQMU4 04/28 - Quarterly01/28/2022 12,495,875.001.0241.024 FHLB40495 1,000,000.00 995,048.612.37503/24/20253130ARAY7 09/24 - 03/2403/24/2022 992,500.002.1372.137 FHLB40496 4,600,000.00 4,593,586.832.50003/28/20253130ARBY6 09/28 - 03/2803/28/2022 4,590,340.001.7131.713 FHLB40497 1,565,000.00 1,551,726.141.85012/27/20243130AR7C9 06/27 - 12/2703/28/2022 1,544,029.002.3572.357 FHLB40499 2,360,000.00 2,330,674.991.75002/28/20253130AQT78 08/28 - 02/28 Received03/22/2022 2,314,924.002.4282.428 FHLB40502 20,000,000.00 19,421,248.720.62012/09/20243130AMR53 06/09 - 12/09 Received03/22/2022 19,070,000.002.4002.400 FHLB40508 825,000.00 793,150.010.70006/30/20253130ANWN6 03/30 - 09/30 Received03/22/2022 778,622.632.5002.500 FHLB40512 2,000,000.00 1,981,262.470.75011/22/20233130APWH4 05/23 - 11/23 Received03/30/2022 1,951,980.002.2452.245 FHLB40516 1,400,000.00 1,362,153.021.25001/28/20253130AQJM6 07/28 - 01/28 Received04/11/2022 1,341,991.002.8002.800 FHLB40517 6,000,000.00 5,837,458.010.40006/28/20243130AMU67 06/28 - 12/28 Received04/11/2022 5,710,188.002.6612.661 FHLB40518 23,060,000.00 22,388,423.991.10001/13/20253130AQGT4 07/13 - 01/13 Received04/11/2022 22,022,300.002.8082.808 FHLB40519 23,390,000.00 22,755,350.711.25001/27/20253130AQMR1 07/27 - 01/27 Received04/11/2022 22,416,742.102.8082.808 FHLB40520 3,060,000.00 3,029,949.162.00008/28/20243130AQZ48 08/28 - 02/28 Received04/11/2022 3,009,204.002.7242.724 FHLB40521 9,120,000.00 9,015,004.220.80011/27/20233130APXH3 05/27 - 11/27 Received04/22/2022 8,864,184.002.6042.604 FHLB40523 20,000,000.00 20,000,000.003.25004/29/20273130ARVJ7 10/29 - 04/2904/29/2022 20,000,000.003.2503.250 FHLB40527 3,565,000.00 3,517,833.300.50011/24/20233130APM44 05/24 - 11/24 Received04/22/2022 3,449,208.802.6002.600 FHLB40529 13,270,000.00 13,260,752.442.62510/27/20233130ARR86 10/27 - 04/2704/29/2022 13,245,848.601.9971.997 FHLB40532 1,500,000.00 1,482,706.440.57511/22/20233130APQJ7 05/22 - 11/22 Received05/11/2022 1,458,750.002.4162.416 FHLB40533 6,000,000.00 5,934,459.840.75011/22/20233130APWH4 05/23 - 11/23 Received05/12/2022 5,843,952.002.4962.496 FHLB40539 3,835,000.00 3,835,000.002.65011/24/20233130AS2M0 11/24 - 05/2405/24/2022 3,835,000.002.6502.650 FHLB40542 2,700,000.00 2,699,767.002.50011/24/20233130AS3J6 11/24 - 05/2405/24/2022 2,699,460.002.5142.514 FHLB40543 4,885,000.00 4,885,000.002.25005/26/20233130AS4H9 11/26 - 05/2605/26/2022 4,885,000.002.2502.250 FHLB40544 3,630,000.00 3,635,642.943.00005/17/20243130ARVT5 11/17 - 05/17 Received05/24/2022 3,639,909.902.7162.716 FHLB40545 20,000,000.00 19,273,742.650.62511/27/20243130AMNR9 05/28 - 11/28 Received05/24/2022 18,899,647.002.9162.916 FHLB40546 20,000,000.00 19,439,056.500.40006/28/20243130AMU67 06/28 - 12/28 Received05/24/2022 19,053,800.002.7402.740 FHLB40547 20,000,000.00 19,774,581.780.75011/22/20233130APWH4 11/23 - 05/23 Received05/24/2022 19,475,000.002.5512.551 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 6 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40549 7,150,000.00 7,139,263.653.25003/15/20243130ASBG3 09/15 - 03/1506/15/2022 7,130,337.502.1252.125 FHLB40552 8,905,000.00 8,878,131.812.80010/25/20243130ARMT5 10/25 - 04/25 Received06/07/2022 8,864,126.053.0003.000 FHLB40555 1,540,000.00 1,538,553.042.29006/16/20233130ASD30 12/16 - 06/1606/16/2022 1,533,054.602.7502.750 FHLB40560 1,250,000.00 1,240,183.732.87506/14/20243130AS6D6 12/14 - 06/14 Received06/15/2022 1,233,700.003.5573.557 FHLMC40261 10,000,000.00 9,995,811.110.70005/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.70004/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 FHLMC40273 40,000,000.00 40,000,000.000.75006/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 FHLMC40469 4,225,000.00 4,210,795.980.22009/29/20233134GXJH8 06/29 - 12/29 Received01/18/2022 4,176,243.500.9070.907 FHLMC40490 20,000,000.00 19,827,461.670.32011/02/20233134GW6E1 05/02 - 11/02 Received03/15/2022 19,520,000.001.8201.820 FHLMC40505 2,000,000.00 1,909,516.570.65010/27/20253134GW5R3 04/27 - 10/27 Received03/22/2022 1,873,460.002.5002.500 FHLMC40506 1,500,000.00 1,431,652.380.57009/24/20253134GWUG9 03/24 - 09/24 Received03/22/2022 1,403,410.202.5002.500 FHLMC40507 17,490,000.00 16,700,337.050.60009/30/20253134GWVN3 03/30 - 09/30 Received03/22/2022 16,376,215.102.5002.500 FHLMC40509 18,300,000.00 18,092,623.890.32011/02/20233134GW6E1 05/02 - 11/02 Received03/30/2022 17,737,824.002.3002.300 FHLMC40511 1,033,000.00 1,026,579.721.80003/28/20243134GXMZ4 09/28 - 03/28 Received03/30/2022 1,020,087.502.4462.446 FHLMC40525 10,000,000.00 10,000,000.002.75004/29/20253134GXSF2 10/29 - 04/2904/29/2022 10,000,000.002.7082.708 FHLMC40551 12,940,000.00 12,902,384.093.12505/12/20253134GXRL0 11/12 - 05/12 Received06/07/2022 12,887,851.803.2703.270 FHLMC40556 5,615,000.00 5,598,511.323.12506/28/20243134GXYM0 12/28 - 06/2806/28/2022 5,588,441.053.3723.372 FHLMC40558 7,250,000.00 7,226,504.092.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 7,202,657.503.3503.350 FHLMC40559 4,500,000.00 4,485,416.332.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 4,470,615.003.3503.350 FHLMC40638 15,000,000.00 15,000,000.005.02007/26/20243134GYDA7 07/26 - 01/2601/26/2023 15,000,000.005.0205.020 FHLMC40643 10,000,000.00 9,878,159.324.05008/28/20253134GXR63 02/28 - 08/28 Received01/17/2023 9,867,760.004.5914.591 FNMA40281 30,000,000.00 30,000,000.000.85006/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 FNMA40331 15,000,000.00 15,000,000.000.55001/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 FNMA40500 1,500,000.00 1,477,741.720.31001/26/20243136G46V0 07/26 - 01/26 Received03/22/2022 1,449,900.002.1672.167 FNMA40503 2,350,000.00 2,247,572.840.55008/05/20253136G4H55 08/05 - 02/05 Received03/22/2022 2,202,791.302.5002.500 FNMA40504 1,715,000.00 1,641,224.970.62508/28/20253136G4R62 08/28 - 02/28 Received03/22/2022 1,609,825.912.5002.500 FNMA40515 3,371,000.00 3,349,765.990.30008/03/20233135G05P4 08/03 - 02/03 Received04/11/2022 3,288,848.732.1962.196 FNMA40562 7,200,000.00 7,121,997.450.35008/18/20233135G05U3 08/18 - 02/18 Received06/15/2022 6,959,160.003.2753.275 FNMA40563 5,000,000.00 4,951,080.390.30008/03/20233135G05P4 08/03 - 02/03 Received06/15/2022 4,836,400.003.2643.264 FNMA40639 50,000,000.00 50,000,000.005.00001/03/20243135GADY4 07/03 - 01/0301/20/2023 50,000,000.005.0005.000 901,377,345.95Federal Agency Callables Totals 896,161,652.020.002.131908,354,000.00 2.131 Supranational
IADB40201 11,000,000.00 11,001,323.781.70011/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,998,169.020.34010/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.65002/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 IBRD40079 5,000,000.00 4,998,424.332.50003/19/2024459058GQ0 09/19 - 03/1903/19/2019 4,991,850.002.5352.535 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 7 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Supranational
IBRD40126 10,000,000.00 9,999,436.671.87506/19/2023459058GX5 12/19 - 06/1906/19/2019 9,989,600.001.9021.902 IBRD40246 3,000,000.00 2,995,220.550.62504/22/2025459058JB0 10/22 - 04/2204/22/2020 2,988,390.000.7040.704 IBRD40335 20,000,000.00 20,134,456.000.75003/11/2025459058JA2 03/11 - 09/11 Received01/11/2021 20,288,120.000.4010.401 IBRD40336 10,000,000.00 9,998,046.160.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,996,360.000.5080.508 IBRD40338 10,000,000.00 9,996,441.220.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,993,370.000.5140.514 IBRD40339 4,765,000.00 4,932,666.742.50011/25/2024459058DX8 05/25 - 11/25 Received01/12/2021 5,158,198.270.3510.351 IBRD40341 10,000,000.00 9,966,202.610.37507/28/2025459058JE4 01/28 - 07/28 Received01/13/2021 9,933,980.000.5220.522 IBRD40344 10,000,000.00 10,167,122.221.50008/28/2024459056HV2 02/28 - 08/28 Received01/22/2021 10,427,200.000.3060.306 IBRD40354 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40355 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40359 10,000,000.00 10,026,657.400.75003/11/2025459058JA2 09/11 - 03/11 Received03/12/2021 10,054,800.000.6110.611 IBRD40538 5,580,000.00 5,499,798.970.25011/24/2023459058JM6 11/24 - 05/24 Received05/25/2022 5,394,470.582.5272.527 IFC40332 8,550,000.00 8,564,558.890.42511/19/202445950VPG5 05/19 - 11/19 Received01/06/2021 8,584,490.700.3200.320 IFC40347 10,000,000.00 9,984,014.220.45002/05/202645950VPL4 08/05 - 02/0502/05/2021 9,971,900.000.5070.507 IFC40616 5,000,000.00 5,000,000.005.00011/15/202745950VRK4 05/15 - 11/1511/18/2022 5,000,000.005.0005.000 163,262,538.78Supranational Totals 163,772,019.550.000.916162,895,000.00 0.916 Asset Backed Securities
HAROT40190 78,901.65 78,898.821.83001/18/202443813VAC2 12/18 -11/26/2019 78,887.591.8451.845 HAROT40270 397,361.12 397,351.370.82007/15/202443813DAC2 06/15 -05/27/2020 397,329.850.8250.825 HART40253 324,578.84 324,551.841.41011/15/202444891LAC7 05/15 -04/29/2020 324,503.211.4241.424 TMCC40252 265,092.20 265,075.261.36008/15/202489239RAC0 05/15 -04/29/2020 265,039.181.3731.373 TMCC40296 1,203,274.15 1,203,240.340.44010/15/202489237VAB5 08/15 -07/27/2020 1,203,181.500.4440.444 2,269,117.63Asset Backed Securities Totals 2,268,941.330.000.8082,269,207.96 0.808 Municipal Bonds
CAS40008 5,000,000.00 5,005,171.713.40008/01/202313063DGN2 02/01 - 08/0109/18/2018 5,075,550.003.0643.064 CAS40243 5,000,000.00 5,149,798.663.37504/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CAS40449 10,110,000.00 10,479,261.782.65004/01/202613063DMA3 04/01 - 10/01 Received01/07/2022 10,631,069.401.3921.392 CAS40581 5,570,000.00 5,328,443.352.37510/01/202613063DRD2 10/01 - 04/01 Received09/09/2022 5,289,717.603.7213.721 CAS40620 5,000,000.00 5,202,919.665.70010/01/202613063D3A4 04/01 - 10/0111/17/2022 5,224,500.004.4244.424 CAS40626 7,075,000.00 7,401,259.015.70010/01/202613063D3A4 04/01 - 10/01 23,524.3812/08/2022 7,430,518.754.2574.257 CAS40649 12,000,000.00 10,716,460.001.70002/01/202813063DC48 08/01 - 02/0102/01/2023 10,672,200.004.1754.175 CAS40655 7,000,000.00 7,000,000.004.84603/01/202713063D3N6 09/01 - 03/0103/15/2023 7,000,000.004.8454.845 CASDEV40323 1,385,000.00 1,385,000.000.76510/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,020,212.900.88511/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR40623 3,155,000.00 2,855,336.180.79012/01/202513067WRC8 12/01 - 06/01 Received11/28/2022 2,816,941.754.6484.648 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 8 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
FLSEDU40311 10,000,000.00 10,000,000.000.55006/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 FLSEDU40313 5,000,000.00 4,998,658.200.39006/01/202434153QUC8 06/01 - 12/0110/22/2020 4,995,850.000.4130.413 GAS40304 14,615,000.00 14,615,000.000.52008/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40305 4,345,000.00 4,345,000.000.42008/01/2024373385FP3 02/01 - 08/0108/27/2020 4,345,000.000.4200.420 HIS40317 5,000,000.00 5,007,567.720.85210/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 HIS40648 25,000,000.00 22,669,594.101.53508/01/2027419792G34 02/01 - 08/01 Received01/25/2023 22,571,000.003.9023.902 LAS40312 4,000,000.00 4,000,000.000.84006/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 LOS40315 3,670,000.00 3,814,417.003.32009/01/2024544351MQ9 03/01 - 09/01 Received10/14/2020 4,065,589.300.5110.511 LOS40589 9,475,000.00 9,667,733.925.00009/01/2025544351QQ5 09/01 - 03/0109/28/2022 9,708,274.504.0974.097 LOS40593 10,000,000.00 10,109,285.715.00009/01/2024544351QP7 09/01 - 03/0109/28/2022 10,148,500.004.1874.187 MAS40322 1,000,000.00 1,000,000.000.69511/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS40234 1,000,000.00 1,000,000.000.97003/15/2024574193SP4 09/15 - 03/1503/18/2020 1,000,000.000.9700.970 MDS40297 5,000,000.00 5,002,853.010.66008/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40298 5,000,000.00 5,000,651.810.51008/01/2024574193TQ1 02/01 - 08/0108/05/2020 5,001,950.000.5000.500 MDS40652 3,000,000.00 2,788,957.932.80008/01/2027574193GK8 08/01 - 02/01 7,466.6703/03/2023 2,785,170.004.6124.612 MDS40656 16,360,000.00 16,360,000.004.00003/15/2026574193WE4 09/15 - 03/1503/29/2023 16,360,000.003.9993.999 NYS40185 5,000,000.00 5,000,528.412.01002/15/2024649791PP9 02/15 - 08/1510/30/2019 5,002,600.001.9981.998 NYSDEV40207 5,000,000.00 5,043,642.132.86003/15/20246500354U9 03/15 - 09/15 Received01/15/2020 5,190,300.001.9051.905 NYSDEV40606 4,565,000.00 4,398,148.293.17003/15/20266500354W5 03/15 - 09/15 Received10/11/2022 4,371,489.654.5184.518 NYSHGR40596 7,850,000.00 7,965,374.015.05109/15/2027649902T45 03/15 - 09/15 Received10/05/2022 7,978,033.504.6774.677 NYU40262 2,450,000.00 2,446,651.941.43807/01/202464990GZW5 07/01 - 01/01 Received05/06/2020 2,438,877.001.5511.551 OHS40576 7,930,000.00 7,878,181.882.30011/01/2023677522SQ8 11/01 - 05/01 Received08/30/2022 7,826,117.003.4513.451 PASTRN40152 1,750,000.00 1,763,639.822.92912/01/202370922PAK8 12/01 - 06/01 Received08/14/2019 1,837,920.001.7111.711 RIV40256 4,000,000.00 4,000,000.002.66702/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 TXS40264 3,425,000.00 3,425,000.003.82304/01/2023882722VK4 10/01 - 04/01 Received05/08/2020 3,705,815.750.9470.947 TXS40319 1,600,000.00 1,775,369.405.00010/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 UNVHGR37624 4,000,000.00 4,000,000.003.29705/15/202391412HBK8 11/15 - 05/1506/05/2018 4,000,000.003.2973.297 UNVHGR40153 1,000,000.00 1,019,331.083.63805/15/202491412GVB8 11/15 - 05/15 Received08/14/2019 1,081,870.001.8311.831 UNVHGR40293 1,000,000.00 1,000,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 1,000,000.000.8330.833 UNVHGR40294 650,000.00 650,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 650,000.000.8330.833 UNVHGR40324 2,215,000.00 2,226,490.390.88305/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 UNVHGR40325 3,560,000.00 3,580,663.940.88305/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,057,023.540.88305/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 UNVHGR40343 7,000,000.00 7,055,132.960.88305/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 UNVHGR40594 3,820,000.00 3,704,200.973.06307/01/202591412GU94 01/01 - 07/01 Received09/27/2022 3,677,896.004.5094.509 UNVHGR40595 3,000,000.00 2,784,556.840.88305/15/202591412HGE7 11/15 - 05/15 Received09/27/2022 2,732,670.004.5094.509 UNVHGR40619 4,685,000.00 4,527,216.253.06307/01/202591412GU94 01/01 - 07/01 Received11/17/2022 4,501,113.754.6694.669 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 9 ends

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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
UNVHGR40636 2,015,000.00 1,752,557.581.27205/15/202791412HJN4 05/15 - 11/15 3,488.6401/04/2023 1,737,171.804.8124.812 UNVHGR40651 2,020,000.00 1,956,308.483.06307/01/202591412GU94 07/01 - 01/01 7,390.3402/14/2023 1,952,612.804.5564.556 UTS40629 5,931,258.67 5,850,506.333.53907/01/2025917542QV7 01/01 - 07/01 Received12/13/2022 5,839,739.354.1834.183 VNTCTF40277 1,000,000.00 1,000,000.001.04811/01/2023923078CT4 11/01 - 05/0106/11/2020 1,000,000.001.0481.048 VNTCTF40278 900,000.00 900,000.001.22311/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 VNTCTF40621 3,645,000.00 3,219,170.831.74111/01/2027923078CX5 05/01 - 11/01 3,525.5311/21/2022 3,185,620.654.6214.621 WIS40177 500,000.00 500,000.001.85705/01/202497705MNM3 05/01 - 11/0110/30/2019 500,000.001.8571.857 290,403,277.72Municipal Bonds Totals 291,681,529.8045,395.562.625294,271,258.67 2.625 Agency Floaters
FAMC40611 2,500,000.00 2,500,000.004.83002/06/202531315PF38 11/06 - Quarterly Received10/27/2022 2,500,000.003.9113.857 FAMC40612 3,000,000.00 3,000,000.004.33004/22/202531315P6T1 01/22 - Quarterly Received10/27/2022 3,000,000.003.8223.770 5,500,000.00Agency Floaters Totals 5,500,000.000.003.8095,500,000.00 3.862 Mortgage Backed Securities
FHLMC40148 3,810,677.97 3,936,906.683.06007/25/20233137B4WB8 09/25 - Monthly08/01/2019 3,936,906.682.1192.119 FHLMC40173 4,882,358.08 4,882,358.081.99005/25/202430298LAA9 10/25 - Monthly Received09/30/2019 4,882,358.081.9621.962 FHLMC40180 1,250,773.13 1,256,721.812.09007/25/202430314KAS2 11/25 - Monthly Received10/18/2019 1,256,721.811.9411.941 FHLMC40214 254,529.65 254,847.812.05010/25/202330295NAE0 02/25 - Monthly Received01/22/2020 254,847.811.9731.973 FHLMC40231 573,677.10 580,848.061.99005/25/202430298LAA9 03/25 - Monthly Received02/27/2020 580,848.061.5901.590 FHLMC40266 10,000,000.00 10,823,437.502.77005/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40295 3,146,588.30 3,161,978.260.83005/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,161,978.260.6950.695 FHLMC40328 4,500,000.00 4,937,850.003.06212/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,937,850.000.4960.496 FHLMC40342 3,834,599.30 3,853,404.170.67011/25/202530318CAA5 02/25 - Monthly Received01/22/2021 3,853,404.170.5370.537 FHLMC40356 4,596,905.57 4,937,076.582.58803/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 4,937,076.580.5540.554 FHLMC40605 9,702,678.43 9,455,939.313.06408/25/20243137FBTA4 11/25 - Monthly Received10/12/2022 9,455,939.314.5464.546 FHLMC40609 3,490,787.87 3,127,351.472.08006/25/202730329MAA0 11/25 - Monthly Received10/28/2022 3,127,351.474.9894.989 FHLMC40610 4,488,155.84 4,020,880.472.08006/25/202730329MAA0 11/25 - Monthly Received10/28/2022 4,020,880.474.9894.989 FHLMC40635 7,101,000.00 6,821,398.132.77005/25/20253137BJQ71 01/25 - Monthly Received12/22/2022 6,821,398.134.4454.445 FHLMC40647 20,000,000.00 19,909,375.003.69011/01/20273132XGRH1 02/25 - Monthly Received01/24/2023 19,909,375.003.8213.821 FNMA40171 4,845,526.05 4,929,565.642.42007/01/20243140HUNV4 10/25 - Monthly Received09/19/2019 4,929,565.642.0462.046 FNMA40189 865,162.75 887,400.142.79106/01/20233138ELJW4 12/25 - Monthly Received11/12/2019 887,400.141.9991.999 FNMA40202 7,747,000.00 7,899,519.062.39002/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 FNMA40203 7,450,000.00 7,531,484.382.24001/01/20253140HWYW6 02/25 - Monthly Received01/22/2020 7,531,484.382.0212.021 FNMA40206 21,402,762.56 21,870,948.002.61008/01/20233138L4EN9 02/25 - Monthly Received01/22/2020 21,870,948.001.9391.939 FNMA40209 1,000,000.00 1,023,750.002.71001/01/20253138LL3J2 02/25 - Monthly Received01/17/2020 1,023,750.002.2232.223 FNMA40225 3,500,000.00 3,577,656.252.96011/01/20243138L8CE2 03/25 - Monthly Received02/05/2020 3,577,656.252.4822.482 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PMS) 7.3.0

Page 10 ends

SECTION D

MARKET VALUE OF PORTFOLIO

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

T HIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Allspring Govt Money Mkt Fd40162 0.00 0.00 4.3300.00 1VP4560000 4.330 1Federated Govt Obligation Fund36512 0.00 0.00 4.6500.00 1VP6000104 4.650

0.00 00.000.009,294,219.68Subtotal and Average 0 0.000
State Pool
1State Investment Pool32936 1,000,000.00 1,000,000.00 2.8801,000,000.00 1CITY 2.880 1State Investment Pool37042 1,000,000.00 1,000,000.00 2.8801,000,000.00 1CSJFA 2.880 1State Investment Pool40363 0.00 0.00 2.5500.00 1COVID RELIEF 2.550 2,000,000.00 12,000,000.002,000,000.002,000,000.00Subtotal and Average 1 2.880 JPA Pool
1California Asset Management Pr40566 95,728,281.33 95,728,281.33 4.92095,728,281.33 1CAMP 4.920 95,728,281.33 195,728,281.3395,728,281.33104,345,410.36Subtotal and Average 1 4.920 Corp Medium Term Notes
40Apple Inc40263 6,795,000.00 6,794,929.53 05/11/20230.75005/11/2020 6,767,208.45 1,095037833DV9 0.759 314Apple Inc40459 10,000,000.00 10,166,696.81 02/09/20243.00001/07/2022 9,883,900.00 763037833CG3 0.861 653Apple Inc40463 15,114,000.00 15,476,588.08 01/13/20252.75001/14/2022 14,720,733.72 1,095037833DF4 1.295 314Apple Inc40471 11,966,000.00 12,147,586.96 02/09/20243.00001/19/2022 11,827,074.74 751037833CG3 1.046 314Apple Inc40485 12,318,000.00 12,445,083.86 02/09/20243.00002/14/2022 12,174,988.02 725037833CG3 1.659 406Apple Inc40487 7,300,000.00 7,381,045.65 05/11/20242.85002/28/2022 7,176,265.00 803037833CU2 1.745 40Apple Inc40553 10,000,000.00 9,983,417.42 05/11/20230.75006/08/2022 9,959,100.00 337037833DV9 2.266 1,228Archer Daniels Midland40599 9,780,000.00 9,152,023.10 08/11/20262.50010/05/2022 9,228,994.80 1,406039483BL5 4.606 1,228Archer Daniels Midland40601 9,215,000.00 8,604,883.77 08/11/20262.50010/07/2022 8,695,826.90 1,404039483BL5 4.674 132Bank of New York Mellon40320 3,868,000.00 3,910,403.82 08/11/20233.45011/03/2020 3,841,581.56 1,01106406RAJ6 0.394 695Bank of New York Mellon40617 10,000,000.00 9,631,346.59 02/24/20253.00011/14/2022 9,611,700.00 83306406HDA4 5.080 1,234Bank of New York Mellon40630 4,481,000.00 4,194,768.34 08/17/20262.45012/13/2022 4,137,217.68 1,34306406FAE3 4.523 1,506Bank of New York Mellon40633 5,000,000.00 4,803,151.16 05/16/20273.25012/15/2022 4,732,200.00 1,61306406RAD9 4.308 1,594Caterpillar Inc.40628 7,429,000.00 7,201,906.35 08/12/20273.60012/13/2022 7,268,830.76 1,70314913R3A3 4.381 1,597Colgate-Palmolive40580 8,202,000.00 7,983,272.33 08/15/20273.10009/09/2022 7,908,040.32 1,801194162AN3 3.774 1,628Deere & Co.40634 5,000,000.00 4,959,993.80 09/15/20274.15012/15/2022 4,973,650.00 1,73524422EWK1 4.349 1,310Honeywell International40631 5,000,000.00 4,686,958.15 11/01/20262.50012/13/2022 4,746,200.00 1,419438516BL9 4.420 1,014John Deere40637 10,000,000.00 9,995,656.85 01/09/20264.80001/09/2023 10,152,900.00 1,09624422EWP0 4.817 1,065Johnson & Johnson40574 13,945,000.00 13,603,463.16 03/01/20262.45008/25/2022 13,397,798.20 1,284478160BY9 3.347 1,065Johnson & Johnson40575 4,214,000.00 4,098,398.15 03/01/20262.45008/26/2022 4,048,642.64 1,283478160BY9 3.457 47JP Morgan40303 5,000,000.00 5,013,529.15 05/18/20232.70008/20/2020 4,983,900.00 1,00146625HRL6 0.607 306JP Morgan40348 15,000,000.00 15,424,512.50 02/01/20243.87502/01/2021 14,809,500.00 1,09546625HJT8 0.452 1,579JP Morgan40569 10,000,000.00 10,000,000.00 07/28/20274.57007/28/2022 9,693,800.00 1,82648133DP95 4.570 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Page 2 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
849JP Morgan40570 10,000,000.00 10,000,000.00 07/28/20254.10007/28/2022 9,766,000.00 1,09648133DQ45 4.100 1,214JP Morgan40571 10,000,000.00 10,000,000.00 07/28/20264.25007/28/2022 9,753,600.00 1,46148133DQ52 4.250 1,2673M40598 7,150,000.00 6,572,247.87 09/19/20262.25010/05/2022 6,599,593.00 1,44588579YAV3 4.839 258Microsoft Inc.40432 1,851,000.00 1,885,087.78 12/15/20233.62512/08/2021 1,841,504.37 737594918AW4 0.982 311Microsoft Inc.40442 1,025,000.00 1,042,014.80 02/06/20242.87512/20/2021 1,009,727.50 778594918BX1 0.892 129Microsoft Inc.40443 2,876,000.00 2,889,168.95 08/08/20232.00012/20/2021 2,846,923.64 596594918BQ6 0.692 947Microsoft Inc.40528 4,000,000.00 3,999,558.99 11/03/20253.12504/25/2022 3,901,040.00 1,288594918BJ2 3.129 683Microsoft Inc.40557 11,335,000.00 11,175,095.72 02/12/20252.70006/15/2022 11,041,650.20 973594918BB9 3.498 683Microsoft Inc.40564 7,250,000.00 7,133,978.77 02/12/20252.70006/16/2022 7,062,370.00 972594918BB9 3.607 1,407Microsoft Inc.40624 8,436,000.00 8,149,558.99 02/06/20273.30012/02/2022 8,275,800.36 1,527594918BY9 4.272 68PACCAR Inc.40275 2,000,000.00 1,999,827.54 06/08/20230.80006/08/2020 1,984,020.00 1,09569371RQ82 0.847 307PACCAR Inc.40349 7,000,000.00 6,997,736.93 02/02/20240.35002/02/2021 6,724,620.00 1,09569371RR24 0.389 916PACCAR Inc.40602 5,000,000.00 5,038,519.42 10/03/20254.95010/07/2022 5,044,250.00 1,09269371RS23 4.617 916PACCAR Inc.40613 10,000,000.00 10,019,493.46 10/03/20254.95010/28/2022 10,088,500.00 1,07169371RS23 4.864 1,405PACCAR Inc.40640 10,000,000.00 9,159,648.50 02/04/20272.00001/06/2023 9,163,300.00 1,49069371RR65 4.414 760Pepsi Co40632 5,000,000.00 4,834,650.58 04/30/20252.75012/15/2022 4,842,050.00 867713448CT3 4.441 10Wal-Mart40274 26,018,000.00 26,031,450.55 04/11/20232.55006/01/2020 26,006,031.72 1,044931142DH3 0.668 892Wal-Mart40603 3,000,000.00 2,966,824.62 09/09/20253.90010/07/2022 2,990,910.00 1,068931142EW9 4.387 1,265Wal-Mart40608 10,000,000.00 8,862,571.14 09/17/20261.05010/20/2022 9,014,600.00 1,428931142ER0 4.684 336,417,050.14 1,150332,696,543.58341,568,000.00336,414,717.23Subtotal and Average 770 2.929 Negotiable CDs
90Royal Bank of Canada40588 25,000,000.00 25,000,000.00 06/30/20234.53009/20/2022 24,945,250.00 28378015JEW3 4.530 90Toronto Dominion Bank40590 25,000,000.00 25,000,000.00 06/30/20234.62009/22/2022 24,958,250.00 28189115BVJ6 4.620 143TORDNY40600 15,640,000.00 15,594,505.08 08/22/20234.02010/05/2022 15,556,482.40 32189115BK66 4.760 65,594,505.08 29165,459,982.4065,640,000.0065,589,732.89Subtotal and Average 103 4.619 Commercial Paper Discounts
93MUFG Bank Ltd/NY40641 25,000,000.00 24,685,479.17 07/03/20234.87001/10/2023 24,679,500.00 17462479MU35 4.987 90Toyota Motor Credit Corp40604 50,000,000.00 49,436,250.00 06/30/20234.51010/07/2022 49,390,000.00 26689233HTW4 4.665 93Toyota Motor Credit Corp40642 25,000,000.00 24,682,895.84 07/03/20234.91001/11/2023 24,679,500.00 17389233HU36 5.029 98,804,625.01 22098,749,000.00100,000,000.0098,608,791.67Subtotal and Average 91 4.837 Federal Agency Coupon Securities
835Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,942.40 07/14/20250.50007/28/2020 2,308,050.00 1,81231422BJ27 0.501 1,020Federal Agricultural Mtg Corp40334 10,000,000.00 9,995,537.78 01/15/20260.48001/15/2021 9,103,800.00 1,82631422B6K1 0.496 1,020Federal Agricultural Mtg Corp40337 10,000,000.00 9,995,320.24 01/15/20260.48001/15/2021 9,103,800.00 1,82631422B6K1 0.497 241Federal Agricultural Mtg Corp40622 10,000,000.00 10,000,000.00 11/28/20234.92011/28/2022 10,003,600.00 36531422XR38 4.920 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 3 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
184Federal Farm Credit Bank40013 25,000,000.00 24,991,380.95 10/02/20233.05010/17/2018 24,786,000.00 1,8113133EJD48 3.124 205Federal Farm Credit Bank40049 20,000,000.00 19,997,741.38 10/23/20232.65001/23/2019 19,771,800.00 1,7343133EJ5W5 2.672 68Federal Farm Credit Bank40283 10,000,000.00 9,999,943.96 06/08/20230.30006/12/2020 9,917,500.00 1,0913133ELG81 0.303 194Federal Farm Credit Bank40480 4,150,000.00 4,135,553.44 10/12/20230.29001/26/2022 4,051,064.00 6243133ENAL4 0.953 194Federal Farm Credit Bank40501 1,170,000.00 1,159,472.97 10/12/20230.29003/22/2022 1,142,107.20 5693133ENAL4 2.021 565Federal Farm Credit Bank40607 10,000,000.00 9,967,257.78 10/17/20244.37510/17/2022 9,976,300.00 7313133ENS43 4.599 502Federal Home Loan Bank40157 3,000,000.00 2,998,064.09 08/15/20241.50008/16/2019 2,879,610.00 1,8263130AGWK7 1.549 251Federal Home Loan Bank40531 10,215,000.00 10,272,225.98 12/08/20233.37505/11/2022 10,113,973.65 5763130A0F70 2.536 41Federal Home Loan Bank40537 9,305,000.00 9,304,785.07 05/12/20232.12505/17/2022 9,277,736.35 3603130AS3T46 2.145 216Federal Home Loan Bank40615 5,000,000.00 4,994,950.97 11/03/20234.75011/04/2022 4,998,700.00 3643130ATUP0 4.928 282Federal Home Loan Bank40627 10,000,000.00 10,000,000.00 01/08/20244.80012/08/2022 10,010,100.00 3963130AU4V3 4.804 906Federal Home Loan Mtg Corp40309 5,000,000.00 4,992,533.59 09/23/20250.37509/25/2020 4,568,050.00 1,8243137EAEX3 0.436 198Federal Home Loan Mtg Corp40316 4,000,000.00 3,997,306.11 10/16/20230.12510/16/2020 3,901,640.00 1,0953137EAEY1 0.250 55Federal Home Loan Mtg Corp40536 2,635,000.00 2,634,403.25 05/26/20232.00005/12/2022 2,624,143.80 3793134G3X54 2.150 458Federal National Mtg Assn40142 10,000,000.00 9,990,472.19 07/02/20241.75007/08/2019 9,648,000.00 1,8213135G0V75 1.830 563Federal National Mtg Assn40183 10,000,000.00 9,994,747.35 10/15/20241.62510/22/2019 9,609,000.00 1,8203135G0W66 1.661 51Federal National Mtg Assn40271 10,000,000.00 9,998,578.61 05/22/20230.25005/22/2020 9,940,500.00 1,0953135G04Q3 0.351 808Federal National Mtg Assn40288 10,000,000.00 9,990,835.82 06/17/20250.50006/19/2020 9,241,100.00 1,8243135G04Z3 0.542 877Federal National Mtg Assn40329 10,000,000.00 9,987,266.83 08/25/20250.37512/29/2020 9,155,400.00 1,7003135G05X7 0.429 951Federal National Mtg Assn40333 10,000,000.00 10,021,338.22 11/07/20250.50001/06/2021 9,149,100.00 1,7663135G06G3 0.417 51Federal National Mtg Assn40415 2,963,000.00 2,962,015.94 05/22/20230.25011/23/2021 2,945,370.15 5453135G04Q3 0.486 139Federal National Mtg Assn40420 7,000,000.00 6,996,136.07 08/18/20230.35011/30/2021 6,874,770.00 6263135G05U3 0.496 221,877,810.99 1,295215,101,215.15221,938,000.00227,907,886.88Subtotal and Average 419 1.967 Federal Agency Discounts
93Federal Home Loan Bank40644 50,000,000.00 49,402,604.17 07/03/20234.62501/20/2023 49,408,500.00 164313384HR3 4.790 93Federal Home Loan Bank40645 50,000,000.00 49,397,437.41 07/03/20234.66501/20/2023 49,408,500.00 164313384HR3 4.832 93Federal Home Loan Bank40646 10,000,000.00 9,879,487.50 07/03/20234.66501/20/2023 9,881,700.00 164313384HR3 4.832 80Federal Home Loan Bank40650 10,000,000.00 9,895,555.56 06/20/20234.70002/08/2023 9,898,900.00 132313384HC6 4.849 93Federal Home Loan Bank40653 10,000,000.00 9,874,708.33 07/03/20234.85003/03/2023 9,881,700.00 122313384HR3 5.000 93Federal Home Loan Bank40654 10,000,000.00 9,874,837.76 07/03/20234.84503/07/2023 9,881,700.00 118313384HR3 4.992 172Federal Home Loan Bank40657 15,000,000.00 14,659,583.34 09/20/20234.75003/22/2023 14,669,700.00 182313384LY3 4.934 132Federal Home Loan Bank40658 20,000,000.00 19,659,000.00 08/11/20234.65003/27/2023 19,663,000.00 137313384KG3 4.800 160Federal Home Loan Bank40659 20,000,000.00 19,581,333.34 09/08/20234.71003/31/2023 19,590,400.00 161313384LL1 4.878 192,224,547.41 156192,284,100.00195,000,000.00144,040,716.80Subtotal and Average 109 4.848 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 4 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Treasury Coupon Securities
334U.S. Treasury40196 15,000,000.00 15,053,501.57 02/29/20242.12512/23/2019 14,655,450.00 1,529912828W48 1.719 699U.S. Treasury40578 30,000,000.00 29,569,726.13 02/28/20252.75009/02/2022 29,259,300.00 9109128283Z1 3.539 90U.S. Treasury40582 30,000,000.00 29,827,016.65 06/30/20231.37509/14/2022 29,761,800.00 289912828S35 3.763 152U.S. Treasury40583 20,000,000.00 19,696,189.46 08/31/20230.12509/14/2022 19,626,600.00 35191282CCU3 3.878 90U.S. Treasury40584 20,000,000.00 19,882,812.50 06/30/20231.37509/15/2022 19,841,200.00 288912828S35 3.082 167U.S. Treasury40585 20,000,000.00 19,661,138.70 09/15/20230.12509/15/2022 19,593,800.00 36591282CAK7 3.938 883U.S. Treasury40586 10,000,000.00 9,770,902.95 08/31/20252.75009/15/2022 9,724,600.00 1,0819128284Z0 3.760 274U.S. Treasury40625 10,000,000.00 9,850,156.25 12/31/20232.62512/06/2022 9,850,000.00 3909128285U0 4.694 153,311,444.21 605152,312,750.00155,000,000.00153,183,738.97Subtotal and Average 312 3.528 Federal Agency Callables
1,115Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 9,101,500.00 1,82631422XCX8 1.000 263Federal Agricultural Mtg Corp40554 10,779,000.00 10,594,774.45 12/20/20230.69006/14/2022 10,460,264.97 55431422XRQ7 3.141 443Federal Farm Credit Bank40282 10,000,000.00 10,000,000.00 06/17/20240.58006/17/2020 9,516,900.00 1,4613133ELJ47 0.580 997Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 9,081,700.00 1,8203133EMLR1 0.500 1,073Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 9,093,000.00 1,8263133EMSU7 0.800 611Federal Farm Credit Bank40423 10,000,000.00 10,007,735.09 12/02/20241.01012/02/2021 9,466,900.00 1,0963133ENFZ8 0.963 47Federal Farm Credit Bank40424 1,250,000.00 1,249,594.21 05/18/20230.14012/01/2021 1,241,962.50 5333133EMZP0 0.390 256Federal Farm Credit Bank40445 6,435,000.00 6,434,094.07 12/13/20230.66012/17/2021 6,248,320.65 7263133ENGW4 0.680 1,032Federal Farm Credit Bank40479 10,350,000.00 10,349,269.75 01/27/20261.60001/27/2022 9,660,586.50 1,4613133ENMH0 1.603 1,417Federal Farm Credit Bank40486 15,150,000.00 15,141,194.06 02/16/20272.18002/16/2022 14,125,860.00 1,8263133ENPB0 2.196 521Federal Farm Credit Bank40498 150,000.00 149,128.26 09/03/20241.94003/22/2022 144,624.00 8963133ENQC7 2.363 153Federal Farm Credit Bank40510 13,965,000.00 13,859,770.58 09/01/20230.30003/30/2022 13,686,677.55 5203133EL5J9 2.146 256Federal Farm Credit Bank40513 1,859,000.00 1,838,090.89 12/13/20230.66003/30/2022 1,805,070.41 6233133ENGW4 2.308 226Federal Farm Credit Bank40514 1,347,000.00 1,330,648.02 11/13/20230.23003/30/2022 1,307,977.41 5933133EMYW6 2.246 702Federal Farm Credit Bank40522 3,500,000.00 3,338,682.11 03/03/20250.48004/22/2022 3,256,190.00 1,0463133EMSC7 3.000 933Federal Farm Credit Bank40524 20,000,000.00 19,919,642.29 10/20/20253.09004/22/2022 19,420,000.00 1,2773133ENUZ1 3.258 1,305Federal Farm Credit Bank40526 20,000,000.00 20,000,000.00 10/27/20263.65004/27/2022 19,432,200.00 1,6443133ENVK3 3.650 1,522Federal Farm Credit Bank40550 5,200,000.00 5,181,304.35 06/01/20273.45006/07/2022 5,017,168.00 1,8203133ENYA2 3.545 187Federal Farm Credit Bank40561 1,025,000.00 1,009,462.57 10/05/20230.27006/15/2022 1,000,184.75 4773133EMBQ4 3.325 1,033Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.50001/28/2021 9,099,500.00 1,8263130AKPW0 0.500 1,061Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 9,071,400.00 1,8263130AKXX9 0.500 1,061Federal Home Loan Bank40353 10,000,000.00 9,996,520.00 02/25/20260.50002/25/2021 9,071,400.00 1,8263130AKXX9 0.500 594Federal Home Loan Bank40409 20,000,000.00 19,995,124.30 11/15/20241.00011/17/2021 18,943,400.00 1,0943130APRF4 1.015 237Federal Home Loan Bank40410 8,300,000.00 8,297,582.63 11/24/20230.60011/24/2021 8,084,283.00 7303130APWP6 0.645 423Federal Home Loan Bank40417 1,900,000.00 1,900,000.00 05/28/20240.87511/30/2021 1,818,414.00 9103130APZU2 0.875 601Federal Home Loan Bank40418 4,875,000.00 4,870,968.58 11/22/20240.85011/30/2021 4,603,950.00 1,0883130APU45 0.901 587Federal Home Loan Bank40421 2,725,000.00 2,717,569.35 11/08/20240.75011/30/2021 2,571,909.50 1,0743130APKF1 0.923 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 5 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
412Federal Home Loan Bank40422 3,150,000.00 3,147,805.95 05/17/20240.62512/01/2021 3,009,069.00 8983130APMH5 0.687 235Federal Home Loan Bank40435 14,370,000.00 14,362,856.23 11/22/20230.65012/15/2021 13,974,681.30 7073130APQU2 0.728 597Federal Home Loan Bank40446 13,240,000.00 13,240,613.76 11/18/20241.05012/17/2021 12,548,474.80 1,0673130APS48 1.047 566Federal Home Loan Bank40461 2,485,000.00 2,477,464.10 10/18/20241.00001/18/2022 2,357,594.05 1,0043130AQG49 1.200 657Federal Home Loan Bank40467 5,000,000.00 4,991,767.84 01/17/20251.12501/18/2022 4,758,450.00 1,0953130AQCN1 1.064 1,069Federal Home Loan Bank40470 25,000,000.00 24,631,241.76 03/05/20260.96001/18/2022 22,845,500.00 1,5073130ALHH0 1.481 668Federal Home Loan Bank40472 20,000,000.00 20,000,000.00 01/28/20251.25001/28/2022 19,167,600.00 1,0963130AQQQ9 1.146 667Federal Home Loan Bank40473 14,000,000.00 13,989,370.37 01/27/20251.75001/27/2022 13,324,920.00 1,0963130AQN58 1.443 941Federal Home Loan Bank40475 7,200,000.00 7,192,584.00 10/28/20251.25001/28/2022 6,818,328.00 1,3693130AQMQ3 1.208 668Federal Home Loan Bank40477 20,000,000.00 20,000,000.00 01/28/20251.25001/28/2022 19,167,600.00 1,0963130AQQQ9 0.750 576Federal Home Loan Bank40478 12,500,000.00 12,497,637.50 10/28/20241.12501/28/2022 12,019,500.00 1,0043130AQMU4 1.024 723Federal Home Loan Bank40495 1,000,000.00 995,048.61 03/24/20252.37503/24/2022 962,040.00 1,0963130ARAY7 2.137 727Federal Home Loan Bank40496 4,600,000.00 4,593,586.83 03/28/20252.50003/28/2022 4,493,234.00 1,0963130ARBY6 1.713 636Federal Home Loan Bank40497 1,565,000.00 1,551,726.14 12/27/20241.85003/28/2022 1,500,553.30 1,0053130AR7C9 2.357 699Federal Home Loan Bank40499 2,360,000.00 2,330,674.99 02/28/20251.75003/22/2022 2,247,734.80 1,0743130AQT78 2.428 618Federal Home Loan Bank40502 20,000,000.00 19,421,248.72 12/09/20240.62003/22/2022 18,799,800.00 9933130AMR53 2.400 821Federal Home Loan Bank40508 825,000.00 793,150.01 06/30/20250.70003/22/2022 764,923.50 1,1963130ANWN6 2.500 235Federal Home Loan Bank40512 2,000,000.00 1,981,262.47 11/22/20230.75003/30/2022 1,946,220.00 6023130APWH4 2.245 668Federal Home Loan Bank40516 1,400,000.00 1,362,153.02 01/28/20251.25004/11/2022 1,320,256.00 1,0233130AQJM6 2.800 454Federal Home Loan Bank40517 6,000,000.00 5,837,458.01 06/28/20240.40004/11/2022 5,691,480.00 8093130AMU67 2.661 653Federal Home Loan Bank40518 23,060,000.00 22,388,423.99 01/13/20251.10004/11/2022 21,761,030.20 1,0083130AQGT4 2.808 667Federal Home Loan Bank40519 23,390,000.00 22,755,350.71 01/27/20251.25004/11/2022 22,113,841.60 1,0223130AQMR1 2.808 515Federal Home Loan Bank40520 3,060,000.00 3,029,949.16 08/28/20242.00004/11/2022 2,953,328.40 8703130AQZ48 2.724 240Federal Home Loan Bank40521 9,120,000.00 9,015,004.22 11/27/20230.80004/22/2022 8,872,574.40 5843130APXH3 2.604 1,489Federal Home Loan Bank40523 20,000,000.00 20,000,000.00 04/29/20273.25004/29/2022 19,320,600.00 1,8263130ARVJ7 3.250 237Federal Home Loan Bank40527 3,565,000.00 3,517,833.30 11/24/20230.50004/22/2022 3,462,755.80 5813130APM44 2.600 209Federal Home Loan Bank40529 13,270,000.00 13,260,752.44 10/27/20232.62504/29/2022 13,150,570.00 5463130ARR86 1.997 235Federal Home Loan Bank40532 1,500,000.00 1,482,706.44 11/22/20230.57505/11/2022 1,458,030.00 5603130APQJ7 2.416 235Federal Home Loan Bank40533 6,000,000.00 5,934,459.84 11/22/20230.75005/12/2022 5,838,660.00 5593130APWH4 2.496 237Federal Home Loan Bank40539 3,835,000.00 3,835,000.00 11/24/20232.65005/24/2022 3,776,746.35 5493130AS2M0 2.650 237Federal Home Loan Bank40542 2,700,000.00 2,699,767.00 11/24/20232.50005/24/2022 2,656,449.00 5493130AS3J6 2.514 55Federal Home Loan Bank40543 4,885,000.00 4,885,000.00 05/26/20232.25005/26/2022 4,866,974.35 3653130AS4H9 2.250 412Federal Home Loan Bank40544 3,630,000.00 3,635,642.94 05/17/20243.00005/24/2022 3,559,868.40 7243130ARVT5 2.716 606Federal Home Loan Bank40545 20,000,000.00 19,273,742.65 11/27/20240.62505/24/2022 18,810,200.00 9183130AMNR9 2.916 454Federal Home Loan Bank40546 20,000,000.00 19,439,056.50 06/28/20240.40005/24/2022 18,971,600.00 7663130AMU67 2.740 235Federal Home Loan Bank40547 20,000,000.00 19,774,581.78 11/22/20230.75005/24/2022 19,462,200.00 5473130APWH4 2.551 349Federal Home Loan Bank40549 7,150,000.00 7,139,263.65 03/15/20243.25006/15/2022 7,050,114.50 6393130ASBG3 2.125 573Federal Home Loan Bank40552 8,905,000.00 8,878,131.81 10/25/20242.80006/07/2022 8,674,983.85 8713130ARMT5 3.000 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 6 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
76Federal Home Loan Bank40555 1,540,000.00 1,538,553.04 06/16/20232.29006/16/2022 1,531,868.80 3653130ASD30 2.750 440Federal Home Loan Bank40560 1,250,000.00 1,240,183.73 06/14/20242.87506/15/2022 1,223,050.00 7303130AS6D6 3.557 765Federal Home Loan Mtg Corp40261 10,000,000.00 9,995,811.11 05/05/20250.70005/05/2020 9,302,600.00 1,8263134GVQX9 0.720 731Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,326,800.00 1,7893134GVSN9 0.700 809Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 37,159,200.00 1,8213134GVB49 0.750 181Federal Home Loan Mtg Corp40469 4,225,000.00 4,210,795.98 09/29/20230.22001/18/2022 4,124,487.25 6193134GXJH8 0.907 215Federal Home Loan Mtg Corp40490 20,000,000.00 19,827,461.67 11/02/20230.32003/15/2022 19,465,400.00 5973134GW6E1 1.820 940Federal Home Loan Mtg Corp40505 2,000,000.00 1,909,516.57 10/27/20250.65003/22/2022 1,835,380.00 1,3153134GW5R3 2.500 907Federal Home Loan Mtg Corp40506 1,500,000.00 1,431,652.38 09/24/20250.57003/22/2022 1,377,150.00 1,2823134GWUG9 2.500 913Federal Home Loan Mtg Corp40507 17,490,000.00 16,700,337.05 09/30/20250.60003/22/2022 16,062,990.90 1,2883134GWVN3 2.500 215Federal Home Loan Mtg Corp40509 18,300,000.00 18,092,623.89 11/02/20230.32003/30/2022 17,810,841.00 5823134GW6E1 2.300 362Federal Home Loan Mtg Corp40511 1,033,000.00 1,026,579.72 03/28/20241.80003/30/2022 1,003,022.34 7293134GXMZ4 2.446 759Federal Home Loan Mtg Corp40525 10,000,000.00 10,000,000.00 04/29/20252.75004/29/2022 9,828,100.00 1,0963134GXSF2 2.708 772Federal Home Loan Mtg Corp40551 12,940,000.00 12,902,384.09 05/12/20253.12506/07/2022 12,608,218.40 1,0703134GXRL0 3.270 454Federal Home Loan Mtg Corp40556 5,615,000.00 5,598,511.32 06/28/20243.12506/28/2022 5,505,507.50 7313134GXYM0 3.372 272Federal Home Loan Mtg Corp40558 7,250,000.00 7,226,504.09 12/29/20232.90006/29/2022 7,144,440.00 5483134GXYT5 3.350 272Federal Home Loan Mtg Corp40559 4,500,000.00 4,485,416.33 12/29/20232.90006/29/2022 4,434,480.00 5483134GXYT5 3.350 482Federal Home Loan Mtg Corp40638 15,000,000.00 15,000,000.00 07/26/20245.02001/26/2023 14,970,000.00 5473134GYDA7 5.020 880Federal Home Loan Mtg Corp40643 10,000,000.00 9,878,159.32 08/28/20254.05001/17/2023 9,862,500.00 9543134GXR63 4.591 814Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 27,921,600.00 1,8263136G4WU3 0.850 1,033Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 13,595,400.00 1,8263135G06R9 0.550 300Federal National Mtg Assn40500 1,500,000.00 1,477,741.72 01/26/20240.31003/22/2022 1,444,845.00 6753136G46V0 2.167 857Federal National Mtg Assn40503 2,350,000.00 2,247,572.84 08/05/20250.55003/22/2022 2,165,243.00 1,2323136G4H55 2.500 880Federal National Mtg Assn40504 1,715,000.00 1,641,224.97 08/28/20250.62503/22/2022 1,580,235.30 1,2553136G4R62 2.500 124Federal National Mtg Assn40515 3,371,000.00 3,349,765.99 08/03/20230.30004/11/2022 3,316,659.48 4793135G05P4 2.196 139Federal National Mtg Assn40562 7,200,000.00 7,121,997.45 08/18/20230.35006/15/2022 7,071,192.00 4293135G05U3 3.275 124Federal National Mtg Assn40563 5,000,000.00 4,951,080.39 08/03/20230.30006/15/2022 4,919,400.00 4143135G05P4 3.264 277Federal National Mtg Assn40639 50,000,000.00 50,000,000.00 01/03/20245.00001/20/2023 49,925,500.00 3483135GADY4 5.000 901,377,345.95 1,103867,325,939.81908,354,000.00901,604,155.70Subtotal and Average 648 2.131 Supranational
594IADB40201 11,000,000.00 11,001,323.78 11/15/20241.70001/08/2020 10,505,660.00 1,77345818WCS3 1.692 563IADB40321 10,000,000.00 9,998,169.02 10/15/20240.34011/12/2020 9,371,600.00 1,43345818WCW4 0.352 1,056IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 9,199,200.00 1,82245818WCZ7 0.650 353IBRD40079 5,000,000.00 4,998,424.33 03/19/20242.50003/19/2019 4,900,550.00 1,827459058GQ0 2.535 79IBRD40126 10,000,000.00 9,999,436.67 06/19/20231.87506/19/2019 9,937,200.00 1,461459058GX5 1.902 752IBRD40246 3,000,000.00 2,995,220.55 04/22/20250.62504/22/2020 2,795,940.00 1,826459058JB0 0.704 710IBRD40335 20,000,000.00 20,134,456.00 03/11/20250.75001/11/2021 18,756,400.00 1,520459058JA2 0.401 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 7 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Supranational
941IBRD40336 10,000,000.00 9,998,046.16 10/28/20250.50001/11/2021 9,163,600.00 1,751459058JL8 0.508 941IBRD40338 10,000,000.00 9,996,441.22 10/28/20250.50001/11/2021 9,163,600.00 1,751459058JL8 0.514 604IBRD40339 4,765,000.00 4,932,666.74 11/25/20242.50001/12/2021 4,632,580.65 1,413459058DX8 0.351 849IBRD40341 10,000,000.00 9,966,202.61 07/28/20250.37501/13/2021 9,204,600.00 1,657459058JE4 0.522 515IBRD40344 10,000,000.00 10,167,122.22 08/28/20241.50001/22/2021 9,599,000.00 1,314459056HV2 0.306 1,054IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,247,950.00 1,82645905U5Y6 0.600 1,054IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,247,950.00 1,82645905U5Y6 0.600 710IBRD40359 10,000,000.00 10,026,657.40 03/11/20250.75003/12/2021 9,378,200.00 1,460459058JA2 0.611 237IBRD40538 5,580,000.00 5,499,798.97 11/24/20230.25005/25/2022 5,421,751.20 548459058JM6 2.527 598International Finance Corp40332 8,550,000.00 8,564,558.89 11/19/20240.42501/06/2021 7,993,480.50 1,41345950VPG5 0.320 1,041International Finance Corp40347 10,000,000.00 9,984,014.22 02/05/20260.45002/05/2021 9,026,800.00 1,82645950VPL4 0.507 1,689International Finance Corp40616 5,000,000.00 5,000,000.00 11/15/20275.00011/18/2022 5,055,150.00 1,82345950VRK4 5.000 163,262,538.78 1,587152,601,212.35162,895,000.00178,420,869.26Subtotal and Average 736 0.916 Asset Backed Securities
292American Honda Finance Corp40190 78,901.65 78,898.82 01/18/20241.83011/26/2019 78,772.25 1,51443813VAC2 1.845 471American Honda Finance Corp40270 397,361.12 397,351.37 07/15/20240.82005/27/2020 393,391.48 1,51043813DAC2 0.825 594Hyundai Auto Receivables Trust40253 324,578.84 324,551.84 11/15/20241.41004/29/2020 321,456.39 1,66144891LAC7 1.424 502Toyota Motor Credit Corp40252 265,092.20 265,075.26 08/15/20241.36004/29/2020 263,210.05 1,56989239RAC0 1.373 563Toyota Motor Credit Corp40296 1,203,274.15 1,203,240.34 10/15/20240.44007/27/2020 1,189,604.96 1,54189237VAB5 0.444 2,269,117.63 1,5552,246,435.132,269,207.962,619,886.96Subtotal and Average 535 0.808 Municipal Bonds
122State of California GO40008 5,000,000.00 5,005,171.71 08/01/20233.40009/18/2018 4,974,200.00 1,77813063DGN2 3.064 731State of California GO40243 5,000,000.00 5,149,798.66 04/01/20253.37504/13/2020 4,905,400.00 1,81413063DGB8 1.802 1,096State of California GO40449 10,110,000.00 10,479,261.78 04/01/20262.65001/07/2022 9,660,105.00 1,54513063DMA3 1.392 1,279State of California GO40581 5,570,000.00 5,328,443.35 10/01/20262.37509/09/2022 5,233,293.50 1,48313063DRD2 3.721 1,279State of California GO40620 5,000,000.00 5,202,919.66 10/01/20265.70011/17/2022 5,231,900.00 1,41413063D3A4 4.424 1,279State of California GO40626 7,075,000.00 7,401,259.01 10/01/20265.70012/08/2022 7,403,138.50 1,39313063D3A4 4.257 1,767State of California GO40649 12,000,000.00 10,716,460.00 02/01/20281.70002/01/2023 10,630,200.00 1,82613063DC48 4.175 1,430State of California GO40655 7,000,000.00 7,000,000.00 03/01/20274.84603/15/2023 7,136,430.00 1,44713063D3N6 4.845 914California Infra & Econ Dev40323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,269,726.45 1,74913034AL65 0.765 945California State Univ Rev40318 10,000,000.00 10,020,212.90 11/01/20250.88511/02/2020 9,186,700.00 1,82513077DML3 0.805 975CA Dept of Water Resource Pwr40623 3,155,000.00 2,855,336.18 12/01/20250.79011/28/2022 2,880,893.60 1,09913067WRC8 4.648 792Florida State Brd of Edu GO40311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 9,220,500.00 1,68334153QUD6 0.550 427Florida State Brd of Edu GO40313 5,000,000.00 4,998,658.20 06/01/20240.39010/22/2020 4,762,250.00 1,31834153QUC8 0.413 853State of Georgia GO40304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 13,407,216.40 1,800373385FQ1 0.520 488State of Georgia GO40305 4,345,000.00 4,345,000.00 08/01/20240.42008/27/2020 4,116,105.40 1,435373385FP3 0.420 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 8 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
914State of Hawaii GO40317 5,000,000.00 5,007,567.72 10/01/20250.85210/29/2020 4,588,450.00 1,798419792ZM1 0.790 1,583State of Hawaii GO40648 25,000,000.00 22,669,594.10 08/01/20271.53501/25/2023 22,386,250.00 1,649419792G34 3.902 792State of Louisiana GO40312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,710,320.00 1,691546417DQ6 0.840 519City of Los Angeles40315 3,670,000.00 3,814,417.00 09/01/20243.32010/14/2020 3,607,499.90 1,418544351MQ9 0.511 884City of Los Angeles40589 9,475,000.00 9,667,733.92 09/01/20255.00009/28/2022 9,616,840.75 1,069544351QQ5 4.097 519City of Los Angeles40593 10,000,000.00 10,109,285.71 09/01/20245.00009/28/2022 10,056,200.00 704544351QP7 4.187 945State of Massachusetts GO40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 915,180.00 1,79457582RK88 0.695 349Maryland State GO40234 1,000,000.00 1,000,000.00 03/15/20240.97003/18/2020 963,810.00 1,458574193SP4 0.970 853Maryland State GO40297 5,000,000.00 5,002,853.01 08/01/20250.66008/05/2020 4,590,700.00 1,822574193TR9 0.635 488Maryland State GO40298 5,000,000.00 5,000,651.81 08/01/20240.51008/05/2020 4,735,600.00 1,457574193TQ1 0.500 1,583Maryland State GO40652 3,000,000.00 2,788,957.93 08/01/20272.80003/03/2023 2,817,300.00 1,612574193GK8 4.612 1,079Maryland State GO40656 16,360,000.00 16,360,000.00 03/15/20264.00003/29/2023 16,231,410.40 1,082574193WE4 3.999 320New York State GO40185 5,000,000.00 5,000,528.41 02/15/20242.01010/30/2019 4,876,850.00 1,569649791PP9 1.998 349New York ST Urban Dev Corp Rev40207 5,000,000.00 5,043,642.13 03/15/20242.86001/15/2020 4,907,300.00 1,5216500354U9 1.905 1,079New York ST Urban Dev Corp Rev40606 4,565,000.00 4,398,148.29 03/15/20263.17010/11/2022 4,435,947.45 1,2516500354W5 4.518 1,628NYS Dormitory Authority40596 7,850,000.00 7,965,374.01 09/15/20275.05110/05/2022 7,953,384.50 1,806649902T45 4.677 457New York University40262 2,450,000.00 2,446,651.94 07/01/20241.43805/06/2020 2,346,365.00 1,51764990GZW5 1.551 214State of Ohio GO40576 7,930,000.00 7,878,181.88 11/01/20232.30008/30/2022 7,821,993.40 428677522SQ8 3.451 244Pennsylvania Turnpike Comm40152 1,750,000.00 1,763,639.82 12/01/20232.92908/14/2019 1,732,167.50 1,57070922PAK8 1.711 686County of Riverside CA40256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 3,839,520.00 1,74676913CAZ2 2.667 0State of Texas GO40264 3,425,000.00 3,425,000.00 04/01/20233.82305/08/2020 3,425,000.00 1,058882722VK4 0.947 914State of Texas GO40319 1,600,000.00 1,775,369.40 10/01/20255.00010/30/2020 1,622,752.00 1,797882724RA7 0.550 44UC General Revenue Bonds37624 4,000,000.00 4,000,000.00 05/15/20233.29706/05/2018 3,992,840.00 1,80591412HBK8 3.297 410UC General Revenue Bonds40153 1,000,000.00 1,019,331.08 05/15/20243.63808/14/2019 989,270.00 1,73691412GVB8 1.831 410UC General Revenue Bonds40293 1,000,000.00 1,000,000.00 05/15/20240.83307/16/2020 959,180.00 1,39991412HFL2 0.833 410UC General Revenue Bonds40294 650,000.00 650,000.00 05/15/20240.83307/16/2020 623,467.00 1,39991412HFL2 0.833 775UC General Revenue Bonds40324 2,215,000.00 2,226,490.39 05/15/20250.88312/10/2020 2,064,180.65 1,61791412HGE7 0.630 775UC General Revenue Bonds40325 3,560,000.00 3,580,663.94 05/15/20250.88312/15/2020 3,317,599.60 1,61291412HGE7 0.605 775UC General Revenue Bonds40326 10,000,000.00 10,057,023.54 05/15/20250.88312/16/2020 9,319,100.00 1,61191412HGE7 0.610 775UC General Revenue Bonds40343 7,000,000.00 7,055,132.96 05/15/20250.88301/22/2021 6,523,370.00 1,57491412HGE7 0.507 822UC General Revenue Bonds40594 3,820,000.00 3,704,200.97 07/01/20253.06309/27/2022 3,724,156.20 1,00891412GU94 4.509 775UC General Revenue Bonds40595 3,000,000.00 2,784,556.84 05/15/20250.88309/27/2022 2,795,730.00 96191412HGE7 4.509 822UC General Revenue Bonds40619 4,685,000.00 4,527,216.25 07/01/20253.06311/17/2022 4,567,453.35 95791412GU94 4.669 1,505UC General Revenue Bonds40636 2,015,000.00 1,752,557.58 05/15/20271.27201/04/2023 1,790,025.25 1,59291412HJN4 4.812 822UC General Revenue Bonds40651 2,020,000.00 1,956,308.48 07/01/20253.06302/14/2023 1,969,318.20 86891412GU94 4.556 822State of Utah GO40629 5,931,258.67 5,850,506.33 07/01/20253.53912/13/2022 5,865,125.14 931917542QV7 4.183 214Ventura Cnty Pub Fin Auth Leas40277 1,000,000.00 1,000,000.00 11/01/20231.04806/11/2020 979,260.00 1,238923078CT4 1.048 580Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 853,470.00 1,604923078CU1 1.223 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 9 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
1,675Ventura Cnty Pub Fin Auth Leas40621 3,645,000.00 3,219,170.83 11/01/20271.74111/21/2022 3,259,468.35 1,806923078CX5 4.621 396State of Wisconsin GO40177 500,000.00 500,000.00 05/01/20241.85710/30/2019 484,870.00 1,64597705MNM3 1.857 290,403,277.72 1,461281,276,783.49294,271,258.67273,480,347.31Subtotal and Average 921 2.625 Agency Floaters
677Federal Agricultural Mtg Corp40611 2,500,000.00 2,500,000.00 02/06/20254.83010/27/2022 2,509,550.00 83331315PF38 3.857 752Federal Agricultural Mtg Corp40612 3,000,000.00 3,000,000.00 04/22/20254.33010/27/2022 3,015,750.00 90831315P6T1 3.770 5,500,000.00 8745,525,300.005,500,000.005,500,000.00Subtotal and Average 718 3.809 Mortgage Backed Securities
115Federal Home Loan Mtg Corp40148 3,810,677.97 3,936,906.68 07/25/20233.06008/01/2019 3,788,042.54 1,4543137B4WB8 2.119 420Federal Home Loan Mtg Corp40173 4,882,358.08 4,882,358.08 05/25/20241.99009/30/2019 4,730,370.27 1,69930298LAA9 1.962 481Federal Home Loan Mtg Corp40180 1,250,773.13 1,256,721.81 07/25/20242.09010/18/2019 1,201,242.51 1,74230314KAS2 1.941 207Federal Home Loan Mtg Corp40214 254,529.65 254,847.81 10/25/20232.05001/22/2020 249,680.86 1,37230295NAE0 1.973 420Federal Home Loan Mtg Corp40231 573,677.10 580,848.06 05/25/20241.99002/27/2020 555,818.53 1,54930298LAA9 1.590 785Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 9,649,300.00 1,8253137BJQ71 1.043 785Federal Home Loan Mtg Corp40295 3,146,588.30 3,161,978.26 05/25/20250.83007/24/2020 2,927,868.95 1,76630315EAA4 0.695 634Federal Home Loan Mtg Corp40328 4,500,000.00 4,937,850.00 12/25/20243.06212/28/2020 4,375,080.00 1,4583137BGK24 0.496 969Federal Home Loan Mtg Corp40342 3,834,599.30 3,853,404.17 11/25/20250.67001/22/2021 3,521,772.69 1,76830318CAA5 0.537 724Federal Home Loan Mtg Corp40356 4,596,905.57 4,937,076.58 03/25/20252.58802/22/2021 4,424,291.77 1,4923137FQ3W1 0.554 512Federal Home Loan Mtg Corp40605 9,702,678.43 9,455,939.31 08/25/20243.06410/12/2022 9,473,792.25 6833137FBTA4 4.546 1,546Federal Home Loan Mtg Corp40609 3,490,787.87 3,127,351.47 06/25/20272.08010/28/2022 3,198,294.75 1,70130329MAA0 4.989 1,546Federal Home Loan Mtg Corp40610 4,488,155.84 4,020,880.47 06/25/20272.08010/28/2022 4,112,093.26 1,70130329MAA0 4.989 785Federal Home Loan Mtg Corp40635 7,101,000.00 6,821,398.13 05/25/20252.77012/22/2022 6,851,967.93 8853137BJQ71 4.445 1,675Federal Home Loan Mtg Corp40647 20,000,000.00 19,909,375.00 11/01/20273.69001/24/2023 19,546,200.00 1,7423132XGRH1 3.821 457Federal National Mtg Assn40171 4,845,526.05 4,929,565.64 07/01/20242.42009/19/2019 4,691,486.78 1,7473140HUNV4 2.046 61Federal National Mtg Assn40189 865,162.75 887,400.14 06/01/20232.79111/12/2019 860,153.46 1,2973138ELJW4 1.999 672Federal National Mtg Assn40202 7,747,000.00 7,899,519.06 02/01/20252.39002/03/2020 7,443,240.13 1,8253138L84Z4 1.991 641Federal National Mtg Assn40203 7,450,000.00 7,531,484.38 01/01/20252.24001/22/2020 7,144,475.50 1,8063140HWYW6 2.021 122Federal National Mtg Assn40206 21,402,762.56 21,870,948.00 08/01/20232.61001/22/2020 21,147,427.60 1,2873138L4EN9 1.939 641Federal National Mtg Assn40209 1,000,000.00 1,023,750.00 01/01/20252.71001/17/2020 962,810.00 1,8113138LL3J2 2.223 580Federal National Mtg Assn40225 3,500,000.00 3,577,656.25 11/01/20242.96002/05/2020 3,391,885.00 1,7313138L8CE2 2.482 724Federal National Mtg Assn40272 2,478,404.71 2,682,625.26 03/25/20252.96705/27/2020 2,383,754.43 1,7633136AL7K1 1.008 604Federal National Mtg Assn40327 2,973,044.31 3,195,071.26 11/25/20242.62412/22/2020 2,874,785.20 1,4343136AY6S7 0.543 1,120Federal National Mtg Assn40579 5,825,000.00 5,556,503.91 04/25/20262.46909/12/2022 5,518,022.50 1,3213136AR5S3 3.844 451Federal National Mtg Assn40614 4,467,939.38 4,346,816.34 06/25/20243.05610/31/2022 4,351,326.16 6033136AKQM8 4.805 641Federal National Mtg Assn40618 12,239,395.42 11,791,892.52 01/01/20252.92011/18/2022 11,857,526.28 7753138L8UV4 4.716 157,253,606.09 1,437151,232,709.35156,426,966.42158,294,155.57Subtotal and Average 743 2.710 Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 10 ends

Par Value Book Value
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
1,0242,661,304,629.28 2,706,590,714.38 570 2.7682,614,540,252.59 2,686,024,150.34Total and Average Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0
Days to
Maturity

Page 11 ends

Par Value Book Value
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date

0.00 1,0242,661,304,629.28 2,706,590,714.38 570 2.768
0 0
204,885.92
204,885.92
204,885.92
204,885.92
Subtotal
Accrued Interest at PurchaseAverage Balance
2,614,745,138.51 2,686,229,036.26Total Cash and Investments Portfolio CITY
AP
Run Date: 04/04/2023 - 12:51 PM (PRF_PM2) 7.3.0

T HIS 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.

T HIS 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
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 32936 003 5,231.66 -5,231.6601/13/2023PurchaseSTPOOL 0.24%CITY 32936 003 5,231.66 5,231.6601/17/2023RedemptionSTPOOL 0.24%CITY 32936 003 5,231.66 5,231.6601/13/2023InterestSTPOOL 0.24%CITY 36512 003 1,760.94 -1,760.9401/05/2023PurchaseFederated GovtVP6000104 36512 003 1,220.66 -1,220.6602/02/2023PurchaseFederated GovtVP6000104 36512 003 0.03 0.0301/20/2023RedemptionFederated GovtVP6000104 36512 003 350,127.83 350,127.8302/15/2023RedemptionFederated GovtVP6000104 36512 003 1,760.94 1,760.9401/05/2023InterestFederated GovtVP6000104 36512 003 1,220.66 1,220.6602/02/2023InterestFederated GovtVP6000104 36512 003 584.88 584.8803/01/2023InterestFederated GovtVP6000104 37042 003 5,231.66 -5,231.6601/13/2023PurchaseSTPOOL 0.22%CSJFA 37042 003 5,231.66 5,231.6601/17/2023RedemptionSTPOOL 0.22%CSJFA 37042 003 5,231.66 5,231.6601/13/2023InterestSTPOOL 0.22%CSJFA 40008 003 85,000.00 85,000.0008/01/202302/01/2023InterestCALIFORNIA ST,13063DGN2 40079 003 62,500.00 62,500.0003/19/202403/19/2023InterestIBRD 2.5% MAT459058GQ0 40142 003 87,500.00 87,500.0007/02/202401/03/2023InterestFNMA 1.75% MAT3135G0V75 40148 003 10,837.50 10,837.5007/25/202301/25/2023InterestFHLMC REMIC3137B4WB8 40148 003 10,837.50 10,837.5007/25/202302/25/2023InterestFHLMC REMIC3137B4WB8 40148 003 9,600.45 9,600.4507/25/202302/25/2023RedemptionFHLMC REMIC3137B4WB8 40148 003 10,813.02 10,813.0207/25/202303/25/2023InterestFHLMC REMIC3137B4WB8 40148 003 429,721.58 429,721.5807/25/202303/25/2023RedemptionFHLMC REMIC3137B4WB8 40156 003 2,700,000.00 2,700,000.00Maturity03/15/202303/15/2023RedemptionNYSHGR 5.092%649902ZM8 40156 003 68,742.00 68,742.0003/15/202303/15/2023InterestNYSHGR 5.092%649902ZM8 40157 003 22,500.00 22,500.0008/15/202402/15/2023InterestFEDERAL HOME3130AGWK7 40167 003 9,212.05 9,212.0502/25/202301/25/2023InterestFHLMC 3.32% MAT3137B36J2 40167 003 2,951,645.15 2,951,645.1502/25/202301/25/2023RedemptionFHLMC 3.32% MAT3137B36J2 40167 003 1,089.53 1,089.5302/25/202302/25/2023InterestFHLMC 3.32% MAT3137B36J2 40167 003 393,804.92 393,804.9202/25/202302/25/2023RedemptionFHLMC 3.32% MAT3137B36J2 40169 003 2,333.61 2,333.6102/01/202301/25/2023InterestFNMA 2.71% MAT3138LC5B7 40169 003 1,000,000.00 1,000,000.0002/01/202301/25/2023RedemptionFNMA 2.71% MAT3138LC5B7 40171 003 10,148.30 10,148.3007/01/202401/25/2023InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,607.95 7,607.9507/01/202401/25/2023RedemptionFNMA 2.42% MAT3140HUNV4 40171 003 10,132.45 10,132.4507/01/202402/25/2023InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,631.70 7,631.7007/01/202402/25/2023RedemptionFNMA 2.42% MAT3140HUNV4 40171 003 9,137.52 9,137.5207/01/202403/25/2023InterestFNMA 2.42% MAT3140HUNV4 40171 003 9,120.00 9,120.0007/01/202403/25/2023RedemptionFNMA 2.42% MAT3140HUNV4 40173 003 8,136.97 8,136.9705/25/202401/25/2023InterestFRESB 2019-SB6530298LAA9 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

Page 2 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40173 003 7,445.00 7,445.0005/25/202401/25/2023RedemptionFRESB 2019-SB6530298LAA9 40173 003 8,124.62 8,124.6205/25/202402/25/2023InterestFRESB 2019-SB6530298LAA9 40173 003 7,474.52 7,474.5205/25/202402/25/2023RedemptionFRESB 2019-SB6530298LAA9 40173 003 8,112.23 8,112.2305/25/202403/25/2023InterestFRESB 2019-SB6530298LAA9 40173 003 9,437.10 9,437.1005/25/202403/25/2023RedemptionFRESB 2019-SB6530298LAA9 40180 003 2,186.14 2,186.1407/25/202401/25/2023InterestFRESB 2019-SB6730314KAS2 40180 003 1,359.93 1,359.9307/25/202401/25/2023RedemptionFRESB 2019-SB6730314KAS2 40180 003 2,183.77 2,183.7707/25/202402/25/2023InterestFRESB 2019-SB6730314KAS2 40180 003 1,365.05 1,365.0507/25/202402/25/2023RedemptionFRESB 2019-SB6730314KAS2 40180 003 2,181.40 2,181.4007/25/202403/25/2023InterestFRESB 2019-SB6730314KAS2 40180 003 1,704.22 1,704.2207/25/202403/25/2023RedemptionFRESB 2019-SB6730314KAS2 40185 003 50,250.00 50,250.0002/15/202402/15/2023InterestNEW YORK ST,649791PP9 40186 003 110,435.08 110,435.08Sale01/16/202401/17/2023RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 7.97 7.9701/16/202401/17/2023Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 105,971.85 105,971.85Sale01/16/202402/15/2023RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 7.65 7.6501/16/202402/15/2023Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 26,643.18 26,643.18Sale01/16/202403/15/2023RedemptionTAOT 2019-D A3 1.9289233MAD5 40186 003 1.92 1.9201/16/202403/15/2023Cap G/LTAOT 2019-D A3 1.9289233MAD5 40186 003 388.91 388.9101/16/202401/17/2023InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 212.20 212.2001/16/202402/15/2023InterestTAOT 2019-D A3 1.9289233MAD5 40186 003 42.63 42.6301/16/202403/15/2023InterestTAOT 2019-D A3 1.9289233MAD5 40189 003 1,802.29 1,802.2906/01/202301/25/2023InterestFN AL3876 2.791%3138ELJW4 40189 003 2,203.08 2,203.0806/01/202301/25/2023RedemptionFN AL3876 2.791%3138ELJW4 40189 003 1,797.73 1,797.7306/01/202302/25/2023InterestFN AL3876 2.791%3138ELJW4 40189 003 2,210.35 2,210.3506/01/202302/25/2023RedemptionFN AL3876 2.791%3138ELJW4 40189 003 1,619.63 1,619.6306/01/202303/25/2023InterestFN AL3876 2.791%3138ELJW4 40189 003 2,499.05 2,499.0506/01/202303/25/2023RedemptionFN AL3876 2.791%3138ELJW4 40190 003 324,650.62 324,650.62Sale01/18/202401/18/2023RedemptionHAROT 2019-4 A343813VAC2 40190 003 57.86 57.8601/18/202401/18/2023Cap G/LHAROT 2019-4 A343813VAC2 40190 003 314,472.08 314,472.08Sale01/18/202402/21/2023RedemptionHAROT 2019-4 A343813VAC2 40190 003 56.05 56.0501/18/202402/21/2023Cap G/LHAROT 2019-4 A343813VAC2 40190 003 299,862.29 299,862.29Sale01/18/202403/20/2023RedemptionHAROT 2019-4 A343813VAC2 40190 003 53.44 53.4401/18/202403/20/2023Cap G/LHAROT 2019-4 A343813VAC2 40190 003 1,552.54 1,552.5401/18/202401/18/2023InterestHAROT 2019-4 A343813VAC2 40190 003 1,057.35 1,057.3501/18/202402/21/2023InterestHAROT 2019-4 A343813VAC2 40190 003 577.69 577.6901/18/202403/18/2023InterestHAROT 2019-4 A343813VAC2 40196 003 159,375.00 159,375.0002/29/202402/28/2023InterestUNITED STATES912828W48 40202 003 15,943.76 15,943.7602/01/202501/25/2023InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.7602/01/202502/25/2023InterestFN AM8039 2.39%3138L84Z4 40202 003 14,400.81 14,400.8102/01/202503/25/2023InterestFN AM8039 2.39%3138L84Z4 40203 003 14,370.22 14,370.2201/01/202501/25/2023InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.2201/01/202502/25/2023InterestFN BL5224 2.2403140HWYW6 40203 003 12,979.56 12,979.5601/01/202503/25/2023InterestFN BL5224 2.2403140HWYW6 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

Page 3 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40206 003 48,499.16 48,499.1608/01/202301/25/2023InterestFN AM3740 2.6103138L4EN9 40206 003 56,541.53 56,541.5308/01/202301/25/2023RedemptionFN AM3740 2.6103138L4EN9 40206 003 48,372.09 48,372.0908/01/202302/25/2023InterestFN AM3740 2.6103138L4EN9 40206 003 56,712.11 56,712.1108/01/202302/25/2023RedemptionFN AM3740 2.6103138L4EN9 40206 003 43,575.79 43,575.7908/01/202303/25/2023InterestFN AM3740 2.6103138L4EN9 40206 003 63,144.04 63,144.0408/01/202303/25/2023RedemptionFN AM3740 2.6103138L4EN9 40207 003 71,500.00 71,500.0003/15/202403/15/2023InterestNEW YORK ST6500354U9 40209 003 2,333.61 2,333.6101/01/202501/25/2023InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.6101/01/202502/25/2023InterestFN AN8000 2.71%3138LL3J2 40209 003 2,107.78 2,107.7801/01/202503/25/2023InterestFN AN8000 2.71%3138LL3J2 40214 003 437.86 437.8610/25/202301/25/2023InterestFRESB 2016-SB2430295NAE0 40214 003 549.47 549.4710/25/202301/25/2023RedemptionFRESB 2016-SB2430295NAE0 40214 003 436.92 436.9210/25/202302/25/2023InterestFRESB 2016-SB2430295NAE0 40214 003 551.59 551.5910/25/202302/25/2023RedemptionFRESB 2016-SB2430295NAE0 40214 003 435.98 435.9810/25/202303/25/2023InterestFRESB 2016-SB2430295NAE0 40214 003 675.46 675.4610/25/202303/25/2023RedemptionFRESB 2016-SB2430295NAE0 40223 003 10,000,000.00 10,000,000.00Maturity01/25/202301/25/2023RedemptionJPM 3.2% MAT46625HJH4 40223 003 160,000.00 160,000.0001/25/202301/25/2023InterestJPM 3.2% MAT46625HJH4 40225 003 8,921.11 8,921.1111/01/202401/25/2023InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.1111/01/202402/25/2023InterestFN AM7268 2.960%3138L8CE2 40225 003 8,057.78 8,057.7811/01/202403/25/2023InterestFN AM7268 2.960%3138L8CE2 40231 003 956.09 956.0905/25/202401/25/2023InterestFRESB 2019-SB6530298LAA9 40231 003 874.79 874.7905/25/202401/25/2023RedemptionFRESB 2019-SB6530298LAA9 40231 003 954.64 954.6405/25/202402/25/2023InterestFRESB 2019-SB6530298LAA9 40231 003 878.26 878.2605/25/202402/25/2023RedemptionFRESB 2019-SB6530298LAA9 40231 003 953.19 953.1905/25/202403/25/2023InterestFRESB 2019-SB6530298LAA9 40231 003 1,108.86 1,108.8605/25/202403/25/2023RedemptionFRESB 2019-SB6530298LAA9 40234 003 4,850.00 4,850.0003/15/202403/15/2023InterestMARYLAND ST,574193SP4 40242 003 10,444,000.00 10,444,000.00Maturity01/29/202301/30/2023RedemptionBK 2.95% MAT06406RAE7 40242 003 154,049.00 154,049.0001/29/202301/30/2023InterestBK 2.95% MAT06406RAE7 40252 003 60,202.36 60,202.36Sale08/15/202401/17/2023RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 12.04 12.0408/15/202401/17/2023Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 59,160.55 59,160.55Sale08/15/202402/15/2023RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 11.83 11.8308/15/202402/15/2023Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 56,130.89 56,130.89Sale08/15/202403/15/2023RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 11.23 11.2308/15/202403/15/2023Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 499.37 499.3708/15/202401/17/2023InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 431.13 431.1308/15/202402/15/2023InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 364.06 364.0608/15/202403/15/2023InterestTAOT 2020-B A3 1.3689239RAC0 40253 003 55,380.09 55,380.09Sale11/15/202401/17/2023RedemptionHART 2020-A A344891LAC7 40253 003 12.91 12.9111/15/202401/17/2023Cap G/LHART 2020-A A344891LAC7 40253 003 53,291.19 53,291.19Sale11/15/202402/15/2023RedemptionHART 2020-A A344891LAC7 40253 003 12.42 12.4211/15/202402/15/2023Cap G/LHART 2020-A A344891LAC7 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

Page 4 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40253 003 51,260.48 51,260.48Sale11/15/202403/15/2023RedemptionHART 2020-A A344891LAC7 40253 003 11.95 11.9511/15/202403/15/2023Cap G/LHART 2020-A A344891LAC7 40253 003 569.34 569.3411/15/202401/17/2023InterestHART 2020-A A344891LAC7 40253 003 504.26 504.2611/15/202402/15/2023InterestHART 2020-A A344891LAC7 40253 003 441.62 441.6211/15/202403/15/2023InterestHART 2020-A A344891LAC7 40255 003 1,655,000.00 1,655,000.00Maturity02/15/202302/15/2023RedemptionRIV 2.363% MAT76913CAX7 40255 003 19,553.83 19,553.8302/15/202302/15/2023InterestRIV 2.363% MAT76913CAX7 40256 003 53,340.00 53,340.0002/15/202502/15/2023InterestRIVERSIDE CNTY76913CAZ2 40262 003 17,615.50 17,615.5007/01/202401/03/2023InterestNYSHGR 1.438%64990GZW5 40265 003 35,000.00 35,000.0004/01/202501/03/2023InterestFEDERAL HOME LN3134GVSN9 40266 003 23,083.33 23,083.3305/25/202501/25/2023InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202502/25/2023InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202503/25/2023InterestFHMS KPLB A3137BJQ71 40270 003 78,557.02 78,557.02Sale07/15/202401/17/2023RedemptionHAROT 2020-2 A343813DAC2 40270 003 6.18 6.1807/15/202401/17/2023Cap G/LHAROT 2020-2 A343813DAC2 40270 003 78,722.38 78,722.38Sale07/15/202402/15/2023RedemptionHAROT 2020-2 A343813DAC2 40270 003 6.20 6.2007/15/202402/15/2023Cap G/LHAROT 2020-2 A343813DAC2 40270 003 74,832.93 74,832.93Sale07/15/202403/15/2023RedemptionHAROT 2020-2 A343813DAC2 40270 003 5.89 5.8907/15/202403/15/2023Cap G/LHAROT 2020-2 A343813DAC2 40270 003 430.15 430.1507/15/202401/17/2023InterestHAROT 2020-2 A343813DAC2 40270 003 376.47 376.4707/15/202402/15/2023InterestHAROT 2020-2 A343813DAC2 40270 003 322.67 322.6707/15/202403/15/2023InterestHAROT 2020-2 A343813DAC2 40272 003 5,944.36 5,944.3603/25/202501/25/2023InterestFNA 2015-M5 A13136AL7K1 40272 003 3,460.96 3,460.9603/25/202501/25/2023RedemptionFNA 2015-M5 A13136AL7K1 40272 003 5,934.92 5,934.9203/25/202502/25/2023InterestFNA 2015-M5 A13136AL7K1 40272 003 3,472.68 3,472.6803/25/202502/25/2023RedemptionFNA 2015-M5 A13136AL7K1 40272 003 5,927.31 5,927.3103/25/202503/25/2023InterestFNA 2015-M5 A13136AL7K1 40272 003 4,447.32 4,447.3203/25/202503/25/2023RedemptionFNA 2015-M5 A13136AL7K1 40276 003 11,876.46 11,876.4601/25/202301/25/2023InterestFHMS KSMC A23137B04Y7 40276 003 5,450,000.00 5,450,000.0001/25/202301/25/2023RedemptionFHMS KSMC A23137B04Y7 40281 003 127,500.00 127,500.0006/23/202501/17/2023InterestFNMA 0.85% MAT3136G4WU3 40289 003 598.37 598.3703/25/202301/25/2023InterestFNMA FNA 2013-M123136AGMB5 40289 003 30,727.67 30,727.6703/25/202301/25/2023RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 531.04 531.0403/25/202302/25/2023InterestFNMA FNA 2013-M123136AGMB5 40289 003 100,216.59 100,216.5903/25/202302/25/2023RedemptionFNMA FNA 2013-M123136AGMB5 40289 003 338.00 338.0003/25/202303/25/2023InterestFNMA FNA 2013-M123136AGMB5 40289 003 149,387.66 149,387.6603/25/202303/25/2023RedemptionFNMA FNA 2013-M123136AGMB5 40295 003 2,185.60 2,185.6005/25/202501/25/2023InterestFRESB 2020-SB7630315EAA4 40295 003 4,165.39 4,165.3905/25/202501/25/2023RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,182.72 2,182.7205/25/202502/25/2023InterestFRESB 2020-SB7630315EAA4 40295 003 4,178.41 4,178.4105/25/202502/25/2023RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,179.83 2,179.8305/25/202503/25/2023InterestFRESB 2020-SB7630315EAA4 40295 003 4,964.89 4,964.8905/25/202503/25/2023RedemptionFRESB 2020-SB7630315EAA4 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

Page 5 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40296 003 217,400.26 217,400.26Sale10/15/202401/17/2023RedemptionTMCC 0.44% MAT89237VAB5 40296 003 16.74 16.7410/15/202401/17/2023Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 221,199.07 221,199.07Sale10/15/202402/15/2023RedemptionTMCC 0.44% MAT89237VAB5 40296 003 17.03 17.0310/15/202402/15/2023Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 203,640.97 203,640.97Sale10/15/202403/15/2023RedemptionTMCC 0.44% MAT89237VAB5 40296 003 15.68 15.6810/15/202403/15/2023Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 676.71 676.7110/15/202401/17/2023InterestTMCC 0.44% MAT89237VAB5 40296 003 596.98 596.9810/15/202402/15/2023InterestTMCC 0.44% MAT89237VAB5 40296 003 515.88 515.8810/15/202403/15/2023InterestTMCC 0.44% MAT89237VAB5 40297 003 16,500.00 16,500.0008/01/202502/01/2023InterestMARYLAND ST,574193TR9 40298 003 12,750.00 12,750.0008/01/202402/01/2023InterestMARYLAND ST,574193TQ1 40299 003 6,250.00 6,250.0007/14/202501/17/2023InterestFEDERAL AGRIC31422BJ27 40300 003 474.13 474.1303/25/202301/25/2023InterestFRESB 2016-SB15,30288WAK5 40300 003 453.95 453.9503/25/202301/25/2023RedemptionFRESB 2016-SB15,30288WAK5 40300 003 473.30 473.3003/25/202302/25/2023InterestFRESB 2016-SB15,30288WAK5 40300 003 455.55 455.5503/25/202302/25/2023RedemptionFRESB 2016-SB15,30288WAK5 40300 003 472.47 472.4703/25/202303/25/2023InterestFRESB 2016-SB15,30288WAK5 40300 003 258,885.60 258,885.6003/25/202303/25/2023RedemptionFRESB 2016-SB15,30288WAK5 40304 003 37,999.00 37,999.0008/01/202502/01/2023InterestGEORGIA ST,373385FQ1 40305 003 9,124.50 9,124.5008/01/202402/01/2023InterestGAS 0.42% MAT373385FP3 40308 003 2,433,000.00 2,433,000.00Maturity01/25/202301/25/2023RedemptionJPM 3.2% MAT46625HJH4 40308 003 38,928.00 38,928.0001/25/202301/25/2023InterestJPM 3.2% MAT46625HJH4 40309 003 9,375.00 9,375.0009/23/202503/23/2023InterestFEDERAL HOME LN3137EAEX3 40315 003 60,922.00 60,922.0009/01/202403/01/2023InterestLOS ANGELES544351MQ9 40320 003 66,723.00 66,723.0008/11/202302/13/2023InterestBANK NEW YORK06406RAJ6 40327 003 6,365.35 6,365.3511/25/202401/25/2023InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,883.75 1,883.7511/25/202401/25/2023RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 6,360.21 6,360.2111/25/202402/25/2023InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,890.65 1,890.6511/25/202402/25/2023RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 6,356.42 6,356.4211/25/202403/25/2023InterestFNA 2017-M15 AV23136AY6S7 40327 003 2,285.25 2,285.2511/25/202403/25/2023RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 11,482.50 11,482.5012/25/202401/25/2023InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202402/25/2023InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202403/25/2023InterestFHMS K043 A2 3.0623137BGK24 40329 003 18,750.00 18,750.0008/25/202502/27/2023InterestFEDERAL NATL MTG3135G05X7 40331 003 41,250.00 41,250.0001/28/202601/30/2023InterestFNMA 0.55% MAT3135G06R9 40334 003 24,000.00 24,000.0001/15/202601/17/2023InterestFEDERAL AGRIC31422B6K1 40335 003 75,000.00 75,000.0003/11/202503/13/2023InterestIBRD 0.75% MAT459058JA2 40337 003 24,000.00 24,000.0001/15/202601/17/2023InterestFEDERAL AGRIC31422B6K1 40340 003 25,000.00 25,000.0001/28/202601/30/2023InterestFEDERAL HOME3130AKPW0 40341 003 18,800.00 18,800.0007/28/202501/30/2023InterestIBRD 0.375% MAT459058JE4 40342 003 2,150.70 2,150.7011/25/202501/25/2023InterestFRESB 2021-SB8230318CAA5 40342 003 5,431.20 5,431.2011/25/202501/25/2023RedemptionFRESB 2021-SB8230318CAA5 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

Page 6 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40342 003 2,147.66 2,147.6611/25/202502/25/2023InterestFRESB 2021-SB8230318CAA5 40342 003 5,448.10 5,448.1011/25/202502/25/2023RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,144.63 2,144.6311/25/202503/25/2023InterestFRESB 2021-SB8230318CAA5 40342 003 6,516.20 6,516.2011/25/202503/25/2023RedemptionFRESB 2021-SB8230318CAA5 40344 003 75,000.00 75,000.0008/28/202402/28/2023InterestIBRD 1.5% MAT459056HV2 40347 003 22,500.00 22,500.0002/05/202602/06/2023InterestIFC 0.45% MAT45950VPL4 40348 003 290,625.00 290,625.0002/01/202402/01/2023InterestJPM 3.875% MAT46625HJT8 40349 003 12,250.00 12,250.0002/02/202402/02/2023InterestPACCAR FINANCIAL69371RR24 40350 003 25,000.00 25,000.0002/25/202602/27/2023InterestFEDERAL HOME3130AKXX9 40353 003 25,000.00 25,000.0002/25/202602/27/2023InterestFEDERAL HOME3130AKXX9 40354 003 15,000.00 15,000.0002/18/202602/21/2023InterestIBRD 0.6% MAT45905U5Y6 40355 003 15,000.00 15,000.0002/18/202602/21/2023InterestIBRD 0.6% MAT45905U5Y6 40356 003 10,360.37 10,360.3703/25/202501/25/2023InterestFHMS KJ27 A2,3137FQ3W1 40356 003 196,816.65 196,816.6503/25/202501/25/2023RedemptionFHMS KJ27 A2,3137FQ3W1 40356 003 9,935.91 9,935.9103/25/202502/25/2023InterestFHMS KJ27 A2,3137FQ3W1 40356 003 4,352.04 4,352.0403/25/202502/25/2023RedemptionFHMS KJ27 A2,3137FQ3W1 40356 003 9,926.52 9,926.5203/25/202503/25/2023InterestFHMS KJ27 A2,3137FQ3W1 40356 003 5,808.18 5,808.1803/25/202503/25/2023RedemptionFHMS KJ27 A2,3137FQ3W1 40357 003 32,500.00 32,500.0002/20/202602/21/2023InterestIADB 0.65% MAT45818WCZ7 40358 003 40,000.00 40,000.0003/09/202603/09/2023InterestFEDERAL FARM CR3133EMSU7 40359 003 37,500.00 37,500.0003/11/202503/13/2023InterestIBRD 0.75% MAT459058JA2 40363 003 1,133.25 -1,133.2501/13/2023PurchaseSTPOOL 0.33%COVID RELIEF 40363 003 253,643.95 253,643.9502/09/2023RedemptionSTPOOL 0.33%COVID RELIEF 40363 003 1,133.25 1,133.2501/13/2023InterestSTPOOL 0.33%COVID RELIEF 40408 003 24,721,000.00 24,721,000.00Maturity03/20/202303/20/2023RedemptionIFC 0.5% MAT45950KCS7 40408 003 61,802.50 61,802.5003/20/202303/20/2023InterestIFC 0.5% MAT45950KCS7 40411 003 1,050,000.00 1,050,000.00Maturity03/10/202303/10/2023RedemptionFEDERAL HOME3130ADRG9 40411 003 14,437.50 14,437.5003/10/202303/10/2023InterestFEDERAL HOME3130ADRG9 40412 003 1,825,000.00 1,825,000.00Maturity01/25/202301/25/2023RedemptionFEDERAL FARM CR3133ENBT6 40412 003 1,642.50 1,642.5001/25/202301/25/2023InterestFEDERAL FARM CR3133ENBT6 40414 003 2,700,000.00 2,700,000.00Maturity01/19/202301/19/2023RedemptionFEDERAL NATL MTG3135G0T94 40414 003 32,062.50 32,062.5001/19/202301/19/2023InterestFEDERAL NATL MTG3135G0T94 40420 003 12,250.00 12,250.0008/18/202302/21/2023InterestFEDERAL NATL MTG3135G05U3 40442 003 14,734.38 14,734.3802/06/202402/06/2023InterestMICROSOFT CORP,594918BX1 40443 003 28,760.00 28,760.0008/08/202302/08/2023InterestMICROSOFT CORP,594918BQ6 40448 003 15,003,000.00 15,003,000.00Maturity01/11/202301/11/2023RedemptionTOYOTA MOTOR89236TEL5 40448 003 202,540.50 202,540.5001/11/202301/11/2023InterestTOYOTA MOTOR89236TEL5 40459 003 150,000.00 150,000.0002/09/202402/09/2023InterestAPPLE INC, SR GLBL037833CG3 40460 003 2,000,000.00 2,000,000.00Maturity01/19/202301/19/2023RedemptionIBRD 7.625% MAT459056LD7 40460 003 76,250.00 76,250.0001/19/202301/19/2023InterestIBRD 7.625% MAT459056LD7 40461 003 12,425.00 12,425.0010/18/202401/18/2023InterestFEDERAL HOME3130AQG49 40462 003 15,266,000.00 15,266,000.00Maturity01/13/202301/13/2023RedemptionAPPLE INC, SR GLBL037833DE7 40462 003 183,192.00 183,192.0001/13/202301/13/2023InterestAPPLE INC, SR GLBL037833DE7 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

Page 7 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40463 003 207,817.50 207,817.5001/13/202501/13/2023InterestAPPLE INC, SR GLBL037833DF4 40464 003 3,052,000.00 3,052,000.00Maturity02/23/202302/23/2023RedemptionAPPLE INC, SR GLBL037833BU3 40464 003 43,491.00 43,491.0002/23/202302/23/2023InterestAPPLE INC, SR GLBL037833BU3 40467 003 12,500.00 12,500.0001/17/202503/17/2023InterestFEDERAL HOME3130AQCN1 40468 003 20,000,000.00 20,000,000.00Maturity01/18/202301/18/2023RedemptionFEDERAL FARM CR3133ENLB4 40468 003 46,000.00 46,000.0001/18/202301/18/2023InterestFEDERAL FARM CR3133ENLB4 40470 003 120,000.00 120,000.0003/05/202603/06/2023InterestFEDERAL HOME3130ALHH0 40471 003 179,490.00 179,490.0002/09/202402/09/2023InterestAPPLE INC, SR GLBL037833CG3 40472 003 56,250.00 56,250.0001/28/202501/30/2023InterestFEDERAL HOME3130AQQQ9 40473 003 49,000.00 49,000.0001/27/202501/27/2023InterestFHLB 0.7% MAT3130AQN58 40475 003 20,250.00 20,250.0010/28/202501/30/2023InterestFEDERAL HOME3130AQMQ3 40477 003 56,250.00 56,250.0001/28/202501/30/2023InterestFEDERAL HOME3130AQQQ9 40478 003 31,250.00 31,250.0010/28/202401/30/2023InterestFEDERAL HOME3130AQMU4 40479 003 82,800.00 82,800.0001/27/202601/27/2023InterestFFCB 1.6% MAT3133ENMH0 40482 003 2,336,000.00 2,336,000.00Maturity02/23/202302/23/2023RedemptionAPPLE INC, SR GLBL037833BU3 40482 003 33,288.00 33,288.0002/23/202302/23/2023InterestAPPLE INC, SR GLBL037833BU3 40485 003 184,770.00 184,770.0002/09/202402/09/2023InterestAPPLE INC, SR GLBL037833CG3 40486 003 165,135.00 165,135.0002/16/202702/16/2023InterestFEDERAL FARM CR3133ENPB0 40495 003 6,875.00 6,875.0003/24/202503/24/2023InterestFEDERAL HOME3130ARAY7 40496 003 34,500.00 34,500.0003/28/202503/28/2023InterestFEDERAL HOME3130ARBY6 40498 003 1,455.00 1,455.0009/03/202403/03/2023InterestFEDERAL FARM CR3133ENQC7 40499 003 20,650.00 20,650.0002/28/202502/28/2023InterestFEDERAL HOME3130AQT78 40500 003 2,325.00 2,325.0001/26/202401/26/2023InterestFNMA 0.31% MAT3136G46V0 40503 003 6,462.50 6,462.5008/05/202502/06/2023InterestFEDERAL NATL MTG3136G4H55 40504 003 5,359.38 5,359.3808/28/202502/28/2023InterestFEDERAL NATL MTG3136G4R62 40506 003 4,275.00 4,275.0009/24/202503/24/2023InterestFHLMC 0.57% MAT3134GWUG9 40507 003 52,470.00 52,470.0009/30/202503/30/2023InterestFEDERAL HOME LN3134GWVN3 40508 003 2,887.50 2,887.5006/30/202503/30/2023InterestFEDERAL HOME3130ANWN6 40510 003 20,947.50 20,947.5009/01/202303/01/2023InterestFEDERAL FARM CR3133EL5J9 40511 003 9,297.00 9,297.0003/28/202403/28/2023InterestFEDERAL HOME LN3134GXMZ4 40515 003 5,056.50 5,056.5008/03/202302/03/2023InterestFEDERAL NATL MTG3135G05P4 40516 003 8,750.00 8,750.0001/28/202501/30/2023InterestFEDERAL HOME3130AQJM6 40518 003 126,830.00 126,830.0001/13/202501/13/2023InterestFEDERAL HOME3130AQGT4 40519 003 146,187.50 146,187.5001/27/202501/27/2023InterestFEDERAL HOME3130AQMR1 40520 003 30,600.00 30,600.0008/28/202402/28/2023InterestFEDERAL HOME3130AQZ48 40522 003 8,400.00 8,400.0003/03/202503/03/2023InterestFEDERAL FARM CR3133EMSC7 40530 003 4,916,000.00 4,916,000.00Maturity03/01/202303/01/2023RedemptionFEDERAL FARM CR3133EMSE3 40530 003 2,703.80 2,703.8003/01/202303/01/2023InterestFEDERAL FARM CR3133EMSE3 40534 003 14,800,000.00 14,800,000.00Maturity03/13/202303/13/2023RedemptionFEDERAL FARM CR3133ELSP0 40534 003 55,500.00 55,500.0003/13/202303/13/2023InterestFEDERAL FARM CR3133ELSP0 40535 003 1,530,000.00 1,530,000.00Maturity03/10/202303/10/2023RedemptionFEDERAL FARM CR3133EMST0 40535 003 1,071.00 1,071.0003/10/202303/10/2023InterestFEDERAL FARM CR3133EMST0 40548 003 11,000,000.00 11,000,000.00Maturity02/23/202302/23/2023RedemptionFEDERAL HOME3130ASB65 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

Page 8 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40548 003 51,700.00 51,700.0002/23/202302/23/2023InterestFEDERAL HOME3130ASB65 40549 003 75,968.75 75,968.7503/15/202403/15/2023InterestFEDERAL HOME3130ASBG3 40557 003 153,022.50 153,022.5002/12/202502/13/2023InterestMICROSOFT CORP,594918BB9 40562 003 12,600.00 12,600.0008/18/202302/21/2023InterestFEDERAL NATL MTG3135G05U3 40563 003 7,500.00 7,500.0008/03/202302/03/2023InterestFEDERAL NATL MTG3135G05P4 40564 003 97,875.00 97,875.0002/12/202502/13/2023InterestMICROSOFT CORP,594918BB9 40565 003 5,000,000.00 5,000,000.00Maturity01/27/202301/27/2023RedemptionFEDERAL HOME LN3134GXKH6 40565 003 3,125.00 3,125.0001/27/202301/27/2023InterestFEDERAL HOME LN3134GXKH6 40566 003 251,250.07 -251,250.0701/03/2023PurchaseCAMP 1.27%CAMP 40566 003 26,977,000.00 -26,977,000.0001/04/2023PurchaseCAMP 1.27%CAMP 40566 003 7,660,000.00 -7,660,000.0001/05/2023PurchaseCAMP 1.27%CAMP 40566 003 57,500,000.00 -57,500,000.0001/06/2023PurchaseCAMP 1.27%CAMP 40566 003 5,900,000.00 -5,900,000.0001/10/2023PurchaseCAMP 1.27%CAMP 40566 003 5,543,000.00 -5,543,000.0001/12/2023PurchaseCAMP 1.27%CAMP 40566 003 18,517,000.00 -18,517,000.0001/18/2023PurchaseCAMP 1.27%CAMP 40566 003 4,854,000.00 -4,854,000.0001/19/2023PurchaseCAMP 1.27%CAMP 40566 003 94,851,000.00 -94,851,000.0001/20/2023PurchaseCAMP 1.27%CAMP 40566 003 3,925,000.00 -3,925,000.0001/23/2023PurchaseCAMP 1.27%CAMP 40566 003 13,959,000.00 -13,959,000.0001/24/2023PurchaseCAMP 1.27%CAMP 40566 003 2,587,000.00 -2,587,000.0001/26/2023PurchaseCAMP 1.27%CAMP 40566 003 4,828,000.00 -4,828,000.0001/30/2023PurchaseCAMP 1.27%CAMP 40566 003 12,290,000.00 -12,290,000.0001/31/2023PurchaseCAMP 1.27%CAMP 40566 003 508,003.63 -508,003.6302/02/2023PurchaseCAMP 1.27%CAMP 40566 003 4,757,000.00 -4,757,000.0002/02/2023PurchaseCAMP 1.27%CAMP 40566 003 7,549,000.00 -7,549,000.0002/06/2023PurchaseCAMP 1.27%CAMP 40566 003 4,654,000.00 -4,654,000.0002/07/2023PurchaseCAMP 1.27%CAMP 40566 003 36,792,000.00 -36,792,000.0002/09/2023PurchaseCAMP 1.27%CAMP 40566 003 3,234,000.00 -3,234,000.0002/16/2023PurchaseCAMP 1.27%CAMP 40566 003 2,918,000.00 -2,918,000.0002/22/2023PurchaseCAMP 1.27%CAMP 40566 003 71,486,000.00 -71,486,000.0002/23/2023PurchaseCAMP 1.27%CAMP 40566 003 9,983,000.00 -9,983,000.0002/24/2023PurchaseCAMP 1.27%CAMP 40566 003 551,038.63 -551,038.6303/01/2023PurchaseCAMP 1.27%CAMP 40566 003 2,133,000.00 -2,133,000.0003/02/2023PurchaseCAMP 1.27%CAMP 40566 003 2,825,000.00 -2,825,000.0003/06/2023PurchaseCAMP 1.27%CAMP 40566 003 1,508,000.00 -1,508,000.0003/07/2023PurchaseCAMP 1.27%CAMP 40566 003 4,444,000.00 -4,444,000.0003/09/2023PurchaseCAMP 1.27%CAMP 40566 003 13,917,000.00 -13,917,000.0003/13/2023PurchaseCAMP 1.27%CAMP 40566 003 7,933,000.00 -7,933,000.0003/14/2023PurchaseCAMP 1.27%CAMP 40566 003 8,050,000.00 -8,050,000.0003/16/2023PurchaseCAMP 1.27%CAMP 40566 003 23,547,000.00 -23,547,000.0003/20/2023PurchaseCAMP 1.27%CAMP 40566 003 5,228,000.00 -5,228,000.0003/21/2023PurchaseCAMP 1.27%CAMP 40566 003 31,916,000.00 -31,916,000.0003/23/2023PurchaseCAMP 1.27%CAMP 40566 003 2,113,000.00 -2,113,000.0003/28/2023PurchaseCAMP 1.27%CAMP 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

Page 9 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40566 003 6,563,000.00 -6,563,000.0003/29/2023PurchaseCAMP 1.27%CAMP 40566 003 11,963,000.00 -11,963,000.0003/30/2023PurchaseCAMP 1.27%CAMP 40566 003 4,878,000.00 4,878,000.0001/03/2023RedemptionCAMP 1.27%CAMP 40566 003 3,085,000.00 3,085,000.0001/09/2023RedemptionCAMP 1.27%CAMP 40566 003 5,269,000.00 5,269,000.0001/11/2023RedemptionCAMP 1.27%CAMP 40566 003 53,675,000.00 53,675,000.0001/13/2023RedemptionCAMP 1.27%CAMP 40566 003 10,879,000.00 10,879,000.0001/17/2023RedemptionCAMP 1.27%CAMP 40566 003 8,141,000.00 8,141,000.0001/25/2023RedemptionCAMP 1.27%CAMP 40566 003 52,019,000.00 52,019,000.0001/27/2023RedemptionCAMP 1.27%CAMP 40566 003 5,707,000.00 5,707,000.0002/01/2023RedemptionCAMP 1.27%CAMP 40566 003 8,739,000.00 8,739,000.0002/03/2023RedemptionCAMP 1.27%CAMP 40566 003 11,197,000.00 11,197,000.0002/08/2023RedemptionCAMP 1.27%CAMP 40566 003 54,117,000.00 54,117,000.0002/10/2023RedemptionCAMP 1.27%CAMP 40566 003 3,645,000.00 3,645,000.0002/13/2023RedemptionCAMP 1.27%CAMP 40566 003 7,430,000.00 7,430,000.0002/14/2023RedemptionCAMP 1.27%CAMP 40566 003 7,915,000.00 7,915,000.0002/15/2023RedemptionCAMP 1.27%CAMP 40566 003 17,364,000.00 17,364,000.0002/17/2023RedemptionCAMP 1.27%CAMP 40566 003 2,632,000.00 2,632,000.0002/21/2023RedemptionCAMP 1.27%CAMP 40566 003 19,663,000.00 19,663,000.0002/27/2023RedemptionCAMP 1.27%CAMP 40566 003 58,430,000.00 58,430,000.0002/28/2023RedemptionCAMP 1.27%CAMP 40566 003 2,750,000.00 2,750,000.0003/01/2023RedemptionCAMP 1.27%CAMP 40566 003 17,032,000.00 17,032,000.0003/03/2023RedemptionCAMP 1.27%CAMP 40566 003 39,000.00 39,000.0003/08/2023RedemptionCAMP 1.27%CAMP 40566 003 29,460,000.00 29,460,000.0003/10/2023RedemptionCAMP 1.27%CAMP 40566 003 6,353,000.00 6,353,000.0003/15/2023RedemptionCAMP 1.27%CAMP 40566 003 4,556,000.00 4,556,000.0003/17/2023RedemptionCAMP 1.27%CAMP 40566 003 11,978,000.00 11,978,000.0003/22/2023RedemptionCAMP 1.27%CAMP 40566 003 30,562,000.00 30,562,000.0003/24/2023RedemptionCAMP 1.27%CAMP 40566 003 22,675,000.00 22,675,000.0003/27/2023RedemptionCAMP 1.27%CAMP 40566 003 18,513,000.00 18,513,000.0003/31/2023RedemptionCAMP 1.27%CAMP 40566 003 251,250.07 251,250.0701/03/2023InterestCAMP 1.27%CAMP 40566 003 508,003.63 508,003.6302/02/2023InterestCAMP 1.27%CAMP 40566 003 551,038.63 551,038.6303/01/2023InterestCAMP 1.27%CAMP 40569 003 228,500.00 228,500.0007/28/202701/30/2023InterestJPM 4.57% MAT48133DP95 40570 003 205,000.00 205,000.0007/28/202501/30/2023InterestJPM 4.1% MAT48133DQ45 40571 003 212,500.00 212,500.0007/28/202601/30/2023InterestJPM 4.25% MAT48133DQ52 40574 003 170,826.25 170,826.2503/01/202603/01/2023InterestJOHNSON &478160BY9 40575 003 51,621.50 51,621.5003/01/202603/01/2023InterestJOHNSON &478160BY9 40577 003 30,000,000.00 30,000,000.00Maturity02/23/202302/23/2023RedemptionUNITED STATES912796T33 40578 003 412,500.00 412,500.0002/28/202502/28/2023InterestUNITED STATES9128283Z1 40578 003 4,558.01 -4,558.01 0.0002/28/202502/28/2023Accr IntUNITED STATES9128283Z1 40579 003 11,984.94 11,984.9404/25/202601/25/2023InterestFNA 2016-M5 A23136AR5S3 40579 003 11,984.94 11,984.9404/25/202602/25/2023InterestFNA 2016-M5 A23136AR5S3 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

Page 10 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40579 003 11,984.94 11,984.9404/25/202603/25/2023InterestFNA 2016-M5 A23136AR5S3 40580 003 131,368.70 131,368.7008/15/202702/15/2023InterestCL 3.1% MAT194162AN3 40580 003 21,188.50 -21,188.50 0.0008/15/202702/15/2023Accr IntCL 3.1% MAT194162AN3 40582 003 206,250.00 206,250.0006/30/202301/03/2023InterestUNITED STATES912828S35 40582 003 85,190.22 -85,190.22 0.0006/30/202301/03/2023Accr IntUNITED STATES912828S35 40583 003 12,500.00 12,500.0008/31/202302/28/2023InterestUNITED STATES91282CCU3 40583 003 966.85 -966.85 0.0008/31/202302/28/2023Accr IntUNITED STATES91282CCU3 40584 003 137,500.00 137,500.0006/30/202301/03/2023InterestUNITED STATES912828S35 40584 003 57,540.76 -57,540.76 0.0006/30/202301/03/2023Accr IntUNITED STATES912828S35 40585 003 12,500.00 12,500.0009/15/202303/15/2023InterestUNITED STATES91282CAK7 40586 003 137,500.00 137,500.0008/31/202502/28/2023InterestUNITED STATES9128284Z0 40586 003 11,395.03 -11,395.03 0.0008/31/202502/28/2023Accr IntUNITED STATES9128284Z0 40591 003 25,000,000.00 25,000,000.00Maturity02/09/202302/09/2023RedemptionFHLB ZERO CPN313384BR9 40592 003 25,000,000.00 25,000,000.00Maturity02/28/202302/28/2023RedemptionFHLB ZERO CPN313384CL1 40594 003 58,503.30 58,503.3007/01/202501/03/2023InterestUNIVERSITY CALIF91412GU94 40594 003 27,951.58 -27,951.58 0.0007/01/202501/03/2023Accr IntUNIVERSITY CALIF91412GU94 40596 003 198,251.75 198,251.7509/15/202703/15/2023InterestNEW YORK ST649902T45 40596 003 22,027.97 -22,027.97 0.0009/15/202703/15/2023Accr IntNEW YORK ST649902T45 40597 003 50,000,000.00 50,000,000.00Maturity02/28/202302/28/2023RedemptionBMO 4.05% MAT06367CY35 40597 003 826,875.00 826,875.0002/28/202302/28/2023InterestBMO 4.05% MAT06367CY35 40598 003 80,437.50 80,437.5009/19/202603/19/2023Interest3M CO, FR88579YAV3 40598 003 7,150.00 -7,150.00 0.0009/19/202603/19/2023Accr Int3M CO, FR88579YAV3 40599 003 122,250.00 122,250.0008/11/202602/13/2023InterestADM 2.5% MAT039483BL5 40599 003 36,675.00 -36,675.00 0.0008/11/202602/13/2023Accr IntADM 2.5% MAT039483BL5 40601 003 115,187.50 115,187.5008/11/202602/13/2023InterestADM 2.5% MAT039483BL5 40601 003 35,836.11 -35,836.11 0.0008/11/202602/13/2023Accr IntADM 2.5% MAT039483BL5 40603 003 58,500.00 58,500.0009/09/202503/09/2023InterestWALMART INC, SR931142EW9 40603 003 9,100.00 -9,100.00 0.0009/09/202503/09/2023Accr IntWALMART INC, SR931142EW9 40605 003 24,884.94 24,884.9408/25/202401/25/2023InterestFHLMC 3.064% MAT3137FBTA4 40605 003 13,470.50 13,470.5008/25/202401/25/2023RedemptionFHLMC 3.064% MAT3137FBTA4 40605 003 24,850.54 24,850.5408/25/202402/25/2023InterestFHLMC 3.064% MAT3137FBTA4 40605 003 13,516.90 13,516.9008/25/202402/25/2023RedemptionFHLMC 3.064% MAT3137FBTA4 40605 003 24,816.03 24,816.0308/25/202403/25/2023InterestFHLMC 3.064% MAT3137FBTA4 40605 003 16,393.70 16,393.7008/25/202403/25/2023RedemptionFHLMC 3.064% MAT3137FBTA4 40606 003 72,355.25 72,355.2503/15/202603/15/2023InterestNEW YORK ST6500354W5 40606 003 10,451.31 -10,451.31 0.0003/15/202603/15/2023Accr IntNEW YORK ST6500354W5 40608 003 52,500.00 52,500.0009/17/202603/17/2023InterestWALMART INC, NT931142ER0 40608 003 9,625.00 -9,625.00 0.0009/17/202603/17/2023Accr IntWALMART INC, NT931142ER0 40609 003 6,060.43 6,060.4306/25/202701/25/2023InterestFHLMC 2.08% MAT30329MAA0 40609 003 1,748.71 1,748.7106/25/202701/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40609 003 6,057.40 6,057.4006/25/202702/25/2023InterestFHLMC 2.08% MAT30329MAA0 40609 003 1,754.17 1,754.1706/25/202702/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40609 003 6,054.36 6,054.3606/25/202703/25/2023InterestFHLMC 2.08% MAT30329MAA0 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

Page 11 ends

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40609 003 2,111.03 2,111.0306/25/202703/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 7,791.98 7,791.9806/25/202701/25/2023InterestFHLMC 2.08% MAT30329MAA0 40610 003 2,248.34 2,248.3406/25/202701/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 7,788.08 7,788.0806/25/202702/25/2023InterestFHLMC 2.08% MAT30329MAA0 40610 003 2,255.36 2,255.3606/25/202702/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 7,784.18 7,784.1806/25/202703/25/2023InterestFHLMC 2.08% MAT30329MAA0 40610 003 2,714.18 2,714.1806/25/202703/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40611 003 29,168.75 29,168.7502/06/202502/06/2023InterestFARMER MAC FLT31315PF38 40612 003 33,925.83 33,925.8304/22/202501/22/2023InterestFARMER MAC FLT31315P6T1 40612 003 1,491.67 -1,491.67 0.0004/22/202501/22/2023Accr IntFARMER MAC FLT31315P6T1 40614 003 12,711.44 12,711.4406/25/202401/25/2023InterestFNA 2014-M8 A23136AKQM8 40614 003 129,632.38 129,632.3806/25/202401/25/2023RedemptionFNA 2014-M8 A23136AKQM8 40614 003 12,381.31 12,381.3106/25/202402/25/2023InterestFNA 2014-M8 A23136AKQM8 40614 003 65,584.63 65,584.6306/25/202402/25/2023RedemptionFNA 2014-M8 A23136AKQM8 40614 003 12,214.29 12,214.2906/25/202403/25/2023InterestFNA 2014-M8 A23136AKQM8 40614 003 328,246.75 328,246.7506/25/202403/25/2023RedemptionFNA 2014-M8 A23136AKQM8 40617 003 150,000.00 150,000.0002/24/202502/24/2023InterestBK 3.% MAT06406HDA4 40617 003 66,666.67 -66,666.67 0.0002/24/202502/24/2023Accr IntBK 3.% MAT06406HDA4 40618 003 30,943.54 30,943.5401/01/202501/25/2023InterestFN AM7795 2.92%3138L8UV4 40618 003 21,007.16 21,007.1601/01/202501/25/2023RedemptionFN AM7795 2.92%3138L8UV4 40618 003 30,890.72 30,890.7201/01/202502/25/2023InterestFN AM7795 2.92%3138L8UV4 40618 003 21,072.55 21,072.5501/01/202502/25/2023RedemptionFN AM7795 2.92%3138L8UV4 40618 003 27,853.44 27,853.4401/01/202503/25/2023InterestFN AM7795 2.92%3138L8UV4 40618 003 24,837.98 24,837.9801/01/202503/25/2023RedemptionFN AM7795 2.92%3138L8UV4 40619 003 71,750.78 71,750.7807/01/202501/03/2023InterestUNIVERSITY CALIF91412GU94 40619 003 54,211.70 -54,211.70 0.0007/01/202501/03/2023Accr IntUNIVERSITY CALIF91412GU94 40624 003 139,194.00 139,194.0002/06/202702/06/2023InterestMICROSOFT CORP,594918BY9 40624 003 89,702.80 -89,702.80 0.0002/06/202702/06/2023Accr IntMICROSOFT CORP,594918BY9 40625 003 131,250.00 131,250.0012/31/202301/03/2023InterestUNITED STATES9128285U0 40625 003 113,417.12 -113,417.12 0.0012/31/202301/03/2023Accr IntUNITED STATES9128285U0 40627 003 40,000.00 40,000.0001/08/202401/09/2023InterestFEDERAL HOME3130AU4V3 40628 003 133,722.00 133,722.0008/12/202702/13/2023InterestCATERPILLAR FINL14913R3A3 40628 003 89,890.90 -89,890.90 0.0008/12/202702/13/2023Accr IntCATERPILLAR FINL14913R3A3 40629 003 104,953.62 104,953.6207/01/202501/03/2023InterestUTS 3.539% MAT917542QV7 40629 003 94,458.26 -94,458.26 0.0007/01/202501/03/2023Accr IntUTS 3.539% MAT917542QV7 40630 003 54,892.25 54,892.2508/17/202602/17/2023InterestBK 2.45% MAT06406FAE3 40630 003 35,375.01 -35,375.01 0.0008/17/202602/17/2023Accr IntBK 2.45% MAT06406FAE3 40634 003 107,784.72 107,784.7209/15/202703/15/2023InterestDEERE JOHN24422EWK1 40634 003 55,909.72 -55,909.72 0.0009/15/202703/15/2023Accr IntDEERE JOHN24422EWK1 40635 003 -11,474.03 -11,474.0305/25/202501/25/2023InterestFHMS KPLB A3137BJQ71 40635 003 16,391.47 16,391.4705/25/202501/25/2023InterestFHMS KPLB A3137BJQ71 40635 003 16,391.47 16,391.4705/25/202502/25/2023InterestFHMS KPLB A3137BJQ71 40635 003 16,391.47 16,391.4705/25/202503/25/2023InterestFHMS KPLB A3137BJQ71 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

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City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40636 003 1,740,660.44 -1,740,660.4405/15/202701/04/2023PurchaseUNIVERSITY CALIF91412HJN4 40637 003 9,995,300.00 -9,995,300.0001/09/202601/09/2023PurchaseDEERE JOHN24422EWP0 40638 003 15,000,000.00 -15,000,000.0007/26/202401/26/2023PurchaseFHLMC 5.02% MAT3134GYDA7 40639 003 50,000,000.00 -50,000,000.0001/03/202401/20/2023PurchaseFNMA 5.% MAT3135GADY4 40640 003 9,192,444.44 -9,192,444.4402/04/202701/06/2023PurchasePACCAR FINANCIAL69371RR65 40640 003 100,000.00 100,000.0002/04/202702/06/2023InterestPACCAR FINANCIAL69371RR65 40640 003 84,444.44 -84,444.44 0.0002/04/202702/06/2023Accr IntPACCAR FINANCIAL69371RR65 40641 003 24,411,541.67 -24,411,541.6707/03/202301/10/2023PurchaseMUFGBK ZERO CPN62479MU35 40642 003 24,410,118.06 -24,410,118.0607/03/202301/11/2023PurchaseTMCC ZERO CPN89233HU36 40643 003 10,023,010.00 -10,023,010.0008/28/202501/17/2023PurchaseFEDERAL HOME LN3134GXR63 40643 003 202,500.00 202,500.0008/28/202502/28/2023InterestFEDERAL HOME LN3134GXR63 40643 003 155,250.00 -155,250.00 0.0008/28/202502/28/2023Accr IntFEDERAL HOME LN3134GXR63 40644 003 48,946,527.78 -48,946,527.7807/03/202301/20/2023PurchaseFHLB DISCO NOTE313384HR3 40645 003 48,937,416.50 -48,937,416.5007/03/202301/20/2023PurchaseFHLB DISCO NOTE313384HR3 40646 003 9,787,483.33 -9,787,483.3307/03/202301/20/2023PurchaseFHLB DISCO NOTE313384HR3 40647 003 19,956,525.00 -19,956,525.0011/01/202701/24/2023PurchaseFR WN2287 3.69%3132XGRH1 40647 003 63,550.00 63,550.0011/01/202702/25/2023InterestFR WN2287 3.69%3132XGRH1 40647 003 -47,150.00 -47,150.0011/01/202702/25/2023InterestFR WN2287 3.69%3132XGRH1 40647 003 57,400.00 57,400.0011/01/202703/25/2023InterestFR WN2287 3.69%3132XGRH1 40648 003 22,756,479.17 -22,756,479.1708/01/202701/25/2023PurchaseHAWAII ST,419792G34 40648 003 191,875.00 191,875.0008/01/202702/01/2023InterestHAWAII ST,419792G34 40648 003 185,479.17 -185,479.17 0.0008/01/202702/01/2023Accr IntHAWAII ST,419792G34 40649 003 10,672,200.00 -10,672,200.0002/01/202802/01/2023PurchaseCALIFORNIA ST,13063DC48 40650 003 9,827,666.67 -9,827,666.6706/20/202302/08/2023PurchaseFHLB ZERO CPN313384HC6 40651 003 1,960,003.14 -1,960,003.1407/01/202502/14/2023PurchaseUNIVERSITY CALIF91412GU94 40652 003 2,792,636.67 -2,792,636.6708/01/202703/03/2023PurchaseMARYLAND ST, GO574193GK8 40653 003 9,835,638.89 -9,835,638.8907/03/202303/03/2023PurchaseFHLB DISCO NOTE313384HR3 40654 003 9,841,192.00 -9,841,192.0007/03/202303/07/2023PurchaseFHLB DISCO NOTE313384HR3 40655 003 7,000,000.00 -7,000,000.0003/01/202703/15/2023PurchaseCALIFORNIA ST,13063D3N6 40656 003 16,360,000.00 -16,360,000.0003/15/202603/29/2023PurchaseMARYLAND ST,574193WE4 40657 003 14,639,791.67 -14,639,791.6709/20/202303/22/2023PurchaseFHLB ZERO CPN313384LY3 40658 003 19,646,083.33 -19,646,083.3308/11/202303/27/2023PurchaseFHLB ZERO CPN313384KG3 40659 003 19,578,716.67 -19,578,716.6709/08/202303/31/2023PurchaseFHLB ZERO CPN313384LL1 Totals for General Pool 941,540,305.93 777,424,036.40 11,216,402.34 -152,899,867.19 40162 501 66,387.47 -66,387.4701/05/2023PurchaseAllspring Govt MoneyVP4560000 40162 501 70,873.23 -70,873.2302/02/2023PurchaseAllspring Govt MoneyVP4560000 40162 501 67,743.72 -67,743.7203/01/2023PurchaseAllspring Govt MoneyVP4560000 40162 501 20,580,057.87 20,580,057.8703/15/2023RedemptionAllspring Govt MoneyVP4560000 40162 501 66,387.47 66,387.4701/05/2023InterestAllspring Govt MoneyVP4560000 40162 501 70,876.23 70,876.2302/02/2023InterestAllspring Govt MoneyVP4560000 40162 501 67,743.72 67,743.7203/01/2023InterestAllspring Govt MoneyVP4560000 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

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City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 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

T HIS 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

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

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

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
10,000,000.00 4.665 07/03/2023 9,879,487.509,787,483.3301/20/2023 4.83207/03 - At MaturityFHLB40646313384HR3 AFD003 15,000,000.00 5.020 07/26/2024 15,000,000.0015,000,000.0001/26/2023 5.02007/26 - 01/26FHLMC406383134GYDA7 MC1003 10,000,000.00 4.700 06/20/2023 9,895,555.569,827,666.6702/08/2023 4.84906/20 - At MaturityFHLB40650313384HC6 AFD003 10,000,000.00 4.850 07/03/2023 9,874,708.339,835,638.8903/03/2023 5.00007/03 - At MaturityFHLB40653313384HR3 AFD003 20,000,000.00 4.710 09/08/2023 19,581,333.3419,578,716.6703/31/2023 4.87809/08 - At MaturityFHLB40659313384LL1 AFD003 Subtotal 64,231,084.7364,029,505.56 0.0065,000,000.00
Purchased from: Piper Sandler & Co.
50,000,000.00 4.625 07/03/2023 49,402,604.1748,946,527.7801/20/2023 4.79007/03 - At MaturityFHLB40644313384HR3 AFD003 20,000,000.00 3.690 11/01/2027 19,909,375.0019,909,375.00 Received01/24/2023 3.82102/25 - MonthlyFHLMC406473132XGRH1 GN4003 20,000,000.00 4.650 08/11/2023 19,659,000.0019,646,083.3303/27/2023 4.80008/11 - At MaturityFHLB40658313384KG3 AFD003 Subtotal 88,970,979.1788,501,986.11 0.0090,000,000.00
Purchased from: RBC Capital Markets
10,000,000.00 4.800 01/09/2026 9,995,656.859,995,300.0001/09/2023 4.81707/09 - 01/09JD4063724422EWP0 MTN003 Subtotal 9,995,656.859,995,300.00 0.0010,000,000.00
Purchased from: Raymond James & Associates
2,015,000.00 1.272 05/15/2027 1,752,557.581,737,171.80 3,488.6401/04/2023 4.81205/15 - 11/15UNVHGR4063691412HJN4 MUN003 25,000,000.00 1.535 08/01/2027 22,669,594.1022,571,000.00 Received01/25/2023 3.90202/01 - 08/01HIS40648419792G34 MUN003 2,020,000.00 3.063 07/01/2025 1,956,308.481,952,612.80 7,390.3402/14/2023 4.55607/01 - 01/01UNVHGR4065191412GU94 MUN003 3,000,000.00 2.800 08/01/2027 2,788,957.932,785,170.00 7,466.6703/03/2023 4.61208/01 - 02/01MDS40652574193GK8 MUN003 16,360,000.00 4.000 03/15/2026 16,360,000.0016,360,000.0003/29/2023 3.99909/15 - 03/15MDS40656574193WE4 MUN003 Subtotal 45,527,418.0945,405,954.60 18,345.6548,395,000.00 Purchased from: Truist Securities Inc
50,000,000.00 4.665 07/03/2023 49,397,437.4148,937,416.5001/20/2023 4.83207/03 - At MaturityFHLB40645313384HR3 AFD003 10,000,000.00 4.845 07/03/2023 9,874,837.769,841,192.0003/07/2023 4.99207/03 - At MaturityFHLB40654313384HR3 AFD003 Subtotal 59,272,275.1758,778,608.50 0.0060,000,000.00
Purchased from: Toyota Financial Services
25,000,000.00 4.910 07/03/2023 24,682,895.8424,410,118.0601/11/2023 5.02907/03 - At MaturityTMCC4064289233HU36 ACP003 Subtotal 24,682,895.8424,410,118.06 0.0025,000,000.00
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

Page 2 ends

Fund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods
January 1, 2023 - March 31, 2023
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Unionbanc Investment
10,000,000.00 2.000 02/04/2027 9,159,648.509,108,000.00 Received01/06/2023 4.41402/04 - 08/04PCAR4064069371RR65 MTN003 25,000,000.00 4.870 07/03/2023 24,685,479.1724,411,541.6701/10/2023 4.98707/03 - At MaturityMUFGBK4064162479MU35 ACP003 12,000,000.00 1.700 02/01/2028 10,716,460.0010,672,200.0002/01/2023 4.17508/01 - 02/01CAS4064913063DC48 MUN003 15,000,000.00 4.750 09/20/2023 14,659,583.3414,639,791.6703/22/2023 4.93409/20 - At MaturityFHLB40657313384LY3 AFD003 Subtotal 59,221,171.0158,831,533.34 0.0062,000,000.00
Purchased from: Wedbush Securities
50,000,000.00 5.000 01/03/2024 50,000,000.0050,000,000.0001/20/2023 5.00007/03 - 01/03FNMA406393135GADY4 MC1003 Subtotal 50,000,000.0050,000,000.00 0.0050,000,000.00
Purchased from: Wells Fargo Securities
10,000,000.00 4.050 08/28/2025 9,878,159.329,867,760.00 Received01/17/2023 4.59102/28 - 08/28FHLMC406433134GXR63 MC1003 7,000,000.00 4.846 03/01/2027 7,000,000.007,000,000.0003/15/2023 4.84509/01 - 03/01CAS4065513063D3N6 MUN003 Subtotal 16,878,159.3216,867,760.00 0.0017,000,000.00
416,820,766.17Total Purchases 427,395,000.00 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

San Jose City CouncilJune 6, 2023

San Jose City Council
June 6, 2023