Public Safety, Finance and Strategic Support Committee (psfss)
February 15, 2024

PSFSS COMMITTEE: 02/15/2024
ITEM: (d)2.

TO: PUBLIC SAFETY, FINANCE AND

STRATEGIC SUPPORT COMMITTEE
FROM: Rick Bruneau
SUBJECT: SECOND QUARTER FINANCIAL

REPORTS FOR FISCAL YEAR
2023-2024
DATE: January 31, 2024
Approved Date

RECOMMENDATION
(1) Accept the Second Quarter (period ended December 31, 2023) Financial Reports for Fiscal Year 2023-2024 for the following programs:
(a) Debt Management;
(b) Investment Management;
(c) Revenue Management; and
(d) Purchasing and Risk Management;
(2) Refer and cross-reference the Second Quarter Financial Reports for Fiscal Year 2023-2024 to the March 12, 2024 City Council meeting for full adoption; and (3) Forward recommendation to the City Council for the March 12, 2024 City Council meeting to adopt a resolution authorizing the Director of Finance to write-off uncollectible debts in an amount up to $1,053,825.71.

SUMMARY AND OUTCOME
Provide the quarterly update on debt management, investment management, revenue management, purchasing, and risk management activities.

BACKGROUND
The attached Second Quarter Financial Reports for Fiscal Year (FY) 2023-2024 (quarter ended December 31, 2023) (Financial Reports) presents the quarterly activity for the City of San José 2/6/2024

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

(City) Finance Department’s Debt Management, Investment Management, Revenue Management, Purchasing, and Risk Management programs (Attachment A). Additionally, the Second Quarter Investment Report for the Quarter Ended December 31, 2023 (Attachment B) is available on the Finance Department web page1and is included as part of this report to the Committee. As part of the ongoing effort to streamline work efforts within the Finance Department, these programs are combined into a single report for submission to the Public Safety, Finance and Strategic Support Committee (PSFSS Committee) for its review and referral to the City Council for acceptance.

ANALYSIS
A brief narrative discussion is provided below for all programs in this quarterly report:
• Debt Management
• Investment Management
• Revenue Management
• Purchasing Management
• Risk Management
Debt Management Program
This Second Quarter Debt Report focuses on the City’s debt activities for the period ended December 31, 2023 and the following quarter ending March 31, 2024, and relates to the following elements of the City’s Debt Management Program:
• Completed financings and current debt portfolio;
• Debt issuance, redemptions, and management activities completed during the second quarter and anticipated in the third quarter (January 1, 2024 through March 31, 2024); and
• Current interest rate environment as of December 31, 2023 and credit ratings.

Investment Management Program
Pursuant to the City’s Investment Policy, verbal presentations in addition to the written reports are provided to the PSFSS Committee for the Second and Fourth Quarter Reports. The materials presented in this consolidated report provide a “snapshot” of the investment portfolio.

Revenue Management Program
The Revenue Management report highlights key aspects of the City’s ongoing collection efforts.

These efforts focus on reducing delinquent accounts receivable and enhancing revenue compliance through four primary collection programs: Accounts Receivable, Business Tax, Revenue Compliance and Monitoring, and Utility Billing. This report highlights the Revenue 1 https://www.sanjoseca.gov/your-government/departments-offices/finance/reports/-folder-450

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

Management Division’s collection efforts and summarizes progress towards maintaining a return on investment ratio of 5.0 to 1. The second quarter FY 2023-2024 return on investment is 8.3 to 1, and FY 2023-24 fiscal year-to-date return on investment is 6.15 to 1.

Overview of Collection Process – City departments issue invoices for various fines, fees, or other costs incurred by the City. Invoices are entered in the City's centralized Accounts Receivable system or referred to the Accounts Receivable group for invoices generated by City departments through stand-alone billing systems. Each department is responsible for the initial invoicing of the appropriate parties.

If an account has an unpaid balance after 30 days, a delinquency notice, including any additional interest, penalties, and applicable fees, is generated, and mailed to the debtor. The account is then assigned to an Investigator Collector in the Finance Department, who begins the revenue collection process by contacting the debtor to attempt to collect the past due amount. After 60 days, a second collection notice, including any additional interest, penalties, and other fees, is mailed to the debtor. At this point, a collection cost recovery fee is added to each account. This cost recovery fee is reviewed and set on an annual basis.

After approximately 120 days, the Senior Investigator Collector reviews each remaining delinquent invoice with Investigator Collectors to determine any appropriate action to take against the debtor to collect the outstanding balances.

Overview of the Bad Debt Write-Off Process – In addition to proactively collecting the City's delinquent accounts, it is important to write off the City's uncollectible debts to ensure the accuracy of the City's financial statements. On a periodic basis, the Finance Department, in coordination with Departments and the City Manager’s Budget Office, establishes reserves for bad debt to cover potential write-offs of uncollectable accounts.

The bad debt reserves are funded as an estimate of total billings each year, in each revenue category billed. The accounts recommended for bad debt write-off will be offset by bad debt reserves that have been established.

The annual analysis of the City’s bad debt reserve is conducted by the Finance Department and reviewed by the City Manager's Budget Office during the year-end closing process. In addition, during the preparation of the City's annual financial statements, the City's external auditors review the City's bad debt exposure as well as the adequacy of the bad debt reserves.

The Director of Finance is authorized to write off as uncollectible any account or claim not exceeding five thousand dollars ($5,000). No account or claim of the City exceeding $5,000 may be written off as uncollectible without the express authorization of the City Council.

As accounts are considered for write-off through the City's evaluation process, the following criteria are used to determine if an account should be written off as bad debt:
• Debtor has no assets, is out of business, or has no indication of future assets; • Debtor is deceased and has no estate;
• Debtor is incarcerated for an extended or unknown period;

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

• Debtor filed bankruptcy;
• Debtor “skipped,” moved, or sold property with no forwarding information; and/or • Statute of limitations has expired.

The Finance Department recommends the PSFSS Committee forward the Citywide Write-Off Report (Attachment C) of delinquent accounts, with delinquent balances totaling $1,053,825.71, to the full City Council for write-off approval. It should be noted a write-off is not a relinquishment of the City's claim for debts due to the City. Should new information arise that changes the collectability of these claims, the City may attempt to collect payment.

Accounts Receivable Amnesty Program – The pilot Accounts Receivable Amnesty Program2 (Amnesty) was developed to increase statutory compliance while providing needed financial relief for City residents and businesses, by authorizing the Director of Finance to waive the respective late payment penalties, interest, and other collection levies in exchange for full payment of base fees and charges owed. The Amnesty application period began November 1, 2022 and continued through June 30, 2023, with eligibility limited to invoices billed between April 2020 to August 2021. The total population of eligible accounts was 3,600 accounts with outstanding balances of $2.34M (base fees and charges of $1.39M and $950K in interest, penalties, and collection expenses). At the conclusion of the Amnesty, total payments received on eligible accounts amounted to approximately $211K.

In partnership with the Department of Public Works Enterprise GIS team and the Information Technology Department, the Finance Department superimposed the eligible accounts’ anonymized addresses on the San José Equity Atlas BIPOC and Income combined score map3.

The equity index is a calculated score ranging from 2 to 10 based on race and income. Higher equity indices indicate a higher concentration of both people of color and low-income households in the selected census tract.

The Amnesty aimed to assist those accounts in low-income communities and with a higher equity index. During the Amnesty, the percentage of invoices paid from higher equity index score areas as compared to lower was evenly distributed and statistically insignificant. Table 1 shows the number of invoices and amounts paid by equity index. 2 MBA #38 - Accounts Receivable Amnesty Program Pilot (Equity Lens) https://www.sanjoseca.gov/home/showpublisheddocument/86803/637901371454200000 3 San José Equity Atlas [Beta]
https://csj.maps.arcgis.com/apps/MapSeries/index.html?appid=9921c7e45b874c1ebcc8ef918a130018

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

TABLE 1
Equity
Index
Score
PreAmnestyInvoices
Paid Payments Amnesty Waivers
% of Payments
& Amnesty
Waivers
PostAmnesty
Results
2 $ 83,731 20 $ 3,082 $ 1,273 5.2% $ 79,376
3 142,686 45 12,296 3,613 11.1% 126,777
4 184,018 46 19,420 5,987 13.8% 158,611
5 234,848 56 21,816 8,926 13.1% 204,106
6 347,372 61 38,678 15,634 15.6% 293,060
7 412,218 87 50,266 15,651 16% 346,301
8 365,391 36 25,594 9,159 9.5% 330,638
9 324,877 64 26,132 7,418 10.3% 291,327
10 244,120 43 13,606 5,588 7.9% 224,926
Total $ 2,339,261 458 $ 210,890 $ 73,249 12.1% $ 2,055,122 During the Amnesty, 458 invoices were paid, representing 12.1% of eligible invoices. The Amnesty increased the administrative workload of collections staff, resulting in less capacity for collections oppose to administrative activities. While no additional staffing was used to operate the pilot Amnesty, a permanent continuation and/or expansion of the Amnesty would require additional staffing resources to ensure other collections activities remain on target. With the cost of additional staffing and the low collectability of invoices eligible for the Amnesty, Finance does not recommend continuing the Amnesty.

Purchasing Program
The Purchasing Report highlights the key aspects of the City’s purchasing operations. The Purchasing Unit of the Finance Department is responsible for the centralized procurement of equipment, supplies, materials, information technology, and non-consulting services, pursuant to Chapter 4.12 of Title 4 of the San José Municipal Code. The Purchasing Unit’s objective is to deliver procurement and contracting services pursuant to public procurement best practices. The Purchasing Unit is also leading two strategic initiatives: Citywide Disparity Study and Procurement Improvement Initiative.

Citywide Disparity Study. The City is partnered with MGT Consulting of America LLC (MGT) to study if there are any disparities between the City’s use of minority-, women-, disabled veteran-, and LGBTQ+ business enterprises (collectively referred to as “diverse business enterprises” in its purchasing program, compared to the availability of diverse business enterprises in the marketplace who are ready, willing, and able to perform work. The objectives of the study are two-fold: (i) to determine whether the City, either in the past or currently, engages in discriminatory practices in the solicitation and award of contracts in goods and related services, professional services, public works and construction-related services, and nonprofessional services to diverse business enterprises; and (ii) to determine if a legally justified need exists for remedies in accordance with the guidelines set forth by case law. MGT has

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

completed the data collection and data analysis phases of the study and has provided staff with a draft report.

Staff is continuing to review drafts of the final report provided by MGT and providing feedback.

Staff is targeting the middle of February to complete the review and feedback process so MGT can issue the final report. Staff contemplates the Third Quarter Financial Reports for fiscal year 2023-2024 to this Committee will include a confirmation of the completion of the study.

Procurement Improvement Initiative. The ordinance to implement changes to Title 4 of the San José Municipal Code was approved by the City Council in October 2023. The changes which included an increase to the informal procurement threshold and expansion of the ability to leverage other municipalities’ competitive solicitations and contracts went into effect on November 16, 2023. Staff is finalizing the processes and procedures for implementing the changes. In the meantime, Purchasing is seeing increased willingness by City departments to leverage other municipalities’ competitive solicitations and contracts. Staff continues to review the other recommendations in the study and assess options for future adoption and implementation.

Risk Management Program
The Risk Management report highlights the key aspects of the City Risk Management Program.

The Risk Management Unit is responsible for the procurement and oversight of the City’s property and casualty insurance programs. The Risk Management Unit also provides contractual risk management services, property subrogation claims reporting, and other key services to City Departments including enterprise departments such as the Airport Department and San José – Santa Clara Regional Wastewater Facility.

This quarter, the Risk Management Unit highlights include:
• Facilitated property loss prevention visits at the San José – Santa Clara Regional Wastewater Facility, the Central Service Yard, the San José Museum of Art, and the Police Department Administrative Building;
• Negotiated $504,516 in insurance recoveries from property and builders risk insurers related to property losses at History Park and the San José-Santa Clara Regional Wastewater Facility; and
• Implemented a business process automation for Self-Insurance Letter Requests.

EVALUATION AND FOLLOW-UP
The Finance Department prepares this report on a quarterly basis for review and approval by the PSFSS Committee. Finance Department staff will be available to answer questions on the Financial Reports at the PSFSS Committee meeting on February 15, 2024 and City Council meeting on March 12, 2024.

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

COORDINATION
This memorandum has been coordinated with the City Attorney’s Office and City Manager’s Budget Office.

PUBLIC OUTREACH
This memorandum will be posted on the City Council Agenda website for the February 15, 2024 PSFSS Committee meeting and the March 12, 2024 City Council meeting.

COMMISSION RECOMMENDATION AND INPUT
No commission recommendation or input is associated with this action.

CEQA
Not a project, Public Project number PP17-010, City Organizational & Administrative Activities resulting in no changes to the physical environment.

PUBLIC SUBSIDY REPORTING
This item does not include a public subsidy as defined in section 53083 or 53083.1 of the California Government Code or the City’s Open Government Resolution. /s/

RICK BRUNEAU
Director of Finance

PUBLIC SAFETY, FINANCE AND STRATEGIC SUPPORT COMMITTEE
January 31, 2024
Subject: Second Quarter Financial Reports for Fiscal Year 2023-2024

For questions please contact:

Program
Finance
Contact Finance Division Phone
Debt Management
Investment
Management
Qianyu Sun Deputy Director, Debt &
Treasury Management
(408) 535-
7832
Revenue Management John
Kachmanian
Deputy Director, Revenue
Management
(408) 535-
7034
Purchasing
Risk Management
Albie Udom Deputy Director, Purchasing &
Risk Management
(408) 535-
7059
ATTACHMENTS:

Attachment A: Second Quarter Financial Reports for Fiscal Year 2023-2024 Attachment B: Second Quarter Investment Report for the Quarter Ended December 31, 2023 Attachment C: Citywide Write-Off Report

SECOND QUARTER FINANCIAL REPORT
FISCALYEAR 2023-2024
Public Safety, Finance and
Strategic Support Committee
Prepared by the Finance Department
January 31, 2024
COMMITTEE AGENDA: FEBRUARY 15, 2024
ITEM: (D.2)
FILE: CC 24-284

ATTACHMENTA

SECOND QUARTER

DEBT MANAGEMENT REPORT
FISCAL YEAR 2023-2024
2 Outstanding Debt as of December 31, 2023: $4.4 Billion FY2023-24 Debt Issuance: $79.2 Million
3 OUTSTANDING DEBT ISSUED
(CITY AND ALL AGENCIES)
*YTD Debt Issuance
$0
$200
$400
$600
$800
$1,000
$1,200
$1,400
$1,600
$1,800
$2,000
$0
$1,000
$2,000
$3,000
$4,000
$5,000
$6,000
$7,000
Annual Debt Issuance
($ million)
Outstanding Debt
($ million)
Fiscal Year Ended June 30
City and Related Entity Debt Outstanding Conduit Debt Outstanding Annual Debt Issuance Outstanding Debt as of December 31, 2023: $3.6 Billion
(Excluding Multifamily Housing Revenue Bonds)
4 DIRECT OUTSTANDING DEBT
(CITY AND ALL AGENCIES)
CSJ GO Bonds,
$522,815,000, 14.56%
CSJFA Bonds/ CP
Notes, $662,025,000,

18.44%
Airport Revenue
Bonds/ CP,
$1,054,800,000, 29.37%
Wastewater Revenue Bonds/
RWF Notes, $264,503,484,

7.37%
Successor Agency Tax
Allocation Bonds,
$1,086,715,000, 30.26%

DEBT ISSUANCES
Multifamily Housing Revenue Bond (MHRB) Issuances
5 Project Name Issue Date Taxable Tax-Exempt Total Issuance Dry Creek Crossing 11/1/2023 $8,805,095 $31,194,905 $40,000,000 Parkmoor Apartments 11/2/2023 - $39,221,000 (1) $39,221,000 Total $79,221,000
(1) The bonds were issued in two series, 2023F-1 (M-TEMS) in an amount of $2,150,000 and 2023F-2 (Cash Collateralized) in an amount of $37,071,000.

DEBT MANAGEMENT ACTIVITIES
(OCTOBER – DECEMBER 2023)
6 • CSJFA Commercial Paper Redemption
▪ $20 million by San José Clean Energy
▪ $417,000 by Parks and Recreational Neighborhood Services • Refunding of Airport Revenue Bonds, Series 2014ABC
▪ The City issued an RFP for a Placement Agent and selected Raymond James & Associates, Inc. to serve as the placement agent.
• Reporting
▪ Annual Continuing Disclosure and Compliance Reporting ▪ 2023 Comprehensive Annual Debt Report (CADR)

RATING SURVEILLANCE
• Wastewater Revenue Bonds, Series 2022B
▪ November 2023, KBRA affirmed the City’s Wastewater Revenue Bonds rating of AAA with stable outlook
▪ November 2023, Fitch Ratings assigned a Review No Action and the City maintained the bond’s current rating and outlook
• Moody's Investors Services maintained its credit opinion on the City of San José Issuer Rating in December 2023
• Fitch Ratings upgraded the Successor Agency to the Redevelopment Agency of the City of San Jose, CA Series A and A-T senior tax allocation refunding bonds to 'AA+' from 'AA’ and Series B subordinate tax allocation refunding bonds to 'AA' from 'AA-’ in October 2023. The outlook is stable. 7 UPCOMING PROJECTS
THROUGH MARCH 31, 2024
• Complete refunding of 2014 Airport Revenue Bonds
• CSJFA and Airport CP issuances and remarketing
• Arbitrage Rebate Service RFP
• SB1029 Annual Debt Transparency Reporting (ADTR)
• SARA Recognized Obligation Payment Schedule (ROPS)
8 10-year history of higher rated
(“AA+”) General Obligation debt
(20-year term) yield averaged

3.00% and is currently at 3.21% (as
of 1/4/2024).
9 BOND BUYER GO BONDYIELD INDEX

3.00%

0.0%

1.0%

2.0%

3.0%

4.0%

5.0%

6.0%

7.0%

8.0%
Dec-13Dec-14Dec-15Dec-16Dec-17Dec-18Dec-19Dec-20Dec-21Dec-22Dec-23 Interest Rate
Bond Buyer 11-Bond GO Index ('AA+') avg. rating)
Index Average 12/13 - 12/23 (3.00%)
• The Daily SOFR interest rate
is currently 5.31% (as of
1/10/2024).
• The graph shows the increase
in variable SOFR interest
rates in FY 23-24.
• The City uses SOFR as a
proxy to forecast taxable
financing rates.
10 SECURED OVERNIGHT FINANCING RATE

0.0%

1.0%

2.0%

3.0%

4.0%

5.0%

6.0%

7.0%
Dec-22
Jan-23
Feb-23
Mar-23
Apr-23
May-23
Jun-23
Jul-23
Aug-23Sep-23
Oct-23
Nov-23Dec-23
Interest Rate

GENERAL OBLIGATION CREDIT RATINGS
The City’s GO Ratings are higher than the State of California’s ratings and analogous to Santa Clara County’s ratings, which is to be expected given the extent of the tax base and other credit fundamentals that the City and the County share:
11 Entity Moody’s S&P Fitch
City of San José Aa1 AA+ AAA
State of California Aa2 AA- AA
Santa Clara County N/A AAA AA+
[1] Moody’s does not currently rate Santa Clara County’s General Obligation Bonds but maintains an Issuer rating of Aa1.

GENERAL CREDIT RATINGS

CITY OF SAN JOSE
• The City of San José continues to maintain very high credit ratings. 12 Type of Rating Moody’s S&P Fitch
Issuer Rating Aa1
(stable)
AA+
(stable)
AA+
(stable)
General Obligation Bonds Aa1
(stable)
AA+
(stable)
AAA
(stable)
Lease Revenue Bonds
(Essential Assets)
Aa2
(stable)
AA
(stable)
AA
(stable)
Lease Revenue Bonds
(Less Essential Assets)
Aa3[1]
(stable)
AA
(stable)
AA-
[2]
(stable)
[1] Moody’s assigns a rating of Aa3 to CSJFA 2020B and 2022A bonds which the rating agency considers less essential assets. [2] Fitch assigns a rating of AA- to CSJFA 2020B bonds which the rating agency considers less essential assets.

OTHER CITY CREDIT RATINGS
13 Type of Rating Moody’s S&P Fitch KBRA (Kroll)
San José Airport
Bonds
A2
(stable)
A
(stable)
A
(stable) N/A
Wastewater
Revenue Bonds N/A[1] AAA(stable)
AAA
(stable)
AAA[2]
(stable)
SARA Senior Tax
Allocation Bonds N/A AA(stable)
AA+
(stable) N/A
SARA Subordinate
Tax Allocation
Bonds

N/A AA-
(stable)
AA
(stable) N/A
[1] Moody’s does not rate CSJFA Wastewater Revenue Bonds. [2] KBRA (Kroll) has assigned a rating to the CSJFA Wastewater Revenue Bonds exclusively.

SECOND QUARTER

INVESTMENT MANAGEMENT REPORT
FOR FISCAL YEAR 2023-2024
14 INVESTMENT POLICY
(COUNCIL POLICY 1-12)
• Investments meet the requirements of the City’s Investment Policy and conform with California Government Code section 53601 • Authorized investments are only highly-rated fixed income securities • Investment Policy is reviewed annually and was last adopted by resolution of the City Council on March 14, 2023
• Investment Program is audited semi-annually for compliance purposes 15 INVESTMENT OBJECTIVES & REPORTING
• Manage investments to meet the City’s Investment Policy objectives:
▪ Safety
▪ Liquidity
▪ Yield
• Quarterly reports are available to the public
▪ On-line
▪ In PSFSS Committee agenda packets
▪ In City Council agenda packets (for acceptance)
16 PORTFOLIO PERFORMANCE SUMMARY
Size of Total Portfolio $2,385,783,590
Earned Interest Yield 3.106%
Weighted Average Maturity 682 days
Fiscal Year-to-Date Net Income Recognized $39,082,488
Exceptions to the City Investment Policy this Quarter None 17 Total Investment Portfolio:
$2,385,783,590
18 PORTFOLIO INVESTMENTS
U.S. Treasury
$64,335,494 2.7%
U.S. Agency
$1,042,208,416 43.7%
Supranationals
$215,866,025 9.0%
Corporate Notes
$310,079,385 13.0%
Asset Backed Securities
$43,000,612 1.8%
Muni Bonds
$360,334,294

15.1%
Mortgage Backed
Securities
$214,986,432 9.0%
JPAP
$114,322,642 4.8% LAIF $20,650,290

0.9%
The $458.0 million in the General
Fund presented includes
$442,840,960 of General Fund
monies, as well as $15,142,327 in
other, separately tracked general
funds, such as the Depositor Fund,
the American Rescue Plan Act
(ARPA) of 2021 and other smaller
funds and reserves.
19 INVESTMENTS BY FUND
Internal Services
Fund $36,265,128
Airport
$309,761,961 Capital Projects
$52,674,111
Debt Service
$68,487,612
Development
Fees $55,144,267
General Fund
$457,983,287
Muni Water
$39,267,902
Parking
$36,409,147
Housing
$346,384,170
Special Revenue
Funds $364,735,923
Wastewater
$402,759,086
Trust & Agency
$6,184,314
SJ Clean Energy
$207,643,915

GENERAL FUND BALANCE
• General Fund balances decreased by $24 million during the quarter and ended with a balance of $458 million as of December 31, 2023.

General Fund balances usually peaks during the months of January and June, when the bulk of property taxes are received; declines in the summer due to retirement prefunding; and declines throughout the rest of the year due to debt service payments and operational expenditures
• Projected investment maturities, cash and revenues are sufficient to cover anticipated expenditures for the next six months
20 21

COMPARISON OF CASH BALANCES
(BY SELECT FUNDS)
The following graph compares
monthly balances of the five largest
City funds as reported by FMS.
$0
$200
$400
$600
$800
$1000
$1200
Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund • City refers to City's Fund 3
Portfolio, and the yield data are
month-end weighted average
yields.
• LAIF refers to the State of CA
Local Agency Investment Fund and
yield data are average monthly
effective yields.
• 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 yield.
22 BENCHMARK COMPARISONS

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

4.00 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Yield (%)
City LAIF BAML
Yield WAM
BAML: 3.963% 679
LAIF: 3.929% 230
CITY: 3.166% 682

INVESTMENT STRATEGY
• Continue matching known expenditures with suitable investments within the 24-month horizon
• Extend a portion of the portfolio beyond two-year term, when appropriate, to provide income and structure to the portfolio • Maintain the diversification of the portfolio
• Focus on core objectives of safety, liquidity, and yield 23 SECOND QUARTER

REVENUE MANAGEMENT REPORT
FOR FISCAL YEAR 2023-2024
24 REVENUE MANAGEMENT PROGRAMS
• Finance Department Revenue Management focuses on collecting outstanding receivables, with an emphasis on reducing delinquent accounts and enhancing revenue compliance, through four primary collection programs:
▪ Accounts Receivable
▪ Business Tax
▪ Compliance and Monitoring
▪ Utility Billing
• Efforts may span several reporting periods, and actual collections are reported as funds are received by the City.
25 Total Revenue: $4.749B
Source: 2022-23 City Manager’s
Budget Office Annual Report
(Graph is updated annually)
26 REVENUE MANAGEMENT PORTFOLIO
FY 2022-23 REVENUE ($ IN MILLIONS)
Lodging Taxes & Fees
$52M

3.8%
Franchise Fees
$44.8M

3.2%
Utility Users Tax
$124.3M

9.0%
Telephone Line Tax
$21.1M

1.5%
Real Property Transfer Tax
$56.3M

4.1%
Utility Billing
$469.4M

34.0%
Sales Tax
$343.5M

24.9%
Misc. Billing
$178.6M

12.9%
Business Taxes
$89.6M

6.5%
Revenue
Management
$1.380B
City-Wide Revenue
(excluding Revenue
Management)
$3.369B
Includes invoices billed through the
Business Tax System, the centralized
Accounts Receivable system (RevQ),
and the Utility Billing System.
(Graph is updated annually)
27 INVOICING AND PAYMENTS
FIVE-YEAR HISTORY (FY 2018-19 TO FY 2022-23)

99.4% 99.4% 99.0% 98.7%

95.4%
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
$-
$100
$200
$300
$400
$500
$600
$700
$800
FY 18-19 FY 19-20 FY 20-21 FY 21-22 FY 22-23
In Millions
Payments Outstanding Percentage Collected
28 OUTSTANDING RECEIVABLES
THREE-YEAR HISTORY (Q3 FY 2020-21 TO Q2 FY 2023-24)
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
50%
$-
$20
$40
$60
$80
$100
$120
20-21
Q3
20-21
Q4
21-22
Q1
21-22
Q2
21-22
Q3
21-22
Q4
22-23
Q1
22-23
Q2
22-23
Q3
22-23
Q4
23-24
Q1
23-24
Q2
Quarter to Quarter % Change
Millions
Revenue Mangement Aging
Total Receivables Delinquent (91+ days) Delinquency Percentage Change 29 FY 2023-24 Q2 DELINQUENT RECEIVABLES
COLLECTION STATUS SUMMARY ($ IN MILLIONS*)
*Rounded
As of December 31, 2023
Write-Off Pending (A/R Only)
$2.4M
1,452 Invoices
Liens (A/R Only)
$0.9M
417 Invoices
Restitution,
Payment Plan (A/R Only)
$1.0M
313 Invoices
Legal,
Bankruptcy
$3.4M
644 Invoices
Collection Agency
$20.0M
31,962 Invoices
Active
$27.2M
25,363 Invoices
Total Current
$43.4M
Total Delinquent
$54.9M
Revenue Management

COLLECTIONS & RETURN ON INVESTMENT
REVENUE MANAGEMENT COLLECTIONS (Q3 FY 2021-22 TO Q2 FY 2023-24) Target ROI: 5.0
30 10.8

5.8 5.6

5.3 5.7

5.0 4.0

8.3 0.0

5.0 10.0

15.0 $0.0
$0.5
$1.0
$1.5
$2.0
$2.5
$3.0
21-22 Q3 21-22 Q4 22-23 Q1 22-23 Q2 22-23 Q3 22-23 Q4 23-24 Q1 23-24 Q2 Return on Investment (ROI)
Millions
Business Tax Accounts Receivable Actual ROI

ACCOUNTS RECEIVABLE PILOT AMNESTY

PROGRAM
• The Amnesty Program was a limited-time opportunity for individuals and entities to pay the principal invoice amount owed in exchange for forgiveness of associated penalties and interest
• Amnesty Program Application Period: November 1, 2022 – June 30, 2023 • Invoice Eligibility: Billed from April 2020 – August 2021 • Invoice may not pertain to a tax, license or lien
• Debtor must have outstanding delinquent fees (Invoices paid in full prior to Amnesty are not eligible) • Payments Received: $210K
• Amnesty Waivers: $73K
• Recommendation: No extension/expansion at this time
31 SECOND QUARTER

PURCHASING AND

RISK MANAGEMENT REPORT
FOR FISCALYEAR 2023-2024
32 PURCHASING PROGRAM
The Purchasing Division of the Finance Department is responsible for the centralized procurement of equipment, supplies, materials, Information Technology (IT), and non-consulting services, pursuant to the City of San José Municipal Code Title 4, Chapter 4.12. 33 PURCHASING TRANSACTIONS COMPLETED
SECOND QUARTER FY2023-24

PROCUREMENT TYPE
SECOND

QUARTER

TRANSACTIONS

FISCALYEAR

TO DATE
PROCUREMENT SOLICITATIONS COMPLETED (RFX) 28 59
PURCHASE ORDERS AND PURCHASE ORDER ADJUSTMENTS ISSUED 430 1,122 NEW AGREEMENTS NEGOTIATED AND EXECUTED 6 8
AMENDMENTS, CHANGE ORDERS, SERVICE ORDERS, OPTIONS EXECUTED 41 56 COUNCIL MEMORANDA ISSUED 22 34
PURCHASE ORDER & CONTRACT DOLLARS PROCURED $134,951,147 $289,728,943 34 PROCUREMENT IMPROVEMENT UPDATE
• Procurement Improvement is a Strategic Support initiative that was created under the legacy City Roadmap structure.
• Staff presented a status report on the efforts to implement the recommendations at the last quarterly meeting including the changes to Title 4 of the City of San Jose Municipal Code. The changes to Title 4 went into effect on November 16, 2023.
• Staff will continue to review and consider other recommendations from Procurement Improvement Study for adoption and
implementation.
35 DISPARITY STUDY UPDATE
• A Citywide Disparity Study is underway to evaluate any need for new or updated procurement policies to facilitate participation of diverse business enterprises in City contracting.
• Finance-Purchasing, in collaboration with the City Manager's Office of Communications, Racial Equity and Economic Development & Cultural Affairs, is working with MGT of America Consulting, LLC to deliver this scope of work.
• MGT Consulting has provided staff with a full draft report of the study. Staff is reviewing the draft report and providing input to the consultant. Staff hopes to complete the review by the middle of February 2024.
• Target date for final completion of the study is end of March 2024. 36 RISK MANAGEMENT PROGRAM
The Division is responsible for the procurement and oversight of the City’s property and casualty insurance programs and providing contractual risk management services, property subrogation claims reporting and other key services to City Departments.
37 38

RISK MANAGEMENT TRANSACTIONS COMPLETED
SECOND QUARTER FY2023-24
Transaction Type Second Quarter
Transactions
Fiscal Year to
Date
Request for Contract Insurance Specifications 242 604
Request for Insurance Compliance Review 206 359
Request for Letters of Self-Insurance 19 39
Subrogation Dollars Billed to Responsible Third Parties $150,200 $343,203 Council and Committee Memorandums Issued 0 2

OTHER SECOND QUARTER RISK

MANAGEMENT ACCOMPLISHMENTS
• Other highlights include:
▪ Facilitated property loss prevention visits at the San Jose – Santa Clara Regional Wastewater Facility, the Central Service Yard, the San Jose Museum of Art, and the Police Department Administrative Building ▪ Negotiated $504,516 in insurance recoveries from property and builders risk insurers related to property losses at History Park and the San Jose-Santa Clara Regional Wastewater Facility
▪ Implemented business process automation for Self-Insurance Letter Requests 39 Attachment B
TO: HONORABLE MAYOR FROM: Rick Bruneau

AND CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: January 31, 2024

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

To meet the reporting requirements set forth in the City of San José Investment Policy, an electronic version of this report will be posted on the City’s website at https://www.sanjoseca.gov/your-government/departments-offices/finance/reports/-folder-450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street, San José.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (PSFSS) for discussion during its meeting on February 15, 2024 and will be agendized through the PSFSS Committee for review by the full City Council on March 12, 2024.

Summary of portfolio performance and compliance for quarter ended December 31, 2023:
• Size of total portfolio: $2,385,783,590
• Earned income yield: 3.106%
• Weighted average days to maturity: 682 days
• Fiscal year-to-date net interest earnings: $39,082,488 • No exceptions to the City’s Investment Policy during this quarter If you have questions on this investment report, please do not hesitate to call me at (408) 535-7011, or via email at [email protected].
/s/

RICK BRUNEAU
Director of Finance
2/6/2024

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San José
California

INVESTMENT REPORT FOR

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

CITY OF SAN JOSE

INVESTMENT REPORTS FOR
THE QUARTER ENDED DECEMBER 31, 2023

TABLE OF CONTENTS

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

SECTION D.

PORTFOLIO HOLDINGS AT COST
Investment Status Report

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
January 31, 2024
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED DECEMBER 31, 2023 I am pleased to present this report of investment activity for the quarter ended December 31, 2023, in compliance with the reporting requirements set forth in the City of San José Investment Policy. The report presents information in the following major categories: Portfolio Statistics, Portfolio Performance, Compliance Reporting Requirements, Investment Trading Activity, and Investment Strategy.

The information presented in the table below highlights the investment activity for the quarter ended December 31, 2023, and provides a comparison to the quarters ended September 30, 2023, and December 31, 2022.

INVESTMENT SUMMARY
For the Quarter Ended December 31, 2023 September 30, 2023 December 31, 2022 Total Portfolio
Portfolio Value (1) (2) $2,385,783,590 $2,540,849,470 $2,538,705,032 Earned Interest Yield 3.106% 3.000% 2.233%
Dollar-weighted average yield
Purchases 5.365% 5.229% 4.551%
Maturities 3.140% 4.611% 1.663%
Called Securities 5.432% 4.083% 1.382%
Weighted avg. yield at end of period 3.166% 2.998% 2.333% Weighted avg. days to maturity 682 631 606
Portfolio Fund 3
Portfolio Value (1) (2) (3) $2,385,783,590 $2,540,849,470 $2,518,329,979 Earned Interest Yield 3.106% 3.000% 2.223%
Dollar-weighted average yield
Purchases 5.365% 5.229% 4.551%
Maturities 3.140% 4.611% 1.663%
Called Securities 5.432% 4.083% 1.382%
Weighted avg. yield at end of period 3.166% 2.998% 2.323% Weighted avg. days to maturity 682 631 611
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 ($338,052,221). 3 Total excludes other restricted funds required to be invested separately.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

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 December 31, 2023.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,385,783,590
U.S. Treasury
$64,335,494 2.7% U.S. Agency
$1,042,208,416 43.7%
Supranationals
$215,866,025

9.0%
Corporate Notes
$310,079,385 13.0%
Asset Backed
Securities
$43,000,612 1.8%
Muni Bonds
$360,334,294

15.1%
Mortgage Backed
Securities
$214,986,432

9.0%
JPAP
LAIF $114,322,642 4.8%
$20,650,290 0.9%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

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
$2,383,700,821
Portfolio Balance $2,385,783,590
General Banking Balance 3,724,665
Deposit-in-Transit, Outstanding Checks2(5,807,434)
Total Balances per FMS $2,383,700,821
1 General Fund includes $442,840,960 of General Fund (Fund 001) as well as $15,142,327 of other General Fund funds which are separately tracked including the Depositor Fund, American Rescue Plan Act of 2021 (ARPA), Developer Fees, 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 $36,265,128
Airport
$309,761,961 Capital Projects
$52,674,111
Debt Service
$68,487,612
Development Fees
$55,144,267
General Fund
$457,983,287
Muni Water
$39,267,902 Parking
$36,409,147
Housing
$346,384,170
Special Revenue
Funds $364,735,923
Wastewater
$402,759,086
Trust & Agency
$6,184,314
SJ Clean Energy
$207,643,915

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

General Fund Balances
The General Fund balances decreased by $24 million during the quarter and ended with a balance of $458 million as of December 31, 2023. 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
December 2021 – December 2023
Prefunding of Annual Retirement Contributions
The City opted to prefund Police and Fire Retirement Plan Tier 1 annual employer retirement contributions along with Other Post-Employment Benefit (OPEB) contributions for Fiscal Year 2023-24 with cash and matured investments on July 3, 2023. The total prefunding amount was $211 million.

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 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. $0
$200
$400
$600
$800
$1000
$1200
Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

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

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $323,186
Wells Fargo General Account: $186,537
Wilmington Trust Funds $2,875,234 (A)
TOTAL $3,384,957
(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 December 31, 2023 September 30, 2023 December 31, 2022 Quarter-End
Total interest earnings $19,230,825 $19,674,293 $14,248,697 Realized gains (losses) $78,024 $99,346 $126
Total income recognized $19,308,849 $19,773,639 $14,248,823 Fiscal Year-to-Date
Total interest earnings $38,905,118 $19,674,293 $24,547,429 Realized gains (losses) $177,370 $99,346 ($17,781)1
Total income recognized $39,082,488 $19,773,639 $24,529,648 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 December 31, 2023 January 31, 2024

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
December 2021 – December 2023
Fund 3 Portfolio’s WAM increased from 631 days on September 30, 2023, to 682 days on December 31, 2023. The weighted average yield increased from 2.998% on September 30, 2023, to 3.166% on December 31, 2023.

The Federal Reserve Bank elected to leave interest rates unchanged at the two final 2023 Federal Open Market Committee (FOMC) meetings. The Fed signaled that the Fed Funds Rate could be on hold for the foreseeable future, but would keep an eye on changing economic conditions. The consensus among market experts suggests that the Fed may begin cutting rates as early as March 2024 as inflation eases toward the Fed’s 2% target. Staff made near-term investments to match anticipated cash outflows. New investments were purchased at higher yields, compared with matured and called securities. Additionally, staff invested excess funds strategically for longer terms (3-5 years) to lock in yields at recent relative highs given the changing rates outlook. As a result, the aggregate portfolio yield and WAM increased.

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
Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Weighted Average Maturity
Weighted Average Yield (%)
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

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 December 2021 to December 2023.

Portfolio vs. Benchmarks
December 2021 – December 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 230 days as of December 31, 2023, much shorter than the City Fund 3 portfolio’s WAM of 682 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.

The City’s Investment Policy allows investments, in several sectors, up to a 5-year final maturity.

As of December 2023, approximately 28% of the City’s portfolio held securities purchased prior to October 2021 when interest rates were lower. As interest rates increased steadily for the majority of 2023, especially in the short term maturities (under 2 years), the BAML Index surpassed the City portfolio in performance and widened the spread.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

4.00 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Yield (%)
City LAIF BAML
Yield WAM
BAML: 3.963% 679
LAIF: 3.929% 230
CITY: 3.166% 682

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of December 31, 2023, was approximately $2.39 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 for the quarter ending December 31, 2023.

UNREALIZED GAINS & LOSSES
Cash Basis
Original Cost Amortized Cost
Market Value $2,346,054,442 Market Value $2,346,054,442 Original Cost (2,385,783,590) Amortized Cost (2,392,162,181) Net Unrealized Loss $ (39,729,148) Net Unrealized Loss $ (46,107,739) 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 fell sharply across longer maturities this quarter as expectations of the commencement of Fed rate cuts are pulled forward. Rates are expected to fall further in 2024 as market expectations of Fed action get closer to being fulfilled. Given the inverse relationship between interest rates and value, this has led to a decrease in unrealized losses in FY 2Q 2023 to $40 million (as compared with original cost) and $46 million (as compared with amortized cost) as of December 31, 2023, respectively, as shown in the table above. These unrealized losses stood at $76 million (as compared with original cost) and $84 million (as compared with amortized cost) as of September 30, 2023. As interest rates are expected to decline, this may lead to a further reversal of unrealized losses.

Earned Interest Yield
The earned interest yield of the total investment portfolio for the quarter ended December 31, 2023, was 3.106%, 0.106% higher than the previous quarter and 0.873% higher than a year ago.

COMPLIANCE REPORTING REQUIREMENTS
Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of December 31, 2023, total revenues, investment maturities and cash for the next six months are anticipated to be approximately $2.4 billion. This is sufficient to cover projected expenditures of approximately $2.2 billion.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

Statement of Compliance with the Policy
There were no exceptions or violations outstanding for the quarter ended December 31, 2023.

The investment portfolio meets the requirements of the City’s Investment Policy and California Government Code Section 53601.

Comparison of Portfolio Investment Earnings to FY 2023-24 Budget The following is a comparison of actual General Fund investment earnings, on an accrual basis, to the Fiscal Year 2023-24 budget. The Fiscal Year 2023-24 Budget included $10.5 million for interest earnings for the General Fund, based on an assumed net interest yield of 2.75%. The schedule below compares the unaudited actual net investment earnings to the General Fund budget for the quarter ended December 31, 2023. The actual interest earning rates are greater than the forecast for the quarter and for the fiscal year.

BUDGET COMPARISON
Net Investment Earnings Yield
Quarter Ended
Budget(a) 2.75%
Actual(b) 2.96%
Variance 0.21%
Fiscal Year to Date
Budget(a) 2.75%
Actual(b) 2.90%
Variance 0.15%
(a) Reflects the 2024-2028 General Fund Forecast Information submitted by Finance on January 31, 2023.
(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.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended December 31, 2023 January 31, 2024

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.

The US economy showed signs of slowing at the end of this quarter as households pulled back on discretionary spending and labor demand also receded as economic growth cooled and inflation reverted closer to the Fed’s target. Gross Domestic Product (GDP) reported an annualized rate of 4.9% in the third quarter of 2023 compared to the previous quarter rate of

2.1%, an increase of 2.8%. GDP for the fourth quarter is yet to be released and is tracking at a

2.1% annualized rate as per the Atlanta Fed. The national unemployment rate decreased to 3.7% in December 2023 from 3.8 % for the previous quarter ended September 30, 2023. Year-overyear inflation decreased to 3.4% in December 2023, from 3.7% reported in the previous quarter and still above the Fed’s target of 2%. The Federal Reserve elected to leave interest rates unchanged at the two final 2023 Federal Open Market Committee (FOMC) meetings. The consensus among market experts suggests that the Fed may begin cutting rates in early 2024 as inflation eases toward the Fed’s 2% target.

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 December 31, 2023, the City had no obligations to sell securities and no commitments to participate in securities trading.

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

Restructuring – No restructuring activities took place during this quarter.

CONCLUSION
The total investment portfolio as of December 31, 2023, was $2,385,783,590 a decrease of approximately $155 million from the previous quarter. For the quarter ended December 31, 2023, the earned interest yield increased from 3.000% to 3.106% as compared to the quarter ended September 30, 2023, and the weighted average days to maturity increased from 631 days to 682 days over the same period. As of December 31, 2023, approximately 46% of the total portfolio was invested in U.S. Treasuries and Agency securities. /s/

RICK BRUNEAU
Director of Finance

SECTION A

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Fund 003
TOTAL INCOME RECEIVED IN THIS PERIOD: 16,783,303.40
TOTAL NET EARNINGS THIS PERIOD: 19,308,849.07
AVERAGE DAILY PORTFOLIO BALANCE: 2,466,318,971.87
EARNED INCOME YIELD THIS PERIOD 3.106
END OF PERIOD PORTFOLIO BALANCE: 2,385,783,589.62
CURRENT AMORTIZED BOOK VALUE: 2,391,969,108.92
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.166
WEIGHTED AVERAGE DAYS OF MATURITY: 682
City of San Jose
Portfolio Statistics
Fund: 003
10/1/23 THROUGH 12/31/23
Fund 003
TOTAL INCOME RECEIVED IN THIS PERIOD: 41,098,642.79
TOTAL NET EARNINGS THIS PERIOD: 39,082,487.78
AVERAGE DAILY PORTFOLIO BALANCE: 2,540,799,804.59
EARNED INCOME YIELD THIS PERIOD 3.051
END OF PERIOD PORTFOLIO BALANCE: 2,385,783,589.62
CURRENT AMORTIZED BOOK VALUE: 2,391,969,108.92
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.166
WEIGHTED AVERAGE DAYS OF MATURITY: 682
City of San Jose
Portfolio Statistics
Fund: 003
7/1/23 THROUGH 12/31/23

SECTION B

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

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

San Jose, CA 95113
Sorted by Fund - Investment Number
October 1, 2023 - December 31, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 15,233,735.60 15,097,557.70 15,215,973.27 3.960 3.990 153,040.41 0.00 0.00 153,040.41 CSJFA 37042 003 STPOOL 5,416,554.22 5,368,134.51 5,410,238.61 3.960 3.990 54,415.52 0.00 0.00 54,415.52 3133EJD48 40013 003 FFCB 0.00 24,915,000.00 270,815.22 3.050 3.173 2,118.06 47.62 0.00 2,165.68 3133EJ5W5 40049 003 FFCB 0.00 19,980,880.00 4,778,036.52 2.650 2.710 32,388.89 245.99 0.00 32,634.88 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.516 31,250.00 407.50 0.00 31,657.50 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.818 43,750.00 1,901.34 0.00 45,651.34 70922PAK8 40152 003 PASTRN 0.00 1,837,920.00 1,218,620.87 2.929 1.671 8,542.92 -3,409.95 0.00 5,132.97 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.756 9,095.00 -4,306.43 0.00 4,788.57 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.538 11,250.00 352.70 0.00 11,602.70 3140HUNV4 40171 003 FNMA 4,773,546.25 4,798,081.30 4,871,183.78 2.420 2.322 28,929.53 -425.53 0.00 28,504.00 30298LAA9 40173 003 FHLMC 2,543,293.61 4,005,946.82 3,416,825.52 1.990 1.750 15,074.36 0.00 0.00 15,074.36 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.842 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,164,953.08 1,169,307.79 1,173,043.24 2.090 2.054 6,094.20 -20.71 0.00 6,073.49 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.648 40,625.00 853.32 0.00 41,478.32 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.981 25,125.00 -151.45 0.00 24,973.55 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.713 80,563.19 -14,736.96 0.00 65,826.23 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.678 46,750.00 -204.00 0.00 46,546.00 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.325 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.198 41,720.01 0.00 0.00 41,720.01 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.860 35,750.00 -11,418.00 0.00 24,332.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.626 6,774.99 0.00 0.00 6,774.99 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.872 25,899.99 0.00 0.00 25,899.99 30298LAA9 40231 003 FHLMC 298,837.03 470,698.78 406,495.48 1.990 -0.368 1,771.24 -2,148.27 0.00 -377.03 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.962 2,425.00 0.00 0.00 2,425.00 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.733 42,187.50 -18,724.83 0.00 23,462.67 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.699 4,687.50 580.50 0.00 5,268.00 44891LAC7 40253 003 HART 0.00 30,203.92 4,596.25 1.410 1.580 16.57 0.06 1.68 18.31 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.645 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.715 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.542 8,807.75 669.62 0.00 9,477.37 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.694 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.538 69,249.99 0.00 0.00 69,249.99 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3136AL7K1 40272 003 FNMA 2,442,467.47 2,454,698.67 2,651,602.09 2.967 2.564 18,147.19 -1,007.85 0.00 17,139.34 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.744 75,000.00 0.00 0.00 75,000.00 923078CT4 40277 003 VNTCTF 0.00 1,000,000.00 336,956.52 1.048 1.028 873.33 0.00 0.00 873.33 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.213 2,751.75 0.00 0.00 2,751.75 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.843 63,750.00 0.00 0.00 63,750.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.575 14,500.00 0.00 0.00 14,500.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.538 12,500.00 1,036.15 0.00 13,536.15 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.826 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.826 1,353.62 0.00 0.00 1,353.62 30315EAA4 40295 003 FHLMC 3,103,236.93 3,118,008.26 3,127,243.73 0.830 0.809 6,449.46 -72.25 0.00 6,377.21 89237VAB5 40296 003 TMCC 0.00 85,595.51 13,025.40 0.440 0.496 14.65 0.06 1.56 16.27 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.630 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.496 6,375.00 -122.21 0.00 6,252.79 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.497 3,125.00 6.30 0.00 3,131.30 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.516 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.417 4,562.25 0.00 0.00 4,562.25 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.433 4,687.50 753.33 0.00 5,440.83 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.546 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.833 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.410 4,875.00 287.53 0.00 5,162.53 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.486 30,461.00 -25,485.35 0.00 4,975.65 3137EAEY1 40316 003 FHLMC 0.00 3,985,080.00 649,741.30 0.125 0.254 208.33 207.22 0.00 415.55 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.783 10,650.00 -756.78 0.00 9,893.22 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.797 22,125.00 -1,956.08 0.00 20,168.92 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.502 20,000.00 -17,536.94 0.00 2,463.06 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.349 8,500.00 297.45 0.00 8,797.45 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.689 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.759 2,648.81 0.00 0.00 2,648.81 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.627 4,889.62 -1,353.58 0.00 3,536.04 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.597 7,858.70 -2,434.23 0.00 5,424.47 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.602 22,075.00 -6,717.43 0.00 15,357.57 3136AY6S7 40327 003 FNMA 2,328,571.96 2,518,673.16 2,624,459.01 2.624 0.226 15,690.30 -14,196.76 0.00 1,493.54 3137BGK24 40328 003 FHLMC 4,435,258.32 4,500,000.00 4,893,652.49 3.062 2.247 34,009.89 -6,299.37 0.00 27,710.52 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.426 9,375.00 1,326.37 0.00 10,701.37 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.546 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.317 9,084.38 -2,228.41 0.00 6,855.97 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.413 12,500.00 -2,051.76 0.00 10,448.24 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.492 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.395 37,500.00 -17,287.20 0.00 20,212.80 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.504 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.493 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.510 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.337 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.520 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 3,697,886.66 3,715,404.00 3,726,491.30 0.670 0.651 6,203.76 -85.90 0.00 6,117.86 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.500 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.298 37,500.00 -29,666.67 0.00 7,833.33 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.503 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.431 145,312.50 -127,353.75 0.00 17,958.75 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.386 6,125.00 676.67 0.00 6,801.67 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 12,500.00 0.00 0.00 12,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.508 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 4,248,825.37 4,262,049.00 4,571,688.83 2.588 2.303 27,518.50 -978.55 0.00 26,539.95 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.645 16,250.00 0.00 0.00 16,250.00 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.793 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.605 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.992 25,000.00 0.00 0.00 25,000.00 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.007 50,000.00 751.39 0.00 50,751.39 3130APWP6 40410 003 FHLB 0.00 8,292,530.00 4,867,354.57 0.600 0.642 7,331.67 549.87 0.00 7,881.54 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.868 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.894 10,359.37 613.92 0.00 10,973.29 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.917 5,109.37 1,159.02 0.00 6,268.39 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.682 4,921.87 486.37 0.00 5,408.24 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.954 25,250.00 -1,158.34 0.00 24,091.66 594918AW4 40432 003 MSFT 0.00 1,948,566.21 1,588,505.06 3.625 0.964 13,792.53 -9,931.09 0.00 3,861.44 3130APQU2 40435 003 FHLB 0.00 14,348,445.00 8,109,990.65 0.650 0.724 13,232.37 1,577.20 0.00 14,809.57 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.872 7,367.19 -5,020.76 0.00 2,346.43 3133ENGW4 40445 003 FFCB 0.00 6,432,426.00 5,103,990.20 0.660 0.680 8,494.20 258.84 0.00 8,753.04 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.039 34,755.00 -94.11 0.00 34,660.89 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.351 66,978.75 -30,771.82 0.00 36,206.93 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.002 75,000.00 -48,710.11 0.00 26,289.89 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.193 6,212.50 1,217.65 0.00 7,430.15 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.339 103,908.75 -50,830.10 0.00 53,078.65 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.500 1.478 17,430.56 1,146.90 0.00 18,577.46 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.483 60,000.00 31,487.90 0.00 91,487.90 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.173 89,745.00 -53,061.12 0.00 36,683.88 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.750 1.661 83,750.00 0.00 0.00 83,750.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.779 61,250.00 1,458.33 0.00 62,708.33 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.625 1.617 28,575.00 720.00 0.00 29,295.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.750 1.661 83,750.00 0.00 0.00 83,750.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 1.750 1.674 52,343.75 375.00 0.00 52,718.75 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.590 41,400.00 64.68 0.00 41,464.68 3133ENAL4 40480 003 FFCB 0.00 4,103,407.95 490,624.86 0.290 0.970 367.74 832.00 0.00 1,199.74 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.738 92,385.00 -37,134.89 0.00 55,250.11 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.179 82,567.50 568.13 0.00 83,135.63 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.796 52,012.50 -18,235.27 0.00 33,777.23 3134GW6E1 40490 003 FHLMC 0.00 19,520,000.00 6,789,565.22 0.320 1.803 5,511.11 25,349.23 0.00 30,860.34 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 2.623 5,937.50 625.00 0.00 6,562.50 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 2.500 2.554 28,750.00 805.00 0.00 29,555.00 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.350 7,238.12 1,908.38 0.00 9,146.50 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.353 727.50 153.24 0.00 880.74 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.428 10,325.00 3,841.70 0.00 14,166.70 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.176 1,162.50 6,790.66 0.00 7,953.16 3133ENAL4 40501 003 FFCB 0.00 1,139,135.40 136,200.97 0.290 2.068 103.67 606.27 0.00 709.94 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.427 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.549 3,231.25 10,922.32 0.00 14,153.57 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.548 2,679.69 7,658.30 0.00 10,337.99 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.551 3,250.00 8,794.29 0.00 12,044.29 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.552 2,137.50 6,888.34 0.00 9,025.84 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.551 26,235.00 79,054.14 0.00 105,289.14 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.541 1,443.75 3,543.26 0.00 4,987.01 3134GW6E1 40509 003 FHLMC 0.00 17,737,824.00 6,169,677.91 0.320 2.283 5,042.67 30,467.58 0.00 35,510.25 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.437 4,648.50 1,618.56 0.00 6,267.06 3130APWH4 40512 003 FHLB 0.00 1,951,980.00 1,103,293.04 0.750 2.252 2,125.00 4,136.86 0.00 6,261.86 3133ENGW4 40513 003 FFCB 0.00 1,808,137.76 1,434,718.01 0.660 2.331 2,453.88 5,974.03 0.00 8,427.91 3133EMYW6 40514 003 FFCB 0.00 1,304,057.64 609,505.20 0.230 2.249 361.44 3,093.62 0.00 3,455.06 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.826 4,375.00 5,184.52 0.00 9,559.52 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.691 6,000.00 32,726.58 0.00 38,726.58 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.839 63,415.00 94,146.17 0.00 157,561.17 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.835 73,093.75 87,070.78 0.00 160,164.53 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.720 15,300.00 5,334.46 0.00 20,634.46 3130APXH3 40521 003 FHLB 0.00 8,864,184.00 5,491,940.09 0.800 2.620 11,349.33 24,914.25 0.00 36,263.58 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.065 4,200.00 20,980.65 0.00 25,180.65 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.224 162,500.00 0.00 0.00 162,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.239 154,500.00 7,869.63 0.00 162,369.63 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 3.750 3.565 89,861.11 0.00 0.00 89,861.11 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.620 182,500.00 0.00 0.00 182,500.00 3130APM44 40527 003 FHLB 0.00 3,449,208.80 2,024,535.60 0.500 2.617 2,624.24 10,728.90 0.00 13,353.14 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.104 31,250.00 42.59 0.00 31,292.59 3130ARR86 40529 003 FHLB 0.00 13,245,848.60 3,743,392.00 3.625 3.806 34,741.60 1,167.17 0.00 35,908.77 3130A0F70 40531 003 FHLB 0.00 10,346,364.90 7,647,313.19 3.375 2.523 64,162.97 -15,522.84 0.00 48,640.13 3130APQJ7 40532 003 FHLB 0.00 1,458,750.00 824,510.87 0.575 2.425 1,221.87 3,818.06 0.00 5,039.93 3130APWH4 40533 003 FHLB 0.00 5,843,952.00 3,303,103.30 0.750 2.504 6,375.00 14,469.91 0.00 20,844.91 459058JM6 40538 003 IBRD 0.00 5,394,470.58 3,166,319.69 0.250 2.543 2,053.75 18,243.15 0.00 20,296.90 3130AS2M0 40539 003 FHLB 0.00 3,835,000.00 2,250,978.26 2.650 2.637 14,961.83 0.00 0.00 14,961.83 3130AS3J6 40542 003 FHLB 0.00 2,699,460.00 1,584,465.65 2.500 2.502 9,937.50 53.00 0.00 9,990.50 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.831 27,225.00 -1,250.90 0.00 25,974.10 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.958 31,250.00 109,669.73 0.00 140,919.73 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.768 20,000.00 112,941.64 0.00 132,941.64 3130APWH4 40547 003 FHLB 0.00 19,475,000.00 11,007,608.70 0.750 2.560 21,250.00 49,767.66 0.00 71,017.66 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 3.250 3.389 58,093.75 2,808.93 0.00 60,902.68 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.523 44,850.00 1,121.74 0.00 45,971.74 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.249 101,093.75 4,448.66 0.00 105,542.41 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 2.982 62,335.00 4,287.48 0.00 66,622.48 31422XRQ7 40554 003 FAMC 0.00 10,390,632.63 9,035,332.72 0.690 3.184 16,321.20 56,192.35 0.00 72,513.55 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.350 43,867.19 3,319.86 0.00 47,187.05 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.499 76,511.25 21,447.66 0.00 97,958.91 3134GXYT5 40558 003 FHLMC 0.00 7,202,657.50 6,967,788.23 2.900 3.366 51,394.44 7,715.07 0.00 59,109.51 3134GXYT5 40559 003 FHLMC 0.00 4,470,615.00 4,324,834.08 2.900 3.366 31,900.00 4,788.67 0.00 36,688.67 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.545 8,984.38 2,040.34 0.00 11,024.72 3133EMBQ4 40561 003 FFCB 0.00 985,312.00 42,839.65 0.270 3.413 30.75 337.77 0.00 368.52 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.612 48,937.50 15,561.71 0.00 64,499.21 CAMP 40566 003 CAMP 114,322,642.21 114,789,695.89 110,176,552.73 5.560 5.563 1,544,833.25 0.00 0.00 1,544,833.25 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.533 114,250.00 0.00 0.00 114,250.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.067 102,500.00 0.00 0.00 102,500.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.215 106,250.00 0.00 0.00 106,250.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.362 85,413.13 29,274.59 0.00 114,687.72 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.478 25,810.75 9,908.73 0.00 35,719.48 677522SQ8 40576 003 OHS 0.00 7,826,117.00 2,637,061.16 2.300 3.400 15,199.17 7,402.59 0.00 22,601.76 9128283Z1 40578 003 USTR 30,000,000.00 29,439,843.75 29,439,843.75 2.750 3.573 208,516.48 56,631.18 0.00 265,147.66 3136AR5S3 40579 003 FNMA 5,137,254.32 5,371,626.69 5,027,190.80 2.469 2.908 26,046.57 10,803.10 0.00 36,849.67 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.794 63,565.50 12,506.67 0.00 76,072.17 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.775 33,071.88 17,254.05 0.00 50,325.93 9128284Z0 40586 003 USTR 10,000,000.00 9,719,531.25 9,719,531.25 2.750 3.811 69,505.49 23,869.68 0.00 93,375.17 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.025 118,437.50 -19,937.99 0.00 98,499.51 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.133 125,000.00 -19,285.72 0.00 105,714.28 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.543 29,251.65 12,866.56 0.00 42,118.21 91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.646 6,622.50 25,379.43 0.00 32,001.93 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.607 99,125.87 -6,473.60 0.00 92,652.27 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.005 40,218.75 41,664.82 0.00 81,883.57 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.722 61,125.00 46,709.02 0.00 107,834.02 039483BL5 40601 003 ADM 9,215,000.00 8,517,148.05 8,517,148.05 2.500 4.797 57,593.75 45,380.55 0.00 102,974.30 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.563 61,875.00 -3,843.40 0.00 58,031.60 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.376 29,250.00 3,400.67 0.00 32,650.67 3137FBTA4 40605 003 FHLMC 8,483,709.43 9,618,356.03 8,570,674.03 3.064 4.349 65,097.15 28,854.07 0.00 93,951.22 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.564 36,177.62 14,113.40 0.00 50,291.02 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.569 109,375.00 5,300.00 0.00 114,675.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.935 26,250.00 82,157.78 0.00 108,407.78 30329MAA0 40609 003 FHLMC 3,236,311.72 3,249,588.67 2,906,444.51 2.080 2.489 16,851.88 1,382.31 0.00 18,234.19 30329MAA0 40610 003 FHLMC 4,160,972.23 4,178,042.59 3,736,857.24 2.080 2.489 21,666.71 1,777.25 0.00 23,443.96 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 5.830 5.911 37,247.22 0.00 0.00 37,247.22 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 5.830 5.911 44,696.67 0.00 0.00 44,696.67 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.821 123,750.00 -1,945.02 0.00 121,804.98 3136AKQM8 40614 003 FNMA 3,809,146.22 4,408,456.60 4,055,274.22 3.056 4.589 30,659.24 16,246.93 0.00 46,906.17 3130ATUP0 40615 003 FHLB 0.00 4,991,450.00 1,790,411.41 4.750 4.847 21,111.11 762.12 0.00 21,873.23 45950VRK4 40616 003 IFC 5,000,000.00 5,000,000.00 5,000,000.00 5.000 4.959 62,500.00 0.00 0.00 62,500.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.130 75,000.00 48,578.05 0.00 123,578.05 3138L8UV4 40618 003 FNMA 12,041,118.72 12,108,629.35 11,639,552.32 2.920 3.086 88,064.77 2,468.36 0.00 90,533.13 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.707 35,875.39 17,531.53 0.00 53,406.92 13063D3A4 40620 003 CAS 5,000,000.00 5,224,500.00 5,224,500.00 5.700 4.310 71,250.00 -14,494.26 0.00 56,755.74 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.869 15,864.87 23,227.04 0.00 39,091.91 31422XR38 40622 003 FAMC 0.00 10,000,000.00 6,304,347.83 4.920 4.902 77,900.00 0.00 0.00 77,900.00 13067WRC8 40623 003 CASPWR 3,155,000.00 2,816,941.75 2,816,941.75 0.790 4.834 6,231.12 28,093.49 0.00 34,324.61 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.307 69,597.00 18,613.49 0.00 88,210.49 9128285U0 40625 003 USTR 0.00 9,786,718.75 9,680,341.37 2.625 4.700 64,911.68 49,765.62 0.00 114,677.30 13063D3A4 40626 003 CAS 7,075,000.00 7,430,518.75 7,430,518.75 5.700 4.139 100,818.75 -23,304.21 0.00 77,514.54 3130AU4V3 40627 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 4.800 4.761 120,000.00 0.00 0.00 120,000.00 14913R3A3 40628 003 CAT 7,429,000.00 7,186,294.57 7,186,294.57 3.600 4.409 66,861.00 13,009.82 0.00 79,870.82 917542QV7 40629 003 UTS 3,763,576.98 3,705,504.99 3,705,504.99 3.539 4.096 32,558.28 5,693.34 0.00 38,251.62 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.628 27,446.12 21,184.91 0.00 48,631.03 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.519 31,250.00 21,840.13 0.00 53,090.13 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.473 34,375.00 19,868.42 0.00 54,243.42 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.354 40,625.00 11,930.23 0.00 52,555.23 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.331 51,875.00 2,244.74 0.00 54,119.74 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.860 49,174.41 0.00 0.00 49,174.41 91412HJN4 40636 003 UNVHGR 2,015,000.00 1,737,171.80 1,737,171.80 1.272 5.098 6,407.70 15,916.32 0.00 22,324.02 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
24422EWP0 40637 003 JD 10,000,000.00 9,995,300.00 9,995,300.00 4.800 4.779 120,000.00 391.66 0.00 120,391.66 3134GYDA7 40638 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.020 4.979 188,250.00 0.00 0.00 188,250.00 3135GADY4 40639 003 FNMA 50,000,000.00 50,000,000.00 50,000,000.00 5.000 4.959 625,000.00 0.00 0.00 625,000.00 69371RR65 40640 003 PCAR 10,000,000.00 9,108,000.00 9,108,000.00 2.000 4.560 50,000.00 54,686.65 0.00 104,686.65 3134GXR63 40643 003 FHLMC 10,000,000.00 9,867,760.00 9,867,760.00 4.050 4.579 101,250.00 12,647.82 0.00 113,897.82 3132XGRH1 40647 003 FHLMC 19,973,853.80 20,000,000.00 19,907,394.63 3.690 3.678 184,419.60 118.47 0.00 184,538.07 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.050 95,937.50 134,446.50 0.00 230,384.00 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.364 51,000.00 66,390.00 0.00 117,390.00 91412GU94 40651 003 UNVHGR 2,020,000.00 1,952,612.80 1,952,612.80 3.063 4.581 15,468.15 7,076.84 0.00 22,544.99 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.726 21,000.00 12,175.51 0.00 33,175.51 13063D3N6 40655 003 CAS 7,000,000.00 7,000,000.00 7,000,000.00 4.846 4.806 84,805.00 0.00 0.00 84,805.00 574193WE4 40656 003 MDS 16,360,000.00 16,360,000.00 16,360,000.00 4.000 3.967 163,600.00 0.00 0.00 163,600.00 931142ER0 40660 003 WMT 18,875,000.00 17,077,156.25 17,077,156.25 1.050 4.178 49,546.88 130,278.53 0.00 179,825.41 459058JT1 40662 003 IBRD 5,000,000.00 4,444,500.00 4,444,500.00 0.850 4.187 10,625.00 36,280.84 0.00 46,905.84 459058JT1 40664 003 IBRD 10,000,000.00 8,868,500.00 8,868,500.00 0.850 4.286 21,250.00 74,549.78 0.00 95,799.78 3137FBAJ5 40665 003 FHLMC 4,805,000.00 4,805,000.00 4,664,979.30 3.281 3.352 39,413.01 0.00 0.00 39,413.01 3132XGRH1 40666 003 FHLMC 9,986,926.90 10,000,000.00 9,906,826.98 3.690 3.698 92,209.80 120.52 0.00 92,330.32 3140HSZG9 40667 003 FNMA 3,886,007.92 3,903,030.28 3,831,756.71 3.440 3.494 33,468.58 281.27 0.00 33,749.85 91412GU94 40668 003 UNVHGR 13,815,000.00 13,484,407.05 13,484,407.05 3.063 4.260 105,788.37 38,995.24 0.00 144,783.61 64990FY57 40669 003 NYSPIT 2,000,000.00 1,893,800.00 1,893,800.00 3.059 4.357 15,295.00 5,502.59 0.00 20,797.59 448980AD4 40670 003 HALST 14,000,000.00 13,999,680.80 13,999,680.80 5.150 5.109 180,249.99 26.09 0.00 180,276.08 891941AD8 40671 003 TMCC 10,000,000.00 9,999,441.00 9,999,441.00 4.710 4.673 117,750.00 29.56 0.00 117,779.56 3132XFLR7 40672 003 FHLMC 6,700,000.00 6,700,000.00 6,614,156.25 4.250 4.270 71,187.51 0.00 0.00 71,187.51 3130APZK4 40673 003 FHLB 26,000,000.00 24,002,160.00 24,002,160.00 1.190 4.574 77,350.00 199,341.02 0.00 276,691.02 437927AC0 40674 003 HAROT 10,000,000.00 9,998,380.00 9,998,380.00 4.930 4.894 123,249.99 90.84 0.00 123,340.83 64990FX90 40675 003 NYSPIT 7,415,000.00 7,248,310.80 7,248,310.80 2.319 5.194 42,988.47 51,910.14 0.00 94,898.61 89238JAC9 40676 003 TMCC 9,419,196.54 11,008,274.03 9,964,578.27 0.710 5.441 18,516.92 40,110.87 78,021.17 136,648.96 3130AQ4B6 40677 003 FHLB 25,000,000.00 23,606,450.00 23,606,450.00 1.200 5.011 75,000.00 223,166.37 0.00 298,166.37 574193WF1 40678 003 MDS 4,180,000.00 4,165,829.80 4,165,829.80 4.050 4.120 42,322.50 935.67 0.00 43,258.17 3130ARCZ2 40679 003 FHLB 8,500,000.00 8,061,221.50 8,061,221.50 2.160 4.595 45,900.00 47,464.02 0.00 93,364.02 3134GXCS1 40680 003 FHLMC 8,375,000.00 7,639,356.75 7,639,356.75 0.625 4.530 13,085.95 74,140.97 0.00 87,226.92 419792G34 40681 003 HIS 2,530,000.00 2,268,878.70 2,268,878.70 1.535 4.445 9,708.88 15,709.17 0.00 25,418.05 64990FS96 40682 003 NYSPIT 7,075,000.00 6,503,693.75 6,503,693.75 2.657 4.727 46,995.69 30,496.78 0.00 77,492.47 30312XAE7 40683 003 FHLMC 4,745,309.37 5,135,327.99 4,901,347.09 2.250 3.493 28,110.83 15,037.05 0.00 43,147.88 419792F92 40684 003 HIS 7,975,000.00 7,375,599.00 7,375,599.00 1.033 4.881 20,595.44 70,150.96 0.00 90,746.40 3140LKUP6 40685 003 FNMA 25,341,936.00 25,341,936.00 25,098,415.83 4.650 5.007 316,774.20 0.00 0.00 316,774.20 912797FB8 40691 003 USTR 0.00 19,661,077.78 3,846,732.61 5.170 5.332 0.00 51,700.00 0.00 51,700.00 45906M4E8 40692 003 IBRD 25,000,000.00 24,855,000.00 24,855,000.00 4.500 4.607 281,250.00 7,364.56 0.00 288,614.56 45818WEK8 40693 003 IADB 9,420,000.00 9,305,076.00 9,305,076.00 4.375 4.660 103,031.25 6,268.58 0.00 109,299.83 3140LKYV9 40694 003 FNMA 7,896,000.00 7,896,000.00 7,841,098.13 4.790 4.784 94,554.60 0.00 0.00 94,554.60 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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
October 1, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
31315KNE6 40695 003 FAMC 0.00 49,382,833.33 10,198,628.62 5.290 5.431 0.00 139,597.22 0.00 139,597.22 3135GAJ69 40696 003 FNMA 4,890,000.00 4,882,665.00 4,882,665.00 5.375 5.390 65,709.37 627.52 0.00 66,336.89 30333AAA0 40697 003 FHLMC 7,992,410.95 7,998,228.12 7,823,544.91 4.250 4.314 84,940.03 125.37 0.00 85,065.40 3140LKLH4 40698 003 FNMA 12,175,000.00 12,175,000.00 11,997,130.86 4.920 4.952 149,752.50 0.00 0.00 149,752.50 30333MAA4 40699 003 FHLMC 9,997,732.20 10,000,000.00 9,726,646.58 4.390 4.478 109,733.43 61.79 0.00 109,795.22 3134H1DF7 40700 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.420 5.376 203,250.00 0.00 0.00 203,250.00 3134H1DM2 40701 003 FHLMC 25,000,000.00 25,000,000.00 25,000,000.00 5.500 5.455 343,750.00 0.00 0.00 343,750.00 3134H1DL4 40702 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.500 5.455 206,250.00 0.00 0.00 206,250.00 3134H1EC3 40703 003 FHLMC 20,000,000.00 20,000,000.00 20,000,000.00 5.550 5.505 277,500.00 0.00 0.00 277,500.00 91412HGF4 40704 003 UNVHGR 5,005,000.00 4,396,291.90 4,396,291.90 1.316 5.266 16,466.45 41,883.59 0.00 58,350.04 80168FQH2 40705 003 SCVWTR 15,000,000.00 0.00 14,629,239.13 4.250 5.484 157,604.17 44,606.21 0.00 202,210.38 3134H1FN8 40706 003 FHLMC 15,000,000.00 0.00 13,206,521.74 5.625 5.562 185,156.25 0.00 0.00 185,156.25 3134H1FP3 40707 003 FHLMC 25,000,000.00 0.00 22,010,869.57 5.650 5.587 309,965.28 0.00 0.00 309,965.28 3135GAJZ5 40708 003 FNMA 20,000,000.00 0.00 16,739,130.43 5.700 5.629 237,500.00 0.00 0.00 237,500.00 31424WAJ1 40709 003 FAMC 20,000,000.00 0.00 18,043,478.26 5.800 5.739 261,000.00 0.00 0.00 261,000.00 84247PJB8 40710 003 STNPWR 2,500,000.00 0.00 1,758,440.49 3.938 5.309 17,775.69 5,754.02 0.00 23,529.71 882724V38 40711 003 TXS 7,400,000.00 0.00 3,780,434.78 5.616 5.573 53,102.40 0.00 0.00 53,102.40 882724V61 40712 003 TXS 5,000,000.00 0.00 2,554,347.83 5.332 5.291 34,065.56 0.00 0.00 34,065.56 02079KAC1 40713 003 GOOG 15,000,000.00 0.00 9,311,877.72 1.998 5.139 49,950.00 70,659.86 0.00 120,609.86 912797HX8 40714 003 USTR 10,000,000.00 0.00 4,965,598.61 5.270 5.380 0.00 67,338.89 0.00 67,338.89 3134H1HN6 40715 003 FHLMC 6,361,000.00 0.00 3,199,583.00 5.500 5.303 43,731.87 -968.13 0.00 42,763.74 45818WEU6 40716 003 IADB 20,000,000.00 0.00 9,785,054.35 5.125 5.071 125,277.78 -203.70 0.00 125,074.08 13063DRD2 40717 003 CAS 5,460,000.00 0.00 1,174,105.94 2.375 4.551 7,204.17 6,263.32 0.00 13,467.49 419792M29 40718 003 HIS 4,360,000.00 0.00 626,455.70 5.000 4.193 7,266.67 -646.51 0.00 6,620.16 419792M37 40719 003 HIS 2,000,000.00 0.00 288,376.74 5.000 4.195 3,333.33 -284.46 0.00 3,048.87 3133EMSW3 40720 003 FFCB 5,000,000.00 0.00 666,415.22 1.400 4.661 2,527.77 5,301.64 0.00 7,829.41 91412HGF4 40721 003 UNVHGR 6,190,000.00 0.00 609,573.71 1.316 4.113 2,036.51 4,282.34 0.00 6,318.85 Subtotal 2,416,158,272.01 2,541,959,796.28 2,466,318,971.87 3.106 16,283,493.36 2,947,331.30 78,024.41 19,308,849.07 Total 2,416,158,272.01 2,541,959,796.28 2,466,318,971.87 3.106 16,283,493.36 2,947,331.30 78,024.41 19,308,849.07 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:03 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, 2023 - December 31, 2023
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Annualized Adjusted Interest
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CITY 32936 003 STPOOL 15,233,735.60 15,006,746.08 15,150,349.44 3.960 3.787 289,218.31 0.00 0.00 289,218.31 CSJFA 37042 003 STPOOL 5,416,554.22 5,335,746.08 5,386,898.24 3.960 3.787 102,835.23 0.00 0.00 102,835.23 13063DGN2 40008 003 CAS 0.00 5,075,550.00 855,119.84 3.400 2.986 14,166.67 -1,292.93 0.00 12,873.74 3133EJD48 40013 003 FFCB 0.00 24,915,000.00 12,592,907.61 3.050 3.104 192,743.06 4,333.33 0.00 197,076.39 3133EJ5W5 40049 003 FFCB 0.00 19,980,880.00 12,379,458.26 2.650 2.662 164,888.89 1,252.30 0.00 166,141.19 459058GQ0 40079 003 IBRD 5,000,000.00 4,991,850.00 4,991,850.00 2.500 2.516 62,500.00 815.00 0.00 63,315.00 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.818 87,500.00 3,802.68 0.00 91,302.68 3137B4WB8 40148 003 FHLMC 0.00 225,888.22 30,439.67 3.060 -48.762 0.00 -7,482.55 0.00 -7,482.55 70922PAK8 40152 003 PASTRN 0.00 1,837,920.00 1,528,270.43 2.929 1.666 21,357.29 -8,524.89 0.00 12,832.40 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.756 18,190.00 -8,612.86 0.00 9,577.14 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.538 22,500.00 705.39 0.00 23,205.39 3140HUNV4 40171 003 FNMA 4,773,546.25 4,821,914.40 4,883,413.94 2.420 2.322 58,005.11 -838.89 0.00 57,166.22 30298LAA9 40173 003 FHLMC 2,543,293.61 4,364,864.59 3,875,467.77 1.990 1.851 36,158.21 0.00 0.00 36,158.21 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.842 4,642.50 0.00 0.00 4,642.50 30314KAS2 40180 003 FHLMC 1,164,953.08 1,173,790.07 1,175,285.11 2.090 2.054 12,211.46 -42.03 0.00 12,169.43 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.648 81,250.00 1,706.64 0.00 82,956.64 649791PP9 40185 003 NYS 5,000,000.00 5,002,600.00 5,002,600.00 2.010 1.981 50,250.00 -302.91 0.00 49,947.09 912828W48 40196 003 USTR 15,000,000.00 15,244,921.88 15,244,921.88 2.125 1.706 160,545.76 -29,473.92 0.00 131,071.84 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.678 93,500.00 -408.01 0.00 93,091.99 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.325 92,576.64 0.00 0.00 92,576.64 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.198 83,440.02 0.00 0.00 83,440.02 3138L4EN9 40206 003 FNMA 0.00 -0.03 -0.01 2.610 0.00 0.00 0.00 0.00 6500354U9 40207 003 NYSDEV 5,000,000.00 5,190,300.00 5,190,300.00 2.860 1.860 71,500.00 -22,836.00 0.00 48,664.00 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.626 13,549.98 0.00 0.00 13,549.98 30295NAE0 40214 003 FHLMC 0.00 252,813.69 78,373.82 2.050 0.363 459.33 -316.02 0.00 143.31 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.872 51,799.98 0.00 0.00 51,799.98 30298LAA9 40231 003 FHLMC 298,837.03 512,871.62 461,059.58 1.990 0.677 4,248.60 -2,675.43 0.00 1,573.17 574193SP4 40234 003 MDS 1,000,000.00 1,000,000.00 1,000,000.00 0.970 0.962 4,850.00 0.00 0.00 4,850.00 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.733 84,375.00 -37,449.67 0.00 46,925.33 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.699 9,375.00 1,161.00 0.00 10,536.00 89239RAC0 40252 003 TMCC 0.00 102,505.49 18,430.76 1.360 1.411 125.76 0.43 4.94 131.13 44891LAC7 40253 003 HART 0.00 170,323.64 51,083.31 1.410 1.447 360.52 1.31 10.68 372.51 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.645 53,340.00 0.00 0.00 53,340.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.715 35,000.00 1,000.00 0.00 36,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.542 17,615.50 1,339.23 0.00 18,954.73 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.694 35,000.00 0.00 0.00 35,000.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.538 138,499.98 0.00 0.00 138,499.98 43813DAC2 40270 003 HAROT 0.00 177,849.39 40,103.28 0.820 0.831 164.50 0.37 3.13 168.00 3136AL7K1 40272 003 FNMA 2,442,467.47 2,466,611.07 2,658,106.17 2.967 2.567 36,383.82 -1,989.43 0.00 34,394.39 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.744 150,000.00 0.00 0.00 150,000.00 923078CT4 40277 003 VNTCTF 0.00 1,000,000.00 668,478.26 1.048 1.037 3,493.33 0.00 0.00 3,493.33 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.213 5,503.50 0.00 0.00 5,503.50 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.843 127,500.00 0.00 0.00 127,500.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.575 29,000.00 0.00 0.00 29,000.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.538 25,000.00 2,072.30 0.00 27,072.30 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.826 4,165.00 0.00 0.00 4,165.00 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.826 2,707.25 0.00 0.00 2,707.25 30315EAA4 40295 003 FHLMC 3,103,236.93 3,132,363.23 3,134,520.30 0.830 0.809 12,929.08 -142.46 0.00 12,786.62 89237VAB5 40296 003 TMCC 0.00 603,089.83 173,324.54 0.440 0.453 381.59 1.60 12.61 395.80 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.630 16,500.00 -611.36 0.00 15,888.64 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.496 12,750.00 -244.43 0.00 12,505.57 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.497 6,250.00 12.60 0.00 6,262.60 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.516 37,999.00 0.00 0.00 37,999.00 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.417 9,124.50 0.00 0.00 9,124.50 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.433 9,375.00 1,506.67 0.00 10,881.67 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.546 27,500.00 0.00 0.00 27,500.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.833 16,800.00 0.00 0.00 16,800.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.410 9,750.00 575.06 0.00 10,325.06 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.486 60,922.00 -50,970.70 0.00 9,951.30 3137EAEY1 40316 003 FHLMC 0.00 3,985,080.00 2,317,410.65 0.125 0.249 1,458.33 1,450.56 0.00 2,908.89 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.783 21,300.00 -1,513.55 0.00 19,786.45 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.797 44,250.00 -3,912.17 0.00 40,337.83 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.502 40,000.00 -35,073.88 0.00 4,926.12 06406RAJ6 40320 003 BK 0.00 4,193,530.88 934,428.08 3.450 0.378 14,827.33 -13,047.33 0.00 1,780.00 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.349 17,000.00 594.90 0.00 17,594.90 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.689 3,475.00 0.00 0.00 3,475.00 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.759 5,297.63 0.00 0.00 5,297.63 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.627 9,779.23 -2,707.16 0.00 7,072.07 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.597 15,717.40 -4,868.47 0.00 10,848.93 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.602 44,150.00 -13,434.86 0.00 30,715.14 3136AY6S7 40327 003 FNMA 2,328,571.96 2,522,029.76 2,666,679.19 2.624 1.322 32,219.99 -14,447.43 0.00 17,772.56 3137BGK24 40328 003 FHLMC 4,435,258.32 4,500,000.00 4,915,751.24 3.062 2.508 68,457.39 -6,299.37 0.00 62,158.02 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.426 18,750.00 2,652.74 0.00 21,402.74 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 25,000.00 0.00 0.00 25,000.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.546 41,250.00 0.00 0.00 41,250.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.317 18,168.75 -4,456.81 0.00 13,711.94 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.413 25,000.00 -4,103.51 0.00 20,896.49 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.492 24,000.00 800.00 0.00 24,800.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.395 75,000.00 -34,574.40 0.00 40,425.60 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.504 25,000.00 379.39 0.00 25,379.39 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.493 24,000.00 839.00 0.00 24,839.00 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.510 25,000.00 691.03 0.00 25,691.03 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.337 59,562.50 -50,808.10 0.00 8,754.40 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 25,000.00 0.00 0.00 25,000.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.520 18,750.00 7,268.26 0.00 26,018.26 30318CAA5 40342 003 FHLMC 3,697,886.66 3,732,418.83 3,735,115.81 0.670 0.651 12,436.39 -169.34 0.00 12,267.05 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.500 30,905.00 -12,989.44 0.00 17,915.56 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.298 75,000.00 -59,333.34 0.00 15,666.66 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.503 22,500.00 2,810.00 0.00 25,310.00 46625HJT8 40348 003 JPM 15,000,000.00 16,528,245.00 16,528,245.00 3.875 0.431 290,625.00 -254,707.50 0.00 35,917.50 69371RR24 40349 003 PCAR 7,000,000.00 6,991,880.00 6,991,880.00 0.350 0.386 12,250.00 1,353.34 0.00 13,603.34 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.496 25,000.00 0.00 0.00 25,000.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.508 25,000.00 600.00 0.00 25,600.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 15,000.00 0.00 0.00 15,000.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.595 15,000.00 0.00 0.00 15,000.00 3137FQ3W1 40356 003 FHLMC 4,248,825.37 4,583,176.29 4,677,503.74 2.588 1.316 55,784.69 -24,741.97 0.00 31,042.72 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.648 32,646.38 0.00 0.00 32,646.38 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.793 40,000.00 0.00 0.00 40,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.605 37,500.00 -6,854.76 0.00 30,645.24 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.992 50,000.00 0.00 0.00 50,000.00 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.007 100,000.00 1,502.78 0.00 101,502.78 3130APWP6 40410 003 FHLB 0.00 8,292,530.00 6,579,942.28 0.600 0.641 19,781.67 1,483.62 0.00 21,265.29 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.868 8,312.50 0.00 0.00 8,312.50 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.894 20,718.75 1,227.84 0.00 21,946.59 3135G05U3 40420 003 FNMA 0.00 6,982,570.00 1,821,540.00 0.350 0.493 3,198.61 1,325.58 0.00 4,524.19 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.917 10,218.75 2,318.05 0.00 12,536.80 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.682 9,843.75 972.73 0.00 10,816.48 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.954 50,500.00 -2,316.67 0.00 48,183.33 594918AW4 40432 003 MSFT 0.00 1,948,566.21 1,768,535.64 3.625 0.960 30,567.21 -22,009.43 0.00 8,557.78 3130APQU2 40435 003 FHLB 0.00 14,348,445.00 11,229,217.83 0.650 0.723 36,583.62 4,360.48 0.00 40,944.10 594918BX1 40442 003 MSFT 1,025,000.00 1,067,732.25 1,067,732.25 2.875 0.872 14,734.38 -10,041.52 0.00 4,692.86 594918BQ6 40443 003 MSFT 0.00 2,936,971.20 606,548.40 2.000 0.679 5,911.78 -3,836.62 0.00 2,075.16 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133ENGW4 40445 003 FFCB 0.00 6,432,426.00 5,768,208.10 0.660 0.677 19,111.95 582.39 0.00 19,694.34 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.039 69,510.00 -188.21 0.00 69,321.79 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.351 133,957.50 -61,543.63 0.00 72,413.87 037833CG3 40459 003 AAPL 10,000,000.00 10,407,000.00 10,407,000.00 3.000 1.002 150,000.00 -97,420.21 0.00 52,579.79 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.193 12,425.00 2,435.30 0.00 14,860.30 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.339 207,817.50 -101,660.21 0.00 106,157.29 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.500 1.416 33,298.61 2,293.79 0.00 35,592.40 3134GXJH8 40469 003 FHLMC 0.00 4,176,243.50 2,042,727.80 0.220 0.903 2,272.11 7,022.21 0.00 9,294.32 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.483 120,000.00 62,975.79 0.00 182,975.79 037833CG3 40471 003 AAPL 11,966,000.00 12,402,280.36 12,402,280.36 3.000 1.173 179,490.00 -106,122.25 0.00 73,367.75 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.750 1.556 156,875.00 0.00 0.00 156,875.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.779 122,500.00 2,916.67 0.00 125,416.67 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.625 1.555 54,900.00 1,440.00 0.00 56,340.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 1.750 1.556 156,875.00 0.00 0.00 156,875.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 1.750 1.550 96,875.00 750.00 0.00 97,625.00 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.590 82,800.00 129.37 0.00 82,929.37 3133ENAL4 40480 003 FFCB 0.00 4,103,407.95 2,297,016.41 0.290 0.951 3,376.49 7,639.28 0.00 11,015.77 037833CG3 40485 003 AAPL 12,318,000.00 12,613,016.10 12,613,016.10 3.000 1.738 184,770.00 -74,269.78 0.00 110,500.22 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.179 165,135.00 1,136.25 0.00 166,271.25 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.796 104,025.00 -36,470.54 0.00 67,554.46 3134GW6E1 40490 003 FHLMC 0.00 19,520,000.00 13,154,782.61 0.320 1.816 21,511.11 98,943.78 0.00 120,454.89 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 2.623 11,875.00 1,250.00 0.00 13,125.00 3130ARBY6 40496 003 FHLB 4,600,000.00 4,590,340.00 4,590,340.00 2.500 2.554 57,500.00 1,610.00 0.00 59,110.00 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.350 14,476.25 3,816.77 0.00 18,293.02 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.353 1,455.00 306.47 0.00 1,761.47 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.428 20,650.00 7,683.41 0.00 28,333.41 3136G46V0 40500 003 FNMA 1,500,000.00 1,449,900.00 1,449,900.00 0.310 2.176 2,325.00 13,581.32 0.00 15,906.32 3133ENAL4 40501 003 FFCB 0.00 1,139,135.40 637,668.19 0.290 2.028 951.92 5,566.65 0.00 6,518.57 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.427 62,000.00 171,340.84 0.00 233,340.84 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.549 6,462.50 21,844.65 0.00 28,307.15 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.548 5,359.38 15,316.61 0.00 20,675.99 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.551 6,500.00 17,588.57 0.00 24,088.57 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.552 4,275.00 13,776.68 0.00 18,051.68 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.551 52,470.00 158,108.27 0.00 210,578.27 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.541 2,887.50 7,086.52 0.00 9,974.02 3134GW6E1 40509 003 FHLMC 0.00 17,737,824.00 11,953,750.96 0.320 2.300 19,682.67 118,921.85 0.00 138,604.52 3133EL5J9 40510 003 FFCB 0.00 13,606,518.45 4,584,805.13 0.300 2.123 6,982.50 42,091.77 0.00 49,074.27 3134GXMZ4 40511 003 FHLMC 1,033,000.00 1,020,087.50 1,020,087.50 1.800 2.437 9,297.00 3,237.11 0.00 12,534.11 3130APWH4 40512 003 FHLB 0.00 1,951,980.00 1,527,636.52 0.750 2.248 5,875.00 11,437.20 0.00 17,312.20 3133ENGW4 40513 003 FFCB 0.00 1,808,137.76 1,621,427.88 0.660 2.320 5,521.23 13,441.57 0.00 18,962.80 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133EMYW6 40514 003 FFCB 0.00 1,304,057.64 956,781.42 0.230 2.251 1,135.97 9,722.80 0.00 10,858.77 3135G05P4 40515 003 FNMA 0.00 3,288,848.73 589,847.87 0.300 2.175 898.93 5,569.58 0.00 6,468.51 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.826 8,750.00 10,369.04 0.00 19,119.04 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.691 12,000.00 65,453.15 0.00 77,453.15 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.839 126,830.00 188,292.34 0.00 315,122.34 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.835 146,187.50 174,141.57 0.00 320,329.07 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.720 30,600.00 10,668.93 0.00 41,268.93 3130APXH3 40521 003 FHLB 0.00 8,864,184.00 7,178,062.04 0.800 2.613 29,589.33 64,955.02 0.00 94,544.35 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.065 8,400.00 41,961.30 0.00 50,361.30 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.224 325,000.00 0.00 0.00 325,000.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.239 309,000.00 15,739.27 0.00 324,739.27 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 3.750 3.394 171,111.11 0.00 0.00 171,111.11 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.620 365,000.00 0.00 0.00 365,000.00 3130APM44 40527 003 FHLB 0.00 3,449,208.80 2,736,872.20 0.500 2.611 7,080.49 28,947.80 0.00 36,028.29 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.104 62,500.00 85.17 0.00 62,585.17 3130ARR86 40529 003 FHLB 0.00 13,245,848.60 8,494,620.30 3.625 3.741 155,000.97 5,207.37 0.00 160,208.34 3130A0F70 40531 003 FHLB 0.00 10,346,364.90 8,996,839.04 3.375 2.513 150,352.04 -36,374.41 0.00 113,977.63 3130APQJ7 40532 003 FHLB 0.00 1,458,750.00 1,141,630.43 0.575 2.421 3,378.12 10,555.81 0.00 13,933.93 3130APWH4 40533 003 FHLB 0.00 5,843,952.00 4,573,527.65 0.750 2.500 17,625.00 40,005.03 0.00 57,630.03 459058JM6 40538 003 IBRD 0.00 5,394,470.58 4,280,395.13 0.250 2.538 5,541.25 49,222.09 0.00 54,763.34 3130AS2M0 40539 003 FHLB 0.00 3,835,000.00 3,042,989.13 2.650 2.632 40,368.70 0.00 0.00 40,368.70 3130AS3J6 40542 003 FHLB 0.00 2,699,460.00 2,141,962.83 2.500 2.496 26,812.50 143.00 0.00 26,955.50 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.831 54,450.00 -2,501.80 0.00 51,948.20 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.958 62,500.00 219,339.47 0.00 281,839.47 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.768 40,000.00 225,883.29 0.00 265,883.29 3130APWH4 40547 003 FHLB 0.00 19,475,000.00 15,241,304.35 0.750 2.555 58,750.00 137,592.94 0.00 196,342.94 3130ASBG3 40549 003 FHLB 7,150,000.00 7,130,337.50 7,130,337.50 3.250 3.389 116,187.50 5,617.86 0.00 121,805.36 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.523 89,700.00 2,243.48 0.00 91,943.48 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.249 202,187.50 8,897.32 0.00 211,084.82 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 2.982 124,670.00 8,574.95 0.00 133,244.95 31422XRQ7 40554 003 FAMC 0.00 10,390,632.63 9,712,982.68 0.690 3.168 34,914.98 120,208.95 0.00 155,123.93 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.350 87,734.38 6,639.73 0.00 94,374.11 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.499 153,022.50 42,895.33 0.00 195,917.83 3134GXYT5 40558 003 FHLMC 0.00 7,202,657.50 7,085,222.87 2.900 3.347 103,956.94 15,605.49 0.00 119,562.43 3134GXYT5 40559 003 FHLMC 0.00 4,470,615.00 4,397,724.54 2.900 3.347 64,525.00 9,686.17 0.00 74,211.17 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.545 17,968.75 4,080.67 0.00 22,049.42 3133EMBQ4 40561 003 FFCB 0.00 985,312.00 514,075.83 0.270 3.342 722.62 7,937.60 0.00 8,660.22 3135G05U3 40562 003 FNMA 0.00 6,959,160.00 1,815,433.04 0.350 3.284 3,290.00 26,760.00 0.00 30,050.00 3135G05P4 40563 003 FNMA 0.00 4,836,400.00 867,397.83 0.300 3.239 1,333.33 12,831.37 0.00 14,164.70 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.612 97,875.00 31,123.43 0.00 128,998.43 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CAMP 40566 003 CAMP 114,322,642.21 159,363,163.52 107,711,228.28 5.560 5.509 2,991,357.84 0.00 0.00 2,991,357.84 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.533 228,500.00 0.00 0.00 228,500.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.067 205,000.00 0.00 0.00 205,000.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.215 212,500.00 0.00 0.00 212,500.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.362 170,826.25 58,549.18 0.00 229,375.43 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.478 51,621.50 19,817.46 0.00 71,438.96 677522SQ8 40576 003 OHS 0.00 7,826,117.00 5,231,589.08 2.300 3.428 60,796.67 29,610.36 0.00 90,407.03 9128283Z1 40578 003 USTR 30,000,000.00 29,439,843.75 29,439,843.75 2.750 3.563 415,530.19 113,262.36 0.00 528,792.55 3136AR5S3 40579 003 FNMA 5,137,254.32 5,473,674.33 5,116,633.22 2.469 2.664 53,198.46 15,506.86 0.00 68,705.32 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.794 127,131.00 25,013.33 0.00 152,144.33 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.775 66,143.75 34,508.09 0.00 100,651.84 91282CCU3 40583 003 USTR 0.00 19,298,437.50 6,397,851.56 0.125 3.909 4,144.02 121,923.97 0.00 126,067.99 91282CAK7 40585 003 USTR 0.00 19,259,375.00 7,954,959.24 0.125 3.974 5,163.04 154,212.33 0.00 159,375.37 9128284Z0 40586 003 USTR 10,000,000.00 9,719,531.25 9,719,531.25 2.750 3.801 138,510.06 47,739.36 0.00 186,249.42 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.025 236,875.00 -39,875.99 0.00 196,999.01 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.133 250,000.00 -38,571.43 0.00 211,428.57 91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.543 58,503.30 25,733.11 0.00 84,236.41 91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.646 13,245.00 50,758.86 0.00 64,003.86 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.607 198,251.75 -12,947.20 0.00 185,304.55 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.005 80,437.50 83,329.64 0.00 163,767.14 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.722 122,250.00 93,418.05 0.00 215,668.05 89115BK66 40600 003 TORDNY 0.00 15,537,875.05 4,391,138.60 4.020 4.850 90,816.27 16,543.61 0.00 107,359.88 039483BL5 40601 003 ADM 9,215,000.00 8,517,148.05 8,517,148.05 2.500 4.797 115,187.50 90,761.09 0.00 205,948.59 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.563 123,750.00 -7,686.80 0.00 116,063.20 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.376 58,500.00 6,801.33 0.00 65,301.33 3137FBTA4 40605 003 FHLMC 8,483,709.43 9,660,734.63 8,984,425.27 3.064 3.727 138,879.82 29,931.76 0.00 168,811.58 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.564 72,355.25 28,226.80 0.00 100,582.05 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.569 218,750.00 10,600.00 0.00 229,350.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.935 52,500.00 164,315.56 0.00 216,815.56 30329MAA0 40609 003 FHLMC 3,236,311.72 3,484,863.69 3,005,221.87 2.080 3.988 34,540.68 25,877.49 0.00 60,418.17 30329MAA0 40610 003 FHLMC 4,160,972.23 4,480,539.04 3,863,856.70 2.080 3.988 44,409.45 33,271.06 0.00 77,680.51 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 5.830 5.860 73,852.08 0.00 0.00 73,852.08 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 5.830 5.881 88,938.34 0.00 0.00 88,938.34 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.821 247,500.00 -3,890.05 0.00 243,609.95 3136AKQM8 40614 003 FNMA 3,809,146.22 4,438,372.49 4,180,740.33 3.056 3.866 64,414.96 17,057.93 0.00 81,472.89 3130ATUP0 40615 003 FHLB 0.00 4,991,450.00 3,390,930.71 4.750 4.878 80,486.11 2,905.57 0.00 83,391.68 45950VRK4 40616 003 IFC 5,000,000.00 5,000,000.00 5,000,000.00 5.000 4.959 125,000.00 0.00 0.00 125,000.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.130 150,000.00 97,156.10 0.00 247,156.10 3138L8UV4 40618 003 FNMA 12,041,118.72 12,174,317.39 11,671,470.70 2.920 3.085 176,614.96 4,870.08 0.00 181,485.04 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.707 71,750.78 35,063.05 0.00 106,813.83 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
13063D3A4 40620 003 CAS 5,000,000.00 5,224,500.00 5,224,500.00 5.700 4.310 142,500.00 -28,988.52 0.00 113,511.48 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.869 31,729.73 46,454.09 0.00 78,183.82 31422XR38 40622 003 FAMC 0.00 10,000,000.00 8,152,173.91 4.920 4.889 200,900.00 0.00 0.00 200,900.00 13067WRC8 40623 003 CASPWR 3,155,000.00 2,816,941.75 2,816,941.75 0.790 4.834 12,462.25 56,186.97 0.00 68,649.22 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.307 139,194.00 37,226.99 0.00 176,420.99 9128285U0 40625 003 USTR 0.00 9,786,718.75 9,733,530.06 2.625 4.700 130,536.68 100,078.12 0.00 230,614.80 13063D3A4 40626 003 CAS 7,075,000.00 7,430,518.75 7,430,518.75 5.700 4.139 201,637.50 -46,608.43 0.00 155,029.07 3130AU4V3 40627 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 4.800 4.761 240,000.00 0.00 0.00 240,000.00 14913R3A3 40628 003 CAT 7,429,000.00 7,186,294.57 7,186,294.57 3.600 4.409 133,722.00 26,019.64 0.00 159,741.64 917542QV7 40629 003 UTS 3,763,576.98 5,839,739.35 3,728,703.19 3.539 5.505 65,856.53 11,459.54 26,160.33 103,476.40 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.628 54,892.25 42,369.82 0.00 97,262.07 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.519 62,500.00 43,680.26 0.00 106,180.26 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.473 68,750.00 39,736.84 0.00 108,486.84 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.354 81,250.00 23,860.46 0.00 105,110.46 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.331 103,750.00 4,489.47 0.00 108,239.47 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.860 98,348.82 0.00 0.00 98,348.82 91412HJN4 40636 003 UNVHGR 2,015,000.00 1,737,171.80 1,737,171.80 1.272 5.098 12,815.40 31,832.63 0.00 44,648.03 24422EWP0 40637 003 JD 10,000,000.00 9,995,300.00 9,995,300.00 4.800 4.779 240,000.00 783.33 0.00 240,783.33 3134GYDA7 40638 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.020 4.979 376,500.00 0.00 0.00 376,500.00 3135GADY4 40639 003 FNMA 50,000,000.00 50,000,000.00 50,000,000.00 5.000 4.959 1,249,999.99 0.00 0.00 1,249,999.99 69371RR65 40640 003 PCAR 10,000,000.00 9,108,000.00 9,108,000.00 2.000 4.560 100,000.00 109,373.30 0.00 209,373.30 62479MU35 40641 003 MUFGBK 0.00 24,411,541.67 265,342.84 4.870 5.057 0.00 6,763.89 0.00 6,763.89 89233HU36 40642 003 TMCC 0.00 24,410,118.06 265,327.37 4.910 5.098 0.00 6,819.44 0.00 6,819.44 3134GXR63 40643 003 FHLMC 10,000,000.00 9,867,760.00 9,867,760.00 4.050 4.579 202,500.00 25,295.64 0.00 227,795.64 313384HR3 40644 003 FHLB 0.00 48,946,527.78 532,027.48 4.790 0.00 12,847.22 0.00 12,847.22 313384HR3 40645 003 FHLB 0.00 48,937,416.50 531,928.44 4.832 0.00 12,958.34 0.00 12,958.34 313384HR3 40646 003 FHLB 0.00 9,787,483.33 106,385.69 4.832 0.00 2,591.67 0.00 2,591.67 3132XGRH1 40647 003 FHLMC 19,973,853.80 20,000,000.00 19,908,384.81 3.690 3.677 368,919.60 118.47 0.00 369,038.07 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.050 191,875.00 268,892.99 0.00 460,767.99 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.364 102,000.00 132,780.00 0.00 234,780.00 91412GU94 40651 003 UNVHGR 2,020,000.00 1,952,612.80 1,952,612.80 3.063 4.581 30,936.30 14,153.67 0.00 45,089.97 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.726 42,000.00 24,351.01 0.00 66,351.01 313384HR3 40653 003 FHLB 0.00 9,835,638.89 106,909.12 5.000 0.00 2,694.44 0.00 2,694.44 313384HR3 40654 003 FHLB 0.00 9,841,192.00 106,969.48 4.992 0.00 2,691.66 0.00 2,691.66 13063D3N6 40655 003 CAS 7,000,000.00 7,000,000.00 7,000,000.00 4.846 4.806 169,610.00 0.00 0.00 169,610.00 574193WE4 40656 003 MDS 16,360,000.00 16,360,000.00 16,360,000.00 4.000 3.967 327,199.99 0.00 0.00 327,199.99 313384LY3 40657 003 FHLB 0.00 14,639,791.67 6,444,690.90 4.750 4.934 0.00 160,312.50 0.00 160,312.50 313384KG3 40658 003 FHLB 0.00 19,646,083.33 4,377,659.87 4.650 4.800 0.00 105,916.67 0.00 105,916.67 313384LL1 40659 003 FHLB 0.00 19,578,716.67 7,342,018.75 4.710 4.878 0.00 180,550.00 0.00 180,550.00 931142ER0 40660 003 WMT 18,875,000.00 17,077,156.25 17,077,156.25 1.050 4.178 99,093.75 260,557.06 0.00 359,650.81 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
912797GF8 40661 003 USTR 0.00 12,796,526.47 2,642,760.90 4.735 4.877 0.00 64,974.74 0.00 64,974.74 459058JT1 40662 003 IBRD 5,000,000.00 4,444,500.00 4,444,500.00 0.850 4.187 21,250.00 72,561.68 0.00 93,811.68 912797GG6 40663 003 USTR 0.00 9,837,036.11 2,405,796.87 4.930 5.081 0.00 61,625.00 0.00 61,625.00 459058JT1 40664 003 IBRD 10,000,000.00 8,868,500.00 8,868,500.00 0.850 4.286 42,500.00 149,099.56 0.00 191,599.56 3137FBAJ5 40665 003 FHLMC 4,805,000.00 4,805,000.00 4,664,979.30 3.281 3.352 78,826.02 0.00 0.00 78,826.02 3132XGRH1 40666 003 FHLMC 9,986,926.90 10,000,000.00 9,907,319.74 3.690 3.696 184,459.80 120.52 0.00 184,580.32 3140HSZG9 40667 003 FNMA 3,886,007.92 3,919,407.12 3,839,891.34 3.440 3.494 67,080.37 551.87 0.00 67,632.24 91412GU94 40668 003 UNVHGR 13,815,000.00 13,484,407.05 13,484,407.05 3.063 4.260 211,576.73 77,990.47 0.00 289,567.20 64990FY57 40669 003 NYSPIT 2,000,000.00 1,893,800.00 1,893,800.00 3.059 4.357 30,590.00 11,005.18 0.00 41,595.18 448980AD4 40670 003 HALST 14,000,000.00 13,999,680.80 13,999,680.80 5.150 5.109 360,499.98 52.18 0.00 360,552.16 891941AD8 40671 003 TMCC 10,000,000.00 9,999,441.00 9,999,441.00 4.710 4.673 235,500.00 59.12 0.00 235,559.12 3132XFLR7 40672 003 FHLMC 6,700,000.00 6,700,000.00 6,614,156.25 4.250 4.270 142,375.02 0.00 0.00 142,375.02 3130APZK4 40673 003 FHLB 26,000,000.00 24,002,160.00 24,002,160.00 1.190 4.574 154,700.00 398,682.04 0.00 553,382.04 437927AC0 40674 003 HAROT 10,000,000.00 9,998,380.00 9,998,380.00 4.930 4.894 246,499.98 181.68 0.00 246,681.66 64990FX90 40675 003 NYSPIT 7,415,000.00 7,248,310.80 7,248,310.80 2.319 5.194 85,976.93 103,820.27 0.00 189,797.20 89238JAC9 40676 003 TMCC 9,419,196.54 12,726,818.95 10,979,930.62 0.710 5.064 40,788.86 88,355.80 151,178.45 280,323.11 3130AQ4B6 40677 003 FHLB 25,000,000.00 23,606,450.00 23,606,450.00 1.200 5.011 150,000.00 446,332.74 0.00 596,332.74 574193WF1 40678 003 MDS 4,180,000.00 4,165,829.80 4,165,829.80 4.050 4.120 84,645.00 1,871.34 0.00 86,516.34 3130ARCZ2 40679 003 FHLB 8,500,000.00 8,061,221.50 8,061,221.50 2.160 4.595 91,800.00 94,928.04 0.00 186,728.04 3134GXCS1 40680 003 FHLMC 8,375,000.00 7,639,356.75 7,639,356.75 0.625 4.530 26,171.88 148,281.95 0.00 174,453.83 419792G34 40681 003 HIS 2,530,000.00 2,268,878.70 2,268,878.70 1.535 4.445 19,417.75 31,418.34 0.00 50,836.09 64990FS96 40682 003 NYSPIT 7,075,000.00 6,503,693.75 6,503,693.75 2.657 4.727 93,991.38 60,993.55 0.00 154,984.93 30312XAE7 40683 003 FHLMC 4,745,309.37 5,158,161.78 4,925,829.22 2.250 2.938 57,039.00 15,917.40 0.00 72,956.40 419792F92 40684 003 HIS 7,975,000.00 7,375,599.00 7,375,599.00 1.033 4.881 41,190.88 140,301.92 0.00 181,492.80 3140LKUP6 40685 003 FNMA 25,341,936.00 0.00 24,825,606.96 4.650 5.006 626,508.97 0.00 0.00 626,508.97 912796YH6 40686 003 USTR 0.00 19,786,144.44 7,312,270.77 5.065 5.191 0.00 191,344.45 0.00 191,344.45 912796XQ7 40687 003 USTR 0.00 49,862,361.11 3,251,893.12 4.955 5.038 0.00 82,583.33 0.00 82,583.33 912797FY8 40688 003 USTR 0.00 19,930,972.22 1,841,448.52 4.970 5.056 0.00 46,938.89 0.00 46,938.89 912797GJ0 40689 003 USTR 0.00 29,719,716.67 9,529,691.76 5.020 5.138 0.00 246,816.66 0.00 246,816.66 912796CR8 40690 003 USTR 0.00 49,357,500.00 21,996,277.17 5.140 5.279 0.00 585,388.89 0.00 585,388.89 912797FB8 40691 003 USTR 0.00 19,661,077.78 11,753,905.19 5.170 5.332 0.00 315,944.44 0.00 315,944.44 45906M4E8 40692 003 IBRD 25,000,000.00 0.00 21,748,125.00 4.500 4.592 490,625.00 12,847.07 0.00 503,472.07 45818WEK8 40693 003 IADB 9,420,000.00 0.00 8,141,941.50 4.375 4.645 179,732.29 10,935.19 0.00 190,667.48 3140LKYV9 40694 003 FNMA 7,896,000.00 0.00 6,818,346.20 4.790 4.768 163,894.64 0.00 0.00 163,894.64 31315KNE6 40695 003 FAMC 0.00 0.00 22,544,336.95 5.290 5.431 0.00 617,166.67 0.00 617,166.67 3135GAJ69 40696 003 FNMA 4,890,000.00 0.00 3,874,288.53 5.375 5.397 104,404.89 997.06 0.00 105,401.95 30333AAA0 40697 003 FHLMC 7,992,410.95 0.00 5,826,070.70 4.250 4.312 126,489.31 163.56 0.00 126,652.87 3140LKLH4 40698 003 FNMA 12,175,000.00 0.00 8,867,444.55 4.920 4.951 221,300.92 0.00 0.00 221,300.92 30333MAA4 40699 003 FHLMC 9,997,732.20 0.00 5,339,126.88 4.390 4.487 120,708.43 61.79 0.00 120,770.22 3134H1DF7 40700 003 FHLMC 15,000,000.00 0.00 7,663,043.48 5.420 5.378 207,766.67 0.00 0.00 207,766.67 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 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, 2023 - December 31, 2023
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3134H1DM2 40701 003 FHLMC 25,000,000.00 0.00 12,907,608.70 5.500 5.459 355,208.33 0.00 0.00 355,208.33 3134H1DL4 40702 003 FHLMC 15,000,000.00 0.00 8,233,695.65 5.500 5.466 226,875.00 0.00 0.00 226,875.00 3134H1EC3 40703 003 FHLMC 20,000,000.00 0.00 10,326,086.96 5.550 5.509 286,750.00 0.00 0.00 286,750.00 91412HGF4 40704 003 UNVHGR 5,005,000.00 0.00 2,293,717.51 1.316 5.271 17,198.30 43,745.08 0.00 60,943.38 80168FQH2 40705 003 SCVWTR 15,000,000.00 0.00 7,314,619.57 4.250 5.484 157,604.17 44,606.21 0.00 202,210.38 3134H1FN8 40706 003 FHLMC 15,000,000.00 0.00 6,603,260.87 5.625 5.562 185,156.25 0.00 0.00 185,156.25 3134H1FP3 40707 003 FHLMC 25,000,000.00 0.00 11,005,434.78 5.650 5.587 309,965.28 0.00 0.00 309,965.28 3135GAJZ5 40708 003 FNMA 20,000,000.00 0.00 8,369,565.22 5.700 5.629 237,500.00 0.00 0.00 237,500.00 31424WAJ1 40709 003 FAMC 20,000,000.00 0.00 9,021,739.13 5.800 5.739 261,000.00 0.00 0.00 261,000.00 84247PJB8 40710 003 STNPWR 2,500,000.00 0.00 879,220.24 3.938 5.309 17,775.69 5,754.02 0.00 23,529.71 882724V38 40711 003 TXS 7,400,000.00 0.00 1,890,217.39 5.616 5.573 53,102.40 0.00 0.00 53,102.40 882724V61 40712 003 TXS 5,000,000.00 0.00 1,277,173.91 5.332 5.291 34,065.56 0.00 0.00 34,065.56 02079KAC1 40713 003 GOOG 15,000,000.00 0.00 4,655,938.86 1.998 5.139 49,950.00 70,659.86 0.00 120,609.86 912797HX8 40714 003 USTR 10,000,000.00 0.00 2,482,799.31 5.270 5.380 0.00 67,338.89 0.00 67,338.89 3134H1HN6 40715 003 FHLMC 6,361,000.00 0.00 1,599,791.50 5.500 5.303 43,731.87 -968.13 0.00 42,763.74 45818WEU6 40716 003 IADB 20,000,000.00 0.00 4,892,527.17 5.125 5.071 125,277.78 -203.70 0.00 125,074.08 13063DRD2 40717 003 CAS 5,460,000.00 0.00 587,052.97 2.375 4.551 7,204.17 6,263.32 0.00 13,467.49 419792M29 40718 003 HIS 4,360,000.00 0.00 313,227.85 5.000 4.193 7,266.67 -646.51 0.00 6,620.16 419792M37 40719 003 HIS 2,000,000.00 0.00 144,188.37 5.000 4.195 3,333.33 -284.46 0.00 3,048.87 3133EMSW3 40720 003 FFCB 5,000,000.00 0.00 333,207.61 1.400 4.661 2,527.77 5,301.64 0.00 7,829.41 91412HGF4 40721 003 UNVHGR 6,190,000.00 0.00 304,786.85 1.316 4.113 2,036.51 4,282.34 0.00 6,318.85 Subtotal 2,416,158,272.01 2,889,536,915.17 2,540,799,804.59 3.051 30,327,782.13 8,577,335.51 177,370.14 39,082,487.78 Total 2,416,158,272.01 2,889,536,915.17 2,540,799,804.59 3.051 30,327,782.13 8,577,335.51 177,370.14 39,082,487.78 Portfolio CITY
AP
Run Date: 01/12/2024 - 16:02 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION C

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Money Markets
VP6000104 36512 FEDRAT 0.00 5.230 07/01/2023 5.230 5.230 07/01 - Monthly 0.00 0.00 Money Markets Totals 0.00 0.000 0.000 0.00 0.00 0.00
State Pool
CITY 32936 STPOOL 15,233,735.60 3.870 3.870 3.870 07/01 - Quarterly 15,233,735.60 15,233,735.60 CSJFA 37042 STPOOL 5,416,554.22 3.870 3.870 3.870 07/01 - Quarterly 5,416,554.22 5,416,554.22 State Pool Totals 20,650,289.82 3.870 3.870 0.00 20,650,289.82 20,650,289.82 JPA Pool
CAMP 40566 CAMP 114,322,642.21 5.570 5.570 5.570 07/01 - Monthly 114,322,642.21 114,322,642.21 JPA Pool Totals 114,322,642.21 5.570 5.570 0.00 114,322,642.21 114,322,642.21 Corp Medium Term Notes
037833CG3 40459 AAPL 10,000,000.00 3.00002/09/2024 01/07/2022 0.861 0.861 02/09 - 08/09 Received 10,407,000.00 10,020,566.49 037833DF4 40463 AAPL 15,114,000.00 2.75001/13/2025 01/14/2022 1.295 1.295 07/13 - 01/13 Received 15,723,396.48 15,324,097.77 037833CG3 40471 AAPL 11,966,000.00 3.00002/09/2024 01/19/2022 1.046 1.046 02/09 - 08/09 Received 12,402,280.36 11,988,403.59 037833CG3 40485 AAPL 12,318,000.00 3.00002/09/2024 02/14/2022 1.659 1.659 08/09 - 02/09 Received 12,613,016.10 12,333,679.18 037833CU2 40487 AAPL 7,300,000.00 2.85005/11/2024 02/28/2022 1.745 1.745 05/11 - 11/11 Received 7,460,673.00 7,326,339.84 039483BL5 40599 ADM 9,780,000.00 2.50008/11/2026 10/05/2022 4.606 4.606 02/11 - 08/11 Received 9,060,681.00 9,292,150.17 039483BL5 40601 ADM 9,215,000.00 2.50008/11/2026 10/07/2022 4.674 4.674 02/11 - 08/11 Received 8,517,148.05 8,741,025.41 06406HDA4 40617 BK 10,000,000.00 3.00002/24/2025 11/14/2022 5.080 5.080 02/24 - 08/24 Received 9,557,400.00 9,777,080.73 06406FAE3 40630 BK 4,481,000.00 2.45008/17/2026 12/13/2022 4.523 4.523 02/17 - 08/17 Received 4,169,346.45 4,258,323.07 06406RAD9 40633 BK 5,000,000.00 3.25005/16/2027 12/15/2022 4.308 4.308 05/16 - 11/16 Received 4,789,100.00 4,838,941.86 14913R3A3 40628 CAT 7,429,000.00 3.60008/12/2027 12/13/2022 4.381 4.381 02/12 - 08/12 Received 7,186,294.57 7,240,935.82 194162AN3 40580 CL 8,202,000.00 3.10008/15/2027 09/09/2022 3.774 3.774 02/15 - 08/15 Received 7,955,201.82 8,020,792.33 24422EWK1 40634 DE 5,000,000.00 4.15009/15/2027 12/15/2022 4.349 4.349 03/15 - 09/15 Received 4,957,350.00 4,966,728.01 02079KAC1 40713 GOOG 15,000,000.00 1.99808/15/2026 10/31/2023 5.063 5.063 02/15 - 08/15 63,270.00 13,817,625.00 13,888,284.86 438516BL9 40631 HON 5,000,000.00 2.50011/01/2026 12/13/2022 4.420 4.420 05/01 - 11/01 Received 4,660,750.00 4,752,478.54 24422EWP0 40637 JD 10,000,000.00 4.80001/09/2026 01/09/2023 4.817 4.817 07/09 - 01/09 9,995,300.00 9,996,831.85 478160BY9 40574 JNJ 13,945,000.00 2.45003/01/2026 08/25/2022 3.347 3.347 09/01 - 03/01 Received 13,533,204.15 13,691,286.92 478160BY9 40575 JNJ 4,214,000.00 2.45003/01/2026 08/26/2022 3.457 3.457 09/01 - 03/01 Received 4,074,727.30 4,128,124.34 46625HJT8 40348 JPM 15,000,000.00 3.87502/01/2024 02/01/2021 0.452 0.452 08/01 - 02/01 16,528,245.00 15,042,451.25 48133DP95 40569 JPM 10,000,000.00 4.57007/28/2027 07/28/2022 4.570 4.570 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ45 40570 JPM 10,000,000.00 4.10007/28/2025 07/28/2022 4.100 4.100 01/28 - 07/28 10,000,000.00 10,000,000.00 48133DQ52 40571 JPM 10,000,000.00 4.25007/28/2026 07/28/2022 4.250 4.250 01/28 - 07/28 10,000,000.00 10,000,000.00 88579YAV3 40598 MMM 7,150,000.00 2.25009/19/2026 10/05/2022 4.839 4.839 03/19 - 09/19 Received 6,490,770.00 6,697,242.32 594918BX1 40442 MSFT 1,025,000.00 2.87502/06/2024 12/20/2021 0.892 0.892 02/06 - 08/06 Received 1,067,732.25 1,026,952.52 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
594918BJ2 40528 MSFT 4,000,000.00 3.12511/03/2025 04/25/2022 3.129 3.129 05/03 - 11/03 Received 3,999,400.00 3,999,686.75 594918BB9 40557 MSFT 11,335,000.00 2.70002/12/2025 06/15/2022 3.498 3.498 08/12 - 02/12 Received 11,106,939.80 11,239,438.72 594918BB9 40564 MSFT 7,250,000.00 2.70002/12/2025 06/16/2022 3.607 3.607 08/12 - 02/12 Received 7,084,700.00 7,180,663.91 594918BY9 40624 MSFT 8,436,000.00 3.30002/06/2027 12/02/2022 4.272 4.272 02/06 - 08/06 Received 8,124,947.81 8,205,399.47 69371RR24 40349 PCAR 7,000,000.00 0.35002/02/2024 02/02/2021 0.389 0.389 08/02 - 02/02 6,991,880.00 6,999,766.93 69371RS23 40602 PCAR 5,000,000.00 4.95010/03/2025 10/07/2022 4.617 4.617 04/03 - 10/03 Received 5,045,950.00 5,026,989.22 69371RS23 40613 PCAR 10,000,000.00 4.95010/03/2025 10/28/2022 4.864 4.864 04/03 - 10/03 Received 10,022,800.00 10,013,658.39 69371RR65 40640 PCAR 10,000,000.00 2.00002/04/2027 01/06/2023 4.414 4.414 02/04 - 08/04 Received 9,108,000.00 9,323,708.45 713448CT3 40632 PEP 5,000,000.00 2.75004/30/2025 12/15/2022 4.441 4.441 04/30 - 10/30 Received 4,811,250.00 4,894,255.85 931142EW9 40603 WMT 3,000,000.00 3.90009/09/2025 10/07/2022 4.387 4.387 03/09 - 09/09 Received 2,960,250.00 2,977,026.62 931142ER0 40608 WMT 10,000,000.00 1.05009/17/2026 10/20/2022 4.684 4.684 03/17 - 09/17 Received 8,715,600.00 9,109,044.49 931142ER0 40660 WMT 18,875,000.00 1.05009/17/2026 04/05/2023 4.035 4.035 09/17 - 03/17 Received 17,077,156.25 17,462,201.69 Corp Medium Term Notes Totals 317,035,000.00 3.476 3.476 63,270.00 310,016,115.39 309,784,557.36 Federal Agency Coupon Securities
31422BJ27 40299 FAMC 2,500,000.00 0.50007/14/2025 07/28/2020 0.501 0.501 01/14 - 07/14 Received 2,499,875.00 2,499,961.30 31422B6K1 40334 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.496 0.496 07/15 - 01/15 9,992,000.00 9,996,737.78 31422B6K1 40337 FAMC 10,000,000.00 0.48001/15/2026 01/15/2021 0.497 0.497 07/15 - 01/15 9,991,610.00 9,996,578.74 3133ENS43 40607 FFCB 10,000,000.00 4.37510/17/2024 10/17/2022 4.599 4.599 04/17 - 10/17 9,957,600.00 9,983,157.78 3130AGWK7 40157 FHLB 3,000,000.00 1.50008/15/2024 08/16/2019 1.549 1.549 02/15 - 08/15 2,992,950.00 2,999,122.18 3130AU4V3 40627 FHLB 10,000,000.00 4.80001/08/2024 12/08/2022 4.804 4.804 01/08 - 07/08 10,000,000.00 10,000,000.00 3137EAEX3 40309 FHLMC 5,000,000.00 0.37509/23/2025 09/25/2020 0.436 0.436 03/23 - 09/23 4,984,950.00 4,994,793.60 3135G0V75 40142 FNMA 10,000,000.00 1.75007/02/2024 07/08/2019 1.830 1.830 01/02 - 07/02 9,962,100.00 9,996,176.20 3135G0W66 40183 FNMA 10,000,000.00 1.62510/15/2024 10/22/2019 1.661 1.661 04/15 - 10/15 Received 9,983,000.00 9,997,307.31 3135G04Z3 40288 FNMA 10,000,000.00 0.50006/17/2025 06/19/2020 0.542 0.542 12/17 - 06/17 9,979,300.00 9,993,944.27 3135G05X7 40329 FNMA 10,000,000.00 0.37508/25/2025 12/29/2020 0.429 0.429 02/25 - 08/25 Received 9,975,300.00 9,991,245.94 3135G06G3 40333 FNMA 10,000,000.00 0.50011/07/2025 01/06/2021 0.417 0.417 05/07 - 11/07 Received 10,039,690.00 10,015,182.96 Federal Agency Coupon Securities Totals 100,500,000.00 1.600 1.600 0.00 100,358,375.00 100,464,208.06 Treasury Coupon Securities
912828W48 40196 USTR 15,000,000.00 2.12502/29/2024 12/23/2019 1.719 1.719 02/29 - 08/31 Received 15,244,921.88 15,009,450.88 9128283Z1 40578 USTR 30,000,000.00 2.75002/28/2025 09/02/2022 3.539 3.539 02/28 - 08/31 Received 29,439,843.75 29,739,004.12 9128284Z0 40586 USTR 10,000,000.00 2.75008/31/2025 09/15/2022 3.760 3.760 02/28 - 08/31 Received 9,719,531.25 9,842,252.54 Treasury Coupon Securities Totals 55,000,000.00 3.078 3.078 0.00 54,404,296.88 54,590,707.54 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Treasury Discounts
912797HX8 40714 USTR 10,000,000.00 5.27001/02/2024 11/16/2023 5.395 5.470 01/02 - At Maturity 9,931,197.22 9,998,536.11 Treasury Discounts Totals 10,000,000.00 5.395 5.470 0.00 9,931,197.22 9,998,536.11 Federal Agency Callables
31422XCX8 40360 FAMC 10,000,000.00 1.00004/20/2026 04/20/2021 1.000 1.000 10/20 - 04/20 10,000,000.00 10,000,000.00 31424WAJ1 40709 FAMC 20,000,000.00 5.80010/10/2028 10/10/2023 5.800 5.800 04/10 - 10/10 20,000,000.00 20,000,000.00 3133ELJ47 40282 FFCB 10,000,000.00 0.58006/17/2024 06/17/2020 0.580 0.580 12/17 - 06/17 10,000,000.00 10,000,000.00 3133EMLR1 40330 FFCB 10,000,000.00 0.50012/23/2025 12/29/2020 0.500 0.500 06/23 - 12/23 Received 10,000,000.00 10,000,000.00 3133EMSU7 40358 FFCB 10,000,000.00 0.80003/09/2026 03/09/2021 0.800 0.800 09/09 - 03/09 10,000,000.00 10,000,000.00 3133ENFZ8 40423 FFCB 10,000,000.00 1.01012/02/2024 12/02/2021 0.963 0.963 06/02 - 12/02 10,013,900.00 10,004,260.09 3133ENMH0 40479 FFCB 10,350,000.00 1.60001/27/2026 01/27/2022 1.603 1.603 07/27 - 01/27 10,348,965.00 10,349,463.81 3133ENPB0 40486 FFCB 15,150,000.00 2.18002/16/2027 02/16/2022 2.196 2.196 08/16 - 02/16 15,138,637.50 15,142,898.44 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 Received 148,500.00 149,587.97 3133EMSC7 40522 FFCB 3,500,000.00 0.48003/03/2025 04/22/2022 3.000 3.000 09/03 - 03/03 Received 3,259,655.00 3,401,624.06 3133ENUZ1 40524 FFCB 20,000,000.00 3.09010/20/2025 04/22/2022 3.258 3.258 10/20 - 04/20 Received 19,890,000.00 19,943,251.19 3133ENVK3 40526 FFCB 20,000,000.00 3.65010/27/2026 04/27/2022 3.650 3.650 10/27 - 04/27 20,000,000.00 20,000,000.00 3133ENYA2 40550 FFCB 5,200,000.00 3.45006/01/2027 06/07/2022 3.545 3.545 12/01 - 06/01 Received 5,177,640.00 5,184,669.57 3133EMSW3 40720 FFCB 5,000,000.00 1.40003/10/2028 12/18/2023 4.669 4.669 03/10 - 09/10 19,055.56 4,379,300.00 4,384,601.64 3130AKPW0 40340 FHLB 10,000,000.00 0.50001/28/2026 01/28/2021 0.500 0.500 07/28 - 01/28 10,000,000.00 10,000,000.00 3130AKXX9 40350 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 10,000,000.00 10,000,000.00 3130AKXX9 40353 FHLB 10,000,000.00 0.50002/25/2026 02/25/2021 0.500 0.500 08/25 - 02/25 9,994,000.00 9,997,420.00 3130APRF4 40409 FHLB 20,000,000.00 1.00011/15/2024 11/17/2021 1.015 1.015 05/15 - 11/15 Received 19,991,000.00 19,997,378.48 3130APZU2 40417 FHLB 1,900,000.00 0.87505/28/2024 11/30/2021 0.875 0.875 05/28 - 11/28 1,900,000.00 1,900,000.00 3130APU45 40418 FHLB 4,875,000.00 0.85011/22/2024 11/30/2021 0.901 0.901 05/22 - 11/22 Received 4,867,687.50 4,872,810.34 3130APKF1 40421 FHLB 2,725,000.00 0.75011/08/2024 11/30/2021 0.923 0.923 05/08 - 11/08 Received 2,711,375.00 2,721,046.43 3130APMH5 40422 FHLB 3,150,000.00 0.62505/17/2024 12/01/2021 0.687 0.687 05/17 - 11/17 Received 3,145,212.00 3,149,265.05 3130APS48 40446 FHLB 13,240,000.00 1.05011/18/2024 12/17/2021 1.047 1.047 05/18 - 11/18 Received 13,241,098.92 13,240,331.45 3130AQG49 40461 FHLB 2,485,000.00 1.00010/18/2024 01/18/2022 1.200 1.200 07/18 - 01/18 2,471,605.85 2,481,117.05 3130AQCN1 40467 FHLB 5,000,000.00 1.50001/17/2025 01/18/2022 1.226 1.226 03/17 - Quarterly Received 4,986,250.00 4,995,208.53 3130ALHH0 40470 FHLB 25,000,000.00 0.96003/05/2026 01/18/2022 1.481 1.481 03/05 - 09/05 Received 24,479,750.00 24,725,705.45 3130AQQQ9 40472 FHLB 20,000,000.00 1.75001/28/2025 01/28/2022 1.385 1.385 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQN58 40473 FHLB 14,000,000.00 1.75001/27/2025 01/27/2022 1.443 1.443 07/27 - 01/27 13,982,500.00 13,993,745.37 3130AQMQ3 40475 FHLB 7,200,000.00 1.62510/28/2025 01/28/2022 1.433 1.433 04/28 - Quarterly 7,189,200.00 7,194,744.00 3130AQQQ9 40477 FHLB 20,000,000.00 1.75001/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 1.75010/28/2024 01/28/2022 1.296 1.296 04/28 - Quarterly 12,495,875.00 12,498,762.50 3130ARAY7 40495 FHLB 1,000,000.00 2.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 996,923.61 3130ARBY6 40496 FHLB 4,600,000.00 2.50003/28/2025 03/28/2022 1.713 1.713 09/28 - 03/28 4,590,340.00 4,596,001.83 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3130AR7C9 40497 FHLB 1,565,000.00 1.85012/27/2024 03/28/2022 2.357 2.357 06/27 - 12/27 1,544,029.00 1,557,451.29 3130AQT78 40499 FHLB 2,360,000.00 1.75002/28/2025 03/22/2022 2.428 2.428 08/28 - 02/28 Received 2,314,924.00 2,342,200.10 3130AMR53 40502 FHLB 20,000,000.00 0.62012/09/2024 03/22/2022 2.400 2.400 06/09 - 12/09 Received 19,070,000.00 19,678,259.98 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 803,779.79 3130AQJM6 40516 FHLB 1,400,000.00 1.25001/28/2025 04/11/2022 2.800 2.800 07/28 - 01/28 Received 1,341,991.00 1,377,706.57 3130AMU67 40517 FHLB 6,000,000.00 0.40006/28/2024 04/11/2022 2.661 2.661 06/28 - 12/28 Received 5,710,188.00 5,935,637.74 3130AQGT4 40518 FHLB 23,060,000.00 1.10001/13/2025 04/11/2022 2.808 2.808 07/13 - 01/13 Received 22,022,300.00 22,670,862.50 3130AQMR1 40519 FHLB 23,390,000.00 1.25001/27/2025 04/11/2022 2.808 2.808 07/27 - 01/27 Received 22,416,742.10 23,016,563.07 3130AQZ48 40520 FHLB 3,060,000.00 2.00008/28/2024 04/11/2022 2.724 2.724 08/28 - 02/28 Received 3,009,204.00 3,045,952.56 3130ARVJ7 40523 FHLB 20,000,000.00 3.25004/29/2027 04/29/2022 3.250 3.250 10/29 - 04/29 20,000,000.00 20,000,000.00 3130ARVT5 40544 FHLB 3,630,000.00 3.00005/17/2024 05/24/2022 2.716 2.716 11/17 - 05/17 Received 3,639,909.90 3,631,890.25 3130AMNR9 40545 FHLB 20,000,000.00 0.62511/27/2024 05/24/2022 2.916 2.916 05/28 - 11/28 Received 18,899,647.00 19,602,751.85 3130AMU67 40546 FHLB 20,000,000.00 0.40006/28/2024 05/24/2022 2.740 2.740 06/28 - 12/28 Received 19,053,800.00 19,777,881.43 3130ASBG3 40549 FHLB 7,150,000.00 3.25003/15/2024 06/15/2022 2.125 2.125 09/15 - 03/15 7,130,337.50 7,147,690.44 3130ARMT5 40552 FHLB 8,905,000.00 2.80010/25/2024 06/07/2022 3.000 3.000 10/25 - 04/25 Received 8,864,126.05 8,890,994.24 3130AS6D6 40560 FHLB 1,250,000.00 2.87506/14/2024 06/15/2022 3.557 3.557 12/14 - 06/14 Received 1,233,700.00 1,246,304.73 3130APZK4 40673 FHLB 26,000,000.00 1.19011/26/2025 05/24/2023 4.466 4.466 05/26 - 11/26 Received 24,002,160.00 24,482,793.35 3130AQ4B6 40677 FHLB 25,000,000.00 1.20012/23/2024 06/01/2023 4.954 4.954 06/23 - 12/23 Received 23,606,450.00 24,127,171.53 3130ARCZ2 40679 FHLB 8,500,000.00 2.16009/24/2025 06/02/2023 4.537 4.537 09/24 - 03/24 Received 8,061,221.50 8,171,443.50 3134GVQX9 40261 FHLMC 10,000,000.00 0.70005/05/2025 05/05/2020 0.720 0.720 11/05 - 05/05 9,990,000.00 9,997,311.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3134GW5R3 40505 FHLMC 2,000,000.00 0.65010/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 Received 1,873,460.00 1,935,899.43 3134GWUG9 40506 FHLMC 1,500,000.00 0.57009/24/2025 03/22/2022 2.500 2.500 03/24 - 09/24 Received 1,403,410.20 1,452,317.40 3134GWVN3 40507 FHLMC 17,490,000.00 0.60009/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 16,376,215.10 16,937,499.45 3134GXMZ4 40511 FHLMC 1,033,000.00 1.80003/28/2024 03/30/2022 2.446 2.446 09/28 - 03/28 Received 1,020,087.50 1,031,435.39 3134GXSF2 40525 FHLMC 10,000,000.00 3.75004/29/2025 04/29/2022 3.292 3.292 10/29 - 04/29 10,000,000.00 10,000,000.00 3134GXRL0 40551 FHLMC 12,940,000.00 3.12505/12/2025 06/07/2022 3.270 3.270 11/12 - 05/12 Received 12,887,851.80 12,915,730.08 3134GXYM0 40556 FHLMC 5,615,000.00 3.12506/28/2024 06/28/2022 3.372 3.372 12/28 - 06/28 5,588,441.05 5,608,470.92 3134GYDA7 40638 FHLMC 15,000,000.00 5.02007/26/2024 01/26/2023 5.020 5.020 07/26 - 01/26 15,000,000.00 15,000,000.00 3134GXR63 40643 FHLMC 10,000,000.00 4.05008/28/2025 01/17/2023 4.591 4.591 02/28 - 08/28 Received 9,867,760.00 9,916,102.78 3134GXCS1 40680 FHLMC 8,375,000.00 0.62511/25/2025 06/02/2023 4.402 4.402 11/25 - 05/25 Received 7,639,356.75 7,811,528.57 3134H1DF7 40700 FHLMC 15,000,000.00 5.42009/26/2025 09/29/2023 5.420 5.420 03/26 - 09/26 15,000,000.00 15,000,000.00 3134H1DM2 40701 FHLMC 25,000,000.00 5.50009/28/2028 09/28/2023 5.500 5.500 03/28 - 09/28 25,000,000.00 25,000,000.00 3134H1DL4 40702 FHLMC 15,000,000.00 5.50009/22/2027 09/22/2023 5.500 5.500 03/22 - 09/22 15,000,000.00 15,000,000.00 3134H1EC3 40703 FHLMC 20,000,000.00 5.55009/28/2028 09/28/2023 5.550 5.550 03/28 - 09/28 20,000,000.00 20,000,000.00 3134H1FN8 40706 FHLMC 15,000,000.00 5.62510/12/2028 10/12/2023 5.625 5.625 04/12 - 10/12 15,000,000.00 15,000,000.00 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
3134H1FP3 40707 FHLMC 25,000,000.00 5.65010/12/2028 10/12/2023 5.650 5.650 04/12 - 10/12 25,000,000.00 25,000,000.00 3134H1HN6 40715 FHLMC 6,361,000.00 5.50010/20/2028 11/16/2023 5.167 5.167 04/20 - 10/20 25,267.31 6,399,166.00 6,398,197.87 3136G4WU3 40281 FNMA 30,000,000.00 0.85006/23/2025 06/23/2020 0.850 0.850 01/16 - 07/16 30,000,000.00 30,000,000.00 3135G06R9 40331 FNMA 15,000,000.00 0.55001/28/2026 01/28/2021 0.550 0.550 07/28 - 01/28 15,000,000.00 15,000,000.00 3136G46V0 40500 FNMA 1,500,000.00 0.31001/26/2024 03/22/2022 2.167 2.167 07/26 - 01/26 Received 1,449,900.00 1,498,113.70 3136G4H55 40503 FNMA 2,350,000.00 0.55008/05/2025 03/22/2022 2.500 2.500 08/05 - 02/05 Received 2,202,791.30 2,280,339.82 3136G4R62 40504 FNMA 1,715,000.00 0.62508/28/2025 03/22/2022 2.500 2.500 08/28 - 02/28 Received 1,609,825.91 1,664,199.89 3135GADY4 40639 FNMA 50,000,000.00 5.00001/03/2024 01/20/2023 5.000 5.000 07/03 - 01/03 50,000,000.00 50,000,000.00 3135GAJ69 40696 FNMA 4,890,000.00 5.37507/10/2026 08/08/2023 5.429 5.429 01/10 - 07/10 20,442.92 4,882,665.00 4,883,662.06 3135GAJZ5 40708 FNMA 20,000,000.00 5.70010/16/2028 10/16/2023 5.700 5.700 04/16 - 10/16 20,000,000.00 20,000,000.00 Federal Agency Callables Totals 949,889,000.00 2.933 2.933 64,765.79 936,285,275.06 942,758,960.25 Supranational
45818WCS3 40201 IADB 11,000,000.00 1.70011/15/2024 01/08/2020 1.692 1.692 05/15 - 11/15 Received 11,003,960.00 11,000,711.76 45818WCW4 40321 IADB 10,000,000.00 0.34010/15/2024 11/12/2020 0.352 0.352 04/15 - 10/15 9,995,330.00 9,999,061.37 45818WCZ7 40357 IADB 10,000,000.00 0.65002/20/2026 02/24/2021 0.650 0.650 08/20 - 02/20 10,000,000.00 10,000,000.00 45818WEK8 40693 IADB 9,420,000.00 4.37502/24/2028 07/24/2023 4.673 4.673 08/24 - 02/24 Received 9,305,076.00 9,316,011.19 45818WEU6 40716 IADB 20,000,000.00 5.12511/17/2026 11/17/2023 5.116 5.116 11/17 - Annually 20,005,000.00 20,004,796.30 459058GQ0 40079 IBRD 5,000,000.00 2.50003/19/2024 03/19/2019 2.535 2.535 09/19 - 03/19 4,991,850.00 4,999,646.83 459058JB0 40246 IBRD 3,000,000.00 0.62504/22/2025 04/22/2020 0.704 0.704 10/22 - 04/22 2,988,390.00 2,996,962.05 459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,082,594.40 459058JL8 40336 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.508 0.508 04/28 - 10/28 Received 9,996,360.00 9,998,615.24 459058JL8 40338 IBRD 10,000,000.00 0.50010/28/2025 01/11/2021 0.514 0.514 04/28 - 10/28 Received 9,993,370.00 9,997,477.76 459058DX8 40339 IBRD 4,765,000.00 2.50011/25/2024 01/12/2021 0.351 0.351 05/25 - 11/25 Received 5,158,198.27 4,856,454.59 459058JE4 40341 IBRD 10,000,000.00 0.37507/28/2025 01/13/2021 0.522 0.522 01/28 - 07/28 Received 9,933,980.00 9,977,104.99 459056HV2 40344 IBRD 10,000,000.00 1.50008/28/2024 01/22/2021 0.306 0.306 02/28 - 08/28 Received 10,427,200.00 10,078,122.22 45905U5Y6 40354 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.75003/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,016,375.26 459058JT1 40662 IBRD 5,000,000.00 0.85002/10/2027 04/12/2023 4.010 4.010 08/10 - 02/10 Received 4,444,500.00 4,548,908.20 459058JT1 40664 IBRD 10,000,000.00 0.85002/10/2027 04/24/2023 4.100 4.100 08/10 - 02/10 Received 8,868,500.00 9,073,097.73 45906M4E8 40692 IBRD 25,000,000.00 4.50006/26/2028 07/24/2023 4.632 4.632 12/26 - 06/26 Received 24,855,000.00 24,867,847.07 45950VPG5 40332 IFC 8,550,000.00 0.42511/19/2024 01/06/2021 0.320 0.320 05/19 - 11/19 Received 8,584,490.70 8,557,873.68 45950VPL4 40347 IFC 10,000,000.00 0.45002/05/2026 02/05/2021 0.507 0.507 08/05 - 02/05 9,971,900.00 9,988,229.22 45950VRK4 40616 IFC 5,000,000.00 5.00011/15/2027 11/18/2022 5.000 5.000 05/15 - 11/15 5,000,000.00 5,000,000.00 Supranational Totals 216,735,000.00 2.011 2.011 0.00 215,866,024.97 215,359,889.86 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Asset Backed Securities
448980AD4 40670 HALST 14,000,000.00 5.15006/15/2026 05/24/2023 5.207 5.207 06/15 - 13,999,680.80 13,999,743.71 437927AC0 40674 HAROT 10,000,000.00 4.93011/15/2027 05/30/2023 4.988 4.988 06/15 - 9,998,380.00 9,998,592.97 891941AD8 40671 TMCC 10,000,000.00 4.71002/15/2028 05/23/2023 4.759 4.759 06/15 - 9,999,441.00 9,999,512.60 89238JAC9 40676 TMCC 9,419,196.54 0.71004/15/2026 06/01/2023 5.694 5.694 06/15 - Received 9,003,109.95 9,087,614.96 Asset Backed Securities Totals 43,419,196.54 5.155 5.155 0.00 43,000,611.75 43,085,464.24 Municipal Bonds
13063DGB8 40243 CAS 5,000,000.00 3.37504/01/2025 04/13/2020 1.802 1.802 10/01 - 04/01 Received 5,372,000.00 5,093,624.16 13063DMA3 40449 CAS 10,110,000.00 2.65004/01/2026 01/07/2022 1.392 1.392 04/01 - 10/01 Received 10,631,069.40 10,386,946.33 13063DRD2 40581 CAS 5,570,000.00 2.37510/01/2026 09/09/2022 3.721 3.721 10/01 - 04/01 Received 5,289,717.60 5,380,205.49 13063D3A4 40620 CAS 5,000,000.00 5.70010/01/2026 11/17/2022 4.424 4.424 04/01 - 10/01 5,224,500.00 5,159,436.87 13063D3A4 40626 CAS 7,075,000.00 5.70010/01/2026 12/08/2022 4.257 4.257 04/01 - 10/01 Received 7,430,518.75 7,331,346.37 13063DC48 40649 CAS 12,000,000.00 1.70002/01/2028 02/01/2023 4.175 4.175 08/01 - 02/01 10,672,200.00 10,915,630.00 13063D3N6 40655 CAS 7,000,000.00 4.84603/01/2027 03/15/2023 4.845 4.845 09/01 - 03/01 7,000,000.00 7,000,000.00 13063DRD2 40717 CAS 5,460,000.00 2.37510/01/2026 12/11/2023 4.598 4.598 04/01 - 10/01 25,214.58 5,143,702.20 5,149,965.52 13034AL65 40323 CASDEV 1,385,000.00 0.76510/01/2025 12/17/2020 0.765 0.765 04/01 - 10/01 1,385,000.00 1,385,000.00 13077DML3 40318 CASHGR 10,000,000.00 0.88511/01/2025 11/02/2020 0.805 0.805 05/01 - 11/01 Received 10,039,100.00 10,014,344.64 13067WRC8 40623 CASPWR 3,155,000.00 0.79012/01/2025 11/28/2022 4.648 4.648 12/01 - 06/01 Received 2,816,941.75 2,939,616.63 34153QUD6 40311 FLSEDU 10,000,000.00 0.55006/01/2025 10/22/2020 0.550 0.550 06/01 - 12/01 10,000,000.00 10,000,000.00 34153QUC8 40313 FLSEDU 5,000,000.00 0.39006/01/2024 10/22/2020 0.413 0.413 06/01 - 12/01 4,995,850.00 4,999,520.79 373385FQ1 40304 GAS 14,615,000.00 0.52008/01/2025 08/27/2020 0.520 0.520 02/01 - 08/01 14,615,000.00 14,615,000.00 373385FP3 40305 GAS 4,345,000.00 0.42008/01/2024 08/27/2020 0.420 0.420 02/01 - 08/01 4,345,000.00 4,345,000.00 419792ZM1 40317 HIS 5,000,000.00 0.85210/01/2025 10/29/2020 0.790 0.790 10/01 - 04/01 5,014,900.00 5,005,297.40 419792G34 40648 HIS 25,000,000.00 1.53508/01/2027 01/25/2023 3.902 3.902 02/01 - 08/01 Received 22,571,000.00 23,072,933.58 419792G34 40681 HIS 2,530,000.00 1.53508/01/2027 06/05/2023 4.272 4.272 08/01 - 02/01 Received 2,268,878.70 2,304,835.24 419792F92 40684 HIS 7,975,000.00 1.03308/01/2025 06/12/2023 4.775 4.775 08/01 - 02/01 Received 7,375,599.00 7,530,710.57 419792M29 40718 HIS 4,360,000.00 5.00010/01/2027 12/19/2023 4.509 4.509 04/01 - 10/01 4,433,378.80 4,432,732.29 419792M37 40719 HIS 2,000,000.00 5.00010/01/2028 12/19/2023 4.519 4.519 04/01 - 10/01 2,040,820.00 2,040,535.54 546417DQ6 40312 LAS 4,000,000.00 0.84006/01/2025 10/14/2020 0.840 0.840 12/01 - 06/01 4,000,000.00 4,000,000.00 544351MQ9 40315 LOS 3,670,000.00 3.32009/01/2024 10/14/2020 0.511 0.511 03/01 - 09/01 Received 4,065,589.30 3,737,960.94 544351QQ5 40589 LOS 9,475,000.00 5.00009/01/2025 09/28/2022 4.097 4.097 09/01 - 03/01 9,708,274.50 9,607,919.94 544351QP7 40593 LOS 10,000,000.00 5.00009/01/2024 09/28/2022 4.187 4.187 09/01 - 03/01 10,148,500.00 10,051,428.57 57582RK88 40322 MAS 1,000,000.00 0.69511/01/2025 12/03/2020 0.695 0.695 05/01 - 11/01 1,000,000.00 1,000,000.00 574193SP4 40234 MDS 1,000,000.00 0.97003/15/2024 03/18/2020 0.970 0.970 09/15 - 03/15 1,000,000.00 1,000,000.00 574193TR9 40297 MDS 5,000,000.00 0.66008/01/2025 08/05/2020 0.635 0.635 02/01 - 08/01 5,006,100.00 5,001,935.97 574193TQ1 40298 MDS 5,000,000.00 0.51008/01/2024 08/05/2020 0.500 0.500 02/01 - 08/01 5,001,950.00 5,000,285.17 574193GK8 40652 MDS 3,000,000.00 2.80008/01/2027 03/03/2023 4.612 4.612 08/01 - 02/01 Received 2,785,170.00 2,825,484.45 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
574193WE4 40656 MDS 16,360,000.00 4.00003/15/2026 03/29/2023 3.999 3.999 09/15 - 03/15 16,360,000.00 16,360,000.00 574193WF1 40678 MDS 4,180,000.00 4.05003/15/2027 06/02/2023 4.146 4.146 09/15 - 03/15 Received 4,165,829.80 4,168,002.63 649791PP9 40185 NYS 5,000,000.00 2.01002/15/2024 10/30/2019 1.998 1.998 02/15 - 08/15 5,002,600.00 5,000,074.05 6500354U9 40207 NYSDEV 5,000,000.00 2.86003/15/2024 01/15/2020 1.905 1.905 03/15 - 09/15 Received 5,190,300.00 5,009,388.13 6500354W5 40606 NYSDEV 4,565,000.00 3.17003/15/2026 10/11/2022 4.518 4.518 03/15 - 09/15 Received 4,371,489.65 4,440,488.48 649902T45 40596 NYSHGR 7,850,000.00 5.05109/15/2027 10/05/2022 4.677 4.677 03/15 - 09/15 Received 7,978,033.50 7,945,953.20 64990FY57 40669 NYSPIT 2,000,000.00 3.05903/15/2028 05/18/2023 4.288 4.288 09/15 - 03/15 Received 1,893,800.00 1,907,434.20 64990FX90 40675 NYSPIT 7,415,000.00 2.31903/15/2024 05/26/2023 5.210 5.210 09/15 - 03/15 Received 7,248,310.80 7,372,318.34 64990FS96 40682 NYSPIT 7,075,000.00 2.65702/15/2028 06/09/2023 4.592 4.592 08/15 - 02/15 Received 6,503,693.75 6,572,142.07 64990GZW5 40262 NYU 2,450,000.00 1.43807/01/2024 05/06/2020 1.551 1.551 07/01 - 01/01 Received 2,438,877.00 2,448,660.78 76913CAZ2 40256 RIV 4,000,000.00 2.66702/15/2025 05/06/2020 2.667 2.667 08/15 - 02/15 4,000,000.00 4,000,000.00 80168FQH2 40705 SCVWTR 15,000,000.00 4.25012/01/2024 10/02/2023 5.500 5.500 12/01 - 06/01 Received 14,790,000.00 14,834,606.21 84247PJB8 40710 STNPWR 2,500,000.00 3.93807/01/2026 10/26/2023 5.320 5.320 01/01 - 07/01 31,449.31 2,414,575.00 2,420,329.02 882724RA7 40319 TXS 1,600,000.00 5.00010/01/2025 10/30/2020 0.550 0.550 04/01 - 10/01 Received 1,945,088.00 1,722,758.58 882724V38 40711 TXS 7,400,000.00 5.61610/01/2024 11/15/2023 5.608 5.608 04/01 - 10/01 7,400,000.00 7,400,000.00 882724V61 40712 TXS 5,000,000.00 5.33210/01/2027 11/15/2023 5.332 5.332 04/01 - 10/01 5,000,000.00 5,000,000.00 91412GVB8 40153 UNVHGR 1,000,000.00 3.63805/15/2024 08/14/2019 1.831 1.831 11/15 - 05/15 Received 1,081,870.00 1,006,411.79 91412HFL2 40293 UNVHGR 1,000,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 1,000,000.00 1,000,000.00 91412HFL2 40294 UNVHGR 650,000.00 0.83305/15/2024 07/16/2020 0.833 0.833 11/15 - 05/15 650,000.00 650,000.00 91412HGE7 40324 UNVHGR 2,215,000.00 0.88305/15/2025 12/10/2020 0.630 0.630 05/15 - 11/15 Received 2,238,988.45 2,222,429.65 91412HGE7 40325 UNVHGR 3,560,000.00 0.88305/15/2025 12/15/2020 0.605 0.605 05/15 - 11/15 Received 3,603,004.80 3,573,361.24 91412HGE7 40326 UNVHGR 10,000,000.00 0.88305/15/2025 12/16/2020 0.610 0.610 05/15 - 11/15 Received 10,118,600.00 10,036,871.24 91412HGE7 40343 UNVHGR 7,000,000.00 0.88305/15/2025 01/22/2021 0.507 0.507 05/15 - 11/15 Received 7,112,070.00 7,035,648.80 91412GU94 40594 UNVHGR 3,820,000.00 3.06307/01/2025 09/27/2022 4.509 4.509 01/01 - 07/01 Received 3,677,896.00 3,742,800.64 91412HGE7 40595 UNVHGR 3,000,000.00 0.88305/15/2025 09/27/2022 4.509 4.509 11/15 - 05/15 Received 2,732,670.00 2,860,695.13 91412GU94 40619 UNVHGR 4,685,000.00 3.06307/01/2025 11/17/2022 4.669 4.669 01/01 - 07/01 Received 4,501,113.75 4,579,810.83 91412HJN4 40636 UNVHGR 2,015,000.00 1.27205/15/2027 01/04/2023 4.812 4.812 05/15 - 11/15 Received 1,737,171.80 1,800,306.53 91412GU94 40651 UNVHGR 2,020,000.00 3.06307/01/2025 02/14/2023 4.556 4.556 07/01 - 01/01 Received 1,952,612.80 1,977,538.99 91412GU94 40668 UNVHGR 13,815,000.00 3.06307/01/2025 05/18/2023 4.254 4.254 07/01 - 01/01 Received 13,484,407.05 13,581,028.58 91412HGF4 40704 UNVHGR 5,005,000.00 1.31605/15/2027 09/27/2023 5.019 5.019 11/15 - 05/15 Received 4,396,291.90 4,440,036.98 91412HGF4 40721 UNVHGR 6,190,000.00 1.31605/15/2027 12/22/2023 4.321 4.321 05/15 - 11/15 8,372.32 5,608,078.10 5,612,360.44 917542QV7 40629 UTS 3,763,576.98 3.53907/01/2025 12/13/2022 4.183 4.183 01/01 - 07/01 Received 3,705,504.99 3,729,416.99 923078CU1 40278 VNTCTF 900,000.00 1.22311/01/2024 06/11/2020 1.223 1.223 11/01 - 05/01 900,000.00 900,000.00 923078CX5 40621 VNTCTF 3,645,000.00 1.74111/01/2027 11/21/2022 4.621 4.621 05/01 - 11/01 Received 3,185,620.65 3,288,851.96 97705MNM3 40177 WIS 500,000.00 1.85705/01/2024 10/30/2019 1.857 1.857 05/01 - 11/01 500,000.00 500,000.00 Municipal Bonds Totals 366,903,576.98 3.200 3.200 65,036.21 360,269,257.79 360,467,421.94 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Agency Floaters
31315PF38 40611 FAMC 2,500,000.00 5.83002/06/2025 10/27/2022 4.031 4.087 11/06 - Quarterly Received 2,500,000.00 2,500,000.00 31315P6T1 40612 FAMC 3,000,000.00 5.83004/22/2025 10/27/2022 4.066 4.123 01/22 - Quarterly Received 3,000,000.00 3,000,000.00 Agency Floaters Totals 5,500,000.00 4.050 4.106 0.00 5,500,000.00 5,500,000.00 Mortgage Backed Securities
30298LAA9 40173 FHLMC 2,543,293.61 1.99005/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 2,543,293.61 2,543,293.61 30314KAS2 40180 FHLMC 1,164,823.48 2.09007/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,170,363.38 1,170,363.38 30298LAA9 40231 FHLMC 298,837.03 1.99005/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 302,572.49 302,572.49 3137BJQ71 40266 FHLMC 10,000,000.00 2.77005/25/2025 05/26/2020 1.043 1.043 06/25 - Monthly Received 10,823,437.50 10,823,437.50 30315EAA4 40295 FHLMC 3,103,236.93 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,118,414.86 3,118,414.86 3137BGK24 40328 FHLMC 4,435,258.32 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,866,808.95 4,866,808.95 30318CAA5 40342 FHLMC 3,697,886.66 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 3,716,021.10 3,716,021.10 3137FQ3W1 40356 FHLMC 4,248,825.37 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 4,563,238.45 4,563,238.45 3137FBTA4 40605 FHLMC 8,483,709.43 3.06408/25/2024 10/12/2022 4.546 4.546 11/25 - Monthly Received 8,267,968.70 8,267,968.70 30329MAA0 40609 FHLMC 3,236,311.72 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 2,899,369.60 2,899,369.60 30329MAA0 40610 FHLMC 4,160,972.23 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 3,727,760.93 3,727,760.93 3137BJQ71 40635 FHLMC 7,101,000.00 2.77005/25/2025 12/22/2022 4.445 4.445 01/25 - Monthly Received 6,821,398.13 6,821,398.13 3132XGRH1 40647 FHLMC 19,973,853.80 3.69011/01/2027 01/24/2023 3.821 3.821 02/25 - Monthly Received 19,883,347.27 19,883,347.27 3137FBAJ5 40665 FHLMC 4,805,000.00 3.28108/25/2027 05/08/2023 3.997 3.997 06/25 - Monthly Received 4,664,979.30 4,664,979.30 3132XGRH1 40666 FHLMC 9,986,926.90 3.69011/01/2027 05/09/2023 3.946 3.946 06/25 - Monthly Received 9,894,859.92 9,894,859.92 3132XFLR7 40672 FHLMC 6,700,000.00 4.25001/01/2028 05/25/2023 4.597 4.597 06/25 - Monthly Received 6,614,156.25 6,614,156.25 30312XAE7 40683 FHLMC 4,745,309.37 2.25010/25/2024 06/23/2023 5.576 5.576 07/25 - Monthly Received 4,562,355.45 4,562,355.45 30333AAA0 40697 FHLMC 7,992,410.95 4.25006/25/2028 08/17/2023 4.793 4.793 09/25 - Monthly Received 7,820,158.51 7,820,158.51 30333MAA4 40699 FHLMC 9,997,732.20 4.39008/25/2028 09/22/2023 5.373 5.373 10/25 - Monthly Received 9,725,333.99 9,725,333.99 3140HUNV4 40171 FNMA 4,773,546.25 2.42007/01/2024 09/19/2019 2.046 2.046 10/25 - Monthly Received 4,856,337.44 4,856,337.44 3138L84Z4 40202 FNMA 7,747,000.00 2.39002/01/2025 02/03/2020 1.991 1.991 03/25 - Monthly Received 7,899,519.06 7,899,519.06 3140HWYW6 40203 FNMA 7,450,000.00 2.24001/01/2025 01/22/2020 2.021 2.021 02/25 - Monthly Received 7,531,484.38 7,531,484.38 3138LL3J2 40209 FNMA 1,000,000.00 2.71001/01/2025 01/17/2020 2.223 2.223 02/25 - Monthly Received 1,023,750.00 1,023,750.00 3138L8CE2 40225 FNMA 3,500,000.00 2.96011/01/2024 02/05/2020 2.482 2.482 03/25 - Monthly Received 3,577,656.25 3,577,656.25 3136AL7K1 40272 FNMA 2,442,467.47 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 2,643,726.79 2,643,726.79 3136AY6S7 40327 FNMA 2,328,571.96 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 2,502,469.71 2,502,469.71 3136AR5S3 40579 FNMA 5,137,254.32 2.46904/25/2026 09/12/2022 3.844 3.844 10/25 - Monthly Received 4,900,459.01 4,900,459.01 3136AKQM8 40614 FNMA 3,809,146.22 3.05606/25/2024 10/31/2022 4.805 4.805 11/25 - Monthly Received 3,705,882.65 3,705,882.65 3138L8UV4 40618 FNMA 12,041,118.72 2.92001/01/2025 11/18/2022 4.716 4.716 12/25 - Monthly Received 11,600,865.32 11,600,865.32 3140HSZG9 40667 FNMA 3,886,007.92 3.44003/01/2026 05/09/2023 4.440 4.440 06/25 - Monthly Received 3,821,797.71 3,821,797.71 3140LKUP6 40685 FNMA 25,341,936.00 4.65007/01/2028 07/03/2023 4.914 4.914 08/25 - Monthly Received 25,098,415.83 25,098,415.83 3140LKYV9 40694 FNMA 7,896,000.00 4.79006/01/2028 07/25/2023 5.001 5.001 08/25 - Monthly Received 7,841,098.13 7,841,098.13 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
December 31, 2023
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
3140LKLH4 40698 FNMA 12,175,000.00 4.92006/01/2028 08/18/2023 5.374 5.374 09/25 - Monthly Received 11,997,130.86 11,997,130.86 Mortgage Backed Securities Totals 216,203,436.86 3.720 3.720 0.00 214,986,431.53 214,986,431.53 Investment Totals 2,416,158,142.41 3.166 3.166 193,072.00 2,385,590,517.62 2,391,969,108.92 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PMS) 7.3.0

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SECTION D

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Money Markets
VP6000104 36512 Federated Govt Obligation Fund 07/01/2023 0.00 0.00 0.00 5.230 1 1 5.230 Subtotal and Average 0.00 0.00 0.00 0.00 0 0 0.000
State Pool
CITY 32936 State Investment Pool 15,233,735.60 15,233,735.60 15,233,735.60 3.870 1 1 3.870 CSJFA 37042 State Investment Pool 5,416,554.22 5,416,554.22 5,416,554.22 3.870 1 1 3.870 Subtotal and Average 20,650,289.82 20,650,289.82 20,650,289.82 20,650,289.82 1 1 3.870 JPA Pool
CAMP 40566 California Asset Management Pr 114,322,642.21 114,322,642.21 114,322,642.21 5.570 1 1 5.570 Subtotal and Average 125,910,577.69 114,322,642.21 114,322,642.21 114,322,642.21 1 1 5.570 Corp Medium Term Notes
037833CG3 40459 Apple Inc 01/07/2022 10,000,000.00 9,970,200.00 10,020,566.49 3.000 763 39 0.861 02/09/2024 037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,808,546.06 15,324,097.77 2.750 1,095 378 1.295 01/13/2025 037833CG3 40471 Apple Inc 01/19/2022 11,966,000.00 11,930,341.32 11,988,403.59 3.000 751 39 1.046 02/09/2024 037833CG3 40485 Apple Inc 02/14/2022 12,318,000.00 12,281,292.36 12,333,679.18 3.000 725 39 1.659 02/09/2024 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,231,745.00 7,326,339.84 2.850 803 131 1.745 05/11/2024 039483BL5 40599 Archer Daniels Midland 10/05/2022 9,780,000.00 9,314,080.80 9,292,150.17 2.500 1,406 953 4.606 08/11/2026 039483BL5 40601 Archer Daniels Midland 10/07/2022 9,215,000.00 8,775,997.40 8,741,025.41 2.500 1,404 953 4.674 08/11/2026 06406HDA4 40617 Bank of New York Mellon 11/14/2022 10,000,000.00 9,780,200.00 9,777,080.73 3.000 833 420 5.080 02/24/2025 06406FAE3 40630 Bank of New York Mellon 12/13/2022 4,481,000.00 4,231,856.40 4,258,323.07 2.450 1,343 959 4.523 08/17/2026 06406RAD9 40633 Bank of New York Mellon 12/15/2022 5,000,000.00 4,792,150.00 4,838,941.86 3.250 1,613 1,231 4.308 05/16/2027 14913R3A3 40628 Caterpillar Inc. 12/13/2022 7,429,000.00 7,254,567.08 7,240,935.82 3.600 1,703 1,319 4.381 08/12/2027 194162AN3 40580 Colgate-Palmolive 09/09/2022 8,202,000.00 7,915,258.08 8,020,792.33 3.100 1,801 1,322 3.774 08/15/2027 24422EWK1 40634 Deere & Co. 12/15/2022 5,000,000.00 4,967,600.00 4,966,728.01 4.150 1,735 1,353 4.349 09/15/2027 02079KAC1 40713 Alphabet Inc 10/31/2023 15,000,000.00 14,165,550.00 13,888,284.86 1.998 1,019 957 5.063 08/15/2026 438516BL9 40631 Honeywell International 12/13/2022 5,000,000.00 4,762,850.00 4,752,478.54 2.500 1,419 1,035 4.420 11/01/2026 24422EWP0 40637 John Deere 01/09/2023 10,000,000.00 10,053,100.00 9,996,831.85 4.800 1,096 739 4.817 01/09/2026 478160BY9 40574 Johnson & Johnson 08/25/2022 13,945,000.00 13,411,603.75 13,691,286.92 2.450 1,284 790 3.347 03/01/2026 478160BY9 40575 Johnson & Johnson 08/26/2022 4,214,000.00 4,052,814.50 4,128,124.34 2.450 1,283 790 3.457 03/01/2026 46625HJT8 40348 JP Morgan 02/01/2021 15,000,000.00 14,973,450.00 15,042,451.25 3.875 1,095 31 0.452 02/01/2024 48133DP95 40569 JP Morgan 07/28/2022 10,000,000.00 9,626,200.00 10,000,000.00 4.570 1,826 1,304 4.570 07/28/2027 48133DQ45 40570 JP Morgan 07/28/2022 10,000,000.00 9,730,800.00 10,000,000.00 4.100 1,096 574 4.100 07/28/2025 48133DQ52 40571 JP Morgan 07/28/2022 10,000,000.00 9,720,500.00 10,000,000.00 4.250 1,461 939 4.250 07/28/2026 88579YAV3 40598 3M 10/05/2022 7,150,000.00 6,685,750.50 6,697,242.32 2.250 1,445 992 4.839 09/19/2026 594918BX1 40442 Microsoft Inc. 12/20/2021 1,025,000.00 1,022,447.75 1,026,952.52 2.875 778 36 0.892 02/06/2024 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,904,320.00 3,999,686.75 3.125 1,288 672 3.129 11/03/2025 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 11,091,750.90 11,239,438.72 2.700 973 408 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 7,094,415.00 7,180,663.91 2.700 972 408 3.607 02/12/2025 594918BY9 40624 Microsoft Inc. 12/02/2022 8,436,000.00 8,216,073.48 8,205,399.47 3.300 1,527 1,132 4.272 02/06/2027 69371RR24 40349 PACCAR Inc. 02/02/2021 7,000,000.00 6,969,060.00 6,999,766.93 0.350 1,095 32 0.389 02/02/2024 69371RS23 40602 PACCAR Inc. 10/07/2022 5,000,000.00 5,028,150.00 5,026,989.22 4.950 1,092 641 4.617 10/03/2025 69371RS23 40613 PACCAR Inc. 10/28/2022 10,000,000.00 10,056,300.00 10,013,658.39 4.950 1,071 641 4.864 10/03/2025 69371RR65 40640 PACCAR Inc. 01/06/2023 10,000,000.00 9,313,900.00 9,323,708.45 2.000 1,490 1,130 4.414 02/04/2027 713448CT3 40632 Pepsi Co 12/15/2022 5,000,000.00 4,869,450.00 4,894,255.85 2.750 867 485 4.441 04/30/2025 931142EW9 40603 Wal-Mart 10/07/2022 3,000,000.00 2,970,180.00 2,977,026.62 3.900 1,068 617 4.387 09/09/2025 931142ER0 40608 Wal-Mart 10/20/2022 10,000,000.00 9,188,100.00 9,109,044.49 1.050 1,428 990 4.684 09/17/2026 931142ER0 40660 Wal-Mart 04/05/2023 18,875,000.00 17,342,538.75 17,462,201.69 1.050 1,261 990 4.035 09/17/2026 Subtotal and Average 310,556,765.73 317,035,000.00 307,503,139.13 309,784,557.36 1,201 683 3.476 Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,349,700.00 2,499,961.30 0.500 1,812 560 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,275,800.00 9,996,737.78 0.480 1,826 745 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,275,800.00 9,996,578.74 0.480 1,826 745 0.497 01/15/2026 3133ENS43 40607 Federal Farm Credit Bank 10/17/2022 10,000,000.00 9,951,300.00 9,983,157.78 4.375 731 290 4.599 10/17/2024 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,935,470.00 2,999,122.18 1.500 1,826 227 1.549 08/15/2024 3130AU4V3 40627 Federal Home Loan Bank 12/08/2022 10,000,000.00 9,998,900.00 10,000,000.00 4.800 396 7 4.804 01/08/2024 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,666,650.00 4,994,793.60 0.375 1,824 631 0.436 09/23/2025 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,833,200.00 9,996,176.20 1.750 1,821 183 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,745,200.00 9,997,307.31 1.625 1,820 288 1.661 10/15/2024 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,436,400.00 9,993,944.27 0.500 1,824 533 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,349,200.00 9,991,245.94 0.375 1,700 602 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,314,500.00 10,015,182.96 0.500 1,766 676 0.417 11/07/2025 Subtotal and Average 102,769,372.43 100,500,000.00 96,132,120.00 100,464,208.06 1,555 457 1.600 Treasury Coupon Securities
912828W48 40196 U.S. Treasury 12/23/2019 15,000,000.00 14,923,050.00 15,009,450.88 2.125 1,529 59 1.719 02/29/2024 9128283Z1 40578 U.S. Treasury 09/02/2022 30,000,000.00 29,356,800.00 29,739,004.12 2.750 910 424 3.539 02/28/2025 9128284Z0 40586 U.S. Treasury 09/15/2022 10,000,000.00 9,734,800.00 9,842,252.54 2.750 1,081 608 3.760 08/31/2025 Subtotal and Average 64,249,730.63 55,000,000.00 54,014,650.00 54,590,707.54 1,111 357 3.078 Treasury Discounts
912797HX8 40714 U.S. Treasury 11/16/2023 10,000,000.00 10,000,000.00 9,998,536.11 5.270 47 1 5.395 01/02/2024 Subtotal and Average 9,976,577.78 10,000,000.00 10,000,000.00 9,998,536.11 47 1 5.395 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,274,900.00 10,000,000.00 1.000 1,826 840 1.000 04/20/2026 31424WAJ1 40709 Federal Agricultural Mtg Corp 10/10/2023 20,000,000.00 20,019,600.00 20,000,000.00 5.800 1,827 1,744 5.800 10/10/2028 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,793,700.00 10,000,000.00 0.580 1,461 168 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,238,900.00 10,000,000.00 0.500 1,820 722 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,259,800.00 10,000,000.00 0.800 1,826 798 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,646,300.00 10,004,260.09 1.010 1,096 336 0.963 12/02/2024 3133ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 9,792,342.00 10,349,463.81 1.600 1,461 757 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 14,137,677.00 15,142,898.44 2.180 1,826 1,142 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 146,989.50 149,587.97 1.940 896 246 2.363 09/03/2024 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,330,285.00 3,401,624.06 0.480 1,046 427 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,502,200.00 19,943,251.19 3.090 1,277 658 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,535,400.00 20,000,000.00 3.650 1,644 1,030 3.650 10/27/2026 3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 5,030,220.00 5,184,669.57 3.450 1,820 1,247 3.545 06/01/2027 3133EMSW3 40720 Federal Farm Credit Bank 12/18/2023 5,000,000.00 4,479,050.00 4,384,601.64 1.400 1,544 1,530 4.669 03/10/2028 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,296,100.00 10,000,000.00 0.500 1,826 758 0.500 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,228,600.00 10,000,000.00 0.500 1,826 786 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,228,600.00 9,997,420.00 0.500 1,826 786 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 19,307,000.00 19,997,378.48 1.000 1,094 319 1.015 11/15/2024 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,866,256.00 1,900,000.00 0.875 910 148 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,701,060.00 4,872,810.34 0.850 1,088 326 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,628,998.25 2,721,046.43 0.750 1,074 312 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,095,221.50 3,149,265.05 0.625 898 137 0.687 05/17/2024 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 12,795,665.60 13,240,331.45 1.050 1,067 322 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,410,549.40 2,481,117.05 1.000 1,004 291 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,874,250.00 4,995,208.53 1.500 1,095 382 1.226 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 23,240,750.00 24,725,705.45 0.960 1,507 794 1.481 03/05/2026 3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,620,000.00 20,000,000.00 1.750 1,096 393 1.385 01/28/2025 3130AQN58 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,572,440.00 13,993,745.37 1.750 1,096 392 1.443 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,904,008.00 7,194,744.00 1.625 1,369 666 1.433 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,620,000.00 20,000,000.00 1.750 1,096 393 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 12,242,875.00 12,498,762.50 1.750 1,004 301 1.296 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 974,700.00 996,923.61 2.375 1,096 448 2.137 03/24/2025 3130ARBY6 40496 Federal Home Loan Bank 03/28/2022 4,600,000.00 4,560,026.00 4,596,001.83 2.500 1,096 452 1.713 03/28/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,519,004.65 1,557,451.29 1.850 1,005 361 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,291,630.80 2,342,200.10 1.750 1,074 424 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 19,240,400.00 19,678,259.98 0.620 993 343 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 781,200.75 803,779.79 0.700 1,196 546 2.500 06/30/2025 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,355,018.00 1,377,706.57 1.250 1,023 393 2.800 01/28/2025 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130AMU67 40517 Federal Home Loan Bank 04/11/2022 6,000,000.00 5,860,200.00 5,935,637.74 0.400 809 179 2.661 06/28/2024 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 22,313,086.60 22,670,862.50 1.100 1,008 378 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 22,640,350.50 23,016,563.07 1.250 1,022 392 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 2,999,289.60 3,045,952.56 2.000 870 240 2.724 08/28/2024 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 19,424,000.00 20,000,000.00 3.250 1,826 1,214 3.250 04/29/2027 3130ARVT5 40544 Federal Home Loan Bank 05/24/2022 3,630,000.00 3,599,072.40 3,631,890.25 3.000 724 137 2.716 05/17/2024 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,264,400.00 19,602,751.85 0.625 918 331 2.916 11/27/2024 3130AMU67 40546 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,534,000.00 19,777,881.43 0.400 766 179 2.740 06/28/2024 3130ASBG3 40549 Federal Home Loan Bank 06/15/2022 7,150,000.00 7,117,181.50 7,147,690.44 3.250 639 74 2.125 03/15/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,746,223.85 8,890,994.24 2.800 871 298 3.000 10/25/2024 3130AS6D6 40560 Federal Home Loan Bank 06/15/2022 1,250,000.00 1,237,462.50 1,246,304.73 2.875 730 165 3.557 06/14/2024 3130APZK4 40673 Federal Home Loan Bank 05/24/2023 26,000,000.00 24,422,320.00 24,482,793.35 1.190 917 695 4.466 11/26/2025 3130AQ4B6 40677 Federal Home Loan Bank 06/01/2023 25,000,000.00 24,143,250.00 24,127,171.53 1.200 571 357 4.954 12/23/2024 3130ARCZ2 40679 Federal Home Loan Bank 06/02/2023 8,500,000.00 8,175,130.00 8,171,443.50 2.160 845 632 4.537 09/24/2025 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,525,300.00 9,997,311.11 0.700 1,826 490 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,510,300.00 10,000,000.00 0.700 1,789 456 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 37,950,400.00 40,000,000.00 0.750 1,821 534 0.750 06/18/2025 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,865,400.00 1,935,899.43 0.650 1,315 665 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,403,460.00 1,452,317.40 0.570 1,282 632 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 16,362,594.60 16,937,499.45 0.600 1,288 638 2.500 09/30/2025 3134GXMZ4 40511 Federal Home Loan Mtg Corp 03/30/2022 1,033,000.00 1,023,971.58 1,031,435.39 1.800 729 87 2.446 03/28/2024 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,904,500.00 10,000,000.00 3.750 1,096 484 3.292 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,727,007.60 12,915,730.08 3.125 1,070 497 3.270 05/12/2025 3134GXYM0 40556 Federal Home Loan Mtg Corp 06/28/2022 5,615,000.00 5,559,636.10 5,608,470.92 3.125 731 179 3.372 06/28/2024 3134GYDA7 40638 Federal Home Loan Mtg Corp 01/26/2023 15,000,000.00 14,994,600.00 15,000,000.00 5.020 547 207 5.020 07/26/2024 3134GXR63 40643 Federal Home Loan Mtg Corp 01/17/2023 10,000,000.00 9,936,500.00 9,916,102.78 4.050 954 605 4.591 08/28/2025 3134GXCS1 40680 Federal Home Loan Mtg Corp 06/02/2023 8,375,000.00 7,782,468.75 7,811,528.57 0.625 907 694 4.402 11/25/2025 3134H1DF7 40700 Federal Home Loan Mtg Corp 09/29/2023 15,000,000.00 14,977,950.00 15,000,000.00 5.420 728 634 5.420 09/26/2025 3134H1DM2 40701 Federal Home Loan Mtg Corp 09/28/2023 25,000,000.00 24,956,250.00 25,000,000.00 5.500 1,827 1,732 5.500 09/28/2028 3134H1DL4 40702 Federal Home Loan Mtg Corp 09/22/2023 15,000,000.00 14,987,250.00 15,000,000.00 5.500 1,461 1,360 5.500 09/22/2027 3134H1EC3 40703 Federal Home Loan Mtg Corp 09/28/2023 20,000,000.00 19,967,000.00 20,000,000.00 5.550 1,827 1,732 5.550 09/28/2028 3134H1FN8 40706 Federal Home Loan Mtg Corp 10/12/2023 15,000,000.00 15,011,850.00 15,000,000.00 5.625 1,827 1,746 5.625 10/12/2028 3134H1FP3 40707 Federal Home Loan Mtg Corp 10/12/2023 25,000,000.00 24,984,250.00 25,000,000.00 5.650 1,827 1,746 5.650 10/12/2028 3134H1HN6 40715 Federal Home Loan Mtg Corp 11/16/2023 6,361,000.00 6,513,155.12 6,398,197.87 5.500 1,800 1,754 5.167 10/20/2028 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 28,491,300.00 30,000,000.00 0.850 1,826 539 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 13,881,900.00 15,000,000.00 0.550 1,826 758 0.550 01/28/2026 3136G46V0 40500 Federal National Mtg Assn 03/22/2022 1,500,000.00 1,495,080.00 1,498,113.70 0.310 675 25 2.167 01/26/2024 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,211,068.00 2,280,339.82 0.550 1,232 582 2.500 08/05/2025 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,611,636.95 1,664,199.89 0.625 1,255 605 2.500 08/28/2025 3135GADY4 40639 Federal National Mtg Assn 01/20/2023 50,000,000.00 49,999,500.00 50,000,000.00 5.000 348 2 5.000 01/03/2024 3135GAJ69 40696 Federal National Mtg Assn 08/08/2023 4,890,000.00 4,888,679.70 4,883,662.06 5.375 1,067 921 5.429 07/10/2026 3135GAJZ5 40708 Federal National Mtg Assn 10/16/2023 20,000,000.00 20,089,000.00 20,000,000.00 5.700 1,827 1,750 5.700 10/16/2028 Subtotal and Average 960,573,945.75 949,889,000.00 920,629,692.80 942,758,960.25 1,293 695 2.933 Supranational
45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,683,970.00 11,000,711.76 1.700 1,773 319 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,627,900.00 9,999,061.37 0.340 1,433 288 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,302,100.00 10,000,000.00 0.650 1,822 781 0.650 02/20/2026 45818WEK8 40693 IADB 07/24/2023 9,420,000.00 9,455,607.60 9,316,011.19 4.375 1,676 1,515 4.673 02/24/2028 45818WEU6 40716 IADB 11/17/2023 20,000,000.00 20,203,600.00 20,004,796.30 5.125 1,096 1,051 5.116 11/17/2026 459058GQ0 40079 IBRD 03/19/2019 5,000,000.00 4,969,250.00 4,999,646.83 2.500 1,827 78 2.535 03/19/2024 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,849,580.00 2,996,962.05 0.625 1,826 477 0.704 04/22/2025 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 19,094,200.00 20,082,594.40 0.750 1,520 435 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,319,400.00 9,998,615.24 0.500 1,751 666 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,319,400.00 9,997,477.76 0.500 1,751 666 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,664,887.35 4,856,454.59 2.500 1,413 329 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,376,300.00 9,977,104.99 0.375 1,657 574 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,764,100.00 10,078,122.22 1.500 1,314 240 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,611,500.00 5,000,000.00 0.600 1,826 779 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,611,500.00 5,000,000.00 0.600 1,826 779 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,547,100.00 10,016,375.26 0.750 1,460 435 0.611 03/11/2025 459058JT1 40662 IBRD 04/12/2023 5,000,000.00 4,495,250.00 4,548,908.20 0.850 1,400 1,136 4.010 02/10/2027 459058JT1 40664 IBRD 04/24/2023 10,000,000.00 8,990,500.00 9,073,097.73 0.850 1,388 1,136 4.100 02/10/2027 45906M4E8 40692 IBRD 07/24/2023 25,000,000.00 25,173,750.00 24,867,847.07 4.500 1,799 1,638 4.632 06/26/2028 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 8,175,595.50 8,557,873.68 0.425 1,413 323 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,196,800.00 9,988,229.22 0.450 1,826 766 0.507 02/05/2026 45950VRK4 40616 International Finance Corp 11/18/2022 5,000,000.00 5,015,100.00 5,000,000.00 5.000 1,823 1,414 5.000 11/15/2027 Subtotal and Average 215,351,674.88 216,735,000.00 208,447,390.45 215,359,889.86 1,590 784 2.011 Asset Backed Securities
448980AD4 40670 Hyundai Auto Lease Sec 05/24/2023 14,000,000.00 14,000,280.00 13,999,743.71 5.150 1,118 896 5.207 06/15/2026 437927AC0 40674 American Honda Finance Corp 05/30/2023 10,000,000.00 10,046,800.00 9,998,592.97 4.930 1,630 1,414 4.988 11/15/2027 891941AD8 40671 Toyota Motor Credit Corp 05/23/2023 10,000,000.00 9,984,700.00 9,999,512.60 4.710 1,729 1,506 4.759 02/15/2028 89238JAC9 40676 Toyota Motor Credit Corp 06/01/2023 9,419,196.54 9,139,540.59 9,087,614.96 0.710 1,049 835 5.694 04/15/2026 Subtotal and Average 43,373,573.48 43,419,196.54 43,171,320.59 43,085,464.24 1,364 1,145 5.155 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,914,500.00 5,093,624.16 3.375 1,814 456 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,708,531.90 10,386,946.33 2.650 1,545 821 1.392 04/01/2026 13063DRD2 40581 State of California GO 09/09/2022 5,570,000.00 5,275,012.80 5,380,205.49 2.375 1,483 1,004 3.721 10/01/2026 13063D3A4 40620 State of California GO 11/17/2022 5,000,000.00 5,147,050.00 5,159,436.87 5.700 1,414 1,004 4.424 10/01/2026 13063D3A4 40626 State of California GO 12/08/2022 7,075,000.00 7,283,075.75 7,331,346.37 5.700 1,393 1,004 4.257 10/01/2026 13063DC48 40649 State of California GO 02/01/2023 12,000,000.00 10,844,160.00 10,915,630.00 1.700 1,826 1,492 4.175 02/01/2028 13063D3N6 40655 State of California GO 03/15/2023 7,000,000.00 7,073,150.00 7,000,000.00 4.846 1,447 1,155 4.845 03/01/2027 13063DRD2 40717 State of California GO 12/11/2023 5,460,000.00 5,170,838.40 5,149,965.52 2.375 1,025 1,004 4.598 10/01/2026 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,293,742.35 1,385,000.00 0.765 1,749 639 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,341,900.00 10,014,344.64 0.885 1,825 670 0.805 11/01/2025 13067WRC8 40623 CA Dept of Water Resource Pwr 11/28/2022 3,155,000.00 2,934,654.80 2,939,616.63 0.790 1,099 700 4.648 12/01/2025 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,433,700.00 10,000,000.00 0.550 1,683 517 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,898,800.00 4,999,520.79 0.390 1,318 152 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,737,223.10 14,615,000.00 0.520 1,800 578 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,230,509.25 4,345,000.00 0.420 1,435 213 0.420 08/01/2024 419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,688,850.00 5,005,297.40 0.852 1,798 639 0.790 10/01/2025 419792G34 40648 State of Hawaii GO 01/25/2023 25,000,000.00 22,744,500.00 23,072,933.58 1.535 1,649 1,308 3.902 08/01/2027 419792G34 40681 State of Hawaii GO 06/05/2023 2,530,000.00 2,301,743.40 2,304,835.24 1.535 1,518 1,308 4.272 08/01/2027 419792F92 40684 State of Hawaii GO 06/12/2023 7,975,000.00 7,538,927.00 7,530,710.57 1.033 781 578 4.775 08/01/2025 419792M29 40718 State of Hawaii GO 12/19/2023 4,360,000.00 4,469,784.80 4,432,732.29 5.000 1,382 1,369 4.509 10/01/2027 419792M37 40719 State of Hawaii GO 12/19/2023 2,000,000.00 2,062,800.00 2,040,535.54 5.000 1,748 1,735 4.519 10/01/2028 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,789,960.00 4,000,000.00 0.840 1,691 517 0.840 06/01/2025 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,624,381.90 3,737,960.94 3.320 1,418 244 0.511 09/01/2024 544351QQ5 40589 City of Los Angeles 09/28/2022 9,475,000.00 9,512,426.25 9,607,919.94 5.000 1,069 609 4.097 09/01/2025 544351QP7 40593 City of Los Angeles 09/28/2022 10,000,000.00 9,983,300.00 10,051,428.57 5.000 704 244 4.187 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 933,720.00 1,000,000.00 0.695 1,794 670 0.695 11/01/2025 574193SP4 40234 Maryland State GO 03/18/2020 1,000,000.00 990,740.00 1,000,000.00 0.970 1,458 74 0.970 03/15/2024 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,685,700.00 5,001,935.97 0.660 1,822 578 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,860,650.00 5,000,285.17 0.510 1,457 213 0.500 08/01/2024 574193GK8 40652 Maryland State GO 03/03/2023 3,000,000.00 2,856,840.00 2,825,484.45 2.800 1,612 1,308 4.612 08/01/2027 574193WE4 40656 Maryland State GO 03/29/2023 16,360,000.00 16,143,720.80 16,360,000.00 4.000 1,082 804 3.999 03/15/2026 574193WF1 40678 Maryland State GO 06/02/2023 4,180,000.00 4,126,579.60 4,168,002.63 4.050 1,382 1,169 4.146 03/15/2027 649791PP9 40185 New York State GO 10/30/2019 5,000,000.00 4,979,900.00 5,000,074.05 2.010 1,569 45 1.998 02/15/2024 6500354U9 40207 New York ST Urban Dev Corp Rev 01/15/2020 5,000,000.00 4,973,800.00 5,009,388.13 2.860 1,521 74 1.905 03/15/2024 6500354W5 40606 New York ST Urban Dev Corp Rev 10/11/2022 4,565,000.00 4,416,500.55 4,440,488.48 3.170 1,251 804 4.518 03/15/2026 649902T45 40596 NYS Dormitory Authority 10/05/2022 7,850,000.00 7,974,579.50 7,945,953.20 5.051 1,806 1,353 4.677 09/15/2027 64990FY57 40669 NYS Personal Income Tax Rev 05/18/2023 2,000,000.00 1,903,480.00 1,907,434.20 3.059 1,763 1,535 4.288 03/15/2028 64990FX90 40675 NYS Personal Income Tax Rev 05/26/2023 7,415,000.00 7,370,954.90 7,372,318.34 2.319 294 74 5.210 03/15/2024 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
64990FS96 40682 NYS Personal Income Tax Rev 06/09/2023 7,075,000.00 6,632,600.25 6,572,142.07 2.657 1,712 1,506 4.592 02/15/2028 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,407,321.00 2,448,660.78 1.438 1,517 182 1.551 07/01/2024 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,890,920.00 4,000,000.00 2.667 1,746 411 2.667 02/15/2025 80168FQH2 40705 Santa Clara Vly Ca Wtr Dist 10/02/2023 15,000,000.00 14,893,950.00 14,834,606.21 4.250 426 335 5.500 12/01/2024 84247PJB8 40710 Southern Cal Public Pwr Auth 10/26/2023 2,500,000.00 2,462,150.00 2,420,329.02 3.938 979 912 5.320 07/01/2026 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,613,280.00 1,722,758.58 5.000 1,797 639 0.550 10/01/2025 882724V38 40711 State of Texas GO 11/15/2023 7,400,000.00 7,440,552.00 7,400,000.00 5.616 321 274 5.608 10/01/2024 882724V61 40712 State of Texas GO 11/15/2023 5,000,000.00 5,195,050.00 5,000,000.00 5.332 1,416 1,369 5.332 10/01/2027 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 994,290.00 1,006,411.79 3.638 1,736 135 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 984,270.00 1,000,000.00 0.833 1,399 135 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 639,775.50 650,000.00 0.833 1,399 135 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,101,348.35 2,222,429.65 0.883 1,617 500 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,377,336.40 3,573,361.24 0.883 1,612 500 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,486,900.00 10,036,871.24 0.883 1,611 500 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,640,830.00 7,035,648.80 0.883 1,574 500 0.507 05/15/2025 91412GU94 40594 UC General Revenue Bonds 09/27/2022 3,820,000.00 3,727,594.20 3,742,800.64 3.063 1,008 547 4.509 07/01/2025 91412HGE7 40595 UC General Revenue Bonds 09/27/2022 3,000,000.00 2,846,070.00 2,860,695.13 0.883 961 500 4.509 05/15/2025 91412GU94 40619 UC General Revenue Bonds 11/17/2022 4,685,000.00 4,571,669.85 4,579,810.83 3.063 957 547 4.669 07/01/2025 91412HJN4 40636 UC General Revenue Bonds 01/04/2023 2,015,000.00 1,818,940.50 1,800,306.53 1.272 1,592 1,230 4.812 05/15/2027 91412GU94 40651 UC General Revenue Bonds 02/14/2023 2,020,000.00 1,971,136.20 1,977,538.99 3.063 868 547 4.556 07/01/2025 91412GU94 40668 UC General Revenue Bonds 05/18/2023 13,815,000.00 13,480,815.15 13,581,028.58 3.063 775 547 4.254 07/01/2025 91412HGF4 40704 UC General Revenue Bonds 09/27/2023 5,005,000.00 4,532,127.60 4,440,036.98 1.316 1,326 1,230 5.019 05/15/2027 91412HGF4 40721 UC General Revenue Bonds 12/22/2023 6,190,000.00 5,605,168.80 5,612,360.44 1.316 1,240 1,230 4.321 05/15/2027 917542QV7 40629 State of Utah GO 12/13/2022 3,763,576.98 3,717,887.16 3,729,416.99 3.539 931 547 4.183 07/01/2025 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 872,262.00 900,000.00 1.223 1,604 305 1.223 11/01/2024 923078CX5 40621 Ventura Cnty Pub Fin Auth Leas 11/21/2022 3,645,000.00 3,292,893.00 3,288,851.96 1.741 1,806 1,400 4.621 11/01/2027 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 494,585.00 500,000.00 1.857 1,645 121 1.857 05/01/2024 Subtotal and Average 351,168,755.04 366,903,576.98 353,912,410.01 360,467,421.94 1,344 740 3.200 Agency Floaters
31315PF38 40611 Federal Agricultural Mtg Corp 10/27/2022 2,500,000.00 2,507,050.00 2,500,000.00 5.830 833 402 4.031 02/06/2025 31315P6T1 40612 Federal Agricultural Mtg Corp 10/27/2022 3,000,000.00 3,010,500.00 3,000,000.00 5.830 908 477 4.066 04/22/2025 Subtotal and Average 5,500,000.00 5,500,000.00 5,517,550.00 5,500,000.00 874 443 4.050 Mortgage Backed Securities
30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 2,543,293.61 2,515,164.78 2,543,293.61 1.990 1,699 145 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,164,823.48 1,139,581.76 1,170,363.38 2.090 1,742 206 1.941 07/25/2024 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 298,837.03 295,531.89 302,572.49 1.990 1,549 145 1.590 05/25/2024 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2023
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Mortgage Backed Securities
3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,704,900.00 10,823,437.50 2.770 1,825 510 1.043 05/25/2025 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,103,236.93 2,939,510.15 3,118,414.86 0.830 1,766 510 0.695 05/25/2025 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,435,258.32 4,347,617.62 4,866,808.95 3.062 1,458 359 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 3,697,886.66 3,449,388.68 3,716,021.10 0.670 1,768 694 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 4,248,825.37 4,153,439.24 4,563,238.45 2.588 1,492 449 0.554 03/25/2025 3137FBTA4 40605 Federal Home Loan Mtg Corp 10/12/2022 8,483,709.43 8,352,720.96 8,267,968.70 3.064 683 237 4.546 08/25/2024 30329MAA0 40609 Federal Home Loan Mtg Corp 10/28/2022 3,236,311.72 2,976,888.97 2,899,369.60 2.080 1,701 1,271 4.989 06/25/2027 30329MAA0 40610 Federal Home Loan Mtg Corp 10/28/2022 4,160,972.23 3,827,428.70 3,727,760.93 2.080 1,701 1,271 4.989 06/25/2027 3137BJQ71 40635 Federal Home Loan Mtg Corp 12/22/2022 7,101,000.00 6,891,449.49 6,821,398.13 2.770 885 510 4.445 05/25/2025 3132XGRH1 40647 Federal Home Loan Mtg Corp 01/24/2023 19,973,853.80 19,436,557.13 19,883,347.27 3.690 1,742 1,400 3.821 11/01/2027 3137FBAJ5 40665 Federal Home Loan Mtg Corp 05/08/2023 4,805,000.00 4,626,590.35 4,664,979.30 3.281 1,570 1,332 3.997 08/25/2027 3132XGRH1 40666 Federal Home Loan Mtg Corp 05/09/2023 9,986,926.90 9,718,278.57 9,894,859.92 3.690 1,637 1,400 3.946 11/01/2027 3132XFLR7 40672 Federal Home Loan Mtg Corp 05/25/2023 6,700,000.00 6,551,729.00 6,614,156.25 4.250 1,682 1,461 4.597 01/01/2028 30312XAE7 40683 Federal Home Loan Mtg Corp 06/23/2023 4,745,309.37 4,622,026.23 4,562,355.45 2.250 490 298 5.576 10/25/2024 30333AAA0 40697 Federal Home Loan Mtg Corp 08/17/2023 7,992,410.95 7,912,247.07 7,820,158.51 4.250 1,774 1,637 4.793 06/25/2028 30333MAA4 40699 Federal Home Loan Mtg Corp 09/22/2023 9,997,732.20 9,930,247.51 9,725,333.99 4.390 1,799 1,698 5.373 08/25/2028 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,773,546.25 4,692,539.17 4,856,337.44 2.420 1,747 182 2.046 07/01/2024 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,514,512.53 7,899,519.06 2.390 1,825 397 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,226,872.50 7,531,484.38 2.240 1,806 366 2.021 01/01/2025 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 972,000.00 1,023,750.00 2.710 1,811 366 2.223 01/01/2025 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,421,810.00 3,577,656.25 2.960 1,731 305 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,442,467.47 2,379,329.69 2,643,726.79 2.967 1,763 449 1.008 03/25/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 2,328,571.96 2,282,116.95 2,502,469.71 2.624 1,434 329 0.543 11/25/2024 3136AR5S3 40579 Federal National Mtg Assn 09/12/2022 5,137,254.32 4,905,615.52 4,900,459.01 2.469 1,321 845 3.844 04/25/2026 3136AKQM8 40614 Federal National Mtg Assn 10/31/2022 3,809,146.22 3,765,417.22 3,705,882.65 3.056 603 176 4.805 06/25/2024 3138L8UV4 40618 Federal National Mtg Assn 11/18/2022 12,041,118.72 11,749,603.24 11,600,865.32 2.920 775 366 4.716 01/01/2025 3140HSZG9 40667 Federal National Mtg Assn 05/09/2023 3,886,007.92 3,777,005.40 3,821,797.71 3.440 1,027 790 4.440 03/01/2026 3140LKUP6 40685 Federal National Mtg Assn 07/03/2023 25,341,936.00 25,300,628.64 25,098,415.83 4.650 1,825 1,643 4.914 07/01/2028 3140LKYV9 40694 Federal National Mtg Assn 07/25/2023 7,896,000.00 7,922,530.56 7,841,098.13 4.790 1,773 1,613 5.001 06/01/2028 3140LKLH4 40698 Federal National Mtg Assn 08/18/2023 12,175,000.00 12,258,885.75 11,997,130.86 4.920 1,749 1,613 5.374 06/01/2028 Subtotal and Average 215,675,685.31 216,203,436.86 211,560,165.27 214,986,431.53 1,551 985 3.720 Total and Average 2,425,756,948.54 2,416,158,142.41 2,345,861,370.28 2,391,969,108.92 1,268 682 3.166 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0
Days to
Maturity

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

0.00 2,425,756,948.54 2,416,158,142.41 1,268 682 3.166
0 0
193,072.00
193,072.00
193,072.00
193,072.00
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,346,054,442.28 2,392,162,180.92 Portfolio CITY
AP
Run Date: 01/04/2024 - 12:12 PM (PRF_PM2) 7.3.0

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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.

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City of San Jose
Transaction Activity Report
October 1, 2023 - December 31, 2023
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 32936 003 CITY STPOOL 0.24% Purchase 10/13/2023 136,177.90 -136,177.90 32936 003 CITY STPOOL 0.24% Interest 10/13/2023 136,177.90 136,177.90 37042 003 CSJFA STPOOL 0.22% Purchase 10/13/2023 48,419.71 -48,419.71 37042 003 CSJFA STPOOL 0.22% Interest 10/13/2023 48,419.71 48,419.71 40013 003 3133EJD48 FEDERAL FARM CR Redemption 10/02/2023 10/02/2023 Maturity 25,000,000.00 25,000,000.00 40013 003 3133EJD48 FEDERAL FARM CR Interest 10/02/2023 10/02/2023 381,250.00 381,250.00 40049 003 3133EJ5W5 FFCB 2.65% MAT Redemption 10/23/2023 10/23/2023 Maturity 20,000,000.00 20,000,000.00 40049 003 3133EJ5W5 FFCB 2.65% MAT Interest 10/23/2023 10/23/2023 265,000.00 265,000.00 40152 003 70922PAK8 PENNSYLVANIA ST Redemption 12/01/2023 12/01/2023 Maturity 1,750,000.00 1,750,000.00 40152 003 70922PAK8 PENNSYLVANIA ST Interest 12/01/2023 12/01/2023 25,628.75 25,628.75 40153 003 91412GVB8 UNIVERSITY CALIF Interest 11/15/2023 05/15/2024 18,190.00 18,190.00 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 10/25/2023 07/01/2024 9,676.13 9,676.13 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 10/25/2023 07/01/2024 8,314.25 8,314.25 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 11/25/2023 07/01/2024 9,981.34 9,981.34 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 11/25/2023 07/01/2024 7,857.75 7,857.75 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 12/25/2023 07/01/2024 9,643.52 9,643.52 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 12/25/2023 07/01/2024 8,363.05 8,363.05 40173 003 30298LAA9 FRESB 2019-SB65 Interest 10/25/2023 05/25/2024 6,643.19 6,643.19 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 10/25/2023 05/25/2024 7,009.12 7,009.12 40173 003 30298LAA9 FRESB 2019-SB65 Interest 11/25/2023 05/25/2024 6,631.57 6,631.57 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 11/25/2023 05/25/2024 1,451,101.04 1,451,101.04 40173 003 30298LAA9 FRESB 2019-SB65 Interest 12/25/2023 05/25/2024 4,225.16 4,225.16 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 12/25/2023 05/25/2024 4,543.05 4,543.05 40177 003 97705MNM3 WIS 1.857% MAT Interest 11/01/2023 05/01/2024 4,642.50 4,642.50 40180 003 30314KAS2 FRESB 2019-SB67 Interest 10/25/2023 07/25/2024 2,036.54 2,036.54 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 10/25/2023 07/25/2024 1,579.96 1,579.96 40180 003 30314KAS2 FRESB 2019-SB67 Interest 11/25/2023 07/25/2024 2,033.79 2,033.79 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 11/25/2023 07/25/2024 1,343.86 1,343.86 40180 003 30314KAS2 FRESB 2019-SB67 Interest 12/25/2023 07/25/2024 2,031.45 2,031.45 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 12/25/2023 07/25/2024 1,430.89 1,430.89 40183 003 3135G0W66 FNMA 1.625% MAT Interest 10/16/2023 10/15/2024 81,250.00 81,250.00 40201 003 45818WCS3 IADB 1.7% MAT Interest 11/15/2023 11/15/2024 93,500.00 93,500.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 10/25/2023 02/01/2025 15,429.44 15,429.44 40202 003 3138L84Z4 FN AM8039 2.39% Interest 11/25/2023 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 12/25/2023 02/01/2025 15,429.44 15,429.44 40203 003 3140HWYW6 FN BL5224 2.240 Interest 10/25/2023 01/01/2025 13,906.67 13,906.67 40203 003 3140HWYW6 FN BL5224 2.240 Interest 11/25/2023 01/01/2025 14,370.22 14,370.22 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 2
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40203 003 3140HWYW6 FN BL5224 2.240 Interest 12/25/2023 01/01/2025 13,906.67 13,906.67 40209 003 3138LL3J2 FN AN8000 2.71% Interest 10/25/2023 01/01/2025 2,258.33 2,258.33 40209 003 3138LL3J2 FN AN8000 2.71% Interest 11/25/2023 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 12/25/2023 01/01/2025 2,258.33 2,258.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 10/25/2023 11/01/2024 8,633.33 8,633.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 11/25/2023 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 12/25/2023 11/01/2024 8,633.33 8,633.33 40231 003 30298LAA9 FRESB 2019-SB65 Interest 10/25/2023 05/25/2024 780.57 780.57 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 10/25/2023 05/25/2024 823.58 823.58 40231 003 30298LAA9 FRESB 2019-SB65 Interest 11/25/2023 05/25/2024 779.21 779.21 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 11/25/2023 05/25/2024 170,504.37 170,504.37 40231 003 30298LAA9 FRESB 2019-SB65 Interest 12/25/2023 05/25/2024 496.46 496.46 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 12/25/2023 05/25/2024 533.80 533.80 40243 003 13063DGB8 CALIFORNIA ST, Interest 10/02/2023 04/01/2025 84,375.00 84,375.00 40246 003 459058JB0 IBRD 0.625% MAT Interest 10/23/2023 04/22/2025 9,390.00 9,390.00 40253 003 44891LAC7 HART 2020-A A3 Redemption 10/16/2023 11/15/2024 Sale 30,203.92 30,203.92 40253 003 44891LAC7 HART 2020-A A3 Cap G/L 10/16/2023 11/15/2024 7.04 7.04 40253 003 44891LAC7 HART 2020-A A3 Interest 10/16/2023 11/15/2024 35.53 35.53 40261 003 3134GVQX9 FHLMC 0.7% MAT Interest 11/06/2023 05/05/2025 35,000.00 35,000.00 40266 003 3137BJQ71 FHMS KPLB A Interest 10/25/2023 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 11/25/2023 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 12/25/2023 05/25/2025 23,083.33 23,083.33 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 10/25/2023 03/25/2025 5,858.49 5,858.49 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 10/25/2023 03/25/2025 4,130.68 4,130.68 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 11/25/2023 03/25/2025 6,043.47 6,043.47 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 11/25/2023 03/25/2025 3,943.64 3,943.64 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 12/25/2023 03/25/2025 5,838.99 5,838.99 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 12/25/2023 03/25/2025 4,156.88 4,156.88 40273 003 3134GVB49 FHLMC 0.75% MAT Interest 12/18/2023 06/18/2025 150,000.00 150,000.00 40277 003 923078CT4 VNTCTF 1.048% MATRedemption 11/01/2023 11/01/2023 Maturity 1,000,000.00 1,000,000.00 40277 003 923078CT4 VNTCTF 1.048% MATInterest 11/01/2023 11/01/2023 5,240.00 5,240.00 40278 003 923078CU1 VENTURA CNTY Interest 11/01/2023 11/01/2024 5,503.50 5,503.50 40282 003 3133ELJ47 FFCB 0.58% MAT Interest 12/18/2023 06/17/2024 29,000.00 29,000.00 40288 003 3135G04Z3 FNMA 0.5% MAT Interest 12/18/2023 06/17/2025 25,000.00 25,000.00 40293 003 91412HFL2 UNIVERSITY CALIF Interest 11/15/2023 05/15/2024 4,165.00 4,165.00 40294 003 91412HFL2 UNIVERSITY CALIF Interest 11/15/2023 05/15/2024 2,707.25 2,707.25 40295 003 30315EAA4 FRESB 2020-SB76 Interest 10/25/2023 05/25/2025 2,156.62 2,156.62 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 10/25/2023 05/25/2025 5,003.45 5,003.45 40295 003 30315EAA4 FRESB 2020-SB76 Interest 11/25/2023 05/25/2025 2,153.16 2,153.16 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 11/25/2023 05/25/2025 4,735.01 4,735.01 40295 003 30315EAA4 FRESB 2020-SB76 Interest 12/25/2023 05/25/2025 2,149.89 2,149.89 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 12/25/2023 05/25/2025 5,032.87 5,032.87 40296 003 89237VAB5 TMCC 0.44% MAT Redemption 10/16/2023 10/15/2024 Sale 85,595.51 85,595.51 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 3
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40296 003 89237VAB5 TMCC 0.44% MAT Cap G/L 10/16/2023 10/15/2024 6.59 6.59 40296 003 89237VAB5 TMCC 0.44% MAT Interest 10/16/2023 10/15/2024 31.39 31.39 40311 003 34153QUD6 FLORIDA ST BRD EDInterest 12/01/2023 06/01/2025 27,500.00 27,500.00 40312 003 546417DQ6 LAS 0.84% MAT Interest 12/01/2023 06/01/2025 16,800.00 16,800.00 40313 003 34153QUC8 FLSEDU 0.39% MAT Interest 12/01/2023 06/01/2024 9,750.00 9,750.00 40316 003 3137EAEY1 FEDERAL HOME LN Redemption 10/16/2023 10/16/2023 Maturity 4,000,000.00 4,000,000.00 40316 003 3137EAEY1 FEDERAL HOME LN Interest 10/16/2023 10/16/2023 2,500.00 2,500.00 40317 003 419792ZM1 HAWAII ST, Interest 10/02/2023 10/01/2025 21,300.00 21,300.00 40318 003 13077DML3 CALIFORNIA ST Interest 11/01/2023 11/01/2025 44,250.00 44,250.00 40319 003 882724RA7 TEXAS ST, TAXABLEInterest 10/02/2023 10/01/2025 40,000.00 40,000.00 40321 003 45818WCW4 Inter-American Interest 10/16/2023 10/15/2024 17,000.00 17,000.00 40322 003 57582RK88 MAS 0.695 Interest 11/01/2023 11/01/2025 3,475.00 3,475.00 40323 003 13034AL65 CALIFORNIA Interest 10/02/2023 10/01/2025 5,297.63 5,297.63 40324 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2023 05/15/2025 9,779.23 9,779.23 40325 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2023 05/15/2025 15,717.40 15,717.40 40326 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2023 05/15/2025 44,150.00 44,150.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 10/25/2023 11/25/2024 5,328.69 5,328.69 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 10/25/2023 11/25/2024 1,178.10 1,178.10 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 11/25/2023 11/25/2024 5,503.60 5,503.60 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 11/25/2023 11/25/2024 188,120.50 188,120.50 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 12/25/2023 11/25/2024 4,902.80 4,902.80 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 12/25/2023 11/25/2024 802.60 802.60 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 10/25/2023 12/25/2024 11,482.50 11,482.50 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 10/25/2023 12/25/2024 49,742.46 49,742.46 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 11/25/2023 12/25/2024 11,355.57 11,355.57 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 11/25/2023 12/25/2024 7,271.10 7,271.10 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 12/25/2023 12/25/2024 11,337.02 11,337.02 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 12/25/2023 12/25/2024 7,728.12 7,728.12 40330 003 3133EMLR1 FEDERAL FARM CR Interest 12/26/2023 12/23/2025 25,000.00 25,000.00 40332 003 45950VPG5 IFC 0.425% MAT Interest 11/20/2023 11/19/2024 18,168.75 18,168.75 40333 003 3135G06G3 FEDERAL NATL MTGInterest 11/07/2023 11/07/2025 25,000.00 25,000.00 40336 003 459058JL8 IBRD 0.5% MAT Interest 10/30/2023 10/28/2025 25,000.00 25,000.00 40338 003 459058JL8 IBRD 0.5% MAT Interest 10/30/2023 10/28/2025 25,000.00 25,000.00 40339 003 459058DX8 IBRD 2.5% MAT Interest 11/27/2023 11/25/2024 59,562.50 59,562.50 40342 003 30318CAA5 FRESB 2021-SB82 Interest 10/25/2023 11/25/2025 2,074.44 2,074.44 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 10/25/2023 11/25/2025 5,936.84 5,936.84 40342 003 30318CAA5 FRESB 2021-SB82 Interest 11/25/2023 11/25/2025 2,071.12 2,071.12 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 11/25/2023 11/25/2025 5,608.95 5,608.95 40342 003 30318CAA5 FRESB 2021-SB82 Interest 12/25/2023 11/25/2025 2,067.99 2,067.99 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 12/25/2023 11/25/2025 5,971.55 5,971.55 40343 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2023 05/15/2025 30,905.00 30,905.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 10/25/2023 03/25/2025 9,191.82 9,191.82 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 10/25/2023 03/25/2025 4,531.28 4,531.28 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 4
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 11/25/2023 03/25/2025 9,182.05 9,182.05 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 11/25/2023 03/25/2025 4,124.39 4,124.39 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 12/25/2023 03/25/2025 9,173.15 9,173.15 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 12/25/2023 03/25/2025 4,567.96 4,567.96 40360 003 31422XCX8 FEDERAL AGRIC Interest 10/20/2023 04/20/2026 50,000.00 50,000.00 40409 003 3130APRF4 FEDERAL HOME Interest 11/15/2023 11/15/2024 100,000.00 100,000.00 40410 003 3130APWP6 FEDERAL HOME Redemption 11/24/2023 11/24/2023 Maturity 8,300,000.00 8,300,000.00 40410 003 3130APWP6 FEDERAL HOME Interest 11/24/2023 11/24/2023 24,900.00 24,900.00 40417 003 3130APZU2 FEDERAL HOME Interest 11/28/2023 05/28/2024 8,312.50 8,312.50 40418 003 3130APU45 FEDERAL HOME Interest 11/22/2023 11/22/2024 20,718.75 20,718.75 40421 003 3130APKF1 FEDERAL HOME Interest 11/08/2023 11/08/2024 10,218.75 10,218.75 40422 003 3130APMH5 FEDERAL HOME Interest 11/17/2023 05/17/2024 9,843.75 9,843.75 40423 003 3133ENFZ8 FEDERAL FARM CR Interest 12/04/2023 12/02/2024 50,500.00 50,500.00 40432 003 594918AW4 MICROSOFT CORP, Redemption 12/15/2023 12/15/2023 Maturity 1,851,000.00 1,851,000.00 40432 003 594918AW4 MICROSOFT CORP, Interest 12/15/2023 12/15/2023 33,549.38 33,549.38 40435 003 3130APQU2 FEDERAL HOME Redemption 11/22/2023 11/22/2023 Maturity 14,370,000.00 14,370,000.00 40435 003 3130APQU2 FEDERAL HOME Interest 11/22/2023 11/22/2023 46,702.50 46,702.50 40445 003 3133ENGW4 FEDERAL FARM CR Redemption 12/13/2023 12/13/2023 Maturity 6,435,000.00 6,435,000.00 40445 003 3133ENGW4 FEDERAL FARM CR Interest 12/13/2023 12/13/2023 21,235.50 21,235.50 40446 003 3130APS48 FEDERAL HOME Interest 11/20/2023 11/18/2024 69,510.00 69,510.00 40449 003 13063DMA3 CALIFORNIA ST, Interest 10/02/2023 04/01/2026 133,957.50 133,957.50 40467 003 3130AQCN1 FEDERAL HOME Interest 12/18/2023 01/17/2025 17,187.50 17,187.50 40472 003 3130AQQQ9 FEDERAL HOME Interest 10/30/2023 01/28/2025 75,000.00 75,000.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 10/30/2023 10/28/2025 27,000.00 27,000.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 10/30/2023 01/28/2025 75,000.00 75,000.00 40478 003 3130AQMU4 FEDERAL HOME Interest 10/30/2023 10/28/2024 46,875.00 46,875.00 40480 003 3133ENAL4 FEDERAL FARM CR Redemption 10/12/2023 10/12/2023 Maturity 4,150,000.00 4,150,000.00 40480 003 3133ENAL4 FEDERAL FARM CR Interest 10/12/2023 10/12/2023 6,017.50 6,017.50 40487 003 037833CU2 APPLE INC, SR GLBLInterest 11/13/2023 05/11/2024 104,025.00 104,025.00 40490 003 3134GW6E1 FEDERAL HOME LN Redemption 11/02/2023 11/02/2023 Maturity 20,000,000.00 20,000,000.00 40490 003 3134GW6E1 FEDERAL HOME LN Interest 11/02/2023 11/02/2023 32,000.00 32,000.00 40497 003 3130AR7C9 FEDERAL HOME Interest 12/27/2023 12/27/2024 14,476.25 14,476.25 40501 003 3133ENAL4 FEDERAL FARM CR Redemption 10/12/2023 10/12/2023 Maturity 1,170,000.00 1,170,000.00 40501 003 3133ENAL4 FEDERAL FARM CR Interest 10/12/2023 10/12/2023 1,696.50 1,696.50 40502 003 3130AMR53 FEDERAL HOME Interest 12/11/2023 12/09/2024 62,000.00 62,000.00 40505 003 3134GW5R3 FEDERAL HOME LN Interest 10/27/2023 10/27/2025 6,500.00 6,500.00 40507 003 3134GWVN3 FEDERAL HOME LN Interest 10/02/2023 09/30/2025 52,470.00 52,470.00 40508 003 3130ANWN6 FEDERAL HOME Interest 10/02/2023 06/30/2025 2,887.50 2,887.50 40509 003 3134GW6E1 FEDERAL HOME LN Redemption 11/02/2023 11/02/2023 Maturity 18,300,000.00 18,300,000.00 40509 003 3134GW6E1 FEDERAL HOME LN Interest 11/02/2023 11/02/2023 29,280.00 29,280.00 40512 003 3130APWH4 FEDERAL HOME Redemption 11/22/2023 11/22/2023 Maturity 2,000,000.00 2,000,000.00 40512 003 3130APWH4 FEDERAL HOME Interest 11/22/2023 11/22/2023 7,458.33 7,458.33 40513 003 3133ENGW4 FEDERAL FARM CR Redemption 12/13/2023 12/13/2023 Maturity 1,859,000.00 1,859,000.00 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 5
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40513 003 3133ENGW4 FEDERAL FARM CR Interest 12/13/2023 12/13/2023 6,134.70 6,134.70 40514 003 3133EMYW6 FFCB 0.23% MAT Redemption 11/13/2023 11/13/2023 Maturity 1,347,000.00 1,347,000.00 40514 003 3133EMYW6 FFCB 0.23% MAT Interest 11/13/2023 11/13/2023 1,549.05 1,549.05 40517 003 3130AMU67 FEDERAL HOME Interest 12/28/2023 06/28/2024 12,000.00 12,000.00 40521 003 3130APXH3 FEDERAL HOME Redemption 11/27/2023 11/27/2023 Maturity 9,120,000.00 9,120,000.00 40521 003 3130APXH3 FEDERAL HOME Interest 11/27/2023 11/27/2023 36,480.00 36,480.00 40523 003 3130ARVJ7 FEDERAL HOME Interest 10/30/2023 04/29/2027 325,000.00 325,000.00 40524 003 3133ENUZ1 FEDERAL FARM CR Interest 10/20/2023 10/20/2025 309,000.00 309,000.00 40525 003 3134GXSF2 FHLMC 2.5% MAT Interest 10/30/2023 04/29/2025 162,500.00 162,500.00 40526 003 3133ENVK3 FEDERAL FARM CR Interest 10/27/2023 10/27/2026 365,000.00 365,000.00 40527 003 3130APM44 FEDERAL HOME Redemption 11/24/2023 11/24/2023 Maturity 3,565,000.00 3,565,000.00 40527 003 3130APM44 FEDERAL HOME Interest 11/24/2023 11/24/2023 8,912.50 8,912.50 40528 003 594918BJ2 MICROSOFT CORP, Interest 11/03/2023 11/03/2025 62,500.00 62,500.00 40529 003 3130ARR86 FEDERAL HOME Redemption 10/27/2023 10/27/2023 Maturity 13,270,000.00 13,270,000.00 40529 003 3130ARR86 FEDERAL HOME Interest 10/27/2023 10/27/2023 240,518.75 240,518.75 40531 003 3130A0F70 FEDERAL HOME Redemption 12/08/2023 12/08/2023 Maturity 10,215,000.00 10,215,000.00 40531 003 3130A0F70 FEDERAL HOME Interest 12/08/2023 12/08/2023 172,378.13 172,378.13 40532 003 3130APQJ7 FEDERAL HOME Redemption 11/22/2023 11/22/2023 Maturity 1,500,000.00 1,500,000.00 40532 003 3130APQJ7 FEDERAL HOME Interest 11/22/2023 11/22/2023 4,312.50 4,312.50 40533 003 3130APWH4 FEDERAL HOME Redemption 11/22/2023 11/22/2023 Maturity 6,000,000.00 6,000,000.00 40533 003 3130APWH4 FEDERAL HOME Interest 11/22/2023 11/22/2023 22,375.00 22,375.00 40538 003 459058JM6 IBRD 0.25% MAT Redemption 11/24/2023 11/24/2023 Maturity 5,580,000.00 5,580,000.00 40538 003 459058JM6 IBRD 0.25% MAT Interest 11/24/2023 11/24/2023 6,975.00 6,975.00 40539 003 3130AS2M0 FEDERAL HOME Redemption 11/24/2023 11/24/2023 Maturity 3,835,000.00 3,835,000.00 40539 003 3130AS2M0 FEDERAL HOME Interest 11/24/2023 11/24/2023 50,813.75 50,813.75 40542 003 3130AS3J6 FEDERAL HOME Redemption 11/24/2023 11/24/2023 Maturity 2,700,000.00 2,700,000.00 40542 003 3130AS3J6 FEDERAL HOME Interest 11/24/2023 11/24/2023 33,750.00 33,750.00 40544 003 3130ARVT5 FEDERAL HOME Interest 11/17/2023 05/17/2024 54,450.00 54,450.00 40545 003 3130AMNR9 FEDERAL HOME Interest 11/28/2023 11/27/2024 62,500.00 62,500.00 40546 003 3130AMU67 FEDERAL HOME Interest 12/28/2023 06/28/2024 40,000.00 40,000.00 40547 003 3130APWH4 FEDERAL HOME Redemption 11/22/2023 11/22/2023 Maturity 20,000,000.00 20,000,000.00 40547 003 3130APWH4 FEDERAL HOME Interest 11/22/2023 11/22/2023 74,583.35 74,583.35 40550 003 3133ENYA2 FEDERAL FARM CR Interest 12/01/2023 06/01/2027 89,700.00 89,700.00 40551 003 3134GXRL0 FEDERAL HOME LN Interest 11/13/2023 05/12/2025 202,187.50 202,187.50 40552 003 3130ARMT5 FEDERAL HOME Interest 10/25/2023 10/25/2024 124,670.00 124,670.00 40554 003 31422XRQ7 FEDERAL AGRIC Redemption 12/20/2023 12/20/2023 Maturity 10,779,000.00 10,779,000.00 40554 003 31422XRQ7 FEDERAL AGRIC Interest 12/20/2023 12/20/2023 37,187.55 37,187.55 40556 003 3134GXYM0 FEDERAL HOME LN Interest 12/28/2023 06/28/2024 87,734.38 87,734.38 40558 003 3134GXYT5 FHLMC 2.9% MAT Redemption 12/29/2023 12/29/2023 Maturity 7,250,000.00 7,250,000.00 40558 003 3134GXYT5 FHLMC 2.9% MAT Interest 12/29/2023 12/29/2023 105,125.00 105,125.00 40559 003 3134GXYT5 FHLMC 2.9% MAT Redemption 12/29/2023 12/29/2023 Maturity 4,500,000.00 4,500,000.00 40559 003 3134GXYT5 FHLMC 2.9% MAT Interest 12/29/2023 12/29/2023 65,250.00 65,250.00 40560 003 3130AS6D6 FEDERAL HOME Interest 12/14/2023 06/14/2024 17,968.75 17,968.75 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 6
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40561 003 3133EMBQ4 FEDERAL FARM CR Redemption 10/05/2023 10/05/2023 Maturity 1,025,000.00 1,025,000.00 40561 003 3133EMBQ4 FEDERAL FARM CR Interest 10/05/2023 10/05/2023 1,383.75 1,383.75 40566 003 CAMP CAMP 1.27% Purchase 10/02/2023 41,354,000.00 -41,354,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/02/2023 572,771.23 -572,771.23 40566 003 CAMP CAMP 1.27% Purchase 10/03/2023 28,883,000.00 -28,883,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/04/2023 482,000.00 -482,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/05/2023 11,712,000.00 -11,712,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/11/2023 4,851,000.00 -4,851,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/17/2023 6,760,000.00 -6,760,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/19/2023 21,106,000.00 -21,106,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/23/2023 20,369,000.00 -20,369,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/24/2023 32,640,000.00 -32,640,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/25/2023 12,628,000.00 -12,628,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/26/2023 2,721,000.00 -2,721,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/30/2023 4,346,000.00 -4,346,000.00 40566 003 CAMP CAMP 1.27% Purchase 10/31/2023 5,724,000.00 -5,724,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/01/2023 488,407.31 -488,407.31 40566 003 CAMP CAMP 1.27% Purchase 11/02/2023 41,149,000.00 -41,149,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/06/2023 2,812,000.00 -2,812,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/07/2023 5,515,000.00 -5,515,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/08/2023 3,989,000.00 -3,989,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/09/2023 5,528,000.00 -5,528,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/13/2023 5,145,000.00 -5,145,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/14/2023 8,689,000.00 -8,689,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/15/2023 8,111,000.00 -8,111,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/21/2023 5,515,000.00 -5,515,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/21/2023 193,000.00 -193,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/22/2023 53,954,000.00 -53,954,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/27/2023 61,397,000.00 -61,397,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/28/2023 9,012,000.00 -9,012,000.00 40566 003 CAMP CAMP 1.27% Purchase 11/30/2023 34,142,000.00 -34,142,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/01/2023 462,767.78 -462,767.78 40566 003 CAMP CAMP 1.27% Purchase 12/04/2023 3,030,000.00 -3,030,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/05/2023 4,846,000.00 -4,846,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/07/2023 11,570,000.00 -11,570,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/12/2023 5,374,000.00 -5,374,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/13/2023 6,448,000.00 -6,448,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/14/2023 52,631,000.00 -52,631,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/21/2023 2,670,000.00 -2,670,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/26/2023 33,386,000.00 -33,386,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/27/2023 2,704,000.00 -2,704,000.00 40566 003 CAMP CAMP 1.27% Purchase 12/28/2023 2,286,000.00 -2,286,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/06/2023 58,401,000.00 58,401,000.00 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 7
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40566 003 CAMP CAMP 1.27% Redemption 10/10/2023 19,182,000.00 19,182,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/12/2023 34,722,000.00 34,722,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/13/2023 27,611,000.00 27,611,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/16/2023 9,725,000.00 9,725,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/18/2023 22,716,000.00 22,716,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/20/2023 13,018,000.00 13,018,000.00 40566 003 CAMP CAMP 1.27% Redemption 10/27/2023 5,563,000.00 5,563,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/01/2023 715,000.00 715,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/03/2023 57,850,000.00 57,850,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/10/2023 22,180,000.00 22,180,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/16/2023 12,149,000.00 12,149,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/17/2023 71,117,000.00 71,117,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/20/2023 2,448,000.00 2,448,000.00 40566 003 CAMP CAMP 1.27% Redemption 11/29/2023 23,200,000.00 23,200,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/01/2023 46,959,000.00 46,959,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/06/2023 8,275,000.00 8,275,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/08/2023 774,000.00 774,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/11/2023 824,000.00 824,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/15/2023 69,207,000.00 69,207,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/18/2023 3,651,000.00 3,651,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/19/2023 4,649,000.00 4,649,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/20/2023 23,493,000.00 23,493,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/22/2023 11,530,000.00 11,530,000.00 40566 003 CAMP CAMP 1.27% Redemption 12/29/2023 15,704,000.00 15,704,000.00 40566 003 CAMP CAMP 1.27% Interest 10/02/2023 572,771.23 572,771.23 40566 003 CAMP CAMP 1.27% Interest 11/01/2023 488,407.31 488,407.31 40566 003 CAMP CAMP 1.27% Interest 12/01/2023 462,767.78 462,767.78 40576 003 677522SQ8 OHS 2.3% MAT Redemption 11/01/2023 11/01/2023 Maturity 7,930,000.00 7,930,000.00 40576 003 677522SQ8 OHS 2.3% MAT Interest 11/01/2023 11/01/2023 91,195.00 91,195.00 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 10/25/2023 04/25/2026 11,052.12 11,052.12 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 10/25/2023 04/25/2026 121,941.42 121,941.42 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 11/25/2023 04/25/2026 10,801.23 10,801.23 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 11/25/2023 04/25/2026 8,683.62 8,683.62 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 12/25/2023 04/25/2026 10,783.36 10,783.36 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 12/25/2023 04/25/2026 103,747.33 103,747.33 40581 003 13063DRD2 CALIFORNIA ST, Interest 10/02/2023 10/01/2026 66,143.75 66,143.75 40595 003 91412HGE7 UNIVERSITY CALIF Interest 11/15/2023 05/15/2025 13,245.00 13,245.00 40602 003 69371RS23 PACCAR FINANCIAL Interest 10/03/2023 10/03/2025 123,750.00 123,750.00 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 10/25/2023 08/25/2024 24,558.87 24,558.87 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 10/25/2023 08/25/2024 1,105,746.80 1,105,746.80 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 11/25/2023 08/25/2024 21,735.53 21,735.53 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 11/25/2023 08/25/2024 13,961.30 13,961.30 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 12/25/2023 08/25/2024 21,699.88 21,699.88 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 8
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 12/25/2023 08/25/2024 14,938.50 14,938.50 40607 003 3133ENS43 FEDERAL FARM CR Interest 10/17/2023 10/17/2024 218,750.00 218,750.00 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 10/25/2023 06/25/2027 5,632.62 5,632.62 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 10/25/2023 06/25/2027 4,511.33 4,511.33 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 11/25/2023 06/25/2027 5,624.80 5,624.80 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 11/25/2023 06/25/2027 4,227.20 4,227.20 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 12/25/2023 06/25/2027 5,617.47 5,617.47 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 12/25/2023 06/25/2027 4,538.42 4,538.42 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 10/25/2023 06/25/2027 7,241.94 7,241.94 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 10/25/2023 06/25/2027 5,800.28 5,800.28 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 11/25/2023 06/25/2027 7,231.89 7,231.89 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 11/25/2023 06/25/2027 5,434.97 5,434.97 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 12/25/2023 06/25/2027 7,222.46 7,222.46 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 12/25/2023 06/25/2027 5,835.11 5,835.11 40611 003 31315PF38 FARMER MAC FLT Interest 11/06/2023 02/06/2025 36,842.36 36,842.36 40612 003 31315P6T1 FARMER MAC FLT Interest 10/23/2023 04/22/2025 44,571.67 44,571.67 40613 003 69371RS23 PACCAR FINANCIAL Interest 10/03/2023 10/03/2025 247,500.00 247,500.00 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 10/25/2023 06/25/2024 11,226.87 11,226.87 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 10/25/2023 06/25/2024 288,896.88 288,896.88 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 11/25/2023 06/25/2024 10,491.15 10,491.15 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 11/25/2023 06/25/2024 9,298.75 9,298.75 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 12/25/2023 06/25/2024 10,467.47 10,467.47 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 12/25/2023 06/25/2024 301,114.75 301,114.75 40615 003 3130ATUP0 FEDERAL HOME Redemption 11/03/2023 11/03/2023 Maturity 5,000,000.00 5,000,000.00 40615 003 3130ATUP0 FEDERAL HOME Interest 11/03/2023 11/03/2023 118,750.00 118,750.00 40616 003 45950VRK4 IFC 5.% MAT Interest 11/15/2023 11/15/2027 125,000.00 125,000.00 40618 003 3138L8UV4 FN AM7795 2.92% Interest 10/25/2023 01/01/2025 29,464.33 29,464.33 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 10/25/2023 01/01/2025 22,840.83 22,840.83 40618 003 3138L8UV4 FN AM7795 2.92% Interest 11/25/2023 01/01/2025 30,389.04 30,389.04 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 11/25/2023 01/01/2025 21,694.54 21,694.54 40618 003 3138L8UV4 FN AM7795 2.92% Interest 12/25/2023 01/01/2025 29,355.96 29,355.96 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 12/25/2023 01/01/2025 22,975.26 22,975.26 40620 003 13063D3A4 CALIFORNIA ST, Interest 10/02/2023 10/01/2026 142,500.00 142,500.00 40621 003 923078CX5 VENTURA CNTY Interest 11/01/2023 11/01/2027 31,729.73 31,729.73 40622 003 31422XR38 FAMC 4.92% MAT Redemption 11/28/2023 11/28/2023 Maturity 10,000,000.00 10,000,000.00 40622 003 31422XR38 FAMC 4.92% MAT Interest 11/28/2023 11/28/2023 246,000.00 246,000.00 40623 003 13067WRC8 CALIFORNIA ST Interest 12/01/2023 12/01/2025 12,462.25 12,462.25 40626 003 13063D3A4 CALIFORNIA ST, Interest 10/02/2023 10/01/2026 201,637.50 201,637.50 40631 003 438516BL9 HONEYWELL INTL Interest 11/01/2023 11/01/2026 62,500.00 62,500.00 40632 003 713448CT3 PEPSICO INC, SR NTInterest 10/30/2023 04/30/2025 68,750.00 68,750.00 40633 003 06406RAD9 BANK NEW YORK Interest 11/16/2023 05/16/2027 81,250.00 81,250.00 40635 003 3137BJQ71 FHMS KPLB A Interest 10/25/2023 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 11/25/2023 05/25/2025 16,391.47 16,391.47 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 9
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40635 003 3137BJQ71 FHMS KPLB A Interest 12/25/2023 05/25/2025 16,391.47 16,391.47 40636 003 91412HJN4 UNIVERSITY CALIF Interest 11/15/2023 05/15/2027 12,815.40 12,815.40 40647 003 3132XGRH1 FR WN2287 3.69% Interest 10/25/2023 11/01/2027 61,500.00 61,500.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 11/25/2023 11/01/2027 63,550.00 63,550.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 12/25/2023 11/01/2027 61,500.00 61,500.00 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 12/25/2023 11/01/2027 26,146.20 26,146.20 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 10/25/2023 08/25/2027 13,137.67 13,137.67 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 11/25/2023 08/25/2027 13,137.67 13,137.67 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 12/25/2023 08/25/2027 13,137.67 13,137.67 40666 003 3132XGRH1 FR WN2287 3.69% Interest 10/25/2023 11/01/2027 30,750.00 30,750.00 40666 003 3132XGRH1 FR WN2287 3.69% Interest 11/25/2023 11/01/2027 31,775.00 31,775.00 40666 003 3132XGRH1 FR WN2287 3.69% Interest 12/25/2023 11/01/2027 30,750.00 30,750.00 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 12/25/2023 11/01/2027 13,073.10 13,073.10 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 10/25/2023 03/01/2026 11,188.69 11,188.69 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 10/25/2023 03/01/2026 5,809.00 5,809.00 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 11/25/2023 03/01/2026 11,544.44 11,544.44 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 11/25/2023 03/01/2026 5,364.32 5,364.32 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 12/25/2023 03/01/2026 11,156.66 11,156.66 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 12/25/2023 03/01/2026 5,849.04 5,849.04 40670 003 448980AD4 HALST 2023-B A3 Interest 10/16/2023 06/15/2026 60,083.34 60,083.34 40670 003 448980AD4 HALST 2023-B A3 Interest 11/15/2023 06/15/2026 60,083.34 60,083.34 40670 003 448980AD4 HALST 2023-B A3 Interest 12/15/2023 06/15/2026 60,083.34 60,083.34 40671 003 891941AD8 TAOT 2023-B A3 Interest 10/16/2023 02/15/2028 39,250.00 39,250.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 11/15/2023 02/15/2028 39,250.00 39,250.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 12/15/2023 02/15/2028 39,250.00 39,250.00 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 10/25/2023 01/01/2028 23,729.17 23,729.17 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 11/25/2023 01/01/2028 24,520.14 24,520.14 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 12/25/2023 01/01/2028 23,729.17 23,729.17 40673 003 3130APZK4 FEDERAL HOME Interest 11/27/2023 11/26/2025 154,700.00 154,700.00 40674 003 437927AC0 HAROT 2023-2 A3 Interest 10/16/2023 11/15/2027 41,083.33 41,083.33 40674 003 437927AC0 HAROT 2023-2 A3 Interest 11/15/2023 11/15/2027 41,083.33 41,083.33 40674 003 437927AC0 HAROT 2023-2 A3 Interest 12/15/2023 11/15/2027 41,083.33 41,083.33 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 10/16/2023 04/15/2026 Sale 681,626.12 681,626.12 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 10/16/2023 04/15/2026 31,501.95 31,501.95 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 11/15/2023 04/15/2026 Sale 678,434.25 678,434.25 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 11/15/2023 04/15/2026 31,354.43 31,354.43 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 12/15/2023 04/15/2026 Sale 645,103.71 645,103.71 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 12/15/2023 04/15/2026 29,814.03 29,814.03 40676 003 89238JAC9 TAOT 2021-D A3 Interest 10/16/2023 04/15/2026 6,814.24 6,814.24 40676 003 89238JAC9 TAOT 2021-D A3 Interest 11/15/2023 04/15/2026 6,392.31 6,392.31 40676 003 89238JAC9 TAOT 2021-D A3 Interest 12/15/2023 04/15/2026 5,972.35 5,972.35 40677 003 3130AQ4B6 FEDERAL HOME Interest 12/26/2023 12/23/2024 150,000.00 150,000.00 40680 003 3134GXCS1 FHLMC 0.625% MAT Interest 11/27/2023 11/25/2025 26,171.88 26,171.88 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 10
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40680 003 3134GXCS1 FHLMC 0.625% MAT Accr Int 11/27/2023 11/25/2025 1,017.80 -1,017.80 0.00 40683 003 30312XAE7 FRESB 2019-SB69, Interest 10/25/2023 10/25/2024 9,628.74 9,628.74 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 10/25/2023 10/25/2024 8,005.41 8,005.41 40683 003 30312XAE7 FRESB 2019-SB69, Interest 11/25/2023 10/25/2024 9,613.73 9,613.73 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 11/25/2023 10/25/2024 7,513.00 7,513.00 40683 003 30312XAE7 FRESB 2019-SB69, Interest 12/25/2023 10/25/2024 9,599.65 9,599.65 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 12/25/2023 10/25/2024 374,500.21 374,500.21 40685 003 3140LKUP6 FN BS8689 4.65% Interest 10/25/2023 07/01/2028 98,200.01 98,200.01 40685 003 3140LKUP6 FN BS8689 4.65% Interest 11/25/2023 07/01/2028 101,473.34 101,473.34 40685 003 3140LKUP6 FN BS8689 4.65% Interest 12/25/2023 07/01/2028 98,200.01 98,200.01 40691 003 912797FB8 UNITED STATES Redemption 10/19/2023 10/19/2023 Maturity 20,000,000.00 20,000,000.00 40692 003 45906M4E8 IBRD 4.5% MAT Interest 12/26/2023 06/26/2028 562,500.00 562,500.00 40692 003 45906M4E8 IBRD 4.5% MAT Accr Int 12/26/2023 06/26/2028 87,500.00 -87,500.00 0.00 40694 003 3140LKYV9 FN BS8823 4.79% Interest 10/25/2023 06/01/2028 31,518.20 31,518.20 40694 003 3140LKYV9 FN BS8823 4.79% Interest 11/25/2023 06/01/2028 32,568.81 32,568.81 40694 003 3140LKYV9 FN BS8823 4.79% Interest 12/25/2023 06/01/2028 31,518.20 31,518.20 40695 003 31315KNE6 FAMC ZERO CPN Redemption 10/20/2023 10/20/2023 Maturity 50,000,000.00 50,000,000.00 40697 003 30333AAA0 FRESB 2023-SB108 Interest 10/25/2023 06/25/2028 28,327.06 28,327.06 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 10/25/2023 06/25/2028 2,006.63 2,006.63 40697 003 30333AAA0 FRESB 2023-SB108 Interest 11/25/2023 06/25/2028 28,319.95 28,319.95 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 11/25/2023 06/25/2028 1,788.12 1,788.12 40697 003 30333AAA0 FRESB 2023-SB108 Interest 12/25/2023 06/25/2028 28,313.62 28,313.62 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 12/25/2023 06/25/2028 2,022.42 2,022.42 40698 003 3140LKLH4 FN BS8427 4.92% Interest 10/25/2023 06/01/2028 49,917.50 49,917.50 40698 003 3140LKLH4 FN BS8427 4.92% Interest 11/25/2023 06/01/2028 51,581.42 51,581.42 40698 003 3140LKLH4 FN BS8427 4.92% Interest 12/25/2023 06/01/2028 49,917.50 49,917.50 40699 003 30333MAA4 FRESB 2023-SB109 Interest 10/25/2023 08/25/2028 -25,608.33 -25,608.33 40699 003 30333MAA4 FRESB 2023-SB109 Interest 10/25/2023 08/25/2028 36,583.33 36,583.33 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 10/25/2023 08/25/2028 788.18 788.18 40699 003 30333MAA4 FRESB 2023-SB109 Interest 11/25/2023 08/25/2028 36,580.45 36,580.45 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 11/25/2023 08/25/2028 684.76 684.76 40699 003 30333MAA4 FRESB 2023-SB109 Interest 12/25/2023 08/25/2028 36,577.94 36,577.94 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 12/25/2023 08/25/2028 794.86 794.86 40704 003 91412HGF4 UNIVERSITY CALIF Interest 11/15/2023 05/15/2027 32,932.90 32,932.90 40704 003 91412HGF4 UNIVERSITY CALIF Accr Int 11/15/2023 05/15/2027 24,150.79 -24,150.79 0.00 40705 003 80168FQH2 SCVWTR 4.25% MATPurchase 10/02/2023 12/01/2024 15,004,270.83 -15,004,270.83 40705 003 80168FQH2 SCVWTR 4.25% MATInterest 12/01/2023 12/01/2024 318,750.00 318,750.00 40705 003 80168FQH2 SCVWTR 4.25% MATAccr Int 12/01/2023 12/01/2024 214,270.83 -214,270.83 0.00 40706 003 3134H1FN8 FHLMC 5.625% MAT Purchase 10/12/2023 10/12/2028 15,000,000.00 -15,000,000.00 40707 003 3134H1FP3 FHLMC 5.65% MAT Purchase 10/12/2023 10/12/2028 25,000,000.00 -25,000,000.00 40708 003 3135GAJZ5 FNMA 5.7% MAT Purchase 10/16/2023 10/16/2028 20,000,000.00 -20,000,000.00 40709 003 31424WAJ1 FAMC 5.8% MAT Purchase 10/10/2023 10/10/2028 20,000,000.00 -20,000,000.00 40710 003 84247PJB8 STNPWR 3.938% Purchase 10/26/2023 07/01/2026 2,446,024.31 -2,446,024.31 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Investment Number
Transaction Activity Report Page 11
City of San Jose
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40711 003 882724V38 TXS 5.616% MAT Purchase 11/15/2023 10/01/2024 7,400,000.00 -7,400,000.00 40712 003 882724V61 TEXAS ST, TAXABLEPurchase 11/15/2023 10/01/2027 5,000,000.00 -5,000,000.00 40713 003 02079KAC1 GOOG 1.998% MAT Purchase 10/31/2023 08/15/2026 13,880,895.00 -13,880,895.00 40714 003 912797HX8 UNITED STATES Purchase 11/16/2023 01/02/2024 9,931,197.22 -9,931,197.22 40715 003 3134H1HN6 FHLMC 5.5% MAT Purchase 11/16/2023 10/20/2028 6,424,433.31 -6,424,433.31 40716 003 45818WEU6 IADB 5.125% MAT Purchase 11/17/2023 11/17/2026 20,005,000.00 -20,005,000.00 40717 003 13063DRD2 CALIFORNIA ST, Purchase 12/11/2023 10/01/2026 5,168,916.78 -5,168,916.78 40718 003 419792M29 HAWAII ST, Purchase 12/19/2023 10/01/2027 4,433,378.80 -4,433,378.80 40719 003 419792M37 HAWAII ST, Purchase 12/19/2023 10/01/2028 2,040,820.00 -2,040,820.00 40720 003 3133EMSW3 FEDERAL FARM CR Purchase 12/18/2023 03/10/2028 4,398,355.56 -4,398,355.56 40721 003 91412HGF4 UNIVERSITY CALIF Purchase 12/22/2023 05/15/2027 5,616,450.42 -5,616,450.42 Totals for General Pool 747,130,286.16 896,501,110.61 12,452,620.50 161,823,444.95 Grand Total 747,130,286.16 896,501,110.61 12,452,620.50 161,823,444.95 Portfolio CITY
AP
Run Date: 01/12/2024 - 17:07 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

BALANCE SALES OR BALANCE
9/30/2023 MATURITIES ADDITIONS 12/31/2023
Asset Backed Securities 45,121,575.26 2,120,963.51 43,000,611.75 JPA Pool 114,789,695.89 565,663,000.00 565,195,946.32 114,322,642.21 Commercial Paper/Discount 0.00 0.00
Corporate Medium Term Notes 298,147,056.60 1,948,566.21 13,880,895.00 310,079,385.39 Federal Agency Securities 1,233,546,817.29 285,691,017.80 94,352,616.36 1,042,208,415.85 Mortgage Backed Securities 219,456,652.42 4,470,220.89 214,986,431.53 Muni Bonds 324,126,891.48 10,918,421.62 47,125,824.14 360,334,294.00 Negotiable CD's 0.00 0.00
State Pool 20,465,692.21 184,597.61 20,650,289.82
Supranationals 201,342,995.55 5,667,500.00 20,190,529.42 215,866,024.97 UST Bills, Notes & Bonds 83,852,093.41 29,447,796.53 9,931,197.22 64,335,494.10 Total 2,540,849,470.11 905,927,486.56 750,861,606.07 2,385,783,589.62 NET PURCHASES/(SALES): (155,065,880.49)
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
OCTOBER THROUGH DECEMBER 2023 TURNOVER RATIO: 0.67
AVERAGE DAILY PORTFOLIO BALANCE: 2,466,318,971.87

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

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

RECONCILIATION OF INVESTMENT ACTIVITIES
10/1/23 THROUGH 12/31/23

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

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

Fund Type
Maturity
YTM
Accrued Interest
CUSIP Investment # Issuer Payment Periods at Purchase Date Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
912797HX8 40714 003 ATD USTR 10,000,000.00 11/16/2023 01/02 - At Maturity 9,931,197.22 5.270 01/02/2024 5.395 9,998,536.11 Subtotal 10,000,000.00 9,931,197.22 0.00 9,998,536.11
Purchased from: FHN Financial
80168FQH2 40705 003 MUN SCVWTR 15,000,000.00 10/02/2023 12/01 - 06/01 14,790,000.00 Received 4.250 12/01/2024 5.500 14,834,606.21 Subtotal 15,000,000.00 14,790,000.00 0.00 14,834,606.21 Purchased from: Piper Sandler & Co.
3134H1FN8 40706 003 MC1 FHLMC 15,000,000.00 10/12/2023 04/12 - 10/12 15,000,000.00 5.625 10/12/2028 5.625 15,000,000.00 3135GAJZ5 40708 003 MC1 FNMA 20,000,000.00 10/16/2023 04/16 - 10/16 20,000,000.00 5.700 10/16/2028 5.700 20,000,000.00 13063DRD2 40717 003 MUN CAS 5,460,000.00 12/11/2023 04/01 - 10/01 5,143,702.20 25,214.58 2.375 10/01/2026 4.598 5,149,965.52 3133EMSW3 40720 003 MC1 FFCB 5,000,000.00 12/18/2023 03/10 - 09/10 4,379,300.00 19,055.56 1.400 03/10/2028 4.669 4,384,601.64 91412HGF4 40721 003 MUN UNVHGR 6,190,000.00 12/22/2023 05/15 - 11/15 5,608,078.10 8,372.32 1.316 05/15/2027 4.321 5,612,360.44 Subtotal 51,650,000.00 50,131,080.30 52,642.46 50,146,927.60 Purchased from: Raymond James & Associates
882724V38 40711 003 MUN TXS 7,400,000.00 11/15/2023 04/01 - 10/01 7,400,000.00 5.616 10/01/2024 5.608 7,400,000.00 882724V61 40712 003 MUN TXS 5,000,000.00 11/15/2023 04/01 - 10/01 5,000,000.00 5.332 10/01/2027 5.332 5,000,000.00 419792M29 40718 003 MUN HIS 4,360,000.00 12/19/2023 04/01 - 10/01 4,433,378.80 5.000 10/01/2027 4.509 4,432,732.29 419792M37 40719 003 MUN HIS 2,000,000.00 12/19/2023 04/01 - 10/01 2,040,820.00 5.000 10/01/2028 4.519 2,040,535.54 Subtotal 18,760,000.00 18,874,198.80 0.00 18,873,267.83 Purchased from: UBS Financial Services
3134H1FP3 40707 003 MC1 FHLMC 25,000,000.00 10/12/2023 04/12 - 10/12 25,000,000.00 5.650 10/12/2028 5.650 25,000,000.00 3134H1HN6 40715 003 MC1 FHLMC 6,361,000.00 11/16/2023 04/20 - 10/20 6,399,166.00 25,267.31 5.500 10/20/2028 5.167 6,398,197.87 Subtotal 31,361,000.00 31,399,166.00 25,267.31 31,398,197.87 Purchased from: Unionbanc Investment
31424WAJ1 40709 003 MC1 FAMC 20,000,000.00 10/10/2023 04/10 - 10/10 20,000,000.00 5.800 10/10/2028 5.800 20,000,000.00 84247PJB8 40710 003 MUN STNPWR 2,500,000.00 10/26/2023 01/01 - 07/01 2,414,575.00 31,449.31 3.938 07/01/2026 5.320 2,420,329.02 Subtotal 22,500,000.00 22,414,575.00 31,449.31 22,420,329.02 Purchased from: Wedbush Securities
02079KAC1 40713 003 MTN GOOG 15,000,000.00 10/31/2023 02/15 - 08/15 13,817,625.00 63,270.00 1.998 08/15/2026 5.063 13,888,284.86 Subtotal 15,000,000.00 13,817,625.00 63,270.00 13,888,284.86 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 01/05/2024 - 15:47 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
October 1, 2023 - December 31, 2023
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: Wells Fargo Securities
45818WEU6 40716 003 MC2 IADB 20,000,000.00 11/17/2023 11/17 - Annually 20,005,000.00 5.125 11/17/2026 5.116 20,004,796.30 Subtotal 20,000,000.00 20,005,000.00 0.00 20,004,796.30 Total Purchases 184,271,000.00 181,362,842.32 172,629.08 181,564,945.80 Portfolio CITY
AP
Run Date: 01/05/2024 - 15:47 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Attachment C PSFSS Committee: 2/15/2024
Name Invoice
Number Invoice Type Date of Invoice
Amount owed
(Write-Off
Amount)
Reason for Write-Off
DIAN SLATANOV 1148927 PROPERTY SUBROGATION RECOVERY 9/26/2017 6,179.73 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
THAO VU 1149210 PROPERTY SUBROGATION RECOVERY 10/17/2017 6,189.15 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
JOSE AYALA 1162901 PROPERTY SUBROGATION RECOVERY 11/30/2018 6,190.35 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
SHIPENG LI 1143744 PROPERTY SUBROGATION RECOVERY 9/20/2016 6,194.33 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ROGELIO GOMEZ 1144225 PROPERTY SUBROGATION RECOVERY 10/12/2016 6,252.55 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GREGORY RUGEN 1144781 PROPERTY SUBROGATION RECOVERY 11/18/2016 6,298.04 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GILBERT MORENO 1153316 PROPERTY SUBROGATION RECOVERY 3/6/2018 6,302.06 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MONIQUE RAMIREZ 1162905 PROPERTY SUBROGATION RECOVERY 11/30/2018 6,349.36 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
HEATHER CASTENEDA 1169075 PROPERTY SUBROGATION RECOVERY 6/11/2019 6,355.49 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
DUSTIN KRAL 1164278 PROPERTY SUBROGATION RECOVERY 1/16/2019 6,433.99 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ANGEL SEELING 1152492 PROPERTY SUBROGATION RECOVERY 2/1/2018 6,438.73 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ISEL SILVA 1153489 PROPERTY SUBROGATION RECOVERY 3/13/2018 6,439.01 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
BUDDHA LIMO SERVICES LLC 00003248 TRIP AND LATE FEES 1/18/17 - 9/12/17 6,453.36
Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
PARENTS OF MICHAEL CHAVEZ 1157295 PROPERTY SUBROGATION RECOVERY 6/25/2018 6,455.90 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
BEYENE SEQUAR 1146939 PROPERTY SUBROGATION RECOVERY 4/19/2017 6,458.76 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MARISELA VALDOVINOS 1146131 PROPERTY SUBROGATION RECOVERY 3/3/2017 6,854.18 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ELEAZAR PADILLA 1170933 PROPERTY SUBROGATION RECOVERY 8/1/2019 6,913.38 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ALEJANDRO MOLINA 1145266 PROPERTY SUBROGATION RECOVERY 1/10/2017 6,953.25 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ANTOINETTE OLIVAREZ 1140506 PROPERTY SUBROGATION RECOVERY 3/25/2016 6,981.96 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
DANA MOOKINI 1145983 PROPERTY SUBROGATION RECOVERY 2/15/2017 7,021.52 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MARLON SANCHEZ 1148578 PROPERTY SUBROGATION RECOVERY 8/28/2017 7,022.28 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
CITYWIDE WRITE-OFF REPORT - FY 2023-24 SECOND QUARTER

Attachment C PSFSS Committee: 2/15/2024
Name Invoice
Number Invoice Type Date of Invoice
Amount owed
(Write-Off
Amount)
Reason for Write-Off
CITYWIDE WRITE-OFF REPORT - FY 2023-24 SECOND QUARTER
ARMANDO ORTIZ 1092516 PROPERTY SUBROGATION RECOVERY 3/24/2009 7,034.38 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GLENDA GIL 1146240 PROPERTY SUBROGATION RECOVERY 3/13/2017 7,083.23 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
CAITLYN CHRISTINE CASEY 1142020 PROPERTY SUBROGATION RECOVERY 6/7/2016 7,096.85 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
RUBY MUKHERJEE 1143031 PROPERTY SUBROGATION RECOVERY 7/25/2016 7,097.24 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
VIP AIRPORT SHUTTLE 0000937 ANNUAL ADMIN FEES, TRIP FEES, & LATE FEES 1/28/2011 - 7/22/2014 7,775.42
Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
LARRY L HIGHTOWER TRUSTEE 1157627 SIDEWALK REPAIRS 6/25/2018 7,811.33 Change of Ownership/Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
US BANK NA 1079539 SIDEWALK REPAIRS 5/17/2017 8,816.71
Change of Ownership/Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
STORY ROAD TAMALE FESTIVAL INC 1077387 SPECIAL EVENT FEES 5/3/2016 8,824.08 Out of Statute/No longer in existence
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
LUMEN SAMARITA 1143682 PROPERTY SUBROGATION RECOVERY 9/19/2016 9,056.67 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
PARENTS OF JAMES DANIELS 1146900 PROPERTY SUBROGATION RECOVERY 4/12/2017 9,072.36 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ARNOLDO JUAREZ 1143534 PROPERTY SUBROGATION RECOVERY 8/30/2016 9,122.49 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GURPIT SANGHERA 1092019 PROPERTY SUBROGATION RECOVERY 10/7/2008 9,128.01 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
LIBERTY LIZARDO 1154319 PROPERTY SUBROGATION RECOVERY 4/9/2018 9,245.47 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
FELIX ZUNIGA 1146686 PROPERTY SUBROGATION RECOVERY 4/7/2017 9,346.85 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GACHINA LANDSCAPE 1154500 PROPERTY SUBROGATION RECOVERY 4/12/2018 9,371.33 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ABEL CONTRERAS-LUNA 1145225 PROPERTY SUBROGATION RECOVERY 1/4/2017 9,431.20 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
VANESSA MACIAS-ABBOTT 1148796 PROPERTY SUBROGATION RECOVERY 9/13/2017 9,437.39 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
EUSEBIO GARCIA 1148049 PROPERTY SUBROGATION RECOVERY 7/17/2017 9,495.70 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
NANCY WANG 1149038 PROPERTY SUBROGATION RECOVERY 10/11/2017 9,520.93 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
AMRIK SINGH JOHAL 1143508 PROPERTY SUBROGATION RECOVERY 8/29/2016 9,523.41 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
SIVA MEKALAKONDA 1137717 PROPERTY SUBROGATION RECOVERY 10/8/2015 9,621.13 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff

Attachment C PSFSS Committee: 2/15/2024
Name Invoice
Number Invoice Type Date of Invoice
Amount owed
(Write-Off
Amount)
Reason for Write-Off
CITYWIDE WRITE-OFF REPORT - FY 2023-24 SECOND QUARTER
EZ PARK FLY LLC 00003259 GROUND TRIP FEES 12/6/2012 9,673.87 Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
SYED ALI 1144548 PROPERTY SUBROGATION RECOVERY 11/8/2016 9,854.44 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
AVIATION PORT SERVICES, L.L.C 00002914

FIXED RENT, COST RECOVERY, EMPLOYEE

PARKING & BADGING, TELEPHONY, AND
ASSOCIATED LATE FEES.
4/1/20 -
12/11/20 9,879.57
Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
PHILLIP SALINAS 1154566 PROPERTY SUBROGATION RECOVERY 4/16/2018 9,960.32 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
TYREE WASHINGTON 1092624 PROPERTY SUBROGATION RECOVERY 4/16/2009 9,992.88 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
BRYAN GUTIERREZ 1144272 PROPERTY SUBROGATION RECOVERY 10/17/2016 10,086.88 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ALL SEASONAL SECURITY SERVICES 00003081 CONCESSION, EMPLOYEE PARKING/BADGING 3/15/2013 - 10/24/2013 10,109.49
Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MANUEL CHAVEZ 1147694 PROPERTY SUBROGATION RECOVERY 6/14/2017 10,217.29 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
YERCELES REY 1159169 PROPERTY SUBROGATION RECOVERY 8/14/2018 10,534.36 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
JULIE TRUONG 1146898 PROPERTY SUBROGATION RECOVERY 4/12/2017 10,556.70 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
JIMMY GARCIA 1144329 PROPERTY SUBROGATION RECOVERY 10/25/2016 10,633.11 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GABINO REYES 1167318 PROPERTY SUBROGATION RECOVERY 4/16/2019 10,653.56 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
FREDERICK STEINBECK 1169594 PROPERTY SUBROGATION RECOVERY 6/21/2019 10,734.45 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MICHAEL ANTHONY CERROS II 1147019 PROPERTY SUBROGATION RECOVERY 5/1/2017 10,792.90 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
H B TRAVEL/ TRADING ENT INC 1164489 PROPERTY SUBROGATION RECOVERY 1/24/2019 10,804.12 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ADRIAN AMADOR 1150900 PROPERTY SUBROGATION RECOVERY 12/11/2017 10,816.32 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
NICOLE MAI JACKSON 1149883 PROPERTY SUBROGATION RECOVERY 11/6/2017 11,087.93 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MARLO SANDER 1078354 PROPERTY SUBROGATION RECOVERY 9/22/2017 11,156.71 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
JEFFERY LEON HARTMAN 1148795 PROPERTY SUBROGATION RECOVERY 9/13/2017 11,197.65 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
TUNG THANH PHAM 1148917 PROPERTY SUBROGATION RECOVERY 9/22/2017 11,325.90 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MINH QUANG NGUYEN 1144051 PROPERTY SUBROGATION RECOVERY 9/29/2016 11,373.22 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff

Attachment C PSFSS Committee: 2/15/2024
Name Invoice
Number Invoice Type Date of Invoice
Amount owed
(Write-Off
Amount)
Reason for Write-Off
CITYWIDE WRITE-OFF REPORT - FY 2023-24 SECOND QUARTER
BLAIR PASEK 1091111 PROPERTY SUBROGATION RECOVERY 1/23/2008 11,543.56 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
ARTURO DIAZ 1157929 PROPERTY SUBROGATION RECOVERY 6/29/2018 11,553.91 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
RED ROCKET PARKING 0000849 LATE REPORT, GROUND TRIP & LATE FEES 6/5/2003 - 8/12/2013 12,788.14
Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
EMILY ROSEANN DELACERDA 1146026 PROPERTY SUBROGATION RECOVERY 2/17/2017 13,093.48 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
MICHAEL SEAN MARTINEZ 1146025 PROPERTY SUBROGATION RECOVERY 2/17/2017 13,669.80 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
DOUGLAS EDWIN WEBSTER 1140951 PROPERTY SUBROGATION RECOVERY 4/19/2016 13,699.36 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
GIA DINH BANG 1140353 PROPERTY SUBROGATION RECOVERY 3/18/2016 13,907.87 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
WAYPORT, INC. 0000420 MONTHLY FIXED RENTS 8/1/2013 -
11/1/2013 14,986.52
Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
DARRELL SONLEY 1168526 PROPERTY SUBROGATION RECOVERY 5/31/2019 17,462.82 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
PAYLESS RENT A CAR, INC. 0000347 MONTHLY FIXED RENTS, CONCESSIONS, & LATE

CFC FEES
12/1/2006 -
1/4/2007 18,582.72
Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
RICK HALE 1150904 PROPERTY SUBROGATION RECOVERY 12/11/2017 19,059.25 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
JUAN CARLOS PACHECO 1145502 PROPERTY SUBROGATION RECOVERY 1/18/2017 19,847.43 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
FREDERICK WESTOVER 1159214 PROPERTY SUBROGATION RECOVERY 8/15/2018 25,787.09 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
AMERICAN INDOOR ADVERTISING, INC. 0000221 MONTHLY FIXED RENTS & LATE FEES 7/6/2004 - 10/18/2004 29,257.69
Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
ALEXANDER VALENCIA 1170933 PROPERTY SUBROGATION RECOVERY 8/1/2019 47,890.66 Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
SACHA NEMCOV TRUSTEE 1066262 ADMINISTRATIVE REMEDIES 10/30/2014 105,641.28 Change of Ownership/Out of Statute
Collection Agency Assignment
Initial collection attempts by Finance Staff then by collection agency staff
AERODYNAMICS, INC. DBA CALIFORNIA
PACIFIC 00004076 MONTHLY FIXED RENTS & LATE FEES 11/1/18 - 7/3/19 123,962.90 Out of Statute
Initial collection attempts by Airport Staff - Unable to locate debtor
$1,053,825.71
Total Number of Invoices 80
Total Number of Parties 80
Total Write-Off Amount $1,053,825.71