San Jose City Council
September 19, 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

THIS PAGE IS INTENTIONALLY LEFT BLANK

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
$159,363,164 5.5%LAIF
$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
$35,949,656 Parking
$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 interest- rate 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
P

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

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

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

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

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

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

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

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

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

T HIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION B
TOTA

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

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

San Jose, CA 95113
Sorted by Fund - Investment Number
April 1, 2023 - June 30, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
11,555,232.9032936 15,006,746.08 3.260STPOOL 96,676.59 0.00 96,676.593.356003 1,000,000.00CITY 0.00

0.0036512 0.00 4.920FEDRAT 6,634.12 0.00 6,634.12003 0.00VP6000104 0.00 4,121,232.9037042 5,335,746.08 3.260STPOOL 34,480.20 0.00 34,480.203.356003 1,000,000.00CSJFA 0.00 1,934,065.9337624 0.00 3.297UNVHGR 16,118.67 0.00 16,118.673.343003 4,000,000.0091412HBK8 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 42,500.00 -3,878.78 38,621.223.052003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 190,625.00 4,285.72 194,910.723.138003 24,915,000.003133EJD48 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 132,500.00 1,006.32 133,506.322.680003 19,980,880.003133EJ5W5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 31,250.00 407.50 31,657.502.544003 4,991,850.00459058GQ0 0.00 8,672,290.1140126 0.00 1.875IBRD 40,625.00 563.33 41,188.331.905003 9,989,600.00459058GX5 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 43,750.00 1,901.33 45,651.331.838003 9,962,100.003135G0V75 0.00 2,724,866.5840148 225,888.22 3.060FHLMC 12,912.80 -118,746.16 -105,833.36-15.579003 3,810,677.973137B4WB8 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 12,814.38 -5,114.93 7,699.451.680003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 9,095.00 -4,306.43 4,788.571.775003 1,081,870.0091412GVB8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 11,250.00 352.70 11,602.701.555003 2,992,950.003130AGWK7 0.00 4,919,901.8540171 4,821,914.40 2.420FNMA 29,220.30 -409.51 28,810.792.349003 4,845,526.053140HUNV4 0.00 4,840,383.9940173 4,364,864.59 1.990FHLMC 23,392.92 0.00 23,392.921.938003 4,882,358.0830298LAA9 0.00 500,000.0040177 500,000.00 1.857WIS 2,321.25 0.00 2,321.251.862003 500,000.0097705MNM3 0.00 1,250,127.1440180 1,173,790.07 2.090FHLMC 6,393.52 -366.13 6,027.391.934003 1,250,773.1330314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.32 41,478.321.667003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 25,125.00 -151.45 24,973.552.002003 5,002,600.00649791PP9 0.00 525,836.3440189 0.00 2.791FNMA 2,007.05 -22,237.39 -20,230.34-15.431003 865,162.753138ELJW4 0.00 14,737.2440190 0.00 1.830HAROT 0.00 0.16 2.700.073003 78,887.5943813VAC2 2.54 15,244,921.8840196 15,000,000.00 2.125USTR 78,821.33 -14,576.77 64,244.561.690003 15,244,921.88912828W48 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.01 46,545.991.697003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.350003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.222003 7,450,000.003140HWYW6 0.00 20,369,162.5240206 -0.03 2.610FNMA 92,724.72 -468,185.44 -375,460.72-7.393003 21,402,762.563138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 35,750.00 -11,418.00 24,332.001.880003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.654003 1,000,000.003138LL3J2 0.00 254,156.8840214 252,813.69 2.050FHLMC 1,298.61 -2.14 1,296.472.046003 254,529.6530295NAE0 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.904003 3,500,000.003138L8CE2 0.00 575,854.4640231 512,871.62 1.990FHLMC 2,748.67 -760.07 1,988.601.385003 573,677.1030298LAA9 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,000,000.0040234 1,000,000.00 0.970MDS 2,425.00 0.00 2,425.000.973003 1,000,000.00574193SP4 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.83 23,462.671.752003 5,372,000.0013063DGB8 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.707003 2,988,390.00459058JB0 0.00 179,754.2640252 102,526.00 1.360TMCC 612.20 2.09 623.781.392003 265,039.1889239RAC0 9.49 243,338.4840253 170,363.33 1.410HART 858.91 3.12 873.911.440003 324,503.2144891LAC7 11.88 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.674003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.723003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 8,807.75 669.61 9,477.361.559003 2,438,877.0064990GZW5 0.00 2,985,976.8840263 0.00 0.750AAPL 5,662.50 70.47 5,732.970.770003 6,793,097.40037833DV9 0.00

0.0040264 0.00 3.823TXS 0.00 0.00 0.00003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.702003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.566003 10,000,000.003137BJQ71 0.00 281,400.1840270 177,863.39 0.820HAROT 577.69 1.34 583.920.832003 397,329.8543813DAC2 4.89 5,587,526.3740271 0.00 0.250FNMA 3,541.67 1,421.39 4,963.060.356003 9,969,900.003135G04Q3 0.00 2,677,490.4940272 2,466,611.07 2.967FNMA 18,325.18 -971.80 17,353.382.600003 2,478,404.713136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.752003 40,000,000.003134GVB49 0.00 3,011,363.3540274 0.00 2.550WMT 18,429.42 -13,450.55 4,978.870.663003 27,403,406.46931142DH3 0.00 1,492,428.1340275 0.00 0.800PCAR 2,977.78 172.46 3,150.240.847003 1,997,220.0069371RQ82 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 2,620.00 0.00 2,620.001.051003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.226003 900,000.00923078CU1 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.852003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 14,500.00 0.00 14,500.000.582003 10,000,000.003133ELJ47 0.00 7,471,854.9540283 0.00 0.300FFCB 5,583.33 56.04 5,639.370.303003 9,999,100.003133ELG81 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.15 13,536.150.544003 9,979,300.003135G04Z3 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 2,082.50 0.00 2,082.500.835003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 1,353.62 0.00 1,353.620.835003 650,000.0091412HFL2 0.00 3,156,227.4840295 3,132,363.23 0.830FHLMC 6,509.52 -69.57 6,439.950.818003 3,146,588.3030315EAA4 0.00 888,781.4540296 603,136.27 0.440TMCC 978.83 4.05 998.440.451003 1,203,181.5089237VAB5 15.56 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.68 7,944.320.637003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 6,375.00 -122.21 6,252.790.501003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.30 3,131.300.502003 2,499,875.0031422BJ27 0.00 2,729,305.4940303 0.00 2.700JPM 17,625.00 -13,529.15 4,095.850.602003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.521003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 4,562.25 0.00 4,562.250.421003 4,345,000.00373385FP3 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.34 5,440.840.438003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.552003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.842003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 4,875.00 287.53 5,162.530.414003 4,995,850.0034153QUC8 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 30,461.00 -25,485.36 4,975.640.491003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 1,250.00 1,243.33 2,493.330.251003 3,985,080.003137EAEY1 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.77 9,893.230.791003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.09 20,168.910.806003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.508003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 33,361.50 -29,356.49 4,005.010.383003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.45 8,797.450.353003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.697003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.81 0.00 2,648.810.767003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.62 -1,353.58 3,536.040.633003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.23 5,424.470.604003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.44 15,357.560.609003 10,118,600.0091412HGE7 0.00 2,997,718.8040327 2,522,029.76 2.624FNMA 17,528.94 -33,681.77 -16,152.83-2.161003 2,973,044.313136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 34,447.50 0.00 34,447.502.798003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.37 10,701.370.430003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.501003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.552003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.38 -2,228.40 6,855.980.320003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.75 10,448.250.417003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.498003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.400003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.69 12,689.690.509003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.499003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.51 12,845.510.516003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.340003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.501003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.12 13,009.120.525003 9,933,980.00459058JE4 0.00 3,811,727.1640342 3,732,418.83 0.670FHLMC 6,308.87 -501.09 5,807.780.611003 3,834,599.3030318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.72 8,957.780.505003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 37,500.00 -29,666.66 7,833.340.301003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.509003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 145,312.50 -127,353.75 17,958.750.436003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 6,125.00 676.66 6,801.660.390003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.501003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.514003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.602003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.602003 5,000,000.0045905U5Y6 0.00 4,931,148.1940356 4,583,176.29 2.588FHLMC 29,682.85 -1,015.96 28,666.892.332003 4,596,905.573137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,339.78 0.00 16,339.780.655003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.802003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.611003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.001.003003 10,000,000.0031422XCX8 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
19,991,000.0040409 20,000,000.00 1.000FHLB 50,000.00 751.40 50,751.401.018003 19,991,000.003130APRF4 0.00 8,292,530.0040410 8,300,000.00 0.600FHLB 12,450.00 933.75 13,383.750.647003 8,292,530.003130APWP6 0.00 1,654,753.7740415 0.00 0.250FNMA 1,049.40 984.06 2,033.460.493003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 4,156.25 0.00 4,156.250.877003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 10,359.37 613.92 10,973.290.904003 4,867,687.503130APU45 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 6,125.00 2,538.35 8,663.350.498003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 5,109.37 1,159.03 6,268.400.927003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 4,921.87 486.37 5,408.240.690003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 25,250.00 -1,158.33 24,091.670.965003 10,013,900.003133ENFZ8 0.00 643,254.4040424 0.00 0.140FFCB 228.47 405.79 634.260.395003 1,245,450.003133EMZP0 0.00 1,948,566.2140432 1,851,000.00 3.625MSFT 16,774.70 -12,078.35 4,696.350.967003 1,948,566.21594918AW4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 23,351.25 2,783.29 26,134.540.731003 14,348,445.003130APQU2 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 7,367.19 -5,020.76 2,346.430.881003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 14,380.00 -9,332.33 5,047.670.689003 2,936,971.20594918BQ6 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 10,617.75 323.54 10,941.290.682003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 34,755.00 -94.10 34,660.901.050003 13,241,098.923130APS48 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 66,978.75 -30,771.82 36,206.931.366003 10,631,069.4013063DMA3 0.00 10,407,000.0040459 10,000,000.00 3.000AAPL 75,000.00 -48,710.11 26,289.891.013003 10,407,000.00037833CG3 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 6,212.50 1,217.65 7,430.151.206003 2,471,605.853130AQG49 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 103,908.75 -50,830.10 53,078.651.354003 15,723,396.48037833DF4 0.00 4,986,250.0040467 5,000,000.00 1.250FHLB 14,305.56 1,146.90 15,452.461.243003 4,986,250.003130AQCN1 0.00 4,176,243.5040469 4,225,000.00 0.220FHLMC 2,323.75 7,181.81 9,505.560.913003 4,176,243.503134GXJH8 0.00 24,479,750.0040470 25,000,000.00 0.960FHLB 60,000.00 31,487.90 91,487.901.499003 24,479,750.003130ALHH0 0.00 12,402,280.3640471 11,966,000.00 3.000AAPL 89,745.00 -53,061.12 36,683.881.186003 12,402,280.36037833CG3 0.00 20,000,000.0040472 20,000,000.00 1.375FHLB 66,875.00 0.00 66,875.001.341003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 1.750FHLB 61,250.00 1,458.33 62,708.331.799003 13,982,500.003130AQN58 0.00 7,189,200.0040475 7,200,000.00 1.375FHLB 24,075.00 720.00 24,795.001.383003 7,189,200.003130AQMQ3 0.00 20,000,000.0040477 20,000,000.00 1.375FHLB 66,875.00 0.00 66,875.001.341003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 1.250FHLB 37,890.62 375.00 38,265.621.228003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 41,400.00 64.69 41,464.691.607003 10,348,965.003133ENMH0 0.00 4,103,407.9540480 4,150,000.00 0.290FFCB 3,008.75 6,807.28 9,816.030.959003 4,103,407.953133ENAL4 0.00 12,613,016.1040485 12,318,000.00 3.000AAPL 92,385.00 -37,134.90 55,250.101.757003 12,613,016.10037833CG3 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 82,567.50 568.13 83,135.632.203003 15,138,637.503133ENPB0 0.00 7,460,673.0040487 7,300,000.00 2.850AAPL 52,012.50 -18,235.27 33,777.231.816003 7,460,673.00037833CU2 0.00 19,520,000.0040490 20,000,000.00 0.320FHLMC 16,000.00 73,594.55 89,594.551.841003 19,520,000.003134GW6E1 0.00 992,500.0040495 1,000,000.00 2.375FHLB 5,937.50 625.00 6,562.502.652003 992,500.003130ARAY7 0.00 4,590,340.0040496 4,600,000.00 2.500FHLB 28,750.00 805.00 29,555.002.582003 4,590,340.003130ARBY6 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 7,238.12 1,908.38 9,146.502.376003 1,544,029.003130AR7C9 0.00 148,500.0040498 150,000.00 1.940FFCB 727.50 153.24 880.742.379003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 10,325.00 3,841.70 14,166.702.455003 2,314,924.003130AQT78 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,449,900.0040500 1,500,000.00 0.310FNMA 1,162.50 6,790.66 7,953.162.200003 1,449,900.003136G46V0 0.00 1,139,135.4040501 1,170,000.00 0.290FFCB 848.25 4,960.38 5,808.632.045003 1,139,135.403133ENAL4 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 31,000.00 85,670.42 116,670.422.454003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 3,231.25 10,922.33 14,153.582.577003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 2,679.69 7,658.31 10,338.002.576003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 3,250.00 8,794.29 12,044.292.579003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 2,137.50 6,888.34 9,025.842.580003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 26,235.00 79,054.13 105,289.132.579003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 1,443.75 3,543.26 4,987.012.569003 778,622.633130ANWN6 0.00 17,737,824.0040509 18,300,000.00 0.320FHLMC 14,640.00 88,454.26 103,094.262.331003 17,737,824.003134GW6E1 0.00 13,606,518.4540510 13,965,000.00 0.300FFCB 10,473.75 63,137.65 73,611.402.170003 13,606,518.453133EL5J9 0.00 1,020,087.5040511 1,033,000.00 1.800FHLMC 4,648.50 1,618.56 6,267.062.464003 1,020,087.503134GXMZ4 0.00 1,951,980.0040512 2,000,000.00 0.750FHLB 3,750.00 7,300.33 11,050.332.271003 1,951,980.003130APWH4 0.00 1,808,137.7640513 1,859,000.00 0.660FFCB 3,067.35 7,467.54 10,534.892.337003 1,808,137.763133ENGW4 0.00 1,304,057.6440514 1,347,000.00 0.230FFCB 774.52 6,629.18 7,403.702.277003 1,304,057.643133EMYW6 0.00 3,288,848.7340515 3,371,000.00 0.300FNMA 2,528.25 15,664.43 18,192.682.219003 3,288,848.733135G05P4 0.00 1,341,991.0040516 1,400,000.00 1.250FHLB 4,375.00 5,184.51 9,559.512.857003 1,341,991.003130AQJM6 0.00 5,710,188.0040517 6,000,000.00 0.400FHLB 6,000.00 32,726.58 38,726.582.720003 5,710,188.003130AMU67 0.00 22,022,300.0040518 23,060,000.00 1.100FHLB 63,415.00 94,146.17 157,561.172.870003 22,022,300.003130AQGT4 0.00 22,416,742.1040519 23,390,000.00 1.250FHLB 73,093.75 87,070.79 160,164.542.866003 22,416,742.103130AQMR1 0.00 3,009,204.0040520 3,060,000.00 2.000FHLB 15,300.00 5,334.47 20,634.472.750003 3,009,204.003130AQZ48 0.00 8,864,184.0040521 9,120,000.00 0.800FHLB 18,240.00 40,040.76 58,280.762.637003 8,864,184.003130APXH3 0.00 3,259,655.0040522 3,500,000.00 0.480FFCB 4,200.00 20,980.65 25,180.653.098003 3,259,655.003133EMSC7 0.00 20,000,000.0040523 20,000,000.00 3.250FHLB 162,500.00 0.00 162,500.003.259003 20,000,000.003130ARVJ7 0.00 19,890,000.0040524 20,000,000.00 3.090FFCB 154,500.00 7,869.63 162,369.633.274003 19,890,000.003133ENUZ1 0.00 10,000,000.0040525 10,000,000.00 3.250FHLMC 77,361.11 0.00 77,361.113.103003 10,000,000.003134GXSF2 0.00 20,000,000.0040526 20,000,000.00 3.650FFCB 182,500.00 0.00 182,500.003.660003 20,000,000.003133ENVK3 0.00 3,449,208.8040527 3,565,000.00 0.500FHLB 4,456.25 18,218.90 22,675.152.637003 3,449,208.803130APM44 0.00 3,999,400.0040528 4,000,000.00 3.125MSFT 31,250.00 42.59 31,292.593.138003 3,999,400.00594918BJ2 0.00 13,245,848.6040529 13,270,000.00 3.625FHLB 110,675.49 4,040.19 114,715.683.474003 13,245,848.603130ARR86 0.00 10,346,364.9040531 10,215,000.00 3.375FHLB 86,189.06 -20,851.57 65,337.492.533003 10,346,364.903130A0F70 0.00 1,458,750.0040532 1,500,000.00 0.575FHLB 2,156.25 6,737.75 8,894.002.446003 1,458,750.003130APQJ7 0.00 5,843,952.0040533 6,000,000.00 0.750FHLB 11,250.00 25,535.13 36,785.132.525003 5,843,952.003130APWH4 0.00 1,590,129.8440536 0.00 2.000FHLMC 8,051.39 596.75 8,648.142.181003 2,630,942.103134G3X54 0.00 4,191,524.1640537 0.00 2.125FHLB 22,519.40 214.93 22,734.332.176003 9,303,139.003130AS3T46 0.00 5,394,470.5840538 5,580,000.00 0.250IBRD 3,487.50 30,978.94 34,466.442.563003 5,394,470.58459058JM6 0.00 3,835,000.0040539 3,835,000.00 2.650FHLB 25,406.88 0.00 25,406.882.657003 3,835,000.003130AS2M0 0.00 2,699,460.0040542 2,700,000.00 2.500FHLB 16,875.00 90.00 16,965.002.521003 2,699,460.003130AS3J6 0.00 2,952,472.5340543 0.00 2.250FHLB 16,792.19 0.00 16,792.192.281003 4,885,000.003130AS4H9 0.00 3,639,909.9040544 3,630,000.00 3.000FHLB 27,225.00 -1,250.89 25,974.112.862003 3,639,909.903130ARVT5 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
18,899,647.0040545 20,000,000.00 0.625FHLB 31,250.00 109,669.73 140,919.732.991003 18,899,647.003130AMNR9 0.00 19,053,800.0040546 20,000,000.00 0.400FHLB 20,000.00 112,941.64 132,941.642.799003 19,053,800.003130AMU67 0.00 19,475,000.0040547 20,000,000.00 0.750FHLB 37,500.00 87,825.28 125,325.282.581003 19,475,000.003130APWH4 0.00 7,130,337.5040549 7,150,000.00 3.250FHLB 58,093.75 2,808.93 60,902.683.426003 7,130,337.503130ASBG3 0.00 5,177,640.0040550 5,200,000.00 3.450FFCB 44,850.00 1,121.74 45,971.743.561003 5,177,640.003133ENYA2 0.00 12,887,851.8040551 12,940,000.00 3.125FHLMC 101,093.75 4,448.67 105,542.423.285003 12,887,851.803134GXRL0 0.00 8,864,126.0540552 8,905,000.00 2.800FHLB 62,335.00 4,287.48 66,622.483.015003 8,864,126.053130ARMT5 0.00 4,334,923.0840553 0.00 0.750AAPL 8,333.33 16,582.58 24,915.912.305003 9,861,950.00037833DV9 0.00 10,390,632.6340554 10,779,000.00 0.690FAMC 18,593.77 64,016.60 82,610.373.189003 10,390,632.6331422XRQ7 0.00 1,280,353.2940555 0.00 2.290FHLB 7,347.08 1,446.96 8,794.042.755003 1,533,054.603130ASD30 0.00 5,588,441.0540556 5,615,000.00 3.125FHLMC 43,867.19 3,319.87 47,187.063.387003 5,588,441.053134GXYM0 0.00 11,106,939.8040557 11,335,000.00 2.700MSFT 76,511.25 21,447.67 97,958.923.538003 11,106,939.80594918BB9 0.00 7,202,657.5040558 7,250,000.00 2.900FHLMC 52,562.50 7,890.42 60,452.923.366003 7,202,657.503134GXYT5 0.00 4,470,615.0040559 4,500,000.00 2.900FHLMC 32,625.00 4,897.50 37,522.503.366003 4,470,615.003134GXYT5 0.00 1,233,700.0040560 1,250,000.00 2.875FHLB 8,984.38 2,040.33 11,024.713.584003 1,233,700.003130AS6D6 0.00 985,312.0040561 1,025,000.00 0.270FFCB 691.88 7,599.83 8,291.713.375003 985,312.003133EMBQ4 0.00 6,959,160.0040562 7,200,000.00 0.350FNMA 6,300.00 51,242.55 57,542.553.317003 6,959,160.003135G05U3 0.00 4,836,400.0040563 5,000,000.00 0.300FNMA 3,750.00 36,088.24 39,838.243.304003 4,836,400.003135G05P4 0.00 7,084,700.0040564 7,250,000.00 2.700MSFT 48,937.50 15,561.71 64,499.213.652003 7,084,700.00594918BB9 0.00 109,835,565.9540566 159,363,163.52 5.260CAMP 1,402,285.11 0.00 1,402,285.115.121003 95,728,281.33CAMP 0.00 10,000,000.0040569 10,000,000.00 4.570JPM 114,250.00 0.00 114,250.004.583003 10,000,000.0048133DP95 0.00 10,000,000.0040570 10,000,000.00 4.100JPM 102,500.00 0.00 102,500.004.111003 10,000,000.0048133DQ45 0.00 10,000,000.0040571 10,000,000.00 4.250JPM 106,250.00 0.00 106,250.004.262003 10,000,000.0048133DQ52 0.00 13,533,204.1540574 13,945,000.00 2.450JNJ 85,413.13 29,274.58 114,687.713.399003 13,533,204.15478160BY9 0.00 4,074,727.3040575 4,214,000.00 2.450JNJ 25,810.75 9,908.73 35,719.483.516003 4,074,727.30478160BY9 0.00 7,826,117.0040576 7,930,000.00 2.300OHS 45,597.50 22,207.76 67,805.263.475003 7,826,117.00677522SQ8 0.00 29,439,843.7540578 30,000,000.00 2.750USTR 204,008.15 56,015.63 260,023.783.543003 29,439,843.759128283Z1 0.00 5,423,121.2740579 5,473,674.33 2.469FNMA 27,968.68 16,193.92 44,162.603.266003 5,825,000.003136AR5S3 0.00 7,955,201.8240580 8,202,000.00 3.100CL 63,565.50 12,506.67 76,072.173.836003 7,955,201.82194162AN3 0.00 5,289,717.6040581 5,570,000.00 2.375CAS 33,071.88 17,254.05 50,325.933.816003 5,289,717.6013063DRD2 0.00 29,120,964.9740582 0.00 1.375USTR 102,555.25 172,983.35 275,538.603.795003 29,444,531.25912828S35 0.00 19,298,437.5040583 20,000,000.00 0.125USTR 6,182.07 181,886.57 188,068.643.909003 19,298,437.5091282CCU3 0.00 19,409,340.6640584 0.00 1.375USTR 68,370.17 117,187.50 185,557.673.835003 19,625,000.00912828S35 0.00 19,259,375.0040585 20,000,000.00 0.125USTR 6,182.07 184,648.97 190,831.043.974003 19,259,375.0091282CAK7 0.00 9,719,531.2540586 10,000,000.00 2.750USTR 68,002.72 23,610.23 91,612.953.781003 9,719,531.259128284Z0 0.00 24,725,274.7340588 0.00 4.530RY 283,125.00 0.00 283,125.004.593003 25,000,000.0078015JEW3 0.00 9,708,274.5040589 9,475,000.00 5.000LOS 118,437.50 -19,937.99 98,499.514.070003 9,708,274.50544351QQ5 0.00 24,725,274.7340590 0.00 4.620TD 288,750.00 0.00 288,750.004.684003 25,000,000.0089115BVJ6 0.00 10,148,500.0040593 10,000,000.00 5.000LOS 125,000.00 -19,285.71 105,714.294.178003 10,148,500.00544351QP7 0.00 3,677,896.0040594 3,820,000.00 3.063UNVHGR 29,251.65 12,866.56 42,118.214.593003 3,677,896.0091412GU94 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,732,670.0040595 3,000,000.00 0.883UNVHGR 6,622.50 25,379.43 32,001.934.697003 2,732,670.0091412HGE7 0.00 7,978,033.5040596 7,850,000.00 5.051NYSHGR 99,125.87 -6,473.61 92,652.264.658003 7,978,033.50649902T45 0.00 6,490,770.0040598 7,150,000.00 2.250MMM 40,218.75 41,664.81 81,883.565.060003 6,490,770.0088579YAV3 0.00 9,060,681.0040599 9,780,000.00 2.500ADM 61,125.00 46,709.02 107,834.024.774003 9,060,681.00039483BL5 0.00 15,537,875.0540600 15,640,000.00 4.020TORDNY 158,928.46 28,951.31 187,879.774.850003 15,537,875.0589115BK66 0.00 8,517,148.0540601 9,215,000.00 2.500ADM 57,593.75 45,380.55 102,974.304.849003 8,517,148.05039483BL5 0.00 5,045,950.0040602 5,000,000.00 4.950PCAR 61,875.00 -3,843.40 58,031.604.613003 5,045,950.0069371RS23 0.00 2,960,250.0040603 3,000,000.00 3.900WMT 29,250.00 3,400.67 32,650.674.424003 2,960,250.00931142EW9 0.00 47,802,664.8440604 0.00 4.510TMCC 0.00 563,750.00 563,750.004.730003 48,333,805.5689233HTW4 0.00 9,439,497.0340605 9,660,734.63 3.064FHLMC 74,108.58 1,066.63 75,175.213.194003 9,702,678.433137FBTA4 0.00 4,371,489.6540606 4,565,000.00 3.170NYSDEV 36,177.62 14,113.39 50,291.014.614003 4,371,489.656500354W5 0.00 9,957,600.0040607 10,000,000.00 4.375FFCB 109,375.00 5,300.00 114,675.004.619003 9,957,600.003133ENS43 0.00 8,715,600.0040608 10,000,000.00 1.050WMT 26,250.00 82,157.79 108,407.794.989003 8,715,600.00931142ER0 0.00 3,125,364.5840609 3,484,863.69 2.080FHLMC 18,132.43 616.79 18,749.222.406003 3,490,787.8730329MAA0 0.00 4,018,325.9040610 4,480,539.04 2.080FHLMC 23,313.13 793.01 24,106.142.406003 4,488,155.8430329MAA0 0.00 2,500,000.0040611 2,500,000.00 5.330FAMC 32,467.36 0.00 32,467.365.209003 2,500,000.0031315PF38 0.00 3,000,000.0040612 3,000,000.00 5.570FAMC 38,765.00 0.00 38,765.005.183003 3,000,000.0031315P6T1 0.00 10,022,800.0040613 10,000,000.00 4.950PCAR 123,750.00 -1,945.02 121,804.984.874003 10,022,800.0069371RS23 0.00 4,335,249.4640614 4,438,372.49 3.056FNMA 33,984.66 801.54 34,786.203.218003 4,467,939.383136AKQM8 0.00 4,991,450.0040615 5,000,000.00 4.750FHLB 59,375.00 2,143.46 61,518.464.943003 4,991,450.003130ATUP0 0.00 5,000,000.0040616 5,000,000.00 5.000IFC 62,500.00 0.00 62,500.005.014003 5,000,000.0045950VRK4 0.00 9,557,400.0040617 10,000,000.00 3.000BK 75,000.00 48,578.04 123,578.045.186003 9,557,400.0006406HDA4 0.00 11,766,669.0140618 12,174,317.39 2.920FNMA 89,031.20 2,379.42 91,410.623.116003 12,239,395.423138L8UV4 0.00 4,501,113.7540619 4,685,000.00 3.063UNVHGR 35,875.39 17,531.53 53,406.924.759003 4,501,113.7591412GU94 0.00 5,224,500.0040620 5,000,000.00 5.700CAS 71,250.00 -14,494.27 56,755.734.357003 5,224,500.0013063D3A4 0.00 3,185,620.6540621 3,645,000.00 1.741VNTCTF 15,864.87 23,227.04 39,091.914.922003 3,185,620.65923078CX5 0.00 10,000,000.0040622 10,000,000.00 4.920FAMC 123,000.00 0.00 123,000.004.934003 10,000,000.0031422XR38 0.00 2,816,941.7540623 3,155,000.00 0.790CASPWR 6,231.12 28,093.48 34,324.604.887003 2,816,941.7513067WRC8 0.00 8,124,947.8140624 8,436,000.00 3.300MSFT 69,597.00 18,613.49 88,210.494.355003 8,124,947.81594918BY9 0.00 9,786,718.7540625 10,000,000.00 2.625USTR 65,975.75 49,765.63 115,741.384.744003 9,786,718.759128285U0 0.00 7,430,518.7540626 7,075,000.00 5.700CAS 100,818.75 -23,304.21 77,514.544.184003 7,430,518.7513063D3A4 0.00 10,000,000.0040627 10,000,000.00 4.800FHLB 120,000.00 0.00 120,000.004.813003 10,000,000.003130AU4V3 0.00 7,186,294.5740628 7,429,000.00 3.600CAT 66,861.00 13,009.83 79,870.834.458003 7,186,294.5714913R3A3 0.00 5,839,739.3540629 5,931,258.67 3.539UTS 52,476.81 8,972.48 61,449.294.221003 5,839,739.35917542QV7 0.00 4,169,346.4540630 4,481,000.00 2.450BK 27,446.12 21,184.91 48,631.034.678003 4,169,346.4506406FAE3 0.00 4,660,750.0040631 5,000,000.00 2.500HON 31,250.00 21,840.13 53,090.134.569003 4,660,750.00438516BL9 0.00 4,811,250.0040632 5,000,000.00 2.750PEP 34,375.00 19,868.43 54,243.434.522003 4,811,250.00713448CT3 0.00 4,789,100.0040633 5,000,000.00 3.250BK 40,625.00 11,930.24 52,555.244.402003 4,789,100.0006406RAD9 0.00 4,957,350.0040634 5,000,000.00 4.150DE 51,875.00 2,244.74 54,119.744.379003 4,957,350.0024422EWK1 0.00 6,821,398.1340635 7,101,000.00 2.770FHLMC 49,174.41 0.00 49,174.412.891003 7,101,000.003137BJQ71 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,737,171.8040636 2,015,000.00 1.272UNVHGR 6,407.70 15,916.32 22,324.025.154003 1,737,171.8091412HJN4 0.00 9,995,300.0040637 10,000,000.00 4.800JD 120,000.00 391.67 120,391.674.831003 9,995,300.0024422EWP0 0.00 15,000,000.0040638 15,000,000.00 5.020FHLMC 188,250.00 0.00 188,250.005.034003 15,000,000.003134GYDA7 0.00 50,000,000.0040639 50,000,000.00 5.000FNMA 625,000.00 0.00 625,000.005.014003 50,000,000.003135GADY4 0.00 9,108,000.0040640 10,000,000.00 2.000PCAR 50,000.00 54,686.65 104,686.654.610003 9,108,000.0069371RR65 0.00 24,411,541.6740641 25,000,000.00 4.870MUFGBK 0.00 307,756.94 307,756.945.057003 24,411,541.6762479MU35 0.00 24,410,118.0640642 25,000,000.00 4.910TMCC 0.00 310,284.72 310,284.725.098003 24,410,118.0689233HU36 0.00 9,867,760.0040643 10,000,000.00 4.050FHLMC 101,250.00 12,647.82 113,897.824.630003 9,867,760.003134GXR63 0.00 48,946,527.7840644 50,000,000.00FHLB 0.00 584,548.61 584,548.614.790003 48,946,527.78313384HR3 0.00 48,937,416.5040645 50,000,000.00FHLB 0.00 589,604.25 589,604.254.832003 48,937,416.50313384HR3 0.00 9,787,483.3340646 10,000,000.00FHLB 0.00 117,920.83 117,920.834.832003 9,787,483.33313384HR3 0.00 19,909,375.0040647 20,000,000.00 3.690FHLMC 184,500.00 0.00 184,500.003.717003 20,000,000.003132XGRH1 0.00 22,571,000.0040648 25,000,000.00 1.535HIS 95,937.50 134,446.49 230,383.994.094003 22,571,000.00419792G34 0.00 10,672,200.0040649 12,000,000.00 1.700CAS 51,000.00 66,390.00 117,390.004.412003 10,672,200.0013063DC48 0.00 8,639,706.9640650 0.00 4.700FHLB 0.00 104,444.44 104,444.444.849003 9,827,666.67313384HC6 0.00 1,952,612.8040651 2,020,000.00 3.063UNVHGR 15,468.15 7,076.84 22,544.994.631003 1,952,612.8091412GU94 0.00 2,785,170.0040652 3,000,000.00 2.800MDS 21,000.00 12,175.51 33,175.514.778003 2,785,170.00574193GK8 0.00 9,835,638.8940653 10,000,000.00FHLB 0.00 122,597.23 122,597.235.000003 9,835,638.89313384HR3 0.00 9,841,192.0040654 10,000,000.00FHLB 0.00 122,470.58 122,470.584.992003 9,841,192.00313384HR3 0.00 7,000,000.0040655 7,000,000.00 4.846CAS 84,805.00 0.00 84,805.004.859003 7,000,000.0013063D3N6 0.00 16,360,000.0040656 16,360,000.00 4.000MDS 163,600.00 0.00 163,600.004.011003 16,360,000.00574193WE4 0.00 14,639,791.6740657 15,000,000.00 4.750FHLB 0.00 180,104.16 180,104.164.934003 14,639,791.67313384LY3 0.00 19,646,083.3340658 20,000,000.00 4.650FHLB 0.00 235,083.33 235,083.334.800003 19,646,083.33313384KG3 0.00 19,578,716.6740659 20,000,000.00 4.710FHLB 0.00 238,116.66 238,116.664.878003 19,578,716.67313384LL1 0.00 16,326,512.0240660 18,875,000.00 1.050WMT 47,344.79 124,488.38 171,833.174.221003 0.00931142ER0 0.00 11,390,314.7740661 13,000,000.00 4.735USTR 0.00 138,498.79 138,498.794.877003 0.00912797GF8 0.00 3,907,252.7540662 5,000,000.00 0.850IBRD 9,326.39 31,846.52 41,172.914.227003 0.00459058JT1 0.00 7,999,348.0540663 10,000,000.00 4.930USTR 0.00 101,338.89 101,338.895.081003 0.00912797GG6 0.00 6,627,010.9940664 10,000,000.00 0.850IBRD 15,819.45 55,498.17 71,317.624.316003 0.00459058JT1 0.00 2,768,229.4740665 4,805,000.00 3.281FHLMC 23,209.88 0.00 23,209.883.363003 0.003137FBAJ5 0.00 5,770,484.2040666 10,000,000.00 3.690FHLMC 53,300.00 0.00 53,300.003.705003 0.003132XGRH1 0.00 2,247,686.2240667 3,919,407.12 3.440FNMA 19,486.16 86.96 19,573.123.493003 0.003140HSZG9 0.00 6,519,933.0840668 13,815,000.00 3.063UNVHGR 50,543.33 18,631.06 69,174.394.256003 0.0091412GU94 0.00 915,683.5240669 2,000,000.00 3.059NYSPIT 7,307.61 2,629.02 9,936.634.353003 0.0064990FY57 0.00 5,846,020.5540670 14,000,000.00 5.150HALST 74,102.77 10.73 74,113.505.085003 0.00448980AD4 0.00 4,285,474.7140671 10,000,000.00 4.710TMCC 49,716.66 12.48 49,729.144.654003 0.00891941AD8 0.00 2,689,272.3240672 6,700,000.00 4.250FHLMC 28,475.00 0.00 28,475.004.247003 0.003132XFLR7 0.00 10,022,880.0040673 26,000,000.00 1.190FHLB 31,799.45 81,951.31 113,750.764.552003 0.003130APZK4 0.00 3,515,913.8540674 10,000,000.00 4.930HAROT 42,452.78 31.29 42,484.074.847003 0.00437927AC0 0.00 2,867,463.6140675 7,415,000.00 2.319NYSPIT 16,717.74 20,187.27 36,905.015.162003 0.0064990FX90 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
4,195,654.6040676 13,315,000.00 0.710TMCC 7,878.04 17,065.21 24,943.252.385003 0.0089238JAC9 0.00 7,782,346.1540677 25,000,000.00 1.200FHLB 25,000.00 74,388.79 99,388.795.122003 0.003130AQ4B6 0.00 1,327,572.1340678 4,180,000.00 4.050MDS 13,637.25 301.49 13,938.744.211003 0.00574193WF1 0.00 2,568,960.7040679 8,500,000.00 2.160FHLB 14,790.00 15,293.96 30,083.964.697003 0.003130ARCZ2 0.00 2,434,520.2840680 8,375,000.00 0.625FHLMC 4,216.58 23,889.87 28,106.454.631003 0.003134GXCS1 0.00 648,251.0640681 2,530,000.00 1.535HIS 2,804.79 4,538.20 7,342.994.543003 0.00419792G34 0.00 1,572,321.5740682 7,075,000.00 2.657NYSPIT 11,487.84 7,454.77 18,942.614.832003 0.0064990FS96 0.00 435,981.5840683 5,158,161.78 2.250FHLMC 2,579.08 0.00 2,579.082.373003 0.0030312XAE7 0.00 1,539,960.2340684 7,975,000.00 1.033HIS 4,347.93 14,809.65 19,157.584.990003 0.00419792F92 0.00 1,739,441.2740686 20,000,000.00 5.065USTR 0.00 22,511.11 22,511.115.191003 0.00912796YH6 0.00 4,383,504.2740687 50,000,000.00 4.955USTR 0.00 55,055.56 55,055.565.038003 0.00912796XQ7 0.00 1,752,173.3840688 20,000,000.00 4.970USTR 0.00 22,088.89 22,088.895.056003 0.00912797FY8 0.00 2,612,722.3440689 30,000,000.00 5.020USTR 0.00 33,466.67 33,466.675.138003 0.00912797GJ0 0.00 4,339,120.8840690 50,000,000.00 5.140USTR 0.00 57,111.11 57,111.115.279003 0.00912796CR8 0.00 1,728,446.4040691 20,000,000.00 5.170USTR 0.00 22,977.78 22,977.785.332003 0.00912797FB8 0.00 2,927,546,615.55Subtotal 2,773,583,408.71 2.858 19,761,226.106,266,492.8013,494,688.942,680,290,027.52 44.36 2,927,546,615.55Total 2,773,583,408.71 2.858 19,761,226.106,266,492.8013,494,688.942,680,290,027.52 44.36 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
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
5,632,634.0232936 15,006,746.08 3.260STPOOL 139,074.86 0.00 139,074.862.469003 5,000,000.00CITY 0.00 33,995,337.9536512 0.00 4.920FEDRAT 609,544.81 0.00 609,544.811.793003 252,407,740.81VP6000104 0.00 3,779,378.5437042 5,335,746.08 3.260STPOOL 76,880.53 0.00 76,880.532.034003 5,000,000.00CSJFA 0.00

0.0037565 0.00 3.258STNPWR 0.00 0.00 0.00003 2,831,272.5084247PHX2 0.00 1,276,947.4037579 0.00 2.500CAS 31,250.00 -3,354.08 27,895.922.185003 5,066,150.0013063DDF2 0.00 1,265,302.4737588 0.00 2.500CAS 31,250.00 -1,035.47 30,214.532.388003 5,019,950.0013063DDF2 0.00

0.0037589 0.00 2.100FHLB 0.00 0.00 0.00003 9,982,270.003130ACZS6 0.00 3,484,931.5137624 0.00 3.297UNVHGR 115,028.67 0.00 115,028.673.301003 4,000,000.0091412HBK8 0.00 412,274.2237625 0.00 2.518CASPWR 10,491.67 1,525.00 12,016.672.915003 983,530.0013067WPE6 0.00 3,922,438.3637634 0.00 1.750IADB 70,972.22 43,684.89 114,657.112.923003 19,089,200.004581X0CZ9 0.00 818,094.8837638 0.00 2.900LOS 23,272.50 -48.51 23,223.992.839003 4,816,203.75544351MN6 0.00 5,075,550.0040008 5,000,000.00 3.400CAS 170,000.00 -15,515.11 154,484.893.044003 5,075,550.0013063DGN2 0.00 24,915,000.0040013 25,000,000.00 3.050FFCB 762,500.00 17,142.86 779,642.863.129003 24,915,000.003133EJD48 0.00 681,075.9540036 0.00 2.900LOS 19,333.33 -434.55 18,898.782.775003 4,009,560.00544351MN6 0.00 19,980,880.0040049 20,000,000.00 2.650FFCB 530,000.00 4,025.27 534,025.272.673003 19,980,880.003133EJ5W5 0.00 4,991,850.0040079 5,000,000.00 2.500IBRD 125,000.00 1,630.00 126,630.002.537003 4,991,850.00459058GQ0 0.00 459,602.3740115 0.00 2.307FHLMC 471.58 -780.98 -461.27-0.100003 6,630,149.783137AWQH1 -151.87 332,335.5840121 0.00 2.307FHLMC 341.00 -567.06 -336.33-0.101003 4,794,219.603137AWQH1 -110.27 9,661,174.7940126 0.00 1.875IBRD 181,250.00 2,513.33 183,763.331.902003 9,989,600.00459058GX5 0.00 9,962,100.0040142 10,000,000.00 1.750FNMA 175,000.00 7,605.35 182,605.351.833003 9,962,100.003135G0V75 0.00 3,965,978.3140148 225,888.22 3.060FHLMC 109,305.55 -133,298.70 -23,993.15-0.605003 4,250,000.003137B4WB8 0.00 1,837,920.0040152 1,750,000.00 2.929PASTRN 51,257.50 -20,459.73 30,797.771.676003 1,837,920.0070922PAK8 0.00 1,081,870.0040153 1,000,000.00 3.638UNVHGR 36,380.00 -17,225.72 19,154.281.770003 1,081,870.0091412GVB8 0.00 2,092,878.4440156 0.00 5.092NYSHGR 97,002.60 -53,672.23 43,330.372.070003 2,972,376.00649902ZM8 0.00 2,992,950.0040157 3,000,000.00 1.500FHLB 45,000.00 1,410.79 46,410.791.551003 2,992,950.003130AGWK7 0.00 181,408.0240158 0.00 1.780HAROT 3,205.11 0.37 3,207.351.768003 956,402.5543815NAC8 1.87 197,226.7440164 0.00 1.700AAPL 3,305.56 11.02 3,316.581.682003 999,830.00037833DL1 0.00 984,673.9740166 0.00 1.700AAPL 16,527.78 534.72 17,062.501.733003 4,991,750.00037833DL1 0.00 2,621,862.4540167 0.00 3.320FHLMC 65,461.10 -203,330.11 -137,869.01-5.258003 4,784,238.003137B36J2 0.00 581,171.2340169 0.00 2.710FNMA 13,549.98 -19,843.75 -6,293.77-1.083003 1,000,000.003138LC5B7 0.00 4,956,593.5740171 4,821,914.40 2.420FNMA 117,749.86 -1,640.47 116,109.392.343003 4,916,499.953140HUNV4 0.00 4,920,379.8440173 4,364,864.59 1.990FHLMC 96,957.15 0.00 96,957.151.971003 5,082,925.9030298LAA9 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
500,000.0040177 500,000.00 1.857WIS 9,285.00 0.00 9,285.001.857003 500,000.0097705MNM3 0.00 1,326,734.6540180 1,173,790.07 2.090FHLMC 26,982.45 -2,061.12 24,921.331.878003 1,607,163.3830314KAS2 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 162,500.00 3,413.27 165,913.271.662003 9,983,000.003135G0W66 0.00 5,002,600.0040185 5,000,000.00 2.010NYS 100,500.00 -605.82 99,894.181.997003 5,002,600.00649791PP9 0.00 327,225.3840186 0.00 1.920TMCC 6,242.60 5.64 6,269.561.916003 1,010,534.4889233MAD5 21.32 1,002,426.8840189 0.00 2.791FNMA 23,546.58 -51,652.13 -28,105.55-2.804003 2,009,566.123138ELJW4 0.00 1,202,883.1440190 0.00 1.830HAROT 21,672.16 51.49 21,887.171.820003 3,231,722.8843813VAC2 163.52 15,244,921.8840196 15,000,000.00 2.125USTR 318,750.00 -58,467.29 260,282.711.707003 15,244,921.88912828W48 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 187,000.00 -816.03 186,183.971.692003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 185,153.28 0.00 185,153.282.344003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 166,880.04 0.00 166,880.042.216003 7,450,000.003140HWYW6 0.00 21,711,480.2840206 -0.03 2.610FNMA 516,251.98 -479,524.95 36,727.030.169003 21,921,140.503138L4EN9 0.00 5,190,300.0040207 5,000,000.00 2.860NYSDEV 143,000.00 -45,672.00 97,328.001.875003 5,190,300.006500354U9 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 27,099.96 0.00 27,099.962.647003 1,000,000.003138LL3J2 0.00 487,745.8840213 0.00 3.250JPM 15,175.69 -5,919.36 9,256.331.898003 2,119,372.0046625HJE1 0.00 256,783.4240214 252,813.69 2.050FHLMC 5,247.97 -8.58 5,239.392.040003 259,680.5630295NAE0 0.00 270,297.0540221 0.00 2.509FNMA 4,778.10 -15,932.37 -11,154.27-4.127003 1,120,518.263136ACGJ4 0.00 5,929,538.6340223 0.00 3.200JPM 181,333.33 -76,965.36 104,367.971.760003 10,405,200.0046625HJH4 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 103,599.96 0.00 103,599.962.896003 3,500,000.003138L8CE2 0.00 585,371.4740231 512,871.62 1.990FHLMC 11,392.46 -1,054.66 10,337.801.766003 597,243.8230298LAA9 0.00 1,000,000.0040234 1,000,000.00 0.970MDS 9,700.00 0.00 9,700.000.970003 1,000,000.00574193SP4 0.00 238,740.8840237 0.00 1.650DIS 3,883.00 441.81 4,324.811.812003 1,405,490.68254687FJ0 0.00 235,200.3340238 0.00 2.000PCAR 4,722.22 1,256.03 5,978.252.542003 986,760.0069371RQ33 0.00 6,251,502.4540242 0.00 2.950BK 178,012.18 -65,997.61 112,014.571.792003 10,763,199.9706406RAE7 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 168,750.00 -74,899.32 93,850.681.747003 5,372,000.0013063DGB8 0.00 902,199.8940245 0.00 2.020MNS 17,675.00 -8,063.43 9,611.571.065003 3,579,380.0060412AKS1 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 18,750.00 2,322.00 21,072.000.705003 2,988,390.00459058JB0 0.00 453,343.9940252 102,526.00 1.360TMCC 6,151.81 21.06 6,231.751.375003 862,680.6389239RAC0 58.88 491,469.9140253 170,363.33 1.410HART 6,917.70 25.15 7,009.421.426003 852,352.9444891LAC7 66.57 1,038,342.4740255 0.00 2.363RIV 24,333.66 0.00 24,333.662.344003 1,655,000.0076913CAX7 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 106,680.00 0.00 106,680.002.667003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 70,000.00 2,000.00 72,000.000.721003 9,990,000.003134GVQX9 0.00 2,438,877.0040262 2,450,000.00 1.438NYU 35,231.00 2,678.45 37,909.451.554003 2,438,877.0064990GZW5 0.00 5,843,924.8940263 0.00 0.750AAPL 43,884.37 546.12 44,430.490.760003 6,793,097.40037833DV9 0.00 2,781,900.0440264 0.00 3.823TXS 98,203.32 -72,694.39 25,508.930.917003 3,705,815.75882722VK4 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 70,000.00 0.00 70,000.000.700003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 276,999.96 0.00 276,999.962.559003 10,000,000.003137BJQ71 0.00 325,556.1340267 0.00 2.300PCAR 7,218.36 -3,561.69 3,656.671.123003 2,970,699.6869371RN77 0.00

0.0040269 0.00 2.125IBRD 0.00 0.00 0.00003 16,606,400.00459058GU1 0.00 644,114.9640270 177,863.39 0.820HAROT 5,270.42 12.23 5,312.800.825003 1,182,593.8643813DAC2 30.15 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
8,877,308.2240271 0.00 0.250FNMA 22,291.67 8,946.39 31,238.060.352003 9,969,900.003135G04Q3 0.00 2,850,985.6840272 2,466,611.07 2.967FNMA 77,248.23 -36,513.29 40,734.941.429003 2,909,733.513136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 300,000.00 0.00 300,000.000.750003 40,000,000.003134GVB49 0.00 21,322,102.5640274 0.00 2.550WMT 516,023.67 -376,615.35 139,408.320.654003 27,403,406.46931142DH3 0.00 1,871,367.7840275 0.00 0.800PCAR 14,977.78 867.46 15,845.240.847003 1,997,220.0069371RQ82 0.00 3,263,952.7440276 0.00 2.615FHLMC 62,568.81 -277,609.38 -215,040.57-6.588003 5,450,000.003137B04Y7 0.00 1,000,000.0040277 1,000,000.00 1.048VNTCTF 10,480.00 0.00 10,480.001.048003 1,000,000.00923078CT4 0.00 900,000.0040278 900,000.00 1.223VNTCTF 11,007.00 0.00 11,007.001.223003 900,000.00923078CU1 0.00 82,289.5940279 0.00 0.550JD 458.33 -47.79 410.540.499003 7,508,925.0024422EVG1 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 255,000.00 0.00 255,000.000.850003 30,000,000.003136G4WU3 0.00 10,000,000.0040282 10,000,000.00 0.580FFCB 58,000.00 0.00 58,000.000.580003 10,000,000.003133ELJ47 0.00 9,369,019.7340283 0.00 0.300FFCB 28,083.33 281.88 28,365.210.303003 9,999,100.003133ELG81 0.00

0.0040287 0.00 2.125IBRD 0.00 0.00 0.00003 7,779,030.00459058GU1 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 50,000.00 4,144.61 54,144.610.543003 9,979,300.003135G04Z3 0.00 441,265.4940289 0.00 2.492FNMA 8,860.90 -43,259.91 -34,399.01-7.796003 986,157.333136AGMB5 0.00 958,904.1140291 0.00 0.220FHLB 2,138.89 0.00 2,138.890.223003 25,000,000.003130AJS26 0.00 1,000,000.0040293 1,000,000.00 0.833UNVHGR 8,330.00 0.00 8,330.000.833003 1,000,000.0091412HFL2 0.00 650,000.0040294 650,000.00 0.833UNVHGR 5,414.50 0.00 5,414.500.833003 650,000.0091412HFL2 0.00 3,238,062.9040295 3,132,363.23 0.830FHLMC 26,584.23 -1,401.48 25,182.750.778003 3,418,905.2730315EAA4 0.00 1,886,982.5240296 603,136.27 0.440TMCC 8,285.75 34.36 8,411.800.446003 3,355,908.9389237VAB5 91.69 5,006,100.0040297 5,000,000.00 0.660MDS 33,000.00 -1,222.71 31,777.290.635003 5,006,100.00574193TR9 0.00 5,001,950.0040298 5,000,000.00 0.510MDS 25,500.00 -488.85 25,011.150.500003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 12,500.00 25.20 12,525.200.501003 2,499,875.0031422BJ27 0.00 196,097.6940300 0.00 2.190FHLMC 3,803.28 -7,425.88 -3,622.60-1.847003 262,572.6530288WAK5 0.00 4,647,376.4440303 0.00 2.700JPM 118,875.00 -91,249.80 27,625.200.594003 5,284,400.0046625HRL6 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 75,998.00 0.00 75,998.000.520003 14,615,000.00373385FQ1 0.00 4,345,000.0040305 4,345,000.00 0.420GAS 18,249.00 0.00 18,249.000.420003 4,345,000.00373385FP3 0.00 1,474,656.6340308 0.00 3.200JPM 44,118.40 -37,579.42 6,538.980.443003 2,587,738.8046625HJH4 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 18,750.00 3,013.35 21,763.350.437003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 55,000.00 0.00 55,000.000.550003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 33,600.00 0.00 33,600.000.840003 4,000,000.00546417DQ6 0.00 4,995,850.0040313 5,000,000.00 0.390FLSEDU 19,500.00 1,150.12 20,650.120.413003 4,995,850.0034153QUC8 0.00 399,432.7940314 0.00 2.810FNMA 5,854.17 -150,781.25 -144,927.08-36.283003 2,500,000.003138L9QS4 0.00 4,065,589.3040315 3,670,000.00 3.320LOS 121,844.00 -101,941.41 19,902.590.490003 4,065,589.30544351MQ9 0.00 3,985,080.0040316 4,000,000.00 0.125FHLMC 5,000.00 4,973.33 9,973.330.250003 3,985,080.003137EAEY1 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 42,600.00 -3,027.09 39,572.910.789003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 88,500.00 -7,824.35 80,675.650.804003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 80,000.00 -70,147.75 9,852.250.507003 1,945,088.00882724RA7 0.00 4,193,530.8840320 3,868,000.00 3.450BK 133,446.00 -117,425.97 16,020.030.382003 4,193,530.8806406RAJ6 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 34,000.00 1,189.81 35,189.810.352003 9,995,330.0045818WCW4 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
1,000,000.0040322 1,000,000.00 0.695MAS 6,950.00 0.00 6,950.000.695003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 10,595.26 0.00 10,595.260.765003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 19,558.46 -5,414.32 14,144.140.632003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 31,434.80 -9,736.93 21,697.870.602003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 88,300.00 -26,869.73 61,430.270.607003 10,118,600.0091412HGE7 0.00 3,252,493.8640327 2,522,029.76 2.624FNMA 77,599.21 -78,099.58 -500.37-0.015003 3,567,819.463136AY6S7 0.00 4,937,850.0040328 4,500,000.00 3.062FHLMC 137,790.00 0.00 137,790.002.790003 4,500,000.003137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 37,500.00 5,305.49 42,805.490.429003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 50,000.00 0.00 50,000.000.500003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 82,500.00 0.00 82,500.000.550003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 36,337.50 -8,913.60 27,423.900.319003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 50,000.00 -8,207.01 41,792.990.416003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 48,000.00 1,600.00 49,600.000.496003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 150,000.00 -69,148.80 80,851.200.399003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 50,000.00 758.77 50,758.770.508003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 48,000.00 1,678.00 49,678.000.497003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 50,000.00 1,382.05 51,382.050.514003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 119,125.00 -101,616.21 17,508.790.339003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.500FHLB 50,000.00 0.00 50,000.000.500003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 37,500.00 14,536.51 52,036.510.524003 9,933,980.00459058JE4 0.00 3,937,484.2440342 3,732,418.83 0.670FHLMC 26,051.61 -2,173.70 23,877.910.606003 4,175,668.2530318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 61,810.00 -25,978.88 35,831.120.504003 7,112,070.0091412HGE7 0.00 10,427,200.0040344 10,000,000.00 1.500IBRD 150,000.00 -118,666.66 31,333.340.300003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 45,000.00 5,620.00 50,620.000.508003 9,971,900.0045950VPL4 0.00 16,528,245.0040348 15,000,000.00 3.875JPM 581,250.00 -509,415.00 71,835.000.435003 16,528,245.0046625HJT8 0.00 6,991,880.0040349 7,000,000.00 0.350PCAR 24,500.00 2,706.66 27,206.660.389003 6,991,880.0069371RR24 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 50,000.00 0.00 50,000.000.500003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 50,000.00 1,200.00 51,200.000.512003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 30,000.00 0.00 30,000.000.600003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 30,000.00 0.00 30,000.000.600003 5,000,000.0045905U5Y6 0.00 5,127,328.5040356 4,583,176.29 2.588FHLMC 122,892.91 -27,144.95 95,747.961.867003 4,950,000.003137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 65,000.00 0.00 65,000.000.650003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 80,000.00 0.00 80,000.000.800003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 75,000.00 -13,709.52 61,290.480.610003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 100,000.00 0.00 100,000.001.000003 10,000,000.0031422XCX8 0.00 18,781,484.6040363 0.00 2.550STPOOL 254,384.24 0.00 254,384.241.354003 75,000,000.00COVID RELIEF 0.00

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

0.0040392 0.00 0.160BMO 0.00 0.00 0.00003 25,000,000.0006367CL39 0.00 17,779,184.7140408 0.00 0.500IFC 88,926.93 -25,584.44 63,342.490.356003 24,768,711.5345950KCS7 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 200,000.00 3,005.57 203,005.571.015003 19,991,000.003130APRF4 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
8,292,530.0040410 8,300,000.00 0.600FHLB 49,800.00 3,735.00 53,535.000.646003 8,292,530.003130APWP6 0.00 746,800.8840411 0.00 2.750FHLB 19,971.87 -16,889.28 3,082.590.413003 1,081,675.883130ADRG9 0.00 1,038,346.4040412 0.00 0.180FFCB 1,861.50 1,402.74 3,264.240.314003 1,822,098.253133ENBT6 0.00 1,529,594.4740414 0.00 2.375FNMA 35,268.75 -30,400.23 4,868.520.318003 2,763,871.203135G0T94 0.00 2,629,027.2840415 0.00 0.250FNMA 6,605.02 6,193.77 12,798.790.487003 2,952,599.873135G04Q3 0.00 1,900,000.0040417 1,900,000.00 0.875FHLB 16,625.00 0.00 16,625.000.875003 1,900,000.003130APZU2 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 41,437.50 2,455.69 43,893.190.902003 4,867,687.503130APU45 0.00 1,015,402.8240419 0.00 2.000IFC 19,919.39 -17,368.60 2,550.790.251003 3,222,800.2445950VLH7 0.00 6,982,570.0040420 7,000,000.00 0.350FNMA 24,500.00 10,153.40 34,653.400.496003 6,982,570.003135G05U3 0.00 2,711,375.0040421 2,725,000.00 0.750FHLB 20,437.50 4,636.11 25,073.610.925003 2,711,375.003130APKF1 0.00 3,145,212.0040422 3,150,000.00 0.625FHLB 19,687.50 1,945.47 21,632.970.688003 3,145,212.003130APMH5 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 101,000.00 -4,633.33 96,366.670.962003 10,013,900.003133ENFZ8 0.00 1,095,313.5640424 0.00 0.140FFCB 1,540.97 2,736.91 4,277.880.391003 1,245,450.003133EMZP0 0.00 3,341,342.0240426 0.00 0.125USTR 4,144.02 1,507.96 5,651.980.169003 19,993,276.0091282CAG6 0.00 995,435.3140431 0.00 2.650MSFT 25,466.50 -18,408.88 -10,757.43-1.081003 5,677,092.00594918BH6 -17,815.05 1,948,566.2140432 1,851,000.00 3.625MSFT 67,098.76 -48,313.40 18,785.360.964003 1,948,566.21594918AW4 0.00 7,930,015.8440433 0.00 0.125FFCB 9,861.11 15,692.23 25,553.340.322003 19,961,764.003133EMGX4 0.00 2,331,045.4840434 0.00 2.350WMT 53,527.78 -42,362.94 11,164.840.479003 5,094,800.00931142DU4 0.00 14,348,445.0040435 14,370,000.00 0.650FHLB 93,405.00 11,133.14 104,538.140.729003 14,348,445.003130APQU2 0.00 5,790,064.5240437 0.00 0.070FFCB 4,036.08 9,960.57 13,996.650.242003 20,320,899.503133ENAQ3 0.00 1,140,499.8040438 0.00 2.150PG 23,951.00 -21,656.16 2,294.840.201003 10,153,229.94742718EU9 0.00 1,624,577.4940440 0.00 0.125FHLB 2,024.31 2,019.54 4,043.850.249003 5,294,382.003130AKDH6 0.00 1,067,732.2540442 1,025,000.00 2.875MSFT 29,468.76 -20,083.04 9,385.720.879003 1,067,732.25594918BX1 0.00 2,936,971.2040443 2,876,000.00 2.000MSFT 57,520.00 -37,329.31 20,190.690.687003 2,936,971.20594918BQ6 0.00 4,659,620.2740444 0.00 2.350WMT 107,055.56 -85,095.21 21,960.350.471003 10,184,200.00931142DU4 0.00 6,432,426.0040445 6,435,000.00 0.660FFCB 42,471.00 1,294.19 43,765.190.680003 6,432,426.003133ENGW4 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 139,020.00 -376.41 138,643.591.047003 13,241,098.923130APS48 0.00 337,356.3540447 0.00 0.450TMCC 1,538.25 -354.09 1,184.160.351003 5,863,574.6089236THD0 0.00 8,149,470.1240448 0.00 2.700TMCC 213,792.75 -164,450.21 49,342.540.605003 15,332,765.9489236TEL5 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 267,915.00 -123,087.26 144,827.741.362003 10,631,069.4013063DMA3 0.00 10,407,000.0040459 10,000,000.00 3.000AAPL 300,000.00 -194,840.43 105,159.571.010003 10,407,000.00037833CG3 0.00 1,188,441.8240460 0.00 7.625IBRD 83,875.00 -78,471.87 5,403.130.455003 2,147,432.00459056LD7 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 24,850.00 4,870.60 29,720.601.202003 2,471,605.853130AQG49 0.00 8,343,673.7140462 0.00 2.400AAPL 195,404.80 -145,047.35 50,357.450.604003 15,537,963.79037833DE7 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 415,635.00 -203,320.42 212,314.581.350003 15,723,396.48037833DF4 0.00 2,024,970.3140464 0.00 2.850AAPL 56,055.07 -39,131.74 16,923.330.836003 3,118,625.16037833BU3 0.00 1,149,390.6540466 0.00 0.125FHLB 1,423.61 2,217.13 3,640.740.317003 9,988,752.103130AJY52 0.00 4,986,250.0040467 5,000,000.00 1.250FHLB 47,847.23 4,587.59 52,434.821.052003 4,986,250.003130AQCN1 0.00 11,007,090.4140468 0.00 0.460FFCB 50,344.44 6,566.67 56,911.110.517003 19,988,000.003133ENLB4 0.00 4,176,243.5040469 4,225,000.00 0.220FHLMC 9,295.00 28,727.24 38,022.240.910003 4,176,243.503134GXJH8 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
24,479,750.0040470 25,000,000.00 0.960FHLB 240,000.00 125,951.58 365,951.581.495003 24,479,750.003130ALHH0 0.00 12,402,280.3640471 11,966,000.00 3.000AAPL 358,980.00 -212,244.50 146,735.501.183003 12,402,280.36037833CG3 0.00 20,000,000.0040472 20,000,000.00 1.375FHLB 230,000.00 0.00 230,000.001.150003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 1.750FHLB 160,883.34 5,833.33 166,716.671.192003 13,982,500.003130AQN58 0.00 7,189,200.0040475 7,200,000.00 1.375FHLB 82,800.00 2,880.00 85,680.001.192003 7,189,200.003130AQMQ3 0.00 20,000,000.0040477 20,000,000.00 1.375FHLB 230,000.00 0.00 230,000.001.150003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 1.250FHLB 128,125.00 1,500.00 129,625.001.037003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 165,600.00 258.75 165,858.751.603003 10,348,965.003133ENMH0 0.00 4,103,407.9540480 4,150,000.00 0.290FFCB 12,035.00 27,229.12 39,264.120.957003 4,103,407.953133ENAL4 0.00 1,540,082.8840482 0.00 2.850AAPL 42,904.53 -22,544.62 20,359.911.322003 2,371,857.60037833BU3 0.00 12,613,016.1040485 12,318,000.00 3.000AAPL 369,540.00 -148,539.58 221,000.421.752003 12,613,016.10037833CG3 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 330,270.00 2,272.50 332,542.502.197003 15,138,637.503133ENPB0 0.00 7,460,673.0040487 7,300,000.00 2.850AAPL 208,050.00 -72,941.08 135,108.921.811003 7,460,673.00037833CU2 0.00 1,930,880.0040489 0.00 2.000FHLB 37,777.78 -23,891.13 13,886.650.719003 10,068,160.00313380GJ0 0.00 19,520,000.0040490 20,000,000.00 0.320FHLMC 64,000.00 294,378.20 358,378.201.836003 19,520,000.003134GW6E1 0.00 992,500.0040495 1,000,000.00 2.375FHLB 16,444.45 2,500.00 18,944.451.909003 992,500.003130ARAY7 0.00 4,590,340.0040496 4,600,000.00 2.500FHLB 80,883.33 3,220.00 84,103.331.832003 4,590,340.003130ARBY6 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 28,952.50 7,633.53 36,586.032.370003 1,544,029.003130AR7C9 0.00 148,500.0040498 150,000.00 1.940FFCB 2,910.00 612.94 3,522.942.372003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 41,300.00 15,366.81 56,666.812.448003 2,314,924.003130AQT78 0.00 1,449,900.0040500 1,500,000.00 0.310FNMA 4,650.00 27,162.65 31,812.652.194003 1,449,900.003136G46V0 0.00 1,139,135.4040501 1,170,000.00 0.290FFCB 3,393.01 19,841.53 23,234.542.040003 1,139,135.403133ENAL4 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 124,000.00 342,681.68 466,681.682.447003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 12,925.00 43,689.31 56,614.312.570003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 10,718.76 30,633.23 41,351.992.569003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 13,000.00 35,177.15 48,177.152.572003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 8,550.00 27,553.35 36,103.352.573003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 104,940.00 316,216.53 421,156.532.572003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 5,775.00 14,173.05 19,948.052.562003 778,622.633130ANWN6 0.00 17,737,824.0040509 18,300,000.00 0.320FHLMC 58,560.00 353,817.06 412,377.062.325003 17,737,824.003134GW6E1 0.00 13,606,518.4540510 13,965,000.00 0.300FFCB 41,895.00 252,550.60 294,445.602.164003 13,606,518.453133EL5J9 0.00 1,020,087.5040511 1,033,000.00 1.800FHLMC 18,594.00 6,474.24 25,068.242.457003 1,020,087.503134GXMZ4 0.00 1,951,980.0040512 2,000,000.00 0.750FHLB 15,000.00 29,201.35 44,201.352.264003 1,951,980.003130APWH4 0.00 1,808,137.7640513 1,859,000.00 0.660FFCB 12,269.40 29,870.16 42,139.562.331003 1,808,137.763133ENGW4 0.00 1,304,057.6440514 1,347,000.00 0.230FFCB 3,098.10 26,516.72 29,614.822.271003 1,304,057.643133EMYW6 0.00 3,288,848.7340515 3,371,000.00 0.300FNMA 10,113.00 62,657.75 72,770.752.213003 3,288,848.733135G05P4 0.00 1,341,991.0040516 1,400,000.00 1.250FHLB 17,500.00 20,738.07 38,238.072.849003 1,341,991.003130AQJM6 0.00 5,710,188.0040517 6,000,000.00 0.400FHLB 24,000.00 130,906.30 154,906.302.713003 5,710,188.003130AMU67 0.00 22,022,300.0040518 23,060,000.00 1.100FHLB 253,660.00 376,584.68 630,244.682.862003 22,022,300.003130AQGT4 0.00 22,416,742.1040519 23,390,000.00 1.250FHLB 292,375.00 348,283.15 640,658.152.858003 22,416,742.103130AQMR1 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
3,009,204.0040520 3,060,000.00 2.000FHLB 61,200.00 21,337.88 82,537.882.743003 3,009,204.003130AQZ48 0.00 8,864,184.0040521 9,120,000.00 0.800FHLB 72,960.00 160,163.06 233,123.062.630003 8,864,184.003130APXH3 0.00 3,259,655.0040522 3,500,000.00 0.480FFCB 16,800.00 83,922.60 100,722.603.090003 3,259,655.003133EMSC7 0.00 20,000,000.0040523 20,000,000.00 3.250FHLB 650,000.00 0.00 650,000.003.250003 20,000,000.003130ARVJ7 0.00 19,890,000.0040524 20,000,000.00 3.090FFCB 618,000.00 31,478.53 649,478.533.265003 19,890,000.003133ENUZ1 0.00 10,000,000.0040525 10,000,000.00 3.250FHLMC 275,416.66 0.00 275,416.662.754003 10,000,000.003134GXSF2 0.00 20,000,000.0040526 20,000,000.00 3.650FFCB 730,000.00 0.00 730,000.003.650003 20,000,000.003133ENVK3 0.00 3,449,208.8040527 3,565,000.00 0.500FHLB 17,825.00 72,875.58 90,700.582.630003 3,449,208.803130APM44 0.00 3,999,400.0040528 4,000,000.00 3.125MSFT 125,000.00 170.35 125,170.353.130003 3,999,400.00594918BJ2 0.00 13,245,848.6040529 13,270,000.00 3.625FHLB 329,169.72 16,160.78 345,330.502.607003 13,245,848.603130ARR86 0.00 3,225,714.8840530 0.00 0.110FFCB 3,605.07 58,585.16 62,190.231.928003 4,845,209.603133EMSE3 0.00 10,346,364.9040531 10,215,000.00 3.375FHLB 344,756.26 -83,406.28 261,349.982.526003 10,346,364.903130A0F70 0.00 1,458,750.0040532 1,500,000.00 0.575FHLB 8,625.00 26,951.00 35,576.002.439003 1,458,750.003130APQJ7 0.00 5,843,952.0040533 6,000,000.00 0.750FHLB 45,000.00 102,140.51 147,140.512.518003 5,843,952.003130APWH4 0.00 10,237,362.7440534 0.00 0.750FFCB 77,700.00 122,667.91 200,367.911.957003 14,653,480.003133ELSP0 0.00 1,040,534.4440535 0.00 0.140FFCB 1,481.55 19,115.10 20,596.651.979003 1,507,123.293133EMST0 0.00 2,371,451.9240536 0.00 2.000FHLMC 47,576.39 3,526.25 51,102.642.155003 2,630,942.103134G3X54 0.00 8,028,736.4040537 0.00 2.125FHLB 170,817.84 1,630.34 172,448.182.148003 9,303,139.003130AS3T46 0.00 5,394,470.5840538 5,580,000.00 0.250IBRD 13,950.00 123,915.75 137,865.752.556003 5,394,470.58459058JM6 0.00 3,835,000.0040539 3,835,000.00 2.650FHLB 101,627.50 0.00 101,627.502.650003 3,835,000.003130AS2M0 0.00 1,921,471.2340541 0.00 2.000FHLB 37,777.78 -12,369.52 25,408.261.322003 10,019,100.00313380GJ0 0.00 2,699,460.0040542 2,700,000.00 2.500FHLB 67,500.00 360.00 67,860.002.514003 2,699,460.003130AS3J6 0.00 4,403,191.7840543 0.00 2.250FHLB 99,226.56 0.00 99,226.562.254003 4,885,000.003130AS4H9 0.00 3,639,909.9040544 3,630,000.00 3.000FHLB 108,900.00 -5,003.59 103,896.412.854003 3,639,909.903130ARVT5 0.00 18,899,647.0040545 20,000,000.00 0.625FHLB 125,000.00 438,678.93 563,678.932.982003 18,899,647.003130AMNR9 0.00 19,053,800.0040546 20,000,000.00 0.400FHLB 80,000.00 451,766.58 531,766.582.791003 19,053,800.003130AMU67 0.00 19,475,000.0040547 20,000,000.00 0.750FHLB 150,000.00 351,301.11 501,301.112.574003 19,475,000.003130APWH4 0.00 7,142,287.1940548 0.00 1.880FHLB 133,271.11 239.85 133,510.961.869003 10,999,725.003130ASB65 0.00 7,130,337.5040549 7,150,000.00 3.250FHLB 175,621.88 11,235.71 186,857.592.621003 7,130,337.503130ASBG3 0.00 5,177,640.0040550 5,200,000.00 3.450FFCB 179,400.00 4,486.96 183,886.963.552003 5,177,640.003133ENYA2 0.00 12,887,851.8040551 12,940,000.00 3.125FHLMC 404,375.00 17,794.65 422,169.653.276003 12,887,851.803134GXRL0 0.00 8,864,126.0540552 8,905,000.00 2.800FHLB 249,340.00 17,149.91 266,489.913.006003 8,864,126.053130ARMT5 0.00 8,483,978.9040553 0.00 0.750AAPL 64,583.33 128,515.02 193,098.352.276003 9,861,950.00037833DV9 0.00 10,390,632.6340554 10,779,000.00 0.690FAMC 74,375.10 256,066.40 330,441.503.180003 10,390,632.6331422XRQ7 0.00 1,470,052.3640555 0.00 2.290FHLB 33,796.58 6,656.01 40,452.592.752003 1,533,054.603130ASD30 0.00 5,588,441.0540556 5,615,000.00 3.125FHLMC 175,468.76 13,279.48 188,748.243.377003 5,588,441.053134GXYM0 0.00 11,106,939.8040557 11,335,000.00 2.700MSFT 306,045.00 85,790.67 391,835.673.528003 11,106,939.80594918BB9 0.00 7,202,657.5040558 7,250,000.00 2.900FHLMC 210,250.00 31,561.67 241,811.673.357003 7,202,657.503134GXYT5 0.00 4,470,615.0040559 4,500,000.00 2.900FHLMC 130,500.00 19,590.00 150,090.003.357003 4,470,615.003134GXYT5 0.00 1,233,700.0040560 1,250,000.00 2.875FHLB 35,937.50 8,161.33 44,098.833.575003 1,233,700.003130AS6D6 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
985,312.0040561 1,025,000.00 0.270FFCB 2,767.50 30,399.32 33,166.823.366003 985,312.003133EMBQ4 0.00 6,959,160.0040562 7,200,000.00 0.350FNMA 25,200.00 204,970.21 230,170.213.307003 6,959,160.003135G05U3 0.00 4,836,400.0040563 5,000,000.00 0.300FNMA 15,000.00 144,352.94 159,352.943.295003 4,836,400.003135G05P4 0.00 7,084,700.0040564 7,250,000.00 2.700MSFT 195,750.00 62,246.86 257,996.863.642003 7,084,700.00594918BB9 0.00 2,831,806.8540565 0.00 0.125FHLMC 3,576.39 72,424.77 76,001.162.684003 4,921,950.003134GXKH6 0.00 133,941,213.2340566 159,363,163.52 5.260CAMP 4,858,347.67 0.00 4,858,347.673.627003 269,000,000.00CAMP 0.00 1,231,191.7840567 0.00 1.640AAPL 0.00 20,500.00 20,500.001.665003 0.0003785EHB3 0.00 2,597,904.4140568 0.00 1.760USTR 0.00 46,444.44 46,444.441.788003 0.00912796T58 0.00 9,260,273.9740569 10,000,000.00 4.570JPM 422,725.00 0.00 422,725.004.565003 0.0048133DP95 0.00 9,260,273.9740570 10,000,000.00 4.100JPM 379,250.00 0.00 379,250.004.095003 0.0048133DQ45 0.00 9,260,273.9740571 10,000,000.00 4.250JPM 393,125.00 0.00 393,125.004.245003 0.0048133DQ52 0.00 3,414,859.2140572 0.00 2.060USTR 0.00 71,527.78 71,527.782.095003 0.00912796U56 0.00 8,184,931.5140573 0.00 2.500TMCC 0.00 208,333.33 208,333.332.545003 0.0089233HK78 0.00 11,493,954.2140574 13,945,000.00 2.450JNJ 290,404.63 99,533.59 389,938.223.393003 0.00478160BY9 0.00 3,449,563.6640575 4,214,000.00 2.450JNJ 87,469.76 33,579.58 121,049.343.509003 0.00478160BY9 0.00 6,539,632.0140576 7,930,000.00 2.300OHS 152,498.30 74,272.64 226,770.943.468003 0.00677522SQ8 0.00 14,078,931.1240577 0.00 3.218USTR 0.00 466,610.00 466,610.003.314003 0.00912796T33 0.00 24,358,446.0640578 30,000,000.00 2.750USTR 683,689.27 185,898.01 869,587.283.570003 0.009128283Z1 0.00 4,411,948.8340579 5,473,674.33 2.469FNMA 93,809.12 16,193.92 110,003.042.493003 0.003136AR5S3 0.00 6,429,546.6840580 8,202,000.00 3.100CL 206,234.73 40,577.18 246,811.913.839003 0.00194162AN3 0.00 4,275,251.2140581 5,570,000.00 2.375CAS 107,299.87 55,979.80 163,279.673.819003 0.0013063DRD2 0.00 23,313,615.1540582 0.00 1.375USTR 327,309.78 555,468.75 882,778.533.787003 0.00912828S35 0.00 15,333,005.1440583 20,000,000.00 0.125USTR 19,889.13 579,638.53 599,527.663.910003 0.0091282CCU3 0.00 15,484,931.5140584 0.00 1.375USTR 217,459.24 375,000.00 592,459.243.826003 0.00912828S35 0.00 15,249,203.7740585 20,000,000.00 0.125USTR 19,836.96 586,412.67 606,249.633.976003 0.0091282CAK7 0.00 7,695,738.4440586 10,000,000.00 2.750USTR 218,020.73 74,981.93 293,002.663.807003 0.009128284Z0 0.00 5,914,405.9940587 0.00 3.090USTR 0.00 186,687.50 186,687.503.156003 0.00912796X79 0.00 19,383,561.6440588 0.00 4.530RY 890,270.83 0.00 890,270.834.593003 0.0078015JEW3 0.00 7,341,051.4040589 9,475,000.00 5.000LOS 359,260.42 -60,478.57 298,781.854.070003 0.00544351QQ5 0.00 19,246,575.3440590 0.00 4.620TD 901,541.67 0.00 901,541.674.684003 0.0089115BVJ6 0.00 9,386,741.9340591 0.00FHLB 0.00 351,361.11 351,361.113.743003 0.00313384BR9 0.00 10,646,656.8540592 0.00FHLB 0.00 404,875.00 404,875.003.803003 0.00313384CL1 0.00 7,673,934.2540593 10,000,000.00 5.000LOS 379,166.67 -58,500.00 320,666.674.179003 0.00544351QP7 0.00 2,791,170.3940594 3,820,000.00 3.063UNVHGR 89,055.02 39,171.53 128,226.554.594003 0.0091412GU94 0.00 2,073,834.4940595 3,000,000.00 0.883UNVHGR 20,161.83 77,266.27 97,428.104.698003 0.0091412HGE7 0.00 5,879,701.4040596 7,850,000.00 5.051NYSHGR 292,972.03 -19,133.10 273,838.934.657003 0.00649902T45 0.00 20,136,986.3040597 0.00 4.050BMO 826,875.00 0.00 826,875.004.106003 0.0006367CY35 0.00 4,783,608.5840598 7,150,000.00 2.250MMM 118,868.75 123,142.68 242,011.435.059003 0.0088579YAV3 0.00 6,677,597.7840599 9,780,000.00 2.500ADM 180,658.33 138,051.12 318,709.454.773003 0.00039483BL5 0.00 11,451,201.0640600 15,640,000.00 4.020TORDNY 469,799.53 85,581.34 555,380.874.850003 0.0089115BK66 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
6,230,352.1440601 9,215,000.00 2.500ADM 168,941.67 133,116.27 302,057.944.848003 0.00039483BL5 0.00 3,691,146.9940602 5,000,000.00 4.950PCAR 181,500.00 -11,273.98 170,226.024.612003 0.0069371RS23 0.00 2,165,443.1540603 3,000,000.00 3.900WMT 85,800.00 9,975.29 95,775.294.423003 0.00931142EW9 0.00 35,224,088.4440604 0.00 4.510TMCC 0.00 1,666,194.44 1,666,194.444.730003 0.0089233HTW4 0.00 6,803,725.5940605 9,660,734.63 3.064FHLMC 214,161.22 2,875.34 217,036.563.190003 0.003137FBTA4 0.00 3,149,867.8840606 4,565,000.00 3.170NYSDEV 104,513.14 40,772.03 145,285.174.612003 0.006500354W5 0.00 7,011,241.6440607 10,000,000.00 4.375FFCB 308,680.56 14,957.78 323,638.344.616003 0.003133ENS43 0.00 6,065,102.4740608 10,000,000.00 1.050WMT 73,208.33 229,128.93 302,337.264.985003 0.00931142ER0 0.00 2,109,303.6840609 3,484,863.69 2.080FHLMC 49,025.64 1,575.89 50,601.532.399003 0.0030329MAA0 0.00 2,711,961.8840610 4,480,539.04 2.080FHLMC 63,032.96 2,026.14 65,059.102.399003 0.0030329MAA0 0.00 1,691,780.8240611 2,500,000.00 5.330FAMC 84,004.85 0.00 84,004.854.965003 0.0031315PF38 0.00 2,030,136.9940612 3,000,000.00 5.570FAMC 94,555.00 0.00 94,555.004.658003 0.0031315P6T1 0.00 6,755,092.6040613 10,000,000.00 4.950PCAR 334,125.00 -5,251.56 328,873.444.869003 0.0069371RS23 0.00 3,074,726.0840614 4,438,372.49 3.056FNMA 95,409.67 17,345.46 112,755.133.667003 0.003136AKQM8 0.00 3,268,374.1140615 5,000,000.00 4.750FHLB 156,354.17 5,644.43 161,998.604.957003 0.003130ATUP0 0.00 3,082,191.7840616 5,000,000.00 5.000IFC 154,861.11 0.00 154,861.115.024003 0.0045950VRK4 0.00 5,996,286.5840617 10,000,000.00 3.000BK 189,166.66 122,524.63 311,691.295.198003 0.0006406HDA4 0.00 7,282,455.6240618 12,174,317.39 2.920FNMA 221,496.01 5,636.96 227,132.973.119003 0.003138L8UV4 0.00 2,786,990.9840619 4,685,000.00 3.063UNVHGR 89,289.86 43,634.03 132,923.894.769003 0.0091412GU94 0.00 3,234,895.8940620 5,000,000.00 5.700CAS 177,333.33 -36,074.61 141,258.724.367003 0.0013063D3A4 0.00 1,937,555.5740621 3,645,000.00 1.741VNTCTF 38,780.78 56,777.22 95,558.004.932003 0.00923078CX5 0.00 5,890,410.9640622 10,000,000.00 4.920FAMC 291,100.00 0.00 291,100.004.942003 0.0031422XR38 0.00 1,659,294.4640623 3,155,000.00 0.790CASPWR 14,746.99 66,487.91 81,234.904.896003 0.0013067WRC8 0.00 4,696,887.6440624 8,436,000.00 3.300MSFT 161,619.70 43,224.67 204,844.374.361003 0.00594918BY9 0.00 5,550,276.1140625 10,000,000.00 2.625USTR 149,796.20 113,203.13 262,999.334.738003 0.009128285U0 0.00 4,173,305.0540626 7,075,000.00 5.700CAS 227,402.29 -52,563.95 174,838.344.189003 0.0013063D3A4 0.00 5,616,438.3640627 10,000,000.00 4.800FHLB 270,666.67 0.00 270,666.674.819003 0.003130AU4V3 0.00 3,937,695.6540628 7,429,000.00 3.600CAT 147,094.20 28,621.61 175,715.814.462003 0.0014913R3A3 0.00 3,199,857.1840629 5,931,258.67 3.539UTS 115,448.98 19,739.46 135,188.444.225003 0.00917542QV7 0.00 2,284,573.4040630 4,481,000.00 2.450BK 60,686.43 46,606.80 107,293.234.696003 0.0006406FAE3 0.00 2,553,835.6240631 5,000,000.00 2.500HON 68,750.00 48,048.28 116,798.284.573003 0.00438516BL9 0.00 2,609,938.3640632 5,000,000.00 2.750PEP 74,861.11 43,269.01 118,130.124.526003 0.00713448CT3 0.00 2,597,922.7440633 5,000,000.00 3.250BK 88,472.22 25,981.40 114,453.624.406003 0.0006406RAD9 0.00 2,689,192.6040634 5,000,000.00 4.150DE 112,972.22 4,888.54 117,860.764.383003 0.0024422EWK1 0.00 3,569,553.5440635 7,101,000.00 2.770FHLMC 103,266.26 0.00 103,266.262.893003 0.003137BJQ71 0.00 847,168.7140636 2,015,000.00 1.272UNVHGR 12,601.81 31,302.10 43,903.915.182003 0.0091412HJN4 0.00 4,737,498.3640637 10,000,000.00 4.800JD 229,333.33 748.52 230,081.854.857003 0.0024422EWP0 0.00 6,410,958.9040638 15,000,000.00 5.020FHLMC 324,208.33 0.00 324,208.335.057003 0.003134GYDA7 0.00 22,191,780.8240639 50,000,000.00 5.000FNMA 1,118,055.56 0.00 1,118,055.565.038003 0.003135GADY4 0.00 4,391,802.7440640 10,000,000.00 2.000PCAR 97,222.23 106,335.15 203,557.384.635003 0.0069371RR65 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
11,503,521.0140641 25,000,000.00 4.870MUFGBK 0.00 581,694.44 581,694.445.057003 0.0062479MU35 0.00 11,435,973.1240642 25,000,000.00 4.910TMCC 0.00 583,062.50 583,062.505.098003 0.0089233HU36 0.00 4,460,768.2240643 10,000,000.00 4.050FHLMC 184,500.00 23,047.14 207,547.144.653003 0.003134GXR63 0.00 21,724,212.3340644 50,000,000.00FHLB 0.00 1,040,625.00 1,040,625.004.790003 0.00313384HR3 0.00 21,720,168.4240645 50,000,000.00FHLB 0.00 1,049,625.16 1,049,625.164.832003 0.00313384HR3 0.00 4,344,033.7040646 10,000,000.00FHLB 0.00 209,925.00 209,925.004.832003 0.00313384HR3 0.00 8,618,304.7940647 20,000,000.00 3.690FHLMC 321,850.00 0.00 321,850.003.734003 0.003132XGRH1 0.00 9,708,621.9240648 25,000,000.00 1.535HIS 166,291.66 233,040.59 399,332.254.113003 0.00419792G34 0.00 4,385,835.6240649 12,000,000.00 1.700CAS 85,000.00 110,650.00 195,650.004.461003 0.0013063DC48 0.00 3,554,115.0740650 0.00 4.700FHLB 0.00 172,333.33 172,333.334.849003 0.00313384HC6 0.00 732,898.5040651 2,020,000.00 3.063UNVHGR 23,545.96 10,772.52 34,318.484.683003 0.0091412GU94 0.00 915,672.3340652 3,000,000.00 2.800MDS 27,533.33 15,963.44 43,496.774.750003 0.00574193GK8 0.00 3,233,634.7040653 10,000,000.00FHLB 0.00 161,666.67 161,666.675.000003 0.00313384HR3 0.00 3,127,611.7040654 10,000,000.00FHLB 0.00 156,116.34 156,116.344.992003 0.00313384HR3 0.00 2,071,232.8840655 7,000,000.00 4.846CAS 99,881.44 0.00 99,881.444.822003 0.0013063D3N6 0.00 4,213,260.2740656 16,360,000.00 4.000MDS 167,235.56 0.00 167,235.563.969003 0.00574193WE4 0.00 4,051,010.8540657 15,000,000.00 4.750FHLB 0.00 199,895.83 199,895.834.934003 0.00313384LY3 0.00 5,167,189.0440658 20,000,000.00 4.650FHLB 0.00 248,000.00 248,000.004.800003 0.00313384KG3 0.00 4,934,909.4140659 20,000,000.00 4.710FHLB 0.00 240,733.33 240,733.334.878003 0.00313384LL1 0.00 4,070,445.4640660 18,875,000.00 1.050WMT 47,344.79 124,488.38 171,833.174.221003 0.00931142ER0 0.00 2,839,777.1140661 13,000,000.00 4.735USTR 0.00 138,498.79 138,498.794.877003 0.00912797GF8 0.00 974,136.9940662 5,000,000.00 0.850IBRD 9,326.39 31,846.52 41,172.914.227003 0.00459058JT1 0.00 1,994,358.0140663 10,000,000.00 4.930USTR 0.00 101,338.89 101,338.895.081003 0.00912797GG6 0.00 1,652,213.7040664 10,000,000.00 0.850IBRD 15,819.45 55,498.17 71,317.624.316003 0.00459058JT1 0.00 690,161.3240665 4,805,000.00 3.281FHLMC 23,209.88 0.00 23,209.883.363003 0.003137FBAJ5 0.00 1,438,668.6640666 10,000,000.00 3.690FHLMC 53,300.00 0.00 53,300.003.705003 0.003132XGRH1 0.00 560,382.0440667 3,919,407.12 3.440FNMA 19,486.16 86.96 19,573.123.493003 0.003140HSZG9 0.00 1,625,517.5640668 13,815,000.00 3.063UNVHGR 50,543.33 18,631.06 69,174.394.256003 0.0091412GU94 0.00 228,293.7040669 2,000,000.00 3.059NYSPIT 7,307.61 2,629.02 9,936.634.353003 0.0064990FY57 0.00 1,457,501.0140670 14,000,000.00 5.150HALST 74,102.77 10.73 74,113.505.085003 0.00448980AD4 0.00 1,068,433.4240671 10,000,000.00 4.710TMCC 49,716.66 12.48 49,729.144.654003 0.00891941AD8 0.00 670,476.1140672 6,700,000.00 4.250FHLMC 28,475.00 0.00 28,475.004.247003 0.003132XFLR7 0.00 2,498,855.0140673 26,000,000.00 1.190FHLB 31,799.45 81,951.31 113,750.764.552003 0.003130APZK4 0.00 876,570.3040674 10,000,000.00 4.930HAROT 42,452.78 31.29 42,484.074.847003 0.00437927AC0 0.00 714,901.8940675 7,415,000.00 2.319NYSPIT 16,717.74 20,187.27 36,905.015.162003 0.0064990FX90 0.00 1,046,039.9140676 13,315,000.00 0.710TMCC 7,878.04 17,065.21 24,943.252.385003 0.0089238JAC9 0.00 1,940,256.1640677 25,000,000.00 1.200FHLB 25,000.00 74,388.79 99,388.795.122003 0.003130AQ4B6 0.00 330,983.7440678 4,180,000.00 4.050MDS 13,637.25 301.49 13,938.744.211003 0.00574193WF1 0.00 640,480.6140679 8,500,000.00 2.160FHLB 14,790.00 15,293.96 30,083.964.697003 0.003130ARCZ2 0.00 606,962.5940680 8,375,000.00 0.625FHLMC 4,216.58 23,889.87 28,106.454.631003 0.003134GXCS1 0.00 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
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
161,618.7640681 2,530,000.00 1.535HIS 2,804.79 4,538.20 7,342.994.543003 0.00419792G34 0.00 392,003.4640682 7,075,000.00 2.657NYSPIT 11,487.84 7,454.77 18,942.614.832003 0.0064990FS96 0.00 108,696.7840683 5,158,161.78 2.250FHLMC 2,579.08 0.00 2,579.082.373003 0.0030312XAE7 0.00 383,935.2940684 7,975,000.00 1.033HIS 4,347.93 14,809.65 19,157.584.990003 0.00419792F92 0.00 433,668.9240686 20,000,000.00 5.065USTR 0.00 22,511.11 22,511.115.191003 0.00912796YH6 0.00 1,092,873.6740687 50,000,000.00 4.955USTR 0.00 55,055.56 55,055.565.038003 0.00912796XQ7 0.00 436,843.2340688 20,000,000.00 4.970USTR 0.00 22,088.89 22,088.895.056003 0.00912797FY8 0.00 651,391.0540689 30,000,000.00 5.020USTR 0.00 33,466.67 33,466.675.138003 0.00912797GJ0 0.00 1,081,808.2240690 50,000,000.00 5.140USTR 0.00 57,111.11 57,111.115.279003 0.00912796CR8 0.00 430,927.7340691 20,000,000.00 5.170USTR 0.00 22,977.78 22,977.785.332003 0.00912797FB8 0.00 2,927,546,615.55Subtotal 2,622,483,678.32 2.350 61,636,455.9114,368,012.3847,286,086.722,700,779,322.93 -17,643.19 Fund: SJCE
14,310,278.9840162 0.00 4.330ALLSPR 442,324.51 0.00 442,324.513.091501 20,156,896.89VP4560000 0.00

0.00Subtotal 14,310,278.98 3.091 442,324.510.00442,324.5120,156,896.89 0.00 2,927,546,615.55Total 2,636,793,957.30 2.354 62,078,780.4214,368,012.3847,728,411.232,720,936,219.82 -17,643.19 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.

T HIS 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Money Markets
ALLSPR40162 0.00 0.004.330VP4560000 07/01 - Monthly 0.004.3304.330 FEDRAT36512 0.00 0.004.900VP6000104 07/01 - Monthly 0.004.9004.900

0.00Money Markets Totals 0.000.000.0000.00 0.000
State Pool
STPOOL32936 15,006,746.08 15,006,746.083.020CITY 07/01 - Quarterly 15,006,746.083.0203.020 STPOOL37042 5,335,746.08 5,335,746.083.020CSJFA 07/01 - Quarterly 5,335,746.083.0203.020 STPOOL40363 0.00 0.002.550COVID RELIEF 07/01 - Quarterly 0.002.5502.550 20,342,492.16State Pool Totals 20,342,492.160.003.02020,342,492.16 3.020 JPA Pool
CAMP40566 159,363,163.52 159,363,163.525.200CAMP 07/01 - Monthly 159,363,163.525.2005.200 159,363,163.52JPA Pool Totals 159,363,163.520.005.200159,363,163.52 5.200 Corp Medium Term Notes
AAPL40459 10,000,000.00 10,117,986.703.00002/09/2024037833CG3 02/09 - 08/09 Received01/07/2022 10,407,000.000.8610.861 AAPL40463 15,114,000.00 15,425,757.982.75001/13/2025037833DF4 07/13 - 01/13 Received01/14/2022 15,723,396.481.2951.295 AAPL40471 11,966,000.00 12,094,525.843.00002/09/2024037833CG3 02/09 - 08/09 Received01/19/2022 12,402,280.361.0461.046 AAPL40485 12,318,000.00 12,407,948.963.00002/09/2024037833CG3 08/09 - 02/09 Received02/14/2022 12,613,016.101.6591.659 AAPL40487 7,300,000.00 7,362,810.382.85005/11/2024037833CU2 05/11 - 11/11 Received02/28/2022 7,460,673.001.7451.745 ADM40599 9,780,000.00 9,198,732.122.50008/11/2026039483BL5 02/11 - 08/11 Received10/05/2022 9,060,681.004.6064.606 ADM40601 9,215,000.00 8,650,264.322.50008/11/2026039483BL5 02/11 - 08/11 Received10/07/2022 8,517,148.054.6744.674 BK40320 3,868,000.00 3,881,047.333.45008/11/202306406RAJ6 02/11 - 08/11 Received11/03/2020 4,193,530.880.3940.394 BK40617 10,000,000.00 9,679,924.633.00002/24/202506406HDA4 02/24 - 08/24 Received11/14/2022 9,557,400.005.0805.080 BK40630 4,481,000.00 4,215,953.252.45008/17/202606406FAE3 02/17 - 08/17 Received12/13/2022 4,169,346.454.5234.523 BK40633 5,000,000.00 4,815,081.403.25005/16/202706406RAD9 05/16 - 11/16 Received12/15/2022 4,789,100.004.3084.308 CAT40628 7,429,000.00 7,214,916.183.60008/12/202714913R3A3 02/12 - 08/12 Received12/13/2022 7,186,294.574.3814.381 CL40580 8,202,000.00 7,995,779.003.10008/15/2027194162AN3 02/15 - 08/15 Received09/09/2022 7,955,201.823.7743.774 DE40634 5,000,000.00 4,962,238.544.15009/15/202724422EWK1 03/15 - 09/15 Received12/15/2022 4,957,350.004.3494.349 HON40631 5,000,000.00 4,708,798.282.50011/01/2026438516BL9 05/01 - 11/01 Received12/13/2022 4,660,750.004.4204.420 JD40637 10,000,000.00 9,996,048.524.80001/09/202624422EWP0 07/09 - 01/0901/09/2023 9,995,300.004.8174.817 JNJ40574 13,945,000.00 13,632,737.742.45003/01/2026478160BY9 09/01 - 03/01 Received08/25/2022 13,533,204.153.3473.347 JNJ40575 4,214,000.00 4,108,306.882.45003/01/2026478160BY9 09/01 - 03/01 Received08/26/2022 4,074,727.303.4573.457 JPM40348 15,000,000.00 15,297,158.753.87502/01/202446625HJT8 08/01 - 02/0102/01/2021 16,528,245.000.4520.452 JPM40569 10,000,000.00 10,000,000.004.57007/28/202748133DP95 01/28 - 07/2807/28/2022 10,000,000.004.5704.570 JPM40570 10,000,000.00 10,000,000.004.10007/28/202548133DQ45 01/28 - 07/2807/28/2022 10,000,000.004.1004.100 JPM40571 10,000,000.00 10,000,000.004.25007/28/202648133DQ52 01/28 - 07/2807/28/2022 10,000,000.004.2504.250 Portfolio CITY
AP
Run Date: 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
MMM40598 7,150,000.00 6,613,912.682.25009/19/202688579YAV3 03/19 - 09/19 Received10/05/2022 6,490,770.004.8394.839 MSFT40432 1,851,000.00 1,873,009.433.62512/15/2023594918AW4 12/15 - 06/15 Received12/08/2021 1,948,566.210.9820.982 MSFT40442 1,025,000.00 1,036,994.042.87502/06/2024594918BX1 02/06 - 08/06 Received12/20/2021 1,067,732.250.8920.892 MSFT40443 2,876,000.00 2,879,836.622.00008/08/2023594918BQ6 02/08 - 08/08 Received12/20/2021 2,936,971.200.6920.692 MSFT40528 4,000,000.00 3,999,601.583.12511/03/2025594918BJ2 05/03 - 11/03 Received04/25/2022 3,999,400.003.1293.129 MSFT40557 11,335,000.00 11,196,543.392.70002/12/2025594918BB9 08/12 - 02/12 Received06/15/2022 11,106,939.803.4983.498 MSFT40564 7,250,000.00 7,149,540.482.70002/12/2025594918BB9 08/12 - 02/12 Received06/16/2022 7,084,700.003.6073.607 MSFT40624 8,436,000.00 8,168,172.483.30002/06/2027594918BY9 02/06 - 08/06 Received12/02/2022 8,124,947.814.2724.272 PCAR40349 7,000,000.00 6,998,413.590.35002/02/202469371RR24 08/02 - 02/0202/02/2021 6,991,880.000.3890.389 PCAR40602 5,000,000.00 5,034,676.024.95010/03/202569371RS23 04/03 - 10/03 Received10/07/2022 5,045,950.004.6174.617 PCAR40613 10,000,000.00 10,017,548.444.95010/03/202569371RS23 04/03 - 10/03 Received10/28/2022 10,022,800.004.8644.864 PCAR40640 10,000,000.00 9,214,335.152.00002/04/202769371RR65 02/04 - 08/04 Received01/06/2023 9,108,000.004.4144.414 PEP40632 5,000,000.00 4,854,519.012.75004/30/2025713448CT3 04/30 - 10/30 Received12/15/2022 4,811,250.004.4414.441 WMT40603 3,000,000.00 2,970,225.293.90009/09/2025931142EW9 03/09 - 09/09 Received10/07/2022 2,960,250.004.3874.387 WMT40608 10,000,000.00 8,944,728.931.05009/17/2026931142ER0 03/17 - 09/17 Received10/20/2022 8,715,600.004.6844.684 WMT40660 18,875,000.00 17,201,644.631.05009/17/2026931142ER0 09/17 - 03/17 9,909.3804/05/2023 17,077,156.254.0354.035 303,919,718.56Corp Medium Term Notes Totals 305,277,558.689,909.383.313310,630,000.00 3.313 Negotiable CDs
TORDNY40600 15,640,000.00 15,623,456.394.02008/22/202389115BK66 08/22 - At Maturity 76,844.5310/05/2022 15,537,875.054.8264.760 15,623,456.39Negotiable CDs Totals 15,537,875.0576,844.534.76015,640,000.00 4.826 Commercial Paper Discounts
MUFGBK40641 25,000,000.00 24,993,236.114.87007/03/202362479MU35 07/03 - At Maturity01/10/2023 24,411,541.675.0574.987 TMCC40642 25,000,000.00 24,993,180.564.91007/03/202389233HU36 07/03 - At Maturity01/11/2023 24,410,118.065.0985.029 49,986,416.67Commercial Paper Discounts Totals 48,821,659.730.005.00850,000,000.00 5.078 Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,948.700.50007/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,995,937.780.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 FAMC40337 10,000,000.00 9,995,739.740.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FAMC40622 10,000,000.00 10,000,000.004.92011/28/202331422XR38 05/28 - 11/2811/28/2022 10,000,000.004.9204.920 FFCB40013 25,000,000.00 24,995,666.673.05010/02/20233133EJD48 04/02 - 10/02 Received10/17/2018 24,915,000.003.1243.124 FFCB40049 20,000,000.00 19,998,747.702.65010/23/20233133EJ5W5 04/23 - 10/2301/23/2019 19,980,880.002.6722.672 FFCB40480 4,150,000.00 4,142,360.720.29010/12/20233133ENAL4 04/12 - 10/12 Received01/26/2022 4,103,407.950.9530.953 FFCB40501 1,170,000.00 1,164,433.350.29010/12/20233133ENAL4 04/12 - 10/12 Received03/22/2022 1,139,135.402.0212.021 FFCB40607 10,000,000.00 9,972,557.784.37510/17/20243133ENS43 04/17 - 10/1710/17/2022 9,957,600.004.5994.599 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Coupon Securities
FHLB40157 3,000,000.00 2,998,416.791.50008/15/20243130AGWK7 02/15 - 08/1508/16/2019 2,992,950.001.5491.549 FHLB40531 10,215,000.00 10,251,374.413.37512/08/20233130A0F70 06/08 - 12/08 Received05/11/2022 10,346,364.902.5362.536 FHLB40615 5,000,000.00 4,997,094.434.75011/03/20233130ATUP0 05/03 - 11/03 Received11/04/2022 4,991,450.004.9284.928 FHLB40627 10,000,000.00 10,000,000.004.80001/08/20243130AU4V3 01/08 - 07/0812/08/2022 10,000,000.004.8044.804 FHLMC40309 5,000,000.00 4,993,286.930.37509/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FHLMC40316 4,000,000.00 3,998,549.440.12510/16/20233137EAEY1 04/16 - 10/1610/16/2020 3,985,080.000.2500.250 FNMA40142 10,000,000.00 9,992,373.521.75007/02/20243135G0V75 01/02 - 07/0207/08/2019 9,962,100.001.8301.830 FNMA40183 10,000,000.00 9,995,600.671.62510/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40288 10,000,000.00 9,991,871.970.50006/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,988,593.200.37508/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,019,286.470.50011/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 FNMA40420 7,000,000.00 6,998,674.420.35008/18/20233135G05U3 02/18 - 08/18 Received11/30/2021 6,982,570.000.4960.496 186,990,514.69Federal Agency Coupon Securities Totals 186,802,263.250.002.154187,035,000.00 2.154 Federal Agency Discounts
FHLB40644 50,000,000.00 49,987,152.7807/03/2023313384HR3 07/03 - At Maturity01/20/2023 48,946,527.784.8574.790 FHLB40645 50,000,000.00 49,987,041.6607/03/2023313384HR3 07/03 - At Maturity01/20/2023 48,937,416.504.9004.832 FHLB40646 10,000,000.00 9,997,408.3307/03/2023313384HR3 07/03 - At Maturity01/20/2023 9,787,483.334.9004.832 FHLB40653 10,000,000.00 9,997,305.5607/03/2023313384HR3 07/03 - At Maturity03/03/2023 9,835,638.895.0695.000 FHLB40654 10,000,000.00 9,997,308.3407/03/2023313384HR3 07/03 - At Maturity03/07/2023 9,841,192.005.0614.992 FHLB40657 15,000,000.00 14,839,687.504.75009/20/2023313384LY3 09/20 - At Maturity03/22/2023 14,639,791.675.0034.934 FHLB40658 20,000,000.00 19,894,083.334.65008/11/2023313384KG3 08/11 - At Maturity03/27/2023 19,646,083.334.8664.800 FHLB40659 20,000,000.00 19,819,450.004.71009/08/2023313384LL1 09/08 - At Maturity03/31/2023 19,578,716.674.9464.878 184,519,437.50Federal Agency Discounts Totals 181,212,850.170.004.848185,000,000.00 4.916 Treasury Coupon Securities
USTR40196 15,000,000.00 15,038,924.802.12502/29/2024912828W48 02/29 - 08/31 Received12/23/2019 15,244,921.881.7191.719 USTR40578 30,000,000.00 29,625,741.762.75002/28/20259128283Z1 02/28 - 08/31 Received09/02/2022 29,439,843.753.5393.539 USTR40583 20,000,000.00 19,878,076.030.12508/31/202391282CCU3 02/28 - 08/31 Received09/14/2022 19,298,437.503.8783.878 USTR40585 20,000,000.00 19,845,787.670.12509/15/202391282CAK7 03/15 - 09/1509/15/2022 19,259,375.003.9383.938 USTR40586 10,000,000.00 9,794,513.182.75008/31/20259128284Z0 02/28 - 08/31 Received09/15/2022 9,719,531.253.7603.760 USTR40625 10,000,000.00 9,899,921.882.62512/31/20239128285U0 12/31 - 06/30 Received12/06/2022 9,786,718.754.6944.694 104,082,965.32Treasury Coupon Securities Totals 102,748,828.130.003.547105,000,000.00 3.547 Treasury Discounts
USTR40661 13,000,000.00 12,935,025.264.73508/08/2023912797GF8 08/08 - At Maturity04/11/2023 12,796,526.474.9584.890 USTR40663 10,000,000.00 9,938,375.004.93008/15/2023912797GG6 08/15 - At Maturity04/18/2023 9,837,036.115.1665.095 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Treasury Discounts
USTR40686 20,000,000.00 19,808,655.555.06509/07/2023912796YH6 09/07 - At Maturity06/23/2023 19,786,144.445.2635.191 USTR40687 50,000,000.00 49,917,416.674.95507/13/2023912796XQ7 07/13 - At Maturity06/23/2023 49,862,361.115.1085.038 USTR40688 20,000,000.00 19,953,061.114.97007/18/2023912797FY8 07/18 - At Maturity06/23/2023 19,930,972.225.1415.070 USTR40689 30,000,000.00 29,753,183.345.02008/29/2023912797GJ0 08/29 - At Maturity06/23/2023 29,719,716.675.2235.152 USTR40690 50,000,000.00 49,414,611.115.14009/21/2023912796CR8 09/21 - At Maturity06/23/2023 49,357,500.005.3675.294 USTR40691 20,000,000.00 19,684,055.565.17010/19/2023912797FB8 10/19 - At Maturity06/23/2023 19,661,077.785.4215.347 211,404,383.60Treasury Discounts Totals 210,951,334.800.005.153213,000,000.00 5.225 Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.00004/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FAMC40554 10,779,000.00 10,658,791.050.69012/20/202331422XRQ7 06/20 - 12/20 Received06/14/2022 10,390,632.633.1413.141 FFCB40282 10,000,000.00 10,000,000.000.58006/17/20243133ELJ47 12/17 - 06/1706/17/2020 10,000,000.000.5800.580 FFCB40330 10,000,000.00 10,000,000.000.50012/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.80003/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,006,576.761.01012/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40445 6,435,000.00 6,434,417.610.66012/13/20233133ENGW4 06/13 - 12/13 Received12/17/2021 6,432,426.000.6800.680 FFCB40479 10,350,000.00 10,349,334.441.60001/27/20263133ENMH0 07/27 - 01/2701/27/2022 10,348,965.001.6031.603 FFCB40486 15,150,000.00 15,141,762.192.18002/16/20273133ENPB0 08/16 - 02/1602/16/2022 15,138,637.502.1962.196 FFCB40498 150,000.00 149,281.501.94009/03/20243133ENQC7 09/03 - 03/03 Received03/22/2022 148,500.002.3632.363 FFCB40510 13,965,000.00 13,922,908.230.30009/01/20233133EL5J9 09/01 - 03/01 Received03/30/2022 13,606,518.452.1462.146 FFCB40513 1,859,000.00 1,845,558.430.66012/13/20233133ENGW4 06/13 - 12/13 Received03/30/2022 1,808,137.762.3082.308 FFCB40514 1,347,000.00 1,337,277.200.23011/13/20233133EMYW6 05/13 - 11/13 Received03/30/2022 1,304,057.642.2462.246 FFCB40522 3,500,000.00 3,359,662.760.48003/03/20253133EMSC7 09/03 - 03/03 Received04/22/2022 3,259,655.003.0003.000 FFCB40524 20,000,000.00 19,927,511.923.09010/20/20253133ENUZ1 10/20 - 04/20 Received04/22/2022 19,890,000.003.2583.258 FFCB40526 20,000,000.00 20,000,000.003.65010/27/20263133ENVK3 10/27 - 04/2704/27/2022 20,000,000.003.6503.650 FFCB40550 5,200,000.00 5,182,426.093.45006/01/20273133ENYA2 12/01 - 06/01 Received06/07/2022 5,177,640.003.5453.545 FFCB40561 1,025,000.00 1,017,062.400.27010/05/20233133EMBQ4 10/05 - 04/05 Received06/15/2022 985,312.003.3253.325 FHLB40340 10,000,000.00 10,000,000.000.50001/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5000.500 FHLB40350 10,000,000.00 10,000,000.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,996,820.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 FHLB40409 20,000,000.00 19,995,875.701.00011/15/20243130APRF4 05/15 - 11/15 Received11/17/2021 19,991,000.001.0151.015 FHLB40410 8,300,000.00 8,298,516.380.60011/24/20233130APWP6 05/24 - 11/2411/24/2021 8,292,530.000.6450.645 FHLB40417 1,900,000.00 1,900,000.000.87505/28/20243130APZU2 05/28 - 11/2811/30/2021 1,900,000.000.8750.875 FHLB40418 4,875,000.00 4,871,582.500.85011/22/20243130APU45 05/22 - 11/22 Received11/30/2021 4,867,687.500.9010.901 FHLB40421 2,725,000.00 2,718,728.380.75011/08/20243130APKF1 05/08 - 11/08 Received11/30/2021 2,711,375.000.9230.923 FHLB40422 3,150,000.00 3,148,292.320.62505/17/20243130APMH5 05/17 - 11/17 Received12/01/2021 3,145,212.000.6870.687 FHLB40435 14,370,000.00 14,365,639.520.65011/22/20233130APQU2 05/22 - 11/22 Received12/15/2021 14,348,445.000.7280.728 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40446 13,240,000.00 13,240,519.661.05011/18/20243130APS48 05/18 - 11/18 Received12/17/2021 13,241,098.921.0471.047 FHLB40461 2,485,000.00 2,478,681.751.00010/18/20243130AQG49 07/18 - 01/1801/18/2022 2,471,605.851.2001.200 FHLB40467 5,000,000.00 4,992,914.741.25001/17/20253130AQCN1 03/17 - Quarterly Received01/18/2022 4,986,250.001.1281.128 FHLB40470 25,000,000.00 24,662,729.660.96003/05/20263130ALHH0 03/05 - 09/05 Received01/18/2022 24,479,750.001.4811.481 FHLB40472 20,000,000.00 20,000,000.001.37501/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.001.2191.219 FHLB40473 14,000,000.00 13,990,828.701.75001/27/20253130AQN58 07/27 - 01/2701/27/2022 13,982,500.001.4431.443 FHLB40475 7,200,000.00 7,193,304.001.37510/28/20253130AQMQ3 04/28 - Quarterly01/28/2022 7,189,200.001.2911.291 FHLB40477 20,000,000.00 20,000,000.001.37501/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 FHLB40478 12,500,000.00 12,498,012.501.25010/28/20243130AQMU4 04/28 - Quarterly01/28/2022 12,495,875.001.0921.092 FHLB40495 1,000,000.00 995,673.612.37503/24/20253130ARAY7 09/24 - 03/2403/24/2022 992,500.002.1372.137 FHLB40496 4,600,000.00 4,594,391.832.50003/28/20253130ARBY6 09/28 - 03/2803/28/2022 4,590,340.001.7131.713 FHLB40497 1,565,000.00 1,553,634.521.85012/27/20243130AR7C9 06/27 - 12/2703/28/2022 1,544,029.002.3572.357 FHLB40499 2,360,000.00 2,334,516.691.75002/28/20253130AQT78 08/28 - 02/28 Received03/22/2022 2,314,924.002.4282.428 FHLB40502 20,000,000.00 19,506,919.140.62012/09/20243130AMR53 06/09 - 12/09 Received03/22/2022 19,070,000.002.4002.400 FHLB40508 825,000.00 796,693.270.70006/30/20253130ANWN6 03/30 - 09/30 Received03/22/2022 778,622.632.5002.500 FHLB40512 2,000,000.00 1,988,562.800.75011/22/20233130APWH4 05/23 - 11/23 Received03/30/2022 1,951,980.002.2452.245 FHLB40516 1,400,000.00 1,367,337.531.25001/28/20253130AQJM6 07/28 - 01/28 Received04/11/2022 1,341,991.002.8002.800 FHLB40517 6,000,000.00 5,870,184.590.40006/28/20243130AMU67 06/28 - 12/28 Received04/11/2022 5,710,188.002.6612.661 FHLB40518 23,060,000.00 22,482,570.161.10001/13/20253130AQGT4 07/13 - 01/13 Received04/11/2022 22,022,300.002.8082.808 FHLB40519 23,390,000.00 22,842,421.501.25001/27/20253130AQMR1 07/27 - 01/27 Received04/11/2022 22,416,742.102.8082.808 FHLB40520 3,060,000.00 3,035,283.632.00008/28/20243130AQZ48 08/28 - 02/28 Received04/11/2022 3,009,204.002.7242.724 FHLB40521 9,120,000.00 9,055,044.980.80011/27/20233130APXH3 05/27 - 11/27 Received04/22/2022 8,864,184.002.6042.604 FHLB40523 20,000,000.00 20,000,000.003.25004/29/20273130ARVJ7 10/29 - 04/2904/29/2022 20,000,000.003.2503.250 FHLB40527 3,565,000.00 3,536,052.200.50011/24/20233130APM44 05/24 - 11/24 Received04/22/2022 3,449,208.802.6002.600 FHLB40529 13,270,000.00 13,264,792.633.62510/27/20233130ARR86 10/27 - 04/2704/29/2022 13,245,848.601.9971.997 FHLB40532 1,500,000.00 1,489,444.190.57511/22/20233130APQJ7 05/22 - 11/22 Received05/11/2022 1,458,750.002.4162.416 FHLB40533 6,000,000.00 5,959,994.970.75011/22/20233130APWH4 05/23 - 11/23 Received05/12/2022 5,843,952.002.4962.496 FHLB40539 3,835,000.00 3,835,000.002.65011/24/20233130AS2M0 11/24 - 05/2405/24/2022 3,835,000.002.6502.650 FHLB40542 2,700,000.00 2,699,857.002.50011/24/20233130AS3J6 11/24 - 05/2405/24/2022 2,699,460.002.5142.514 FHLB40544 3,630,000.00 3,634,392.053.00005/17/20243130ARVT5 11/17 - 05/17 Received05/24/2022 3,639,909.902.7162.716 FHLB40545 20,000,000.00 19,383,412.380.62511/27/20243130AMNR9 05/28 - 11/28 Received05/24/2022 18,899,647.002.9162.916 FHLB40546 20,000,000.00 19,551,998.140.40006/28/20243130AMU67 06/28 - 12/28 Received05/24/2022 19,053,800.002.7402.740 FHLB40547 20,000,000.00 19,862,407.060.75011/22/20233130APWH4 11/23 - 05/23 Received05/24/2022 19,475,000.002.5512.551 FHLB40549 7,150,000.00 7,142,072.583.25003/15/20243130ASBG3 09/15 - 03/1506/15/2022 7,130,337.502.1252.125 FHLB40552 8,905,000.00 8,882,419.292.80010/25/20243130ARMT5 10/25 - 04/25 Received06/07/2022 8,864,126.053.0003.000 FHLB40560 1,250,000.00 1,242,224.062.87506/14/20243130AS6D6 12/14 - 06/14 Received06/15/2022 1,233,700.003.5573.557 FHLB40673 26,000,000.00 24,084,111.311.19011/26/20253130APZK4 05/26 - 11/26 Received05/24/2023 24,002,160.004.4664.466 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40677 25,000,000.00 23,680,838.791.20012/23/20243130AQ4B6 06/23 - 12/23 Received06/01/2023 23,606,450.004.9544.954 FHLB40679 8,500,000.00 8,076,515.462.16009/24/20253130ARCZ2 09/24 - 03/24 34,680.0006/02/2023 8,061,221.504.5374.537 FHLMC40261 10,000,000.00 9,996,311.110.70005/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.70004/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 FHLMC40273 40,000,000.00 40,000,000.000.75006/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 FHLMC40469 4,225,000.00 4,217,977.790.22009/29/20233134GXJH8 06/29 - 12/29 Received01/18/2022 4,176,243.500.9070.907 FHLMC40490 20,000,000.00 19,901,056.220.32011/02/20233134GW6E1 05/02 - 11/02 Received03/15/2022 19,520,000.001.8201.820 FHLMC40505 2,000,000.00 1,918,310.860.65010/27/20253134GW5R3 04/27 - 10/27 Received03/22/2022 1,873,460.002.5002.500 FHLMC40506 1,500,000.00 1,438,540.720.57009/24/20253134GWUG9 03/24 - 09/24 Received03/22/2022 1,403,410.202.5002.500 FHLMC40507 17,490,000.00 16,779,391.180.60009/30/20253134GWVN3 03/30 - 09/30 Received03/22/2022 16,376,215.102.5002.500 FHLMC40509 18,300,000.00 18,181,078.150.32011/02/20233134GW6E1 05/02 - 11/02 Received03/30/2022 17,737,824.002.3002.300 FHLMC40511 1,033,000.00 1,028,198.281.80003/28/20243134GXMZ4 09/28 - 03/28 Received03/30/2022 1,020,087.502.4462.446 FHLMC40525 10,000,000.00 10,000,000.003.25004/29/20253134GXSF2 10/29 - 04/2904/29/2022 10,000,000.003.0423.042 FHLMC40551 12,940,000.00 12,906,832.763.12505/12/20253134GXRL0 11/12 - 05/12 Received06/07/2022 12,887,851.803.2703.270 FHLMC40556 5,615,000.00 5,601,831.193.12506/28/20243134GXYM0 12/28 - 06/2806/28/2022 5,588,441.053.3723.372 FHLMC40558 7,250,000.00 7,234,394.512.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 7,202,657.503.3503.350 FHLMC40559 4,500,000.00 4,490,313.832.90012/29/20233134GXYT5 12/29 - 06/2906/29/2022 4,470,615.003.3503.350 FHLMC40638 15,000,000.00 15,000,000.005.02007/26/20243134GYDA7 07/26 - 01/2601/26/2023 15,000,000.005.0205.020 FHLMC40643 10,000,000.00 9,890,807.144.05008/28/20253134GXR63 02/28 - 08/28 Received01/17/2023 9,867,760.004.5914.591 FHLMC40680 8,375,000.00 7,663,246.620.62511/25/20253134GXCS1 11/25 - 05/25 1,017.8006/02/2023 7,639,356.754.4024.402 FNMA40281 30,000,000.00 30,000,000.000.85006/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 FNMA40331 15,000,000.00 15,000,000.000.55001/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 FNMA40500 1,500,000.00 1,484,532.380.31001/26/20243136G46V0 07/26 - 01/26 Received03/22/2022 1,449,900.002.1672.167 FNMA40503 2,350,000.00 2,258,495.170.55008/05/20253136G4H55 08/05 - 02/05 Received03/22/2022 2,202,791.302.5002.500 FNMA40504 1,715,000.00 1,648,883.280.62508/28/20253136G4R62 08/28 - 02/28 Received03/22/2022 1,609,825.912.5002.500 FNMA40515 3,371,000.00 3,365,430.420.30008/03/20233135G05P4 08/03 - 02/03 Received04/11/2022 3,288,848.732.1962.196 FNMA40562 7,200,000.00 7,173,240.000.35008/18/20233135G05U3 08/18 - 02/18 Received06/15/2022 6,959,160.003.2753.275 FNMA40563 5,000,000.00 4,987,168.630.30008/03/20233135G05P4 08/03 - 02/03 Received06/15/2022 4,836,400.003.2643.264 FNMA40639 50,000,000.00 50,000,000.005.00001/03/20243135GADY4 07/03 - 01/0301/20/2023 50,000,000.005.0005.000 958,599,822.99Federal Agency Callables Totals 951,807,335.6735,697.802.306968,554,000.00 2.306 Supranational
IADB40201 11,000,000.00 11,001,119.771.70011/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,998,466.470.34010/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.65002/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 IBRD40079 5,000,000.00 4,998,831.832.50003/19/2024459058GQ0 09/19 - 03/1903/19/2019 4,991,850.002.5352.535 IBRD40246 3,000,000.00 2,995,801.050.62504/22/2025459058JB0 10/22 - 04/2204/22/2020 2,988,390.000.7040.704 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Supranational
IBRD40335 20,000,000.00 20,117,168.800.75003/11/2025459058JA2 03/11 - 09/11 Received01/11/2021 20,288,120.000.4010.401 IBRD40336 10,000,000.00 9,998,235.850.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,996,360.000.5080.508 IBRD40338 10,000,000.00 9,996,786.730.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,993,370.000.5140.514 IBRD40339 4,765,000.00 4,907,262.692.50011/25/2024459058DX8 05/25 - 11/25 Received01/12/2021 5,158,198.270.3510.351 IBRD40341 10,000,000.00 9,969,836.730.37507/28/2025459058JE4 01/28 - 07/28 Received01/13/2021 9,933,980.000.5220.522 IBRD40344 10,000,000.00 10,137,455.561.50008/28/2024459056HV2 02/28 - 08/28 Received01/22/2021 10,427,200.000.3060.306 IBRD40354 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40355 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40359 10,000,000.00 10,023,230.020.75003/11/2025459058JA2 09/11 - 03/11 Received03/12/2021 10,054,800.000.6110.611 IBRD40538 5,580,000.00 5,530,777.910.25011/24/2023459058JM6 11/24 - 05/24 Received05/25/2022 5,394,470.582.5272.527 IBRD40662 5,000,000.00 4,476,346.520.85002/10/2027459058JT1 08/10 - 02/10 7,319.4404/12/2023 4,444,500.004.0104.010 IBRD40664 10,000,000.00 8,923,998.170.85002/10/2027459058JT1 08/10 - 02/10 17,472.2204/24/2023 8,868,500.004.1004.100 IFC40332 8,550,000.00 8,562,330.490.42511/19/202445950VPG5 05/19 - 11/19 Received01/06/2021 8,584,490.700.3200.320 IFC40347 10,000,000.00 9,985,419.220.45002/05/202645950VPL4 08/05 - 02/0502/05/2021 9,971,900.000.5070.507 IFC40616 5,000,000.00 5,000,000.005.00011/15/202745950VRK4 05/15 - 11/1511/18/2022 5,000,000.005.0005.000 166,623,067.81Supranational Totals 167,095,419.5524,791.661.111167,895,000.00 1.111 Asset Backed Securities
HALST40670 14,000,000.00 13,999,691.535.15006/15/2026448980AD4 06/15 -05/24/2023 13,999,680.805.2075.207 HAROT40270 177,863.39 177,859.870.82007/15/202443813DAC2 06/15 -05/27/2020 177,849.390.8250.825 HAROT40674 10,000,000.00 9,998,411.294.93011/15/2027437927AC0 06/15 -05/30/2023 9,998,380.004.9884.988 HART40253 170,363.33 170,351.351.41011/15/202444891LAC7 05/15 -04/29/2020 170,323.641.4241.424 TMCC40252 102,526.00 102,520.641.36008/15/202489239RAC0 05/15 -04/29/2020 102,505.491.3731.373 TMCC40296 603,136.27 603,122.070.44010/15/202489237VAB5 08/15 -07/27/2020 603,089.830.4440.444 TMCC40671 10,000,000.00 9,999,453.484.71002/15/2028891941AD8 06/15 -05/23/2023 9,999,441.004.7594.759 TMCC40676 13,315,000.00 12,743,884.160.71004/15/202689238JAC9 06/15 - Received06/01/2023 12,726,818.955.6945.694 47,795,294.39Asset Backed Securities Totals 47,778,089.100.005.09948,368,888.99 5.099 Municipal Bonds
CAS40008 5,000,000.00 5,001,292.933.40008/01/202313063DGN2 02/01 - 08/0109/18/2018 5,075,550.003.0643.064 CAS40243 5,000,000.00 5,131,073.833.37504/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CAS40449 10,110,000.00 10,448,489.962.65004/01/202613063DMA3 04/01 - 10/01 Received01/07/2022 10,631,069.401.3921.392 CAS40581 5,570,000.00 5,345,697.402.37510/01/202613063DRD2 10/01 - 04/01 Received09/09/2022 5,289,717.603.7213.721 CAS40620 5,000,000.00 5,188,425.395.70010/01/202613063D3A4 04/01 - 10/0111/17/2022 5,224,500.004.4244.424 CAS40626 7,075,000.00 7,377,954.805.70010/01/202613063D3A4 04/01 - 10/01 Received12/08/2022 7,430,518.754.2574.257 CAS40649 12,000,000.00 10,782,850.001.70002/01/202813063DC48 08/01 - 02/0102/01/2023 10,672,200.004.1754.175 CAS40655 7,000,000.00 7,000,000.004.84603/01/202713063D3N6 09/01 - 03/0103/15/2023 7,000,000.004.8454.845 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
CASDEV40323 1,385,000.00 1,385,000.000.76510/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,018,256.810.88511/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR40623 3,155,000.00 2,883,429.660.79012/01/202513067WRC8 12/01 - 06/01 Received11/28/2022 2,816,941.754.6484.648 FLSEDU40311 10,000,000.00 10,000,000.000.55006/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 FLSEDU40313 5,000,000.00 4,998,945.730.39006/01/202434153QUC8 06/01 - 12/0110/22/2020 4,995,850.000.4130.413 GAS40304 14,615,000.00 14,615,000.000.52008/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40305 4,345,000.00 4,345,000.000.42008/01/2024373385FP3 02/01 - 08/0108/27/2020 4,345,000.000.4200.420 HIS40317 5,000,000.00 5,006,810.950.85210/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 HIS40648 25,000,000.00 22,804,040.591.53508/01/2027419792G34 02/01 - 08/01 Received01/25/2023 22,571,000.003.9023.902 HIS40681 2,530,000.00 2,273,416.901.53508/01/2027419792G34 08/01 - 02/01 13,376.6706/05/2023 2,268,878.704.2724.272 HIS40684 7,975,000.00 7,390,408.651.03308/01/2025419792F92 08/01 - 02/01 29,977.8006/12/2023 7,375,599.004.7754.775 LAS40312 4,000,000.00 4,000,000.000.84006/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 LOS40315 3,670,000.00 3,788,931.643.32009/01/2024544351MQ9 03/01 - 09/01 Received10/14/2020 4,065,589.300.5110.511 LOS40589 9,475,000.00 9,647,795.935.00009/01/2025544351QQ5 09/01 - 03/0109/28/2022 9,708,274.504.0974.097 LOS40593 10,000,000.00 10,090,000.005.00009/01/2024544351QP7 09/01 - 03/0109/28/2022 10,148,500.004.1874.187 MAS40322 1,000,000.00 1,000,000.000.69511/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS40234 1,000,000.00 1,000,000.000.97003/15/2024574193SP4 09/15 - 03/1503/18/2020 1,000,000.000.9700.970 MDS40297 5,000,000.00 5,002,547.330.66008/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40298 5,000,000.00 5,000,529.600.51008/01/2024574193TQ1 02/01 - 08/0108/05/2020 5,001,950.000.5000.500 MDS40652 3,000,000.00 2,801,133.442.80008/01/2027574193GK8 08/01 - 02/01 7,466.6703/03/2023 2,785,170.004.6124.612 MDS40656 16,360,000.00 16,360,000.004.00003/15/2026574193WE4 09/15 - 03/1503/29/2023 16,360,000.003.9993.999 MDS40678 4,180,000.00 4,166,131.294.05003/15/2027574193WF1 09/15 - 03/15 29,625.7506/02/2023 4,165,829.804.1464.146 NYS40185 5,000,000.00 5,000,376.962.01002/15/2024649791PP9 02/15 - 08/1510/30/2019 5,002,600.001.9981.998 NYSDEV40207 5,000,000.00 5,032,224.132.86003/15/20246500354U9 03/15 - 09/15 Received01/15/2020 5,190,300.001.9051.905 NYSDEV40606 4,565,000.00 4,412,261.683.17003/15/20266500354W5 03/15 - 09/15 Received10/11/2022 4,371,489.654.5184.518 NYSHGR40596 7,850,000.00 7,958,900.405.05109/15/2027649902T45 03/15 - 09/15 Received10/05/2022 7,978,033.504.6774.677 NYSPIT40669 2,000,000.00 1,896,429.023.05903/15/202864990FY57 09/15 - 03/15 10,706.5005/18/2023 1,893,800.004.2884.288 NYSPIT40675 7,415,000.00 7,268,498.072.31903/15/202464990FX90 09/15 - 03/15 33,913.1205/26/2023 7,248,310.805.2105.210 NYSPIT40682 7,075,000.00 6,511,148.522.65702/15/202864990FS96 08/15 - 02/15 59,527.8706/09/2023 6,503,693.754.5924.592 NYU40262 2,450,000.00 2,447,321.551.43807/01/202464990GZW5 07/01 - 01/01 Received05/06/2020 2,438,877.001.5511.551 OHS40576 7,930,000.00 7,900,389.642.30011/01/2023677522SQ8 11/01 - 05/01 Received08/30/2022 7,826,117.003.4513.451 PASTRN40152 1,750,000.00 1,758,524.892.92912/01/202370922PAK8 12/01 - 06/01 Received08/14/2019 1,837,920.001.7111.711 RIV40256 4,000,000.00 4,000,000.002.66702/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 TXS40319 1,600,000.00 1,757,832.465.00010/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 UNVHGR40153 1,000,000.00 1,015,024.653.63805/15/202491412GVB8 11/15 - 05/15 Received08/14/2019 1,081,870.001.8311.831 UNVHGR40293 1,000,000.00 1,000,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 1,000,000.000.8330.833 UNVHGR40294 650,000.00 650,000.000.83305/15/202491412HFL2 11/15 - 05/1507/16/2020 650,000.000.8330.833 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
UNVHGR40324 2,215,000.00 2,225,136.810.88305/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 UNVHGR40325 3,560,000.00 3,578,229.710.88305/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,050,306.100.88305/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 UNVHGR40343 7,000,000.00 7,048,638.240.88305/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 UNVHGR40594 3,820,000.00 3,717,067.533.06307/01/202591412GU94 01/01 - 07/01 Received09/27/2022 3,677,896.004.5094.509 UNVHGR40595 3,000,000.00 2,809,936.270.88305/15/202591412HGE7 11/15 - 05/15 Received09/27/2022 2,732,670.004.5094.509 UNVHGR40619 4,685,000.00 4,544,747.783.06307/01/202591412GU94 01/01 - 07/01 Received11/17/2022 4,501,113.754.6694.669 UNVHGR40636 2,015,000.00 1,768,473.901.27205/15/202791412HJN4 05/15 - 11/15 Received01/04/2023 1,737,171.804.8124.812 UNVHGR40651 2,020,000.00 1,963,385.323.06307/01/202591412GU94 07/01 - 01/01 7,390.3402/14/2023 1,952,612.804.5564.556 UNVHGR40668 13,815,000.00 13,503,038.113.06307/01/202591412GU94 07/01 - 01/01 161,033.4005/18/2023 13,484,407.054.2544.254 UTS40629 5,931,258.67 5,859,478.813.53907/01/2025917542QV7 01/01 - 07/01 Received12/13/2022 5,839,739.354.1834.183 VNTCTF40277 1,000,000.00 1,000,000.001.04811/01/2023923078CT4 11/01 - 05/0106/11/2020 1,000,000.001.0481.048 VNTCTF40278 900,000.00 900,000.001.22311/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 VNTCTF40621 3,645,000.00 3,242,397.871.74111/01/2027923078CX5 05/01 - 11/01 Received11/21/2022 3,185,620.654.6214.621 WIS40177 500,000.00 500,000.001.85705/01/202497705MNM3 05/01 - 11/0110/30/2019 500,000.001.8571.857 326,172,931.25Municipal Bonds Totals 326,916,233.15353,018.122.890331,836,258.67 2.890 Agency Floaters
FAMC40611 2,500,000.00 2,500,000.005.33002/06/202531315PF38 11/06 - Quarterly Received10/27/2022 2,500,000.004.0023.947 FAMC40612 3,000,000.00 3,000,000.005.58004/22/202531315P6T1 01/22 - Quarterly Received10/27/2022 3,000,000.004.0774.021 5,500,000.00Agency Floaters Totals 5,500,000.000.003.9885,500,000.00 4.043 Mortgage Backed Securities
FHLMC40148 225,888.22 233,370.773.06007/25/20233137B4WB8 09/25 - Monthly08/01/2019 233,370.772.1192.119 FHLMC40173 4,364,864.59 4,364,864.591.99005/25/202430298LAA9 10/25 - Monthly Received09/30/2019 4,364,864.591.9621.962 FHLMC40180 1,173,790.07 1,179,372.622.09007/25/202430314KAS2 11/25 - Monthly Received10/18/2019 1,179,372.621.9411.941 FHLMC40214 252,813.69 253,129.712.05010/25/202330295NAE0 02/25 - Monthly Received01/22/2020 253,129.711.9731.973 FHLMC40231 512,871.62 519,282.511.99005/25/202430298LAA9 03/25 - Monthly Received02/27/2020 519,282.511.5901.590 FHLMC40266 10,000,000.00 10,823,437.502.77005/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40295 3,132,363.23 3,147,683.620.83005/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,147,683.620.6950.695 FHLMC40328 4,500,000.00 4,937,850.003.06212/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,937,850.000.4960.496 FHLMC40342 3,732,418.83 3,750,722.610.67011/25/202530318CAA5 02/25 - Monthly Received01/22/2021 3,750,722.610.5370.537 FHLMC40356 4,583,176.29 4,922,331.342.58803/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 4,922,331.340.5540.554 FHLMC40605 9,660,734.63 9,415,062.143.06408/25/20243137FBTA4 11/25 - Monthly Received10/12/2022 9,415,062.144.5464.546 FHLMC40609 3,484,863.69 3,122,044.082.08006/25/202730329MAA0 11/25 - Monthly Received10/28/2022 3,122,044.084.9894.989 FHLMC40610 4,480,539.04 4,014,056.682.08006/25/202730329MAA0 11/25 - Monthly Received10/28/2022 4,014,056.684.9894.989 FHLMC40635 7,101,000.00 6,821,398.132.77005/25/20253137BJQ71 01/25 - Monthly Received12/22/2022 6,821,398.134.4454.445 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
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
FHLMC40647 20,000,000.00 19,909,375.003.69011/01/20273132XGRH1 02/25 - Monthly Received01/24/2023 19,909,375.003.8213.821 FHLMC40665 4,805,000.00 4,664,979.303.28108/25/20273137FBAJ5 06/25 - Monthly Received05/08/2023 4,664,979.303.9973.997 FHLMC40666 10,000,000.00 9,907,812.503.69011/01/20273132XGRH1 06/25 - Monthly Received05/09/2023 9,907,812.503.9463.946 FHLMC40672 6,700,000.00 6,614,156.254.25001/01/20283132XFLR7 06/25 - Monthly Received05/25/2023 6,614,156.254.5974.597 FHLMC40683 5,158,161.78 4,959,290.462.25010/25/202430312XAE7 07/25 - Monthly 7,092.4706/23/2023 4,959,290.465.5765.576 FNMA40171 4,821,914.40 4,905,544.482.42007/01/20243140HUNV4 10/25 - Monthly Received09/19/2019 4,905,544.482.0462.046 FNMA40202 7,747,000.00 7,899,519.062.39002/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 FNMA40203 7,450,000.00 7,531,484.382.24001/01/20253140HWYW6 02/25 - Monthly Received01/22/2020 7,531,484.382.0212.021 FNMA40209 1,000,000.00 1,023,750.002.71001/01/20253138LL3J2 02/25 - Monthly Received01/17/2020 1,023,750.002.2232.223 FNMA40225 3,500,000.00 3,577,656.252.96011/01/20243138L8CE2 03/25 - Monthly Received02/05/2020 3,577,656.252.4822.482 FNMA40272 2,466,611.07 2,669,859.822.96703/25/20253136AL7K1 06/25 - Monthly Received05/27/2020 2,669,859.821.0081.008 FNMA40327 2,522,029.76 2,710,374.942.62411/25/20243136AY6S7 01/25 - Monthly Received12/22/2020 2,710,374.940.5430.543 FNMA40579 5,473,674.33 5,221,372.162.46904/25/20263136AR5S3 10/25 - Monthly Received09/12/2022 5,221,372.163.8443.844 FNMA40614 4,438,372.49 4,318,050.993.05606/25/20243136AKQM8 11/25 - Monthly Received10/31/2022 4,318,050.994.8054.805 FNMA40618 12,174,317.39 11,729,193.912.92001/01/20253138L8UV4 12/25 - Monthly Received11/18/2022 11,729,193.914.7164.716 FNMA40667 3,919,407.12 3,854,645.043.44003/01/20263140HSZG9 06/25 - Monthly Received05/09/2023 3,854,645.044.4404.440 159,001,670.81Mortgage Backed Securities Totals 159,001,670.847,092.473.167159,381,812.24 3.167 2,899,925,335.69Investment Totals 2,889,156,773.80507,353.962,927,546,615.58 3.133 3.144 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.

T HIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Allspring Govt Money Mkt Fd40162 0.00 0.00 4.3300.00 1VP4560000 4.330 1Federated Govt Obligation Fund36512 0.00 0.00 4.9000.00 1VP6000104 4.900

0.00 00.000.000.00Subtotal and Average 0 0.000
State Pool
1State Investment Pool32936 15,006,746.08 15,006,746.08 3.02015,006,746.08 1CITY 3.020 1State Investment Pool37042 5,335,746.08 5,335,746.08 3.0205,335,746.08 1CSJFA 3.020 1State Investment Pool40363 0.00 0.00 2.5500.00 1COVID RELIEF 2.550 20,342,492.16 120,342,492.1620,342,492.1620,342,492.16Subtotal and Average 1 3.020 JPA Pool
1California Asset Management Pr40566 159,363,163.52 159,363,163.52 5.200159,363,163.52 1CAMP 5.200 159,363,163.52 1159,363,163.52159,363,163.5272,309,230.19Subtotal and Average 1 5.200 Corp Medium Term Notes
223Apple Inc40459 10,000,000.00 10,117,986.70 02/09/20243.00001/07/2022 9,860,100.00 763037833CG3 0.861 562Apple Inc40463 15,114,000.00 15,425,757.98 01/13/20252.75001/14/2022 14,572,767.66 1,095037833DF4 1.295 223Apple Inc40471 11,966,000.00 12,094,525.84 02/09/20243.00001/19/2022 11,798,595.66 751037833CG3 1.046 223Apple Inc40485 12,318,000.00 12,407,948.96 02/09/20243.00002/14/2022 12,145,671.18 725037833CG3 1.659 315Apple Inc40487 7,300,000.00 7,362,810.38 05/11/20242.85002/28/2022 7,142,612.00 803037833CU2 1.745 1,137Archer Daniels Midland40599 9,780,000.00 9,198,732.12 08/11/20262.50010/05/2022 9,161,415.00 1,406039483BL5 4.606 1,137Archer Daniels Midland40601 9,215,000.00 8,650,264.32 08/11/20262.50010/07/2022 8,632,151.25 1,404039483BL5 4.674 41Bank of New York Mellon40320 3,868,000.00 3,881,047.33 08/11/20233.45011/03/2020 3,858,716.80 1,01106406RAJ6 0.394 604Bank of New York Mellon40617 10,000,000.00 9,679,924.63 02/24/20253.00011/14/2022 9,608,900.00 83306406HDA4 5.080 1,143Bank of New York Mellon40630 4,481,000.00 4,215,953.25 08/17/20262.45012/13/2022 4,123,550.63 1,34306406FAE3 4.523 1,415Bank of New York Mellon40633 5,000,000.00 4,815,081.40 05/16/20273.25012/15/2022 4,675,950.00 1,61306406RAD9 4.308 1,503Caterpillar Inc.40628 7,429,000.00 7,214,916.18 08/12/20273.60012/13/2022 7,151,303.98 1,70314913R3A3 4.381 1,506Colgate-Palmolive40580 8,202,000.00 7,995,779.00 08/15/20273.10009/09/2022 7,806,253.50 1,801194162AN3 3.774 1,537Deere & Co.40634 5,000,000.00 4,962,238.54 09/15/20274.15012/15/2022 4,878,950.00 1,73524422EWK1 4.349 1,219Honeywell International40631 5,000,000.00 4,708,798.28 11/01/20262.50012/13/2022 4,668,250.00 1,419438516BL9 4.420 923John Deere40637 10,000,000.00 9,996,048.52 01/09/20264.80001/09/2023 9,963,100.00 1,09624422EWP0 4.817 974Johnson & Johnson40574 13,945,000.00 13,632,737.74 03/01/20262.45008/25/2022 13,169,797.45 1,284478160BY9 3.347 974Johnson & Johnson40575 4,214,000.00 4,108,306.88 03/01/20262.45008/26/2022 3,979,743.74 1,283478160BY9 3.457 215JP Morgan40348 15,000,000.00 15,297,158.75 02/01/20243.87502/01/2021 14,852,850.00 1,09546625HJT8 0.452 1,488JP Morgan40569 10,000,000.00 10,000,000.00 07/28/20274.57007/28/2022 9,516,100.00 1,82648133DP95 4.570 758JP Morgan40570 10,000,000.00 10,000,000.00 07/28/20254.10007/28/2022 9,595,100.00 1,09648133DQ45 4.100 1,123JP Morgan40571 10,000,000.00 10,000,000.00 07/28/20264.25007/28/2022 9,560,900.00 1,46148133DQ52 4.250 1,1763M40598 7,150,000.00 6,613,912.68 09/19/20262.25010/05/2022 6,554,691.00 1,44588579YAV3 4.839 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
167Microsoft Inc.40432 1,851,000.00 1,873,009.43 12/15/20233.62512/08/2021 1,840,134.63 737594918AW4 0.982 220Microsoft Inc.40442 1,025,000.00 1,036,994.04 02/06/20242.87512/20/2021 1,009,502.00 778594918BX1 0.892 38Microsoft Inc.40443 2,876,000.00 2,879,836.62 08/08/20232.00012/20/2021 2,867,515.80 596594918BQ6 0.692 856Microsoft Inc.40528 4,000,000.00 3,999,601.58 11/03/20253.12504/25/2022 3,850,360.00 1,288594918BJ2 3.129 592Microsoft Inc.40557 11,335,000.00 11,196,543.39 02/12/20252.70006/15/2022 10,931,474.00 973594918BB9 3.498 592Microsoft Inc.40564 7,250,000.00 7,149,540.48 02/12/20252.70006/16/2022 6,991,900.00 972594918BB9 3.607 1,316Microsoft Inc.40624 8,436,000.00 8,168,172.48 02/06/20273.30012/02/2022 8,112,479.40 1,527594918BY9 4.272 216PACCAR Inc.40349 7,000,000.00 6,998,413.59 02/02/20240.35002/02/2021 6,790,770.00 1,09569371RR24 0.389 825PACCAR Inc.40602 5,000,000.00 5,034,676.02 10/03/20254.95010/07/2022 4,967,900.00 1,09269371RS23 4.617 825PACCAR Inc.40613 10,000,000.00 10,017,548.44 10/03/20254.95010/28/2022 9,935,800.00 1,07169371RS23 4.864 1,314PACCAR Inc.40640 10,000,000.00 9,214,335.15 02/04/20272.00001/06/2023 9,049,500.00 1,49069371RR65 4.414 669Pepsi Co40632 5,000,000.00 4,854,519.01 04/30/20252.75012/15/2022 4,789,300.00 867713448CT3 4.441 801Wal-Mart40603 3,000,000.00 2,970,225.29 09/09/20253.90010/07/2022 2,940,120.00 1,068931142EW9 4.387 1,174Wal-Mart40608 10,000,000.00 8,944,728.93 09/17/20261.05010/20/2022 8,928,300.00 1,428931142ER0 4.684 1,174Wal-Mart40660 18,875,000.00 17,201,644.63 09/17/20261.05004/05/2023 16,852,166.25 1,261931142ER0 4.035 303,919,718.56 1,197297,134,691.93310,630,000.00304,345,387.64Subtotal and Average 830 3.313 Negotiable CDs
52TORDNY40600 15,640,000.00 15,623,456.39 08/22/20234.02010/05/2022 15,609,658.40 32189115BK66 4.760 15,623,456.39 32115,609,658.4015,640,000.0063,952,176.61Subtotal and Average 52 4.760 Commercial Paper Discounts
2MUFG Bank Ltd/NY40641 25,000,000.00 24,993,236.11 07/03/20234.87001/10/2023 25,000,000.00 17462479MU35 4.987 2Toyota Motor Credit Corp40642 25,000,000.00 24,993,180.56 07/03/20234.91001/11/2023 25,000,000.00 17389233HU36 5.029 49,986,416.67 17450,000,000.0050,000,000.0098,136,499.54Subtotal and Average 2 5.008 Federal Agency Coupon Securities
744Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,948.70 07/14/20250.50007/28/2020 2,291,475.00 1,81231422BJ27 0.501 929Federal Agricultural Mtg Corp40334 10,000,000.00 9,995,937.78 01/15/20260.48001/15/2021 9,013,700.00 1,82631422B6K1 0.496 929Federal Agricultural Mtg Corp40337 10,000,000.00 9,995,739.74 01/15/20260.48001/15/2021 9,013,700.00 1,82631422B6K1 0.497 150Federal Agricultural Mtg Corp40622 10,000,000.00 10,000,000.00 11/28/20234.92011/28/2022 9,974,700.00 36531422XR38 4.920 93Federal Farm Credit Bank40013 25,000,000.00 24,995,666.67 10/02/20233.05010/17/2018 24,847,750.00 1,8113133EJD48 3.124 114Federal Farm Credit Bank40049 20,000,000.00 19,998,747.70 10/23/20232.65001/23/2019 19,831,800.00 1,7343133EJ5W5 2.672 103Federal Farm Credit Bank40480 4,150,000.00 4,142,360.72 10/12/20230.29001/26/2022 4,091,111.50 6243133ENAL4 0.953 103Federal Farm Credit Bank40501 1,170,000.00 1,164,433.35 10/12/20230.29003/22/2022 1,153,397.70 5693133ENAL4 2.021 474Federal Farm Credit Bank40607 10,000,000.00 9,972,557.78 10/17/20244.37510/17/2022 9,842,100.00 7313133ENS43 4.599 411Federal Home Loan Bank40157 3,000,000.00 2,998,416.79 08/15/20241.50008/16/2019 2,877,450.00 1,8263130AGWK7 1.549 160Federal Home Loan Bank40531 10,215,000.00 10,251,374.41 12/08/20233.37505/11/2022 10,130,624.10 5763130A0F70 2.536 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
125Federal Home Loan Bank40615 5,000,000.00 4,997,094.43 11/03/20234.75011/04/2022 4,987,400.00 3643130ATUP0 4.928 191Federal Home Loan Bank40627 10,000,000.00 10,000,000.00 01/08/20244.80012/08/2022 9,955,100.00 3963130AU4V3 4.804 815Federal Home Loan Mtg Corp40309 5,000,000.00 4,993,286.93 09/23/20250.37509/25/2020 4,536,850.00 1,8243137EAEX3 0.436 107Federal Home Loan Mtg Corp40316 4,000,000.00 3,998,549.44 10/16/20230.12510/16/2020 3,938,520.00 1,0953137EAEY1 0.250 367Federal National Mtg Assn40142 10,000,000.00 9,992,373.52 07/02/20241.75007/08/2019 9,643,200.00 1,8213135G0V75 1.830 472Federal National Mtg Assn40183 10,000,000.00 9,995,600.67 10/15/20241.62510/22/2019 9,541,100.00 1,8203135G0W66 1.661 717Federal National Mtg Assn40288 10,000,000.00 9,991,871.97 06/17/20250.50006/19/2020 9,180,800.00 1,8243135G04Z3 0.542 786Federal National Mtg Assn40329 10,000,000.00 9,988,593.20 08/25/20250.37512/29/2020 9,099,500.00 1,7003135G05X7 0.429 860Federal National Mtg Assn40333 10,000,000.00 10,019,286.47 11/07/20250.50001/06/2021 9,063,200.00 1,7663135G06G3 0.417 48Federal National Mtg Assn40420 7,000,000.00 6,998,674.42 08/18/20230.35011/30/2021 6,954,150.00 6263135G05U3 0.496 186,990,514.69 1,388179,967,628.30187,035,000.00189,321,844.73Subtotal and Average 396 2.154 Federal Agency Discounts
2Federal Home Loan Bank40644 50,000,000.00 49,987,152.78 07/03/202301/20/2023 50,000,000.00 164313384HR3 4.790 2Federal Home Loan Bank40645 50,000,000.00 49,987,041.66 07/03/202301/20/2023 50,000,000.00 164313384HR3 4.832 2Federal Home Loan Bank40646 10,000,000.00 9,997,408.33 07/03/202301/20/2023 10,000,000.00 164313384HR3 4.832 2Federal Home Loan Bank40653 10,000,000.00 9,997,305.56 07/03/202303/03/2023 10,000,000.00 122313384HR3 5.000 2Federal Home Loan Bank40654 10,000,000.00 9,997,308.34 07/03/202303/07/2023 10,000,000.00 118313384HR3 4.992 81Federal Home Loan Bank40657 15,000,000.00 14,839,687.50 09/20/20234.75003/22/2023 14,838,450.00 182313384LY3 4.934 41Federal Home Loan Bank40658 20,000,000.00 19,894,083.33 08/11/20234.65003/27/2023 19,894,600.00 137313384KG3 4.800 69Federal Home Loan Bank40659 20,000,000.00 19,819,450.00 09/08/20234.71003/31/2023 19,817,200.00 161313384LL1 4.878 184,519,437.50 157184,550,250.00185,000,000.00190,496,302.12Subtotal and Average 20 4.848 Treasury Coupon Securities
243U.S. Treasury40196 15,000,000.00 15,038,924.80 02/29/20242.12512/23/2019 14,683,050.00 1,529912828W48 1.719 608U.S. Treasury40578 30,000,000.00 29,625,741.76 02/28/20252.75009/02/2022 28,902,000.00 9109128283Z1 3.539 61U.S. Treasury40583 20,000,000.00 19,878,076.03 08/31/20230.12509/14/2022 19,836,000.00 35191282CCU3 3.878 76U.S. Treasury40585 20,000,000.00 19,845,787.67 09/15/20230.12509/15/2022 19,796,000.00 36591282CAK7 3.938 792U.S. Treasury40586 10,000,000.00 9,794,513.18 08/31/20252.75009/15/2022 9,578,900.00 1,0819128284Z0 3.760 183U.S. Treasury40625 10,000,000.00 9,899,921.88 12/31/20232.62512/06/2022 9,870,300.00 3909128285U0 4.694 104,082,965.32 755102,666,250.00105,000,000.00152,295,966.89Subtotal and Average 326 3.547 Treasury Discounts
38U.S. Treasury40661 13,000,000.00 12,935,025.26 08/08/20234.73504/11/2023 12,933,310.00 119912797GF8 4.890 45U.S. Treasury40663 10,000,000.00 9,938,375.00 08/15/20234.93004/18/2023 9,938,500.00 119912797GG6 5.095 68U.S. Treasury40686 20,000,000.00 19,808,655.55 09/07/20235.06506/23/2023 19,811,800.00 76912796YH6 5.191 12U.S. Treasury40687 50,000,000.00 49,917,416.67 07/13/20234.95506/23/2023 49,930,500.00 20912796XQ7 5.038 17U.S. Treasury40688 20,000,000.00 19,953,061.11 07/18/20234.97006/23/2023 19,958,200.00 25912797FY8 5.070 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Treasury Discounts
59U.S. Treasury40689 30,000,000.00 29,753,183.34 08/29/20235.02006/23/2023 29,756,100.00 67912797GJ0 5.152 82U.S. Treasury40690 50,000,000.00 49,414,611.11 09/21/20235.14006/23/2023 49,426,500.00 90912796CR8 5.294 110U.S. Treasury40691 20,000,000.00 19,684,055.56 10/19/20235.17006/23/2023 19,688,000.00 118912797FB8 5.347 211,404,383.60 69211,442,910.00213,000,000.0073,078,804.58Subtotal and Average 53 5.153 Federal Agency Callables
1,024Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 9,009,800.00 1,82631422XCX8 1.000 172Federal Agricultural Mtg Corp40554 10,779,000.00 10,658,791.05 12/20/20230.69006/14/2022 10,535,394.60 55431422XRQ7 3.141 352Federal Farm Credit Bank40282 10,000,000.00 10,000,000.00 06/17/20240.58006/17/2020 9,535,300.00 1,4613133ELJ47 0.580 906Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 9,001,900.00 1,8203133EMLR1 0.500 982Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 9,002,500.00 1,8263133EMSU7 0.800 520Federal Farm Credit Bank40423 10,000,000.00 10,006,576.76 12/02/20241.01012/02/2021 9,402,000.00 1,0963133ENFZ8 0.963 165Federal Farm Credit Bank40445 6,435,000.00 6,434,417.61 12/13/20230.66012/17/2021 6,294,330.90 7263133ENGW4 0.680 941Federal Farm Credit Bank40479 10,350,000.00 10,349,334.44 01/27/20261.60001/27/2022 9,551,704.50 1,4613133ENMH0 1.603 1,326Federal Farm Credit Bank40486 15,150,000.00 15,141,762.19 02/16/20272.18002/16/2022 13,943,454.00 1,8263133ENPB0 2.196 430Federal Farm Credit Bank40498 150,000.00 149,281.50 09/03/20241.94003/22/2022 143,904.00 8963133ENQC7 2.363 62Federal Farm Credit Bank40510 13,965,000.00 13,922,908.23 09/01/20230.30003/30/2022 13,840,013.25 5203133EL5J9 2.146 165Federal Farm Credit Bank40513 1,859,000.00 1,845,558.43 12/13/20230.66003/30/2022 1,818,362.26 6233133ENGW4 2.308 135Federal Farm Credit Bank40514 1,347,000.00 1,337,277.20 11/13/20230.23003/30/2022 1,320,854.73 5933133EMYW6 2.246 611Federal Farm Credit Bank40522 3,500,000.00 3,359,662.76 03/03/20250.48004/22/2022 3,237,325.00 1,0463133EMSC7 3.000 842Federal Farm Credit Bank40524 20,000,000.00 19,927,511.92 10/20/20253.09004/22/2022 19,188,800.00 1,2773133ENUZ1 3.258 1,214Federal Farm Credit Bank40526 20,000,000.00 20,000,000.00 10/27/20263.65004/27/2022 19,257,200.00 1,6443133ENVK3 3.650 1,431Federal Farm Credit Bank40550 5,200,000.00 5,182,426.09 06/01/20273.45006/07/2022 4,924,868.00 1,8203133ENYA2 3.545 96Federal Farm Credit Bank40561 1,025,000.00 1,017,062.40 10/05/20230.27006/15/2022 1,010,834.50 4773133EMBQ4 3.325 942Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.50001/28/2021 9,016,600.00 1,8263130AKPW0 0.500 970Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 8,939,800.00 1,8263130AKXX9 0.500 970Federal Home Loan Bank40353 10,000,000.00 9,996,820.00 02/25/20260.50002/25/2021 8,939,800.00 1,8263130AKXX9 0.500 503Federal Home Loan Bank40409 20,000,000.00 19,995,875.70 11/15/20241.00011/17/2021 18,833,200.00 1,0943130APRF4 1.015 146Federal Home Loan Bank40410 8,300,000.00 8,298,516.38 11/24/20230.60011/24/2021 8,145,703.00 7303130APWP6 0.645 332Federal Home Loan Bank40417 1,900,000.00 1,900,000.00 05/28/20240.87511/30/2021 1,821,454.00 9103130APZU2 0.875 510Federal Home Loan Bank40418 4,875,000.00 4,871,582.50 11/22/20240.85011/30/2021 4,577,722.50 1,0883130APU45 0.901 496Federal Home Loan Bank40421 2,725,000.00 2,718,728.38 11/08/20240.75011/30/2021 2,558,965.75 1,0743130APKF1 0.923 321Federal Home Loan Bank40422 3,150,000.00 3,148,292.32 05/17/20240.62512/01/2021 3,017,227.50 8983130APMH5 0.687 144Federal Home Loan Bank40435 14,370,000.00 14,365,639.52 11/22/20230.65012/15/2021 14,096,538.90 7073130APQU2 0.728 506Federal Home Loan Bank40446 13,240,000.00 13,240,519.66 11/18/20241.05012/17/2021 12,472,477.20 1,0673130APS48 1.047 475Federal Home Loan Bank40461 2,485,000.00 2,478,681.75 10/18/20241.00001/18/2022 2,346,486.10 1,0043130AQG49 1.200 566Federal Home Loan Bank40467 5,000,000.00 4,992,914.74 01/17/20251.25001/18/2022 4,732,950.00 1,0953130AQCN1 1.128 978Federal Home Loan Bank40470 25,000,000.00 24,662,729.66 03/05/20260.96001/18/2022 22,611,500.00 1,5073130ALHH0 1.481 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
577Federal Home Loan Bank40472 20,000,000.00 20,000,000.00 01/28/20251.37501/28/2022 19,071,000.00 1,0963130AQQQ9 1.219 576Federal Home Loan Bank40473 14,000,000.00 13,990,828.70 01/27/20251.75001/27/2022 13,234,760.00 1,0963130AQN58 1.443 850Federal Home Loan Bank40475 7,200,000.00 7,193,304.00 10/28/20251.37501/28/2022 6,715,944.00 1,3693130AQMQ3 1.291 577Federal Home Loan Bank40477 20,000,000.00 20,000,000.00 01/28/20251.37501/28/2022 19,071,000.00 1,0963130AQQQ9 0.750 485Federal Home Loan Bank40478 12,500,000.00 12,498,012.50 10/28/20241.25001/28/2022 11,925,750.00 1,0043130AQMU4 1.092 632Federal Home Loan Bank40495 1,000,000.00 995,673.61 03/24/20252.37503/24/2022 952,580.00 1,0963130ARAY7 2.137 636Federal Home Loan Bank40496 4,600,000.00 4,594,391.83 03/28/20252.50003/28/2022 4,479,572.00 1,0963130ARBY6 1.713 545Federal Home Loan Bank40497 1,565,000.00 1,553,634.52 12/27/20241.85003/28/2022 1,486,405.70 1,0053130AR7C9 2.357 608Federal Home Loan Bank40499 2,360,000.00 2,334,516.69 02/28/20251.75003/22/2022 2,228,548.00 1,0743130AQT78 2.428 527Federal Home Loan Bank40502 20,000,000.00 19,506,919.14 12/09/20240.62003/22/2022 18,685,400.00 9933130AMR53 2.400 730Federal Home Loan Bank40508 825,000.00 796,693.27 06/30/20250.70003/22/2022 757,770.75 1,1963130ANWN6 2.500 144Federal Home Loan Bank40512 2,000,000.00 1,988,562.80 11/22/20230.75003/30/2022 1,962,720.00 6023130APWH4 2.245 577Federal Home Loan Bank40516 1,400,000.00 1,367,337.53 01/28/20251.25004/11/2022 1,315,006.00 1,0233130AQJM6 2.800 363Federal Home Loan Bank40517 6,000,000.00 5,870,184.59 06/28/20240.40004/11/2022 5,704,380.00 8093130AMU67 2.661 562Federal Home Loan Bank40518 23,060,000.00 22,482,570.16 01/13/20251.10004/11/2022 21,635,353.20 1,0083130AQGT4 2.808 576Federal Home Loan Bank40519 23,390,000.00 22,842,421.50 01/27/20251.25004/11/2022 21,971,864.30 1,0223130AQMR1 2.808 424Federal Home Loan Bank40520 3,060,000.00 3,035,283.63 08/28/20242.00004/11/2022 2,939,956.20 8703130AQZ48 2.724 149Federal Home Loan Bank40521 9,120,000.00 9,055,044.98 11/27/20230.80004/22/2022 8,945,990.40 5843130APXH3 2.604 1,398Federal Home Loan Bank40523 20,000,000.00 20,000,000.00 04/29/20273.25004/29/2022 19,125,400.00 1,8263130ARVJ7 3.250 146Federal Home Loan Bank40527 3,565,000.00 3,536,052.20 11/24/20230.50004/22/2022 3,494,163.45 5813130APM44 2.600 118Federal Home Loan Bank40529 13,270,000.00 13,264,792.63 10/27/20233.62504/29/2022 13,181,223.70 5463130ARR86 1.997 144Federal Home Loan Bank40532 1,500,000.00 1,489,444.19 11/22/20230.57505/11/2022 1,471,020.00 5603130APQJ7 2.416 144Federal Home Loan Bank40533 6,000,000.00 5,959,994.97 11/22/20230.75005/12/2022 5,888,160.00 5593130APWH4 2.496 146Federal Home Loan Bank40539 3,835,000.00 3,835,000.00 11/24/20232.65005/24/2022 3,791,050.90 5493130AS2M0 2.650 146Federal Home Loan Bank40542 2,700,000.00 2,699,857.00 11/24/20232.50005/24/2022 2,667,519.00 5493130AS3J6 2.514 321Federal Home Loan Bank40544 3,630,000.00 3,634,392.05 05/17/20243.00005/24/2022 3,549,922.20 7243130ARVT5 2.716 515Federal Home Loan Bank40545 20,000,000.00 19,383,412.38 11/27/20240.62505/24/2022 18,710,600.00 9183130AMNR9 2.916 363Federal Home Loan Bank40546 20,000,000.00 19,551,998.14 06/28/20240.40005/24/2022 19,014,600.00 7663130AMU67 2.740 144Federal Home Loan Bank40547 20,000,000.00 19,862,407.06 11/22/20230.75005/24/2022 19,627,200.00 5473130APWH4 2.551 258Federal Home Loan Bank40549 7,150,000.00 7,142,072.58 03/15/20243.25006/15/2022 7,035,171.00 6393130ASBG3 2.125 482Federal Home Loan Bank40552 8,905,000.00 8,882,419.29 10/25/20242.80006/07/2022 8,603,031.45 8713130ARMT5 3.000 349Federal Home Loan Bank40560 1,250,000.00 1,242,224.06 06/14/20242.87506/15/2022 1,216,237.50 7303130AS6D6 3.557 879Federal Home Loan Bank40673 26,000,000.00 24,084,111.31 11/26/20251.19005/24/2023 23,908,300.00 9173130APZK4 4.466 541Federal Home Loan Bank40677 25,000,000.00 23,680,838.79 12/23/20241.20006/01/2023 23,523,750.00 5713130AQ4B6 4.954 816Federal Home Loan Bank40679 8,500,000.00 8,076,515.46 09/24/20252.16006/02/2023 8,005,980.00 8453130ARCZ2 4.537 674Federal Home Loan Mtg Corp40261 10,000,000.00 9,996,311.11 05/05/20250.70005/05/2020 9,231,600.00 1,8263134GVQX9 0.720 640Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,258,600.00 1,7893134GVSN9 0.700 718Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 36,814,000.00 1,8213134GVB49 0.750 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
90Federal Home Loan Mtg Corp40469 4,225,000.00 4,217,977.79 09/29/20230.22001/18/2022 4,172,187.50 6193134GXJH8 0.907 124Federal Home Loan Mtg Corp40490 20,000,000.00 19,901,056.22 11/02/20230.32003/15/2022 19,660,400.00 5973134GW6E1 1.820 849Federal Home Loan Mtg Corp40505 2,000,000.00 1,918,310.86 10/27/20250.65003/22/2022 1,816,780.00 1,3153134GW5R3 2.500 816Federal Home Loan Mtg Corp40506 1,500,000.00 1,438,540.72 09/24/20250.57003/22/2022 1,363,620.00 1,2823134GWUG9 2.500 822Federal Home Loan Mtg Corp40507 17,490,000.00 16,779,391.18 09/30/20250.60003/22/2022 15,902,432.70 1,2883134GWVN3 2.500 124Federal Home Loan Mtg Corp40509 18,300,000.00 18,181,078.15 11/02/20230.32003/30/2022 17,989,266.00 5823134GW6E1 2.300 271Federal Home Loan Mtg Corp40511 1,033,000.00 1,028,198.28 03/28/20241.80003/30/2022 1,003,414.88 7293134GXMZ4 2.446 668Federal Home Loan Mtg Corp40525 10,000,000.00 10,000,000.00 04/29/20253.25004/29/2022 9,730,200.00 1,0963134GXSF2 3.042 681Federal Home Loan Mtg Corp40551 12,940,000.00 12,906,832.76 05/12/20253.12506/07/2022 12,475,065.80 1,0703134GXRL0 3.270 363Federal Home Loan Mtg Corp40556 5,615,000.00 5,601,831.19 06/28/20243.12506/28/2022 5,469,964.55 7313134GXYM0 3.372 181Federal Home Loan Mtg Corp40558 7,250,000.00 7,234,394.51 12/29/20232.90006/29/2022 7,155,677.50 5483134GXYT5 3.350 181Federal Home Loan Mtg Corp40559 4,500,000.00 4,490,313.83 12/29/20232.90006/29/2022 4,441,455.00 5483134GXYT5 3.350 391Federal Home Loan Mtg Corp40638 15,000,000.00 15,000,000.00 07/26/20245.02001/26/2023 14,919,750.00 5473134GYDA7 5.020 789Federal Home Loan Mtg Corp40643 10,000,000.00 9,890,807.14 08/28/20254.05001/17/2023 9,779,900.00 9543134GXR63 4.591 878Federal Home Loan Mtg Corp40680 8,375,000.00 7,663,246.62 11/25/20250.62506/02/2023 7,596,376.25 9073134GXCS1 4.402 723Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 27,655,200.00 1,8263136G4WU3 0.850 942Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 13,468,650.00 1,8263135G06R9 0.550 209Federal National Mtg Assn40500 1,500,000.00 1,484,532.38 01/26/20240.31003/22/2022 1,455,240.00 6753136G46V0 2.167 766Federal National Mtg Assn40503 2,350,000.00 2,258,495.17 08/05/20250.55003/22/2022 2,144,986.00 1,2323136G4H55 2.500 789Federal National Mtg Assn40504 1,715,000.00 1,648,883.28 08/28/20250.62503/22/2022 1,564,543.05 1,2553136G4R62 2.500 33Federal National Mtg Assn40515 3,371,000.00 3,365,430.42 08/03/20230.30004/11/2022 3,355,830.50 4793135G05P4 2.196 48Federal National Mtg Assn40562 7,200,000.00 7,173,240.00 08/18/20230.35006/15/2022 7,152,840.00 4293135G05U3 3.275 33Federal National Mtg Assn40563 5,000,000.00 4,987,168.63 08/03/20230.30006/15/2022 4,977,500.00 4143135G05P4 3.264 186Federal National Mtg Assn40639 50,000,000.00 50,000,000.00 01/03/20245.00001/20/2023 49,849,000.00 3483135GADY4 5.000 958,599,822.99 1,086919,430,780.17968,554,000.00958,534,648.92Subtotal and Average 574 2.306 Supranational
503IADB40201 11,000,000.00 11,001,119.77 11/15/20241.70001/08/2020 10,477,940.00 1,77345818WCS3 1.692 472IADB40321 10,000,000.00 9,998,466.47 10/15/20240.34011/12/2020 9,357,200.00 1,43345818WCW4 0.352 965IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 9,017,100.00 1,82245818WCZ7 0.650 262IBRD40079 5,000,000.00 4,998,831.83 03/19/20242.50003/19/2019 4,895,950.00 1,827459058GQ0 2.535 661IBRD40246 3,000,000.00 2,995,801.05 04/22/20250.62504/22/2020 2,772,960.00 1,826459058JB0 0.704 619IBRD40335 20,000,000.00 20,117,168.80 03/11/20250.75001/11/2021 18,607,400.00 1,520459058JA2 0.401 850IBRD40336 10,000,000.00 9,998,235.85 10/28/20250.50001/11/2021 9,076,400.00 1,751459058JL8 0.508 850IBRD40338 10,000,000.00 9,996,786.73 10/28/20250.50001/11/2021 9,076,400.00 1,751459058JL8 0.514 513IBRD40339 4,765,000.00 4,907,262.69 11/25/20242.50001/12/2021 4,589,028.55 1,413459058DX8 0.351 758IBRD40341 10,000,000.00 9,969,836.73 07/28/20250.37501/13/2021 9,128,200.00 1,657459058JE4 0.522 424IBRD40344 10,000,000.00 10,137,455.56 08/28/20241.50001/22/2021 9,569,100.00 1,314459056HV2 0.306 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Supranational
963IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,455,550.00 1,82645905U5Y6 0.600 963IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,455,550.00 1,82645905U5Y6 0.600 619IBRD40359 10,000,000.00 10,023,230.02 03/11/20250.75003/12/2021 9,303,700.00 1,460459058JA2 0.611 146IBRD40538 5,580,000.00 5,530,777.91 11/24/20230.25005/25/2022 5,469,292.80 548459058JM6 2.527 1,320IBRD40662 5,000,000.00 4,476,346.52 02/10/20270.85004/12/2023 4,394,050.00 1,400459058JT1 4.010 1,320IBRD40664 10,000,000.00 8,923,998.17 02/10/20270.85004/24/2023 8,788,100.00 1,388459058JT1 4.100 507International Finance Corp40332 8,550,000.00 8,562,330.49 11/19/20240.42501/06/2021 7,965,864.00 1,41345950VPG5 0.320 950International Finance Corp40347 10,000,000.00 9,985,419.22 02/05/20260.45002/05/2021 8,931,200.00 1,82645950VPL4 0.507 1,598International Finance Corp40616 5,000,000.00 5,000,000.00 11/15/20275.00011/18/2022 5,010,950.00 1,82345950VRK4 5.000 166,623,067.81 1,579155,341,935.35167,895,000.00172,611,680.44Subtotal and Average 739 1.111 Asset Backed Securities
1,080Hyundai Auto Lease Sec40670 14,000,000.00 13,999,691.53 06/15/20265.15005/24/2023 13,899,200.00 1,118448980AD4 5.207 380American Honda Finance Corp40270 177,863.39 177,859.87 07/15/20240.82005/27/2020 176,965.18 1,51043813DAC2 0.825 1,598American Honda Finance Corp40674 10,000,000.00 9,998,411.29 11/15/20274.93005/30/2023 9,936,500.00 1,630437927AC0 4.988 503Hyundai Auto Receivables Trust40253 170,363.33 170,351.35 11/15/20241.41004/29/2020 169,347.96 1,66144891LAC7 1.424 411Toyota Motor Credit Corp40252 102,526.00 102,520.64 08/15/20241.36004/29/2020 102,180.49 1,56989239RAC0 1.373 472Toyota Motor Credit Corp40296 603,136.27 603,122.07 10/15/20240.44007/27/2020 598,998.76 1,54189237VAB5 0.444 1,690Toyota Motor Credit Corp40671 10,000,000.00 9,999,453.48 02/15/20284.71005/23/2023 9,893,100.00 1,729891941AD8 4.759 1,019Toyota Motor Credit Corp40676 13,315,000.00 12,743,884.16 04/15/20260.71006/01/2023 12,751,242.90 1,04989238JAC9 5.694 47,795,294.39 1,34447,527,535.2948,368,888.9947,958,351.63Subtotal and Average 1,286 5.099 Municipal Bonds
31State of California GO40008 5,000,000.00 5,001,292.93 08/01/20233.40009/18/2018 4,991,500.00 1,77813063DGN2 3.064 640State of California GO40243 5,000,000.00 5,131,073.83 04/01/20253.37504/13/2020 4,837,200.00 1,81413063DGB8 1.802 1,005State of California GO40449 10,110,000.00 10,448,489.96 04/01/20262.65001/07/2022 9,504,916.50 1,54513063DMA3 1.392 1,188State of California GO40581 5,570,000.00 5,345,697.40 10/01/20262.37509/09/2022 5,155,313.50 1,48313063DRD2 3.721 1,188State of California GO40620 5,000,000.00 5,188,425.39 10/01/20265.70011/17/2022 5,104,950.00 1,41413063D3A4 4.424 1,188State of California GO40626 7,075,000.00 7,377,954.80 10/01/20265.70012/08/2022 7,223,504.25 1,39313063D3A4 4.257 1,676State of California GO40649 12,000,000.00 10,782,850.00 02/01/20281.70002/01/2023 10,526,040.00 1,82613063DC48 4.175 1,339State of California GO40655 7,000,000.00 7,000,000.00 03/01/20274.84603/15/2023 6,983,410.00 1,44713063D3N6 4.845 823California Infra & Econ Dev40323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,259,906.80 1,74913034AL65 0.765 854California State Univ Rev40318 10,000,000.00 10,018,256.81 11/01/20250.88511/02/2020 9,086,600.00 1,82513077DML3 0.805 884CA Dept of Water Resource Pwr40623 3,155,000.00 2,883,429.66 12/01/20250.79011/28/2022 2,852,277.75 1,09913067WRC8 4.648 701Florida State Brd of Edu GO40311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 9,180,500.00 1,68334153QUD6 0.550 336Florida State Brd of Edu GO40313 5,000,000.00 4,998,945.73 06/01/20240.39010/22/2020 4,780,050.00 1,31834153QUC8 0.413 762State of Georgia GO40304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 13,279,042.85 1,800373385FQ1 0.520 397State of Georgia GO40305 4,345,000.00 4,345,000.00 08/01/20240.42008/27/2020 4,114,628.10 1,435373385FP3 0.420 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
823State of Hawaii GO40317 5,000,000.00 5,006,810.95 10/01/20250.85210/29/2020 4,556,500.00 1,798419792ZM1 0.790 1,492State of Hawaii GO40648 25,000,000.00 22,804,040.59 08/01/20271.53501/25/2023 22,146,500.00 1,649419792G34 3.902 1,492State of Hawaii GO40681 2,530,000.00 2,273,416.90 08/01/20271.53506/05/2023 2,241,225.80 1,518419792G34 4.272 762State of Hawaii GO40684 7,975,000.00 7,390,408.65 08/01/20251.03306/12/2023 7,337,319.00 781419792F92 4.775 701State of Louisiana GO40312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,688,480.00 1,691546417DQ6 0.840 428City of Los Angeles40315 3,670,000.00 3,788,931.64 09/01/20243.32010/14/2020 3,572,818.40 1,418544351MQ9 0.511 793City of Los Angeles40589 9,475,000.00 9,647,795.93 09/01/20255.00009/28/2022 9,405,453.50 1,069544351QQ5 4.097 428City of Los Angeles40593 10,000,000.00 10,090,000.00 09/01/20245.00009/28/2022 9,920,200.00 704544351QP7 4.187 854State of Massachusetts GO40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 902,720.00 1,79457582RK88 0.695 258Maryland State GO40234 1,000,000.00 1,000,000.00 03/15/20240.97003/18/2020 969,770.00 1,458574193SP4 0.970 762Maryland State GO40297 5,000,000.00 5,002,547.33 08/01/20250.66008/05/2020 4,570,300.00 1,822574193TR9 0.635 397Maryland State GO40298 5,000,000.00 5,000,529.60 08/01/20240.51008/05/2020 4,746,900.00 1,457574193TQ1 0.500 1,492Maryland State GO40652 3,000,000.00 2,801,133.44 08/01/20272.80003/03/2023 2,814,060.00 1,612574193GK8 4.612 988Maryland State GO40656 16,360,000.00 16,360,000.00 03/15/20264.00003/29/2023 16,001,225.20 1,082574193WE4 3.999 1,353Maryland State GO40678 4,180,000.00 4,166,131.29 03/15/20274.05006/02/2023 4,096,358.20 1,382574193WF1 4.146 229New York State GO40185 5,000,000.00 5,000,376.96 02/15/20242.01010/30/2019 4,889,800.00 1,569649791PP9 1.998 258New York ST Urban Dev Corp Rev40207 5,000,000.00 5,032,224.13 03/15/20242.86001/15/2020 4,910,050.00 1,5216500354U9 1.905 988New York ST Urban Dev Corp Rev40606 4,565,000.00 4,412,261.68 03/15/20263.17010/11/2022 4,343,597.50 1,2516500354W5 4.518 1,537NYS Dormitory Authority40596 7,850,000.00 7,958,900.40 09/15/20275.05110/05/2022 7,925,203.00 1,806649902T45 4.677 1,719NYS Personal Income Tax Rev40669 2,000,000.00 1,896,429.02 03/15/20283.05905/18/2023 1,848,840.00 1,76364990FY57 4.288 258NYS Personal Income Tax Rev40675 7,415,000.00 7,268,498.07 03/15/20242.31905/26/2023 7,255,206.75 29464990FX90 5.210 1,690NYS Personal Income Tax Rev40682 7,075,000.00 6,511,148.52 02/15/20282.65706/09/2023 6,431,104.25 1,71264990FS96 4.592 366New York University40262 2,450,000.00 2,447,321.55 07/01/20241.43805/06/2020 2,353,298.50 1,51764990GZW5 1.551 123State of Ohio GO40576 7,930,000.00 7,900,389.64 11/01/20232.30008/30/2022 7,845,228.30 428677522SQ8 3.451 153Pennsylvania Turnpike Comm40152 1,750,000.00 1,758,524.89 12/01/20232.92908/14/2019 1,734,897.50 1,57070922PAK8 1.711 595County of Riverside CA40256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 3,821,440.00 1,74676913CAZ2 2.667 823State of Texas GO40319 1,600,000.00 1,757,832.46 10/01/20255.00010/30/2020 1,597,648.00 1,797882724RA7 0.550 319UC General Revenue Bonds40153 1,000,000.00 1,015,024.65 05/15/20243.63808/14/2019 983,050.00 1,73691412GVB8 1.831 319UC General Revenue Bonds40293 1,000,000.00 1,000,000.00 05/15/20240.83307/16/2020 959,830.00 1,39991412HFL2 0.833 319UC General Revenue Bonds40294 650,000.00 650,000.00 05/15/20240.83307/16/2020 623,889.50 1,39991412HFL2 0.833 684UC General Revenue Bonds40324 2,215,000.00 2,225,136.81 05/15/20250.88312/10/2020 2,050,624.85 1,61791412HGE7 0.630 684UC General Revenue Bonds40325 3,560,000.00 3,578,229.71 05/15/20250.88312/15/2020 3,295,812.40 1,61291412HGE7 0.605 684UC General Revenue Bonds40326 10,000,000.00 10,050,306.10 05/15/20250.88312/16/2020 9,257,900.00 1,61191412HGE7 0.610 684UC General Revenue Bonds40343 7,000,000.00 7,048,638.24 05/15/20250.88301/22/2021 6,480,530.00 1,57491412HGE7 0.507 731UC General Revenue Bonds40594 3,820,000.00 3,717,067.53 07/01/20253.06309/27/2022 3,676,788.20 1,00891412GU94 4.509 684UC General Revenue Bonds40595 3,000,000.00 2,809,936.27 05/15/20250.88309/27/2022 2,777,370.00 96191412HGE7 4.509 731UC General Revenue Bonds40619 4,685,000.00 4,544,747.78 07/01/20253.06311/17/2022 4,509,359.35 95791412GU94 4.669 1,414UC General Revenue Bonds40636 2,015,000.00 1,768,473.90 05/15/20271.27201/04/2023 1,765,140.00 1,59291412HJN4 4.812 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
731UC General Revenue Bonds40651 2,020,000.00 1,963,385.32 07/01/20253.06302/14/2023 1,944,270.20 86891412GU94 4.556 731UC General Revenue Bonds40668 13,815,000.00 13,503,038.11 07/01/20253.06305/18/2023 13,297,075.65 77591412GU94 4.254 731State of Utah GO40629 5,931,258.67 5,859,478.81 07/01/20253.53912/13/2022 5,817,615.75 931917542QV7 4.183 123Ventura Cnty Pub Fin Auth Leas40277 1,000,000.00 1,000,000.00 11/01/20231.04806/11/2020 984,850.00 1,238923078CT4 1.048 489Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 849,285.00 1,604923078CU1 1.223 1,584Ventura Cnty Pub Fin Auth Leas40621 3,645,000.00 3,242,397.87 11/01/20271.74111/21/2022 3,217,733.10 1,806923078CX5 4.621 305State of Wisconsin GO40177 500,000.00 500,000.00 05/01/20241.85710/30/2019 485,975.00 1,64597705MNM3 1.857 326,172,931.25 1,398313,783,082.65331,836,258.67321,230,299.60Subtotal and Average 866 2.890 Agency Floaters
586Federal Agricultural Mtg Corp40611 2,500,000.00 2,500,000.00 02/06/20255.33010/27/2022 2,509,425.00 83331315PF38 3.947 661Federal Agricultural Mtg Corp40612 3,000,000.00 3,000,000.00 04/22/20255.58010/27/2022 3,011,460.00 90831315P6T1 4.021 5,500,000.00 8745,520,885.005,500,000.005,500,000.00Subtotal and Average 627 3.988 Mortgage Backed Securities
24Federal Home Loan Mtg Corp40148 225,888.22 233,370.77 07/25/20233.06008/01/2019 225,063.73 1,4543137B4WB8 2.119 329Federal Home Loan Mtg Corp40173 4,364,864.59 4,364,864.59 05/25/20241.99009/30/2019 4,240,335.00 1,69930298LAA9 1.962 390Federal Home Loan Mtg Corp40180 1,173,790.07 1,179,372.62 07/25/20242.09010/18/2019 1,125,664.68 1,74230314KAS2 1.941 116Federal Home Loan Mtg Corp40214 252,813.69 253,129.71 10/25/20232.05001/22/2020 250,009.99 1,37230295NAE0 1.973 329Federal Home Loan Mtg Corp40231 512,871.62 519,282.51 05/25/20241.99002/27/2020 498,239.39 1,54930298LAA9 1.590 694Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 9,539,400.00 1,8253137BJQ71 1.043 694Federal Home Loan Mtg Corp40295 3,132,363.23 3,147,683.62 05/25/20250.83007/24/2020 2,892,204.94 1,76630315EAA4 0.695 543Federal Home Loan Mtg Corp40328 4,500,000.00 4,937,850.00 12/25/20243.06212/28/2020 4,350,960.00 1,4583137BGK24 0.496 878Federal Home Loan Mtg Corp40342 3,732,418.83 3,750,722.61 11/25/20250.67001/22/2021 3,392,507.45 1,76830318CAA5 0.537 633Federal Home Loan Mtg Corp40356 4,583,176.29 4,922,331.34 03/25/20252.58802/22/2021 4,386,374.70 1,4923137FQ3W1 0.554 421Federal Home Loan Mtg Corp40605 9,660,734.63 9,415,062.14 08/25/20243.06410/12/2022 9,404,338.73 6833137FBTA4 4.546 1,455Federal Home Loan Mtg Corp40609 3,484,863.69 3,122,044.08 06/25/20272.08010/28/2022 3,134,774.28 1,70130329MAA0 4.989 1,455Federal Home Loan Mtg Corp40610 4,480,539.04 4,014,056.68 06/25/20272.08010/28/2022 4,030,424.09 1,70130329MAA0 4.989 694Federal Home Loan Mtg Corp40635 7,101,000.00 6,821,398.13 05/25/20252.77012/22/2022 6,773,927.94 8853137BJQ71 4.445 1,584Federal Home Loan Mtg Corp40647 20,000,000.00 19,909,375.00 11/01/20273.69001/24/2023 19,060,400.00 1,7423132XGRH1 3.821 1,516Federal Home Loan Mtg Corp40665 4,805,000.00 4,664,979.30 08/25/20273.28105/08/2023 4,504,591.40 1,5703137FBAJ5 3.997 1,584Federal Home Loan Mtg Corp40666 10,000,000.00 9,907,812.50 11/01/20273.69005/09/2023 9,530,200.00 1,6373132XGRH1 3.946 1,645Federal Home Loan Mtg Corp40672 6,700,000.00 6,614,156.25 01/01/20284.25005/25/2023 6,465,701.00 1,6823132XFLR7 4.597 482Federal Home Loan Mtg Corp40683 5,158,161.78 4,959,290.46 10/25/20242.25006/23/2023 4,927,591.95 49030312XAE7 5.576 366Federal National Mtg Assn40171 4,821,914.40 4,905,544.48 07/01/20242.42009/19/2019 4,649,145.21 1,7473140HUNV4 2.046 581Federal National Mtg Assn40202 7,747,000.00 7,899,519.06 02/01/20252.39002/03/2020 7,367,164.59 1,8253138L84Z4 1.991 550Federal National Mtg Assn40203 7,450,000.00 7,531,484.38 01/01/20252.24001/22/2020 7,080,554.50 1,8063140HWYW6 2.021 550Federal National Mtg Assn40209 1,000,000.00 1,023,750.00 01/01/20252.71001/17/2020 950,140.00 1,8113138LL3J2 2.223 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
RateMarket Value
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Mortgage Backed Securities
489Federal National Mtg Assn40225 3,500,000.00 3,577,656.25 11/01/20242.96002/05/2020 3,370,220.00 1,7313138L8CE2 2.482 633Federal National Mtg Assn40272 2,466,611.07 2,669,859.82 03/25/20252.96705/27/2020 2,355,292.91 1,7633136AL7K1 1.008 513Federal National Mtg Assn40327 2,522,029.76 2,710,374.94 11/25/20242.62412/22/2020 2,432,522.92 1,4343136AY6S7 0.543 1,029Federal National Mtg Assn40579 5,473,674.33 5,221,372.16 04/25/20262.46909/12/2022 5,126,588.64 1,3213136AR5S3 3.844 360Federal National Mtg Assn40614 4,438,372.49 4,318,050.99 06/25/20243.05610/31/2022 4,318,403.28 6033136AKQM8 4.805 550Federal National Mtg Assn40618 12,174,317.39 11,729,193.91 01/01/20252.92011/18/2022 11,676,144.32 7753138L8UV4 4.716 974Federal National Mtg Assn40667 3,919,407.12 3,854,645.04 03/01/20263.44005/09/2023 3,719,752.52 1,0273140HSZG9 4.440 159,001,670.81 1,444151,778,638.13159,381,812.21174,865,120.69Subtotal and Average 884 3.167 9722,844,978,805.73 2,927,546,615.55 530 3.1332,814,459,900.90 2,899,925,335.66Total and Average Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
RateMarket Value
June 30, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date

0.00 9722,844,978,805.73 2,927,546,615.55 530 3.133
0 0
507,353.96
507,353.96
507,353.96
507,353.96
Subtotal
Accrued Interest at PurchaseAverage Balance
2,814,967,254.86 2,900,432,689.62Total Cash and Investments Portfolio CITY
AP
Run Date: 07/03/2023 - 19:34 PM (PRF_PM2) 7.3.0

T HIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION E

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

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

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

T HIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
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
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 32936 003 5,000,000.00 -5,000,000.0004/11/2023PurchaseSTPOOL 0.24%CITY 32936 003 6,746.08 -6,746.0804/14/2023PurchaseSTPOOL 0.24%CITY 32936 003 10,000,000.00 -10,000,000.0004/28/2023PurchaseSTPOOL 0.24%CITY 32936 003 1,000,000.00 1,000,000.0004/07/2023RedemptionSTPOOL 0.24%CITY 32936 003 6,746.08 6,746.0804/14/2023InterestSTPOOL 0.24%CITY 36512 003 6,633.37 6,633.3705/02/2023InterestFederated GovtVP6000104 36512 003 0.75 0.7506/01/2023InterestFederated GovtVP6000104 37042 003 1,830,000.00 -1,830,000.0004/13/2023PurchaseSTPOOL 0.22%CSJFA 37042 003 6,746.08 -6,746.0804/14/2023PurchaseSTPOOL 0.22%CSJFA 37042 003 3,499,000.00 -3,499,000.0004/28/2023PurchaseSTPOOL 0.22%CSJFA 37042 003 1,000,000.00 1,000,000.0004/07/2023RedemptionSTPOOL 0.22%CSJFA 37042 003 6,746.08 6,746.0804/14/2023InterestSTPOOL 0.22%CSJFA 37624 003 4,000,000.00 4,000,000.00Maturity05/15/202305/15/2023RedemptionUNVHGR 3.297%91412HBK8 37624 003 65,940.00 65,940.0005/15/202305/15/2023InterestUNVHGR 3.297%91412HBK8 40013 003 381,250.00 381,250.0010/02/202304/02/2023InterestFEDERAL FARM CR3133EJD48 40049 003 265,000.00 265,000.0010/23/202304/23/2023InterestFFCB 2.65% MAT3133EJ5W5 40126 003 10,000,000.00 10,000,000.00Maturity06/19/202306/19/2023RedemptionIBRD 1.875% MAT459058GX5 40126 003 93,800.00 93,800.0006/19/202306/19/2023InterestIBRD 1.875% MAT459058GX5 40148 003 9,717.23 9,717.2307/25/202304/25/2023InterestFHLMC REMIC3137B4WB8 40148 003 1,034,906.37 1,034,906.3707/25/202304/25/2023RedemptionFHLMC REMIC3137B4WB8 40148 003 7,078.22 7,078.2207/25/202305/25/2023InterestFHLMC REMIC3137B4WB8 40148 003 713,587.79 713,587.7907/25/202305/25/2023RedemptionFHLMC REMIC3137B4WB8 40148 003 5,258.57 5,258.5707/25/202306/25/2023InterestFHLMC REMIC3137B4WB8 40148 003 1,836,295.59 1,836,295.5907/25/202306/25/2023RedemptionFHLMC REMIC3137B4WB8 40152 003 25,628.75 25,628.7512/01/202306/01/2023InterestPENNSYLVANIA ST70922PAK8 40153 003 18,190.00 18,190.0005/15/202405/15/2023InterestUNIVERSITY CALIF91412GVB8 40171 003 10,097.54 10,097.5407/01/202404/25/2023InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,683.90 7,683.9007/01/202404/25/2023RedemptionFNMA 2.42% MAT3140HUNV4 40171 003 9,756.32 9,756.3207/01/202405/25/2023InterestFNMA 2.42% MAT3140HUNV4 40171 003 8,194.35 8,194.3507/01/202405/25/2023RedemptionFNMA 2.42% MAT3140HUNV4 40171 003 10,064.45 10,064.4507/01/202406/25/2023InterestFNMA 2.42% MAT3140HUNV4 40171 003 7,733.40 7,733.4007/01/202406/25/2023RedemptionFNMA 2.42% MAT3140HUNV4 40173 003 8,096.58 8,096.5805/25/202404/25/2023InterestFRESB 2019-SB6530298LAA9 40173 003 7,541.80 7,541.8005/25/202404/25/2023RedemptionFRESB 2019-SB6530298LAA9 40173 003 8,084.07 8,084.0705/25/202405/25/2023InterestFRESB 2019-SB6530298LAA9 40173 003 8,213.91 8,213.9105/25/202405/25/2023RedemptionFRESB 2019-SB6530298LAA9 40173 003 8,070.45 8,070.4505/25/202406/25/2023InterestFRESB 2019-SB6530298LAA9 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40173 003 501,737.78 501,737.7805/25/202406/25/2023RedemptionFRESB 2019-SB6530298LAA9 40177 003 4,642.50 4,642.5005/01/202405/01/2023InterestWIS 1.857% MAT97705MNM3 40180 003 2,178.43 2,178.4307/25/202404/25/2023InterestFRESB 2019-SB6730314KAS2 40180 003 1,376.69 1,376.6907/25/202404/25/2023RedemptionFRESB 2019-SB6730314KAS2 40180 003 2,176.03 2,176.0307/25/202405/25/2023InterestFRESB 2019-SB6730314KAS2 40180 003 1,658.00 1,658.0007/25/202405/25/2023RedemptionFRESB 2019-SB6730314KAS2 40180 003 2,173.14 2,173.1407/25/202406/25/2023InterestFRESB 2019-SB6730314KAS2 40180 003 73,948.37 73,948.3707/25/202406/25/2023RedemptionFRESB 2019-SB6730314KAS2 40183 003 81,250.00 81,250.0010/15/202404/15/2023InterestFNMA 1.625% MAT3135G0W66 40189 003 1,788.00 1,788.0006/01/202304/25/2023InterestFN AL3876 2.791%3138ELJW4 40189 003 2,226.14 2,226.1406/01/202304/25/2023RedemptionFN AL3876 2.791%3138ELJW4 40189 003 1,725.87 1,725.8706/01/202305/25/2023InterestFN AL3876 2.791%3138ELJW4 40189 003 862,936.61 862,936.6106/01/202305/25/2023RedemptionFN AL3876 2.791%3138ELJW4 40190 003 78,887.59 78,887.59Sale01/18/202404/18/2023RedemptionHAROT 2019-4 A343813VAC2 40190 003 14.06 14.0601/18/202404/18/2023Cap G/LHAROT 2019-4 A343813VAC2 40190 003 120.32 120.3201/18/202404/18/2023InterestHAROT 2019-4 A343813VAC2 40201 003 93,500.00 93,500.0011/15/202405/15/2023InterestIADB 1.7% MAT45818WCS3 40202 003 15,943.76 15,943.7602/01/202504/25/2023InterestFN AM8039 2.39%3138L84Z4 40202 003 15,429.44 15,429.4402/01/202505/25/2023InterestFN AM8039 2.39%3138L84Z4 40202 003 15,943.76 15,943.7602/01/202506/25/2023InterestFN AM8039 2.39%3138L84Z4 40203 003 14,370.22 14,370.2201/01/202504/25/2023InterestFN BL5224 2.2403140HWYW6 40203 003 13,906.67 13,906.6701/01/202505/25/2023InterestFN BL5224 2.2403140HWYW6 40203 003 14,370.22 14,370.2201/01/202506/25/2023InterestFN BL5224 2.2403140HWYW6 40206 003 48,102.71 48,102.7108/01/202304/25/2023InterestFN AM3740 2.6103138L4EN9 40206 003 57,073.29 57,073.2908/01/202304/25/2023RedemptionFN AM3740 2.6103138L4EN9 40206 003 46,426.87 46,426.8708/01/202305/25/2023InterestFN AM3740 2.6103138L4EN9 40206 003 59,320.51 59,320.5108/01/202305/25/2023RedemptionFN AM3740 2.6103138L4EN9 40206 003 47,841.11 47,841.1108/01/202306/25/2023InterestFN AM3740 2.6103138L4EN9 40206 003 21,286,368.79 21,286,368.7908/01/202306/25/2023RedemptionFN AM3740 2.6103138L4EN9 40209 003 2,333.61 2,333.6101/01/202504/25/2023InterestFN AN8000 2.71%3138LL3J2 40209 003 2,258.33 2,258.3301/01/202505/25/2023InterestFN AN8000 2.71%3138LL3J2 40209 003 2,333.61 2,333.6101/01/202506/25/2023InterestFN AN8000 2.71%3138LL3J2 40214 003 434.82 434.8210/25/202304/25/2023InterestFRESB 2016-SB2430295NAE0 40214 003 556.32 556.3210/25/202304/25/2023RedemptionFRESB 2016-SB2430295NAE0 40214 003 433.87 433.8710/25/202305/25/2023InterestFRESB 2016-SB2430295NAE0 40214 003 598.88 598.8810/25/202305/25/2023RedemptionFRESB 2016-SB2430295NAE0 40214 003 432.85 432.8510/25/202306/25/2023InterestFRESB 2016-SB2430295NAE0 40214 003 560.76 560.7610/25/202306/25/2023RedemptionFRESB 2016-SB2430295NAE0 40225 003 8,921.11 8,921.1111/01/202404/25/2023InterestFN AM7268 2.960%3138L8CE2 40225 003 8,633.33 8,633.3311/01/202405/25/2023InterestFN AM7268 2.960%3138L8CE2 40225 003 8,921.11 8,921.1111/01/202406/25/2023InterestFN AM7268 2.960%3138L8CE2 40231 003 951.35 951.3505/25/202404/25/2023InterestFRESB 2019-SB6530298LAA9 40231 003 886.16 886.1605/25/202404/25/2023RedemptionFRESB 2019-SB6530298LAA9 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40231 003 949.88 949.8805/25/202405/25/2023InterestFRESB 2019-SB6530298LAA9 40231 003 965.13 965.1305/25/202405/25/2023RedemptionFRESB 2019-SB6530298LAA9 40231 003 948.28 948.2805/25/202406/25/2023InterestFRESB 2019-SB6530298LAA9 40231 003 58,954.19 58,954.1905/25/202406/25/2023RedemptionFRESB 2019-SB6530298LAA9 40243 003 84,375.00 84,375.0004/01/202504/01/2023InterestCALIFORNIA ST,13063DGB8 40246 003 9,390.00 9,390.0004/22/202504/22/2023InterestIBRD 0.625% MAT459058JB0 40252 003 59,031.00 59,031.00Sale08/15/202404/17/2023RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 11.81 11.8108/15/202404/17/2023Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 50,306.39 50,306.39Sale08/15/202405/15/2023RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 10.06 10.0608/15/202405/15/2023Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 53,196.30 53,196.30Sale08/15/202406/15/2023RedemptionTAOT 2020-B A3 1.3689239RAC0 40252 003 10.64 10.6408/15/202406/15/2023Cap G/LTAOT 2020-B A3 1.3689239RAC0 40252 003 300.44 300.4408/15/202404/15/2023InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 233.52 233.5208/15/202405/15/2023InterestTAOT 2020-B A3 1.3689239RAC0 40252 003 176.50 176.5008/15/202406/15/2023InterestTAOT 2020-B A3 1.3689239RAC0 40253 003 55,249.52 55,249.52Sale11/15/202404/17/2023RedemptionHART 2020-A A344891LAC7 40253 003 12.88 12.8811/15/202404/17/2023Cap G/LHART 2020-A A344891LAC7 40253 003 49,964.41 49,964.41Sale11/15/202405/15/2023RedemptionHART 2020-A A344891LAC7 40253 003 11.64 11.6411/15/202405/15/2023Cap G/LHART 2020-A A344891LAC7 40253 003 48,965.65 48,965.65Sale11/15/202406/15/2023RedemptionHART 2020-A A344891LAC7 40253 003 11.41 11.4111/15/202406/15/2023Cap G/LHART 2020-A A344891LAC7 40253 003 381.38 381.3811/15/202404/15/2023InterestHART 2020-A A344891LAC7 40253 003 316.45 316.4511/15/202405/15/2023InterestHART 2020-A A344891LAC7 40253 003 257.73 257.7311/15/202406/15/2023InterestHART 2020-A A344891LAC7 40261 003 35,000.00 35,000.0005/05/202505/05/2023InterestFHLMC 0.7% MAT3134GVQX9 40263 003 6,795,000.00 6,795,000.00Maturity05/11/202305/11/2023RedemptionAPPLE INC, SR NT037833DV9 40263 003 25,481.25 25,481.2505/11/202305/11/2023InterestAPPLE INC, SR NT037833DV9 40264 003 3,425,000.00 3,425,000.00Maturity04/01/202304/01/2023RedemptionTXS 3.823% MAT882722VK4 40264 003 65,468.88 65,468.8804/01/202304/01/2023InterestTXS 3.823% MAT882722VK4 40266 003 23,083.33 23,083.3305/25/202504/25/2023InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202505/25/2023InterestFHMS KPLB A3137BJQ71 40266 003 23,083.33 23,083.3305/25/202506/25/2023InterestFHMS KPLB A3137BJQ71 40270 003 79,205.19 79,205.19Sale07/15/202404/17/2023RedemptionHAROT 2020-2 A343813DAC2 40270 003 6.23 6.2307/15/202404/17/2023Cap G/LHAROT 2020-2 A343813DAC2 40270 003 71,174.08 71,174.08Sale07/15/202405/15/2023RedemptionHAROT 2020-2 A343813DAC2 40270 003 5.60 5.6007/15/202405/15/2023Cap G/LHAROT 2020-2 A343813DAC2 40270 003 69,101.19 69,101.19Sale07/15/202406/15/2023RedemptionHAROT 2020-2 A343813DAC2 40270 003 5.44 5.4407/15/202406/15/2023Cap G/LHAROT 2020-2 A343813DAC2 40270 003 271.53 271.5307/15/202404/15/2023InterestHAROT 2020-2 A343813DAC2 40270 003 217.40 217.4007/15/202405/15/2023InterestHAROT 2020-2 A343813DAC2 40270 003 168.76 168.7607/15/202406/15/2023InterestHAROT 2020-2 A343813DAC2 40271 003 10,000,000.00 10,000,000.00Maturity05/22/202305/22/2023RedemptionFNMA 0.25% MAT3135G04Q3 40271 003 12,500.00 12,500.0005/22/202305/22/2023InterestFNMA 0.25% MAT3135G04Q3 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40272 003 6,112.92 6,112.9203/25/202504/25/2023InterestFNA 2015-M5 A13136AL7K1 40272 003 3,850.40 3,850.4003/25/202504/25/2023RedemptionFNA 2015-M5 A13136AL7K1 40272 003 5,906.43 5,906.4303/25/202505/25/2023InterestFNA 2015-M5 A13136AL7K1 40272 003 4,066.32 4,066.3203/25/202505/25/2023RedemptionFNA 2015-M5 A13136AL7K1 40272 003 6,093.17 6,093.1703/25/202506/25/2023InterestFNA 2015-M5 A13136AL7K1 40272 003 3,876.92 3,876.9203/25/202506/25/2023RedemptionFNA 2015-M5 A13136AL7K1 40273 003 150,000.00 150,000.0006/18/202506/18/2023InterestFHLMC 0.75% MAT3134GVB49 40274 003 26,018,000.00 26,018,000.00Maturity04/11/202304/11/2023RedemptionWALMART INC, SR931142DH3 40274 003 331,729.50 331,729.5004/11/202304/11/2023InterestWALMART INC, SR931142DH3 40275 003 2,000,000.00 2,000,000.00Maturity06/08/202306/08/2023RedemptionPACCAR FINL CORP69371RQ82 40275 003 8,000.00 8,000.0006/08/202306/08/2023InterestPACCAR FINL CORP69371RQ82 40277 003 5,240.00 5,240.0011/01/202305/01/2023InterestVNTCTF 1.048% MAT923078CT4 40278 003 5,503.50 5,503.5011/01/202405/01/2023InterestVENTURA CNTY923078CU1 40282 003 29,000.00 29,000.0006/17/202406/17/2023InterestFFCB 0.58% MAT3133ELJ47 40283 003 10,000,000.00 10,000,000.00Maturity06/08/202306/08/2023RedemptionFEDERAL FARM CR3133ELG81 40283 003 15,000.00 15,000.0006/08/202306/08/2023InterestFEDERAL FARM CR3133ELG81 40288 003 25,000.00 25,000.0006/17/202506/17/2023InterestFNMA 0.5% MAT3135G04Z3 40293 003 4,165.00 4,165.0005/15/202405/15/2023InterestUNIVERSITY CALIF91412HFL2 40294 003 2,707.25 2,707.2505/15/202405/15/2023InterestUNIVERSITY CALIF91412HFL2 40295 003 2,176.39 2,176.3905/25/202504/25/2023InterestFRESB 2020-SB7630315EAA4 40295 003 4,632.11 4,632.1105/25/202504/25/2023RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,173.19 2,173.1905/25/202505/25/2023InterestFRESB 2020-SB7630315EAA4 40295 003 4,931.14 4,931.1405/25/202505/25/2023RedemptionFRESB 2020-SB7630315EAA4 40295 003 2,169.78 2,169.7805/25/202506/25/2023InterestFRESB 2020-SB7630315EAA4 40295 003 4,661.82 4,661.8205/25/202506/25/2023RedemptionFRESB 2020-SB7630315EAA4 40296 003 215,907.77 215,907.77Sale10/15/202404/17/2023RedemptionTMCC 0.44% MAT89237VAB5 40296 003 16.63 16.6310/15/202404/17/2023Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 188,340.75 188,340.75Sale10/15/202405/15/2023RedemptionTMCC 0.44% MAT89237VAB5 40296 003 14.50 14.5010/15/202405/15/2023Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 195,843.15 195,843.15Sale10/15/202406/15/2023RedemptionTMCC 0.44% MAT89237VAB5 40296 003 15.08 15.0810/15/202406/15/2023Cap G/LTMCC 0.44% MAT89237VAB5 40296 003 441.20 441.2010/15/202404/15/2023InterestTMCC 0.44% MAT89237VAB5 40296 003 362.03 362.0310/15/202405/15/2023InterestTMCC 0.44% MAT89237VAB5 40296 003 292.97 292.9710/15/202406/15/2023InterestTMCC 0.44% MAT89237VAB5 40303 003 5,000,000.00 5,000,000.00Maturity05/18/202305/18/2023RedemptionJPM 2.7 5/18/202346625HRL6 40303 003 67,500.00 67,500.0005/18/202305/18/2023InterestJPM 2.7 5/18/202346625HRL6 40311 003 27,500.00 27,500.0006/01/202506/01/2023InterestFLORIDA ST BRD ED34153QUD6 40312 003 16,800.00 16,800.0006/01/202506/01/2023InterestLAS 0.84% MAT546417DQ6 40313 003 9,750.00 9,750.0006/01/202406/01/2023InterestFLSEDU 0.39% MAT34153QUC8 40316 003 2,500.00 2,500.0010/16/202304/16/2023InterestFEDERAL HOME LN3137EAEY1 40317 003 21,300.00 21,300.0010/01/202504/01/2023InterestHAWAII ST,419792ZM1 40318 003 44,250.00 44,250.0011/01/202505/01/2023InterestCALIFORNIA ST13077DML3 40319 003 40,000.00 40,000.0010/01/202504/01/2023InterestTEXAS ST, TAXABLE882724RA7 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40321 003 17,000.00 17,000.0010/15/202404/15/2023InterestInter-American45818WCW4 40322 003 3,475.00 3,475.0011/01/202505/01/2023InterestMAS 0.69557582RK88 40323 003 5,297.63 5,297.6310/01/202504/01/2023InterestCALIFORNIA13034AL65 40324 003 9,779.23 9,779.2305/15/202505/15/2023InterestUNIVERSITY CALIF91412HGE7 40325 003 15,717.40 15,717.4005/15/202505/15/2023InterestUNIVERSITY CALIF91412HGE7 40326 003 44,150.00 44,150.0005/15/202505/15/2023InterestUNIVERSITY CALIF91412HGE7 40327 003 6,562.57 6,562.5711/25/202404/25/2023InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,906.00 1,906.0011/25/202404/25/2023RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 6,346.60 6,346.6011/25/202405/25/2023InterestFNA 2017-M15 AV23136AY6S7 40327 003 448,023.75 448,023.7511/25/202405/25/2023RedemptionFNA 2017-M15 AV23136AY6S7 40327 003 5,516.54 5,516.5411/25/202406/25/2023InterestFNA 2017-M15 AV23136AY6S7 40327 003 1,084.80 1,084.8011/25/202406/25/2023RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 11,482.50 11,482.5012/25/202404/25/2023InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202405/25/2023InterestFHMS K043 A2 3.0623137BGK24 40328 003 11,482.50 11,482.5012/25/202406/25/2023InterestFHMS K043 A2 3.0623137BGK24 40330 003 25,000.00 25,000.0012/23/202506/23/2023InterestFEDERAL FARM CR3133EMLR1 40332 003 18,168.75 18,168.7511/19/202405/19/2023InterestIFC 0.425% MAT45950VPG5 40333 003 25,000.00 25,000.0011/07/202505/07/2023InterestFEDERAL NATL MTG3135G06G3 40336 003 25,000.00 25,000.0010/28/202504/28/2023InterestIBRD 0.5% MAT459058JL8 40338 003 25,000.00 25,000.0010/28/202504/28/2023InterestIBRD 0.5% MAT459058JL8 40339 003 59,562.50 59,562.5011/25/202405/25/2023InterestIBRD 2.5% MAT459058DX8 40342 003 2,140.98 2,140.9811/25/202504/25/2023InterestFRESB 2021-SB8230318CAA5 40342 003 5,485.30 5,485.3011/25/202504/25/2023RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,137.92 2,137.9211/25/202505/25/2023InterestFRESB 2021-SB8230318CAA5 40342 003 91,174.66 91,174.6611/25/202505/25/2023RedemptionFRESB 2021-SB8230318CAA5 40342 003 2,087.02 2,087.0211/25/202506/25/2023InterestFRESB 2021-SB8230318CAA5 40342 003 5,520.51 5,520.5111/25/202506/25/2023RedemptionFRESB 2021-SB8230318CAA5 40343 003 30,905.00 30,905.0005/15/202505/15/2023InterestUNIVERSITY CALIF91412HGE7 40356 003 9,913.99 9,913.9903/25/202504/25/2023InterestFHMS KJ27 A2,3137FQ3W1 40356 003 4,397.09 4,397.0903/25/202504/25/2023RedemptionFHMS KJ27 A2,3137FQ3W1 40356 003 9,904.51 9,904.5103/25/202505/25/2023InterestFHMS KJ27 A2,3137FQ3W1 40356 003 4,894.02 4,894.0203/25/202505/25/2023RedemptionFHMS KJ27 A2,3137FQ3W1 40356 003 9,893.96 9,893.9603/25/202506/25/2023InterestFHMS KJ27 A2,3137FQ3W1 40356 003 4,438.17 4,438.1703/25/202506/25/2023RedemptionFHMS KJ27 A2,3137FQ3W1 40360 003 50,000.00 50,000.0004/20/202604/20/2023InterestFEDERAL AGRIC31422XCX8 40363 003 740.29 740.2904/25/2023InterestSTPOOL 0.33%COVID RELIEF 40409 003 100,000.00 100,000.0011/15/202405/15/2023InterestFEDERAL HOME3130APRF4 40410 003 24,900.00 24,900.0011/24/202305/24/2023InterestFEDERAL HOME3130APWP6 40415 003 2,963,000.00 2,963,000.00Maturity05/22/202305/22/2023RedemptionFNMA 0.25% MAT3135G04Q3 40415 003 3,703.75 3,703.7505/22/202305/22/2023InterestFNMA 0.25% MAT3135G04Q3 40417 003 8,312.50 8,312.5005/28/202405/30/2023InterestFEDERAL HOME3130APZU2 40421 003 10,218.75 10,218.7511/08/202405/08/2023InterestFEDERAL HOME3130APKF1 40422 003 9,843.75 9,843.7505/17/202405/17/2023InterestFEDERAL HOME3130APMH5 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40423 003 50,500.00 50,500.0012/02/202406/02/2023InterestFEDERAL FARM CR3133ENFZ8 40424 003 1,250,000.00 1,250,000.00Maturity05/18/202305/18/2023RedemptionFEDERAL FARM CR3133EMZP0 40424 003 875.00 875.0005/18/202305/18/2023InterestFEDERAL FARM CR3133EMZP0 40432 003 33,549.38 33,549.3812/15/202306/15/2023InterestMICROSOFT CORP,594918AW4 40435 003 46,702.50 46,702.5011/22/202305/22/2023InterestFEDERAL HOME3130APQU2 40445 003 21,235.50 21,235.5012/13/202306/13/2023InterestFEDERAL FARM CR3133ENGW4 40446 003 69,510.00 69,510.0011/18/202405/18/2023InterestFEDERAL HOME3130APS48 40449 003 133,957.50 133,957.5004/01/202604/01/2023InterestCALIFORNIA ST,13063DMA3 40467 003 14,062.50 14,062.5001/17/202506/17/2023InterestFEDERAL HOME3130AQCN1 40469 003 4,647.50 4,647.5009/29/202306/29/2023InterestFEDERAL HOME LN3134GXJH8 40472 003 62,500.00 62,500.0001/28/202504/28/2023InterestFEDERAL HOME3130AQQQ9 40475 003 22,500.00 22,500.0010/28/202504/28/2023InterestFEDERAL HOME3130AQMQ3 40477 003 62,500.00 62,500.0001/28/202504/28/2023InterestFEDERAL HOME3130AQQQ9 40478 003 35,156.25 35,156.2510/28/202404/28/2023InterestFEDERAL HOME3130AQMU4 40480 003 6,017.50 6,017.5010/12/202304/12/2023InterestFEDERAL FARM CR3133ENAL4 40487 003 104,025.00 104,025.0005/11/202405/11/2023InterestAPPLE INC, SR GLBL037833CU2 40490 003 32,000.00 32,000.0011/02/202305/02/2023InterestFEDERAL HOME LN3134GW6E1 40497 003 14,476.25 14,476.2512/27/202406/27/2023InterestFEDERAL HOME3130AR7C9 40501 003 1,696.50 1,696.5010/12/202304/12/2023InterestFEDERAL FARM CR3133ENAL4 40502 003 62,000.00 62,000.0012/09/202406/09/2023InterestFEDERAL HOME3130AMR53 40505 003 6,500.00 6,500.0010/27/202504/27/2023InterestFEDERAL HOME LN3134GW5R3 40509 003 29,280.00 29,280.0011/02/202305/02/2023InterestFEDERAL HOME LN3134GW6E1 40512 003 7,500.13 7,500.1311/22/202305/23/2023InterestFEDERAL HOME3130APWH4 40513 003 6,134.70 6,134.7012/13/202306/13/2023InterestFEDERAL FARM CR3133ENGW4 40514 003 1,549.05 1,549.0511/13/202305/13/2023InterestFFCB 0.23% MAT3133EMYW6 40517 003 12,000.00 12,000.0006/28/202406/28/2023InterestFEDERAL HOME3130AMU67 40521 003 36,480.00 36,480.0011/27/202305/30/2023InterestFEDERAL HOME3130APXH3 40523 003 325,000.00 325,000.0004/29/202704/29/2023InterestFEDERAL HOME3130ARVJ7 40524 003 309,000.00 309,000.0010/20/202504/20/2023InterestFEDERAL FARM CR3133ENUZ1 40525 003 137,500.00 137,500.0004/29/202504/29/2023InterestFHLMC 2.5% MAT3134GXSF2 40526 003 365,000.00 365,000.0010/27/202604/27/2023InterestFEDERAL FARM CR3133ENVK3 40527 003 8,912.50 8,912.5011/24/202305/24/2023InterestFEDERAL HOME3130APM44 40528 003 62,500.00 62,500.0011/03/202505/03/2023InterestMICROSOFT CORP,594918BJ2 40529 003 174,168.75 174,168.7510/27/202304/27/2023InterestFEDERAL HOME3130ARR86 40531 003 172,378.13 172,378.1312/08/202306/08/2023InterestFEDERAL HOME3130A0F70 40532 003 4,312.50 4,312.5011/22/202305/22/2023InterestFEDERAL HOME3130APQJ7 40533 003 22,500.00 22,500.0011/22/202305/23/2023InterestFEDERAL HOME3130APWH4 40536 003 2,635,000.00 2,635,000.00Maturity05/26/202305/26/2023RedemptionFEDERAL HOME LN3134G3X54 40536 003 26,350.00 26,350.0005/26/202305/26/2023InterestFEDERAL HOME LN3134G3X54 40537 003 9,305,000.00 9,305,000.00Maturity05/12/202305/12/2023RedemptionFHLB 2.125% MAT3130AS3T46 40537 003 98,865.63 98,865.6305/12/202305/12/2023InterestFHLB 2.125% MAT3130AS3T46 40538 003 6,975.00 6,975.0011/24/202305/24/2023InterestIBRD 0.25% MAT459058JM6 40539 003 50,813.75 50,813.7511/24/202305/24/2023InterestFEDERAL HOME3130AS2M0 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40542 003 33,750.00 33,750.0011/24/202305/24/2023InterestFEDERAL HOME3130AS3J6 40543 003 4,885,000.00 4,885,000.00Maturity05/26/202305/26/2023RedemptionFEDERAL HOME3130AS4H9 40543 003 54,956.25 54,956.2505/26/202305/26/2023InterestFEDERAL HOME3130AS4H9 40544 003 54,450.00 54,450.0005/17/202405/17/2023InterestFEDERAL HOME3130ARVT5 40545 003 62,500.00 62,500.0011/27/202405/30/2023InterestFEDERAL HOME3130AMNR9 40546 003 40,000.00 40,000.0006/28/202406/28/2023InterestFEDERAL HOME3130AMU67 40547 003 75,000.00 75,000.0011/22/202305/23/2023InterestFEDERAL HOME3130APWH4 40550 003 89,700.00 89,700.0006/01/202706/01/2023InterestFEDERAL FARM CR3133ENYA2 40551 003 202,187.50 202,187.5005/12/202505/12/2023InterestFEDERAL HOME LN3134GXRL0 40552 003 124,670.00 124,670.0010/25/202404/25/2023InterestFEDERAL HOME3130ARMT5 40553 003 10,000,000.00 10,000,000.00Maturity05/11/202305/11/2023RedemptionAPPLE INC, SR NT037833DV9 40553 003 37,500.00 37,500.0005/11/202305/11/2023InterestAPPLE INC, SR NT037833DV9 40554 003 37,187.55 37,187.5512/20/202306/20/2023InterestFEDERAL AGRIC31422XRQ7 40555 003 1,540,000.00 1,540,000.00Maturity06/16/202306/16/2023RedemptionFEDERAL HOME3130ASD30 40555 003 17,633.00 17,633.0006/16/202306/16/2023InterestFEDERAL HOME3130ASD30 40556 003 87,734.38 87,734.3806/28/202406/28/2023InterestFEDERAL HOME LN3134GXYM0 40558 003 105,125.00 105,125.0012/29/202306/29/2023InterestFHLMC 2.9% MAT3134GXYT5 40559 003 65,250.00 65,250.0012/29/202306/29/2023InterestFHLMC 2.9% MAT3134GXYT5 40560 003 17,968.75 17,968.7506/14/202406/14/2023InterestFEDERAL HOME3130AS6D6 40561 003 1,383.75 1,383.7510/05/202304/05/2023InterestFEDERAL FARM CR3133EMBQ4 40566 003 425,376.09 -425,376.0904/03/2023PurchaseCAMP 1.27%CAMP 40566 003 13,987,000.00 -13,987,000.0004/03/2023PurchaseCAMP 1.27%CAMP 40566 003 4,066,000.00 -4,066,000.0004/04/2023PurchaseCAMP 1.27%CAMP 40566 003 8,216,000.00 -8,216,000.0004/06/2023PurchaseCAMP 1.27%CAMP 40566 003 13,724,000.00 -13,724,000.0004/11/2023PurchaseCAMP 1.27%CAMP 40566 003 31,604,000.00 -31,604,000.0004/14/2023PurchaseCAMP 1.27%CAMP 40566 003 4,927,000.00 -4,927,000.0004/17/2023PurchaseCAMP 1.27%CAMP 40566 003 4,222,000.00 -4,222,000.0004/18/2023PurchaseCAMP 1.27%CAMP 40566 003 14,465,000.00 -14,465,000.0004/24/2023PurchaseCAMP 1.27%CAMP 40566 003 10,838,000.00 -10,838,000.0004/25/2023PurchaseCAMP 1.27%CAMP 40566 003 2,177,000.00 -2,177,000.0004/26/2023PurchaseCAMP 1.27%CAMP 40566 003 2,405,000.00 -2,405,000.0004/27/2023PurchaseCAMP 1.27%CAMP 40566 003 90,000,000.00 -90,000,000.0004/28/2023PurchaseCAMP 1.27%CAMP 40566 003 411,556.29 -411,556.2905/01/2023PurchaseCAMP 1.27%CAMP 40566 003 4,814,000.00 -4,814,000.0005/01/2023PurchaseCAMP 1.27%CAMP 40566 003 11,379,000.00 -11,379,000.0005/02/2023PurchaseCAMP 1.27%CAMP 40566 003 2,849,000.00 -2,849,000.0005/03/2023PurchaseCAMP 1.27%CAMP 40566 003 5,522,000.00 -5,522,000.0005/04/2023PurchaseCAMP 1.27%CAMP 40566 003 5,863,000.00 -5,863,000.0005/10/2023PurchaseCAMP 1.27%CAMP 40566 003 21,446,000.00 -21,446,000.0005/11/2023PurchaseCAMP 1.27%CAMP 40566 003 20,531,000.00 -20,531,000.0005/16/2023PurchaseCAMP 1.27%CAMP 40566 003 20,916,000.00 -20,916,000.0005/17/2023PurchaseCAMP 1.27%CAMP 40566 003 2,024,000.00 -2,024,000.0005/18/2023PurchaseCAMP 1.27%CAMP 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40566 003 13,813,000.00 -13,813,000.0005/22/2023PurchaseCAMP 1.27%CAMP 40566 003 5,862,000.00 -5,862,000.0005/25/2023PurchaseCAMP 1.27%CAMP 40566 003 26,635,000.00 -26,635,000.0005/30/2023PurchaseCAMP 1.27%CAMP 40566 003 678,949.81 -678,949.8106/01/2023PurchaseCAMP 1.27%CAMP 40566 003 2,110,000.00 -2,110,000.0006/06/2023PurchaseCAMP 1.27%CAMP 40566 003 7,160,000.00 -7,160,000.0006/07/2023PurchaseCAMP 1.27%CAMP 40566 003 19,935,000.00 -19,935,000.0006/08/2023PurchaseCAMP 1.27%CAMP 40566 003 4,571,000.00 -4,571,000.0006/13/2023PurchaseCAMP 1.27%CAMP 40566 003 3,395,000.00 -3,395,000.0006/15/2023PurchaseCAMP 1.27%CAMP 40566 003 19,273,000.00 -19,273,000.0006/20/2023PurchaseCAMP 1.27%CAMP 40566 003 7,448,000.00 -7,448,000.0006/22/2023PurchaseCAMP 1.27%CAMP 40566 003 19,902,000.00 -19,902,000.0006/23/2023PurchaseCAMP 1.27%CAMP 40566 003 55,455,000.00 -55,455,000.0006/26/2023PurchaseCAMP 1.27%CAMP 40566 003 44,578,000.00 -44,578,000.0006/27/2023PurchaseCAMP 1.27%CAMP 40566 003 4,044,000.00 -4,044,000.0006/28/2023PurchaseCAMP 1.27%CAMP 40566 003 9,560,000.00 -9,560,000.0006/29/2023PurchaseCAMP 1.27%CAMP 40566 003 15,335,000.00 15,335,000.0004/05/2023RedemptionCAMP 1.27%CAMP 40566 003 46,671,000.00 46,671,000.0004/10/2023RedemptionCAMP 1.27%CAMP 40566 003 4,273,000.00 4,273,000.0004/12/2023RedemptionCAMP 1.27%CAMP 40566 003 14,707,000.00 14,707,000.0004/19/2023RedemptionCAMP 1.27%CAMP 40566 003 32,875,000.00 32,875,000.0004/21/2023RedemptionCAMP 1.27%CAMP 40566 003 40,565,000.00 40,565,000.0005/05/2023RedemptionCAMP 1.27%CAMP 40566 003 7,508,000.00 7,508,000.0005/08/2023RedemptionCAMP 1.27%CAMP 40566 003 11,991,000.00 11,991,000.0005/09/2023RedemptionCAMP 1.27%CAMP 40566 003 14,031,000.00 14,031,000.0005/12/2023RedemptionCAMP 1.27%CAMP 40566 003 13,944,000.00 13,944,000.0005/15/2023RedemptionCAMP 1.27%CAMP 40566 003 13,968,000.00 13,968,000.0005/17/2023RedemptionCAMP 1.27%CAMP 40566 003 34,645,000.00 34,645,000.0005/19/2023RedemptionCAMP 1.27%CAMP 40566 003 3,101,000.00 3,101,000.0005/23/2023RedemptionCAMP 1.27%CAMP 40566 003 36,454,000.00 36,454,000.0005/24/2023RedemptionCAMP 1.27%CAMP 40566 003 4,050,000.00 4,050,000.0005/26/2023RedemptionCAMP 1.27%CAMP 40566 003 12,932,000.00 12,932,000.0005/31/2023RedemptionCAMP 1.27%CAMP 40566 003 8,855,000.00 8,855,000.0006/01/2023RedemptionCAMP 1.27%CAMP 40566 003 64,464,000.00 64,464,000.0006/02/2023RedemptionCAMP 1.27%CAMP 40566 003 740,000.00 740,000.0006/05/2023RedemptionCAMP 1.27%CAMP 40566 003 14,707,000.00 14,707,000.0006/09/2023RedemptionCAMP 1.27%CAMP 40566 003 1,581,000.00 1,581,000.0006/12/2023RedemptionCAMP 1.27%CAMP 40566 003 22,757,000.00 22,757,000.0006/14/2023RedemptionCAMP 1.27%CAMP 40566 003 28,311,000.00 28,311,000.0006/16/2023RedemptionCAMP 1.27%CAMP 40566 003 22,364,000.00 22,364,000.0006/21/2023RedemptionCAMP 1.27%CAMP 40566 003 6,768,000.00 6,768,000.0006/30/2023RedemptionCAMP 1.27%CAMP 40566 003 425,376.09 425,376.0904/03/2023InterestCAMP 1.27%CAMP 40566 003 411,556.29 411,556.2905/01/2023InterestCAMP 1.27%CAMP 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40566 003 678,949.81 678,949.8106/01/2023InterestCAMP 1.27%CAMP 40576 003 91,195.00 91,195.0011/01/202305/01/2023InterestOHS 2.3% MAT677522SQ8 40579 003 11,984.94 11,984.9404/25/202604/25/2023InterestFNA 2016-M5 A23136AR5S3 40579 003 11,984.94 11,984.9404/25/202605/25/2023InterestFNA 2016-M5 A23136AR5S3 40579 003 342,463.81 342,463.8104/25/202605/25/2023RedemptionFNA 2016-M5 A23136AR5S3 40579 003 11,280.32 11,280.3204/25/202606/25/2023InterestFNA 2016-M5 A23136AR5S3 40579 003 8,861.86 8,861.8604/25/202606/25/2023RedemptionFNA 2016-M5 A23136AR5S3 40581 003 66,143.75 66,143.7510/01/202604/01/2023InterestCALIFORNIA ST,13063DRD2 40582 003 30,000,000.00 30,000,000.00Maturity06/30/202306/30/2023RedemptionUNITED STATES912828S35 40582 003 206,250.00 206,250.0006/30/202306/30/2023InterestUNITED STATES912828S35 40584 003 20,000,000.00 20,000,000.00Maturity06/30/202306/30/2023RedemptionUNITED STATES912828S35 40584 003 137,500.00 137,500.0006/30/202306/30/2023InterestUNITED STATES912828S35 40588 003 25,000,000.00 25,000,000.00Maturity06/30/202306/30/2023RedemptionRY 4.53% MAT78015JEW3 40588 003 890,270.83 890,270.8306/30/202306/30/2023InterestRY 4.53% MAT78015JEW3 40590 003 25,000,000.00 25,000,000.00Maturity06/30/202306/30/2023RedemptionTD 4.62% MAT89115BVJ6 40590 003 901,541.68 901,541.6806/30/202306/30/2023InterestTD 4.62% MAT89115BVJ6 40595 003 13,245.00 13,245.0005/15/202505/15/2023InterestUNIVERSITY CALIF91412HGE7 40602 003 123,750.00 123,750.0010/03/202504/03/2023InterestPACCAR FINANCIAL69371RS23 40602 003 2,750.00 -2,750.00 0.0010/03/202504/03/2023Accr IntPACCAR FINANCIAL69371RS23 40604 003 50,000,000.00 50,000,000.00Maturity06/30/202306/30/2023RedemptionTMCC ZERO CPN89233HTW4 40605 003 24,774.17 24,774.1708/25/202404/25/2023InterestFHLMC 3.064% MAT3137FBTA4 40605 003 13,619.90 13,619.9008/25/202404/25/2023RedemptionFHLMC 3.064% MAT3137FBTA4 40605 003 24,739.40 24,739.4008/25/202405/25/2023InterestFHLMC 3.064% MAT3137FBTA4 40605 003 14,606.90 14,606.9008/25/202405/25/2023RedemptionFHLMC 3.064% MAT3137FBTA4 40605 003 24,702.10 24,702.1008/25/202406/25/2023InterestFHLMC 3.064% MAT3137FBTA4 40605 003 13,717.00 13,717.0008/25/202406/25/2023RedemptionFHLMC 3.064% MAT3137FBTA4 40607 003 218,750.00 218,750.0010/17/202404/17/2023InterestFEDERAL FARM CR3133ENS43 40609 003 6,050.70 6,050.7006/25/202704/25/2023InterestFHLMC 2.08% MAT30329MAA0 40609 003 1,766.14 1,766.1406/25/202704/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40609 003 6,047.64 6,047.6406/25/202705/25/2023InterestFHLMC 2.08% MAT30329MAA0 40609 003 1,888.38 1,888.3806/25/202705/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40609 003 6,044.36 6,044.3606/25/202706/25/2023InterestFHLMC 2.08% MAT30329MAA0 40609 003 2,269.66 2,269.6606/25/202706/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 7,779.47 7,779.4706/25/202704/25/2023InterestFHLMC 2.08% MAT30329MAA0 40610 003 2,270.75 2,270.7506/25/202704/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 7,775.53 7,775.5306/25/202705/25/2023InterestFHLMC 2.08% MAT30329MAA0 40610 003 2,427.91 2,427.9106/25/202705/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 7,771.32 7,771.3206/25/202706/25/2023InterestFHLMC 2.08% MAT30329MAA0 40610 003 2,918.14 2,918.1406/25/202706/25/2023RedemptionFHLMC 2.08% MAT30329MAA0 40611 003 32,872.91 32,872.9102/06/202505/06/2023InterestFARMER MAC FLT31315PF38 40612 003 38,440.83 38,440.8304/22/202504/22/2023InterestFARMER MAC FLT31315P6T1 40613 003 247,500.00 247,500.0010/03/202504/03/2023InterestPACCAR FINANCIAL69371RS23 40613 003 34,375.00 -34,375.00 0.0010/03/202504/03/2023Accr IntPACCAR FINANCIAL69371RS23 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40614 003 11,378.35 11,378.3506/25/202404/25/2023InterestFNA 2014-M8 A23136AKQM8 40614 003 9,648.38 9,648.3806/25/202404/25/2023RedemptionFNA 2014-M8 A23136AKQM8 40614 003 11,353.78 11,353.7806/25/202405/25/2023InterestFNA 2014-M8 A23136AKQM8 40614 003 10,192.38 10,192.3806/25/202405/25/2023RedemptionFNA 2014-M8 A23136AKQM8 40614 003 11,327.83 11,327.8306/25/202406/25/2023InterestFNA 2014-M8 A23136AKQM8 40614 003 9,726.13 9,726.1306/25/202406/25/2023RedemptionFNA 2014-M8 A23136AKQM8 40615 003 118,750.00 118,750.0011/03/202305/03/2023InterestFEDERAL HOME3130ATUP0 40615 003 659.72 -659.72 0.0011/03/202305/03/2023Accr IntFEDERAL HOME3130ATUP0 40616 003 122,900.00 122,900.0011/15/202705/15/2023InterestIFC 5.% MAT45950VRK4 40618 003 30,775.28 30,775.2801/01/202504/25/2023InterestFN AM7795 2.92%3138L8UV4 40618 003 21,215.71 21,215.7101/01/202504/25/2023RedemptionFN AM7795 2.92%3138L8UV4 40618 003 29,730.90 29,730.9001/01/202505/25/2023InterestFN AM7795 2.92%3138L8UV4 40618 003 22,510.36 22,510.3601/01/202505/25/2023RedemptionFN AM7795 2.92%3138L8UV4 40618 003 30,665.33 30,665.3301/01/202506/25/2023InterestFN AM7795 2.92%3138L8UV4 40618 003 21,351.96 21,351.9601/01/202506/25/2023RedemptionFN AM7795 2.92%3138L8UV4 40620 003 106,083.34 106,083.3410/01/202604/01/2023InterestCALIFORNIA ST,13063D3A4 40621 003 31,729.73 31,729.7311/01/202705/01/2023InterestVENTURA CNTY923078CX5 40621 003 3,525.53 -3,525.53 0.0011/01/202705/01/2023Accr IntVENTURA CNTY923078CX5 40622 003 246,000.00 246,000.0011/28/202305/30/2023InterestFAMC 4.92% MAT31422XR38 40623 003 12,462.25 12,462.2512/01/202506/01/2023InterestCALIFORNIA ST13067WRC8 40625 003 131,250.00 131,250.0012/31/202306/30/2023InterestUNITED STATES9128285U0 40626 003 150,107.92 150,107.9210/01/202604/01/2023InterestCALIFORNIA ST,13063D3A4 40626 003 23,524.38 -23,524.38 0.0010/01/202604/01/2023Accr IntCALIFORNIA ST,13063D3A4 40631 003 62,500.00 62,500.0011/01/202605/01/2023InterestHONEYWELL INTL438516BL9 40631 003 14,583.33 -14,583.33 0.0011/01/202605/01/2023Accr IntHONEYWELL INTL438516BL9 40632 003 68,750.00 68,750.0004/30/202504/30/2023InterestPEPSICO INC, SR NT713448CT3 40632 003 17,187.50 -17,187.50 0.0004/30/202504/30/2023Accr IntPEPSICO INC, SR NT713448CT3 40633 003 81,250.00 81,250.0005/16/202705/16/2023InterestBANK NEW YORK06406RAD9 40633 003 13,090.28 -13,090.28 0.0005/16/202705/16/2023Accr IntBANK NEW YORK06406RAD9 40635 003 16,391.47 16,391.4705/25/202504/25/2023InterestFHMS KPLB A3137BJQ71 40635 003 16,391.47 16,391.4705/25/202505/25/2023InterestFHMS KPLB A3137BJQ71 40635 003 16,391.47 16,391.4705/25/202506/25/2023InterestFHMS KPLB A3137BJQ71 40636 003 12,815.40 12,815.4005/15/202705/15/2023InterestUNIVERSITY CALIF91412HJN4 40636 003 3,488.64 -3,488.64 0.0005/15/202705/15/2023Accr IntUNIVERSITY CALIF91412HJN4 40647 003 63,550.00 63,550.0011/01/202704/26/2023InterestFR WN2287 3.69%3132XGRH1 40647 003 61,500.00 61,500.0011/01/202705/25/2023InterestFR WN2287 3.69%3132XGRH1 40647 003 63,550.00 63,550.0011/01/202706/25/2023InterestFR WN2287 3.69%3132XGRH1 40650 003 10,000,000.00 10,000,000.00Maturity06/20/202306/20/2023RedemptionFHLB ZERO CPN313384HC6 40660 003 17,087,065.63 -17,087,065.6309/17/202604/05/2023PurchaseWALMART INC, NT931142ER0 40661 003 12,796,526.47 -12,796,526.4708/08/202304/11/2023PurchaseUSTR DISC NOTE912797GF8 40662 003 4,451,819.44 -4,451,819.4402/10/202704/12/2023PurchaseIBRD 0.85 02/10/2027459058JT1 40663 003 9,837,036.11 -9,837,036.1108/15/202304/18/2023PurchaseUNITED STATES912797GG6 40664 003 8,885,972.22 -8,885,972.2202/10/202704/24/2023PurchaseIBRD 0.85 02/10/2027459058JT1 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40665 003 4,668,044.76 -4,668,044.7608/25/202705/08/2023PurchaseFHLMC 3.281% MAT3137FBAJ5 40665 003 -3,065.46 -3,065.4608/25/202706/25/2023InterestFHLMC 3.281% MAT3137FBAJ5 40665 003 13,137.67 13,137.6708/25/202706/25/2023InterestFHLMC 3.281% MAT3137FBAJ5 40666 003 9,916,012.50 -9,916,012.5011/01/202705/09/2023PurchaseFR WN2287 3.69%3132XGRH1 40666 003 31,775.00 31,775.0011/01/202706/25/2023InterestFR WN2287 3.69%3132XGRH1 40666 003 -8,200.00 -8,200.0011/01/202706/25/2023InterestFR WN2287 3.69%3132XGRH1 40667 003 3,862,820.95 -3,862,820.9503/01/202605/09/2023PurchaseFNMA 3.44% MAT3140HSZG9 40667 003 11,625.74 11,625.7403/01/202606/25/2023InterestFNMA 3.44% MAT3140HSZG9 40667 003 5,262.68 5,262.6803/01/202606/25/2023RedemptionFNMA 3.44% MAT3140HSZG9 40667 003 -3,000.19 -3,000.1903/01/202606/25/2023InterestFNMA 3.44% MAT3140HSZG9 40668 003 13,645,440.45 -13,645,440.4507/01/202505/18/2023PurchaseUNIVERSITY CALIF91412GU94 40669 003 1,904,506.50 -1,904,506.5003/15/202805/18/2023PurchaseNEW YORK ST64990FY57 40670 003 13,999,680.80 -13,999,680.8006/15/202605/24/2023PurchaseHALST 2023-B A3448980AD4 40670 003 42,058.34 42,058.3406/15/202606/15/2023InterestHALST 2023-B A3448980AD4 40671 003 9,999,441.00 -9,999,441.0002/15/202805/23/2023PurchaseTAOT 2023-B A3 891941AD8 40671 003 28,783.33 28,783.3302/15/202806/15/2023InterestTAOT 2023-B A3 891941AD8 40672 003 6,633,139.58 -6,633,139.5801/01/202805/25/2023PurchaseFHLMC 4.25% MAT3132XFLR7 40672 003 24,520.14 24,520.1401/01/202806/25/2023InterestFHLMC 4.25% MAT3132XFLR7 40672 003 -18,983.33 -18,983.3301/01/202806/25/2023InterestFHLMC 4.25% MAT3132XFLR7 40673 003 24,155,141.11 -24,155,141.1111/26/202505/24/2023PurchaseFEDERAL HOME3130APZK4 40673 003 154,700.00 154,700.0011/26/202505/26/2023InterestFEDERAL HOME3130APZK4 40673 003 152,981.11 -152,981.11 0.0011/26/202505/26/2023Accr IntFEDERAL HOME3130APZK4 40674 003 9,998,380.00 -9,998,380.0011/15/202705/30/2023PurchaseHAROT 2023-2 A3437927AC0 40674 003 20,541.67 20,541.6711/15/202706/15/2023InterestHAROT 2023-2 A3437927AC0 40675 003 7,282,223.92 -7,282,223.9203/15/202405/26/2023PurchaseNEW YORK ST64990FX90 40676 003 12,731,020.57 -12,731,020.5704/15/202606/01/2023PurchaseTAOT 2021-D A3 89238JAC9 40676 003 7,878.05 7,878.0504/15/202606/15/2023InterestTAOT 2021-D A3 89238JAC9 40676 003 4,201.62 -4,201.62 0.0004/15/202606/15/2023Accr IntTAOT 2021-D A3 89238JAC9 40677 003 23,738,116.67 -23,738,116.6712/23/202406/01/2023PurchaseFEDERAL HOME3130AQ4B6 40677 003 150,000.00 150,000.0012/23/202406/23/2023InterestFEDERAL HOME3130AQ4B6 40677 003 131,666.67 -131,666.67 0.0012/23/202406/23/2023Accr IntFEDERAL HOME3130AQ4B6 40678 003 4,195,455.55 -4,195,455.5503/15/202706/02/2023PurchaseMARYLAND ST,574193WF1 40679 003 8,095,901.50 -8,095,901.5009/24/202506/02/2023PurchaseFEDERAL HOME3130ARCZ2 40680 003 7,640,374.55 -7,640,374.5511/25/202506/02/2023PurchaseFHLMC 0.625% MAT3134GXCS1 40681 003 2,282,255.37 -2,282,255.3708/01/202706/05/2023PurchaseHAWAII ST,419792G34 40682 003 6,563,221.62 -6,563,221.6202/15/202806/09/2023PurchaseNEW YORK ST64990FS96 40683 003 4,966,382.93 -4,966,382.9310/25/202406/23/2023PurchaseFRESB 2019-SB69,30312XAE7 40684 003 7,405,576.80 -7,405,576.8008/01/202506/12/2023PurchaseHAWAII ST,419792F92 40686 003 19,786,144.44 -19,786,144.4409/07/202306/23/2023PurchaseUNITED STATES912796YH6 40687 003 49,862,361.11 -49,862,361.1107/13/202306/23/2023PurchaseUNITED STATES912796XQ7 40688 003 19,930,972.22 -19,930,972.2207/18/202306/23/2023PurchaseUNITED STATES912797FY8 40689 003 29,719,716.67 -29,719,716.6708/29/202306/23/2023PurchaseUNITED STATES912797GJ0 40690 003 49,357,500.00 -49,357,500.0009/21/202306/23/2023PurchaseUNITED STATES912796CR8 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

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40691 003 19,661,077.78 -19,661,077.7810/19/202306/23/2023PurchaseUNITED STATES912797FB8 Totals for General Pool 986,633,703.57 778,663,338.54 13,082,034.44 -194,888,330.59 40162 501 34,263.18 34,263.1804/03/2023InterestAllspring Govt MoneyVP4560000 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

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

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

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
8,500,000.00 2.160 09/24/2025 8,076,515.468,061,221.50 34,680.0006/02/2023 4.53709/24 - 03/24FHLB406793130ARCZ2 MC1003 8,375,000.00 0.625 11/25/2025 7,663,246.627,639,356.75 1,017.8006/02/2023 4.40211/25 - 05/25FHLMC406803134GXCS1 MC1003 Subtotal 15,739,762.0815,700,578.25 35,697.8016,875,000.00 Purchased from: FHN Financial
26,000,000.00 1.190 11/26/2025 24,084,111.3124,002,160.00 Received05/24/2023 4.46605/26 - 11/26FHLB406733130APZK4 MC1003 Subtotal 24,084,111.3124,002,160.00 0.0026,000,000.00
Purchased from: Piper Sandler & Co.
4,805,000.00 3.281 08/25/2027 4,664,979.304,664,979.30 Received05/08/2023 3.99706/25 - MonthlyFHLMC406653137FBAJ5 GN4003 10,000,000.00 3.690 11/01/2027 9,907,812.509,907,812.50 Received05/09/2023 3.94606/25 - MonthlyFHLMC406663132XGRH1 GN4003 3,924,669.80 3.440 03/01/2026 3,854,645.043,859,820.76 Received05/09/2023 4.44006/25 - MonthlyFNMA406673140HSZG9 GN4003 7,975,000.00 1.033 08/01/2025 7,390,408.657,375,599.00 29,977.8006/12/2023 4.77508/01 - 02/01HIS40684419792F92 MUN003 5,158,161.78 2.250 10/25/2024 4,959,290.464,959,290.46 7,092.4706/23/2023 5.57607/25 - MonthlyFHLMC4068330312XAE7 GN4003 Subtotal 30,777,135.9530,767,502.02 37,070.2731,862,831.58 Purchased from: RBC Capital Markets
10,000,000.00 4.710 02/15/2028 9,999,453.489,999,441.0005/23/2023 4.75906/15 -TMCC40671891941AD8 MC6003 14,000,000.00 5.150 06/15/2026 13,999,691.5313,999,680.8005/24/2023 5.20706/15 -HALST40670448980AD4 MC6003 Subtotal 23,999,145.0123,999,121.80 0.0024,000,000.00
Purchased from: Raymond James & Associates
18,875,000.00 1.050 09/17/2026 17,201,644.6317,077,156.25 9,909.3804/05/2023 4.03509/17 - 03/17WMT40660931142ER0 MTN003 5,000,000.00 0.850 02/10/2027 4,476,346.524,444,500.00 7,319.4404/12/2023 4.01008/10 - 02/10IBRD40662459058JT1 MC2003 10,000,000.00 0.850 02/10/2027 8,923,998.178,868,500.00 17,472.2204/24/2023 4.10008/10 - 02/10IBRD40664459058JT1 MC2003 2,000,000.00 3.059 03/15/2028 1,896,429.021,893,800.00 10,706.5005/18/2023 4.28809/15 - 03/15NYSPIT4066964990FY57 MUN003 13,815,000.00 3.063 07/01/2025 13,503,038.1113,484,407.05 161,033.4005/18/2023 4.25407/01 - 01/01UNVHGR4066891412GU94 MUN003 7,415,000.00 2.319 03/15/2024 7,268,498.077,248,310.80 33,913.1205/26/2023 5.21009/15 - 03/15NYSPIT4067564990FX90 MUN003 4,180,000.00 4.050 03/15/2027 4,166,131.294,165,829.80 29,625.7506/02/2023 4.14609/15 - 03/15MDS40678574193WF1 MUN003 7,075,000.00 2.657 02/15/2028 6,511,148.526,503,693.75 59,527.8706/09/2023 4.59208/15 - 02/15NYSPIT4068264990FS96 MUN003 Subtotal 63,947,234.3363,686,197.65 329,507.6868,360,000.00 Purchased from: UBS Financial Services
10,000,000.00 4.930 08/15/2023 9,938,375.009,837,036.1104/18/2023 5.09508/15 - At MaturityUSTR40663912797GG6 ATD003 20,000,000.00 5.065 09/07/2023 19,808,655.5519,786,144.4406/23/2023 5.19109/07 - At MaturityUSTR40686912796YH6 ATD003 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
at PurchasePayment Periods
April 1, 2023 - June 30, 2023
Purchases Report
City of San Jose
DateCUSIP Investment # Issuer
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: UBS Financial Services
50,000,000.00 4.955 07/13/2023 49,917,416.6749,862,361.1106/23/2023 5.03807/13 - At MaturityUSTR40687912796XQ7 ATD003 20,000,000.00 4.970 07/18/2023 19,953,061.1119,930,972.2206/23/2023 5.07007/18 - At MaturityUSTR40688912797FY8 ATD003 Subtotal 99,617,508.3399,416,513.88 0.00100,000,000.00
Purchased from: Unionbanc Investment
6,700,000.00 4.250 01/01/2028 6,614,156.256,614,156.25 Received05/25/2023 4.59706/25 - MonthlyFHLMC406723132XFLR7 GN4003 13,315,000.00 0.710 04/15/2026 12,743,884.1612,726,818.95 Received06/01/2023 5.69406/15 -TMCC4067689238JAC9 MC6003 2,530,000.00 1.535 08/01/2027 2,273,416.902,268,878.70 13,376.6706/05/2023 4.27208/01 - 02/01HIS40681419792G34 MUN003 Subtotal 21,631,457.3121,609,853.90 13,376.6722,545,000.00 Purchased from: Wedbush Securities
13,000,000.00 4.735 08/08/2023 12,935,025.2612,796,526.4704/11/2023 4.89008/08 - At MaturityUSTR40661912797GF8 ATD003 25,000,000.00 1.200 12/23/2024 23,680,838.7923,606,450.00 Received06/01/2023 4.95406/23 - 12/23FHLB406773130AQ4B6 MC1003 Subtotal 36,615,864.0536,402,976.47 0.0038,000,000.00
Purchased from: Wells Fargo Securities
10,000,000.00 4.930 11/15/2027 9,998,411.299,998,380.0005/30/2023 4.98806/15 -HAROT40674437927AC0 MC6003 30,000,000.00 5.020 08/29/2023 29,753,183.3429,719,716.6706/23/2023 5.15208/29 - At MaturityUSTR40689912797GJ0 ATD003 50,000,000.00 5.140 09/21/2023 49,414,611.1149,357,500.0006/23/2023 5.29409/21 - At MaturityUSTR40690912796CR8 ATD003 20,000,000.00 5.170 10/19/2023 19,684,055.5619,661,077.7806/23/2023 5.34710/19 - At MaturityUSTR40691912797FB8 ATD003 Subtotal 108,850,261.30108,736,674.45 0.00110,000,000.00 424,321,578.42Total Purchases 437,642,831.58 415,652.42 425,262,479.67 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
INDE
PENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2022.

T HIS PAGE IS INTENTIONALLY LEFT BLANK
C

ITY OF SAN JOSE
I
ndependent 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) ha ve 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 pr ocedures 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 dolla r 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 li sted 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 cont ained 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 detail ed 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 produc ed, 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 A ICPA. 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