Public Safety, Finance and Strategic Support Committee (psfss)
August 17, 2023

TO: HONORABLE MAYOR FROM: Rick Bruneau

AND CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: August 2, 2023

THE QUARTER ENDED
JUNE 30, 2023
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended June 30, 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, San José.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (PSFSS) for discussion during its meeting on August 17, 2023 and will be agendized through the PSFSS Committee for review by the full City Council on September 19, 2023.

Summary of portfolio performance and compliance for quarter ended June 30, 2023:
• Size of total portfolio: $2,889,664,128
• Earned income yield: 2.858%
• Weighted average days to maturity: 530 days
• Fiscal year-to-date net interest earnings: $62,078,780 • No exceptions to the City’s Investment Policy during this quarter During the quarter, the City’s external auditor, Macias, Gini, & O’Connell LLP, evaluated the City’s investment program for the six-month period ended December 31, 2022. The Independent Accountant’s Report on Applying Agreed-Upon Procedure is included herewith. The report noted two findings and no exceptions to the Investment Policy. Detailed discussions can be found in the Letter of Transmittal and the audit report (Section F).

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
Attachment B
8/10/2023

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
JUNE 30, 2023
Prepared by
Finance Department
Debt and Treasury Management Division
Rick Bruneau
Director of Finance
Investment Report for
The Quarter Ended
June 30, 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 JUNE 30, 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
SECTION F. INDEPENDENT ACCOUNTANT’S REPORT
Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2022

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August 2, 2023
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED JUNE 30, 2023
I am pleased to present this report of investment activity for the quarter ended June 30, 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 June 30, 2023, and provides a comparison to the quarters ended March 31, 2023, and June 30, 2022.

INVESTMENT SUMMARY
For the Quarter Ended June 30, 2023 March 31, 2023 June 30, 2022 Total Portfolio
Portfolio Value (1) (2) $2,889,664,128 $2,681,321,553 $2,725,410,958 Earned Interest Yield 2.858% 2.645% 1.111%
Dollar-weighted average yield
Purchases 4.883% 4.716% 1.990%
Maturities 3.038% 2.325% 0.622%
Called Securities 0.852% 1.350% 2.258%
Weighted avg. yield at end of period 3.133% 2.768% 1.295% Weighted avg. days to maturity 530 570 533
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,889,664,128 $2,681,321,553 $2,705,254,061 Earned Interest Yield 2.858% 2.636% 1.116%
Dollar-weighted average yield
Purchases 4.883% 4.716% 1.990%
Maturities 3.038% 2.325% 0.622%
Called Securities 0.852% 1.350% 2.258%
Weighted avg. yield at end of period 3.133% 2.768% 1.301% Weighted avg. days to maturity 530 570 537
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 ($351,461,950). 3 Total excludes other restricted funds required to be invested separately.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

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

Portfolio Composition
Within this section are snapshots of the City’s total investment portfolio as of June 30, 2023.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,889,664,128
U.S. Treasury
$313,700,163 10.9%
U.S. Agency
$1,325,358,147 45.9%
Supranationals
$167,120,211

5.8%
Negotiable
Certificate of
Deposit (NCD)
$15,614,720 0.5%
Commercial Paper
$48,821,660 1.7% Corporate Notes
$305,287,468 10.6%
Asset Backed
Securities
$47,778,089 1.7%
Muni Bonds
$327,269,251

11.3%
Mortgage Backed
Securities
$159,008,763

5.5%
JPAP
LAIF $159,363,164 5.5%
$20,342,492 0.7%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

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

Balances by Fund Type1
$2,768,832,372
Portfolio Balance $2,889,664,128
General Banking Balance 12,354,700
Deposit-in-Transit, Outstanding Checks2(133,186,456)
Total Balances per FMS $2,768,832,372
1 General Fund includes $564,108,206 of General Fund (Fund 001) as well as $268,122,878 of other General Fund funds which are separately tracked including the Emergency Reserve Fund, 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 $4,295,471
Airport
$282,553,592 Capital Projects
$96,938,351
Debt Service
$62,213,805
Development Fees
$58,921,605
General Fund
$832,231,084
Muni Water
Parking $35,949,656
$42,803,290
Housing
$321,578,204
Special Revenue
Funds
$414,856,322
Wastewater
$446,895,040
Trust & Agency
$1,775,440
SJ Clean Energy
$167,820,510

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

General Fund Balances
The General Fund balances increased in June with the receipt of property tax disbursements and ended with a balance of $832.2 million as of June 30, 2023, $173 million higher 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
June 2021 – June 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 City repaid $137.5 million plus accrued interest of the TRANs on February 28, 2023 and paid the remaining balance of $137.5 million plus accrued interest on June 30, 2023.

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
Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

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

As of June 30, 2023, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $317,803
Wells Fargo:

General Account $193,385
Total Wells Fargo Funds $193,385
Wilmington Trust:

Total Wilmington Trust Funds $125,479,042 (A)
TOTAL $125,990,230
(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 June 30, 2023 March 31, 2023 June 30, 2022 Quarter-End
Total interest earnings $19,761,181 $17,787,711 $6,864,084 Realized gains (losses) $45 $93 ($924)
Total income recognized $19,761,226 $17,787,804 $6,863,160 Fiscal Year-to-Date
Total interest earnings $62,096,423 $42,335,242 $21,204,388 Realized gains (losses) ($17,643) ($17,688)1 ($15,235)
Total income recognized $62,078,780 $42,317,554 $21,189,153 1 Realized losses are attributed primarily to CUSIP 594918BH6 (Microsoft Corp 2.65% due 11/03/2022) for $17,815.05, which was purchased at a premium price of 101.74% and called prior to maturity at par (100%). Security premiums are amortized to maturity. When a security is called prior to maturity, unamortized premium is recorded as realized loss.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

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

Fund 3 Portfolio Yield and Maturity Trends
June 2021 – June 2023
Fund 3 Portfolio’s WAM decreased from 570 days on March 31, 2023, to 530 days on June 30, 2023. The weighted average yield increased from 2.768% on March 31, 2023, to 3.133% on June 30, 2023.

During the quarter, no corporate notes were called before maturity. The Federal Reserve Bank raised the Federal Funds Target Rate by a total of 0.25% at its May 2023 Federal Open Market Committee (FOMC) meeting and elected to leave interest rates unchanged at their June 2023 FOMC meeting. With a sustained yield curve inversion, staff made near-term investments to match anticipated cash outflows such as TRAN, payroll, and debt service payments. New investments were purchased at higher yields, compared with matured 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 3.50
400
450
500
550
600
650
700
750
800
Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Weighted Average Yield (%)
Weighted Average Maturity
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

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

Portfolio vs. Benchmarks
June 2021 – June 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 260 days as of June 30, 2023, much shorter than the City Fund 3 portfolio’s WAM of 530 days. A shorter portfolio such as LAIF is better positioned to benefit from rapidly rising interest rates in the shorter maturities.

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. As interest rates have continued to rise, the performance gap between the BAML Index and the City portfolio has narrowed.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50
Jun-21 Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Yield (%)
City LAIF BAML
Yield WAM
LAIF: 3.167% 260
CITY: 3.133% 530
BAML 2.777% 679

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of June 30, 2023, was approximately $2.89 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 $2,814,967,255 Market Value $2,814,967,255 Original Cost (2,889,664,128) Amortized Cost (2,900,432,690) Net Unrealized Loss $ (74,696,873) Net Unrealized Loss $ (85,465,435) 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 decrease. 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 $75 million (original cost) and $85 million (amortized cost) as of June 30, 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 June 30, 2023, was 2.858%, 0.213% higher than the previous quarter and 1.747% higher than a year ago.

COMPLIANCE REPORTING REQUIREMENTS
Pursuant to Section 21.0 of the City’s Investment Policy, “No less than semi-annually each year, a compliance audit shall be conducted of the City’s investment program to determine whether the City’s investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy, internal controls and department procedures.” These compliance audits per the Investment Policy can be included in the City Auditor’s work plan or can be conducted by an external auditor at the request of the Director of Finance. During the quarter, the City Auditor’s Office engaged the services of Macias, Gini, & O’Connell LLP (MGO) to audit the City’s investments within the pooled portfolio.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

MGO completed its evaluation for the six-month period ended December 31, 2022 and found the City’s investment program to be in compliance with the City’s Investment Policy, internal controls and department procedures. The report noted two findings and no exceptions to the Investment Policy. The first finding noted a difference in market value of 0.03% due to outdated fair market values (FMVs) in the City’s investment management system. The City has subsequently corrected the FMVs in the City’s investment management system. The second finding noted a net variance of $11 million between the Investment Report and the City’s general ledger due to posting errors. The City has subsequently corrected all variances. Furthermore, Finance staff has implemented an additional reconciliation process to prevent similar posting errors in the future. A copy of the Independent Accountant’s Agreed-Upon Procedures Report is attached to this quarterly report (Section F).

Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of June 30, 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.

Statement of Compliance with the Policy
There were no exceptions or violations outstanding for the quarter ended June 30, 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 (FY) 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 June 30, 2023. The actual interest earning rates are greater than the forecast for the quarter and for the fiscal year.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

BUDGET COMPARISON
Net Investment Earnings Yield
Quarter Ended
Budget(a) 1.62%
Actual(b) 2.71%
Variance 1.09%
Fiscal Year to Date
Budget(a) 1.62%
Actual(b) 2.20%
Variance 0.58%
(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 details of the City’s investment activities, including purchases, maturities, amortization, interest received, and realized gains or losses from trading activities.

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

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

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

Economic activity increased during the fourth quarter of FY 2023, despite many FOMC interestrate increases and fear of a global recession. The labor markets and consumer spending also remained strong. Gross Domestic Product (GDP) reported an annualized rate of 2.0% in the first quarter of 2023 compared to the previous quarter rate of 2.6%, a decrease of 0.6%. The national unemployment rate increased to 3.6% in June 2023 from 3.5 % for the previous quarter ended March 31, 2023. Year-over-year inflation decreased to 3.0% in June 2023, from 5% reported in the previous quarter. The Federal Reserve raised its benchmark rate by a total of 0.25% at its May 2023 FOMC meeting and elected to leave it unchanged at its June meeting. Despite the pause, Federal Reserve Bank officials said policymakers will need to raise interest rates further this year to bring inflation back to the central bank’s goal of 2%.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended June 30, 2023 August 2, 2023

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

Future Commitments – As of June 30, 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 June 30, 2023, was $2,889,664,128 an increase of approximately $208 million from the previous quarter. For the quarter ended June 30, 2023, the earned interest yield increased from 2.645% to 2.858% as compared to the quarter ended March 31, 2022, and the weighted average days to maturity decreased from 570 days to 530 days over the same period. As of June 30, 2023, approximately 57% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/

RICK BRUNEAU
Director of Finance

SECTION A

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

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

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

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

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

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

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

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

Fund 003 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 13,487,493.00 34,263.18 13,521,756.18 TOTAL NET EARNINGS THIS PERIOD: 19,761,226.10 - 19,761,226.10 AVERAGE DAILY PORTFOLIO BALANCE: 2,773,583,408.71 - 2,773,583,408.71 EARNED INCOME YIELD THIS PERIOD 2.858 - 2.858
END OF PERIOD PORTFOLIO BALANCE: 2,889,664,127.76 - 2,889,664,127.76 CURRENT AMORTIZED BOOK VALUE: 2,899,925,335.69 - 2,899,925,335.69 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.133 - 3.133
WEIGHTED AVERAGE DAYS OF MATURITY: 530 - 530
City of San Jose
Portfolio Statistics
Funds: 003, 501
4/1/23 THROUGH 6/30/23
Fund 003 Fund 501 Consolidated
TOTAL INCOME RECEIVED IN THIS PERIOD: 40,337,764.19 457,427.16 40,795,191.35 TOTAL NET EARNINGS THIS PERIOD: 61,636,455.91 442,324.51 62,078,780.42 AVERAGE DAILY PORTFOLIO BALANCE: 2,622,483,678.32 14,310,278.98 2,636,793,957.30 EARNED INCOME YIELD THIS PERIOD 2.350 3.091 2.354
END OF PERIOD PORTFOLIO BALANCE: 2,889,664,127.76 - 2,889,664,127.76 CURRENT AMORTIZED BOOK VALUE: 2,899,925,335.69 - 2,899,925,335.69 WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.133 - 3.133
WEIGHTED AVERAGE DAYS OF MATURITY: 530 - 530
City of San Jose
Portfolio Statistics
Funds: 003, 501
7/1/22 THROUGH 6/30/23

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SECTION B

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

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

San Jose, CA 95113
Sorted by Fund - Investment Number
April 1, 2023 - June 30, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 15,006,746.08 1,000,000.00 11,555,232.90 3.260 3.356 96,676.59 0.00 0.00 96,676.59 VP6000104 36512 003 FEDRAT 0.00 0.00 0.00 4.920 6,634.12 0.00 0.00 6,634.12 CSJFA 37042 003 STPOOL 5,335,746.08 1,000,000.00 4,121,232.90 3.260 3.356 34,480.20 0.00 0.00 34,480.20 91412HBK8 37624 003 UNVHGR 0.00 4,000,000.00 1,934,065.93 3.297 3.343 16,118.67 0.00 0.00 16,118.67 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.052 42,500.00 -3,878.78 0.00 38,621.22 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.138 190,625.00 4,285.72 0.00 194,910.72 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.680 132,500.00 1,006.32 0.00 133,506.32 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.544 31,250.00 407.50 0.00 31,657.50 459058GX5 40126 003 IBRD 0.00 9,989,600.00 8,672,290.11 1.875 1.905 40,625.00 563.33 0.00 41,188.33 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.838 43,750.00 1,901.33 0.00 45,651.33 3137B4WB8 40148 003 FHLMC 225,888.22 3,810,677.97 2,724,866.58 3.060 -15.579 12,912.80 -118,746.16 0.00 -105,833.36 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.680 12,814.38 -5,114.93 0.00 7,699.45 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.775 9,095.00 -4,306.43 0.00 4,788.57 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.555 11,250.00 352.70 0.00 11,602.70 3140HUNV4 40171 003 FNMA 4,821,914.40 4,845,526.05 4,919,901.85 2.420 2.349 29,220.30 -409.51 0.00 28,810.79 30298LAA9 40173 003 FHLMC 4,364,864.59 4,882,358.08 4,840,383.99 1.990 1.938 23,392.92 0.00 0.00 23,392.92 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.862 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,173,790.07 1,250,773.13 1,250,127.14 2.090 1.934 6,393.52 -366.13 0.00 6,027.39 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.667 40,625.00 853.32 0.00 41,478.32 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 2.002 25,125.00 -151.45 0.00 24,973.55 3138ELJW4 40189 003 FNMA 0.00 865,162.75 525,836.34 2.791 -15.431 2,007.05 -22,237.39 0.00 -20,230.34 43813VAC2 40190 003 HAROT 0.00 78,887.59 14,737.24 1.830 0.073 0.00 0.16 2.54 2.70 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.690 78,821.33 -14,576.77 0.00 64,244.56 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.697 46,750.00 -204.01 0.00 46,545.99 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.350 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.222 41,720.01 0.00 0.00 41,720.01 3138L4EN9 40206 003 FNMA -0.03 21,402,762.56 20,369,162.52 2.610 -7.393 92,724.72 -468,185.44 0.00 -375,460.72 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.880 35,750.00 -11,418.00 0.00 24,332.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.654 6,774.99 0.00 0.00 6,774.99 30295NAE0 40214 003 FHLMC 252,813.69 254,529.65 254,156.88 2.050 2.046 1,298.61 -2.14 0.00 1,296.47 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.904 25,899.99 0.00 0.00 25,899.99 30298LAA9 40231 003 FHLMC 512,871.62 573,677.10 575,854.46 1.990 1.385 2,748.67 -760.07 0.00 1,988.60 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.973 2,425.00 0.00 0.00 2,425.00 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.752 42,187.50 -18,724.83 0.00 23,462.67 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.707 4,687.50 580.50 0.00 5,268.00 89239RAC0 40252 003 TMCC 102,526.00 265,039.18 179,754.26 1.360 1.392 612.20 2.09 9.49 623.78 44891LAC7 40253 003 HART 170,363.33 324,503.21 243,338.48 1.410 1.440 858.91 3.12 11.88 873.91 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.674 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.723 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.559 8,807.75 669.61 0.00 9,477.36 037833DV9 40263 003 AAPL 0.00 6,793,097.40 2,985,976.88 0.750 0.770 5,662.50 70.47 0.00 5,732.97 882722VK4 40264 003 TXS 0.00 3,705,815.75 0.00 3.823 0.00 0.00 0.00 0.00 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.702 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.566 69,249.99 0.00 0.00 69,249.99 43813DAC2 40270 003 HAROT 177,863.39 397,329.85 281,400.18 0.820 0.832 577.69 1.34 4.89 583.92 3135G04Q3 40271 003 FNMA 0.00 9,969,900.00 5,587,526.37 0.250 0.356 3,541.67 1,421.39 0.00 4,963.06 3136AL7K1 40272 003 FNMA 2,466,611.07 2,478,404.71 2,677,490.49 2.967 2.600 18,325.18 -971.80 0.00 17,353.38 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.752 75,000.00 0.00 0.00 75,000.00 931142DH3 40274 003 WMT 0.00 27,403,406.46 3,011,363.35 2.550 0.663 18,429.42 -13,450.55 0.00 4,978.87 69371RQ82 40275 003 PCAR 0.00 1,997,220.00 1,492,428.13 0.800 0.847 2,977.78 172.46 0.00 3,150.24 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.051 2,620.00 0.00 0.00 2,620.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.226 2,751.75 0.00 0.00 2,751.75 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.852 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.582 14,500.00 0.00 0.00 14,500.00 3133ELG81 40283 003 FFCB 0.00 9,999,100.00 7,471,854.95 0.300 0.303 5,583.33 56.04 0.00 5,639.37 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.544 12,500.00 1,036.15 0.00 13,536.15 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.835 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.835 1,353.62 0.00 0.00 1,353.62 30315EAA4 40295 003 FHLMC 3,132,363.23 3,146,588.30 3,156,227.48 0.830 0.818 6,509.52 -69.57 0.00 6,439.95 89237VAB5 40296 003 TMCC 603,136.27 1,203,181.50 888,781.45 0.440 0.451 978.83 4.05 15.56 998.44 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.637 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.501 6,375.00 -122.21 0.00 6,252.79 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.502 3,125.00 6.30 0.00 3,131.30 46625HRL6 40303 003 JPM 0.00 5,284,400.00 2,729,305.49 2.700 0.602 17,625.00 -13,529.15 0.00 4,095.85 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.521 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.421 4,562.25 0.00 0.00 4,562.25 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.438 4,687.50 753.34 0.00 5,440.84 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.552 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.842 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.414 4,875.00 287.53 0.00 5,162.53 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.491 30,461.00 -25,485.36 0.00 4,975.64 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.251 1,250.00 1,243.33 0.00 2,493.33 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.791 10,650.00 -756.77 0.00 9,893.23 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.806 22,125.00 -1,956.09 0.00 20,168.91 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.508 20,000.00 -17,536.94 0.00 2,463.06 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.383 33,361.50 -29,356.49 0.00 4,005.01 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.353 8,500.00 297.45 0.00 8,797.45 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.697 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.767 2,648.81 0.00 0.00 2,648.81 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.633 4,889.62 -1,353.58 0.00 3,536.04 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.604 7,858.70 -2,434.23 0.00 5,424.47 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.609 22,075.00 -6,717.44 0.00 15,357.56 3136AY6S7 40327 003 FNMA 2,522,029.76 2,973,044.31 2,997,718.80 2.624 -2.161 17,528.94 -33,681.77 0.00 -16,152.83 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.798 34,447.50 0.00 0.00 34,447.50 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.430 9,375.00 1,326.37 0.00 10,701.37 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.552 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.320 9,084.38 -2,228.40 0.00 6,855.98 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.417 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.498 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.400 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.509 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.499 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.516 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.340 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.525 9,375.00 3,634.12 0.00 13,009.12 30318CAA5 40342 003 FHLMC 3,732,418.83 3,834,599.30 3,811,727.16 0.670 0.611 6,308.87 -501.09 0.00 5,807.78 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.505 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.301 37,500.00 -29,666.66 0.00 7,833.34 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.509 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.436 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.390 6,125.00 676.66 0.00 6,801.66 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.514 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.602 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.602 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 4,583,176.29 4,596,905.57 4,931,148.19 2.588 2.332 29,682.85 -1,015.96 0.00 28,666.89 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.655 16,339.78 0.00 0.00 16,339.78 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.802 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.611 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.003 25,000.00 0.00 0.00 25,000.00 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.018 50,000.00 751.40 0.00 50,751.40 3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.647 12,450.00 933.75 0.00 13,383.75 3135G04Q3 40415 003 FNMA 0.00 2,952,599.87 1,654,753.77 0.250 0.493 1,049.40 984.06 0.00 2,033.46 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.877 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.904 10,359.37 613.92 0.00 10,973.29 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.498 6,125.00 2,538.35 0.00 8,663.35 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.927 5,109.37 1,159.03 0.00 6,268.40 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.690 4,921.87 486.37 0.00 5,408.24 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.965 25,250.00 -1,158.33 0.00 24,091.67 3133EMZP0 40424 003 FFCB 0.00 1,245,450.00 643,254.40 0.140 0.395 228.47 405.79 0.00 634.26 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.967 16,774.70 -12,078.35 0.00 4,696.35 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.731 23,351.25 2,783.29 0.00 26,134.54 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.881 7,367.19 -5,020.76 0.00 2,346.43 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.689 14,380.00 -9,332.33 0.00 5,047.67 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.682 10,617.75 323.54 0.00 10,941.29 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.050 34,755.00 -94.10 0.00 34,660.90 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.366 66,978.75 -30,771.82 0.00 36,206.93 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.013 75,000.00 -48,710.11 0.00 26,289.89 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.206 6,212.50 1,217.65 0.00 7,430.15 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.354 103,908.75 -50,830.10 0.00 53,078.65 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.250 1.243 14,305.56 1,146.90 0.00 15,452.46 3134GXJH8 40469 003 FHLMC 4,225,000.00 4,176,243.50 4,176,243.50 0.220 0.913 2,323.75 7,181.81 0.00 9,505.56 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.499 60,000.00 31,487.90 0.00 91,487.90 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.186 89,745.00 -53,061.12 0.00 36,683.88 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.375 1.341 66,875.00 0.00 0.00 66,875.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.799 61,250.00 1,458.33 0.00 62,708.33 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.375 1.383 24,075.00 720.00 0.00 24,795.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.375 1.341 66,875.00 0.00 0.00 66,875.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 1.250 1.228 37,890.62 375.00 0.00 38,265.62 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.607 41,400.00 64.69 0.00 41,464.69 3133ENAL4 40480 003 FFCB 4,150,000.00 4,103,407.95 4,103,407.95 0.290 0.959 3,008.75 6,807.28 0.00 9,816.03 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.757 92,385.00 -37,134.90 0.00 55,250.10 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.203 82,567.50 568.13 0.00 83,135.63 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.816 52,012.50 -18,235.27 0.00 33,777.23 3134GW6E1 40490 003 FHLMC 20,000,000.00 19,520,000.00 19,520,000.00 0.320 1.841 16,000.00 73,594.55 0.00 89,594.55 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 2.652 5,937.50 625.00 0.00 6,562.50 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 2.500 2.582 28,750.00 805.00 0.00 29,555.00 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.376 7,238.12 1,908.38 0.00 9,146.50 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.379 727.50 153.24 0.00 880.74 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.455 10,325.00 3,841.70 0.00 14,166.70 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.200 1,162.50 6,790.66 0.00 7,953.16 3133ENAL4 40501 003 FFCB 1,170,000.00 1,139,135.40 1,139,135.40 0.290 2.045 848.25 4,960.38 0.00 5,808.63 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.454 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.577 3,231.25 10,922.33 0.00 14,153.58 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.576 2,679.69 7,658.31 0.00 10,338.00 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.579 3,250.00 8,794.29 0.00 12,044.29 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.580 2,137.50 6,888.34 0.00 9,025.84 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.579 26,235.00 79,054.13 0.00 105,289.13 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.569 1,443.75 3,543.26 0.00 4,987.01 3134GW6E1 40509 003 FHLMC 18,300,000.00 17,737,824.00 17,737,824.00 0.320 2.331 14,640.00 88,454.26 0.00 103,094.26 3133EL5J9 40510 003 FFCB 13,965,000.00 13,606,518.45 13,606,518.45 0.300 2.170 10,473.75 63,137.65 0.00 73,611.40 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.464 4,648.50 1,618.56 0.00 6,267.06 3130APWH4 40512 003 FHLB 2,000,000.00 1,951,980.00 1,951,980.00 0.750 2.271 3,750.00 7,300.33 0.00 11,050.33 3133ENGW4 40513 003 FFCB 1,859,000.00 1,808,137.76 1,808,137.76 0.660 2.337 3,067.35 7,467.54 0.00 10,534.89 3133EMYW6 40514 003 FFCB 1,347,000.00 1,304,057.64 1,304,057.64 0.230 2.277 774.52 6,629.18 0.00 7,403.70 3135G05P4 40515 003 FNMA 3,371,000.00 3,288,848.73 3,288,848.73 0.300 2.219 2,528.25 15,664.43 0.00 18,192.68 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.857 4,375.00 5,184.51 0.00 9,559.51 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.720 6,000.00 32,726.58 0.00 38,726.58 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.870 63,415.00 94,146.17 0.00 157,561.17 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.866 73,093.75 87,070.79 0.00 160,164.54 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.750 15,300.00 5,334.47 0.00 20,634.47 3130APXH3 40521 003 FHLB 9,120,000.00 8,864,184.00 8,864,184.00 0.800 2.637 18,240.00 40,040.76 0.00 58,280.76 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.098 4,200.00 20,980.65 0.00 25,180.65 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.259 162,500.00 0.00 0.00 162,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.274 154,500.00 7,869.63 0.00 162,369.63 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 3.250 3.103 77,361.11 0.00 0.00 77,361.11 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.660 182,500.00 0.00 0.00 182,500.00 3130APM44 40527 003 FHLB 3,565,000.00 3,449,208.80 3,449,208.80 0.500 2.637 4,456.25 18,218.90 0.00 22,675.15 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.138 31,250.00 42.59 0.00 31,292.59 3130ARR86 40529 003 FHLB 13,270,000.00 13,245,848.60 13,245,848.60 3.625 3.474 110,675.49 4,040.19 0.00 114,715.68 3130A0F70 40531 003 FHLB 10,215,000.00 10,346,364.90 10,346,364.90 3.375 2.533 86,189.06 -20,851.57 0.00 65,337.49 3130APQJ7 40532 003 FHLB 1,500,000.00 1,458,750.00 1,458,750.00 0.575 2.446 2,156.25 6,737.75 0.00 8,894.00 3130APWH4 40533 003 FHLB 6,000,000.00 5,843,952.00 5,843,952.00 0.750 2.525 11,250.00 25,535.13 0.00 36,785.13 3134G3X54 40536 003 FHLMC 0.00 2,630,942.10 1,590,129.84 2.000 2.181 8,051.39 596.75 0.00 8,648.14 3130AS3T46 40537 003 FHLB 0.00 9,303,139.00 4,191,524.16 2.125 2.176 22,519.40 214.93 0.00 22,734.33 459058JM6 40538 003 IBRD 5,580,000.00 5,394,470.58 5,394,470.58 0.250 2.563 3,487.50 30,978.94 0.00 34,466.44 3130AS2M0 40539 003 FHLB 3,835,000.00 3,835,000.00 3,835,000.00 2.650 2.657 25,406.88 0.00 0.00 25,406.88 3130AS3J6 40542 003 FHLB 2,700,000.00 2,699,460.00 2,699,460.00 2.500 2.521 16,875.00 90.00 0.00 16,965.00 3130AS4H9 40543 003 FHLB 0.00 4,885,000.00 2,952,472.53 2.250 2.281 16,792.19 0.00 0.00 16,792.19 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.862 27,225.00 -1,250.89 0.00 25,974.11 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.991 31,250.00 109,669.73 0.00 140,919.73 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.799 20,000.00 112,941.64 0.00 132,941.64 3130APWH4 40547 003 FHLB 20,000,000.00 19,475,000.00 19,475,000.00 0.750 2.581 37,500.00 87,825.28 0.00 125,325.28 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 3.250 3.426 58,093.75 2,808.93 0.00 60,902.68 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.561 44,850.00 1,121.74 0.00 45,971.74 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.285 101,093.75 4,448.67 0.00 105,542.42 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 3.015 62,335.00 4,287.48 0.00 66,622.48 037833DV9 40553 003 AAPL 0.00 9,861,950.00 4,334,923.08 0.750 2.305 8,333.33 16,582.58 0.00 24,915.91 31422XRQ7 40554 003 FAMC 10,779,000.00 10,390,632.63 10,390,632.63 0.690 3.189 18,593.77 64,016.60 0.00 82,610.37 3130ASD30 40555 003 FHLB 0.00 1,533,054.60 1,280,353.29 2.290 2.755 7,347.08 1,446.96 0.00 8,794.04 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.387 43,867.19 3,319.87 0.00 47,187.06 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.538 76,511.25 21,447.67 0.00 97,958.92 3134GXYT5 40558 003 FHLMC 7,250,000.00 7,202,657.50 7,202,657.50 2.900 3.366 52,562.50 7,890.42 0.00 60,452.92 3134GXYT5 40559 003 FHLMC 4,500,000.00 4,470,615.00 4,470,615.00 2.900 3.366 32,625.00 4,897.50 0.00 37,522.50 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.584 8,984.38 2,040.33 0.00 11,024.71 3133EMBQ4 40561 003 FFCB 1,025,000.00 985,312.00 985,312.00 0.270 3.375 691.88 7,599.83 0.00 8,291.71 3135G05U3 40562 003 FNMA 7,200,000.00 6,959,160.00 6,959,160.00 0.350 3.317 6,300.00 51,242.55 0.00 57,542.55 3135G05P4 40563 003 FNMA 5,000,000.00 4,836,400.00 4,836,400.00 0.300 3.304 3,750.00 36,088.24 0.00 39,838.24 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.652 48,937.50 15,561.71 0.00 64,499.21 CAMP 40566 003 CAMP 159,363,163.52 95,728,281.33 109,835,565.95 5.260 5.121 1,402,285.11 0.00 0.00 1,402,285.11 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.583 114,250.00 0.00 0.00 114,250.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.111 102,500.00 0.00 0.00 102,500.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.262 106,250.00 0.00 0.00 106,250.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.399 85,413.13 29,274.58 0.00 114,687.71 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.516 25,810.75 9,908.73 0.00 35,719.48 677522SQ8 40576 003 OHS 7,930,000.00 7,826,117.00 7,826,117.00 2.300 3.475 45,597.50 22,207.76 0.00 67,805.26 9128283Z1 40578 003 USTR 30,000,000.00 29,439,843.75 29,439,843.75 2.750 3.543 204,008.15 56,015.63 0.00 260,023.78 3136AR5S3 40579 003 FNMA 5,473,674.33 5,825,000.00 5,423,121.27 2.469 3.266 27,968.68 16,193.92 0.00 44,162.60 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.836 63,565.50 12,506.67 0.00 76,072.17 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.816 33,071.88 17,254.05 0.00 50,325.93 912828S35 40582 003 USTR 0.00 29,444,531.25 29,120,964.97 1.375 3.795 102,555.25 172,983.35 0.00 275,538.60 91282CCU3 40583 003 USTR 20,000,000.00 19,298,437.50 19,298,437.50 0.125 3.909 6,182.07 181,886.57 0.00 188,068.64 912828S35 40584 003 USTR 0.00 19,625,000.00 19,409,340.66 1.375 3.835 68,370.17 117,187.50 0.00 185,557.67 91282CAK7 40585 003 USTR 20,000,000.00 19,259,375.00 19,259,375.00 0.125 3.974 6,182.07 184,648.97 0.00 190,831.04 9128284Z0 40586 003 USTR 10,000,000.00 9,719,531.25 9,719,531.25 2.750 3.781 68,002.72 23,610.23 0.00 91,612.95 78015JEW3 40588 003 RY 0.00 25,000,000.00 24,725,274.73 4.530 4.593 283,125.00 0.00 0.00 283,125.00 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.070 118,437.50 -19,937.99 0.00 98,499.51 89115BVJ6 40590 003 TD 0.00 25,000,000.00 24,725,274.73 4.620 4.684 288,750.00 0.00 0.00 288,750.00 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.178 125,000.00 -19,285.71 0.00 105,714.29 91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.593 29,251.65 12,866.56 0.00 42,118.21 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.697 6,622.50 25,379.43 0.00 32,001.93 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.658 99,125.87 -6,473.61 0.00 92,652.26 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.060 40,218.75 41,664.81 0.00 81,883.56 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.774 61,125.00 46,709.02 0.00 107,834.02 89115BK66 40600 003 TORDNY 15,640,000.00 15,537,875.05 15,537,875.05 4.020 4.850 158,928.46 28,951.31 0.00 187,879.77 039483BL5 40601 003 ADM 9,215,000.00 8,517,148.05 8,517,148.05 2.500 4.849 57,593.75 45,380.55 0.00 102,974.30 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.613 61,875.00 -3,843.40 0.00 58,031.60 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.424 29,250.00 3,400.67 0.00 32,650.67 89233HTW4 40604 003 TMCC 0.00 48,333,805.56 47,802,664.84 4.510 4.730 0.00 563,750.00 0.00 563,750.00 3137FBTA4 40605 003 FHLMC 9,660,734.63 9,702,678.43 9,439,497.03 3.064 3.194 74,108.58 1,066.63 0.00 75,175.21 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.614 36,177.62 14,113.39 0.00 50,291.01 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.619 109,375.00 5,300.00 0.00 114,675.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.989 26,250.00 82,157.79 0.00 108,407.79 30329MAA0 40609 003 FHLMC 3,484,863.69 3,490,787.87 3,125,364.58 2.080 2.406 18,132.43 616.79 0.00 18,749.22 30329MAA0 40610 003 FHLMC 4,480,539.04 4,488,155.84 4,018,325.90 2.080 2.406 23,313.13 793.01 0.00 24,106.14 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 5.330 5.209 32,467.36 0.00 0.00 32,467.36 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 5.570 5.183 38,765.00 0.00 0.00 38,765.00 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.874 123,750.00 -1,945.02 0.00 121,804.98 3136AKQM8 40614 003 FNMA 4,438,372.49 4,467,939.38 4,335,249.46 3.056 3.218 33,984.66 801.54 0.00 34,786.20 3130ATUP0 40615 003 FHLB 5,000,000.00 4,991,450.00 4,991,450.00 4.750 4.943 59,375.00 2,143.46 0.00 61,518.46 45950VRK4 40616 003 IFC 5,000,000.00 5,000,000.00 5,000,000.00 5.000 5.014 62,500.00 0.00 0.00 62,500.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.186 75,000.00 48,578.04 0.00 123,578.04 3138L8UV4 40618 003 FNMA 12,174,317.39 12,239,395.42 11,766,669.01 2.920 3.116 89,031.20 2,379.42 0.00 91,410.62 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.759 35,875.39 17,531.53 0.00 53,406.92 13063D3A4 40620 003 CAS 5,000,000.00 5,224,500.00 5,224,500.00 5.700 4.357 71,250.00 -14,494.27 0.00 56,755.73 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.922 15,864.87 23,227.04 0.00 39,091.91 31422XR38 40622 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 4.920 4.934 123,000.00 0.00 0.00 123,000.00 13067WRC8 40623 003 CASPWR 3,155,000.00 2,816,941.75 2,816,941.75 0.790 4.887 6,231.12 28,093.48 0.00 34,324.60 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.355 69,597.00 18,613.49 0.00 88,210.49 9128285U0 40625 003 USTR 10,000,000.00 9,786,718.75 9,786,718.75 2.625 4.744 65,975.75 49,765.63 0.00 115,741.38 13063D3A4 40626 003 CAS 7,075,000.00 7,430,518.75 7,430,518.75 5.700 4.184 100,818.75 -23,304.21 0.00 77,514.54 3130AU4V3 40627 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 4.800 4.813 120,000.00 0.00 0.00 120,000.00 14913R3A3 40628 003 CAT 7,429,000.00 7,186,294.57 7,186,294.57 3.600 4.458 66,861.00 13,009.83 0.00 79,870.83 917542QV7 40629 003 UTS 5,931,258.67 5,839,739.35 5,839,739.35 3.539 4.221 52,476.81 8,972.48 0.00 61,449.29 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.678 27,446.12 21,184.91 0.00 48,631.03 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.569 31,250.00 21,840.13 0.00 53,090.13 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.522 34,375.00 19,868.43 0.00 54,243.43 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.402 40,625.00 11,930.24 0.00 52,555.24 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.379 51,875.00 2,244.74 0.00 54,119.74 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.891 49,174.41 0.00 0.00 49,174.41 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
91412HJN4 40636 003 UNVHGR 2,015,000.00 1,737,171.80 1,737,171.80 1.272 5.154 6,407.70 15,916.32 0.00 22,324.02 24422EWP0 40637 003 JD 10,000,000.00 9,995,300.00 9,995,300.00 4.800 4.831 120,000.00 391.67 0.00 120,391.67 3134GYDA7 40638 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.020 5.034 188,250.00 0.00 0.00 188,250.00 3135GADY4 40639 003 FNMA 50,000,000.00 50,000,000.00 50,000,000.00 5.000 5.014 625,000.00 0.00 0.00 625,000.00 69371RR65 40640 003 PCAR 10,000,000.00 9,108,000.00 9,108,000.00 2.000 4.610 50,000.00 54,686.65 0.00 104,686.65 62479MU35 40641 003 MUFGBK 25,000,000.00 24,411,541.67 24,411,541.67 4.870 5.057 0.00 307,756.94 0.00 307,756.94 89233HU36 40642 003 TMCC 25,000,000.00 24,410,118.06 24,410,118.06 4.910 5.098 0.00 310,284.72 0.00 310,284.72 3134GXR63 40643 003 FHLMC 10,000,000.00 9,867,760.00 9,867,760.00 4.050 4.630 101,250.00 12,647.82 0.00 113,897.82 313384HR3 40644 003 FHLB 50,000,000.00 48,946,527.78 48,946,527.78 4.790 0.00 584,548.61 0.00 584,548.61 313384HR3 40645 003 FHLB 50,000,000.00 48,937,416.50 48,937,416.50 4.832 0.00 589,604.25 0.00 589,604.25 313384HR3 40646 003 FHLB 10,000,000.00 9,787,483.33 9,787,483.33 4.832 0.00 117,920.83 0.00 117,920.83 3132XGRH1 40647 003 FHLMC 20,000,000.00 20,000,000.00 19,909,375.00 3.690 3.717 184,500.00 0.00 0.00 184,500.00 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.094 95,937.50 134,446.49 0.00 230,383.99 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.412 51,000.00 66,390.00 0.00 117,390.00 313384HC6 40650 003 FHLB 0.00 9,827,666.67 8,639,706.96 4.700 4.849 0.00 104,444.44 0.00 104,444.44 91412GU94 40651 003 UNVHGR 2,020,000.00 1,952,612.80 1,952,612.80 3.063 4.631 15,468.15 7,076.84 0.00 22,544.99 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.778 21,000.00 12,175.51 0.00 33,175.51 313384HR3 40653 003 FHLB 10,000,000.00 9,835,638.89 9,835,638.89 5.000 0.00 122,597.23 0.00 122,597.23 313384HR3 40654 003 FHLB 10,000,000.00 9,841,192.00 9,841,192.00 4.992 0.00 122,470.58 0.00 122,470.58 13063D3N6 40655 003 CAS 7,000,000.00 7,000,000.00 7,000,000.00 4.846 4.859 84,805.00 0.00 0.00 84,805.00 574193WE4 40656 003 MDS 16,360,000.00 16,360,000.00 16,360,000.00 4.000 4.011 163,600.00 0.00 0.00 163,600.00 313384LY3 40657 003 FHLB 15,000,000.00 14,639,791.67 14,639,791.67 4.750 4.934 0.00 180,104.16 0.00 180,104.16 313384KG3 40658 003 FHLB 20,000,000.00 19,646,083.33 19,646,083.33 4.650 4.800 0.00 235,083.33 0.00 235,083.33 313384LL1 40659 003 FHLB 20,000,000.00 19,578,716.67 19,578,716.67 4.710 4.878 0.00 238,116.66 0.00 238,116.66 931142ER0 40660 003 WMT 18,875,000.00 0.00 16,326,512.02 1.050 4.221 47,344.79 124,488.38 0.00 171,833.17 912797GF8 40661 003 USTR 13,000,000.00 0.00 11,390,314.77 4.735 4.877 0.00 138,498.79 0.00 138,498.79 459058JT1 40662 003 IBRD 5,000,000.00 0.00 3,907,252.75 0.850 4.227 9,326.39 31,846.52 0.00 41,172.91 912797GG6 40663 003 USTR 10,000,000.00 0.00 7,999,348.05 4.930 5.081 0.00 101,338.89 0.00 101,338.89 459058JT1 40664 003 IBRD 10,000,000.00 0.00 6,627,010.99 0.850 4.316 15,819.45 55,498.17 0.00 71,317.62 3137FBAJ5 40665 003 FHLMC 4,805,000.00 0.00 2,768,229.47 3.281 3.363 23,209.88 0.00 0.00 23,209.88 3132XGRH1 40666 003 FHLMC 10,000,000.00 0.00 5,770,484.20 3.690 3.705 53,300.00 0.00 0.00 53,300.00 3140HSZG9 40667 003 FNMA 3,919,407.12 0.00 2,247,686.22 3.440 3.493 19,486.16 86.96 0.00 19,573.12 91412GU94 40668 003 UNVHGR 13,815,000.00 0.00 6,519,933.08 3.063 4.256 50,543.33 18,631.06 0.00 69,174.39 64990FY57 40669 003 NYSPIT 2,000,000.00 0.00 915,683.52 3.059 4.353 7,307.61 2,629.02 0.00 9,936.63 448980AD4 40670 003 HALST 14,000,000.00 0.00 5,846,020.55 5.150 5.085 74,102.77 10.73 0.00 74,113.50 891941AD8 40671 003 TMCC 10,000,000.00 0.00 4,285,474.71 4.710 4.654 49,716.66 12.48 0.00 49,729.14 3132XFLR7 40672 003 FHLMC 6,700,000.00 0.00 2,689,272.32 4.250 4.247 28,475.00 0.00 0.00 28,475.00 3130APZK4 40673 003 FHLB 26,000,000.00 0.00 10,022,880.00 1.190 4.552 31,799.45 81,951.31 0.00 113,750.76 437927AC0 40674 003 HAROT 10,000,000.00 0.00 3,515,913.85 4.930 4.847 42,452.78 31.29 0.00 42,484.07 64990FX90 40675 003 NYSPIT 7,415,000.00 0.00 2,867,463.61 2.319 5.162 16,717.74 20,187.27 0.00 36,905.01 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2023 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
89238JAC9 40676 003 TMCC 13,315,000.00 0.00 4,195,654.60 0.710 2.385 7,878.04 17,065.21 0.00 24,943.25 3130AQ4B6 40677 003 FHLB 25,000,000.00 0.00 7,782,346.15 1.200 5.122 25,000.00 74,388.79 0.00 99,388.79 574193WF1 40678 003 MDS 4,180,000.00 0.00 1,327,572.13 4.050 4.211 13,637.25 301.49 0.00 13,938.74 3130ARCZ2 40679 003 FHLB 8,500,000.00 0.00 2,568,960.70 2.160 4.697 14,790.00 15,293.96 0.00 30,083.96 3134GXCS1 40680 003 FHLMC 8,375,000.00 0.00 2,434,520.28 0.625 4.631 4,216.58 23,889.87 0.00 28,106.45 419792G34 40681 003 HIS 2,530,000.00 0.00 648,251.06 1.535 4.543 2,804.79 4,538.20 0.00 7,342.99 64990FS96 40682 003 NYSPIT 7,075,000.00 0.00 1,572,321.57 2.657 4.832 11,487.84 7,454.77 0.00 18,942.61 30312XAE7 40683 003 FHLMC 5,158,161.78 0.00 435,981.58 2.250 2.373 2,579.08 0.00 0.00 2,579.08 419792F92 40684 003 HIS 7,975,000.00 0.00 1,539,960.23 1.033 4.990 4,347.93 14,809.65 0.00 19,157.58 912796YH6 40686 003 USTR 20,000,000.00 0.00 1,739,441.27 5.065 5.191 0.00 22,511.11 0.00 22,511.11 912796XQ7 40687 003 USTR 50,000,000.00 0.00 4,383,504.27 4.955 5.038 0.00 55,055.56 0.00 55,055.56 912797FY8 40688 003 USTR 20,000,000.00 0.00 1,752,173.38 4.970 5.056 0.00 22,088.89 0.00 22,088.89 912797GJ0 40689 003 USTR 30,000,000.00 0.00 2,612,722.34 5.020 5.138 0.00 33,466.67 0.00 33,466.67 912796CR8 40690 003 USTR 50,000,000.00 0.00 4,339,120.88 5.140 5.279 0.00 57,111.11 0.00 57,111.11 912797FB8 40691 003 USTR 20,000,000.00 0.00 1,728,446.40 5.170 5.332 0.00 22,977.78 0.00 22,977.78 Subtotal 2,927,546,615.55 2,680,290,027.52 2,773,583,408.71 2.858 13,494,688.94 6,266,492.80 44.36 19,761,226.10 Total 2,927,546,615.55 2,680,290,027.52 2,773,583,408.71 2.858 13,494,688.94 6,266,492.80 44.36 19,761,226.10 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:28 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 - June 30, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 15,006,746.08 5,000,000.00 5,632,634.02 3.260 2.469 139,074.86 0.00 0.00 139,074.86 VP6000104 36512 003 FEDRAT 0.00 252,407,740.81 33,995,337.95 4.920 1.793 609,544.81 0.00 0.00 609,544.81 CSJFA 37042 003 STPOOL 5,335,746.08 5,000,000.00 3,779,378.54 3.260 2.034 76,880.53 0.00 0.00 76,880.53 84247PHX2 37565 003 STNPWR 0.00 2,831,272.50 0.00 3.258 0.00 0.00 0.00 0.00 13063DDF2 37579 003 CAS 0.00 5,066,150.00 1,276,947.40 2.500 2.185 31,250.00 -3,354.08 0.00 27,895.92 13063DDF2 37588 003 CAS 0.00 5,019,950.00 1,265,302.47 2.500 2.388 31,250.00 -1,035.47 0.00 30,214.53 3130ACZS6 37589 003 FHLB 0.00 9,982,270.00 0.00 2.100 0.00 0.00 0.00 0.00 91412HBK8 37624 003 UNVHGR 0.00 4,000,000.00 3,484,931.51 3.297 3.301 115,028.67 0.00 0.00 115,028.67 13067WPE6 37625 003 CASPWR 0.00 983,530.00 412,274.22 2.518 2.915 10,491.67 1,525.00 0.00 12,016.67 4581X0CZ9 37634 003 IADB 0.00 19,089,200.00 3,922,438.36 1.750 2.923 70,972.22 43,684.89 0.00 114,657.11 544351MN6 37638 003 LOS 0.00 4,816,203.75 818,094.88 2.900 2.839 23,272.50 -48.51 0.00 23,223.99 13063DGN2 40008 003 CAS 5,000,000.00 5,075,550.00 5,075,550.00 3.400 3.044 170,000.00 -15,515.11 0.00 154,484.89 3133EJD48 40013 003 FFCB 25,000,000.00 24,915,000.00 24,915,000.00 3.050 3.129 762,500.00 17,142.86 0.00 779,642.86 544351MN6 40036 003 LOS 0.00 4,009,560.00 681,075.95 2.900 2.775 19,333.33 -434.55 0.00 18,898.78 3133EJ5W5 40049 003 FFCB 20,000,000.00 19,980,880.00 19,980,880.00 2.650 2.673 530,000.00 4,025.27 0.00 534,025.27 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.537 125,000.00 1,630.00 0.00 126,630.00 3137AWQH1 40115 003 FHLMC 0.00 6,630,149.78 459,602.37 2.307 -0.100 471.58 -780.98 -151.87 -461.27 3137AWQH1 40121 003 FHLMC 0.00 4,794,219.60 332,335.58 2.307 -0.101 341.00 -567.06 -110.27 -336.33 459058GX5 40126 003 IBRD 0.00 9,989,600.00 9,661,174.79 1.875 1.902 181,250.00 2,513.33 0.00 183,763.33 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.833 175,000.00 7,605.35 0.00 182,605.35 3137B4WB8 40148 003 FHLMC 225,888.22 4,250,000.00 3,965,978.31 3.060 -0.605 109,305.55 -133,298.70 0.00 -23,993.15 70922PAK8 40152 003 PASTRN 1,750,000.00 1,837,920.00 1,837,920.00 2.929 1.676 51,257.50 -20,459.73 0.00 30,797.77 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.770 36,380.00 -17,225.72 0.00 19,154.28 649902ZM8 40156 003 NYSHGR 0.00 2,972,376.00 2,092,878.44 5.092 2.070 97,002.60 -53,672.23 0.00 43,330.37 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.551 45,000.00 1,410.79 0.00 46,410.79 43815NAC8 40158 003 HAROT 0.00 956,402.55 181,408.02 1.780 1.768 3,205.11 0.37 1.87 3,207.35 037833DL1 40164 003 AAPL 0.00 999,830.00 197,226.74 1.700 1.682 3,305.56 11.02 0.00 3,316.58 037833DL1 40166 003 AAPL 0.00 4,991,750.00 984,673.97 1.700 1.733 16,527.78 534.72 0.00 17,062.50 3137B36J2 40167 003 FHLMC 0.00 4,784,238.00 2,621,862.45 3.320 -5.258 65,461.10 -203,330.11 0.00 -137,869.01 3138LC5B7 40169 003 FNMA 0.00 1,000,000.00 581,171.23 2.710 -1.083 13,549.98 -19,843.75 0.00 -6,293.77 3140HUNV4 40171 003 FNMA 4,821,914.40 4,916,499.95 4,956,593.57 2.420 2.343 117,749.86 -1,640.47 0.00 116,109.39 30298LAA9 40173 003 FHLMC 4,364,864.59 5,082,925.90 4,920,379.84 1.990 1.971 96,957.15 0.00 0.00 96,957.15 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.857 9,285.00 0.00 0.00 9,285.00 30314KAS2 40180 003 FHLMC 1,173,790.07 1,607,163.38 1,326,734.65 2.090 1.878 26,982.45 -2,061.12 0.00 24,921.33 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.662 162,500.00 3,413.27 0.00 165,913.27 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.997 100,500.00 -605.82 0.00 99,894.18 89233MAD5 40186 003 TMCC 0.00 1,010,534.48 327,225.38 1.920 1.916 6,242.60 5.64 21.32 6,269.56 3138ELJW4 40189 003 FNMA 0.00 2,009,566.12 1,002,426.88 2.791 -2.804 23,546.58 -51,652.13 0.00 -28,105.55 43813VAC2 40190 003 HAROT 0.00 3,231,722.88 1,202,883.14 1.830 1.820 21,672.16 51.49 163.52 21,887.17 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.707 318,750.00 -58,467.29 0.00 260,282.71 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.692 187,000.00 -816.03 0.00 186,183.97 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.344 185,153.28 0.00 0.00 185,153.28 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.216 166,880.04 0.00 0.00 166,880.04 3138L4EN9 40206 003 FNMA -0.03 21,921,140.50 21,711,480.28 2.610 0.169 516,251.98 -479,524.95 0.00 36,727.03 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.875 143,000.00 -45,672.00 0.00 97,328.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.647 27,099.96 0.00 0.00 27,099.96 46625HJE1 40213 003 JPM 0.00 2,119,372.00 487,745.88 3.250 1.898 15,175.69 -5,919.36 0.00 9,256.33 30295NAE0 40214 003 FHLMC 252,813.69 259,680.56 256,783.42 2.050 2.040 5,247.97 -8.58 0.00 5,239.39 3136ACGJ4 40221 003 FNMA 0.00 1,120,518.26 270,297.05 2.509 -4.127 4,778.10 -15,932.37 0.00 -11,154.27 46625HJH4 40223 003 JPM 0.00 10,405,200.00 5,929,538.63 3.200 1.760 181,333.33 -76,965.36 0.00 104,367.97 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.896 103,599.96 0.00 0.00 103,599.96 30298LAA9 40231 003 FHLMC 512,871.62 597,243.82 585,371.47 1.990 1.766 11,392.46 -1,054.66 0.00 10,337.80 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.970 9,700.00 0.00 0.00 9,700.00 254687FJ0 40237 003 DIS 0.00 1,405,490.68 238,740.88 1.650 1.812 3,883.00 441.81 0.00 4,324.81 69371RQ33 40238 003 PCAR 0.00 986,760.00 235,200.33 2.000 2.542 4,722.22 1,256.03 0.00 5,978.25 06406RAE7 40242 003 BK 0.00 10,763,199.97 6,251,502.45 2.950 1.792 178,012.18 -65,997.61 0.00 112,014.57 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.747 168,750.00 -74,899.32 0.00 93,850.68 60412AKS1 40245 003 MNS 0.00 3,579,380.00 902,199.89 2.020 1.065 17,675.00 -8,063.43 0.00 9,611.57 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.705 18,750.00 2,322.00 0.00 21,072.00 89239RAC0 40252 003 TMCC 102,526.00 862,680.63 453,343.99 1.360 1.375 6,151.81 21.06 58.88 6,231.75 44891LAC7 40253 003 HART 170,363.33 852,352.94 491,469.91 1.410 1.426 6,917.70 25.15 66.57 7,009.42 76913CAX7 40255 003 RIV 0.00 1,655,000.00 1,038,342.47 2.363 2.344 24,333.66 0.00 0.00 24,333.66 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.667 106,680.00 0.00 0.00 106,680.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.721 70,000.00 2,000.00 0.00 72,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.554 35,231.00 2,678.45 0.00 37,909.45 037833DV9 40263 003 AAPL 0.00 6,793,097.40 5,843,924.89 0.750 0.760 43,884.37 546.12 0.00 44,430.49 882722VK4 40264 003 TXS 0.00 3,705,815.75 2,781,900.04 3.823 0.917 98,203.32 -72,694.39 0.00 25,508.93 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.700 70,000.00 0.00 0.00 70,000.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.559 276,999.96 0.00 0.00 276,999.96 69371RN77 40267 003 PCAR 0.00 2,970,699.68 325,556.13 2.300 1.123 7,218.36 -3,561.69 0.00 3,656.67 459058GU1 40269 003 IBRD 0.00 16,606,400.00 0.00 2.125 0.00 0.00 0.00 0.00 43813DAC2 40270 003 HAROT 177,863.39 1,182,593.86 644,114.96 0.820 0.825 5,270.42 12.23 30.15 5,312.80 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3135G04Q3 40271 003 FNMA 0.00 9,969,900.00 8,877,308.22 0.250 0.352 22,291.67 8,946.39 0.00 31,238.06 3136AL7K1 40272 003 FNMA 2,466,611.07 2,909,733.51 2,850,985.68 2.967 1.429 77,248.23 -36,513.29 0.00 40,734.94 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.750 300,000.00 0.00 0.00 300,000.00 931142DH3 40274 003 WMT 0.00 27,403,406.46 21,322,102.56 2.550 0.654 516,023.67 -376,615.35 0.00 139,408.32 69371RQ82 40275 003 PCAR 0.00 1,997,220.00 1,871,367.78 0.800 0.847 14,977.78 867.46 0.00 15,845.24 3137B04Y7 40276 003 FHLMC 0.00 5,450,000.00 3,263,952.74 2.615 -6.588 62,568.81 -277,609.38 0.00 -215,040.57 923078CT4 40277 003 VNTCTF 1,000,000.00 1,000,000.00 1,000,000.00 1.048 1.048 10,480.00 0.00 0.00 10,480.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.223 11,007.00 0.00 0.00 11,007.00 24422EVG1 40279 003 JD 0.00 7,508,925.00 82,289.59 0.550 0.499 458.33 -47.79 0.00 410.54 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.850 255,000.00 0.00 0.00 255,000.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.580 58,000.00 0.00 0.00 58,000.00 3133ELG81 40283 003 FFCB 0.00 9,999,100.00 9,369,019.73 0.300 0.303 28,083.33 281.88 0.00 28,365.21 459058GU1 40287 003 IBRD 0.00 7,779,030.00 0.00 2.125 0.00 0.00 0.00 0.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.543 50,000.00 4,144.61 0.00 54,144.61 3136AGMB5 40289 003 FNMA 0.00 986,157.33 441,265.49 2.492 -7.796 8,860.90 -43,259.91 0.00 -34,399.01 3130AJS26 40291 003 FHLB 0.00 25,000,000.00 958,904.11 0.220 0.223 2,138.89 0.00 0.00 2,138.89 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.833 8,330.00 0.00 0.00 8,330.00 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.833 5,414.50 0.00 0.00 5,414.50 30315EAA4 40295 003 FHLMC 3,132,363.23 3,418,905.27 3,238,062.90 0.830 0.778 26,584.23 -1,401.48 0.00 25,182.75 89237VAB5 40296 003 TMCC 603,136.27 3,355,908.93 1,886,982.52 0.440 0.446 8,285.75 34.36 91.69 8,411.80 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.635 33,000.00 -1,222.71 0.00 31,777.29 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.500 25,500.00 -488.85 0.00 25,011.15 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.501 12,500.00 25.20 0.00 12,525.20 30288WAK5 40300 003 FHLMC 0.00 262,572.65 196,097.69 2.190 -1.847 3,803.28 -7,425.88 0.00 -3,622.60 46625HRL6 40303 003 JPM 0.00 5,284,400.00 4,647,376.44 2.700 0.594 118,875.00 -91,249.80 0.00 27,625.20 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.520 75,998.00 0.00 0.00 75,998.00 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.420 18,249.00 0.00 0.00 18,249.00 46625HJH4 40308 003 JPM 0.00 2,587,738.80 1,474,656.63 3.200 0.443 44,118.40 -37,579.42 0.00 6,538.98 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.437 18,750.00 3,013.35 0.00 21,763.35 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.550 55,000.00 0.00 0.00 55,000.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.840 33,600.00 0.00 0.00 33,600.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.413 19,500.00 1,150.12 0.00 20,650.12 3138L9QS4 40314 003 FNMA 0.00 2,500,000.00 399,432.79 2.810 -36.283 5,854.17 -150,781.25 0.00 -144,927.08 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.490 121,844.00 -101,941.41 0.00 19,902.59 3137EAEY1 40316 003 FHLMC 4,000,000.00 3,985,080.00 3,985,080.00 0.125 0.250 5,000.00 4,973.33 0.00 9,973.33 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.789 42,600.00 -3,027.09 0.00 39,572.91 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.804 88,500.00 -7,824.35 0.00 80,675.65 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.507 80,000.00 -70,147.75 0.00 9,852.25 06406RAJ6 40320 003 BK 3,868,000.00 4,193,530.88 4,193,530.88 3.450 0.382 133,446.00 -117,425.97 0.00 16,020.03 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.352 34,000.00 1,189.81 0.00 35,189.81 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.695 6,950.00 0.00 0.00 6,950.00 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.765 10,595.26 0.00 0.00 10,595.26 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.632 19,558.46 -5,414.32 0.00 14,144.14 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.602 31,434.80 -9,736.93 0.00 21,697.87 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.607 88,300.00 -26,869.73 0.00 61,430.27 3136AY6S7 40327 003 FNMA 2,522,029.76 3,567,819.46 3,252,493.86 2.624 -0.015 77,599.21 -78,099.58 0.00 -500.37 3137BGK24 40328 003 FHLMC 4,500,000.00 4,500,000.00 4,937,850.00 3.062 2.790 137,790.00 0.00 0.00 137,790.00 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.429 37,500.00 5,305.49 0.00 42,805.49 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 50,000.00 0.00 0.00 50,000.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.550 82,500.00 0.00 0.00 82,500.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.319 36,337.50 -8,913.60 0.00 27,423.90 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.416 50,000.00 -8,207.01 0.00 41,792.99 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.496 48,000.00 1,600.00 0.00 49,600.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.399 150,000.00 -69,148.80 0.00 80,851.20 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.508 50,000.00 758.77 0.00 50,758.77 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.497 48,000.00 1,678.00 0.00 49,678.00 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.514 50,000.00 1,382.05 0.00 51,382.05 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.339 119,125.00 -101,616.21 0.00 17,508.79 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 50,000.00 0.00 0.00 50,000.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.524 37,500.00 14,536.51 0.00 52,036.51 30318CAA5 40342 003 FHLMC 3,732,418.83 4,175,668.25 3,937,484.24 0.670 0.606 26,051.61 -2,173.70 0.00 23,877.91 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.504 61,810.00 -25,978.88 0.00 35,831.12 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.300 150,000.00 -118,666.66 0.00 31,333.34 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.508 45,000.00 5,620.00 0.00 50,620.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.435 581,250.00 -509,415.00 0.00 71,835.00 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.389 24,500.00 2,706.66 0.00 27,206.66 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.500 50,000.00 0.00 0.00 50,000.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.512 50,000.00 1,200.00 0.00 51,200.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.600 30,000.00 0.00 0.00 30,000.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.600 30,000.00 0.00 0.00 30,000.00 3137FQ3W1 40356 003 FHLMC 4,583,176.29 4,950,000.00 5,127,328.50 2.588 1.867 122,892.91 -27,144.95 0.00 95,747.96 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.650 65,000.00 0.00 0.00 65,000.00 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.800 80,000.00 0.00 0.00 80,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.610 75,000.00 -13,709.52 0.00 61,290.48 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.000 100,000.00 0.00 0.00 100,000.00 COVID RELIEF 40363 003 STPOOL 0.00 75,000,000.00 18,781,484.60 2.550 1.354 254,384.24 0.00 0.00 254,384.24 06367CKK2 40391 003 BMO 0.00 25,000,000.00 0.00 0.160 0.00 0.00 0.00 0.00 06367CL39 40392 003 BMO 0.00 25,000,000.00 0.00 0.160 0.00 0.00 0.00 0.00 45950KCS7 40408 003 IFC 0.00 24,768,711.53 17,779,184.71 0.500 0.356 88,926.93 -25,584.44 0.00 63,342.49 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.015 200,000.00 3,005.57 0.00 203,005.57 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130APWP6 40410 003 FHLB 8,300,000.00 8,292,530.00 8,292,530.00 0.600 0.646 49,800.00 3,735.00 0.00 53,535.00 3130ADRG9 40411 003 FHLB 0.00 1,081,675.88 746,800.88 2.750 0.413 19,971.87 -16,889.28 0.00 3,082.59 3133ENBT6 40412 003 FFCB 0.00 1,822,098.25 1,038,346.40 0.180 0.314 1,861.50 1,402.74 0.00 3,264.24 3135G0T94 40414 003 FNMA 0.00 2,763,871.20 1,529,594.47 2.375 0.318 35,268.75 -30,400.23 0.00 4,868.52 3135G04Q3 40415 003 FNMA 0.00 2,952,599.87 2,629,027.28 0.250 0.487 6,605.02 6,193.77 0.00 12,798.79 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.875 16,625.00 0.00 0.00 16,625.00 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.902 41,437.50 2,455.69 0.00 43,893.19 45950VLH7 40419 003 IFC 0.00 3,222,800.24 1,015,402.82 2.000 0.251 19,919.39 -17,368.60 0.00 2,550.79 3135G05U3 40420 003 FNMA 7,000,000.00 6,982,570.00 6,982,570.00 0.350 0.496 24,500.00 10,153.40 0.00 34,653.40 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.925 20,437.50 4,636.11 0.00 25,073.61 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.688 19,687.50 1,945.47 0.00 21,632.97 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.962 101,000.00 -4,633.33 0.00 96,366.67 3133EMZP0 40424 003 FFCB 0.00 1,245,450.00 1,095,313.56 0.140 0.391 1,540.97 2,736.91 0.00 4,277.88 91282CAG6 40426 003 USTR 0.00 19,993,276.00 3,341,342.02 0.125 0.169 4,144.02 1,507.96 0.00 5,651.98 594918BH6 40431 003 MSFT 0.00 5,677,092.00 995,435.31 2.650 -1.081 25,466.50 -18,408.88 -17,815.05 -10,757.43 594918AW4 40432 003 MSFT 1,851,000.00 1,948,566.21 1,948,566.21 3.625 0.964 67,098.76 -48,313.40 0.00 18,785.36 3133EMGX4 40433 003 FFCB 0.00 19,961,764.00 7,930,015.84 0.125 0.322 9,861.11 15,692.23 0.00 25,553.34 931142DU4 40434 003 WMT 0.00 5,094,800.00 2,331,045.48 2.350 0.479 53,527.78 -42,362.94 0.00 11,164.84 3130APQU2 40435 003 FHLB 14,370,000.00 14,348,445.00 14,348,445.00 0.650 0.729 93,405.00 11,133.14 0.00 104,538.14 3133ENAQ3 40437 003 FFCB 0.00 20,320,899.50 5,790,064.52 0.070 0.242 4,036.08 9,960.57 0.00 13,996.65 742718EU9 40438 003 PG 0.00 10,153,229.94 1,140,499.80 2.150 0.201 23,951.00 -21,656.16 0.00 2,294.84 3130AKDH6 40440 003 FHLB 0.00 5,294,382.00 1,624,577.49 0.125 0.249 2,024.31 2,019.54 0.00 4,043.85 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.879 29,468.76 -20,083.04 0.00 9,385.72 594918BQ6 40443 003 MSFT 2,876,000.00 2,936,971.20 2,936,971.20 2.000 0.687 57,520.00 -37,329.31 0.00 20,190.69 931142DU4 40444 003 WMT 0.00 10,184,200.00 4,659,620.27 2.350 0.471 107,055.56 -85,095.21 0.00 21,960.35 3133ENGW4 40445 003 FFCB 6,435,000.00 6,432,426.00 6,432,426.00 0.660 0.680 42,471.00 1,294.19 0.00 43,765.19 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.047 139,020.00 -376.41 0.00 138,643.59 89236THD0 40447 003 TMCC 0.00 5,863,574.60 337,356.35 0.450 0.351 1,538.25 -354.09 0.00 1,184.16 89236TEL5 40448 003 TMCC 0.00 15,332,765.94 8,149,470.12 2.700 0.605 213,792.75 -164,450.21 0.00 49,342.54 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.362 267,915.00 -123,087.26 0.00 144,827.74 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.010 300,000.00 -194,840.43 0.00 105,159.57 459056LD7 40460 003 IBRD 0.00 2,147,432.00 1,188,441.82 7.625 0.455 83,875.00 -78,471.87 0.00 5,403.13 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.202 24,850.00 4,870.60 0.00 29,720.60 037833DE7 40462 003 AAPL 0.00 15,537,963.79 8,343,673.71 2.400 0.604 195,404.80 -145,047.35 0.00 50,357.45 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.350 415,635.00 -203,320.42 0.00 212,314.58 037833BU3 40464 003 AAPL 0.00 3,118,625.16 2,024,970.31 2.850 0.836 56,055.07 -39,131.74 0.00 16,923.33 3130AJY52 40466 003 FHLB 0.00 9,988,752.10 1,149,390.65 0.125 0.317 1,423.61 2,217.13 0.00 3,640.74 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.250 1.052 47,847.23 4,587.59 0.00 52,434.82 3133ENLB4 40468 003 FFCB 0.00 19,988,000.00 11,007,090.41 0.460 0.517 50,344.44 6,566.67 0.00 56,911.11 3134GXJH8 40469 003 FHLMC 4,225,000.00 4,176,243.50 4,176,243.50 0.220 0.910 9,295.00 28,727.24 0.00 38,022.24 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.495 240,000.00 125,951.58 0.00 365,951.58 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.183 358,980.00 -212,244.50 0.00 146,735.50 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.375 1.150 230,000.00 0.00 0.00 230,000.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.192 160,883.34 5,833.33 0.00 166,716.67 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.375 1.192 82,800.00 2,880.00 0.00 85,680.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.375 1.150 230,000.00 0.00 0.00 230,000.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 1.250 1.037 128,125.00 1,500.00 0.00 129,625.00 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.603 165,600.00 258.75 0.00 165,858.75 3133ENAL4 40480 003 FFCB 4,150,000.00 4,103,407.95 4,103,407.95 0.290 0.957 12,035.00 27,229.12 0.00 39,264.12 037833BU3 40482 003 AAPL 0.00 2,371,857.60 1,540,082.88 2.850 1.322 42,904.53 -22,544.62 0.00 20,359.91 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.752 369,540.00 -148,539.58 0.00 221,000.42 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.197 330,270.00 2,272.50 0.00 332,542.50 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.811 208,050.00 -72,941.08 0.00 135,108.92 313380GJ0 40489 003 FHLB 0.00 10,068,160.00 1,930,880.00 2.000 0.719 37,777.78 -23,891.13 0.00 13,886.65 3134GW6E1 40490 003 FHLMC 20,000,000.00 19,520,000.00 19,520,000.00 0.320 1.836 64,000.00 294,378.20 0.00 358,378.20 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 1.909 16,444.45 2,500.00 0.00 18,944.45 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 2.500 1.832 80,883.33 3,220.00 0.00 84,103.33 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.370 28,952.50 7,633.53 0.00 36,586.03 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.372 2,910.00 612.94 0.00 3,522.94 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.448 41,300.00 15,366.81 0.00 56,666.81 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.194 4,650.00 27,162.65 0.00 31,812.65 3133ENAL4 40501 003 FFCB 1,170,000.00 1,139,135.40 1,139,135.40 0.290 2.040 3,393.01 19,841.53 0.00 23,234.54 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.447 124,000.00 342,681.68 0.00 466,681.68 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.570 12,925.00 43,689.31 0.00 56,614.31 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.569 10,718.76 30,633.23 0.00 41,351.99 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.572 13,000.00 35,177.15 0.00 48,177.15 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.573 8,550.00 27,553.35 0.00 36,103.35 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.572 104,940.00 316,216.53 0.00 421,156.53 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.562 5,775.00 14,173.05 0.00 19,948.05 3134GW6E1 40509 003 FHLMC 18,300,000.00 17,737,824.00 17,737,824.00 0.320 2.325 58,560.00 353,817.06 0.00 412,377.06 3133EL5J9 40510 003 FFCB 13,965,000.00 13,606,518.45 13,606,518.45 0.300 2.164 41,895.00 252,550.60 0.00 294,445.60 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.457 18,594.00 6,474.24 0.00 25,068.24 3130APWH4 40512 003 FHLB 2,000,000.00 1,951,980.00 1,951,980.00 0.750 2.264 15,000.00 29,201.35 0.00 44,201.35 3133ENGW4 40513 003 FFCB 1,859,000.00 1,808,137.76 1,808,137.76 0.660 2.331 12,269.40 29,870.16 0.00 42,139.56 3133EMYW6 40514 003 FFCB 1,347,000.00 1,304,057.64 1,304,057.64 0.230 2.271 3,098.10 26,516.72 0.00 29,614.82 3135G05P4 40515 003 FNMA 3,371,000.00 3,288,848.73 3,288,848.73 0.300 2.213 10,113.00 62,657.75 0.00 72,770.75 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.849 17,500.00 20,738.07 0.00 38,238.07 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.713 24,000.00 130,906.30 0.00 154,906.30 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.862 253,660.00 376,584.68 0.00 630,244.68 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.858 292,375.00 348,283.15 0.00 640,658.15 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.743 61,200.00 21,337.88 0.00 82,537.88 3130APXH3 40521 003 FHLB 9,120,000.00 8,864,184.00 8,864,184.00 0.800 2.630 72,960.00 160,163.06 0.00 233,123.06 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.090 16,800.00 83,922.60 0.00 100,722.60 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.250 650,000.00 0.00 0.00 650,000.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.265 618,000.00 31,478.53 0.00 649,478.53 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 3.250 2.754 275,416.66 0.00 0.00 275,416.66 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.650 730,000.00 0.00 0.00 730,000.00 3130APM44 40527 003 FHLB 3,565,000.00 3,449,208.80 3,449,208.80 0.500 2.630 17,825.00 72,875.58 0.00 90,700.58 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.130 125,000.00 170.35 0.00 125,170.35 3130ARR86 40529 003 FHLB 13,270,000.00 13,245,848.60 13,245,848.60 3.625 2.607 329,169.72 16,160.78 0.00 345,330.50 3133EMSE3 40530 003 FFCB 0.00 4,845,209.60 3,225,714.88 0.110 1.928 3,605.07 58,585.16 0.00 62,190.23 3130A0F70 40531 003 FHLB 10,215,000.00 10,346,364.90 10,346,364.90 3.375 2.526 344,756.26 -83,406.28 0.00 261,349.98 3130APQJ7 40532 003 FHLB 1,500,000.00 1,458,750.00 1,458,750.00 0.575 2.439 8,625.00 26,951.00 0.00 35,576.00 3130APWH4 40533 003 FHLB 6,000,000.00 5,843,952.00 5,843,952.00 0.750 2.518 45,000.00 102,140.51 0.00 147,140.51 3133ELSP0 40534 003 FFCB 0.00 14,653,480.00 10,237,362.74 0.750 1.957 77,700.00 122,667.91 0.00 200,367.91 3133EMST0 40535 003 FFCB 0.00 1,507,123.29 1,040,534.44 0.140 1.979 1,481.55 19,115.10 0.00 20,596.65 3134G3X54 40536 003 FHLMC 0.00 2,630,942.10 2,371,451.92 2.000 2.155 47,576.39 3,526.25 0.00 51,102.64 3130AS3T46 40537 003 FHLB 0.00 9,303,139.00 8,028,736.40 2.125 2.148 170,817.84 1,630.34 0.00 172,448.18 459058JM6 40538 003 IBRD 5,580,000.00 5,394,470.58 5,394,470.58 0.250 2.556 13,950.00 123,915.75 0.00 137,865.75 3130AS2M0 40539 003 FHLB 3,835,000.00 3,835,000.00 3,835,000.00 2.650 2.650 101,627.50 0.00 0.00 101,627.50 313380GJ0 40541 003 FHLB 0.00 10,019,100.00 1,921,471.23 2.000 1.322 37,777.78 -12,369.52 0.00 25,408.26 3130AS3J6 40542 003 FHLB 2,700,000.00 2,699,460.00 2,699,460.00 2.500 2.514 67,500.00 360.00 0.00 67,860.00 3130AS4H9 40543 003 FHLB 0.00 4,885,000.00 4,403,191.78 2.250 2.254 99,226.56 0.00 0.00 99,226.56 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.854 108,900.00 -5,003.59 0.00 103,896.41 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.982 125,000.00 438,678.93 0.00 563,678.93 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.791 80,000.00 451,766.58 0.00 531,766.58 3130APWH4 40547 003 FHLB 20,000,000.00 19,475,000.00 19,475,000.00 0.750 2.574 150,000.00 351,301.11 0.00 501,301.11 3130ASB65 40548 003 FHLB 0.00 10,999,725.00 7,142,287.19 1.880 1.869 133,271.11 239.85 0.00 133,510.96 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 3.250 2.621 175,621.88 11,235.71 0.00 186,857.59 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.552 179,400.00 4,486.96 0.00 183,886.96 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.276 404,375.00 17,794.65 0.00 422,169.65 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 3.006 249,340.00 17,149.91 0.00 266,489.91 037833DV9 40553 003 AAPL 0.00 9,861,950.00 8,483,978.90 0.750 2.276 64,583.33 128,515.02 0.00 193,098.35 31422XRQ7 40554 003 FAMC 10,779,000.00 10,390,632.63 10,390,632.63 0.690 3.180 74,375.10 256,066.40 0.00 330,441.50 3130ASD30 40555 003 FHLB 0.00 1,533,054.60 1,470,052.36 2.290 2.752 33,796.58 6,656.01 0.00 40,452.59 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.377 175,468.76 13,279.48 0.00 188,748.24 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.528 306,045.00 85,790.67 0.00 391,835.67 3134GXYT5 40558 003 FHLMC 7,250,000.00 7,202,657.50 7,202,657.50 2.900 3.357 210,250.00 31,561.67 0.00 241,811.67 3134GXYT5 40559 003 FHLMC 4,500,000.00 4,470,615.00 4,470,615.00 2.900 3.357 130,500.00 19,590.00 0.00 150,090.00 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.575 35,937.50 8,161.33 0.00 44,098.83 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133EMBQ4 40561 003 FFCB 1,025,000.00 985,312.00 985,312.00 0.270 3.366 2,767.50 30,399.32 0.00 33,166.82 3135G05U3 40562 003 FNMA 7,200,000.00 6,959,160.00 6,959,160.00 0.350 3.307 25,200.00 204,970.21 0.00 230,170.21 3135G05P4 40563 003 FNMA 5,000,000.00 4,836,400.00 4,836,400.00 0.300 3.295 15,000.00 144,352.94 0.00 159,352.94 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.642 195,750.00 62,246.86 0.00 257,996.86 3134GXKH6 40565 003 FHLMC 0.00 4,921,950.00 2,831,806.85 0.125 2.684 3,576.39 72,424.77 0.00 76,001.16 CAMP 40566 003 CAMP 159,363,163.52 269,000,000.00 133,941,213.23 5.260 3.627 4,858,347.67 0.00 0.00 4,858,347.67 03785EHB3 40567 003 AAPL 0.00 0.00 1,231,191.78 1.640 1.665 0.00 20,500.00 0.00 20,500.00 912796T58 40568 003 USTR 0.00 0.00 2,597,904.41 1.760 1.788 0.00 46,444.44 0.00 46,444.44 48133DP95 40569 003 JPM 10,000,000.00 0.00 9,260,273.97 4.570 4.565 422,725.00 0.00 0.00 422,725.00 48133DQ45 40570 003 JPM 10,000,000.00 0.00 9,260,273.97 4.100 4.095 379,250.00 0.00 0.00 379,250.00 48133DQ52 40571 003 JPM 10,000,000.00 0.00 9,260,273.97 4.250 4.245 393,125.00 0.00 0.00 393,125.00 912796U56 40572 003 USTR 0.00 0.00 3,414,859.21 2.060 2.095 0.00 71,527.78 0.00 71,527.78 89233HK78 40573 003 TMCC 0.00 0.00 8,184,931.51 2.500 2.545 0.00 208,333.33 0.00 208,333.33 478160BY9 40574 003 JNJ 13,945,000.00 0.00 11,493,954.21 2.450 3.393 290,404.63 99,533.59 0.00 389,938.22 478160BY9 40575 003 JNJ 4,214,000.00 0.00 3,449,563.66 2.450 3.509 87,469.76 33,579.58 0.00 121,049.34 677522SQ8 40576 003 OHS 7,930,000.00 0.00 6,539,632.01 2.300 3.468 152,498.30 74,272.64 0.00 226,770.94 912796T33 40577 003 USTR 0.00 0.00 14,078,931.12 3.218 3.314 0.00 466,610.00 0.00 466,610.00 9128283Z1 40578 003 USTR 30,000,000.00 0.00 24,358,446.06 2.750 3.570 683,689.27 185,898.01 0.00 869,587.28 3136AR5S3 40579 003 FNMA 5,473,674.33 0.00 4,411,948.83 2.469 2.493 93,809.12 16,193.92 0.00 110,003.04 194162AN3 40580 003 CL 8,202,000.00 0.00 6,429,546.68 3.100 3.839 206,234.73 40,577.18 0.00 246,811.91 13063DRD2 40581 003 CAS 5,570,000.00 0.00 4,275,251.21 2.375 3.819 107,299.87 55,979.80 0.00 163,279.67 912828S35 40582 003 USTR 0.00 0.00 23,313,615.15 1.375 3.787 327,309.78 555,468.75 0.00 882,778.53 91282CCU3 40583 003 USTR 20,000,000.00 0.00 15,333,005.14 0.125 3.910 19,889.13 579,638.53 0.00 599,527.66 912828S35 40584 003 USTR 0.00 0.00 15,484,931.51 1.375 3.826 217,459.24 375,000.00 0.00 592,459.24 91282CAK7 40585 003 USTR 20,000,000.00 0.00 15,249,203.77 0.125 3.976 19,836.96 586,412.67 0.00 606,249.63 9128284Z0 40586 003 USTR 10,000,000.00 0.00 7,695,738.44 2.750 3.807 218,020.73 74,981.93 0.00 293,002.66 912796X79 40587 003 USTR 0.00 0.00 5,914,405.99 3.090 3.156 0.00 186,687.50 0.00 186,687.50 78015JEW3 40588 003 RY 0.00 0.00 19,383,561.64 4.530 4.593 890,270.83 0.00 0.00 890,270.83 544351QQ5 40589 003 LOS 9,475,000.00 0.00 7,341,051.40 5.000 4.070 359,260.42 -60,478.57 0.00 298,781.85 89115BVJ6 40590 003 TD 0.00 0.00 19,246,575.34 4.620 4.684 901,541.67 0.00 0.00 901,541.67 313384BR9 40591 003 FHLB 0.00 0.00 9,386,741.93 3.743 0.00 351,361.11 0.00 351,361.11 313384CL1 40592 003 FHLB 0.00 0.00 10,646,656.85 3.803 0.00 404,875.00 0.00 404,875.00 544351QP7 40593 003 LOS 10,000,000.00 0.00 7,673,934.25 5.000 4.179 379,166.67 -58,500.00 0.00 320,666.67 91412GU94 40594 003 UNVHGR 3,820,000.00 0.00 2,791,170.39 3.063 4.594 89,055.02 39,171.53 0.00 128,226.55 91412HGE7 40595 003 UNVHGR 3,000,000.00 0.00 2,073,834.49 0.883 4.698 20,161.83 77,266.27 0.00 97,428.10 649902T45 40596 003 NYSHGR 7,850,000.00 0.00 5,879,701.40 5.051 4.657 292,972.03 -19,133.10 0.00 273,838.93 06367CY35 40597 003 BMO 0.00 0.00 20,136,986.30 4.050 4.106 826,875.00 0.00 0.00 826,875.00 88579YAV3 40598 003 MMM 7,150,000.00 0.00 4,783,608.58 2.250 5.059 118,868.75 123,142.68 0.00 242,011.43 039483BL5 40599 003 ADM 9,780,000.00 0.00 6,677,597.78 2.500 4.773 180,658.33 138,051.12 0.00 318,709.45 89115BK66 40600 003 TORDNY 15,640,000.00 0.00 11,451,201.06 4.020 4.850 469,799.53 85,581.34 0.00 555,380.87 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
039483BL5 40601 003 ADM 9,215,000.00 0.00 6,230,352.14 2.500 4.848 168,941.67 133,116.27 0.00 302,057.94 69371RS23 40602 003 PCAR 5,000,000.00 0.00 3,691,146.99 4.950 4.612 181,500.00 -11,273.98 0.00 170,226.02 931142EW9 40603 003 WMT 3,000,000.00 0.00 2,165,443.15 3.900 4.423 85,800.00 9,975.29 0.00 95,775.29 89233HTW4 40604 003 TMCC 0.00 0.00 35,224,088.44 4.510 4.730 0.00 1,666,194.44 0.00 1,666,194.44 3137FBTA4 40605 003 FHLMC 9,660,734.63 0.00 6,803,725.59 3.064 3.190 214,161.22 2,875.34 0.00 217,036.56 6500354W5 40606 003 NYSDEV 4,565,000.00 0.00 3,149,867.88 3.170 4.612 104,513.14 40,772.03 0.00 145,285.17 3133ENS43 40607 003 FFCB 10,000,000.00 0.00 7,011,241.64 4.375 4.616 308,680.56 14,957.78 0.00 323,638.34 931142ER0 40608 003 WMT 10,000,000.00 0.00 6,065,102.47 1.050 4.985 73,208.33 229,128.93 0.00 302,337.26 30329MAA0 40609 003 FHLMC 3,484,863.69 0.00 2,109,303.68 2.080 2.399 49,025.64 1,575.89 0.00 50,601.53 30329MAA0 40610 003 FHLMC 4,480,539.04 0.00 2,711,961.88 2.080 2.399 63,032.96 2,026.14 0.00 65,059.10 31315PF38 40611 003 FAMC 2,500,000.00 0.00 1,691,780.82 5.330 4.965 84,004.85 0.00 0.00 84,004.85 31315P6T1 40612 003 FAMC 3,000,000.00 0.00 2,030,136.99 5.570 4.658 94,555.00 0.00 0.00 94,555.00 69371RS23 40613 003 PCAR 10,000,000.00 0.00 6,755,092.60 4.950 4.869 334,125.00 -5,251.56 0.00 328,873.44 3136AKQM8 40614 003 FNMA 4,438,372.49 0.00 3,074,726.08 3.056 3.667 95,409.67 17,345.46 0.00 112,755.13 3130ATUP0 40615 003 FHLB 5,000,000.00 0.00 3,268,374.11 4.750 4.957 156,354.17 5,644.43 0.00 161,998.60 45950VRK4 40616 003 IFC 5,000,000.00 0.00 3,082,191.78 5.000 5.024 154,861.11 0.00 0.00 154,861.11 06406HDA4 40617 003 BK 10,000,000.00 0.00 5,996,286.58 3.000 5.198 189,166.66 122,524.63 0.00 311,691.29 3138L8UV4 40618 003 FNMA 12,174,317.39 0.00 7,282,455.62 2.920 3.119 221,496.01 5,636.96 0.00 227,132.97 91412GU94 40619 003 UNVHGR 4,685,000.00 0.00 2,786,990.98 3.063 4.769 89,289.86 43,634.03 0.00 132,923.89 13063D3A4 40620 003 CAS 5,000,000.00 0.00 3,234,895.89 5.700 4.367 177,333.33 -36,074.61 0.00 141,258.72 923078CX5 40621 003 VNTCTF 3,645,000.00 0.00 1,937,555.57 1.741 4.932 38,780.78 56,777.22 0.00 95,558.00 31422XR38 40622 003 FAMC 10,000,000.00 0.00 5,890,410.96 4.920 4.942 291,100.00 0.00 0.00 291,100.00 13067WRC8 40623 003 CASPWR 3,155,000.00 0.00 1,659,294.46 0.790 4.896 14,746.99 66,487.91 0.00 81,234.90 594918BY9 40624 003 MSFT 8,436,000.00 0.00 4,696,887.64 3.300 4.361 161,619.70 43,224.67 0.00 204,844.37 9128285U0 40625 003 USTR 10,000,000.00 0.00 5,550,276.11 2.625 4.738 149,796.20 113,203.13 0.00 262,999.33 13063D3A4 40626 003 CAS 7,075,000.00 0.00 4,173,305.05 5.700 4.189 227,402.29 -52,563.95 0.00 174,838.34 3130AU4V3 40627 003 FHLB 10,000,000.00 0.00 5,616,438.36 4.800 4.819 270,666.67 0.00 0.00 270,666.67 14913R3A3 40628 003 CAT 7,429,000.00 0.00 3,937,695.65 3.600 4.462 147,094.20 28,621.61 0.00 175,715.81 917542QV7 40629 003 UTS 5,931,258.67 0.00 3,199,857.18 3.539 4.225 115,448.98 19,739.46 0.00 135,188.44 06406FAE3 40630 003 BK 4,481,000.00 0.00 2,284,573.40 2.450 4.696 60,686.43 46,606.80 0.00 107,293.23 438516BL9 40631 003 HON 5,000,000.00 0.00 2,553,835.62 2.500 4.573 68,750.00 48,048.28 0.00 116,798.28 713448CT3 40632 003 PEP 5,000,000.00 0.00 2,609,938.36 2.750 4.526 74,861.11 43,269.01 0.00 118,130.12 06406RAD9 40633 003 BK 5,000,000.00 0.00 2,597,922.74 3.250 4.406 88,472.22 25,981.40 0.00 114,453.62 24422EWK1 40634 003 DE 5,000,000.00 0.00 2,689,192.60 4.150 4.383 112,972.22 4,888.54 0.00 117,860.76 3137BJQ71 40635 003 FHLMC 7,101,000.00 0.00 3,569,553.54 2.770 2.893 103,266.26 0.00 0.00 103,266.26 91412HJN4 40636 003 UNVHGR 2,015,000.00 0.00 847,168.71 1.272 5.182 12,601.81 31,302.10 0.00 43,903.91 24422EWP0 40637 003 JD 10,000,000.00 0.00 4,737,498.36 4.800 4.857 229,333.33 748.52 0.00 230,081.85 3134GYDA7 40638 003 FHLMC 15,000,000.00 0.00 6,410,958.90 5.020 5.057 324,208.33 0.00 0.00 324,208.33 3135GADY4 40639 003 FNMA 50,000,000.00 0.00 22,191,780.82 5.000 5.038 1,118,055.56 0.00 0.00 1,118,055.56 69371RR65 40640 003 PCAR 10,000,000.00 0.00 4,391,802.74 2.000 4.635 97,222.23 106,335.15 0.00 203,557.38 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
62479MU35 40641 003 MUFGBK 25,000,000.00 0.00 11,503,521.01 4.870 5.057 0.00 581,694.44 0.00 581,694.44 89233HU36 40642 003 TMCC 25,000,000.00 0.00 11,435,973.12 4.910 5.098 0.00 583,062.50 0.00 583,062.50 3134GXR63 40643 003 FHLMC 10,000,000.00 0.00 4,460,768.22 4.050 4.653 184,500.00 23,047.14 0.00 207,547.14 313384HR3 40644 003 FHLB 50,000,000.00 0.00 21,724,212.33 4.790 0.00 1,040,625.00 0.00 1,040,625.00 313384HR3 40645 003 FHLB 50,000,000.00 0.00 21,720,168.42 4.832 0.00 1,049,625.16 0.00 1,049,625.16 313384HR3 40646 003 FHLB 10,000,000.00 0.00 4,344,033.70 4.832 0.00 209,925.00 0.00 209,925.00 3132XGRH1 40647 003 FHLMC 20,000,000.00 0.00 8,618,304.79 3.690 3.734 321,850.00 0.00 0.00 321,850.00 419792G34 40648 003 HIS 25,000,000.00 0.00 9,708,621.92 1.535 4.113 166,291.66 233,040.59 0.00 399,332.25 13063DC48 40649 003 CAS 12,000,000.00 0.00 4,385,835.62 1.700 4.461 85,000.00 110,650.00 0.00 195,650.00 313384HC6 40650 003 FHLB 0.00 0.00 3,554,115.07 4.700 4.849 0.00 172,333.33 0.00 172,333.33 91412GU94 40651 003 UNVHGR 2,020,000.00 0.00 732,898.50 3.063 4.683 23,545.96 10,772.52 0.00 34,318.48 574193GK8 40652 003 MDS 3,000,000.00 0.00 915,672.33 2.800 4.750 27,533.33 15,963.44 0.00 43,496.77 313384HR3 40653 003 FHLB 10,000,000.00 0.00 3,233,634.70 5.000 0.00 161,666.67 0.00 161,666.67 313384HR3 40654 003 FHLB 10,000,000.00 0.00 3,127,611.70 4.992 0.00 156,116.34 0.00 156,116.34 13063D3N6 40655 003 CAS 7,000,000.00 0.00 2,071,232.88 4.846 4.822 99,881.44 0.00 0.00 99,881.44 574193WE4 40656 003 MDS 16,360,000.00 0.00 4,213,260.27 4.000 3.969 167,235.56 0.00 0.00 167,235.56 313384LY3 40657 003 FHLB 15,000,000.00 0.00 4,051,010.85 4.750 4.934 0.00 199,895.83 0.00 199,895.83 313384KG3 40658 003 FHLB 20,000,000.00 0.00 5,167,189.04 4.650 4.800 0.00 248,000.00 0.00 248,000.00 313384LL1 40659 003 FHLB 20,000,000.00 0.00 4,934,909.41 4.710 4.878 0.00 240,733.33 0.00 240,733.33 931142ER0 40660 003 WMT 18,875,000.00 0.00 4,070,445.46 1.050 4.221 47,344.79 124,488.38 0.00 171,833.17 912797GF8 40661 003 USTR 13,000,000.00 0.00 2,839,777.11 4.735 4.877 0.00 138,498.79 0.00 138,498.79 459058JT1 40662 003 IBRD 5,000,000.00 0.00 974,136.99 0.850 4.227 9,326.39 31,846.52 0.00 41,172.91 912797GG6 40663 003 USTR 10,000,000.00 0.00 1,994,358.01 4.930 5.081 0.00 101,338.89 0.00 101,338.89 459058JT1 40664 003 IBRD 10,000,000.00 0.00 1,652,213.70 0.850 4.316 15,819.45 55,498.17 0.00 71,317.62 3137FBAJ5 40665 003 FHLMC 4,805,000.00 0.00 690,161.32 3.281 3.363 23,209.88 0.00 0.00 23,209.88 3132XGRH1 40666 003 FHLMC 10,000,000.00 0.00 1,438,668.66 3.690 3.705 53,300.00 0.00 0.00 53,300.00 3140HSZG9 40667 003 FNMA 3,919,407.12 0.00 560,382.04 3.440 3.493 19,486.16 86.96 0.00 19,573.12 91412GU94 40668 003 UNVHGR 13,815,000.00 0.00 1,625,517.56 3.063 4.256 50,543.33 18,631.06 0.00 69,174.39 64990FY57 40669 003 NYSPIT 2,000,000.00 0.00 228,293.70 3.059 4.353 7,307.61 2,629.02 0.00 9,936.63 448980AD4 40670 003 HALST 14,000,000.00 0.00 1,457,501.01 5.150 5.085 74,102.77 10.73 0.00 74,113.50 891941AD8 40671 003 TMCC 10,000,000.00 0.00 1,068,433.42 4.710 4.654 49,716.66 12.48 0.00 49,729.14 3132XFLR7 40672 003 FHLMC 6,700,000.00 0.00 670,476.11 4.250 4.247 28,475.00 0.00 0.00 28,475.00 3130APZK4 40673 003 FHLB 26,000,000.00 0.00 2,498,855.01 1.190 4.552 31,799.45 81,951.31 0.00 113,750.76 437927AC0 40674 003 HAROT 10,000,000.00 0.00 876,570.30 4.930 4.847 42,452.78 31.29 0.00 42,484.07 64990FX90 40675 003 NYSPIT 7,415,000.00 0.00 714,901.89 2.319 5.162 16,717.74 20,187.27 0.00 36,905.01 89238JAC9 40676 003 TMCC 13,315,000.00 0.00 1,046,039.91 0.710 2.385 7,878.04 17,065.21 0.00 24,943.25 3130AQ4B6 40677 003 FHLB 25,000,000.00 0.00 1,940,256.16 1.200 5.122 25,000.00 74,388.79 0.00 99,388.79 574193WF1 40678 003 MDS 4,180,000.00 0.00 330,983.74 4.050 4.211 13,637.25 301.49 0.00 13,938.74 3130ARCZ2 40679 003 FHLB 8,500,000.00 0.00 640,480.61 2.160 4.697 14,790.00 15,293.96 0.00 30,083.96 3134GXCS1 40680 003 FHLMC 8,375,000.00 0.00 606,962.59 0.625 4.631 4,216.58 23,889.87 0.00 28,106.45 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2022 - June 30, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
419792G34 40681 003 HIS 2,530,000.00 0.00 161,618.76 1.535 4.543 2,804.79 4,538.20 0.00 7,342.99 64990FS96 40682 003 NYSPIT 7,075,000.00 0.00 392,003.46 2.657 4.832 11,487.84 7,454.77 0.00 18,942.61 30312XAE7 40683 003 FHLMC 5,158,161.78 0.00 108,696.78 2.250 2.373 2,579.08 0.00 0.00 2,579.08 419792F92 40684 003 HIS 7,975,000.00 0.00 383,935.29 1.033 4.990 4,347.93 14,809.65 0.00 19,157.58 912796YH6 40686 003 USTR 20,000,000.00 0.00 433,668.92 5.065 5.191 0.00 22,511.11 0.00 22,511.11 912796XQ7 40687 003 USTR 50,000,000.00 0.00 1,092,873.67 4.955 5.038 0.00 55,055.56 0.00 55,055.56 912797FY8 40688 003 USTR 20,000,000.00 0.00 436,843.23 4.970 5.056 0.00 22,088.89 0.00 22,088.89 912797GJ0 40689 003 USTR 30,000,000.00 0.00 651,391.05 5.020 5.138 0.00 33,466.67 0.00 33,466.67 912796CR8 40690 003 USTR 50,000,000.00 0.00 1,081,808.22 5.140 5.279 0.00 57,111.11 0.00 57,111.11 912797FB8 40691 003 USTR 20,000,000.00 0.00 430,927.73 5.170 5.332 0.00 22,977.78 0.00 22,977.78 Subtotal 2,927,546,615.55 2,700,779,322.93 2,622,483,678.32 2.350 47,286,086.72 14,368,012.38 -17,643.19 61,636,455.91 Fund: SJCE
VP4560000 40162 501 ALLSPR 0.00 20,156,896.89 14,310,278.98 4.330 3.091 442,324.51 0.00 0.00 442,324.51 Subtotal 0.00 20,156,896.89 14,310,278.98 3.091 442,324.51 0.00 0.00 442,324.51 Total 2,927,546,615.55 2,720,936,219.82 2,636,793,957.30 2.354 47,728,411.23 14,368,012.38 -17,643.19 62,078,780.42 Portfolio CITY
AP
Run Date: 07/14/2023 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

SECTION C

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP4560000 40162 ALLSPR 0.00 4.330 4.330 4.330 07/01 - Monthly 0.00 0.00 VP6000104 36512 FEDRAT 0.00 4.900 4.900 4.900 07/01 - Monthly 0.00 0.00 Money Markets Totals 0.00 0.000 0.000 0.00 0.00 0.00
State Pool
CITY 32936 STPOOL 15,006,746.08 3.020 3.020 3.020 07/01 - Quarterly 15,006,746.08 15,006,746.08 CSJFA 37042 STPOOL 5,335,746.08 3.020 3.020 3.020 07/01 - Quarterly 5,335,746.08 5,335,746.08 COVID RELIEF 40363 STPOOL 0.00 2.550 2.550 2.550 07/01 - Quarterly 0.00 0.00 State Pool Totals 20,342,492.16 3.020 3.020 0.00 20,342,492.16 20,342,492.16 JPA Pool
CAMP 40566 CAMP 159,363,163.52 5.200 5.200 5.200 07/01 - Monthly 159,363,163.52 159,363,163.52 JPA Pool Totals 159,363,163.52 5.200 5.200 0.00 159,363,163.52 159,363,163.52 Corp Medium Term Notes
037833CG3 40459 AAPL 10,000,000.00 3.00002/09/2024 01/07/2022 0.861 0.861 02/09 - 08/09 Received 10,407,000.00 10,117,986.70 037833DF4 40463 AAPL 15,114,000.00 2.75001/13/2025 01/14/2022 1.295 1.295 07/13 - 01/13 Received 15,723,396.48 15,425,757.98 037833CG3 40471 AAPL 11,966,000.00 3.00002/09/2024 01/19/2022 1.046 1.046 02/09 - 08/09 Received 12,402,280.36 12,094,525.84 037833CG3 40485 AAPL 12,318,000.00 3.00002/09/2024 02/14/2022 1.659 1.659 08/09 - 02/09 Received 12,613,016.10 12,407,948.96 037833CU2 40487 AAPL 7,300,000.00 2.85005/11/2024 02/28/2022 1.745 1.745 05/11 - 11/11 Received 7,460,673.00 7,362,810.38 039483BL5 40599 ADM 9,780,000.00 2.50008/11/2026 10/05/2022 4.606 4.606 02/11 - 08/11 Received 9,060,681.00 9,198,732.12 039483BL5 40601 ADM 9,215,000.00 2.50008/11/2026 10/07/2022 4.674 4.674 02/11 - 08/11 Received 8,517,148.05 8,650,264.32 06406RAJ6 40320 BK 3,868,000.00 3.45008/11/2023 11/03/2020 0.394 0.394 02/11 - 08/11 Received 4,193,530.88 3,881,047.33 06406HDA4 40617 BK 10,000,000.00 3.00002/24/2025 11/14/2022 5.080 5.080 02/24 - 08/24 Received 9,557,400.00 9,679,924.63 06406FAE3 40630 BK 4,481,000.00 2.45008/17/2026 12/13/2022 4.523 4.523 02/17 - 08/17 Received 4,169,346.45 4,215,953.25 06406RAD9 40633 BK 5,000,000.00 3.25005/16/2027 12/15/2022 4.308 4.308 05/16 - 11/16 Received 4,789,100.00 4,815,081.40 14913R3A3 40628 CAT 7,429,000.00 3.60008/12/2027 12/13/2022 4.381 4.381 02/12 - 08/12 Received 7,186,294.57 7,214,916.18 194162AN3 40580 CL 8,202,000.00 3.10008/15/2027 09/09/2022 3.774 3.774 02/15 - 08/15 Received 7,955,201.82 7,995,779.00 24422EWK1 40634 DE 5,000,000.00 4.15009/15/2027 12/15/2022 4.349 4.349 03/15 - 09/15 Received 4,957,350.00 4,962,238.54 438516BL9 40631 HON 5,000,000.00 2.50011/01/2026 12/13/2022 4.420 4.420 05/01 - 11/01 Received 4,660,750.00 4,708,798.28 24422EWP0 40637 JD 10,000,000.00 4.80001/09/2026 01/09/2023 4.817 4.817 07/09 - 01/09 9,995,300.00 9,996,048.52 478160BY9 40574 JNJ 13,945,000.00 2.45003/01/2026 08/25/2022 3.347 3.347 09/01 - 03/01 Received 13,533,204.15 13,632,737.74 478160BY9 40575 JNJ 4,214,000.00 2.45003/01/2026 08/26/2022 3.457 3.457 09/01 - 03/01 Received 4,074,727.30 4,108,306.88 46625HJT8 40348 JPM 15,000,000.00 3.87502/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 15,297,158.75 48133DP95 40569 JPM 10,000,000.00 4.57007/28/2027 07/28/2022 4.570 4.570 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ45 40570 JPM 10,000,000.00 4.10007/28/2025 07/28/2022 4.100 4.100 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ52 40571 JPM 10,000,000.00 4.25007/28/2026 07/28/2022 4.250 4.250 01/28 - 07/28 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
88579YAV3 40598 MMM 7,150,000.00 2.25009/19/2026 10/05/2022 4.839 4.839 03/19 - 09/19 Received 6,490,770.00 6,613,912.68 594918AW4 40432 MSFT 1,851,000.00 3.62512/15/2023 12/08/2021 0.982 0.982 12/15 - 06/15 Received 1,948,566.21 1,873,009.43 594918BX1 40442 MSFT 1,025,000.00 2.87502/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 Received 1,067,732.25 1,036,994.04 594918BQ6 40443 MSFT 2,876,000.00 2.00008/08/2023 12/20/2021 0.692 0.692 02/08 - 08/08 Received 2,936,971.20 2,879,836.62 594918BJ2 40528 MSFT 4,000,000.00 3.12511/03/2025 04/25/2022 3.129 3.129 05/03 - 11/03 Received 3,999,400.00 3,999,601.58 594918BB9 40557 MSFT 11,335,000.00 2.70002/12/2025 06/15/2022 3.498 3.498 08/12 - 02/12 Received 11,106,939.80 11,196,543.39 594918BB9 40564 MSFT 7,250,000.00 2.70002/12/2025 06/16/2022 3.607 3.607 08/12 - 02/12 Received 7,084,700.00 7,149,540.48 594918BY9 40624 MSFT 8,436,000.00 3.30002/06/2027 12/02/2022 4.272 4.272 02/06 - 08/06 Received 8,124,947.81 8,168,172.48 69371RR24 40349 PCAR 7,000,000.00 0.35002/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,998,413.59 69371RS23 40602 PCAR 5,000,000.00 4.95010/03/2025 10/07/2022 4.617 4.617 04/03 - 10/03 Received 5,045,950.00 5,034,676.02 69371RS23 40613 PCAR 10,000,000.00 4.95010/03/2025 10/28/2022 4.864 4.864 04/03 - 10/03 Received 10,022,800.00 10,017,548.44 69371RR65 40640 PCAR 10,000,000.00 2.00002/04/2027 01/06/2023 4.414 4.414 02/04 - 08/04 Received 9,108,000.00 9,214,335.15 713448CT3 40632 PEP 5,000,000.00 2.75004/30/2025 12/15/2022 4.441 4.441 04/30 - 10/30 Received 4,811,250.00 4,854,519.01 931142EW9 40603 WMT 3,000,000.00 3.90009/09/2025 10/07/2022 4.387 4.387 03/09 - 09/09 Received 2,960,250.00 2,970,225.29 931142ER0 40608 WMT 10,000,000.00 1.05009/17/2026 10/20/2022 4.684 4.684 03/17 - 09/17 Received 8,715,600.00 8,944,728.93 931142ER0 40660 WMT 18,875,000.00 1.05009/17/2026 04/05/2023 4.035 4.035 09/17 - 03/17 9,909.38 17,077,156.25 17,201,644.63 Corp Medium Term Notes Totals 310,630,000.00 3.313 3.313 9,909.38 305,277,558.68 303,919,718.56 Negotiable CDs
89115BK66 40600 TORDNY 15,640,000.00 4.02008/22/2023 10/05/2022 4.760 4.826 08/22 - At Maturity 76,844.53 15,537,875.05 15,623,456.39 Negotiable CDs Totals 15,640,000.00 4.760 4.826 76,844.53 15,537,875.05 15,623,456.39 Commercial Paper Discounts
62479MU35 40641 MUFGBK 25,000,000.00 4.87007/03/2023 01/10/2023 4.987 5.057 07/03 - At Maturity 24,411,541.67 24,993,236.11 89233HU36 40642 TMCC 25,000,000.00 4.91007/03/2023 01/11/2023 5.029 5.098 07/03 - At Maturity 24,410,118.06 24,993,180.56 Commercial Paper Discounts Totals 50,000,000.00 5.008 5.078 0.00 48,821,659.73 49,986,416.67 Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.50007/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,948.70 31422B6K1 40334 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,995,937.78 31422B6K1 40337 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,995,739.74 31422XR38 40622 FAMC 10,000,000.00 4.92011/28/2023 11/28/2022 4.920 4.920 05/28 - 11/28 10,000,000.00 10,000,000.00 3133EJD48 40013 FFCB 25,000,000.00 3.05010/02/2023 10/17/2018 3.124 3.124 04/02 - 10/02 Received 24,915,000.00 24,995,666.67 3133EJ5W5 40049 FFCB 20,000,000.00 2.65010/23/2023 01/23/2019 2.672 2.672 04/23 - 10/23 19,980,880.00 19,998,747.70 3133ENAL4 40480 FFCB 4,150,000.00 0.29010/12/2023 01/26/2022 0.953 0.953 04/12 - 10/12 Received 4,103,407.95 4,142,360.72 3133ENAL4 40501 FFCB 1,170,000.00 0.29010/12/2023 03/22/2022 2.021 2.021 04/12 - 10/12 Received 1,139,135.40 1,164,433.35 3133ENS43 40607 FFCB 10,000,000.00 4.37510/17/2024 10/17/2022 4.599 4.599 04/17 - 10/17 9,957,600.00 9,972,557.78 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
3130AGWK7 40157 FHLB 3,000,000.00 1.50008/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,998,416.79 3130A0F70 40531 FHLB 10,215,000.00 3.37512/08/2023 05/11/2022 2.536 2.536 06/08 - 12/08 Received 10,346,364.90 10,251,374.41 3130ATUP0 40615 FHLB 5,000,000.00 4.75011/03/2023 11/04/2022 4.928 4.928 05/03 - 11/03 Received 4,991,450.00 4,997,094.43 3130AU4V3 40627 FHLB 10,000,000.00 4.80001/08/2024 12/08/2022 4.804 4.804 01/08 - 07/08 10,000,000.00 10,000,000.00 3137EAEX3 40309 FHLMC 5,000,000.00 0.37509/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,993,286.93 3137EAEY1 40316 FHLMC 4,000,000.00 0.12510/16/2023 10/16/2020 0.250 0.250 04/16 - 10/16 3,985,080.00 3,998,549.44 3135G0V75 40142 FNMA 10,000,000.00 1.75007/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,992,373.52 3135G0W66 40183 FNMA 10,000,000.00 1.62510/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,995,600.67 3135G04Z3 40288 FNMA 10,000,000.00 0.50006/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,991,871.97 3135G05X7 40329 FNMA 10,000,000.00 0.37508/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,988,593.20 3135G06G3 40333 FNMA 10,000,000.00 0.50011/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,019,286.47 3135G05U3 40420 FNMA 7,000,000.00 0.35008/18/2023 11/30/2021 0.496 0.496 02/18 - 08/18 Received 6,982,570.00 6,998,674.42 Federal Agency Coupon Securities Totals 187,035,000.00 2.154 2.154 0.00 186,802,263.25 186,990,514.69 Federal Agency Discounts
313384HR3 40644 FHLB 50,000,000.00 07/03/2023 01/20/2023 4.790 4.857 07/03 - At Maturity 48,946,527.78 49,987,152.78 313384HR3 40645 FHLB 50,000,000.00 07/03/2023 01/20/2023 4.832 4.900 07/03 - At Maturity 48,937,416.50 49,987,041.66 313384HR3 40646 FHLB 10,000,000.00 07/03/2023 01/20/2023 4.832 4.900 07/03 - At Maturity 9,787,483.33 9,997,408.33 313384HR3 40653 FHLB 10,000,000.00 07/03/2023 03/03/2023 5.000 5.069 07/03 - At Maturity 9,835,638.89 9,997,305.56 313384HR3 40654 FHLB 10,000,000.00 07/03/2023 03/07/2023 4.992 5.061 07/03 - At Maturity 9,841,192.00 9,997,308.34 313384LY3 40657 FHLB 15,000,000.00 4.75009/20/2023 03/22/2023 4.934 5.003 09/20 - At Maturity 14,639,791.67 14,839,687.50 313384KG3 40658 FHLB 20,000,000.00 4.65008/11/2023 03/27/2023 4.800 4.866 08/11 - At Maturity 19,646,083.33 19,894,083.33 313384LL1 40659 FHLB 20,000,000.00 4.71009/08/2023 03/31/2023 4.878 4.946 09/08 - At Maturity 19,578,716.67 19,819,450.00 Federal Agency Discounts Totals 185,000,000.00 4.848 4.916 0.00 181,212,850.17 184,519,437.50 Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.12502/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,038,924.80 9128283Z1 40578 USTR 30,000,000.00 2.75002/28/2025 09/02/2022 3.539 3.539 02/28 - 08/31 Received 29,439,843.75 29,625,741.76 91282CCU3 40583 USTR 20,000,000.00 0.12508/31/2023 09/14/2022 3.878 3.878 02/28 - 08/31 Received 19,298,437.50 19,878,076.03 91282CAK7 40585 USTR 20,000,000.00 0.12509/15/2023 09/15/2022 3.938 3.938 03/15 - 09/15 19,259,375.00 19,845,787.67 9128284Z0 40586 USTR 10,000,000.00 2.75008/31/2025 09/15/2022 3.760 3.760 02/28 - 08/31 Received 9,719,531.25 9,794,513.18 9128285U0 40625 USTR 10,000,000.00 2.62512/31/2023 12/06/2022 4.694 4.694 12/31 - 06/30 Received 9,786,718.75 9,899,921.88 Treasury Coupon Securities Totals 105,000,000.00 3.547 3.547 0.00 102,748,828.13 104,082,965.32 Treasury Discounts
912797GF8 40661 USTR 13,000,000.00 4.73508/08/2023 04/11/2023 4.890 4.958 08/08 - At Maturity 12,796,526.47 12,935,025.26 912797GG6 40663 USTR 10,000,000.00 4.93008/15/2023 04/18/2023 5.095 5.166 08/15 - At Maturity 9,837,036.11 9,938,375.00 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Treasury Discounts
912796YH6 40686 USTR 20,000,000.00 5.06509/07/2023 06/23/2023 5.191 5.263 09/07 - At Maturity 19,786,144.44 19,808,655.55 912796XQ7 40687 USTR 50,000,000.00 4.95507/13/2023 06/23/2023 5.038 5.108 07/13 - At Maturity 49,862,361.11 49,917,416.67 912797FY8 40688 USTR 20,000,000.00 4.97007/18/2023 06/23/2023 5.070 5.141 07/18 - At Maturity 19,930,972.22 19,953,061.11 912797GJ0 40689 USTR 30,000,000.00 5.02008/29/2023 06/23/2023 5.152 5.223 08/29 - At Maturity 29,719,716.67 29,753,183.34 912796CR8 40690 USTR 50,000,000.00 5.14009/21/2023 06/23/2023 5.294 5.367 09/21 - At Maturity 49,357,500.00 49,414,611.11 912797FB8 40691 USTR 20,000,000.00 5.17010/19/2023 06/23/2023 5.347 5.421 10/19 - At Maturity 19,661,077.78 19,684,055.56 Treasury Discounts Totals 213,000,000.00 5.153 5.225 0.00 210,951,334.80 211,404,383.60 Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.00004/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 31422XRQ7 40554 FAMC 10,779,000.00 0.69012/20/2023 06/14/2022 3.141 3.141 06/20 - 12/20 Received 10,390,632.63 10,658,791.05 3133ELJ47 40282 FFCB 10,000,000.00 0.58006/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 3133EMLR1 40330 FFCB 10,000,000.00 0.50012/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.80003/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.01012/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,006,576.76 3133ENGW4 40445 FFCB 6,435,000.00 0.66012/13/2023 12/17/2021 0.680 0.680 06/13 - 12/13 Received 6,432,426.00 6,434,417.61 3133ENMH0 40479 FFCB 10,350,000.00 1.60001/27/2026 01/27/2022 1.603 1.603 07/27 - 01/27 10,348,965.00 10,349,334.44 3133ENPB0 40486 FFCB 15,150,000.00 2.18002/16/2027 02/16/2022 2.196 2.196 08/16 - 02/16 15,138,637.50 15,141,762.19 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 Received 148,500.00 149,281.50 3133EL5J9 40510 FFCB 13,965,000.00 0.30009/01/2023 03/30/2022 2.146 2.146 09/01 - 03/01 Received 13,606,518.45 13,922,908.23 3133ENGW4 40513 FFCB 1,859,000.00 0.66012/13/2023 03/30/2022 2.308 2.308 06/13 - 12/13 Received 1,808,137.76 1,845,558.43 3133EMYW6 40514 FFCB 1,347,000.00 0.23011/13/2023 03/30/2022 2.246 2.246 05/13 - 11/13 Received 1,304,057.64 1,337,277.20 3133EMSC7 40522 FFCB 3,500,000.00 0.48003/03/2025 04/22/2022 3.000 3.000 09/03 - 03/03 Received 3,259,655.00 3,359,662.76 3133ENUZ1 40524 FFCB 20,000,000.00 3.09010/20/2025 04/22/2022 3.258 3.258 10/20 - 04/20 Received 19,890,000.00 19,927,511.92 3133ENVK3 40526 FFCB 20,000,000.00 3.65010/27/2026 04/27/2022 3.650 3.650 10/27 - 04/27 20,000,000.00 20,000,000.00 3133ENYA2 40550 FFCB 5,200,000.00 3.45006/01/2027 06/07/2022 3.545 3.545 12/01 - 06/01 Received 5,177,640.00 5,182,426.09 3133EMBQ4 40561 FFCB 1,025,000.00 0.27010/05/2023 06/15/2022 3.325 3.325 10/05 - 04/05 Received 985,312.00 1,017,062.40 3130AKPW0 40340 FHLB 10,000,000.00 0.50001/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,996,820.00 3130APRF4 40409 FHLB 20,000,000.00 1.00011/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 Received 19,991,000.00 19,995,875.70 3130APWP6 40410 FHLB 8,300,000.00 0.60011/24/2023 11/24/2021 0.645 0.645 05/24 - 11/24 8,292,530.00 8,298,516.38 3130APZU2 40417 FHLB 1,900,000.00 0.87505/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.85011/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 Received 4,867,687.50 4,871,582.50 3130APKF1 40421 FHLB 2,725,000.00 0.75011/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 Received 2,711,375.00 2,718,728.38 3130APMH5 40422 FHLB 3,150,000.00 0.62505/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 Received 3,145,212.00 3,148,292.32 3130APQU2 40435 FHLB 14,370,000.00 0.65011/22/2023 12/15/2021 0.728 0.728 05/22 - 11/22 Received 14,348,445.00 14,365,639.52 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130APS48 40446 FHLB 13,240,000.00 1.05011/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 Received 13,241,098.92 13,240,519.66 3130AQG49 40461 FHLB 2,485,000.00 1.00010/18/2024 01/18/2022 1.200 1.200 07/18 - 01/18 2,471,605.85 2,478,681.75 3130AQCN1 40467 FHLB 5,000,000.00 1.25001/17/2025 01/18/2022 1.128 1.128 03/17 - Quarterly Received 4,986,250.00 4,992,914.74 3130ALHH0 40470 FHLB 25,000,000.00 0.96003/05/2026 01/18/2022 1.481 1.481 03/05 - 09/05 Received 24,479,750.00 24,662,729.66 3130AQQQ9 40472 FHLB 20,000,000.00 1.37501/28/2025 01/28/2022 1.219 1.219 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQN58 40473 FHLB 14,000,000.00 1.75001/27/2025 01/27/2022 1.443 1.443 07/27 - 01/27 13,982,500.00 13,990,828.70 3130AQMQ3 40475 FHLB 7,200,000.00 1.37510/28/2025 01/28/2022 1.291 1.291 04/28 - Quarterly 7,189,200.00 7,193,304.00 3130AQQQ9 40477 FHLB 20,000,000.00 1.37501/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 1.25010/28/2024 01/28/2022 1.092 1.092 04/28 - Quarterly 12,495,875.00 12,498,012.50 3130ARAY7 40495 FHLB 1,000,000.00 2.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 995,673.61 3130ARBY6 40496 FHLB 4,600,000.00 2.50003/28/2025 03/28/2022 1.713 1.713 09/28 - 03/28 4,590,340.00 4,594,391.83 3130AR7C9 40497 FHLB 1,565,000.00 1.85012/27/2024 03/28/2022 2.357 2.357 06/27 - 12/27 1,544,029.00 1,553,634.52 3130AQT78 40499 FHLB 2,360,000.00 1.75002/28/2025 03/22/2022 2.428 2.428 08/28 - 02/28 Received 2,314,924.00 2,334,516.69 3130AMR53 40502 FHLB 20,000,000.00 0.62012/09/2024 03/22/2022 2.400 2.400 06/09 - 12/09 Received 19,070,000.00 19,506,919.14 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 796,693.27 3130APWH4 40512 FHLB 2,000,000.00 0.75011/22/2023 03/30/2022 2.245 2.245 05/23 - 11/23 Received 1,951,980.00 1,988,562.80 3130AQJM6 40516 FHLB 1,400,000.00 1.25001/28/2025 04/11/2022 2.800 2.800 07/28 - 01/28 Received 1,341,991.00 1,367,337.53 3130AMU67 40517 FHLB 6,000,000.00 0.40006/28/2024 04/11/2022 2.661 2.661 06/28 - 12/28 Received 5,710,188.00 5,870,184.59 3130AQGT4 40518 FHLB 23,060,000.00 1.10001/13/2025 04/11/2022 2.808 2.808 07/13 - 01/13 Received 22,022,300.00 22,482,570.16 3130AQMR1 40519 FHLB 23,390,000.00 1.25001/27/2025 04/11/2022 2.808 2.808 07/27 - 01/27 Received 22,416,742.10 22,842,421.50 3130AQZ48 40520 FHLB 3,060,000.00 2.00008/28/2024 04/11/2022 2.724 2.724 08/28 - 02/28 Received 3,009,204.00 3,035,283.63 3130APXH3 40521 FHLB 9,120,000.00 0.80011/27/2023 04/22/2022 2.604 2.604 05/27 - 11/27 Received 8,864,184.00 9,055,044.98 3130ARVJ7 40523 FHLB 20,000,000.00 3.25004/29/2027 04/29/2022 3.250 3.250 10/29 - 04/29 20,000,000.00 20,000,000.00 3130APM44 40527 FHLB 3,565,000.00 0.50011/24/2023 04/22/2022 2.600 2.600 05/24 - 11/24 Received 3,449,208.80 3,536,052.20 3130ARR86 40529 FHLB 13,270,000.00 3.62510/27/2023 04/29/2022 1.997 1.997 10/27 - 04/27 13,245,848.60 13,264,792.63 3130APQJ7 40532 FHLB 1,500,000.00 0.57511/22/2023 05/11/2022 2.416 2.416 05/22 - 11/22 Received 1,458,750.00 1,489,444.19 3130APWH4 40533 FHLB 6,000,000.00 0.75011/22/2023 05/12/2022 2.496 2.496 05/23 - 11/23 Received 5,843,952.00 5,959,994.97 3130AS2M0 40539 FHLB 3,835,000.00 2.65011/24/2023 05/24/2022 2.650 2.650 11/24 - 05/24 3,835,000.00 3,835,000.00 3130AS3J6 40542 FHLB 2,700,000.00 2.50011/24/2023 05/24/2022 2.514 2.514 11/24 - 05/24 2,699,460.00 2,699,857.00 3130ARVT5 40544 FHLB 3,630,000.00 3.00005/17/2024 05/24/2022 2.716 2.716 11/17 - 05/17 Received 3,639,909.90 3,634,392.05 3130AMNR9 40545 FHLB 20,000,000.00 0.62511/27/2024 05/24/2022 2.916 2.916 05/28 - 11/28 Received 18,899,647.00 19,383,412.38 3130AMU67 40546 FHLB 20,000,000.00 0.40006/28/2024 05/24/2022 2.740 2.740 06/28 - 12/28 Received 19,053,800.00 19,551,998.14 3130APWH4 40547 FHLB 20,000,000.00 0.75011/22/2023 05/24/2022 2.551 2.551 11/23 - 05/23 Received 19,475,000.00 19,862,407.06 3130ASBG3 40549 FHLB 7,150,000.00 3.25003/15/2024 06/15/2022 2.125 2.125 09/15 - 03/15 7,130,337.50 7,142,072.58 3130ARMT5 40552 FHLB 8,905,000.00 2.80010/25/2024 06/07/2022 3.000 3.000 10/25 - 04/25 Received 8,864,126.05 8,882,419.29 3130AS6D6 40560 FHLB 1,250,000.00 2.87506/14/2024 06/15/2022 3.557 3.557 12/14 - 06/14 Received 1,233,700.00 1,242,224.06 3130APZK4 40673 FHLB 26,000,000.00 1.19011/26/2025 05/24/2023 4.466 4.466 05/26 - 11/26 Received 24,002,160.00 24,084,111.31 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130AQ4B6 40677 FHLB 25,000,000.00 1.20012/23/2024 06/01/2023 4.954 4.954 06/23 - 12/23 Received 23,606,450.00 23,680,838.79 3130ARCZ2 40679 FHLB 8,500,000.00 2.16009/24/2025 06/02/2023 4.537 4.537 09/24 - 03/24 34,680.00 8,061,221.50 8,076,515.46 3134GVQX9 40261 FHLMC 10,000,000.00 0.70005/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,996,311.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3134GXJH8 40469 FHLMC 4,225,000.00 0.22009/29/2023 01/18/2022 0.907 0.907 06/29 - 12/29 Received 4,176,243.50 4,217,977.79 3134GW6E1 40490 FHLMC 20,000,000.00 0.32011/02/2023 03/15/2022 1.820 1.820 05/02 - 11/02 Received 19,520,000.00 19,901,056.22 3134GW5R3 40505 FHLMC 2,000,000.00 0.65010/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 Received 1,873,460.00 1,918,310.86 3134GWUG9 40506 FHLMC 1,500,000.00 0.57009/24/2025 03/22/2022 2.500 2.500 03/24 - 09/24 Received 1,403,410.20 1,438,540.72 3134GWVN3 40507 FHLMC 17,490,000.00 0.60009/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 16,376,215.10 16,779,391.18 3134GW6E1 40509 FHLMC 18,300,000.00 0.32011/02/2023 03/30/2022 2.300 2.300 05/02 - 11/02 Received 17,737,824.00 18,181,078.15 3134GXMZ4 40511 FHLMC 1,033,000.00 1.80003/28/2024 03/30/2022 2.446 2.446 09/28 - 03/28 Received 1,020,087.50 1,028,198.28 3134GXSF2 40525 FHLMC 10,000,000.00 3.25004/29/2025 04/29/2022 3.042 3.042 10/29 - 04/29 10,000,000.00 10,000,000.00 3134GXRL0 40551 FHLMC 12,940,000.00 3.12505/12/2025 06/07/2022 3.270 3.270 11/12 - 05/12 Received 12,887,851.80 12,906,832.76 3134GXYM0 40556 FHLMC 5,615,000.00 3.12506/28/2024 06/28/2022 3.372 3.372 12/28 - 06/28 5,588,441.05 5,601,831.19 3134GXYT5 40558 FHLMC 7,250,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 7,202,657.50 7,234,394.51 3134GXYT5 40559 FHLMC 4,500,000.00 2.90012/29/2023 06/29/2022 3.350 3.350 12/29 - 06/29 4,470,615.00 4,490,313.83 3134GYDA7 40638 FHLMC 15,000,000.00 5.02007/26/2024 01/26/2023 5.020 5.020 07/26 - 01/26 15,000,000.00 15,000,000.00 3134GXR63 40643 FHLMC 10,000,000.00 4.05008/28/2025 01/17/2023 4.591 4.591 02/28 - 08/28 Received 9,867,760.00 9,890,807.14 3134GXCS1 40680 FHLMC 8,375,000.00 0.62511/25/2025 06/02/2023 4.402 4.402 11/25 - 05/25 1,017.80 7,639,356.75 7,663,246.62 3136G4WU3 40281 FNMA 30,000,000.00 0.85006/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 3135G06R9 40331 FNMA 15,000,000.00 0.55001/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 3136G46V0 40500 FNMA 1,500,000.00 0.31001/26/2024 03/22/2022 2.167 2.167 07/26 - 01/26 Received 1,449,900.00 1,484,532.38 3136G4H55 40503 FNMA 2,350,000.00 0.55008/05/2025 03/22/2022 2.500 2.500 08/05 - 02/05 Received 2,202,791.30 2,258,495.17 3136G4R62 40504 FNMA 1,715,000.00 0.62508/28/2025 03/22/2022 2.500 2.500 08/28 - 02/28 Received 1,609,825.91 1,648,883.28 3135G05P4 40515 FNMA 3,371,000.00 0.30008/03/2023 04/11/2022 2.196 2.196 08/03 - 02/03 Received 3,288,848.73 3,365,430.42 3135G05U3 40562 FNMA 7,200,000.00 0.35008/18/2023 06/15/2022 3.275 3.275 08/18 - 02/18 Received 6,959,160.00 7,173,240.00 3135G05P4 40563 FNMA 5,000,000.00 0.30008/03/2023 06/15/2022 3.264 3.264 08/03 - 02/03 Received 4,836,400.00 4,987,168.63 3135GADY4 40639 FNMA 50,000,000.00 5.00001/03/2024 01/20/2023 5.000 5.000 07/03 - 01/03 50,000,000.00 50,000,000.00 Federal Agency Callables Totals 968,554,000.00 2.306 2.306 35,697.80 951,807,335.67 958,599,822.99 Supranational
45818WCS3 40201 IADB 11,000,000.00 1.70011/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,001,119.77 45818WCW4 40321 IADB 10,000,000.00 0.34010/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,998,466.47 45818WCZ7 40357 IADB 10,000,000.00 0.65002/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 459058GQ0 40079 IBRD 5,000,000.00 2.50003/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,998,831.83 459058JB0 40246 IBRD 3,000,000.00 0.62504/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,995,801.05 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Supranational
459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,117,168.80 459058JL8 40336 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,998,235.85 459058JL8 40338 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,996,786.73 459058DX8 40339 IBRD 4,765,000.00 2.50011/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 4,907,262.69 459058JE4 40341 IBRD 10,000,000.00 0.37507/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,969,836.73 459056HV2 40344 IBRD 10,000,000.00 1.50008/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,137,455.56 45905U5Y6 40354 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.75003/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,023,230.02 459058JM6 40538 IBRD 5,580,000.00 0.25011/24/2023 05/25/2022 2.527 2.527 11/24 - 05/24 Received 5,394,470.58 5,530,777.91 459058JT1 40662 IBRD 5,000,000.00 0.85002/10/2027 04/12/2023 4.010 4.010 08/10 - 02/10 7,319.44 4,444,500.00 4,476,346.52 459058JT1 40664 IBRD 10,000,000.00 0.85002/10/2027 04/24/2023 4.100 4.100 08/10 - 02/10 17,472.22 8,868,500.00 8,923,998.17 45950VPG5 40332 IFC 8,550,000.00 0.42511/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,562,330.49 45950VPL4 40347 IFC 10,000,000.00 0.45002/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,985,419.22 45950VRK4 40616 IFC 5,000,000.00 5.00011/15/2027 11/18/2022 5.000 5.000 05/15 - 11/15 5,000,000.00 5,000,000.00 Supranational Totals 167,895,000.00 1.111 1.111 24,791.66 167,095,419.55 166,623,067.81 Asset Backed Securities
448980AD4 40670 HALST 14,000,000.00 5.15006/15/2026 05/24/2023 5.207 5.207 06/15 - 13,999,680.80 13,999,691.53 43813DAC2 40270 HAROT 177,863.39 0.82007/15/2024 05/27/2020 0.825 0.825 06/15 - 177,849.39 177,859.87 437927AC0 40674 HAROT 10,000,000.00 4.93011/15/2027 05/30/2023 4.988 4.988 06/15 - 9,998,380.00 9,998,411.29 44891LAC7 40253 HART 170,363.33 1.41011/15/2024 04/29/2020 1.424 1.424 05/15 - 170,323.64 170,351.35 89239RAC0 40252 TMCC 102,526.00 1.36008/15/2024 04/29/2020 1.373 1.373 05/15 - 102,505.49 102,520.64 89237VAB5 40296 TMCC 603,136.27 0.44010/15/2024 07/27/2020 0.444 0.444 08/15 - 603,089.83 603,122.07 891941AD8 40671 TMCC 10,000,000.00 4.71002/15/2028 05/23/2023 4.759 4.759 06/15 - 9,999,441.00 9,999,453.48 89238JAC9 40676 TMCC 13,315,000.00 0.71004/15/2026 06/01/2023 5.694 5.694 06/15 - Received 12,726,818.95 12,743,884.16 Asset Backed Securities Totals 48,368,888.99 5.099 5.099 0.00 47,778,089.10 47,795,294.39 Municipal Bonds
13063DGN2 40008 CAS 5,000,000.00 3.40008/01/2023 09/18/2018 3.064 3.064 02/01 - 08/01 5,075,550.00 5,001,292.93 13063DGB8 40243 CAS 5,000,000.00 3.37504/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,131,073.83 13063DMA3 40449 CAS 10,110,000.00 2.65004/01/2026 01/07/2022 1.392 1.392 04/01 - 10/01 Received 10,631,069.40 10,448,489.96 13063DRD2 40581 CAS 5,570,000.00 2.37510/01/2026 09/09/2022 3.721 3.721 10/01 - 04/01 Received 5,289,717.60 5,345,697.40 13063D3A4 40620 CAS 5,000,000.00 5.70010/01/2026 11/17/2022 4.424 4.424 04/01 - 10/01 5,224,500.00 5,188,425.39 13063D3A4 40626 CAS 7,075,000.00 5.70010/01/2026 12/08/2022 4.257 4.257 04/01 - 10/01 Received 7,430,518.75 7,377,954.80 13063DC48 40649 CAS 12,000,000.00 1.70002/01/2028 02/01/2023 4.175 4.175 08/01 - 02/01 10,672,200.00 10,782,850.00 13063D3N6 40655 CAS 7,000,000.00 4.84603/01/2027 03/15/2023 4.845 4.845 09/01 - 03/01 7,000,000.00 7,000,000.00 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
13034AL65 40323 CASDEV 1,385,000.00 0.76510/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.88511/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,018,256.81 13067WRC8 40623 CASPWR 3,155,000.00 0.79012/01/2025 11/28/2022 4.648 4.648 12/01 - 06/01 Received 2,816,941.75 2,883,429.66 34153QUD6 40311 FLSEDU 10,000,000.00 0.55006/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.39006/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,998,945.73 373385FQ1 40304 GAS 14,615,000.00 0.52008/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.42008/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.85210/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,006,810.95 419792G34 40648 HIS 25,000,000.00 1.53508/01/2027 01/25/2023 3.902 3.902 02/01 - 08/01 Received 22,571,000.00 22,804,040.59 419792G34 40681 HIS 2,530,000.00 1.53508/01/2027 06/05/2023 4.272 4.272 08/01 - 02/01 13,376.67 2,268,878.70 2,273,416.90 419792F92 40684 HIS 7,975,000.00 1.03308/01/2025 06/12/2023 4.775 4.775 08/01 - 02/01 29,977.80 7,375,599.00 7,390,408.65 546417DQ6 40312 LAS 4,000,000.00 0.84006/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 544351MQ9 40315 LOS 3,670,000.00 3.32009/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,788,931.64 544351QQ5 40589 LOS 9,475,000.00 5.00009/01/2025 09/28/2022 4.097 4.097 09/01 - 03/01 9,708,274.50 9,647,795.93 544351QP7 40593 LOS 10,000,000.00 5.00009/01/2024 09/28/2022 4.187 4.187 09/01 - 03/01 10,148,500.00 10,090,000.00 57582RK88 40322 MAS 1,000,000.00 0.69511/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.97003/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.66008/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,002,547.33 574193TQ1 40298 MDS 5,000,000.00 0.51008/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,000,529.60 574193GK8 40652 MDS 3,000,000.00 2.80008/01/2027 03/03/2023 4.612 4.612 08/01 - 02/01 7,466.67 2,785,170.00 2,801,133.44 574193WE4 40656 MDS 16,360,000.00 4.00003/15/2026 03/29/2023 3.999 3.999 09/15 - 03/15 16,360,000.00 16,360,000.00 574193WF1 40678 MDS 4,180,000.00 4.05003/15/2027 06/02/2023 4.146 4.146 09/15 - 03/15 29,625.75 4,165,829.80 4,166,131.29 649791PP9 40185 NYS 5,000,000.00 2.01002/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,000,376.96 6500354U9 40207 NYSDEV 5,000,000.00 2.86003/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,032,224.13 6500354W5 40606 NYSDEV 4,565,000.00 3.17003/15/2026 10/11/2022 4.518 4.518 03/15 - 09/15 Received 4,371,489.65 4,412,261.68 649902T45 40596 NYSHGR 7,850,000.00 5.05109/15/2027 10/05/2022 4.677 4.677 03/15 - 09/15 Received 7,978,033.50 7,958,900.40 64990FY57 40669 NYSPIT 2,000,000.00 3.05903/15/2028 05/18/2023 4.288 4.288 09/15 - 03/15 10,706.50 1,893,800.00 1,896,429.02 64990FX90 40675 NYSPIT 7,415,000.00 2.31903/15/2024 05/26/2023 5.210 5.210 09/15 - 03/15 33,913.12 7,248,310.80 7,268,498.07 64990FS96 40682 NYSPIT 7,075,000.00 2.65702/15/2028 06/09/2023 4.592 4.592 08/15 - 02/15 59,527.87 6,503,693.75 6,511,148.52 64990GZW5 40262 NYU 2,450,000.00 1.43807/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,447,321.55 677522SQ8 40576 OHS 7,930,000.00 2.30011/01/2023 08/30/2022 3.451 3.451 11/01 - 05/01 Received 7,826,117.00 7,900,389.64 70922PAK8 40152 PASTRN 1,750,000.00 2.92912/01/2023 08/14/2019 1.711 1.711 12/01 - 06/01 Received 1,837,920.00 1,758,524.89 76913CAZ2 40256 RIV 4,000,000.00 2.66702/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 882724RA7 40319 TXS 1,600,000.00 5.00010/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,757,832.46 91412GVB8 40153 UNVHGR 1,000,000.00 3.63805/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,015,024.65 91412HFL2 40293 UNVHGR 1,000,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
91412HGE7 40324 UNVHGR 2,215,000.00 0.88305/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,225,136.81 91412HGE7 40325 UNVHGR 3,560,000.00 0.88305/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,578,229.71 91412HGE7 40326 UNVHGR 10,000,000.00 0.88305/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,050,306.10 91412HGE7 40343 UNVHGR 7,000,000.00 0.88305/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,048,638.24 91412GU94 40594 UNVHGR 3,820,000.00 3.06307/01/2025 09/27/2022 4.509 4.509 01/01 - 07/01 Received 3,677,896.00 3,717,067.53 91412HGE7 40595 UNVHGR 3,000,000.00 0.88305/15/2025 09/27/2022 4.509 4.509 11/15 - 05/15 Received 2,732,670.00 2,809,936.27 91412GU94 40619 UNVHGR 4,685,000.00 3.06307/01/2025 11/17/2022 4.669 4.669 01/01 - 07/01 Received 4,501,113.75 4,544,747.78 91412HJN4 40636 UNVHGR 2,015,000.00 1.27205/15/2027 01/04/2023 4.812 4.812 05/15 - 11/15 Received 1,737,171.80 1,768,473.90 91412GU94 40651 UNVHGR 2,020,000.00 3.06307/01/2025 02/14/2023 4.556 4.556 07/01 - 01/01 7,390.34 1,952,612.80 1,963,385.32 91412GU94 40668 UNVHGR 13,815,000.00 3.06307/01/2025 05/18/2023 4.254 4.254 07/01 - 01/01 161,033.40 13,484,407.05 13,503,038.11 917542QV7 40629 UTS 5,931,258.67 3.53907/01/2025 12/13/2022 4.183 4.183 01/01 - 07/01 Received 5,839,739.35 5,859,478.81 923078CT4 40277 VNTCTF 1,000,000.00 1.04811/01/2023 06/11/2020 1.048 1.048 11/01 - 05/01 1,000,000.00 1,000,000.00 923078CU1 40278 VNTCTF 900,000.00 1.22311/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 923078CX5 40621 VNTCTF 3,645,000.00 1.74111/01/2027 11/21/2022 4.621 4.621 05/01 - 11/01 Received 3,185,620.65 3,242,397.87 97705MNM3 40177 WIS 500,000.00 1.85705/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 331,836,258.67 2.890 2.890 353,018.12 326,916,233.15 326,172,931.25 Agency Floaters
31315PF38 40611 FAMC 2,500,000.00 5.33002/06/2025 10/27/2022 3.947 4.002 11/06 - Quarterly Received 2,500,000.00 2,500,000.00 31315P6T1 40612 FAMC 3,000,000.00 5.58004/22/2025 10/27/2022 4.021 4.077 01/22 - Quarterly Received 3,000,000.00 3,000,000.00 Agency Floaters Totals 5,500,000.00 3.988 4.043 0.00 5,500,000.00 5,500,000.00 Mortgage Backed Securities
3137B4WB8 40148 FHLMC 225,888.22 3.06007/25/2023 08/01/2019 2.119 2.119 09/25 - Monthly 233,370.77 233,370.77 30298LAA9 40173 FHLMC 4,364,864.59 1.99005/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 4,364,864.59 4,364,864.59 30314KAS2 40180 FHLMC 1,173,790.07 2.09007/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,179,372.62 1,179,372.62 30295NAE0 40214 FHLMC 252,813.69 2.05010/25/2023 01/22/2020 1.973 1.973 02/25 - Monthly Received 253,129.71 253,129.71 30298LAA9 40231 FHLMC 512,871.62 1.99005/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 519,282.51 519,282.51 3137BJQ71 40266 FHLMC 10,000,000.00 2.77005/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 30315EAA4 40295 FHLMC 3,132,363.23 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,147,683.62 3,147,683.62 3137BGK24 40328 FHLMC 4,500,000.00 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,937,850.00 4,937,850.00 30318CAA5 40342 FHLMC 3,732,418.83 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 3,750,722.61 3,750,722.61 3137FQ3W1 40356 FHLMC 4,583,176.29 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 4,922,331.34 4,922,331.34 3137FBTA4 40605 FHLMC 9,660,734.63 3.06408/25/2024 10/12/2022 4.546 4.546 11/25 - Monthly Received 9,415,062.14 9,415,062.14 30329MAA0 40609 FHLMC 3,484,863.69 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 3,122,044.08 3,122,044.08 30329MAA0 40610 FHLMC 4,480,539.04 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 4,014,056.68 4,014,056.68 3137BJQ71 40635 FHLMC 7,101,000.00 2.77005/25/2025 12/22/2022 4.445 4.445 01/25 - Monthly Received 6,821,398.13 6,821,398.13 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
3132XGRH1 40647 FHLMC 20,000,000.00 3.69011/01/2027 01/24/2023 3.821 3.821 02/25 - Monthly Received 19,909,375.00 19,909,375.00 3137FBAJ5 40665 FHLMC 4,805,000.00 3.28108/25/2027 05/08/2023 3.997 3.997 06/25 - Monthly Received 4,664,979.30 4,664,979.30 3132XGRH1 40666 FHLMC 10,000,000.00 3.69011/01/2027 05/09/2023 3.946 3.946 06/25 - Monthly Received 9,907,812.50 9,907,812.50 3132XFLR7 40672 FHLMC 6,700,000.00 4.25001/01/2028 05/25/2023 4.597 4.597 06/25 - Monthly Received 6,614,156.25 6,614,156.25 30312XAE7 40683 FHLMC 5,158,161.78 2.25010/25/2024 06/23/2023 5.576 5.576 07/25 - Monthly 7,092.47 4,959,290.46 4,959,290.46 3140HUNV4 40171 FNMA 4,821,914.40 2.42007/01/2024 09/19/2019 2.046 2.046 10/25 - Monthly Received 4,905,544.48 4,905,544.48 3138L84Z4 40202 FNMA 7,747,000.00 2.39002/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 3140HWYW6 40203 FNMA 7,450,000.00 2.24001/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138LL3J2 40209 FNMA 1,000,000.00 2.71001/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3138L8CE2 40225 FNMA 3,500,000.00 2.96011/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 3136AL7K1 40272 FNMA 2,466,611.07 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 2,669,859.82 2,669,859.82 3136AY6S7 40327 FNMA 2,522,029.76 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 2,710,374.94 2,710,374.94 3136AR5S3 40579 FNMA 5,473,674.33 2.46904/25/2026 09/12/2022 3.844 3.844 10/25 - Monthly Received 5,221,372.16 5,221,372.16 3136AKQM8 40614 FNMA 4,438,372.49 3.05606/25/2024 10/31/2022 4.805 4.805 11/25 - Monthly Received 4,318,050.99 4,318,050.99 3138L8UV4 40618 FNMA 12,174,317.39 2.92001/01/2025 11/18/2022 4.716 4.716 12/25 - Monthly Received 11,729,193.91 11,729,193.91 3140HSZG9 40667 FNMA 3,919,407.12 3.44003/01/2026 05/09/2023 4.440 4.440 06/25 - Monthly Received 3,854,645.04 3,854,645.04 Mortgage Backed Securities Totals 159,381,812.24 3.167 3.167 7,092.47 159,001,670.84 159,001,670.81 Investment Totals 2,927,546,615.58 3.133 3.144 507,353.96 2,889,156,773.80 2,899,925,335.69 Portfolio CITY
AP
Run Date: 07/03/2023 - 20:23 PM (PRF_PMS) 7.3.0

SECTION D

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP4560000 40162 Allspring Govt Money Mkt Fd 0.00 0.00 0.00 4.330 1 1 4.330 VP6000104 36512 Federated Govt Obligation Fund 0.00 0.00 0.00 4.900 1 1 4.900 Subtotal and Average 0.00 0.00 0.00 0.00 0 0 0.000
State Pool
CITY 32936 State Investment Pool 15,006,746.08 15,006,746.08 15,006,746.08 3.020 1 1 3.020 CSJFA 37042 State Investment Pool 5,335,746.08 5,335,746.08 5,335,746.08 3.020 1 1 3.020 COVID RELIEF 40363 State Investment Pool 0.00 0.00 0.00 2.550 1 1 2.550 Subtotal and Average 20,342,492.16 20,342,492.16 20,342,492.16 20,342,492.16 1 1 3.020 JPA Pool
CAMP 40566 California Asset Management Pr 159,363,163.52 159,363,163.52 159,363,163.52 5.200 1 1 5.200 Subtotal and Average 72,309,230.19 159,363,163.52 159,363,163.52 159,363,163.52 1 1 5.200 Corp Medium Term Notes
037833CG3 40459 Apple Inc 01/07/2022 10,000,000.00 9,860,100.00 10,117,986.70 3.000 763 223 0.861 02/09/2024 037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,572,767.66 15,425,757.98 2.750 1,095 562 1.295 01/13/2025 037833CG3 40471 Apple Inc 01/19/2022 11,966,000.00 11,798,595.66 12,094,525.84 3.000 751 223 1.046 02/09/2024 037833CG3 40485 Apple Inc 02/14/2022 12,318,000.00 12,145,671.18 12,407,948.96 3.000 725 223 1.659 02/09/2024 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,142,612.00 7,362,810.38 2.850 803 315 1.745 05/11/2024 039483BL5 40599 Archer Daniels Midland 10/05/2022 9,780,000.00 9,161,415.00 9,198,732.12 2.500 1,406 1,137 4.606 08/11/2026 039483BL5 40601 Archer Daniels Midland 10/07/2022 9,215,000.00 8,632,151.25 8,650,264.32 2.500 1,404 1,137 4.674 08/11/2026 06406RAJ6 40320 Bank of New York Mellon 11/03/2020 3,868,000.00 3,858,716.80 3,881,047.33 3.450 1,011 41 0.394 08/11/2023 06406HDA4 40617 Bank of New York Mellon 11/14/2022 10,000,000.00 9,608,900.00 9,679,924.63 3.000 833 604 5.080 02/24/2025 06406FAE3 40630 Bank of New York Mellon 12/13/2022 4,481,000.00 4,123,550.63 4,215,953.25 2.450 1,343 1,143 4.523 08/17/2026 06406RAD9 40633 Bank of New York Mellon 12/15/2022 5,000,000.00 4,675,950.00 4,815,081.40 3.250 1,613 1,415 4.308 05/16/2027 14913R3A3 40628 Caterpillar Inc. 12/13/2022 7,429,000.00 7,151,303.98 7,214,916.18 3.600 1,703 1,503 4.381 08/12/2027 194162AN3 40580 Colgate-Palmolive 09/09/2022 8,202,000.00 7,806,253.50 7,995,779.00 3.100 1,801 1,506 3.774 08/15/2027 24422EWK1 40634 Deere & Co. 12/15/2022 5,000,000.00 4,878,950.00 4,962,238.54 4.150 1,735 1,537 4.349 09/15/2027 438516BL9 40631 Honeywell International 12/13/2022 5,000,000.00 4,668,250.00 4,708,798.28 2.500 1,419 1,219 4.420 11/01/2026 24422EWP0 40637 John Deere 01/09/2023 10,000,000.00 9,963,100.00 9,996,048.52 4.800 1,096 923 4.817 01/09/2026 478160BY9 40574 Johnson & Johnson 08/25/2022 13,945,000.00 13,169,797.45 13,632,737.74 2.450 1,284 974 3.347 03/01/2026 478160BY9 40575 Johnson & Johnson 08/26/2022 4,214,000.00 3,979,743.74 4,108,306.88 2.450 1,283 974 3.457 03/01/2026 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 14,852,850.00 15,297,158.75 3.875 1,095 215 0.452 02/01/2024 48133DP95 40569 JP Morgan 07/28/2022 10,000,000.00 9,516,100.00 10,000,000.00 4.570 1,826 1,488 4.570 07/28/2027 48133DQ45 40570 JP Morgan 07/28/2022 10,000,000.00 9,595,100.00 10,000,000.00 4.100 1,096 758 4.100 07/28/2025 48133DQ52 40571 JP Morgan 07/28/2022 10,000,000.00 9,560,900.00 10,000,000.00 4.250 1,461 1,123 4.250 07/28/2026 88579YAV3 40598 3M 10/05/2022 7,150,000.00 6,554,691.00 6,613,912.68 2.250 1,445 1,176 4.839 09/19/2026 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
594918AW4 40432 Microsoft Inc. 12/08/2021 1,851,000.00 1,840,134.63 1,873,009.43 3.625 737 167 0.982 12/15/2023 594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,009,502.00 1,036,994.04 2.875 778 220 0.892 02/06/2024 594918BQ6 40443 Microsoft Inc. 12/20/2021 2,876,000.00 2,867,515.80 2,879,836.62 2.000 596 38 0.692 08/08/2023 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,850,360.00 3,999,601.58 3.125 1,288 856 3.129 11/03/2025 594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 10,931,474.00 11,196,543.39 2.700 973 592 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 6,991,900.00 7,149,540.48 2.700 972 592 3.607 02/12/2025 594918BY9 40624 Microsoft Inc. 12/02/2022 8,436,000.00 8,112,479.40 8,168,172.48 3.300 1,527 1,316 4.272 02/06/2027 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,790,770.00 6,998,413.59 0.350 1,095 216 0.389 02/02/2024 69371RS23 40602 PACCAR Inc. 10/07/2022 5,000,000.00 4,967,900.00 5,034,676.02 4.950 1,092 825 4.617 10/03/2025 69371RS23 40613 PACCAR Inc. 10/28/2022 10,000,000.00 9,935,800.00 10,017,548.44 4.950 1,071 825 4.864 10/03/2025 69371RR65 40640 PACCAR Inc. 01/06/2023 10,000,000.00 9,049,500.00 9,214,335.15 2.000 1,490 1,314 4.414 02/04/2027 713448CT3 40632 Pepsi Co 12/15/2022 5,000,000.00 4,789,300.00 4,854,519.01 2.750 867 669 4.441 04/30/2025 931142EW9 40603 Wal-Mart 10/07/2022 3,000,000.00 2,940,120.00 2,970,225.29 3.900 1,068 801 4.387 09/09/2025 931142ER0 40608 Wal-Mart 10/20/2022 10,000,000.00 8,928,300.00 8,944,728.93 1.050 1,428 1,174 4.684 09/17/2026 931142ER0 40660 Wal-Mart 04/05/2023 18,875,000.00 16,852,166.25 17,201,644.63 1.050 1,261 1,174 4.035 09/17/2026 Subtotal and Average 304,345,387.64 310,630,000.00 297,134,691.93 303,919,718.56 1,197 830 3.313 Negotiable CDs
89115BK66 40600 TORDNY 10/05/2022 15,640,000.00 15,609,658.40 15,623,456.39 4.020 321 52 4.760 08/22/2023 Subtotal and Average 63,952,176.61 15,640,000.00 15,609,658.40 15,623,456.39 321 52 4.760 Commercial Paper Discounts
62479MU35 40641 MUFG Bank Ltd/NY 01/10/2023 25,000,000.00 25,000,000.00 24,993,236.11 4.870 174 2 4.987 07/03/2023 89233HU36 40642 Toyota Motor Credit Corp 01/11/2023 25,000,000.00 25,000,000.00 24,993,180.56 4.910 173 2 5.029 07/03/2023 Subtotal and Average 98,136,499.54 50,000,000.00 50,000,000.00 49,986,416.67 174 2 5.008 Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,291,475.00 2,499,948.70 0.500 1,812 744 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,013,700.00 9,995,937.78 0.480 1,826 929 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,013,700.00 9,995,739.74 0.480 1,826 929 0.497 01/15/2026 31422XR38 40622 Federal Agricultural Mtg Corp 11/28/2022 10,000,000.00 9,974,700.00 10,000,000.00 4.920 365 150 4.920 11/28/2023 3133EJD48 40013 Federal Farm Credit Bank 10/17/2018 25,000,000.00 24,847,750.00 24,995,666.67 3.050 1,811 93 3.124 10/02/2023 3133EJ5W5 40049 Federal Farm Credit Bank 01/23/2019 20,000,000.00 19,831,800.00 19,998,747.70 2.650 1,734 114 2.672 10/23/2023 3133ENAL4 40480 Federal Farm Credit Bank 01/26/2022 4,150,000.00 4,091,111.50 4,142,360.72 0.290 624 103 0.953 10/12/2023 3133ENAL4 40501 Federal Farm Credit Bank 03/22/2022 1,170,000.00 1,153,397.70 1,164,433.35 0.290 569 103 2.021 10/12/2023 3133ENS43 40607 Federal Farm Credit Bank 10/17/2022 10,000,000.00 9,842,100.00 9,972,557.78 4.375 731 474 4.599 10/17/2024 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,877,450.00 2,998,416.79 1.500 1,826 411 1.549 08/15/2024 3130A0F70 40531 Federal Home Loan Bank 05/11/2022 10,215,000.00 10,130,624.10 10,251,374.41 3.375 576 160 2.536 12/08/2023 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
3130ATUP0 40615 Federal Home Loan Bank 11/04/2022 5,000,000.00 4,987,400.00 4,997,094.43 4.750 364 125 4.928 11/03/2023 3130AU4V3 40627 Federal Home Loan Bank 12/08/2022 10,000,000.00 9,955,100.00 10,000,000.00 4.800 396 191 4.804 01/08/2024 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,536,850.00 4,993,286.93 0.375 1,824 815 0.436 09/23/2025 3137EAEY1 40316 Federal Home Loan Mtg Corp 10/16/2020 4,000,000.00 3,938,520.00 3,998,549.44 0.125 1,095 107 0.250 10/16/2023 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,643,200.00 9,992,373.52 1.750 1,821 367 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,541,100.00 9,995,600.67 1.625 1,820 472 1.661 10/15/2024 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,180,800.00 9,991,871.97 0.500 1,824 717 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,099,500.00 9,988,593.20 0.375 1,700 786 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,063,200.00 10,019,286.47 0.500 1,766 860 0.417 11/07/2025 3135G05U3 40420 Federal National Mtg Assn 11/30/2021 7,000,000.00 6,954,150.00 6,998,674.42 0.350 626 48 0.496 08/18/2023 Subtotal and Average 189,321,844.73 187,035,000.00 179,967,628.30 186,990,514.69 1,388 396 2.154 Federal Agency Discounts
313384HR3 40644 Federal Home Loan Bank 01/20/2023 50,000,000.00 50,000,000.00 49,987,152.78 164 2 4.790 07/03/2023 313384HR3 40645 Federal Home Loan Bank 01/20/2023 50,000,000.00 50,000,000.00 49,987,041.66 164 2 4.832 07/03/2023 313384HR3 40646 Federal Home Loan Bank 01/20/2023 10,000,000.00 10,000,000.00 9,997,408.33 164 2 4.832 07/03/2023 313384HR3 40653 Federal Home Loan Bank 03/03/2023 10,000,000.00 10,000,000.00 9,997,305.56 122 2 5.000 07/03/2023 313384HR3 40654 Federal Home Loan Bank 03/07/2023 10,000,000.00 10,000,000.00 9,997,308.34 118 2 4.992 07/03/2023 313384LY3 40657 Federal Home Loan Bank 03/22/2023 15,000,000.00 14,838,450.00 14,839,687.50 4.750 182 81 4.934 09/20/2023 313384KG3 40658 Federal Home Loan Bank 03/27/2023 20,000,000.00 19,894,600.00 19,894,083.33 4.650 137 41 4.800 08/11/2023 313384LL1 40659 Federal Home Loan Bank 03/31/2023 20,000,000.00 19,817,200.00 19,819,450.00 4.710 161 69 4.878 09/08/2023 Subtotal and Average 190,496,302.12 185,000,000.00 184,550,250.00 184,519,437.50 157 20 4.848 Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 14,683,050.00 15,038,924.80 2.125 1,529 243 1.719 02/29/2024 9128283Z1 40578 U.S. Treasury 09/02/2022 30,000,000.00 28,902,000.00 29,625,741.76 2.750 910 608 3.539 02/28/2025 91282CCU3 40583 U.S. Treasury 09/14/2022 20,000,000.00 19,836,000.00 19,878,076.03 0.125 351 61 3.878 08/31/2023 91282CAK7 40585 U.S. Treasury 09/15/2022 20,000,000.00 19,796,000.00 19,845,787.67 0.125 365 76 3.938 09/15/2023 9128284Z0 40586 U.S. Treasury 09/15/2022 10,000,000.00 9,578,900.00 9,794,513.18 2.750 1,081 792 3.760 08/31/2025 9128285U0 40625 U.S. Treasury 12/06/2022 10,000,000.00 9,870,300.00 9,899,921.88 2.625 390 183 4.694 12/31/2023 Subtotal and Average 152,295,966.89 105,000,000.00 102,666,250.00 104,082,965.32 755 326 3.547 Treasury Discounts
912797GF8 40661 U.S. Treasury 04/11/2023 13,000,000.00 12,933,310.00 12,935,025.26 4.735 119 38 4.890 08/08/2023 912797GG6 40663 U.S. Treasury 04/18/2023 10,000,000.00 9,938,500.00 9,938,375.00 4.930 119 45 5.095 08/15/2023 912796YH6 40686 U.S. Treasury 06/23/2023 20,000,000.00 19,811,800.00 19,808,655.55 5.065 76 68 5.191 09/07/2023 912796XQ7 40687 U.S. Treasury 06/23/2023 50,000,000.00 49,930,500.00 49,917,416.67 4.955 20 12 5.038 07/13/2023 912797FY8 40688 U.S. Treasury 06/23/2023 20,000,000.00 19,958,200.00 19,953,061.11 4.970 25 17 5.070 07/18/2023 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Treasury Discounts
912797GJ0 40689 U.S. Treasury 06/23/2023 30,000,000.00 29,756,100.00 29,753,183.34 5.020 67 59 5.152 08/29/2023 912796CR8 40690 U.S. Treasury 06/23/2023 50,000,000.00 49,426,500.00 49,414,611.11 5.140 90 82 5.294 09/21/2023 912797FB8 40691 U.S. Treasury 06/23/2023 20,000,000.00 19,688,000.00 19,684,055.56 5.170 118 110 5.347 10/19/2023 Subtotal and Average 73,078,804.58 213,000,000.00 211,442,910.00 211,404,383.60 69 53 5.153 Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,009,800.00 10,000,000.00 1.000 1,826 1,024 1.000 04/20/2026 31422XRQ7 40554 Federal Agricultural Mtg Corp 06/14/2022 10,779,000.00 10,535,394.60 10,658,791.05 0.690 554 172 3.141 12/20/2023 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,535,300.00 10,000,000.00 0.580 1,461 352 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,001,900.00 10,000,000.00 0.500 1,820 906 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,002,500.00 10,000,000.00 0.800 1,826 982 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,402,000.00 10,006,576.76 1.010 1,096 520 0.963 12/02/2024 3133ENGW4 40445 Federal Farm Credit Bank 12/17/2021 6,435,000.00 6,294,330.90 6,434,417.61 0.660 726 165 0.680 12/13/2023 3133ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 9,551,704.50 10,349,334.44 1.600 1,461 941 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 13,943,454.00 15,141,762.19 2.180 1,826 1,326 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 143,904.00 149,281.50 1.940 896 430 2.363 09/03/2024 3133EL5J9 40510 Federal Farm Credit Bank 03/30/2022 13,965,000.00 13,840,013.25 13,922,908.23 0.300 520 62 2.146 09/01/2023 3133ENGW4 40513 Federal Farm Credit Bank 03/30/2022 1,859,000.00 1,818,362.26 1,845,558.43 0.660 623 165 2.308 12/13/2023 3133EMYW6 40514 Federal Farm Credit Bank 03/30/2022 1,347,000.00 1,320,854.73 1,337,277.20 0.230 593 135 2.246 11/13/2023 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,237,325.00 3,359,662.76 0.480 1,046 611 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,188,800.00 19,927,511.92 3.090 1,277 842 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,257,200.00 20,000,000.00 3.650 1,644 1,214 3.650 10/27/2026 3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 4,924,868.00 5,182,426.09 3.450 1,820 1,431 3.545 06/01/2027 3133EMBQ4 40561 Federal Farm Credit Bank 06/15/2022 1,025,000.00 1,010,834.50 1,017,062.40 0.270 477 96 3.325 10/05/2023 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,016,600.00 10,000,000.00 0.500 1,826 942 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 8,939,800.00 10,000,000.00 0.500 1,826 970 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 8,939,800.00 9,996,820.00 0.500 1,826 970 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 18,833,200.00 19,995,875.70 1.000 1,094 503 1.015 11/15/2024 3130APWP6 40410 Federal Home Loan Bank 11/24/2021 8,300,000.00 8,145,703.00 8,298,516.38 0.600 730 146 0.645 11/24/2023 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,821,454.00 1,900,000.00 0.875 910 332 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,577,722.50 4,871,582.50 0.850 1,088 510 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,558,965.75 2,718,728.38 0.750 1,074 496 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,017,227.50 3,148,292.32 0.625 898 321 0.687 05/17/2024 3130APQU2 40435 Federal Home Loan Bank 12/15/2021 14,370,000.00 14,096,538.90 14,365,639.52 0.650 707 144 0.728 11/22/2023 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 12,472,477.20 13,240,519.66 1.050 1,067 506 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,346,486.10 2,478,681.75 1.000 1,004 475 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,732,950.00 4,992,914.74 1.250 1,095 566 1.128 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 22,611,500.00 24,662,729.66 0.960 1,507 978 1.481 03/05/2026 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,071,000.00 20,000,000.00 1.375 1,096 577 1.219 01/28/2025 3130AQN58 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,234,760.00 13,990,828.70 1.750 1,096 576 1.443 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,715,944.00 7,193,304.00 1.375 1,369 850 1.291 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,071,000.00 20,000,000.00 1.375 1,096 577 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 11,925,750.00 12,498,012.50 1.250 1,004 485 1.092 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 952,580.00 995,673.61 2.375 1,096 632 2.137 03/24/2025 3130ARBY6 40496 Federal Home Loan Bank 03/28/2022 4,600,000.00 4,479,572.00 4,594,391.83 2.500 1,096 636 1.713 03/28/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,486,405.70 1,553,634.52 1.850 1,005 545 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,228,548.00 2,334,516.69 1.750 1,074 608 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 18,685,400.00 19,506,919.14 0.620 993 527 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 757,770.75 796,693.27 0.700 1,196 730 2.500 06/30/2025 3130APWH4 40512 Federal Home Loan Bank 03/30/2022 2,000,000.00 1,962,720.00 1,988,562.80 0.750 602 144 2.245 11/22/2023 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,315,006.00 1,367,337.53 1.250 1,023 577 2.800 01/28/2025 3130AMU67 40517 Federal Home Loan Bank 04/11/2022 6,000,000.00 5,704,380.00 5,870,184.59 0.400 809 363 2.661 06/28/2024 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 21,635,353.20 22,482,570.16 1.100 1,008 562 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 21,971,864.30 22,842,421.50 1.250 1,022 576 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 2,939,956.20 3,035,283.63 2.000 870 424 2.724 08/28/2024 3130APXH3 40521 Federal Home Loan Bank 04/22/2022 9,120,000.00 8,945,990.40 9,055,044.98 0.800 584 149 2.604 11/27/2023 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 19,125,400.00 20,000,000.00 3.250 1,826 1,398 3.250 04/29/2027 3130APM44 40527 Federal Home Loan Bank 04/22/2022 3,565,000.00 3,494,163.45 3,536,052.20 0.500 581 146 2.600 11/24/2023 3130ARR86 40529 Federal Home Loan Bank 04/29/2022 13,270,000.00 13,181,223.70 13,264,792.63 3.625 546 118 1.997 10/27/2023 3130APQJ7 40532 Federal Home Loan Bank 05/11/2022 1,500,000.00 1,471,020.00 1,489,444.19 0.575 560 144 2.416 11/22/2023 3130APWH4 40533 Federal Home Loan Bank 05/12/2022 6,000,000.00 5,888,160.00 5,959,994.97 0.750 559 144 2.496 11/22/2023 3130AS2M0 40539 Federal Home Loan Bank 05/24/2022 3,835,000.00 3,791,050.90 3,835,000.00 2.650 549 146 2.650 11/24/2023 3130AS3J6 40542 Federal Home Loan Bank 05/24/2022 2,700,000.00 2,667,519.00 2,699,857.00 2.500 549 146 2.514 11/24/2023 3130ARVT5 40544 Federal Home Loan Bank 05/24/2022 3,630,000.00 3,549,922.20 3,634,392.05 3.000 724 321 2.716 05/17/2024 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 18,710,600.00 19,383,412.38 0.625 918 515 2.916 11/27/2024 3130AMU67 40546 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,014,600.00 19,551,998.14 0.400 766 363 2.740 06/28/2024 3130APWH4 40547 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,627,200.00 19,862,407.06 0.750 547 144 2.551 11/22/2023 3130ASBG3 40549 Federal Home Loan Bank 06/15/2022 7,150,000.00 7,035,171.00 7,142,072.58 3.250 639 258 2.125 03/15/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,603,031.45 8,882,419.29 2.800 871 482 3.000 10/25/2024 3130AS6D6 40560 Federal Home Loan Bank 06/15/2022 1,250,000.00 1,216,237.50 1,242,224.06 2.875 730 349 3.557 06/14/2024 3130APZK4 40673 Federal Home Loan Bank 05/24/2023 26,000,000.00 23,908,300.00 24,084,111.31 1.190 917 879 4.466 11/26/2025 3130AQ4B6 40677 Federal Home Loan Bank 06/01/2023 25,000,000.00 23,523,750.00 23,680,838.79 1.200 571 541 4.954 12/23/2024 3130ARCZ2 40679 Federal Home Loan Bank 06/02/2023 8,500,000.00 8,005,980.00 8,076,515.46 2.160 845 816 4.537 09/24/2025 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,231,600.00 9,996,311.11 0.700 1,826 674 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,258,600.00 10,000,000.00 0.700 1,789 640 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 36,814,000.00 40,000,000.00 0.750 1,821 718 0.750 06/18/2025 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3134GXJH8 40469 Federal Home Loan Mtg Corp 01/18/2022 4,225,000.00 4,172,187.50 4,217,977.79 0.220 619 90 0.907 09/29/2023 3134GW6E1 40490 Federal Home Loan Mtg Corp 03/15/2022 20,000,000.00 19,660,400.00 19,901,056.22 0.320 597 124 1.820 11/02/2023 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,816,780.00 1,918,310.86 0.650 1,315 849 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,363,620.00 1,438,540.72 0.570 1,282 816 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 15,902,432.70 16,779,391.18 0.600 1,288 822 2.500 09/30/2025 3134GW6E1 40509 Federal Home Loan Mtg Corp 03/30/2022 18,300,000.00 17,989,266.00 18,181,078.15 0.320 582 124 2.300 11/02/2023 3134GXMZ4 40511 Federal Home Loan Mtg Corp 03/30/2022 1,033,000.00 1,003,414.88 1,028,198.28 1.800 729 271 2.446 03/28/2024 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,730,200.00 10,000,000.00 3.250 1,096 668 3.042 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,475,065.80 12,906,832.76 3.125 1,070 681 3.270 05/12/2025 3134GXYM0 40556 Federal Home Loan Mtg Corp 06/28/2022 5,615,000.00 5,469,964.55 5,601,831.19 3.125 731 363 3.372 06/28/2024 3134GXYT5 40558 Federal Home Loan Mtg Corp 06/29/2022 7,250,000.00 7,155,677.50 7,234,394.51 2.900 548 181 3.350 12/29/2023 3134GXYT5 40559 Federal Home Loan Mtg Corp 06/29/2022 4,500,000.00 4,441,455.00 4,490,313.83 2.900 548 181 3.350 12/29/2023 3134GYDA7 40638 Federal Home Loan Mtg Corp 01/26/2023 15,000,000.00 14,919,750.00 15,000,000.00 5.020 547 391 5.020 07/26/2024 3134GXR63 40643 Federal Home Loan Mtg Corp 01/17/2023 10,000,000.00 9,779,900.00 9,890,807.14 4.050 954 789 4.591 08/28/2025 3134GXCS1 40680 Federal Home Loan Mtg Corp 06/02/2023 8,375,000.00 7,596,376.25 7,663,246.62 0.625 907 878 4.402 11/25/2025 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 27,655,200.00 30,000,000.00 0.850 1,826 723 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 13,468,650.00 15,000,000.00 0.550 1,826 942 0.550 01/28/2026 3136G46V0 40500 Federal National Mtg Assn 03/22/2022 1,500,000.00 1,455,240.00 1,484,532.38 0.310 675 209 2.167 01/26/2024 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,144,986.00 2,258,495.17 0.550 1,232 766 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,564,543.05 1,648,883.28 0.625 1,255 789 2.500 08/28/2025 3135G05P4 40515 Federal National Mtg Assn 04/11/2022 3,371,000.00 3,355,830.50 3,365,430.42 0.300 479 33 2.196 08/03/2023 3135G05U3 40562 Federal National Mtg Assn 06/15/2022 7,200,000.00 7,152,840.00 7,173,240.00 0.350 429 48 3.275 08/18/2023 3135G05P4 40563 Federal National Mtg Assn 06/15/2022 5,000,000.00 4,977,500.00 4,987,168.63 0.300 414 33 3.264 08/03/2023 3135GADY4 40639 Federal National Mtg Assn 01/20/2023 50,000,000.00 49,849,000.00 50,000,000.00 5.000 348 186 5.000 01/03/2024 Subtotal and Average 958,534,648.92 968,554,000.00 919,430,780.17 958,599,822.99 1,086 574 2.306 Supranational
45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,477,940.00 11,001,119.77 1.700 1,773 503 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,357,200.00 9,998,466.47 0.340 1,433 472 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,017,100.00 10,000,000.00 0.650 1,822 965 0.650 02/20/2026 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 4,895,950.00 4,998,831.83 2.500 1,827 262 2.535 03/19/2024 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,772,960.00 2,995,801.05 0.625 1,826 661 0.704 04/22/2025 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 18,607,400.00 20,117,168.80 0.750 1,520 619 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,076,400.00 9,998,235.85 0.500 1,751 850 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,076,400.00 9,996,786.73 0.500 1,751 850 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,589,028.55 4,907,262.69 2.500 1,413 513 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,128,200.00 9,969,836.73 0.375 1,657 758 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,569,100.00 10,137,455.56 1.500 1,314 424 0.306 08/28/2024 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Supranational
45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,455,550.00 5,000,000.00 0.600 1,826 963 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,455,550.00 5,000,000.00 0.600 1,826 963 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,303,700.00 10,023,230.02 0.750 1,460 619 0.611 03/11/2025 459058JM6 40538 IBRD 05/25/2022 5,580,000.00 5,469,292.80 5,530,777.91 0.250 548 146 2.527 11/24/2023 459058JT1 40662 IBRD 04/12/2023 5,000,000.00 4,394,050.00 4,476,346.52 0.850 1,400 1,320 4.010 02/10/2027 459058JT1 40664 IBRD 04/24/2023 10,000,000.00 8,788,100.00 8,923,998.17 0.850 1,388 1,320 4.100 02/10/2027 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 7,965,864.00 8,562,330.49 0.425 1,413 507 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 8,931,200.00 9,985,419.22 0.450 1,826 950 0.507 02/05/2026 45950VRK4 40616 International Finance Corp 11/18/2022 5,000,000.00 5,010,950.00 5,000,000.00 5.000 1,823 1,598 5.000 11/15/2027 Subtotal and Average 172,611,680.44 167,895,000.00 155,341,935.35 166,623,067.81 1,579 739 1.111 Asset Backed Securities
448980AD4 40670 Hyundai Auto Lease Sec 05/24/2023 14,000,000.00 13,899,200.00 13,999,691.53 5.150 1,118 1,080 5.207 06/15/2026 43813DAC2 40270 American Honda Finance Corp 05/27/2020 177,863.39 176,965.18 177,859.87 0.820 1,510 380 0.825 07/15/2024 437927AC0 40674 American Honda Finance Corp 05/30/2023 10,000,000.00 9,936,500.00 9,998,411.29 4.930 1,630 1,598 4.988 11/15/2027 44891LAC7 40253 Hyundai Auto Receivables Trust 04/29/2020 170,363.33 169,347.96 170,351.35 1.410 1,661 503 1.424 11/15/2024 89239RAC0 40252 Toyota Motor Credit Corp 04/29/2020 102,526.00 102,180.49 102,520.64 1.360 1,569 411 1.373 08/15/2024 89237VAB5 40296 Toyota Motor Credit Corp 07/27/2020 603,136.27 598,998.76 603,122.07 0.440 1,541 472 0.444 10/15/2024 891941AD8 40671 Toyota Motor Credit Corp 05/23/2023 10,000,000.00 9,893,100.00 9,999,453.48 4.710 1,729 1,690 4.759 02/15/2028 89238JAC9 40676 Toyota Motor Credit Corp 06/01/2023 13,315,000.00 12,751,242.90 12,743,884.16 0.710 1,049 1,019 5.694 04/15/2026 Subtotal and Average 47,958,351.63 48,368,888.99 47,527,535.29 47,795,294.39 1,344 1,286 5.099 Municipal Bonds
13063DGN2 40008 State of California GO 09/18/2018 5,000,000.00 4,991,500.00 5,001,292.93 3.400 1,778 31 3.064 08/01/2023 13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,837,200.00 5,131,073.83 3.375 1,814 640 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,504,916.50 10,448,489.96 2.650 1,545 1,005 1.392 04/01/2026 13063DRD2 40581 State of California GO 09/09/2022 5,570,000.00 5,155,313.50 5,345,697.40 2.375 1,483 1,188 3.721 10/01/2026 13063D3A4 40620 State of California GO 11/17/2022 5,000,000.00 5,104,950.00 5,188,425.39 5.700 1,414 1,188 4.424 10/01/2026 13063D3A4 40626 State of California GO 12/08/2022 7,075,000.00 7,223,504.25 7,377,954.80 5.700 1,393 1,188 4.257 10/01/2026 13063DC48 40649 State of California GO 02/01/2023 12,000,000.00 10,526,040.00 10,782,850.00 1.700 1,826 1,676 4.175 02/01/2028 13063D3N6 40655 State of California GO 03/15/2023 7,000,000.00 6,983,410.00 7,000,000.00 4.846 1,447 1,339 4.845 03/01/2027 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,259,906.80 1,385,000.00 0.765 1,749 823 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,086,600.00 10,018,256.81 0.885 1,825 854 0.805 11/01/2025 13067WRC8 40623 CA Dept of Water Resource Pwr 11/28/2022 3,155,000.00 2,852,277.75 2,883,429.66 0.790 1,099 884 4.648 12/01/2025 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,180,500.00 10,000,000.00 0.550 1,683 701 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,780,050.00 4,998,945.73 0.390 1,318 336 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,279,042.85 14,615,000.00 0.520 1,800 762 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,114,628.10 4,345,000.00 0.420 1,435 397 0.420 08/01/2024 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,556,500.00 5,006,810.95 0.852 1,798 823 0.790 10/01/2025 419792G34 40648 State of Hawaii GO 01/25/2023 25,000,000.00 22,146,500.00 22,804,040.59 1.535 1,649 1,492 3.902 08/01/2027 419792G34 40681 State of Hawaii GO 06/05/2023 2,530,000.00 2,241,225.80 2,273,416.90 1.535 1,518 1,492 4.272 08/01/2027 419792F92 40684 State of Hawaii GO 06/12/2023 7,975,000.00 7,337,319.00 7,390,408.65 1.033 781 762 4.775 08/01/2025 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,688,480.00 4,000,000.00 0.840 1,691 701 0.840 06/01/2025 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,572,818.40 3,788,931.64 3.320 1,418 428 0.511 09/01/2024 544351QQ5 40589 City of Los Angeles 09/28/2022 9,475,000.00 9,405,453.50 9,647,795.93 5.000 1,069 793 4.097 09/01/2025 544351QP7 40593 City of Los Angeles 09/28/2022 10,000,000.00 9,920,200.00 10,090,000.00 5.000 704 428 4.187 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 902,720.00 1,000,000.00 0.695 1,794 854 0.695 11/01/2025 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 969,770.00 1,000,000.00 0.970 1,458 258 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,570,300.00 5,002,547.33 0.660 1,822 762 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,746,900.00 5,000,529.60 0.510 1,457 397 0.500 08/01/2024 574193GK8 40652 Maryland State GO 03/03/2023 3,000,000.00 2,814,060.00 2,801,133.44 2.800 1,612 1,492 4.612 08/01/2027 574193WE4 40656 Maryland State GO 03/29/2023 16,360,000.00 16,001,225.20 16,360,000.00 4.000 1,082 988 3.999 03/15/2026 574193WF1 40678 Maryland State GO 06/02/2023 4,180,000.00 4,096,358.20 4,166,131.29 4.050 1,382 1,353 4.146 03/15/2027 649791PP9 40185 New York State GO 10/30/2019 5,000,000.00 4,889,800.00 5,000,376.96 2.010 1,569 229 1.998 02/15/2024 6500354U9 40207 New York ST Urban Dev Corp Rev 01/15/2020 5,000,000.00 4,910,050.00 5,032,224.13 2.860 1,521 258 1.905 03/15/2024 6500354W5 40606 New York ST Urban Dev Corp Rev 10/11/2022 4,565,000.00 4,343,597.50 4,412,261.68 3.170 1,251 988 4.518 03/15/2026 649902T45 40596 NYS Dormitory Authority 10/05/2022 7,850,000.00 7,925,203.00 7,958,900.40 5.051 1,806 1,537 4.677 09/15/2027 64990FY57 40669 NYS Personal Income Tax Rev 05/18/2023 2,000,000.00 1,848,840.00 1,896,429.02 3.059 1,763 1,719 4.288 03/15/2028 64990FX90 40675 NYS Personal Income Tax Rev 05/26/2023 7,415,000.00 7,255,206.75 7,268,498.07 2.319 294 258 5.210 03/15/2024 64990FS96 40682 NYS Personal Income Tax Rev 06/09/2023 7,075,000.00 6,431,104.25 6,511,148.52 2.657 1,712 1,690 4.592 02/15/2028 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,353,298.50 2,447,321.55 1.438 1,517 366 1.551 07/01/2024 677522SQ8 40576 State of Ohio GO 08/30/2022 7,930,000.00 7,845,228.30 7,900,389.64 2.300 428 123 3.451 11/01/2023 70922PAK8 40152 Pennsylvania Turnpike Comm 08/14/2019 1,750,000.00 1,734,897.50 1,758,524.89 2.929 1,570 153 1.711 12/01/2023 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,821,440.00 4,000,000.00 2.667 1,746 595 2.667 02/15/2025 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,597,648.00 1,757,832.46 5.000 1,797 823 0.550 10/01/2025 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 983,050.00 1,015,024.65 3.638 1,736 319 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 959,830.00 1,000,000.00 0.833 1,399 319 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 623,889.50 650,000.00 0.833 1,399 319 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,050,624.85 2,225,136.81 0.883 1,617 684 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,295,812.40 3,578,229.71 0.883 1,612 684 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,257,900.00 10,050,306.10 0.883 1,611 684 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,480,530.00 7,048,638.24 0.883 1,574 684 0.507 05/15/2025 91412GU94 40594 UC General Revenue Bonds 09/27/2022 3,820,000.00 3,676,788.20 3,717,067.53 3.063 1,008 731 4.509 07/01/2025 91412HGE7 40595 UC General Revenue Bonds 09/27/2022 3,000,000.00 2,777,370.00 2,809,936.27 0.883 961 684 4.509 05/15/2025 91412GU94 40619 UC General Revenue Bonds 11/17/2022 4,685,000.00 4,509,359.35 4,544,747.78 3.063 957 731 4.669 07/01/2025 91412HJN4 40636 UC General Revenue Bonds 01/04/2023 2,015,000.00 1,765,140.00 1,768,473.90 1.272 1,592 1,414 4.812 05/15/2027 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
91412GU94 40651 UC General Revenue Bonds 02/14/2023 2,020,000.00 1,944,270.20 1,963,385.32 3.063 868 731 4.556 07/01/2025 91412GU94 40668 UC General Revenue Bonds 05/18/2023 13,815,000.00 13,297,075.65 13,503,038.11 3.063 775 731 4.254 07/01/2025 917542QV7 40629 State of Utah GO 12/13/2022 5,931,258.67 5,817,615.75 5,859,478.81 3.539 931 731 4.183 07/01/2025 923078CT4 40277 Ventura Cnty Pub Fin Auth Leas 06/11/2020 1,000,000.00 984,850.00 1,000,000.00 1.048 1,238 123 1.048 11/01/2023 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 849,285.00 900,000.00 1.223 1,604 489 1.223 11/01/2024 923078CX5 40621 Ventura Cnty Pub Fin Auth Leas 11/21/2022 3,645,000.00 3,217,733.10 3,242,397.87 1.741 1,806 1,584 4.621 11/01/2027 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 485,975.00 500,000.00 1.857 1,645 305 1.857 05/01/2024 Subtotal and Average 321,230,299.60 331,836,258.67 313,783,082.65 326,172,931.25 1,398 866 2.890 Agency Floaters
31315PF38 40611 Federal Agricultural Mtg Corp 10/27/2022 2,500,000.00 2,509,425.00 2,500,000.00 5.330 833 586 3.947 02/06/2025 31315P6T1 40612 Federal Agricultural Mtg Corp 10/27/2022 3,000,000.00 3,011,460.00 3,000,000.00 5.580 908 661 4.021 04/22/2025 Subtotal and Average 5,500,000.00 5,500,000.00 5,520,885.00 5,500,000.00 874 627 3.988 Mortgage Backed Securities
3137B4WB8 40148 Federal Home Loan Mtg Corp 08/01/2019 225,888.22 225,063.73 233,370.77 3.060 1,454 24 2.119 07/25/2023 30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 4,364,864.59 4,240,335.00 4,364,864.59 1.990 1,699 329 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,173,790.07 1,125,664.68 1,179,372.62 2.090 1,742 390 1.941 07/25/2024 30295NAE0 40214 Federal Home Loan Mtg Corp 01/22/2020 252,813.69 250,009.99 253,129.71 2.050 1,372 116 1.973 10/25/2023 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 512,871.62 498,239.39 519,282.51 1.990 1,549 329 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,539,400.00 10,823,437.50 2.770 1,825 694 1.043 05/25/2025 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,132,363.23 2,892,204.94 3,147,683.62 0.830 1,766 694 0.695 05/25/2025 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,500,000.00 4,350,960.00 4,937,850.00 3.062 1,458 543 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 3,732,418.83 3,392,507.45 3,750,722.61 0.670 1,768 878 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 4,583,176.29 4,386,374.70 4,922,331.34 2.588 1,492 633 0.554 03/25/2025 3137FBTA4 40605 Federal Home Loan Mtg Corp 10/12/2022 9,660,734.63 9,404,338.73 9,415,062.14 3.064 683 421 4.546 08/25/2024 30329MAA0 40609 Federal Home Loan Mtg Corp 10/28/2022 3,484,863.69 3,134,774.28 3,122,044.08 2.080 1,701 1,455 4.989 06/25/2027 30329MAA0 40610 Federal Home Loan Mtg Corp 10/28/2022 4,480,539.04 4,030,424.09 4,014,056.68 2.080 1,701 1,455 4.989 06/25/2027 3137BJQ71 40635 Federal Home Loan Mtg Corp 12/22/2022 7,101,000.00 6,773,927.94 6,821,398.13 2.770 885 694 4.445 05/25/2025 3132XGRH1 40647 Federal Home Loan Mtg Corp 01/24/2023 20,000,000.00 19,060,400.00 19,909,375.00 3.690 1,742 1,584 3.821 11/01/2027 3137FBAJ5 40665 Federal Home Loan Mtg Corp 05/08/2023 4,805,000.00 4,504,591.40 4,664,979.30 3.281 1,570 1,516 3.997 08/25/2027 3132XGRH1 40666 Federal Home Loan Mtg Corp 05/09/2023 10,000,000.00 9,530,200.00 9,907,812.50 3.690 1,637 1,584 3.946 11/01/2027 3132XFLR7 40672 Federal Home Loan Mtg Corp 05/25/2023 6,700,000.00 6,465,701.00 6,614,156.25 4.250 1,682 1,645 4.597 01/01/2028 30312XAE7 40683 Federal Home Loan Mtg Corp 06/23/2023 5,158,161.78 4,927,591.95 4,959,290.46 2.250 490 482 5.576 10/25/2024 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,821,914.40 4,649,145.21 4,905,544.48 2.420 1,747 366 2.046 07/01/2024 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,367,164.59 7,899,519.06 2.390 1,825 581 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,080,554.50 7,531,484.38 2.240 1,806 550 2.021 01/01/2025 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 950,140.00 1,023,750.00 2.710 1,811 550 2.223 01/01/2025 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Mortgage Backed Securities
3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,370,220.00 3,577,656.25 2.960 1,731 489 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,466,611.07 2,355,292.91 2,669,859.82 2.967 1,763 633 1.008 03/25/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 2,522,029.76 2,432,522.92 2,710,374.94 2.624 1,434 513 0.543 11/25/2024 3136AR5S3 40579 Federal National Mtg Assn 09/12/2022 5,473,674.33 5,126,588.64 5,221,372.16 2.469 1,321 1,029 3.844 04/25/2026 3136AKQM8 40614 Federal National Mtg Assn 10/31/2022 4,438,372.49 4,318,403.28 4,318,050.99 3.056 603 360 4.805 06/25/2024 3138L8UV4 40618 Federal National Mtg Assn 11/18/2022 12,174,317.39 11,676,144.32 11,729,193.91 2.920 775 550 4.716 01/01/2025 3140HSZG9 40667 Federal National Mtg Assn 05/09/2023 3,919,407.12 3,719,752.52 3,854,645.04 3.440 1,027 974 4.440 03/01/2026 Subtotal and Average 174,865,120.69 159,381,812.21 151,778,638.13 159,001,670.81 1,444 884 3.167 Total and Average 2,844,978,805.73 2,927,546,615.55 2,814,459,900.90 2,899,925,335.66 972 530 3.133 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
June 30, 2023
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,844,978,805.73 2,927,546,615.55 972 530 3.133
0 0
507,353.96
507,353.96
507,353.96
507,353.96
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,814,967,254.86 2,900,432,689.62 Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION E

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
April 1, 2023 - June 30, 2023
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 32936 003 CITY STPOOL 0.24% Purchase 04/11/2023 5,000,000.00 -5,000,000.00 32936 003 CITY STPOOL 0.24% Purchase 04/14/2023 6,746.08 -6,746.08 32936 003 CITY STPOOL 0.24% Purchase 04/28/2023 10,000,000.00 -10,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 04/07/2023 1,000,000.00 1,000,000.00 32936 003 CITY STPOOL 0.24% Interest 04/14/2023 6,746.08 6,746.08 36512 003 VP6000104 Federated Govt Interest 05/02/2023 6,633.37 6,633.37 36512 003 VP6000104 Federated Govt Interest 06/01/2023 0.75 0.75 37042 003 CSJFA STPOOL 0.22% Purchase 04/13/2023 1,830,000.00 -1,830,000.00 37042 003 CSJFA STPOOL 0.22% Purchase 04/14/2023 6,746.08 -6,746.08 37042 003 CSJFA STPOOL 0.22% Purchase 04/28/2023 3,499,000.00 -3,499,000.00 37042 003 CSJFA STPOOL 0.22% Redemption 04/07/2023 1,000,000.00 1,000,000.00 37042 003 CSJFA STPOOL 0.22% Interest 04/14/2023 6,746.08 6,746.08 37624 003 91412HBK8 UNVHGR 3.297% Redemption 05/15/2023 05/15/2023 Maturity 4,000,000.00 4,000,000.00 37624 003 91412HBK8 UNVHGR 3.297% Interest 05/15/2023 05/15/2023 65,940.00 65,940.00 40013 003 3133EJD48 FEDERAL FARM CR Interest 04/02/2023 10/02/2023 381,250.00 381,250.00 40049 003 3133EJ5W5 FFCB 2.65% MAT Interest 04/23/2023 10/23/2023 265,000.00 265,000.00 40126 003 459058GX5 IBRD 1.875% MAT Redemption 06/19/2023 06/19/2023 Maturity 10,000,000.00 10,000,000.00 40126 003 459058GX5 IBRD 1.875% MAT Interest 06/19/2023 06/19/2023 93,800.00 93,800.00 40148 003 3137B4WB8 FHLMC REMIC Interest 04/25/2023 07/25/2023 9,717.23 9,717.23 40148 003 3137B4WB8 FHLMC REMIC Redemption 04/25/2023 07/25/2023 1,034,906.37 1,034,906.37 40148 003 3137B4WB8 FHLMC REMIC Interest 05/25/2023 07/25/2023 7,078.22 7,078.22 40148 003 3137B4WB8 FHLMC REMIC Redemption 05/25/2023 07/25/2023 713,587.79 713,587.79 40148 003 3137B4WB8 FHLMC REMIC Interest 06/25/2023 07/25/2023 5,258.57 5,258.57 40148 003 3137B4WB8 FHLMC REMIC Redemption 06/25/2023 07/25/2023 1,836,295.59 1,836,295.59 40152 003 70922PAK8 PENNSYLVANIA ST Interest 06/01/2023 12/01/2023 25,628.75 25,628.75 40153 003 91412GVB8 UNIVERSITY CALIF Interest 05/15/2023 05/15/2024 18,190.00 18,190.00 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 04/25/2023 07/01/2024 10,097.54 10,097.54 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 04/25/2023 07/01/2024 7,683.90 7,683.90 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 05/25/2023 07/01/2024 9,756.32 9,756.32 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 05/25/2023 07/01/2024 8,194.35 8,194.35 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 06/25/2023 07/01/2024 10,064.45 10,064.45 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 06/25/2023 07/01/2024 7,733.40 7,733.40 40173 003 30298LAA9 FRESB 2019-SB65 Interest 04/25/2023 05/25/2024 8,096.58 8,096.58 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 04/25/2023 05/25/2024 7,541.80 7,541.80 40173 003 30298LAA9 FRESB 2019-SB65 Interest 05/25/2023 05/25/2024 8,084.07 8,084.07 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 05/25/2023 05/25/2024 8,213.91 8,213.91 40173 003 30298LAA9 FRESB 2019-SB65 Interest 06/25/2023 05/25/2024 8,070.45 8,070.45 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 06/25/2023 05/25/2024 501,737.78 501,737.78 40177 003 97705MNM3 WIS 1.857% MAT Interest 05/01/2023 05/01/2024 4,642.50 4,642.50 40180 003 30314KAS2 FRESB 2019-SB67 Interest 04/25/2023 07/25/2024 2,178.43 2,178.43 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 04/25/2023 07/25/2024 1,376.69 1,376.69 40180 003 30314KAS2 FRESB 2019-SB67 Interest 05/25/2023 07/25/2024 2,176.03 2,176.03 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 05/25/2023 07/25/2024 1,658.00 1,658.00 40180 003 30314KAS2 FRESB 2019-SB67 Interest 06/25/2023 07/25/2024 2,173.14 2,173.14 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 06/25/2023 07/25/2024 73,948.37 73,948.37 40183 003 3135G0W66 FNMA 1.625% MAT Interest 04/15/2023 10/15/2024 81,250.00 81,250.00 40189 003 3138ELJW4 FN AL3876 2.791% Interest 04/25/2023 06/01/2023 1,788.00 1,788.00 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 04/25/2023 06/01/2023 2,226.14 2,226.14 40189 003 3138ELJW4 FN AL3876 2.791% Interest 05/25/2023 06/01/2023 1,725.87 1,725.87 40189 003 3138ELJW4 FN AL3876 2.791% Redemption 05/25/2023 06/01/2023 862,936.61 862,936.61 40190 003 43813VAC2 HAROT 2019-4 A3 Redemption 04/18/2023 01/18/2024 Sale 78,887.59 78,887.59 40190 003 43813VAC2 HAROT 2019-4 A3 Cap G/L 04/18/2023 01/18/2024 14.06 14.06 40190 003 43813VAC2 HAROT 2019-4 A3 Interest 04/18/2023 01/18/2024 120.32 120.32 40201 003 45818WCS3 IADB 1.7% MAT Interest 05/15/2023 11/15/2024 93,500.00 93,500.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 04/25/2023 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 05/25/2023 02/01/2025 15,429.44 15,429.44 40202 003 3138L84Z4 FN AM8039 2.39% Interest 06/25/2023 02/01/2025 15,943.76 15,943.76 40203 003 3140HWYW6 FN BL5224 2.240 Interest 04/25/2023 01/01/2025 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 05/25/2023 01/01/2025 13,906.67 13,906.67 40203 003 3140HWYW6 FN BL5224 2.240 Interest 06/25/2023 01/01/2025 14,370.22 14,370.22 40206 003 3138L4EN9 FN AM3740 2.610 Interest 04/25/2023 08/01/2023 48,102.71 48,102.71 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 04/25/2023 08/01/2023 57,073.29 57,073.29 40206 003 3138L4EN9 FN AM3740 2.610 Interest 05/25/2023 08/01/2023 46,426.87 46,426.87 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 05/25/2023 08/01/2023 59,320.51 59,320.51 40206 003 3138L4EN9 FN AM3740 2.610 Interest 06/25/2023 08/01/2023 47,841.11 47,841.11 40206 003 3138L4EN9 FN AM3740 2.610 Redemption 06/25/2023 08/01/2023 21,286,368.79 21,286,368.79 40209 003 3138LL3J2 FN AN8000 2.71% Interest 04/25/2023 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 05/25/2023 01/01/2025 2,258.33 2,258.33 40209 003 3138LL3J2 FN AN8000 2.71% Interest 06/25/2023 01/01/2025 2,333.61 2,333.61 40214 003 30295NAE0 FRESB 2016-SB24 Interest 04/25/2023 10/25/2023 434.82 434.82 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 04/25/2023 10/25/2023 556.32 556.32 40214 003 30295NAE0 FRESB 2016-SB24 Interest 05/25/2023 10/25/2023 433.87 433.87 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 05/25/2023 10/25/2023 598.88 598.88 40214 003 30295NAE0 FRESB 2016-SB24 Interest 06/25/2023 10/25/2023 432.85 432.85 40214 003 30295NAE0 FRESB 2016-SB24 Redemption 06/25/2023 10/25/2023 560.76 560.76 40225 003 3138L8CE2 FN AM7268 2.960% Interest 04/25/2023 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 05/25/2023 11/01/2024 8,633.33 8,633.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 06/25/2023 11/01/2024 8,921.11 8,921.11 40231 003 30298LAA9 FRESB 2019-SB65 Interest 04/25/2023 05/25/2024 951.35 951.35 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 04/25/2023 05/25/2024 886.16 886.16 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40231 003 30298LAA9 FRESB 2019-SB65 Interest 05/25/2023 05/25/2024 949.88 949.88 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 05/25/2023 05/25/2024 965.13 965.13 40231 003 30298LAA9 FRESB 2019-SB65 Interest 06/25/2023 05/25/2024 948.28 948.28 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 06/25/2023 05/25/2024 58,954.19 58,954.19 40243 003 13063DGB8 CALIFORNIA ST, Interest 04/01/2023 04/01/2025 84,375.00 84,375.00 40246 003 459058JB0 IBRD 0.625% MAT Interest 04/22/2023 04/22/2025 9,390.00 9,390.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 04/17/2023 08/15/2024 Sale 59,031.00 59,031.00 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 04/17/2023 08/15/2024 11.81 11.81 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 05/15/2023 08/15/2024 Sale 50,306.39 50,306.39 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 05/15/2023 08/15/2024 10.06 10.06 40252 003 89239RAC0 TAOT 2020-B A3 1.36Redemption 06/15/2023 08/15/2024 Sale 53,196.30 53,196.30 40252 003 89239RAC0 TAOT 2020-B A3 1.36Cap G/L 06/15/2023 08/15/2024 10.64 10.64 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 04/15/2023 08/15/2024 300.44 300.44 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 05/15/2023 08/15/2024 233.52 233.52 40252 003 89239RAC0 TAOT 2020-B A3 1.36Interest 06/15/2023 08/15/2024 176.50 176.50 40253 003 44891LAC7 HART 2020-A A3 Redemption 04/17/2023 11/15/2024 Sale 55,249.52 55,249.52 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 04/17/2023 11/15/2024 12.88 12.88 40253 003 44891LAC7 HART 2020-A A3 Redemption 05/15/2023 11/15/2024 Sale 49,964.41 49,964.41 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 05/15/2023 11/15/2024 11.64 11.64 40253 003 44891LAC7 HART 2020-A A3 Redemption 06/15/2023 11/15/2024 Sale 48,965.65 48,965.65 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 06/15/2023 11/15/2024 11.41 11.41 40253 003 44891LAC7 HART 2020-A A3 Interest 04/15/2023 11/15/2024 381.38 381.38 40253 003 44891LAC7 HART 2020-A A3 Interest 05/15/2023 11/15/2024 316.45 316.45 40253 003 44891LAC7 HART 2020-A A3 Interest 06/15/2023 11/15/2024 257.73 257.73 40261 003 3134GVQX9 FHLMC 0.7% MAT Interest 05/05/2023 05/05/2025 35,000.00 35,000.00 40263 003 037833DV9 APPLE INC, SR NT Redemption 05/11/2023 05/11/2023 Maturity 6,795,000.00 6,795,000.00 40263 003 037833DV9 APPLE INC, SR NT Interest 05/11/2023 05/11/2023 25,481.25 25,481.25 40264 003 882722VK4 TXS 3.823% MAT Redemption 04/01/2023 04/01/2023 Maturity 3,425,000.00 3,425,000.00 40264 003 882722VK4 TXS 3.823% MAT Interest 04/01/2023 04/01/2023 65,468.88 65,468.88 40266 003 3137BJQ71 FHMS KPLB A Interest 04/25/2023 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 05/25/2023 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 06/25/2023 05/25/2025 23,083.33 23,083.33 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 04/17/2023 07/15/2024 Sale 79,205.19 79,205.19 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 04/17/2023 07/15/2024 6.23 6.23 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 05/15/2023 07/15/2024 Sale 71,174.08 71,174.08 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 05/15/2023 07/15/2024 5.60 5.60 40270 003 43813DAC2 HAROT 2020-2 A3 Redemption 06/15/2023 07/15/2024 Sale 69,101.19 69,101.19 40270 003 43813DAC2 HAROT 2020-2 A3 Cap G/L 06/15/2023 07/15/2024 5.44 5.44 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 04/15/2023 07/15/2024 271.53 271.53 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 05/15/2023 07/15/2024 217.40 217.40 40270 003 43813DAC2 HAROT 2020-2 A3 Interest 06/15/2023 07/15/2024 168.76 168.76 40271 003 3135G04Q3 FNMA 0.25% MAT Redemption 05/22/2023 05/22/2023 Maturity 10,000,000.00 10,000,000.00 40271 003 3135G04Q3 FNMA 0.25% MAT Interest 05/22/2023 05/22/2023 12,500.00 12,500.00 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 04/25/2023 03/25/2025 6,112.92 6,112.92 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 04/25/2023 03/25/2025 3,850.40 3,850.40 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 05/25/2023 03/25/2025 5,906.43 5,906.43 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 05/25/2023 03/25/2025 4,066.32 4,066.32 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 06/25/2023 03/25/2025 6,093.17 6,093.17 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 06/25/2023 03/25/2025 3,876.92 3,876.92 40273 003 3134GVB49 FHLMC 0.75% MAT Interest 06/18/2023 06/18/2025 150,000.00 150,000.00 40274 003 931142DH3 WALMART INC, SR Redemption 04/11/2023 04/11/2023 Maturity 26,018,000.00 26,018,000.00 40274 003 931142DH3 WALMART INC, SR Interest 04/11/2023 04/11/2023 331,729.50 331,729.50 40275 003 69371RQ82 PACCAR FINL CORP Redemption 06/08/2023 06/08/2023 Maturity 2,000,000.00 2,000,000.00 40275 003 69371RQ82 PACCAR FINL CORP Interest 06/08/2023 06/08/2023 8,000.00 8,000.00 40277 003 923078CT4 VNTCTF 1.048% MATInterest 05/01/2023 11/01/2023 5,240.00 5,240.00 40278 003 923078CU1 VENTURA CNTY Interest 05/01/2023 11/01/2024 5,503.50 5,503.50 40282 003 3133ELJ47 FFCB 0.58% MAT Interest 06/17/2023 06/17/2024 29,000.00 29,000.00 40283 003 3133ELG81 FEDERAL FARM CR Redemption 06/08/2023 06/08/2023 Maturity 10,000,000.00 10,000,000.00 40283 003 3133ELG81 FEDERAL FARM CR Interest 06/08/2023 06/08/2023 15,000.00 15,000.00 40288 003 3135G04Z3 FNMA 0.5% MAT Interest 06/17/2023 06/17/2025 25,000.00 25,000.00 40293 003 91412HFL2 UNIVERSITY CALIF Interest 05/15/2023 05/15/2024 4,165.00 4,165.00 40294 003 91412HFL2 UNIVERSITY CALIF Interest 05/15/2023 05/15/2024 2,707.25 2,707.25 40295 003 30315EAA4 FRESB 2020-SB76 Interest 04/25/2023 05/25/2025 2,176.39 2,176.39 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 04/25/2023 05/25/2025 4,632.11 4,632.11 40295 003 30315EAA4 FRESB 2020-SB76 Interest 05/25/2023 05/25/2025 2,173.19 2,173.19 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 05/25/2023 05/25/2025 4,931.14 4,931.14 40295 003 30315EAA4 FRESB 2020-SB76 Interest 06/25/2023 05/25/2025 2,169.78 2,169.78 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 06/25/2023 05/25/2025 4,661.82 4,661.82 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 04/17/2023 10/15/2024 Sale 215,907.77 215,907.77 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 04/17/2023 10/15/2024 16.63 16.63 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 05/15/2023 10/15/2024 Sale 188,340.75 188,340.75 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 05/15/2023 10/15/2024 14.50 14.50 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 06/15/2023 10/15/2024 Sale 195,843.15 195,843.15 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 06/15/2023 10/15/2024 15.08 15.08 40296 003 89237VAB5 TMCC 0.44% MAT Interest 04/15/2023 10/15/2024 441.20 441.20 40296 003 89237VAB5 TMCC 0.44% MAT Interest 05/15/2023 10/15/2024 362.03 362.03 40296 003 89237VAB5 TMCC 0.44% MAT Interest 06/15/2023 10/15/2024 292.97 292.97 40303 003 46625HRL6 JPM 2.7 5/18/2023 Redemption 05/18/2023 05/18/2023 Maturity 5,000,000.00 5,000,000.00 40303 003 46625HRL6 JPM 2.7 5/18/2023 Interest 05/18/2023 05/18/2023 67,500.00 67,500.00 40311 003 34153QUD6 FLORIDA ST BRD EDInterest 06/01/2023 06/01/2025 27,500.00 27,500.00 40312 003 546417DQ6 LAS 0.84% MAT Interest 06/01/2023 06/01/2025 16,800.00 16,800.00 40313 003 34153QUC8 FLSEDU 0.39% MAT Interest 06/01/2023 06/01/2024 9,750.00 9,750.00 40316 003 3137EAEY1 FEDERAL HOME LN Interest 04/16/2023 10/16/2023 2,500.00 2,500.00 40317 003 419792ZM1 HAWAII ST, Interest 04/01/2023 10/01/2025 21,300.00 21,300.00 40318 003 13077DML3 CALIFORNIA ST Interest 05/01/2023 11/01/2025 44,250.00 44,250.00 40319 003 882724RA7 TEXAS ST, TAXABLEInterest 04/01/2023 10/01/2025 40,000.00 40,000.00 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40321 003 45818WCW4 Inter-American Interest 04/15/2023 10/15/2024 17,000.00 17,000.00 40322 003 57582RK88 MAS 0.695 Interest 05/01/2023 11/01/2025 3,475.00 3,475.00 40323 003 13034AL65 CALIFORNIA Interest 04/01/2023 10/01/2025 5,297.63 5,297.63 40324 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2023 05/15/2025 9,779.23 9,779.23 40325 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2023 05/15/2025 15,717.40 15,717.40 40326 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2023 05/15/2025 44,150.00 44,150.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 04/25/2023 11/25/2024 6,562.57 6,562.57 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 04/25/2023 11/25/2024 1,906.00 1,906.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 05/25/2023 11/25/2024 6,346.60 6,346.60 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 05/25/2023 11/25/2024 448,023.75 448,023.75 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 06/25/2023 11/25/2024 5,516.54 5,516.54 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 06/25/2023 11/25/2024 1,084.80 1,084.80 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 04/25/2023 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 05/25/2023 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 06/25/2023 12/25/2024 11,482.50 11,482.50 40330 003 3133EMLR1 FEDERAL FARM CR Interest 06/23/2023 12/23/2025 25,000.00 25,000.00 40332 003 45950VPG5 IFC 0.425% MAT Interest 05/19/2023 11/19/2024 18,168.75 18,168.75 40333 003 3135G06G3 FEDERAL NATL MTGInterest 05/07/2023 11/07/2025 25,000.00 25,000.00 40336 003 459058JL8 IBRD 0.5% MAT Interest 04/28/2023 10/28/2025 25,000.00 25,000.00 40338 003 459058JL8 IBRD 0.5% MAT Interest 04/28/2023 10/28/2025 25,000.00 25,000.00 40339 003 459058DX8 IBRD 2.5% MAT Interest 05/25/2023 11/25/2024 59,562.50 59,562.50 40342 003 30318CAA5 FRESB 2021-SB82 Interest 04/25/2023 11/25/2025 2,140.98 2,140.98 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 04/25/2023 11/25/2025 5,485.30 5,485.30 40342 003 30318CAA5 FRESB 2021-SB82 Interest 05/25/2023 11/25/2025 2,137.92 2,137.92 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 05/25/2023 11/25/2025 91,174.66 91,174.66 40342 003 30318CAA5 FRESB 2021-SB82 Interest 06/25/2023 11/25/2025 2,087.02 2,087.02 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 06/25/2023 11/25/2025 5,520.51 5,520.51 40343 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2023 05/15/2025 30,905.00 30,905.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 04/25/2023 03/25/2025 9,913.99 9,913.99 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 04/25/2023 03/25/2025 4,397.09 4,397.09 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 05/25/2023 03/25/2025 9,904.51 9,904.51 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 05/25/2023 03/25/2025 4,894.02 4,894.02 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 06/25/2023 03/25/2025 9,893.96 9,893.96 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 06/25/2023 03/25/2025 4,438.17 4,438.17 40360 003 31422XCX8 FEDERAL AGRIC Interest 04/20/2023 04/20/2026 50,000.00 50,000.00 40363 003 COVID RELIEF STPOOL 0.33% Interest 04/25/2023 740.29 740.29 40409 003 3130APRF4 FEDERAL HOME Interest 05/15/2023 11/15/2024 100,000.00 100,000.00 40410 003 3130APWP6 FEDERAL HOME Interest 05/24/2023 11/24/2023 24,900.00 24,900.00 40415 003 3135G04Q3 FNMA 0.25% MAT Redemption 05/22/2023 05/22/2023 Maturity 2,963,000.00 2,963,000.00 40415 003 3135G04Q3 FNMA 0.25% MAT Interest 05/22/2023 05/22/2023 3,703.75 3,703.75 40417 003 3130APZU2 FEDERAL HOME Interest 05/30/2023 05/28/2024 8,312.50 8,312.50 40421 003 3130APKF1 FEDERAL HOME Interest 05/08/2023 11/08/2024 10,218.75 10,218.75 40422 003 3130APMH5 FEDERAL HOME Interest 05/17/2023 05/17/2024 9,843.75 9,843.75 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40423 003 3133ENFZ8 FEDERAL FARM CR Interest 06/02/2023 12/02/2024 50,500.00 50,500.00 40424 003 3133EMZP0 FEDERAL FARM CR Redemption 05/18/2023 05/18/2023 Maturity 1,250,000.00 1,250,000.00 40424 003 3133EMZP0 FEDERAL FARM CR Interest 05/18/2023 05/18/2023 875.00 875.00 40432 003 594918AW4 MICROSOFT CORP, Interest 06/15/2023 12/15/2023 33,549.38 33,549.38 40435 003 3130APQU2 FEDERAL HOME Interest 05/22/2023 11/22/2023 46,702.50 46,702.50 40445 003 3133ENGW4 FEDERAL FARM CR Interest 06/13/2023 12/13/2023 21,235.50 21,235.50 40446 003 3130APS48 FEDERAL HOME Interest 05/18/2023 11/18/2024 69,510.00 69,510.00 40449 003 13063DMA3 CALIFORNIA ST, Interest 04/01/2023 04/01/2026 133,957.50 133,957.50 40467 003 3130AQCN1 FEDERAL HOME Interest 06/17/2023 01/17/2025 14,062.50 14,062.50 40469 003 3134GXJH8 FEDERAL HOME LN Interest 06/29/2023 09/29/2023 4,647.50 4,647.50 40472 003 3130AQQQ9 FEDERAL HOME Interest 04/28/2023 01/28/2025 62,500.00 62,500.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 04/28/2023 10/28/2025 22,500.00 22,500.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 04/28/2023 01/28/2025 62,500.00 62,500.00 40478 003 3130AQMU4 FEDERAL HOME Interest 04/28/2023 10/28/2024 35,156.25 35,156.25 40480 003 3133ENAL4 FEDERAL FARM CR Interest 04/12/2023 10/12/2023 6,017.50 6,017.50 40487 003 037833CU2 APPLE INC, SR GLBLInterest 05/11/2023 05/11/2024 104,025.00 104,025.00 40490 003 3134GW6E1 FEDERAL HOME LN Interest 05/02/2023 11/02/2023 32,000.00 32,000.00 40497 003 3130AR7C9 FEDERAL HOME Interest 06/27/2023 12/27/2024 14,476.25 14,476.25 40501 003 3133ENAL4 FEDERAL FARM CR Interest 04/12/2023 10/12/2023 1,696.50 1,696.50 40502 003 3130AMR53 FEDERAL HOME Interest 06/09/2023 12/09/2024 62,000.00 62,000.00 40505 003 3134GW5R3 FEDERAL HOME LN Interest 04/27/2023 10/27/2025 6,500.00 6,500.00 40509 003 3134GW6E1 FEDERAL HOME LN Interest 05/02/2023 11/02/2023 29,280.00 29,280.00 40512 003 3130APWH4 FEDERAL HOME Interest 05/23/2023 11/22/2023 7,500.13 7,500.13 40513 003 3133ENGW4 FEDERAL FARM CR Interest 06/13/2023 12/13/2023 6,134.70 6,134.70 40514 003 3133EMYW6 FFCB 0.23% MAT Interest 05/13/2023 11/13/2023 1,549.05 1,549.05 40517 003 3130AMU67 FEDERAL HOME Interest 06/28/2023 06/28/2024 12,000.00 12,000.00 40521 003 3130APXH3 FEDERAL HOME Interest 05/30/2023 11/27/2023 36,480.00 36,480.00 40523 003 3130ARVJ7 FEDERAL HOME Interest 04/29/2023 04/29/2027 325,000.00 325,000.00 40524 003 3133ENUZ1 FEDERAL FARM CR Interest 04/20/2023 10/20/2025 309,000.00 309,000.00 40525 003 3134GXSF2 FHLMC 2.5% MAT Interest 04/29/2023 04/29/2025 137,500.00 137,500.00 40526 003 3133ENVK3 FEDERAL FARM CR Interest 04/27/2023 10/27/2026 365,000.00 365,000.00 40527 003 3130APM44 FEDERAL HOME Interest 05/24/2023 11/24/2023 8,912.50 8,912.50 40528 003 594918BJ2 MICROSOFT CORP, Interest 05/03/2023 11/03/2025 62,500.00 62,500.00 40529 003 3130ARR86 FEDERAL HOME Interest 04/27/2023 10/27/2023 174,168.75 174,168.75 40531 003 3130A0F70 FEDERAL HOME Interest 06/08/2023 12/08/2023 172,378.13 172,378.13 40532 003 3130APQJ7 FEDERAL HOME Interest 05/22/2023 11/22/2023 4,312.50 4,312.50 40533 003 3130APWH4 FEDERAL HOME Interest 05/23/2023 11/22/2023 22,500.00 22,500.00 40536 003 3134G3X54 FEDERAL HOME LN Redemption 05/26/2023 05/26/2023 Maturity 2,635,000.00 2,635,000.00 40536 003 3134G3X54 FEDERAL HOME LN Interest 05/26/2023 05/26/2023 26,350.00 26,350.00 40537 003 3130AS3T46 FHLB 2.125% MAT Redemption 05/12/2023 05/12/2023 Maturity 9,305,000.00 9,305,000.00 40537 003 3130AS3T46 FHLB 2.125% MAT Interest 05/12/2023 05/12/2023 98,865.63 98,865.63 40538 003 459058JM6 IBRD 0.25% MAT Interest 05/24/2023 11/24/2023 6,975.00 6,975.00 40539 003 3130AS2M0 FEDERAL HOME Interest 05/24/2023 11/24/2023 50,813.75 50,813.75 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40542 003 3130AS3J6 FEDERAL HOME Interest 05/24/2023 11/24/2023 33,750.00 33,750.00 40543 003 3130AS4H9 FEDERAL HOME Redemption 05/26/2023 05/26/2023 Maturity 4,885,000.00 4,885,000.00 40543 003 3130AS4H9 FEDERAL HOME Interest 05/26/2023 05/26/2023 54,956.25 54,956.25 40544 003 3130ARVT5 FEDERAL HOME Interest 05/17/2023 05/17/2024 54,450.00 54,450.00 40545 003 3130AMNR9 FEDERAL HOME Interest 05/30/2023 11/27/2024 62,500.00 62,500.00 40546 003 3130AMU67 FEDERAL HOME Interest 06/28/2023 06/28/2024 40,000.00 40,000.00 40547 003 3130APWH4 FEDERAL HOME Interest 05/23/2023 11/22/2023 75,000.00 75,000.00 40550 003 3133ENYA2 FEDERAL FARM CR Interest 06/01/2023 06/01/2027 89,700.00 89,700.00 40551 003 3134GXRL0 FEDERAL HOME LN Interest 05/12/2023 05/12/2025 202,187.50 202,187.50 40552 003 3130ARMT5 FEDERAL HOME Interest 04/25/2023 10/25/2024 124,670.00 124,670.00 40553 003 037833DV9 APPLE INC, SR NT Redemption 05/11/2023 05/11/2023 Maturity 10,000,000.00 10,000,000.00 40553 003 037833DV9 APPLE INC, SR NT Interest 05/11/2023 05/11/2023 37,500.00 37,500.00 40554 003 31422XRQ7 FEDERAL AGRIC Interest 06/20/2023 12/20/2023 37,187.55 37,187.55 40555 003 3130ASD30 FEDERAL HOME Redemption 06/16/2023 06/16/2023 Maturity 1,540,000.00 1,540,000.00 40555 003 3130ASD30 FEDERAL HOME Interest 06/16/2023 06/16/2023 17,633.00 17,633.00 40556 003 3134GXYM0 FEDERAL HOME LN Interest 06/28/2023 06/28/2024 87,734.38 87,734.38 40558 003 3134GXYT5 FHLMC 2.9% MAT Interest 06/29/2023 12/29/2023 105,125.00 105,125.00 40559 003 3134GXYT5 FHLMC 2.9% MAT Interest 06/29/2023 12/29/2023 65,250.00 65,250.00 40560 003 3130AS6D6 FEDERAL HOME Interest 06/14/2023 06/14/2024 17,968.75 17,968.75 40561 003 3133EMBQ4 FEDERAL FARM CR Interest 04/05/2023 10/05/2023 1,383.75 1,383.75 40566 003 CAMP CAMP 1.27% Purchase 04/03/2023 425,376.09 -425,376.09 40566 003 CAMP CAMP 1.27% Purchase 04/03/2023 13,987,000.00 -13,987,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/04/2023 4,066,000.00 -4,066,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/06/2023 8,216,000.00 -8,216,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/11/2023 13,724,000.00 -13,724,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/14/2023 31,604,000.00 -31,604,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/17/2023 4,927,000.00 -4,927,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/18/2023 4,222,000.00 -4,222,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/24/2023 14,465,000.00 -14,465,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/25/2023 10,838,000.00 -10,838,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/26/2023 2,177,000.00 -2,177,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/27/2023 2,405,000.00 -2,405,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/28/2023 90,000,000.00 -90,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/01/2023 411,556.29 -411,556.29 40566 003 CAMP CAMP 1.27% Purchase 05/01/2023 4,814,000.00 -4,814,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/02/2023 11,379,000.00 -11,379,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/03/2023 2,849,000.00 -2,849,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/04/2023 5,522,000.00 -5,522,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/10/2023 5,863,000.00 -5,863,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/11/2023 21,446,000.00 -21,446,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/16/2023 20,531,000.00 -20,531,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/17/2023 20,916,000.00 -20,916,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/18/2023 2,024,000.00 -2,024,000.00 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40566 003 CAMP CAMP 1.27% Purchase 05/22/2023 13,813,000.00 -13,813,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/25/2023 5,862,000.00 -5,862,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/30/2023 26,635,000.00 -26,635,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/01/2023 678,949.81 -678,949.81 40566 003 CAMP CAMP 1.27% Purchase 06/06/2023 2,110,000.00 -2,110,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/07/2023 7,160,000.00 -7,160,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/08/2023 19,935,000.00 -19,935,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/13/2023 4,571,000.00 -4,571,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/15/2023 3,395,000.00 -3,395,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/20/2023 19,273,000.00 -19,273,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/22/2023 7,448,000.00 -7,448,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/23/2023 19,902,000.00 -19,902,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/26/2023 55,455,000.00 -55,455,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/27/2023 44,578,000.00 -44,578,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/28/2023 4,044,000.00 -4,044,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/29/2023 9,560,000.00 -9,560,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/05/2023 15,335,000.00 15,335,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/10/2023 46,671,000.00 46,671,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/12/2023 4,273,000.00 4,273,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/19/2023 14,707,000.00 14,707,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/21/2023 32,875,000.00 32,875,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/05/2023 40,565,000.00 40,565,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/08/2023 7,508,000.00 7,508,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/09/2023 11,991,000.00 11,991,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/12/2023 14,031,000.00 14,031,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/15/2023 13,944,000.00 13,944,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/17/2023 13,968,000.00 13,968,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/19/2023 34,645,000.00 34,645,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/23/2023 3,101,000.00 3,101,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/24/2023 36,454,000.00 36,454,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/26/2023 4,050,000.00 4,050,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/31/2023 12,932,000.00 12,932,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/01/2023 8,855,000.00 8,855,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/02/2023 64,464,000.00 64,464,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/05/2023 740,000.00 740,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/09/2023 14,707,000.00 14,707,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/12/2023 1,581,000.00 1,581,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/14/2023 22,757,000.00 22,757,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/16/2023 28,311,000.00 28,311,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/21/2023 22,364,000.00 22,364,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/30/2023 6,768,000.00 6,768,000.00 40566 003 CAMP CAMP 1.27% Interest 04/03/2023 425,376.09 425,376.09 40566 003 CAMP CAMP 1.27% Interest 05/01/2023 411,556.29 411,556.29 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40566 003 CAMP CAMP 1.27% Interest 06/01/2023 678,949.81 678,949.81 40576 003 677522SQ8 OHS 2.3% MAT Interest 05/01/2023 11/01/2023 91,195.00 91,195.00 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 04/25/2023 04/25/2026 11,984.94 11,984.94 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 05/25/2023 04/25/2026 11,984.94 11,984.94 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 05/25/2023 04/25/2026 342,463.81 342,463.81 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 06/25/2023 04/25/2026 11,280.32 11,280.32 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 06/25/2023 04/25/2026 8,861.86 8,861.86 40581 003 13063DRD2 CALIFORNIA ST, Interest 04/01/2023 10/01/2026 66,143.75 66,143.75 40582 003 912828S35 UNITED STATES Redemption 06/30/2023 06/30/2023 Maturity 30,000,000.00 30,000,000.00 40582 003 912828S35 UNITED STATES Interest 06/30/2023 06/30/2023 206,250.00 206,250.00 40584 003 912828S35 UNITED STATES Redemption 06/30/2023 06/30/2023 Maturity 20,000,000.00 20,000,000.00 40584 003 912828S35 UNITED STATES Interest 06/30/2023 06/30/2023 137,500.00 137,500.00 40588 003 78015JEW3 RY 4.53% MAT Redemption 06/30/2023 06/30/2023 Maturity 25,000,000.00 25,000,000.00 40588 003 78015JEW3 RY 4.53% MAT Interest 06/30/2023 06/30/2023 890,270.83 890,270.83 40590 003 89115BVJ6 TD 4.62% MAT Redemption 06/30/2023 06/30/2023 Maturity 25,000,000.00 25,000,000.00 40590 003 89115BVJ6 TD 4.62% MAT Interest 06/30/2023 06/30/2023 901,541.68 901,541.68 40595 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2023 05/15/2025 13,245.00 13,245.00 40602 003 69371RS23 PACCAR FINANCIAL Interest 04/03/2023 10/03/2025 123,750.00 123,750.00 40602 003 69371RS23 PACCAR FINANCIAL Accr Int 04/03/2023 10/03/2025 2,750.00 -2,750.00 0.00 40604 003 89233HTW4 TMCC ZERO CPN Redemption 06/30/2023 06/30/2023 Maturity 50,000,000.00 50,000,000.00 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 04/25/2023 08/25/2024 24,774.17 24,774.17 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 04/25/2023 08/25/2024 13,619.90 13,619.90 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 05/25/2023 08/25/2024 24,739.40 24,739.40 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 05/25/2023 08/25/2024 14,606.90 14,606.90 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 06/25/2023 08/25/2024 24,702.10 24,702.10 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 06/25/2023 08/25/2024 13,717.00 13,717.00 40607 003 3133ENS43 FEDERAL FARM CR Interest 04/17/2023 10/17/2024 218,750.00 218,750.00 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 04/25/2023 06/25/2027 6,050.70 6,050.70 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 04/25/2023 06/25/2027 1,766.14 1,766.14 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 05/25/2023 06/25/2027 6,047.64 6,047.64 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 05/25/2023 06/25/2027 1,888.38 1,888.38 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 06/25/2023 06/25/2027 6,044.36 6,044.36 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 06/25/2023 06/25/2027 2,269.66 2,269.66 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 04/25/2023 06/25/2027 7,779.47 7,779.47 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 04/25/2023 06/25/2027 2,270.75 2,270.75 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 05/25/2023 06/25/2027 7,775.53 7,775.53 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 05/25/2023 06/25/2027 2,427.91 2,427.91 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 06/25/2023 06/25/2027 7,771.32 7,771.32 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 06/25/2023 06/25/2027 2,918.14 2,918.14 40611 003 31315PF38 FARMER MAC FLT Interest 05/06/2023 02/06/2025 32,872.91 32,872.91 40612 003 31315P6T1 FARMER MAC FLT Interest 04/22/2023 04/22/2025 38,440.83 38,440.83 40613 003 69371RS23 PACCAR FINANCIAL Interest 04/03/2023 10/03/2025 247,500.00 247,500.00 40613 003 69371RS23 PACCAR FINANCIAL Accr Int 04/03/2023 10/03/2025 34,375.00 -34,375.00 0.00 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 04/25/2023 06/25/2024 11,378.35 11,378.35 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 04/25/2023 06/25/2024 9,648.38 9,648.38 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 05/25/2023 06/25/2024 11,353.78 11,353.78 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 05/25/2023 06/25/2024 10,192.38 10,192.38 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 06/25/2023 06/25/2024 11,327.83 11,327.83 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 06/25/2023 06/25/2024 9,726.13 9,726.13 40615 003 3130ATUP0 FEDERAL HOME Interest 05/03/2023 11/03/2023 118,750.00 118,750.00 40615 003 3130ATUP0 FEDERAL HOME Accr Int 05/03/2023 11/03/2023 659.72 -659.72 0.00 40616 003 45950VRK4 IFC 5.% MAT Interest 05/15/2023 11/15/2027 122,900.00 122,900.00 40618 003 3138L8UV4 FN AM7795 2.92% Interest 04/25/2023 01/01/2025 30,775.28 30,775.28 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 04/25/2023 01/01/2025 21,215.71 21,215.71 40618 003 3138L8UV4 FN AM7795 2.92% Interest 05/25/2023 01/01/2025 29,730.90 29,730.90 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 05/25/2023 01/01/2025 22,510.36 22,510.36 40618 003 3138L8UV4 FN AM7795 2.92% Interest 06/25/2023 01/01/2025 30,665.33 30,665.33 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 06/25/2023 01/01/2025 21,351.96 21,351.96 40620 003 13063D3A4 CALIFORNIA ST, Interest 04/01/2023 10/01/2026 106,083.34 106,083.34 40621 003 923078CX5 VENTURA CNTY Interest 05/01/2023 11/01/2027 31,729.73 31,729.73 40621 003 923078CX5 VENTURA CNTY Accr Int 05/01/2023 11/01/2027 3,525.53 -3,525.53 0.00 40622 003 31422XR38 FAMC 4.92% MAT Interest 05/30/2023 11/28/2023 246,000.00 246,000.00 40623 003 13067WRC8 CALIFORNIA ST Interest 06/01/2023 12/01/2025 12,462.25 12,462.25 40625 003 9128285U0 UNITED STATES Interest 06/30/2023 12/31/2023 131,250.00 131,250.00 40626 003 13063D3A4 CALIFORNIA ST, Interest 04/01/2023 10/01/2026 150,107.92 150,107.92 40626 003 13063D3A4 CALIFORNIA ST, Accr Int 04/01/2023 10/01/2026 23,524.38 -23,524.38 0.00 40631 003 438516BL9 HONEYWELL INTL Interest 05/01/2023 11/01/2026 62,500.00 62,500.00 40631 003 438516BL9 HONEYWELL INTL Accr Int 05/01/2023 11/01/2026 14,583.33 -14,583.33 0.00 40632 003 713448CT3 PEPSICO INC, SR NTInterest 04/30/2023 04/30/2025 68,750.00 68,750.00 40632 003 713448CT3 PEPSICO INC, SR NTAccr Int 04/30/2023 04/30/2025 17,187.50 -17,187.50 0.00 40633 003 06406RAD9 BANK NEW YORK Interest 05/16/2023 05/16/2027 81,250.00 81,250.00 40633 003 06406RAD9 BANK NEW YORK Accr Int 05/16/2023 05/16/2027 13,090.28 -13,090.28 0.00 40635 003 3137BJQ71 FHMS KPLB A Interest 04/25/2023 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 05/25/2023 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 06/25/2023 05/25/2025 16,391.47 16,391.47 40636 003 91412HJN4 UNIVERSITY CALIF Interest 05/15/2023 05/15/2027 12,815.40 12,815.40 40636 003 91412HJN4 UNIVERSITY CALIF Accr Int 05/15/2023 05/15/2027 3,488.64 -3,488.64 0.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 04/26/2023 11/01/2027 63,550.00 63,550.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 05/25/2023 11/01/2027 61,500.00 61,500.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 06/25/2023 11/01/2027 63,550.00 63,550.00 40650 003 313384HC6 FHLB ZERO CPN Redemption 06/20/2023 06/20/2023 Maturity 10,000,000.00 10,000,000.00 40660 003 931142ER0 WALMART INC, NT Purchase 04/05/2023 09/17/2026 17,087,065.63 -17,087,065.63 40661 003 912797GF8 USTR DISC NOTE Purchase 04/11/2023 08/08/2023 12,796,526.47 -12,796,526.47 40662 003 459058JT1 IBRD 0.85 02/10/2027Purchase 04/12/2023 02/10/2027 4,451,819.44 -4,451,819.44 40663 003 912797GG6 UNITED STATES Purchase 04/18/2023 08/15/2023 9,837,036.11 -9,837,036.11 40664 003 459058JT1 IBRD 0.85 02/10/2027Purchase 04/24/2023 02/10/2027 8,885,972.22 -8,885,972.22 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40665 003 3137FBAJ5 FHLMC 3.281% MAT Purchase 05/08/2023 08/25/2027 4,668,044.76 -4,668,044.76 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 06/25/2023 08/25/2027 -3,065.46 -3,065.46 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 06/25/2023 08/25/2027 13,137.67 13,137.67 40666 003 3132XGRH1 FR WN2287 3.69% Purchase 05/09/2023 11/01/2027 9,916,012.50 -9,916,012.50 40666 003 3132XGRH1 FR WN2287 3.69% Interest 06/25/2023 11/01/2027 31,775.00 31,775.00 40666 003 3132XGRH1 FR WN2287 3.69% Interest 06/25/2023 11/01/2027 -8,200.00 -8,200.00 40667 003 3140HSZG9 FNMA 3.44% MAT Purchase 05/09/2023 03/01/2026 3,862,820.95 -3,862,820.95 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 06/25/2023 03/01/2026 11,625.74 11,625.74 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 06/25/2023 03/01/2026 5,262.68 5,262.68 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 06/25/2023 03/01/2026 -3,000.19 -3,000.19 40668 003 91412GU94 UNIVERSITY CALIF Purchase 05/18/2023 07/01/2025 13,645,440.45 -13,645,440.45 40669 003 64990FY57 NEW YORK ST Purchase 05/18/2023 03/15/2028 1,904,506.50 -1,904,506.50 40670 003 448980AD4 HALST 2023-B A3 Purchase 05/24/2023 06/15/2026 13,999,680.80 -13,999,680.80 40670 003 448980AD4 HALST 2023-B A3 Interest 06/15/2023 06/15/2026 42,058.34 42,058.34 40671 003 891941AD8 TAOT 2023-B A3 Purchase 05/23/2023 02/15/2028 9,999,441.00 -9,999,441.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 06/15/2023 02/15/2028 28,783.33 28,783.33 40672 003 3132XFLR7 FHLMC 4.25% MAT Purchase 05/25/2023 01/01/2028 6,633,139.58 -6,633,139.58 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 06/25/2023 01/01/2028 24,520.14 24,520.14 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 06/25/2023 01/01/2028 -18,983.33 -18,983.33 40673 003 3130APZK4 FEDERAL HOME Purchase 05/24/2023 11/26/2025 24,155,141.11 -24,155,141.11 40673 003 3130APZK4 FEDERAL HOME Interest 05/26/2023 11/26/2025 154,700.00 154,700.00 40673 003 3130APZK4 FEDERAL HOME Accr Int 05/26/2023 11/26/2025 152,981.11 -152,981.11 0.00 40674 003 437927AC0 HAROT 2023-2 A3 Purchase 05/30/2023 11/15/2027 9,998,380.00 -9,998,380.00 40674 003 437927AC0 HAROT 2023-2 A3 Interest 06/15/2023 11/15/2027 20,541.67 20,541.67 40675 003 64990FX90 NEW YORK ST Purchase 05/26/2023 03/15/2024 7,282,223.92 -7,282,223.92 40676 003 89238JAC9 TAOT 2021-D A3 Purchase 06/01/2023 04/15/2026 12,731,020.57 -12,731,020.57 40676 003 89238JAC9 TAOT 2021-D A3 Interest 06/15/2023 04/15/2026 7,878.05 7,878.05 40676 003 89238JAC9 TAOT 2021-D A3 Accr Int 06/15/2023 04/15/2026 4,201.62 -4,201.62 0.00 40677 003 3130AQ4B6 FEDERAL HOME Purchase 06/01/2023 12/23/2024 23,738,116.67 -23,738,116.67 40677 003 3130AQ4B6 FEDERAL HOME Interest 06/23/2023 12/23/2024 150,000.00 150,000.00 40677 003 3130AQ4B6 FEDERAL HOME Accr Int 06/23/2023 12/23/2024 131,666.67 -131,666.67 0.00 40678 003 574193WF1 MARYLAND ST, Purchase 06/02/2023 03/15/2027 4,195,455.55 -4,195,455.55 40679 003 3130ARCZ2 FEDERAL HOME Purchase 06/02/2023 09/24/2025 8,095,901.50 -8,095,901.50 40680 003 3134GXCS1 FHLMC 0.625% MAT Purchase 06/02/2023 11/25/2025 7,640,374.55 -7,640,374.55 40681 003 419792G34 HAWAII ST, Purchase 06/05/2023 08/01/2027 2,282,255.37 -2,282,255.37 40682 003 64990FS96 NEW YORK ST Purchase 06/09/2023 02/15/2028 6,563,221.62 -6,563,221.62 40683 003 30312XAE7 FRESB 2019-SB69, Purchase 06/23/2023 10/25/2024 4,966,382.93 -4,966,382.93 40684 003 419792F92 HAWAII ST, Purchase 06/12/2023 08/01/2025 7,405,576.80 -7,405,576.80 40686 003 912796YH6 UNITED STATES Purchase 06/23/2023 09/07/2023 19,786,144.44 -19,786,144.44 40687 003 912796XQ7 UNITED STATES Purchase 06/23/2023 07/13/2023 49,862,361.11 -49,862,361.11 40688 003 912797FY8 UNITED STATES Purchase 06/23/2023 07/18/2023 19,930,972.22 -19,930,972.22 40689 003 912797GJ0 UNITED STATES Purchase 06/23/2023 08/29/2023 29,719,716.67 -29,719,716.67 40690 003 912796CR8 UNITED STATES Purchase 06/23/2023 09/21/2023 49,357,500.00 -49,357,500.00 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 12
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40691 003 912797FB8 UNITED STATES Purchase 06/23/2023 10/19/2023 19,661,077.78 -19,661,077.78 Totals for General Pool 986,633,703.57 778,663,338.54 13,082,034.44 -194,888,330.59 40162 501 VP4560000 Allspring Govt Money Interest 04/03/2023 34,263.18 34,263.18 Totals for SJCE 34,263.18 34,263.18
Grand Total 986,633,703.57 778,663,338.54 13,116,297.62 -194,854,067.41 Portfolio CITY
AP
Run Date: 07/14/2023 - 14:33 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

BALANCE SALES OR BALANCE
3/31/2023 MATURITIES ADDITIONS 6/30/2023
Asset Backed Securities 2,268,941.33 1,219,520.59 46,728,668.36 47,778,089.10 JPA Pool 95,728,281.33 477,597,000.00 541,231,882.19 159,363,163.52 Commercial Paper/Discount 97,155,465.29 48,333,805.56 48,821,659.73 Corporate Medium Term Notes 339,622,462.40 51,422,059.97 17,087,065.63 305,287,468.06 Federal Agency Securities 1,314,360,772.80 52,863,307.50 63,860,681.59 1,325,358,146.89 Mortgage Backed Securities 157,253,606.09 28,291,243.50 30,046,400.72 159,008,763.31 Muni Bonds 291,726,925.36 7,736,354.30 43,278,680.21 327,269,251.27 Negotiable CD's 65,614,719.58 50,000,000.00 15,614,719.58 State Pool 2,000,000.00 2,000,000.00 20,342,492.16 20,342,492.16 Supranationals 163,772,019.55 10,000,000.00 13,348,191.66 167,120,211.21 UST Bills, Notes & Bonds 151,818,359.38 50,000,000.00 211,881,803.55 313,700,162.93 Total 2,681,321,553.11 779,463,291.42 987,805,866.07 2,889,664,127.76 NET PURCHASES/(SALES): 208,342,574.65
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
APRIL THROUGH JUNE 2023 TURNOVER RATIO: 0.64
AVERAGE DAILY PORTFOLIO BALANCE: 2,773,583,408.71

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

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

RECONCILIATION OF INVESTMENT ACTIVITIES
4/1/23 THROUGH 6/30/23

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

San Jose, CA 95113
City of San Jose
Purchases Report
Sorted by Dealer - Fund
April 1, 2023 - June 30, 2023
Original
Par Value
Ending
Book Value
Sec.

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
3130ARCZ2 40679 003 MC1 FHLB 8,500,000.00 06/02/2023 09/24 - 03/24 8,061,221.50 34,680.00 2.160 09/24/2025 4.537 8,076,515.46 3134GXCS1 40680 003 MC1 FHLMC 8,375,000.00 06/02/2023 11/25 - 05/25 7,639,356.75 1,017.80 0.625 11/25/2025 4.402 7,663,246.62 Subtotal 16,875,000.00 15,700,578.25 35,697.80 15,739,762.08 Purchased from: FHN Financial
3130APZK4 40673 003 MC1 FHLB 26,000,000.00 05/24/2023 05/26 - 11/26 24,002,160.00 Received 1.190 11/26/2025 4.466 24,084,111.31 Subtotal 26,000,000.00 24,002,160.00 0.00 24,084,111.31 Purchased from: Piper Sandler & Co.
3137FBAJ5 40665 003 GN4 FHLMC 4,805,000.00 05/08/2023 06/25 - Monthly 4,664,979.30 Received 3.281 08/25/2027 3.997 4,664,979.30 3132XGRH1 40666 003 GN4 FHLMC 10,000,000.00 05/09/2023 06/25 - Monthly 9,907,812.50 Received 3.690 11/01/2027 3.946 9,907,812.50 3140HSZG9 40667 003 GN4 FNMA 3,924,669.80 05/09/2023 06/25 - Monthly 3,859,820.76 Received 3.440 03/01/2026 4.440 3,854,645.04 419792F92 40684 003 MUN HIS 7,975,000.00 06/12/2023 08/01 - 02/01 7,375,599.00 29,977.80 1.033 08/01/2025 4.775 7,390,408.65 30312XAE7 40683 003 GN4 FHLMC 5,158,161.78 06/23/2023 07/25 - Monthly 4,959,290.46 7,092.47 2.250 10/25/2024 5.576 4,959,290.46 Subtotal 31,862,831.58 30,767,502.02 37,070.27 30,777,135.95 Purchased from: RBC Capital Markets
891941AD8 40671 003 MC6 TMCC 10,000,000.00 05/23/2023 06/15 - 9,999,441.00 4.710 02/15/2028 4.759 9,999,453.48 448980AD4 40670 003 MC6 HALST 14,000,000.00 05/24/2023 06/15 - 13,999,680.80 5.150 06/15/2026 5.207 13,999,691.53 Subtotal 24,000,000.00 23,999,121.80 0.00 23,999,145.01 Purchased from: Raymond James & Associates
931142ER0 40660 003 MTN WMT 18,875,000.00 04/05/2023 09/17 - 03/17 17,077,156.25 9,909.38 1.050 09/17/2026 4.035 17,201,644.63 459058JT1 40662 003 MC2 IBRD 5,000,000.00 04/12/2023 08/10 - 02/10 4,444,500.00 7,319.44 0.850 02/10/2027 4.010 4,476,346.52 459058JT1 40664 003 MC2 IBRD 10,000,000.00 04/24/2023 08/10 - 02/10 8,868,500.00 17,472.22 0.850 02/10/2027 4.100 8,923,998.17 64990FY57 40669 003 MUN NYSPIT 2,000,000.00 05/18/2023 09/15 - 03/15 1,893,800.00 10,706.50 3.059 03/15/2028 4.288 1,896,429.02 91412GU94 40668 003 MUN UNVHGR 13,815,000.00 05/18/2023 07/01 - 01/01 13,484,407.05 161,033.40 3.063 07/01/2025 4.254 13,503,038.11 64990FX90 40675 003 MUN NYSPIT 7,415,000.00 05/26/2023 09/15 - 03/15 7,248,310.80 33,913.12 2.319 03/15/2024 5.210 7,268,498.07 574193WF1 40678 003 MUN MDS 4,180,000.00 06/02/2023 09/15 - 03/15 4,165,829.80 29,625.75 4.050 03/15/2027 4.146 4,166,131.29 64990FS96 40682 003 MUN NYSPIT 7,075,000.00 06/09/2023 08/15 - 02/15 6,503,693.75 59,527.87 2.657 02/15/2028 4.592 6,511,148.52 Subtotal 68,360,000.00 63,686,197.65 329,507.68 63,947,234.33 Purchased from: UBS Financial Services
912797GG6 40663 003 ATD USTR 10,000,000.00 04/18/2023 08/15 - At Maturity 9,837,036.11 4.930 08/15/2023 5.095 9,938,375.00 912796YH6 40686 003 ATD USTR 20,000,000.00 06/23/2023 09/07 - At Maturity 19,786,144.44 5.065 09/07/2023 5.191 19,808,655.55 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 07/03/2023 - 19:44 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
April 1, 2023 - June 30, 2023
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: UBS Financial Services
912796XQ7 40687 003 ATD USTR 50,000,000.00 06/23/2023 07/13 - At Maturity 49,862,361.11 4.955 07/13/2023 5.038 49,917,416.67 912797FY8 40688 003 ATD USTR 20,000,000.00 06/23/2023 07/18 - At Maturity 19,930,972.22 4.970 07/18/2023 5.070 19,953,061.11 Subtotal 100,000,000.00 99,416,513.88 0.00 99,617,508.33 Purchased from: Unionbanc Investment
3132XFLR7 40672 003 GN4 FHLMC 6,700,000.00 05/25/2023 06/25 - Monthly 6,614,156.25 Received 4.250 01/01/2028 4.597 6,614,156.25 89238JAC9 40676 003 MC6 TMCC 13,315,000.00 06/01/2023 06/15 - 12,726,818.95 Received 0.710 04/15/2026 5.694 12,743,884.16 419792G34 40681 003 MUN HIS 2,530,000.00 06/05/2023 08/01 - 02/01 2,268,878.70 13,376.67 1.535 08/01/2027 4.272 2,273,416.90 Subtotal 22,545,000.00 21,609,853.90 13,376.67 21,631,457.31 Purchased from: Wedbush Securities
912797GF8 40661 003 ATD USTR 13,000,000.00 04/11/2023 08/08 - At Maturity 12,796,526.47 4.735 08/08/2023 4.890 12,935,025.26 3130AQ4B6 40677 003 MC1 FHLB 25,000,000.00 06/01/2023 06/23 - 12/23 23,606,450.00 Received 1.200 12/23/2024 4.954 23,680,838.79 Subtotal 38,000,000.00 36,402,976.47 0.00 36,615,864.05 Purchased from: Wells Fargo Securities
437927AC0 40674 003 MC6 HAROT 10,000,000.00 05/30/2023 06/15 - 9,998,380.00 4.930 11/15/2027 4.988 9,998,411.29 912797GJ0 40689 003 ATD USTR 30,000,000.00 06/23/2023 08/29 - At Maturity 29,719,716.67 5.020 08/29/2023 5.152 29,753,183.34 912796CR8 40690 003 ATD USTR 50,000,000.00 06/23/2023 09/21 - At Maturity 49,357,500.00 5.140 09/21/2023 5.294 49,414,611.11 912797FB8 40691 003 ATD USTR 20,000,000.00 06/23/2023 10/19 - At Maturity 19,661,077.78 5.170 10/19/2023 5.347 19,684,055.56 Subtotal 110,000,000.00 108,736,674.45 0.00 108,850,261.30 Total Purchases 437,642,831.58 424,321,578.42 415,652.42 425,262,479.67 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 07/03/2023 - 19:44 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7

SECTION F
INDEPENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2022.

THIS PAGE IS INTENTIONALLY LEFT BLANK

CITY OF SAN JOSE
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
As of December 31, 2022
Macias Gini & O’Connell LLP
2121 N. California Boulevard, Suite 750
Walnut Creek, CA 94596 www.mgocpa.com
1 Independent Accountant’s Report on
Applying Agreed-Upon Procedures
Members of the Public Safety, Finance &
Strategic Support Committee and the
San José City Council
San José, California
We have performed the procedures enumerated below on the investment program within the City of San José (City) as of December 31, 2022. The City’s management is responsible for the City’s compliance with the Investment Policy.

The City’s Finance Department and the Office of the City Auditor (City Auditor) have agreed to and acknowledged that the procedures performed are appropriate to meet the intended purpose of evaluating whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 15, 2022 and Finance Department procedures as of December 31, 2022. This report may not be suitable for any other purpose. The procedures performed may not address all the items of interest to a user of this report and may not meet the needs of all users of this report and, as such, users are responsible for determining whether the procedures performed are appropriate for their purposes.

The procedures and associated findings are as follows:

1. Management of the City provided us with a copy of the FY 2022-23 Second Quarter Investment Report (Investment Report) as of December 31, 2022 and we traced and agreed individual investments, which includes investment description, maturity date, CUSIP number, book and fair value, to supporting documentation such as custodian/bank statements obtained from the City.

Finding: We noted a net variance of $727,587 for fair values between the Investment Report and the supporting documentation such as custodian/bank statements as of December 31, 2022. The variance is due to the timing of when the Investment Report was extracted. The Investment Report was extracted on a bank holiday and the City intended to but did not update the report As a result, the fair values of the investments do not agree to the custodian/bank statements by 0.03% of the total pooled portfolio.

Management Response: Updating fair market values (FMVs) in SymPro, the investment management software, is not an automated process. The financial analyst manually downloads FMVs from the custodian bank online portal at the beginning of every month, and imports them into SymPro. In this case, the financial analyst manually downloaded the monthly FMVs on January 2, 2023; however, the custodian bank had not yet posted the December 31, 2022 FMVs. Therefore, the SymPro Investment Report noted above contained outdated FMVs which did not match the custodian bank statement dated December 31, 2022. FMVs as of December 31, 2022 were updated subsequently in SymPro on 01/04/2023.

In the future, staff will ensure the custodian bank downloads are for the appropriate time period. Staff will also explore whether an automated monthly process between SymPro and the custodian bank may be implemented.
2 2. We traced total fair value of investments listed on the Investment Report as of December 31, 2022 to the City’s general ledger.

Finding: We noted a net variance of $11,153,498 between the Investment Report and the City’s general ledger as of December 31, 2022. The variance represents various posting errors to the general ledger.

The variance was resolved when the City corrected the errors subsequent to the general ledger date of December 31, 2022.

Management Response: The Investment and Accounting Teams have scheduled monthly meetings to discuss and correct variances in a timely manner. Moreover, the Investment Team will implement a process of reconciling SymPro entries with general ledger entries prior to meeting with the Accounting Team. As of the close of this audit, all variances have been corrected.

3. We compared the types of investments listed in the Investment Report as of December 31, 2022 with the types of investments that are authorized by the City’s Investment Policy.

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

4. We read the Investment Report as of December 31, 2022 to confirm that it contains the information/data required by the City’s Investment Policy and whether it meets the timing requirements of the City’s Investment Policy, as follows:
a. The Investment Report includes the type of investment, issuer, date of maturity, par and dollar amount invested on all securities, investments and monies held by the City. b. The Investment Report includes market value (and source) as of the date of the report of all securities held by the City or under management of any outside party. c. The Investment Report includes a statement addressing the portfolio’s compliance with the portfolio to the City’s Investment Policy.
d. The Investment Report includes a statement addressing the ability of the City to meet the pool’s expenditure requirements for the next six months.

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

5. We calculated the total investment amounts on a cost basis for the investment types listed in the Investment Report as of December 31, 2022, and compared those totals to the maximum portfolio limitations imposed by the City’s Investment Policy for specified investment types.

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

6. We calculated the total investment amounts on a cost basis for issuers listed in the Investment Report as of December 31, 2022, and determined whether total investments for each issuer were less or equal then the maximum portfolio limitations imposed by the City’s Investment Policy.

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

7. We agreed individual investment maturity dates listed in the Investment Report as of December 31, 2022 to the custodian/bank statements and determined whether they conform to the maturity requirements of the City’s Investment Policy.

Finding: No exceptions were found as a result of applying the procedure. 3 8. We obtained and read the third-party custodial agreement(s) and broker/dealer agreement(s) in effect at the date of the Investment Report to determine if the agreements contained a clause addressing delivery of securities and that the delivery method conformed to the City’s Investment Policy.

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

9. We recalculated and agreed supporting documentation relevant to the repurchase agreements and, if applicable, the reverse repurchase agreements held by the City on December 31, 2022, to ascertain whether the investments conformed to the City’s Investment Policy.

Finding: Not applicable. No repurchase or reverse repurchase agreements were held by the City on December 31, 2022.

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

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

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

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

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

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

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

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

14. We selected an investment purchase and maturity transaction between July 1, 2022 and December 31, 2022 and determined through inquiry and document inspection whether the Investment Staff counts and/or confirms its investments as transactions occur.

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

15. We selected an investment purchase and maturity transaction between July 1, 2022 and December 31, 2022 and determined through inquiry and document inspection whether reconciliations between detailed subsidiary records and general ledger control accounts are prepared by an Accountant and reviewed by a Senior Accountant or Supervising Accountant.

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

16. We determined through inquiry and document inspection whether investment income is periodically recorded in the City’s financial system and reviewed for accuracy.

Finding: No exceptions were found as a result of applying the procedure. 4 17. We selected an investment purchase and maturity transaction between July 1, 2022 and December 31, 2022 and determined through inquiry and document inspection whether the Deputy Director of Finance, Accounting and the Deputy Director of Finance, Debt and Treasury Management assesses the classification and valuation of its investments at acquisition. If either Deputy Director of Finance position is vacant or unavailable to sign, the Assistant Director of Finance or Director of Finance may sign in place of either Deputy Director of Finance. Additionally, we verified that the quarterly investment report was produced, agendized on Public Safety, Finance, & Strategic Support Committee and City Council meetings and posted on the City’s public website.

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

We were engaged by the City to perform this agreed-upon procedures engagement and conducted our engagement in accordance with attestation standards established by the AICPA. We were not engaged to and did not conduct an examination or review engagement, the objective of which would be the expression of an opinion or conclusion, respectively, on whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 15, 2022 and Finance Department procedures as of December 31, 2022. Accordingly, we do not express such an opinion or conclusion. Had we performed additional procedures, other matters might have come to our attention that would have been reported to you.

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

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

Walnut Creek, California
June 13, 2023