Public Safety, Finance and Strategic Support Committee (psfss)
May 16, 2024

PSFSS COMMITTEE AGENDA: 05/16/2024
ITEM: (c)1.
5/8/2024
TO: HONORABLE MAYOR FROM: Rick Bruneau

AND CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: May 1, 2024

THE QUARTER ENDED
MARCH 31, 2024
Approved Date
Transmitted herewith is the City Investment Report for the quarter ended March 31, 2024.

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 May 16, 2024 and will be agendized through the PSFSS Committee for review by the full City Council on June 4, 2024.

Summary of portfolio performance and compliance for quarter ended March 31, 2024:
• Size of total portfolio: $2,625,523,109
• Earned income yield: 3.454%
• Weighted average days to maturity: 563
• Fiscal year-to-date net interest earnings: $61,678,739.85 • No exceptions to the City’s Investment Policy during this quarter During the quarter, the City’s external auditor, Macias, Gini, & O’Connell LLP, evaluated the City’s investment program for the six-month period ended December 31, 2023. The Independent Accountant’s Report on Applying Agreed-Upon Procedure is included herewith. The report noted no exceptions to the Investment Policy.

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

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City of San José
California

INVESTMENT REPORT FOR

THE QUARTER ENDED
MARCH 31, 2024
Prepared by
Finance Department
Debt and Treasury Management Division
Rick Bruneau
Director of Finance
Investment Report for
The Quarter Ended
March 31, 2024
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
Brian Chi, 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 MARCH 31, 2024

TABLE OF CONTENTS

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

SECTION D.

PORTFOLIO HOLDINGS AT COST
Investment Status Report

MARKET VALUE OF PORTFOLIO
Portfolio Details - Investments
SECTION E. DETAIL OF INVESTMENT ACTIVITY
Transaction Activity Report
Reconciliation of Investment Activities
Purchase Report
SECTION F. INDEPENDENT ACCOUNTANT’S REPORT
Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2023

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May 1, 2024
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED MARCH 31, 2024
I am pleased to present this report of investment activity for the quarter ended March 31, 2024, in compliance with the reporting requirements set forth in the City of San José Investment Policy. The report presents information in the following major categories: Portfolio Statistics, Portfolio Performance, Compliance Reporting Requirements, Investment Trading Activity, and Investment Strategy.

The information presented in the table below highlights the investment activity for the quarter ended March 31, 2024, and provides a comparison to the quarters ended December 31, 2023, and March 31, 2023.

INVESTMENT SUMMARY
For the Quarter Ended March 31, 2024 December 31, 2023 March 31, 2023 Total Portfolio
Portfolio Value (1) (2) $2,625,523,109 $2,385,783,590 $2,681,321,553 Earned Interest Yield 3.454% 3.106% 2.645%
Dollar-weighted average yield
Purchases 5.161% 5.365% 4.716%
Maturities 3.720% 3.140% 2.325%
Called Securities 5.297% 5.432% 1.350%
Weighted avg. yield at end of period 3.491% 3.166% 2.768% Weighted avg. days to maturity 563 682 570
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 ($336,295,433).

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 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 March 31, 2024.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,625,523,109
U.S. Treasury
$337,835,416 12.9%
U.S. Agency
$888,095,587 33.8%
Supranationals
$210,874,175

8.0%
Negotiable
Certificate of
Deposit (NCD)
$25,000,000 1.0%
Commercial Paper
$73,134,847 2.8%
Corporate Notes
$305,350,338 11.6% Asset Backed
Securities
$41,110,114 1.6%
Muni Bonds
$350,649,360

13.4%
Mortgage Backed
Securities
$214,024,961

8.2%
JPAP
$147,500,566

5.6%
LAIF
$31,947,746 1.2%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 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
$2,688,876,358
Portfolio Balance $2,625,523,109
General Banking Balance 4,943,781
Deposit-in-Transit, Outstanding Checks258,409,468
Total Balances per FMS $2,688,876,358
1 General Fund includes $528,642,316 of General Fund (Fund 001) as well as $69,356,180 of other General Fund funds which are separately tracked including the Depositor Fund, 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
$21,247,566
Airport
$302,300,051 Capital Projects
$52,869,634
Debt Service
$84,316,303
Development Fees
$54,976,962
General Fund
$597,998,496
Muni Water
$42,995,917
Parking
$36,567,769
Housing
$329,278,259
Special Revenue Funds
$457,468,882
Wastewater
$459,787,049
Trust & Agency
$6,840,560
SJ Clean Energy
$242,228,912

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

General Fund Balances
The General Fund balances increased by $140 million with the receipt of property tax in January and ended with a balance of $598 million as of March 31, 2024. 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 the five largest City funds as reported by FMS.

Monthly Comparison of Balances by Fund Type
March 2022 – March 2024
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
Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

As of March 31, 2024, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $551,443
Wells Fargo General Account: $122,271
Wilmington Trust Funds $56,150,933 (A)
TOTAL $56,824,647
(A) Funds restricted for tax allocation bond debt service payments

PORTFOLIO PERFORMANCE
The following table illustrates the total portfolio income recognized for the last quarter as compared to the prior quarter and the same quarter one year ago.

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Total Portfolio March 31, 2024 December 31, 2023 March 31, 2023 Quarter-End
Total interest earnings $22,520,880 $19,230,825 $17,787,711 Realized gains (losses) $75,372 $78,024 $93
Total income recognized $22,596,252 $19,308,849 $17,787,804 Fiscal Year-to-Date
Total interest earnings $61,425,998 $38,905,118 $42,335,137 Realized gains (losses) $252,742 $177,370 ($17,688)
1 Total income recognized $61,678,740 $39,082,488 $42,317,449 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 March 31, 2024 May 1, 2024

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

Portfolio Yield and Maturity Trends
March 2022 – March 2024
The Portfolio’s WAM decreased from 682 days on December 31, 2023, to 563 days on March 31, 2024. The weighted average yield increased from 3.166% on December 31, 2023, to 3.491% on March 31, 2024.

The Federal Reserve elected to leave short-term interest rates unchanged at the first two Federal Open Market Committee (FOMC) meetings of 2024. Fed policymakers have yet to reach a level of confidence that inflation is cooling to its 2.00% target rate and believe it is too soon to start cutting interest rates. Market participants assess that the Fed may begin cutting rates in the latter half of 2024 as inflation has declined over the past year but remains above the

2.00% target level. The 10-year benchmark Treasury has increased from 3.88% on December 29 to 4.20% on March 28. Despite the rise in rates, $84.5 million in investments were called prior to maturity. Staff made near-term investments to match anticipated cash outflows. New investments were purchased at the prevailing higher yields, compared with matured securities.

As a result, the aggregate portfolio yield increased and the WAM decreased.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

4.00 400
450
500
550
600
650
700
750
800
Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Weighted Average Maturity
Weighted Average Yield (%)
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

Comparison with Benchmarks
The City’s Portfolio is compared against benchmarks for performance purposes. The following graph demonstrates a yield comparison by month of the City’s Portfolio, the California LAIF, and the BAML Index for the period from March 2022 to March 2024.

Portfolio vs. Benchmarks
March 2022 – March 2024
Notes:

1. City refers to City's 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 226 days as of March 31, 2024, much shorter than the City’s portfolio WAM of 563 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 March 31, 2024, approximately 24% of the City’s portfolio held securities were purchased prior to December 2021 when interest rates were lower. As interest rates have increased since 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 4.50
Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Yield (%)
City LAIF BAML
Yield WAM
BAML: 4.358% 675
LAIF: 4.232% 226
CITY: 3.491% 563

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of March 31, 2024, was approximately $2.63 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 March 31, 2024.

UNREALIZED GAINS & LOSSES
Cash Basis
Original Cost Amortized Cost
Market Value $2,591,001,014 Market Value $2,591,001,014 Original Cost (2,625,523,109) Amortized Cost (2,640,286,203) Net Unrealized Loss $ (34,522,095) Net Unrealized Loss $ (49,285,189) 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.

Given the inverse relationship between interest rates and value, this has led to unrealized losses of $35 million (as compared with original cost) and $49 million (as compared with amortized cost) as of March 31, 2024, respectively, as shown in the table above. As interest rates are expected to decline in late 2024, this may lead to a reversal of unrealized losses.

Earned Interest Yield
The earned interest yield of the total investment portfolio for the quarter ended March 31, 2024, was 3.454%, 0.348% higher than the previous quarter and 0.809% higher than a year ago.

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

MGO completed its evaluation for the six-month period ended December 31, 2023, and found the City’s investment program to be in compliance with the City’s Investment Policy, internal controls and department procedures. The report noted no exceptions to the Investment Policy. A copy of the

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

Independent Accountant’s Agreed-Upon Procedures Report is attached to this quarterly report (Section F).

Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of March 31, 2024, total revenues, investment maturities and cash for the next six months are anticipated to be approximately $2.3 billion. This is sufficient to cover projected expenditures of approximately $2.2 billion.

Statement of Compliance with the Policy
There were no exceptions or violations outstanding for the quarter ended March 31, 2024. 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 March 31, 2024. 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) 3.30%
Variance 0.55%
Fiscal Year to Date
Budget(a) 2.75%
Actual(b) 3.04%
Variance 0.29%
(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.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

INVESTMENT TRADING ACTIVITY
Section E provides details of the City’s investment activities, including purchases, maturities, amortization, interest received, and realized gains or losses from trading activities.

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

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

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

The US economy continues to expand, with a strong labor market, increases in retail sales, home sales, housing starts and building permits. The unemployment rate ticked up slightly over the quarter, even as non-farm payrolls continue to grow, suggesting new entrants to the labor market. Gross Domestic Product (GDP) reported an annualized rate of 3.4% in the fourth quarter of 2023 compared to the previous quarter rate of 4.9%, a decrease of 1.5%. Inflation, as measured by the Consumer Price Index, has declined from its peak of 9.1% in June of 2022 to

3.5% in March 2024. The Federal Reserve elected to leave short-term interest rates unchanged for a fifth consecutive meeting in March 2024. Federal Reserve officials have indicated that they are in no rush to lower rates, as the economy continues to show resilience.

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

Future Commitments – As of March 31, 2024, 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.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended March 31, 2024 May 1, 2024

CONCLUSION
The total investment portfolio as of March 31, 2024, was $2,625,523,109, an increase of approximately $240 million from the previous quarter. For the quarter ended March 31, 2024, the earned interest yield increased from 3.106% to 3.454% as compared to the quarter ended December 31, 2023, and the weighted average days to maturity decreased from 682 days to 563 days over the same period. As of March 31, 2024, approximately 47% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/

RICK BRUNEAU
Director of Finance

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SECTION A

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

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

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

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

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

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

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

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

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Fund 003
TOTAL INCOME RECEIVED IN THIS PERIOD: 17,956,816.06
TOTAL NET EARNINGS THIS PERIOD: 22,596,252.07
AVERAGE DAILY PORTFOLIO BALANCE: 2,624,095,029.27
EARNED INCOME YIELD THIS PERIOD 3.454
END OF PERIOD PORTFOLIO BALANCE: 2,625,523,109.01
CURRENT AMORTIZED BOOK VALUE: 2,639,998,586.04
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.491
WEIGHTED AVERAGE DAYS OF MATURITY: 563
City of San Jose
Portfolio Statistics
Fund: 003
1/1/24 THROUGH 3/31/24
Fund 003
TOTAL INCOME RECEIVED IN THIS PERIOD: 57,912,246.01
TOTAL NET EARNINGS THIS PERIOD: 61,678,739.85
AVERAGE DAILY PORTFOLIO BALANCE: 2,568,362,951.68
EARNED INCOME YIELD THIS PERIOD 3.187
END OF PERIOD PORTFOLIO BALANCE: 2,625,523,109.01
CURRENT AMORTIZED BOOK VALUE: 2,639,998,586.04
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.491
WEIGHTED AVERAGE DAYS OF MATURITY: 563
City of San Jose
Portfolio Statistics
Fund: 003
7/1/23 THROUGH 3/31/24

SECTION B

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

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

San Jose, CA 95113
Sorted by Fund - Investment Number
January 1, 2024 - March 31, 2024
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 26,476,776.01 15,233,735.60 16,556,210.69 4.240 4.291 177,111.94 0.00 0.00 177,111.94 CSJFA 37042 003 STPOOL 5,470,969.74 5,416,554.22 5,464,392.04 4.240 4.291 58,455.95 0.00 0.00 58,455.95 459058GQ0 40079 003 IBRD 0.00 4,991,850.00 4,278,728.57 2.500 2.572 27,083.33 353.17 0.00 27,436.50 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.838 43,750.00 1,901.34 0.00 45,651.34 91412GVB8 40153 003 UNVHGR 1,000,000.00 1,081,870.00 1,081,870.00 3.638 1.775 9,095.00 -4,306.42 0.00 4,788.58 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.555 11,250.00 352.69 0.00 11,602.69 3140HUNV4 40171 003 FNMA 4,748,790.50 4,773,546.25 4,846,523.50 2.420 2.346 28,782.14 -429.35 0.00 28,352.79 30298LAA9 40173 003 FHLMC 1,221,157.09 2,543,293.62 1,742,717.58 1.990 1.598 6,944.68 0.00 0.00 6,944.68 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.862 2,321.25 0.00 0.00 2,321.25 30314KAS2 40180 003 FHLMC 1,160,729.03 1,164,953.08 1,168,852.85 2.090 2.077 6,072.53 -20.09 0.00 6,052.44 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.667 40,625.00 853.31 0.00 41,478.31 649791PP9 40185 003 NYS 0.00 5,002,600.00 2,473,813.19 2.010 1.980 12,283.33 -74.05 0.00 12,209.28 912828W48 40196 003 USTR 0.00 15,244,921.88 9,884,070.23 2.125 1.713 51,665.52 -9,450.88 0.00 42,214.64 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.697 46,750.00 -204.01 0.00 46,545.99 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.350 46,288.32 0.00 0.00 46,288.32 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.222 41,720.01 0.00 0.00 41,720.01 6500354U9 40207 003 NYSDEV 0.00 5,190,300.00 4,220,683.52 2.860 1.901 29,394.44 -9,388.13 0.00 20,006.31 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.654 6,774.99 0.00 0.00 6,774.99 3138L8CE2 40225 003 FNMA 3,500,000.00 3,500,000.00 3,577,656.25 2.960 2.904 25,899.99 0.00 0.00 25,899.99 30298LAA9 40231 003 FHLMC 143,485.99 298,837.04 207,328.97 1.990 -2.178 816.00 -1,941.89 0.00 -1,125.89 574193SP4 40234 003 MDS 0.00 1,000,000.00 813,186.81 0.970 0.983 1,993.89 0.00 0.00 1,993.89 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.752 42,187.50 -18,724.83 0.00 23,462.67 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.707 4,687.50 580.50 0.00 5,268.00 76913CAZ2 40256 003 RIV 4,000,000.00 4,000,000.00 4,000,000.00 2.667 2.674 26,670.00 0.00 0.00 26,670.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.723 17,500.00 500.00 0.00 18,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.559 8,807.75 669.61 0.00 9,477.36 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.702 17,500.00 0.00 0.00 17,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.566 69,249.99 0.00 0.00 69,249.99 3136AL7K1 40272 003 FNMA 2,405,095.75 2,442,467.47 2,627,756.50 2.967 2.267 17,932.99 -3,079.43 0.00 14,853.56 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.752 75,000.00 0.00 0.00 75,000.00 923078CU1 40278 003 VNTCTF 900,000.00 900,000.00 900,000.00 1.223 1.226 2,751.75 0.00 0.00 2,751.75 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.852 63,750.00 0.00 0.00 63,750.00 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.582 14,500.00 0.00 0.00 14,500.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.544 12,500.00 1,036.15 0.00 13,536.15 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.835 2,082.50 0.00 0.00 2,082.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.835 1,353.63 0.00 0.00 1,353.63 30315EAA4 40295 003 FHLMC 3,088,330.77 3,103,236.93 3,112,572.55 0.830 0.818 6,419.01 -72.90 0.00 6,346.11 574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.637 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.501 6,375.00 -122.22 0.00 6,252.78 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.502 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 0.521 18,999.50 0.00 0.00 18,999.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.421 4,562.25 0.00 0.00 4,562.25 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.438 4,687.50 753.34 0.00 5,440.84 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.552 13,750.00 0.00 0.00 13,750.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.842 8,400.00 0.00 0.00 8,400.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.414 4,875.00 287.52 0.00 5,162.52 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.491 30,461.00 -25,485.35 0.00 4,975.65 419792ZM1 40317 003 HIS 5,000,000.00 5,014,900.00 5,014,900.00 0.852 0.791 10,650.00 -756.77 0.00 9,893.23 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.806 22,125.00 -1,956.09 0.00 20,168.91 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.508 20,000.00 -17,536.94 0.00 2,463.06 45818WCW4 40321 003 IADB 10,000,000.00 9,995,330.00 9,995,330.00 0.340 0.353 8,500.00 297.46 0.00 8,797.46 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.697 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.767 2,648.82 0.00 0.00 2,648.82 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.633 4,889.61 -1,353.58 0.00 3,536.03 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.604 7,858.70 -2,434.23 0.00 5,424.47 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.609 22,075.00 -6,717.43 0.00 15,357.57 3136AY6S7 40327 003 FNMA 2,326,201.71 2,328,571.96 2,501,483.64 2.624 2.419 15,265.32 -177.01 0.00 15,088.31 3137BGK24 40328 003 FHLMC 4,412,354.25 4,435,258.32 4,857,007.79 3.062 2.610 33,837.33 -2,228.56 0.00 31,608.77 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.430 9,375.00 1,326.38 0.00 10,701.38 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.552 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.320 9,084.37 -2,228.40 0.00 6,855.97 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.417 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.498 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.400 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.509 12,500.00 189.69 0.00 12,689.69 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.499 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.516 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.340 29,781.25 -25,404.06 0.00 4,377.19 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.600 0.572 14,250.00 0.00 0.00 14,250.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.525 9,375.00 3,634.13 0.00 13,009.13 30318CAA5 40342 003 FHLMC 3,680,212.34 3,697,886.66 3,709,101.32 0.670 0.658 6,174.63 -86.68 0.00 6,087.95 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.505 15,452.50 -6,494.72 0.00 8,957.78 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.301 37,500.00 -29,666.66 0.00 7,833.34 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.509 11,250.00 1,405.00 0.00 12,655.00 46625HJT8 40348 003 JPM 0.00 16,528,245.00 5,630,501.04 3.875 0.426 48,437.50 -42,451.25 0.00 5,986.25 69371RR24 40349 003 PCAR 0.00 6,991,880.00 2,458,683.08 0.350 0.382 2,109.72 233.07 0.00 2,342.79 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.514 12,500.00 300.00 0.00 12,800.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.602 7,500.00 0.00 0.00 7,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.602 7,500.00 0.00 0.00 7,500.00 3137FQ3W1 40356 003 FHLMC 3,697,466.65 4,248,825.37 4,328,905.70 2.588 -1.454 25,111.87 -40,800.55 0.00 -15,688.68 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.648 16,152.95 0.00 0.00 16,152.95 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.802 20,000.00 0.00 0.00 20,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.611 18,750.00 -3,427.38 0.00 15,322.62 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.003 25,000.00 0.00 0.00 25,000.00 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.018 50,000.00 751.39 0.00 50,751.39 3130APZU2 40417 003 FHLB 1,900,000.00 1,900,000.00 1,900,000.00 0.875 0.877 4,156.25 0.00 0.00 4,156.25 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.904 10,359.38 613.93 0.00 10,973.31 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.927 5,109.38 1,159.03 0.00 6,268.41 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.690 4,921.88 486.36 0.00 5,408.24 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.965 25,250.00 -1,158.33 0.00 24,091.67 594918BX1 40442 003 MSFT 0.00 1,067,732.25 422,399.57 2.875 0.866 2,865.02 -1,952.52 0.00 912.50 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.050 34,755.00 -94.10 0.00 34,660.90 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.366 66,978.75 -30,771.81 0.00 36,206.94 037833CG3 40459 003 AAPL 0.00 10,407,000.00 4,460,142.86 3.000 0.998 31,666.67 -20,566.49 0.00 11,100.18 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.206 6,212.50 1,217.65 0.00 7,430.15 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.354 103,908.75 -50,830.11 0.00 53,078.64 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.625 1.620 18,993.05 1,146.89 0.00 20,139.94 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.499 60,000.00 31,487.89 0.00 91,487.89 037833CG3 40471 003 AAPL 0.00 12,402,280.36 5,315,263.01 3.000 1.169 37,892.33 -22,403.59 0.00 15,488.74 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.000 1.930 96,250.00 0.00 0.00 96,250.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.799 61,250.00 1,458.33 0.00 62,708.33 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.750 1.760 30,825.00 720.00 0.00 31,545.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.000 1.930 96,250.00 0.00 0.00 96,250.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 2.000 1.943 60,156.25 375.00 0.00 60,531.25 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.607 41,400.00 64.69 0.00 41,464.69 037833CG3 40485 003 AAPL 0.00 12,613,016.10 5,405,578.33 3.000 1.731 39,007.00 -15,679.18 0.00 23,327.82 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.203 82,567.50 568.12 0.00 83,135.62 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.816 52,012.50 -18,235.28 0.00 33,777.22 3130ARAY7 40495 003 FHLB 1,000,000.00 992,500.00 992,500.00 2.375 2.652 5,937.50 625.00 0.00 6,562.50 3130ARBY6 40496 003 FHLB 0.00 4,590,340.00 4,388,566.81 5.500 2.905 27,791.67 778.17 3,220.00 31,789.84 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.376 7,238.13 1,908.38 0.00 9,146.51 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.379 727.50 153.23 0.00 880.73 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.455 10,325.00 3,841.71 0.00 14,166.71 3136G46V0 40500 003 FNMA 0.00 1,449,900.00 398,324.18 0.310 2.225 322.92 1,886.30 0.00 2,209.22 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.454 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.577 3,231.25 10,922.33 0.00 14,153.58 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.576 2,679.69 7,658.31 0.00 10,338.00 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.579 3,250.00 8,794.28 0.00 12,044.28 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.580 2,137.50 6,888.33 0.00 9,025.83 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.579 26,235.00 79,054.13 0.00 105,289.13 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.569 1,443.75 3,543.27 0.00 4,987.02 3134GXMZ4 40511 003 FHLMC 0.00 1,020,087.50 975,248.49 1.800 2.492 4,493.55 1,564.61 0.00 6,058.16 3130AQJM6 40516 003 FHLB 1,400,000.00 1,341,991.00 1,341,991.00 1.250 2.857 4,375.00 5,184.52 0.00 9,559.52 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.720 6,000.00 32,726.57 0.00 38,726.57 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.870 63,415.00 94,146.17 0.00 157,561.17 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.866 73,093.75 87,070.79 0.00 160,164.54 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.750 15,300.00 5,334.47 0.00 20,634.47 3133EMSC7 40522 003 FFCB 3,500,000.00 3,259,655.00 3,259,655.00 0.480 3.098 4,200.00 20,980.65 0.00 25,180.65 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.259 162,500.00 0.00 0.00 162,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.274 154,500.00 7,869.64 0.00 162,369.64 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 3.750 3.760 93,750.00 0.00 0.00 93,750.00 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.660 182,500.00 0.00 0.00 182,500.00 594918BJ2 40528 003 MSFT 4,000,000.00 3,999,400.00 3,999,400.00 3.125 3.138 31,250.00 42.59 0.00 31,292.59 3130ARVT5 40544 003 FHLB 3,630,000.00 3,639,909.90 3,639,909.90 3.000 2.862 27,225.00 -1,250.90 0.00 25,974.10 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.991 31,250.00 109,669.74 0.00 140,919.74 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.799 20,000.00 112,941.65 0.00 132,941.65 3130ASBG3 40549 003 FHLB 0.00 7,130,337.50 5,798,296.43 3.250 3.464 47,765.97 2,309.56 0.00 50,075.53 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.561 44,850.00 1,121.73 0.00 45,971.73 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.285 101,093.75 4,448.66 0.00 105,542.41 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 3.015 62,335.00 4,287.48 0.00 66,622.48 3134GXYM0 40556 003 FHLMC 5,615,000.00 5,588,441.05 5,588,441.05 3.125 3.387 43,867.19 3,319.87 0.00 47,187.06 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.538 76,511.25 21,447.67 0.00 97,958.92 3130AS6D6 40560 003 FHLB 1,250,000.00 1,233,700.00 1,233,700.00 2.875 3.584 8,984.37 2,040.33 0.00 11,024.70 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.652 48,937.50 15,561.72 0.00 64,499.22 CAMP 40566 003 CAMP 147,500,565.83 114,322,642.21 132,758,719.05 5.480 5.504 1,821,814.73 0.00 0.00 1,821,814.73 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.583 114,250.00 0.00 0.00 114,250.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.111 102,500.00 0.00 0.00 102,500.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.262 106,250.00 0.00 0.00 106,250.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.399 85,413.12 29,274.58 0.00 114,687.70 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.516 25,810.75 9,908.73 0.00 35,719.48 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
9128283Z1 40578 003 USTR 30,000,000.00 29,439,843.75 29,439,843.75 2.750 3.562 205,461.66 56,015.63 0.00 261,477.29 3136AR5S3 40579 003 FNMA 5,110,455.65 5,137,254.32 4,890,501.79 2.469 2.201 25,598.78 1,235.25 0.00 26,834.03 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.836 63,565.50 12,506.66 0.00 76,072.16 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.816 33,071.87 17,254.04 0.00 50,325.91 9128284Z0 40586 003 USTR 10,000,000.00 9,719,531.25 9,719,531.25 2.750 3.801 68,487.22 23,610.23 0.00 92,097.45 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.070 118,437.50 -19,937.99 0.00 98,499.51 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.178 125,000.00 -19,285.71 0.00 105,714.29 91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.593 29,251.65 12,866.56 0.00 42,118.21 91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.697 6,622.50 25,379.43 0.00 32,001.93 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.658 99,125.88 -6,473.61 0.00 92,652.27 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.060 40,218.75 41,664.81 0.00 81,883.56 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.774 61,125.00 46,709.03 0.00 107,834.03 039483BL5 40601 003 ADM 9,215,000.00 8,517,148.05 8,517,148.05 2.500 4.849 57,593.75 45,380.55 0.00 102,974.30 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.613 61,875.00 -3,843.40 0.00 58,031.60 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.424 29,250.00 3,400.66 0.00 32,650.66 3137FBTA4 40605 003 FHLMC 8,439,533.03 8,483,709.43 8,251,239.83 3.064 3.203 64,764.59 1,123.40 0.00 65,887.99 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.614 36,177.63 14,113.39 0.00 50,291.02 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.619 109,375.00 5,300.00 0.00 114,675.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.989 26,250.00 82,157.78 0.00 108,407.78 30329MAA0 40609 003 FHLMC 3,222,912.36 3,236,311.72 2,894,713.84 2.080 2.519 16,783.44 1,395.05 0.00 18,178.49 30329MAA0 40610 003 FHLMC 4,143,744.48 4,160,972.23 3,721,774.95 2.080 2.519 21,578.72 1,793.63 0.00 23,372.35 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 5.830 5.911 36,842.36 0.00 0.00 36,842.36 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 5.830 5.911 44,210.83 0.00 0.00 44,210.83 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.874 123,750.00 -1,945.03 0.00 121,804.97 3136AKQM8 40614 003 FNMA 3,135,557.21 3,809,146.22 3,494,768.33 3.056 5.089 26,081.75 18,260.58 0.00 44,342.33 45950VRK4 40616 003 IFC 5,000,000.00 5,000,000.00 5,000,000.00 5.000 5.014 62,500.00 0.00 0.00 62,500.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.186 75,000.00 48,578.05 0.00 123,578.05 3138L8UV4 40618 003 FNMA 11,973,000.29 12,041,118.72 11,575,223.05 2.920 3.121 87,574.86 2,490.58 0.00 90,065.44 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.759 35,875.39 17,531.53 0.00 53,406.92 13063D3A4 40620 003 CAS 5,000,000.00 5,224,500.00 5,224,500.00 5.700 4.357 71,250.00 -14,494.26 0.00 56,755.74 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.922 15,864.86 23,227.05 0.00 39,091.91 13067WRC8 40623 003 CASPWR 3,155,000.00 2,816,941.75 2,816,941.75 0.790 4.887 6,231.13 28,093.48 0.00 34,324.61 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.355 69,597.00 18,613.50 0.00 88,210.50 13063D3A4 40626 003 CAS 7,075,000.00 7,430,518.75 7,430,518.75 5.700 4.184 100,818.75 -23,304.22 0.00 77,514.53 3130AU4V3 40627 003 FHLB 0.00 10,000,000.00 769,230.77 4.800 4.867 9,333.33 0.00 0.00 9,333.33 14913R3A3 40628 003 CAT 7,429,000.00 7,186,294.57 7,186,294.57 3.600 4.458 66,861.00 13,009.82 0.00 79,870.82 917542QV7 40629 003 UTS 3,763,576.98 3,705,504.99 3,705,504.99 3.539 4.221 33,298.25 5,693.33 0.00 38,991.58 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.678 27,446.13 21,184.91 0.00 48,631.04 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.569 31,250.00 21,840.13 0.00 53,090.13 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.522 34,375.00 19,868.42 0.00 54,243.42 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.402 40,625.00 11,930.23 0.00 52,555.23 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.379 51,875.00 2,244.74 0.00 54,119.74 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.891 49,174.41 0.00 0.00 49,174.41 91412HJN4 40636 003 UNVHGR 2,015,000.00 1,737,171.80 1,737,171.80 1.272 5.154 6,407.70 15,916.32 0.00 22,324.02 24422EWP0 40637 003 JD 10,000,000.00 9,995,300.00 9,995,300.00 4.800 4.831 120,000.00 391.67 0.00 120,391.67 3134GYDA7 40638 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.020 5.034 188,250.00 0.00 0.00 188,250.00 3135GADY4 40639 003 FNMA 0.00 50,000,000.00 1,098,901.10 5.000 5.069 13,888.89 0.00 0.00 13,888.89 69371RR65 40640 003 PCAR 10,000,000.00 9,108,000.00 9,108,000.00 2.000 4.610 50,000.00 54,686.65 0.00 104,686.65 3134GXR63 40643 003 FHLMC 10,000,000.00 9,867,760.00 9,867,760.00 4.050 4.630 101,250.00 12,647.83 0.00 113,897.83 3132XGRH1 40647 003 FHLMC 19,897,370.40 19,973,853.80 19,854,361.43 3.690 3.720 183,804.45 346.57 0.00 184,151.02 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.094 95,937.50 134,446.49 0.00 230,383.99 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.412 51,000.00 66,390.00 0.00 117,390.00 91412GU94 40651 003 UNVHGR 2,020,000.00 1,952,612.80 1,952,612.80 3.063 4.631 15,468.15 7,076.83 0.00 22,544.98 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.778 21,000.00 12,175.50 0.00 33,175.50 13063D3N6 40655 003 CAS 7,000,000.00 7,000,000.00 7,000,000.00 4.846 4.859 84,805.00 0.00 0.00 84,805.00 574193WE4 40656 003 MDS 16,360,000.00 16,360,000.00 16,360,000.00 4.000 4.011 163,600.00 0.00 0.00 163,600.00 931142ER0 40660 003 WMT 18,875,000.00 17,077,156.25 17,077,156.25 1.050 4.224 49,546.87 130,278.53 0.00 179,825.40 459058JT1 40662 003 IBRD 5,000,000.00 4,444,500.00 4,444,500.00 0.850 4.233 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 4.333 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 3.389 39,413.01 0.00 0.00 39,413.01 3132XGRH1 40666 003 FHLMC 9,948,685.20 9,986,926.90 9,880,435.24 3.690 3.745 91,902.23 352.54 0.00 92,254.77 3140HSZG9 40667 003 FNMA 3,868,804.56 3,886,007.92 3,815,290.30 3.440 3.533 33,323.80 284.26 0.00 33,608.06 91412GU94 40668 003 UNVHGR 13,815,000.00 13,484,407.05 13,484,407.05 3.063 4.307 105,788.36 38,995.24 0.00 144,783.60 64990FY57 40669 003 NYSPIT 2,000,000.00 1,893,800.00 1,893,800.00 3.059 4.405 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 5.165 180,249.99 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 4.724 117,750.00 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 4.317 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 4.624 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 4.948 123,249.99 90.84 0.00 123,340.83 64990FX90 40675 003 NYSPIT 0.00 7,248,310.80 5,894,230.76 2.319 5.310 35,346.07 42,681.66 0.00 78,027.73 89238JAC9 40676 003 TMCC 7,441,327.48 9,003,109.95 8,041,583.59 0.710 5.636 14,753.33 32,360.70 65,877.33 112,991.36 3130AQ4B6 40677 003 FHLB 25,000,000.00 23,606,450.00 23,606,450.00 1.200 5.066 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 4.165 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 4.645 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 4.580 13,085.93 74,140.98 0.00 87,226.91 419792G34 40681 003 HIS 2,530,000.00 2,268,878.70 2,268,878.70 1.535 4.493 9,708.87 15,709.17 0.00 25,418.04 64990FS96 40682 003 NYSPIT 7,075,000.00 6,503,693.75 6,503,693.75 2.657 4.779 46,995.69 30,496.77 0.00 77,492.46 30312XAE7 40683 003 FHLMC 4,724,470.24 4,745,309.37 4,554,415.75 2.250 2.415 26,615.03 803.44 0.00 27,418.47 419792F92 40684 003 HIS 7,975,000.00 7,375,599.00 7,375,599.00 1.033 4.935 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 5.062 316,774.20 0.00 0.00 316,774.20 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
45906M4E8 40692 003 IBRD 25,000,000.00 24,855,000.00 24,855,000.00 4.500 4.658 281,250.00 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 4.711 103,031.25 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 4.837 94,554.60 0.00 0.00 94,554.60 3135GAJ69 40696 003 FNMA 0.00 4,882,665.00 482,900.93 5.375 10.722 6,570.94 62.75 6,275.19 12,908.88 30333AAA0 40697 003 FHLMC 7,986,522.49 7,992,410.95 7,817,986.09 4.250 4.361 84,879.31 126.91 0.00 85,006.22 3140LKLH4 40698 003 FNMA 12,175,000.00 12,175,000.00 11,997,130.86 4.920 5.007 149,752.50 0.00 0.00 149,752.50 30333MAA4 40699 003 FHLMC 9,995,434.26 9,997,732.20 9,724,502.98 4.390 4.528 109,709.10 62.61 0.00 109,771.71 3134H1DF7 40700 003 FHLMC 0.00 15,000,000.00 14,010,989.01 5.420 5.495 191,958.33 0.00 0.00 191,958.33 3134H1DM2 40701 003 FHLMC 0.00 25,000,000.00 23,901,098.90 5.500 5.576 332,291.67 0.00 0.00 332,291.67 3134H1DL4 40702 003 FHLMC 0.00 15,000,000.00 13,351,648.35 5.500 5.576 185,625.00 0.00 0.00 185,625.00 3134H1EC3 40703 003 FHLMC 0.00 20,000,000.00 19,120,879.12 5.550 5.627 268,250.00 0.00 0.00 268,250.00 91412HGF4 40704 003 UNVHGR 5,005,000.00 4,396,291.90 4,396,291.90 1.316 5.324 16,466.45 41,883.58 0.00 58,350.03 80168FQH2 40705 003 SCVWTR 15,000,000.00 14,790,000.00 14,790,000.00 4.250 5.545 159,375.00 45,107.39 0.00 204,482.39 3134H1FN8 40706 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.625 5.640 210,937.50 0.00 0.00 210,937.50 3134H1FP3 40707 003 FHLMC 25,000,000.00 25,000,000.00 25,000,000.00 5.650 5.666 353,125.00 0.00 0.00 353,125.00 3135GAJZ5 40708 003 FNMA 20,000,000.00 20,000,000.00 20,000,000.00 5.700 5.716 285,000.00 0.00 0.00 285,000.00 31424WAJ1 40709 003 FAMC 20,000,000.00 20,000,000.00 20,000,000.00 5.800 5.816 290,000.00 0.00 0.00 290,000.00 84247PJB8 40710 003 STNPWR 2,500,000.00 2,414,575.00 2,414,575.00 3.938 5.412 24,612.50 7,967.09 0.00 32,579.59 882724V38 40711 003 TXS 7,400,000.00 7,400,000.00 7,400,000.00 5.616 5.631 103,896.00 0.00 0.00 103,896.00 882724V61 40712 003 TXS 5,000,000.00 5,000,000.00 5,000,000.00 5.332 5.347 66,650.00 0.00 0.00 66,650.00 02079KAC1 40713 003 GOOG 15,000,000.00 13,817,625.00 13,817,625.00 1.998 5.252 74,925.00 105,989.79 0.00 180,914.79 912797HX8 40714 003 USTR 0.00 9,931,197.22 109,134.04 5.270 5.380 0.00 1,463.89 0.00 1,463.89 3134H1HN6 40715 003 FHLMC 6,361,000.00 6,399,166.00 6,399,166.00 5.500 5.361 87,463.75 -1,936.27 0.00 85,527.48 45818WEU6 40716 003 IADB 20,000,000.00 20,005,000.00 20,005,000.00 5.125 5.129 256,250.00 -416.67 0.00 255,833.33 13063DRD2 40717 003 CAS 5,460,000.00 5,143,702.20 5,143,702.20 2.375 4.726 32,418.75 28,184.96 0.00 60,603.71 419792M29 40718 003 HIS 4,360,000.00 4,433,378.80 4,433,378.80 5.000 4.492 54,500.00 -4,848.82 0.00 49,651.18 419792M37 40719 003 HIS 2,000,000.00 2,040,820.00 2,040,820.00 5.000 4.494 25,000.00 -2,133.45 0.00 22,866.55 3133EMSW3 40720 003 FFCB 5,000,000.00 4,379,300.00 4,379,300.00 1.400 4.965 17,500.00 36,703.68 0.00 54,203.68 91412HGF4 40721 003 UNVHGR 6,190,000.00 5,608,078.10 5,608,078.10 1.316 4.519 20,365.10 42,823.36 0.00 63,188.46 912797LL9 40722 003 USTR 0.00 0.00 42,374,285.72 5.200 5.332 0.00 563,333.33 0.00 563,333.33 912796ZW2 40723 003 USTR 20,000,000.00 0.00 18,885,767.03 5.040 5.233 0.00 246,400.00 0.00 246,400.00 912796Y45 40724 003 USTR 30,000,000.00 0.00 28,300,219.78 5.040 5.238 0.00 369,600.00 0.00 369,600.00 912797FS1 40725 003 USTR 25,000,000.00 0.00 23,364,652.02 5.050 5.238 0.00 305,104.17 0.00 305,104.17 89233GG18 40726 003 TMCC 50,000,000.00 0.00 44,971,474.36 5.270 5.484 0.00 614,833.33 0.00 614,833.33 9128286Z8 40727 003 USTR 50,000,000.00 0.00 39,517,642.51 1.750 5.137 175,480.77 330,641.30 0.00 506,122.07 47816FG13 40729 003 JNJ 25,000,000.00 0.00 19,586,260.99 5.130 5.326 0.00 260,062.50 0.00 260,062.50 037833EH9 40730 003 AAPL 7,109,000.00 0.00 5,032,742.34 1.400 4.516 19,905.20 36,761.70 0.00 56,666.90 438516CL8 40731 003 HON 35,000,000.00 0.00 27,994,376.92 4.250 4.322 297,500.00 4,125.17 0.00 301,625.17 91282CCX7 40732 003 USTR 30,000,000.00 0.00 23,346,776.27 0.375 5.071 22,504.70 272,680.66 0.00 295,185.36 912797GQ4 40733 003 USTR 0.00 0.00 15,714,039.56 5.220 5.330 0.00 208,800.00 0.00 208,800.00 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
January 1, 2024 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
931142EE9 40734 003 WMT 14,400,000.00 0.00 11,329,452.40 3.700 4.215 106,560.00 12,487.69 0.00 119,047.69 91282CCX7 40735 003 USTR 25,000,000.00 0.00 14,687,285.37 0.375 5.116 14,117.93 173,229.87 0.00 187,347.80 373384TP1 40736 003 GAS 1,500,000.00 0.00 735,223.35 4.150 4.900 7,781.25 1,201.36 0.00 8,982.61 91282CDB4 40737 003 USTR 20,000,000.00 0.00 8,114,148.35 0.625 5.188 12,978.14 91,968.09 0.00 104,946.23 3132XGY42 40738 003 FHLMC 2,243,000.00 0.00 828,059.45 4.650 4.771 9,850.51 0.00 0.00 9,850.51 912797HH3 40739 003 USTR 20,000,000.00 0.00 6,968,351.65 5.250 5.372 0.00 93,333.33 0.00 93,333.33 912797FS1 40740 003 USTR 20,000,000.00 0.00 5,632,885.71 5.180 5.328 0.00 74,822.22 0.00 74,822.22 912797HS9 40741 003 USTR 20,000,000.00 0.00 3,044,391.28 5.214 5.343 0.00 40,553.33 0.00 40,553.33 882724RC3 40742 003 TXS 7,810,000.00 0.00 951,185.91 2.182 4.374 5,207.10 5,165.41 0.00 10,372.51 89115DDN3 40743 003 TD 25,000,000.00 0.00 3,021,978.02 5.370 5.445 41,020.83 0.00 0.00 41,020.83 912797KL0 40744 003 USTR 25,000,000.00 0.00 2,943,832.19 5.115 5.324 0.00 39,072.92 0.00 39,072.92 912797KC0 40747 003 USTR 20,000,000.00 0.00 860,723.45 5.125 5.307 0.00 11,388.89 0.00 11,388.89 Subtotal 2,668,663,466.29 2,386,807,652.57 2,624,095,029.27 3.454 16,168,470.48 6,352,409.07 75,372.52 22,596,252.07 Total 2,668,663,466.29 2,386,807,652.57 2,624,095,029.27 3.454 16,168,470.48 6,352,409.07 75,372.52 22,596,252.07 Portfolio CITY
AP
Run Date: 04/15/2024 - 13:30 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 - March 31, 2024
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 26,476,776.01 15,006,746.08 15,615,561.71 4.240 3.964 466,330.25 0.00 0.00 466,330.25 CSJFA 37042 003 STPOOL 5,470,969.74 5,335,746.08 5,412,541.65 4.240 3.955 161,291.18 0.00 0.00 161,291.18 13063DGN2 40008 003 CAS 0.00 5,075,550.00 572,152.91 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 8,425,800.00 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 8,282,982.98 2.650 2.662 164,888.89 1,252.30 0.00 166,141.19 459058GQ0 40079 003 IBRD 0.00 4,991,850.00 4,755,871.64 2.500 2.533 89,583.33 1,168.17 0.00 90,751.50 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.825 131,250.00 5,704.02 0.00 136,954.02 3137B4WB8 40148 003 FHLMC 0.00 225,888.22 20,366.90 3.060 -48.762 0.00 -7,482.55 0.00 -7,482.55 70922PAK8 40152 003 PASTRN 0.00 1,837,920.00 1,022,551.85 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 1.762 27,285.00 -12,919.28 0.00 14,365.72 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.544 33,750.00 1,058.08 0.00 34,808.08 3140HUNV4 40171 003 FNMA 4,748,790.50 4,821,914.40 4,871,206.56 2.420 2.330 86,787.25 -1,268.24 0.00 85,519.01 30298LAA9 40173 003 FHLMC 1,221,157.09 4,364,864.59 3,169,721.35 1.990 1.805 43,102.89 0.00 0.00 43,102.89 97705MNM3 40177 003 WIS 500,000.00 500,000.00 500,000.00 1.857 1.849 6,963.75 0.00 0.00 6,963.75 30314KAS2 40180 003 FHLMC 1,160,729.03 1,173,790.07 1,173,156.62 2.090 2.062 18,283.99 -62.12 0.00 18,221.87 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.654 121,875.00 2,559.95 0.00 124,434.95 649791PP9 40185 003 NYS 0.00 5,002,600.00 4,165,801.45 2.010 1.980 62,533.33 -376.96 0.00 62,156.37 912828W48 40196 003 USTR 0.00 15,244,921.88 13,470,967.33 2.125 1.707 212,211.28 -38,924.80 0.00 173,286.48 45818WCS3 40201 003 IADB 11,000,000.00 11,003,960.00 11,003,960.00 1.700 1.684 140,250.00 -612.02 0.00 139,637.98 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.333 138,864.96 0.00 0.00 138,864.96 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.206 125,160.03 0.00 0.00 125,160.03 3138L4EN9 40206 003 FNMA 0.00 -0.03 0.00 2.610 0.00 0.00 0.00 0.00 6500354U9 40207 003 NYSDEV 0.00 5,190,300.00 4,869,445.09 2.860 1.872 100,894.44 -32,224.13 0.00 68,670.31 3138LL3J2 40209 003 FNMA 1,000,000.00 1,000,000.00 1,023,750.00 2.710 2.635 20,324.97 0.00 0.00 20,324.97 30295NAE0 40214 003 FHLMC 0.00 252,813.69 52,439.21 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 2.883 77,699.97 0.00 0.00 77,699.97 30298LAA9 40231 003 FHLMC 143,485.99 512,871.62 377,097.82 1.990 0.157 5,064.60 -4,617.32 0.00 447.28 574193SP4 40234 003 MDS 0.00 1,000,000.00 938,181.82 0.970 0.968 6,843.89 0.00 0.00 6,843.89 13063DGB8 40243 003 CAS 5,000,000.00 5,372,000.00 5,372,000.00 3.375 1.739 126,562.50 -56,174.50 0.00 70,388.00 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.702 14,062.50 1,741.50 0.00 15,804.00 89239RAC0 40252 003 TMCC 0.00 102,505.49 12,331.85 1.360 1.411 125.76 0.43 4.94 131.13 44891LAC7 40253 003 HART 0.00 170,323.64 34,179.38 1.410 1.447 360.52 1.31 10.68 372.51 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
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 2.655 80,010.00 0.00 0.00 80,010.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.717 52,500.00 1,500.00 0.00 54,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.547 26,423.25 2,008.84 0.00 28,432.09 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.697 52,500.00 0.00 0.00 52,500.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.548 207,749.97 0.00 0.00 207,749.97 43813DAC2 40270 003 HAROT 0.00 177,849.39 26,832.74 0.820 0.831 164.50 0.37 3.13 168.00 3136AL7K1 40272 003 FNMA 2,405,095.75 2,466,611.07 2,648,063.19 2.967 2.468 54,316.81 -5,068.86 0.00 49,247.95 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.747 225,000.00 0.00 0.00 225,000.00 923078CT4 40277 003 VNTCTF 0.00 1,000,000.00 447,272.73 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 1.217 8,255.25 0.00 0.00 8,255.25 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.846 191,250.00 0.00 0.00 191,250.00 3133ELJ47 40282 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.580 0.577 43,500.00 0.00 0.00 43,500.00 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.540 37,500.00 3,108.45 0.00 40,608.45 91412HFL2 40293 003 UNVHGR 1,000,000.00 1,000,000.00 1,000,000.00 0.833 0.829 6,247.50 0.00 0.00 6,247.50 91412HFL2 40294 003 UNVHGR 650,000.00 650,000.00 650,000.00 0.833 0.829 4,060.88 0.00 0.00 4,060.88 30315EAA4 40295 003 FHLMC 3,088,330.77 3,132,363.23 3,127,257.59 0.830 0.812 19,348.09 -215.36 0.00 19,132.73 89237VAB5 40296 003 TMCC 0.00 603,089.83 115,969.88 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 0.632 24,750.00 -917.04 0.00 23,832.96 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.498 19,125.00 -366.65 0.00 18,758.35 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.499 9,375.00 18.90 0.00 9,393.90 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.518 56,998.50 0.00 0.00 56,998.50 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.418 13,686.75 0.00 0.00 13,686.75 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.435 14,062.50 2,260.01 0.00 16,322.51 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.548 41,250.00 0.00 0.00 41,250.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.836 25,200.00 0.00 0.00 25,200.00 34153QUC8 40313 003 FLSEDU 5,000,000.00 4,995,850.00 4,995,850.00 0.390 0.411 14,625.00 862.58 0.00 15,487.58 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.487 91,383.00 -76,456.05 0.00 14,926.95 3137EAEY1 40316 003 FHLMC 0.00 3,985,080.00 1,550,558.40 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 0.786 31,950.00 -2,270.32 0.00 29,679.68 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.800 66,375.00 -5,868.26 0.00 60,506.74 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.504 60,000.00 -52,610.82 0.00 7,389.18 06406RAJ6 40320 003 BK 0.00 4,193,530.88 625,217.33 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 0.350 25,500.00 892.36 0.00 26,392.36 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.692 5,212.50 0.00 0.00 5,212.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.762 7,946.45 0.00 0.00 7,946.45 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.629 14,668.84 -4,060.74 0.00 10,608.10 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.599 23,576.10 -7,302.70 0.00 16,273.40 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.604 66,225.00 -20,152.29 0.00 46,072.71 3136AY6S7 40327 003 FNMA 2,326,201.71 2,522,029.76 2,612,014.48 2.624 1.670 47,485.31 -14,624.44 0.00 32,860.87 3137BGK24 40328 003 FHLMC 4,412,354.25 4,500,000.00 4,896,312.50 3.062 2.542 102,294.72 -8,527.93 0.00 93,766.79 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
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 0.427 28,125.00 3,979.12 0.00 32,104.12 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.498 37,500.00 0.00 0.00 37,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.548 61,875.00 0.00 0.00 61,875.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.318 27,253.12 -6,685.21 0.00 20,567.91 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.414 37,500.00 -6,155.26 0.00 31,344.74 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.494 36,000.00 1,200.00 0.00 37,200.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.397 112,500.00 -51,861.60 0.00 60,638.40 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.505 37,500.00 569.08 0.00 38,069.08 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.495 36,000.00 1,258.50 0.00 37,258.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.512 37,500.00 1,036.54 0.00 38,536.54 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.338 89,343.75 -76,212.16 0.00 13,131.59 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.600 0.521 39,250.00 0.00 0.00 39,250.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.521 28,125.00 10,902.39 0.00 39,027.39 30318CAA5 40342 003 FHLMC 3,680,212.34 3,732,418.83 3,726,507.38 0.670 0.654 18,611.02 -256.02 0.00 18,355.00 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.502 46,357.50 -19,484.16 0.00 26,873.34 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.299 112,500.00 -89,000.00 0.00 23,500.00 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.505 33,750.00 4,215.00 0.00 37,965.00 46625HJT8 40348 003 JPM 0.00 16,528,245.00 12,922,082.45 3.875 0.430 339,062.50 -297,158.75 0.00 41,903.75 69371RR24 40349 003 PCAR 0.00 6,991,880.00 5,491,803.93 0.350 0.385 14,359.72 1,586.41 0.00 15,946.13 3130AKXX9 40350 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.498 37,500.00 0.00 0.00 37,500.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.510 37,500.00 900.00 0.00 38,400.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.597 22,500.00 0.00 0.00 22,500.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.597 22,500.00 0.00 0.00 22,500.00 3137FQ3W1 40356 003 FHLMC 3,697,466.65 4,583,176.29 4,562,149.48 2.588 0.447 80,896.56 -65,542.52 0.00 15,354.04 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.648 48,799.33 0.00 0.00 48,799.33 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.796 60,000.00 0.00 0.00 60,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.607 56,250.00 -10,282.14 0.00 45,967.86 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.995 75,000.00 0.00 0.00 75,000.00 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.011 150,000.00 2,254.17 0.00 152,254.17 3130APWP6 40410 003 FHLB 0.00 8,292,530.00 4,402,579.56 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 0.871 12,468.75 0.00 0.00 12,468.75 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.898 31,078.13 1,841.77 0.00 32,919.90 3135G05U3 40420 003 FNMA 0.00 6,982,570.00 1,218,775.85 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 0.921 15,328.13 3,477.08 0.00 18,805.21 3130APMH5 40422 003 FHLB 3,150,000.00 3,145,212.00 3,145,212.00 0.625 0.685 14,765.63 1,459.09 0.00 16,224.72 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.958 75,750.00 -3,475.00 0.00 72,275.00 594918AW4 40432 003 MSFT 0.00 1,948,566.21 1,183,311.12 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 7,513,367.56 0.650 0.723 36,583.62 4,360.48 0.00 40,944.10 594918BX1 40442 003 MSFT 0.00 1,067,732.25 854,185.80 2.875 0.871 17,599.40 -11,994.04 0.00 5,605.36 594918BQ6 40443 003 MSFT 0.00 2,936,971.20 405,836.02 2.000 0.679 5,911.78 -3,836.62 0.00 2,075.16 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
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 3,859,455.60 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 1.042 104,265.00 -282.31 0.00 103,982.69 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.356 200,936.25 -92,315.44 0.00 108,620.81 037833CG3 40459 003 AAPL 0.00 10,407,000.00 8,439,130.91 3.000 1.002 181,666.67 -117,986.70 0.00 63,679.97 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.197 18,637.50 3,652.95 0.00 22,290.45 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.344 311,726.25 -152,490.32 0.00 159,235.93 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.625 1.484 52,291.66 3,440.68 0.00 55,732.34 3134GXJH8 40469 003 FHLMC 0.00 4,176,243.50 1,366,770.60 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 1.488 180,000.00 94,463.68 0.00 274,463.68 037833CG3 40471 003 AAPL 0.00 12,402,280.36 10,057,121.89 3.000 1.173 217,382.33 -128,525.84 0.00 88,856.49 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.000 1.680 253,125.00 0.00 0.00 253,125.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.786 183,750.00 4,375.00 0.00 188,125.00 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.750 1.623 85,725.00 2,160.00 0.00 87,885.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.000 1.680 253,125.00 0.00 0.00 253,125.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 2.000 1.680 157,031.25 1,125.00 0.00 158,156.25 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.595 124,200.00 194.06 0.00 124,394.06 3133ENAL4 40480 003 FFCB 0.00 4,103,407.95 1,536,912.80 0.290 0.951 3,376.49 7,639.28 0.00 11,015.77 037833CG3 40485 003 AAPL 0.00 12,613,016.10 10,228,009.42 3.000 1.737 223,777.00 -89,948.96 0.00 133,828.04 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.187 247,702.50 1,704.37 0.00 249,406.87 037833CU2 40487 003 AAPL 7,300,000.00 7,460,673.00 7,460,673.00 2.850 1.803 156,037.50 -54,705.82 0.00 101,331.68 3134GW6E1 40490 003 FHLMC 0.00 19,520,000.00 8,801,745.45 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 2.633 17,812.50 1,875.00 0.00 19,687.50 3130ARBY6 40496 003 FHLB 0.00 4,590,340.00 4,523,571.42 5.500 2.667 85,291.67 2,388.17 3,220.00 90,899.84 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.359 21,714.38 5,725.15 0.00 27,439.53 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.362 2,182.50 459.70 0.00 2,642.20 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.437 30,975.00 11,525.12 0.00 42,500.12 3136G46V0 40500 003 FNMA 0.00 1,449,900.00 1,101,924.00 0.310 2.182 2,647.92 15,467.62 0.00 18,115.54 3133ENAL4 40501 003 FFCB 0.00 1,139,135.40 426,657.99 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 2.436 93,000.00 257,011.26 0.00 350,011.26 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.558 9,693.75 32,766.98 0.00 42,460.73 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.557 8,039.07 22,974.92 0.00 31,013.99 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.560 9,750.00 26,382.85 0.00 36,132.85 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.561 6,412.50 20,665.01 0.00 27,077.51 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.560 78,705.00 237,162.40 0.00 315,867.40 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.550 4,331.25 10,629.79 0.00 14,961.04 3134GW6E1 40509 003 FHLMC 0.00 17,737,824.00 7,998,146.09 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 3,067,651.43 0.300 2.123 6,982.50 42,091.77 0.00 49,074.27 3134GXMZ4 40511 003 FHLMC 0.00 1,020,087.50 1,005,249.86 1.800 2.455 13,790.55 4,801.72 0.00 18,592.27 3130APWH4 40512 003 FHLB 0.00 1,951,980.00 1,022,127.71 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 1,084,882.66 0.660 2.320 5,521.23 13,441.57 0.00 18,962.80 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
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 1,304,057.64 640,173.75 0.230 2.251 1,135.97 9,722.80 0.00 10,858.77 3135G05P4 40515 003 FNMA 0.00 3,288,848.73 394,661.85 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 2.836 13,125.00 15,553.56 0.00 28,678.56 3130AMU67 40517 003 FHLB 6,000,000.00 5,710,188.00 5,710,188.00 0.400 2.700 18,000.00 98,179.72 0.00 116,179.72 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.849 190,245.00 282,438.51 0.00 472,683.51 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.845 219,281.25 261,212.36 0.00 480,493.61 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.730 45,900.00 16,003.40 0.00 61,903.40 3130APXH3 40521 003 FHLB 0.00 8,864,184.00 4,802,776.06 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 3.076 12,600.00 62,941.95 0.00 75,541.95 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.235 487,500.00 0.00 0.00 487,500.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.251 463,500.00 23,608.91 0.00 487,108.91 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 3.750 3.515 264,861.11 0.00 0.00 264,861.11 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.633 547,500.00 0.00 0.00 547,500.00 3130APM44 40527 003 FHLB 0.00 3,449,208.80 1,831,216.31 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 3.116 93,750.00 127.76 0.00 93,877.76 3130ARR86 40529 003 FHLB 0.00 13,245,848.60 5,683,673.22 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 6,019,703.21 3.375 2.513 150,352.04 -36,374.41 0.00 113,977.63 3130APQJ7 40532 003 FHLB 0.00 1,458,750.00 763,854.55 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 3,060,105.77 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 2,863,973.47 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 2,036,036.36 2.650 2.632 40,368.70 0.00 0.00 40,368.70 3130AS3J6 40542 003 FHLB 0.00 2,699,460.00 1,433,167.85 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 2.841 81,675.00 -3,752.70 0.00 77,922.30 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.969 93,750.00 329,009.21 0.00 422,759.21 3130AMU67 40546 003 FHLB 20,000,000.00 19,053,800.00 19,053,800.00 0.400 2.778 60,000.00 338,824.94 0.00 398,824.94 3130APWH4 40547 003 FHLB 0.00 19,475,000.00 10,197,818.18 0.750 2.555 58,750.00 137,592.94 0.00 196,342.94 3130ASBG3 40549 003 FHLB 0.00 7,130,337.50 6,689,553.00 3.250 3.410 163,953.47 7,927.42 0.00 171,880.89 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.535 134,550.00 3,365.21 0.00 137,915.21 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.261 303,281.25 13,345.98 0.00 316,627.23 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 2.993 187,005.00 12,862.43 0.00 199,867.43 31422XRQ7 40554 003 FAMC 0.00 10,390,632.63 6,498,868.41 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 3.362 131,601.57 9,959.60 0.00 141,561.17 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.512 229,533.75 64,343.00 0.00 293,876.75 3134GXYT5 40558 003 FHLMC 0.00 7,202,657.50 4,740,658.21 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 2,942,477.51 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 3.558 26,953.12 6,121.00 0.00 33,074.12 3133EMBQ4 40561 003 FFCB 0.00 985,312.00 343,963.46 0.270 3.342 722.62 7,937.60 0.00 8,660.22 3135G05U3 40562 003 FNMA 0.00 6,959,160.00 1,214,689.75 0.350 3.284 3,290.00 26,760.00 0.00 30,050.00 3135G05P4 40563 003 FNMA 0.00 4,836,400.00 580,368.00 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 3.625 146,812.50 46,685.15 0.00 193,497.65 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CAMP 40566 003 CAMP 147,500,565.83 159,363,163.52 115,999,670.68 5.480 5.507 4,813,172.57 0.00 0.00 4,813,172.57 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.549 342,750.00 0.00 0.00 342,750.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.081 307,500.00 0.00 0.00 307,500.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.231 318,750.00 0.00 0.00 318,750.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.374 256,239.37 87,823.76 0.00 344,063.13 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.491 77,432.25 29,726.19 0.00 107,158.44 677522SQ8 40576 003 OHS 0.00 7,826,117.00 3,500,408.69 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 3.563 620,991.85 169,277.99 0.00 790,269.84 3136AR5S3 40579 003 FNMA 5,110,455.65 5,473,674.33 5,041,804.28 2.469 2.515 78,797.24 16,742.11 0.00 95,539.35 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.808 190,696.50 37,519.99 0.00 228,216.49 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.788 99,215.62 51,762.13 0.00 150,977.75 91282CCU3 40583 003 USTR 0.00 19,298,437.50 4,280,744.32 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 5,322,590.91 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 3.801 206,997.28 71,349.59 0.00 278,346.87 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.040 355,312.50 -59,813.98 0.00 295,498.52 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.148 375,000.00 -57,857.14 0.00 317,142.86 91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.560 87,754.95 38,599.67 0.00 126,354.62 91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.663 19,867.50 76,138.29 0.00 96,005.79 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.624 297,377.63 -19,420.81 0.00 277,956.82 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.023 120,656.25 124,994.45 0.00 245,650.70 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.739 183,375.00 140,127.08 0.00 323,502.08 89115BK66 40600 003 TORDNY 0.00 15,537,875.05 2,938,070.92 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 4.814 172,781.25 136,141.64 0.00 308,922.89 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.579 185,625.00 -11,530.20 0.00 174,094.80 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.392 87,750.00 10,201.99 0.00 97,951.99 3137FBTA4 40605 003 FHLMC 8,439,533.03 9,660,734.63 8,741,807.54 3.064 3.563 203,644.41 31,055.16 0.00 234,699.57 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.581 108,532.88 42,340.19 0.00 150,873.07 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.586 328,125.00 15,900.00 0.00 344,025.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.953 78,750.00 246,473.34 0.00 325,223.34 30329MAA0 40609 003 FHLMC 3,222,912.36 3,484,863.69 2,968,653.76 2.080 3.514 51,324.12 27,272.54 0.00 78,596.66 30329MAA0 40610 003 FHLMC 4,143,744.48 4,480,539.04 3,816,840.56 2.080 3.514 65,988.17 35,064.69 0.00 101,052.86 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 5.830 5.877 110,694.44 0.00 0.00 110,694.44 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 5.830 5.891 133,149.17 0.00 0.00 133,149.17 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.839 371,250.00 -5,835.08 0.00 365,414.92 3136AKQM8 40614 003 FNMA 3,135,557.21 4,438,372.49 3,953,745.96 3.056 4.224 90,496.71 35,318.51 0.00 125,815.22 3130ATUP0 40615 003 FHLB 0.00 4,991,450.00 2,268,840.91 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 4.977 187,500.00 0.00 0.00 187,500.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.149 225,000.00 145,734.15 0.00 370,734.15 3138L8UV4 40618 003 FNMA 11,973,000.29 12,174,317.39 11,639,621.48 2.920 3.097 264,189.82 7,360.66 0.00 271,550.48 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.725 107,626.17 52,594.58 0.00 160,220.75 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
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 4.326 213,750.00 -43,482.78 0.00 170,267.22 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.886 47,594.59 69,681.14 0.00 117,275.73 31422XR38 40622 003 FAMC 0.00 10,000,000.00 5,454,545.45 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 4.852 18,693.38 84,280.45 0.00 102,973.83 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.323 208,791.00 55,840.49 0.00 264,631.49 9128285U0 40625 003 USTR 0.00 9,786,718.75 6,512,616.48 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 4.154 302,456.25 -69,912.65 0.00 232,543.60 3130AU4V3 40627 003 FHLB 0.00 10,000,000.00 6,945,454.55 4.800 4.765 249,333.33 0.00 0.00 249,333.33 14913R3A3 40628 003 CAT 7,429,000.00 7,186,294.57 7,186,294.57 3.600 4.426 200,583.00 39,029.46 0.00 239,612.46 917542QV7 40629 003 UTS 3,763,576.98 5,839,739.35 3,721,026.69 3.539 5.082 99,154.78 17,152.87 26,160.33 142,467.98 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.644 82,338.38 63,554.73 0.00 145,893.11 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.536 93,750.00 65,520.39 0.00 159,270.39 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.489 103,125.00 59,605.26 0.00 162,730.26 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.370 121,875.00 35,790.69 0.00 157,665.69 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.347 155,625.00 6,734.21 0.00 162,359.21 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.870 147,523.23 0.00 0.00 147,523.23 91412HJN4 40636 003 UNVHGR 2,015,000.00 1,737,171.80 1,737,171.80 1.272 5.117 19,223.10 47,748.95 0.00 66,972.05 24422EWP0 40637 003 JD 10,000,000.00 9,995,300.00 9,995,300.00 4.800 4.796 360,000.00 1,175.00 0.00 361,175.00 3134GYDA7 40638 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.020 4.997 564,750.00 0.00 0.00 564,750.00 3135GADY4 40639 003 FNMA 0.00 50,000,000.00 33,818,181.82 5.000 4.960 1,263,888.88 0.00 0.00 1,263,888.88 69371RR65 40640 003 PCAR 10,000,000.00 9,108,000.00 9,108,000.00 2.000 4.577 150,000.00 164,059.95 0.00 314,059.95 62479MU35 40641 003 MUFGBK 0.00 24,411,541.67 177,538.48 4.870 5.057 0.00 6,763.89 0.00 6,763.89 89233HU36 40642 003 TMCC 0.00 24,410,118.06 177,528.13 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 4.596 303,750.00 37,943.47 0.00 341,693.47 313384HR3 40644 003 FHLB 0.00 48,946,527.78 355,974.75 4.790 0.00 12,847.22 0.00 12,847.22 313384HR3 40645 003 FHLB 0.00 48,937,416.50 355,908.48 4.832 0.00 12,958.34 0.00 12,958.34 313384HR3 40646 003 FHLB 0.00 9,787,483.33 71,181.70 4.832 0.00 2,591.67 0.00 2,591.67 3132XGRH1 40647 003 FHLMC 19,897,370.40 20,000,000.00 19,890,507.98 3.690 3.691 552,724.05 465.04 0.00 553,189.09 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.064 287,812.50 403,339.48 0.00 691,151.98 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.380 153,000.00 199,170.00 0.00 352,170.00 91412GU94 40651 003 UNVHGR 2,020,000.00 1,952,612.80 1,952,612.80 3.063 4.597 46,404.45 21,230.50 0.00 67,634.95 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.743 63,000.00 36,526.51 0.00 99,526.51 313384HR3 40653 003 FHLB 0.00 9,835,638.89 71,531.92 5.000 0.00 2,694.44 0.00 2,694.44 313384HR3 40654 003 FHLB 0.00 9,841,192.00 71,572.31 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 4.824 254,415.00 0.00 0.00 254,415.00 574193WE4 40656 003 MDS 16,360,000.00 16,360,000.00 16,360,000.00 4.000 3.982 490,799.99 0.00 0.00 490,799.99 313384LY3 40657 003 FHLB 0.00 14,639,791.67 4,312,084.09 4.750 4.934 0.00 160,312.50 0.00 160,312.50 313384KG3 40658 003 FHLB 0.00 19,646,083.33 2,929,052.42 4.650 4.800 0.00 105,916.67 0.00 105,916.67 313384LL1 40659 003 FHLB 0.00 19,578,716.67 4,912,478.00 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 4.193 148,640.62 390,835.59 0.00 539,476.21 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
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 1,768,247.29 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 4.202 31,875.00 108,842.52 0.00 140,717.52 912797GG6 40663 003 USTR 0.00 9,837,036.11 1,609,696.82 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 4.301 63,750.00 223,649.34 0.00 287,399.34 3137FBAJ5 40665 003 FHLMC 4,805,000.00 4,805,000.00 4,664,979.30 3.281 3.364 118,239.03 0.00 0.00 118,239.03 3132XGRH1 40666 003 FHLMC 9,948,685.20 10,000,000.00 9,898,423.41 3.690 3.712 276,362.03 473.06 0.00 276,835.09 3140HSZG9 40667 003 FNMA 3,868,804.56 3,919,407.12 3,831,750.63 3.440 3.507 100,404.17 836.13 0.00 101,240.30 91412GU94 40668 003 UNVHGR 13,815,000.00 13,484,407.05 13,484,407.05 3.063 4.275 317,365.09 116,985.71 0.00 434,350.80 64990FY57 40669 003 NYSPIT 2,000,000.00 1,893,800.00 1,893,800.00 3.059 4.373 45,885.00 16,507.77 0.00 62,392.77 448980AD4 40670 003 HALST 14,000,000.00 13,999,680.80 13,999,680.80 5.150 5.127 540,749.97 78.27 0.00 540,828.24 891941AD8 40671 003 TMCC 10,000,000.00 9,999,441.00 9,999,441.00 4.710 4.690 353,250.00 88.68 0.00 353,338.68 3132XFLR7 40672 003 FHLMC 6,700,000.00 6,700,000.00 6,614,156.25 4.250 4.286 213,562.53 0.00 0.00 213,562.53 3130APZK4 40673 003 FHLB 26,000,000.00 24,002,160.00 24,002,160.00 1.190 4.590 232,050.00 598,023.06 0.00 830,073.06 437927AC0 40674 003 HAROT 10,000,000.00 9,998,380.00 9,998,380.00 4.930 4.912 369,749.97 272.52 0.00 370,022.49 64990FX90 40675 003 NYSPIT 0.00 7,248,310.80 6,800,233.41 2.319 5.227 121,323.00 146,501.93 0.00 267,824.93 89238JAC9 40676 003 TMCC 7,441,327.48 12,726,818.95 10,007,604.88 0.710 5.216 55,542.19 120,716.50 217,055.78 393,314.47 3130AQ4B6 40677 003 FHLB 25,000,000.00 23,606,450.00 23,606,450.00 1.200 5.029 225,000.00 669,499.11 0.00 894,499.11 574193WF1 40678 003 MDS 4,180,000.00 4,165,829.80 4,165,829.80 4.050 4.135 126,967.50 2,807.01 0.00 129,774.51 3130ARCZ2 40679 003 FHLB 8,500,000.00 8,061,221.50 8,061,221.50 2.160 4.612 137,700.00 142,392.06 0.00 280,092.06 3134GXCS1 40680 003 FHLMC 8,375,000.00 7,639,356.75 7,639,356.75 0.625 4.546 39,257.81 222,422.93 0.00 261,680.74 419792G34 40681 003 HIS 2,530,000.00 2,268,878.70 2,268,878.70 1.535 4.461 29,126.62 47,127.51 0.00 76,254.13 64990FS96 40682 003 NYSPIT 7,075,000.00 6,503,693.75 6,503,693.75 2.657 4.744 140,987.07 91,490.32 0.00 232,477.39 30312XAE7 40683 003 FHLMC 4,724,470.24 5,158,161.78 4,802,925.13 2.250 2.774 83,654.03 16,720.84 0.00 100,374.87 419792F92 40684 003 HIS 7,975,000.00 7,375,599.00 7,375,599.00 1.033 4.899 61,786.32 210,452.88 0.00 272,239.20 3140LKUP6 40685 003 FNMA 25,341,936.00 0.00 24,915,881.90 4.650 5.025 943,283.17 0.00 0.00 943,283.17 912796YH6 40686 003 USTR 0.00 19,786,144.44 4,892,573.90 5.065 5.191 0.00 191,344.45 0.00 191,344.45 912796XQ7 40687 003 USTR 0.00 49,862,361.11 2,175,812.12 4.955 5.038 0.00 82,583.33 0.00 82,583.33 912797FY8 40688 003 USTR 0.00 19,930,972.22 1,232,096.46 4.970 5.056 0.00 46,938.89 0.00 46,938.89 912797GJ0 40689 003 USTR 0.00 29,719,716.67 6,376,230.12 5.020 5.138 0.00 246,816.66 0.00 246,816.66 912796CR8 40690 003 USTR 0.00 49,357,500.00 14,717,509.09 5.140 5.279 0.00 585,388.89 0.00 585,388.89 912797FB8 40691 003 USTR 0.00 19,661,077.78 7,864,431.11 5.170 5.332 0.00 315,944.44 0.00 315,944.44 45906M4E8 40692 003 IBRD 25,000,000.00 0.00 22,776,218.18 4.500 4.616 771,875.00 20,211.63 0.00 792,086.63 45818WEK8 40693 003 IADB 9,420,000.00 0.00 8,526,833.28 4.375 4.669 282,763.54 17,203.77 0.00 299,967.31 3140LKYV9 40694 003 FNMA 7,896,000.00 0.00 7,156,784.11 4.790 4.793 258,449.24 0.00 0.00 258,449.24 31315KNE6 40695 003 FAMC 0.00 0.00 15,084,210.91 5.290 5.431 0.00 617,166.67 0.00 617,166.67 3135GAJ69 40696 003 FNMA 0.00 0.00 2,752,047.55 5.375 5.706 110,975.83 1,059.81 6,275.19 118,310.83 30333AAA0 40697 003 FHLMC 7,986,522.49 0.00 6,485,213.61 4.250 4.332 211,368.62 290.47 0.00 211,659.09 3140LKLH4 40698 003 FNMA 12,175,000.00 0.00 9,903,086.20 4.920 4.973 371,053.42 0.00 0.00 371,053.42 30333MAA4 40699 003 FHLMC 9,995,434.26 0.00 6,790,287.70 4.390 4.506 230,417.53 124.40 0.00 230,541.93 3134H1DF7 40700 003 FHLMC 0.00 0.00 9,763,636.36 5.420 5.434 399,725.00 0.00 0.00 399,725.00 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3134H1DM2 40701 003 FHLMC 0.00 0.00 16,545,454.55 5.500 5.515 687,500.00 0.00 0.00 687,500.00 3134H1DL4 40702 003 FHLMC 0.00 0.00 9,927,272.73 5.500 5.515 412,500.00 0.00 0.00 412,500.00 3134H1EC3 40703 003 FHLMC 0.00 0.00 13,236,363.64 5.550 5.565 555,000.00 0.00 0.00 555,000.00 91412HGF4 40704 003 UNVHGR 5,005,000.00 0.00 2,989,478.49 1.316 5.296 33,664.75 85,628.66 0.00 119,293.41 80168FQH2 40705 003 SCVWTR 15,000,000.00 0.00 9,788,290.91 4.250 5.515 316,979.17 89,713.60 0.00 406,692.77 3134H1FN8 40706 003 FHLMC 15,000,000.00 0.00 9,381,818.18 5.625 5.604 396,093.75 0.00 0.00 396,093.75 3134H1FP3 40707 003 FHLMC 25,000,000.00 0.00 15,636,363.64 5.650 5.629 663,090.28 0.00 0.00 663,090.28 3135GAJZ5 40708 003 FNMA 20,000,000.00 0.00 12,218,181.82 5.700 5.676 522,500.00 0.00 0.00 522,500.00 31424WAJ1 40709 003 FAMC 20,000,000.00 0.00 12,654,545.45 5.800 5.779 551,000.00 0.00 0.00 551,000.00 84247PJB8 40710 003 STNPWR 2,500,000.00 0.00 1,387,283.09 3.938 5.368 42,388.19 13,721.11 0.00 56,109.30 882724V38 40711 003 TXS 7,400,000.00 0.00 3,713,454.55 5.616 5.611 156,998.40 0.00 0.00 156,998.40 882724V61 40712 003 TXS 5,000,000.00 0.00 2,509,090.91 5.332 5.328 100,715.56 0.00 0.00 100,715.56 02079KAC1 40713 003 GOOG 15,000,000.00 0.00 7,687,624.09 1.998 5.206 124,875.00 176,649.65 0.00 301,524.65 912797HX8 40714 003 USTR 0.00 0.00 1,697,331.89 5.270 5.380 0.00 68,802.78 0.00 68,802.78 3134H1HN6 40715 003 FHLMC 6,361,000.00 0.00 3,187,948.15 5.500 5.341 131,195.62 -2,904.40 0.00 128,291.22 45818WEU6 40716 003 IADB 20,000,000.00 0.00 9,893,381.82 5.125 5.110 381,527.78 -620.37 0.00 380,907.41 13063DRD2 40717 003 CAS 5,460,000.00 0.00 2,094,889.62 2.375 4.693 39,622.92 34,448.28 0.00 74,071.20 419792M29 40718 003 HIS 4,360,000.00 0.00 1,676,623.26 5.000 4.455 61,766.67 -5,495.33 0.00 56,271.34 419792M37 40719 003 HIS 2,000,000.00 0.00 771,801.02 5.000 4.457 28,333.33 -2,417.91 0.00 25,915.42 3133EMSW3 40720 003 FFCB 5,000,000.00 0.00 1,672,096.36 1.400 4.924 20,027.77 42,005.32 0.00 62,033.09 91412HGF4 40721 003 UNVHGR 6,190,000.00 0.00 2,059,694.14 1.316 4.479 22,401.61 47,105.70 0.00 69,507.31 912797LL9 40722 003 USTR 0.00 0.00 14,022,036.36 5.200 5.332 0.00 563,333.33 0.00 563,333.33 912796ZW2 40723 003 USTR 20,000,000.00 0.00 6,249,472.00 5.040 5.233 0.00 246,400.00 0.00 246,400.00 912796Y45 40724 003 USTR 30,000,000.00 0.00 9,364,800.00 5.040 5.238 0.00 369,600.00 0.00 369,600.00 912797FS1 40725 003 USTR 25,000,000.00 0.00 7,731,575.76 5.050 5.238 0.00 305,104.17 0.00 305,104.17 89233GG18 40726 003 TMCC 50,000,000.00 0.00 14,881,469.70 5.270 5.484 0.00 614,833.33 0.00 614,833.33 9128286Z8 40727 003 USTR 50,000,000.00 0.00 13,076,747.16 1.750 5.137 175,480.77 330,641.30 0.00 506,122.07 47816FG13 40729 003 JNJ 25,000,000.00 0.00 6,481,271.82 5.130 5.326 0.00 260,062.50 0.00 260,062.50 037833EH9 40730 003 AAPL 7,109,000.00 0.00 1,665,380.19 1.400 4.516 19,905.20 36,761.70 0.00 56,666.90 438516CL8 40731 003 HON 35,000,000.00 0.00 9,263,593.82 4.250 4.322 297,500.00 4,125.17 0.00 301,625.17 91282CCX7 40732 003 USTR 30,000,000.00 0.00 7,725,660.51 0.375 5.071 22,504.70 272,680.66 0.00 295,185.36 912797GQ4 40733 003 USTR 0.00 0.00 5,199,918.55 5.220 5.330 0.00 208,800.00 0.00 208,800.00 931142EE9 40734 003 WMT 14,400,000.00 0.00 3,749,018.79 3.700 4.215 106,560.00 12,487.69 0.00 119,047.69 91282CCX7 40735 003 USTR 25,000,000.00 0.00 4,860,156.25 0.375 5.116 14,117.93 173,229.87 0.00 187,347.80 373384TP1 40736 003 GAS 1,500,000.00 0.00 243,292.09 4.150 4.900 7,781.25 1,201.36 0.00 8,982.61 91282CDB4 40737 003 USTR 20,000,000.00 0.00 2,685,045.45 0.625 5.188 12,978.14 91,968.09 0.00 104,946.23 3132XGY42 40738 003 FHLMC 2,243,000.00 0.00 274,012.40 4.650 4.771 9,850.51 0.00 0.00 9,850.51 912797HH3 40739 003 USTR 20,000,000.00 0.00 2,305,890.91 5.250 5.372 0.00 93,333.33 0.00 93,333.33 912797FS1 40740 003 USTR 20,000,000.00 0.00 1,863,973.09 5.180 5.328 0.00 74,822.22 0.00 74,822.22 912797HS9 40741 003 USTR 20,000,000.00 0.00 1,007,416.75 5.214 5.343 0.00 40,553.33 0.00 40,553.33 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
July 1, 2023 - March 31, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
882724RC3 40742 003 TXS 7,810,000.00 0.00 314,756.06 2.182 4.374 5,207.10 5,165.41 0.00 10,372.51 89115DDN3 40743 003 TD 25,000,000.00 0.00 1,000,000.00 5.370 5.445 41,020.83 0.00 0.00 41,020.83 912797KL0 40744 003 USTR 25,000,000.00 0.00 974,140.83 5.115 5.324 0.00 39,072.92 0.00 39,072.92 912797KC0 40747 003 USTR 20,000,000.00 0.00 284,821.21 5.125 5.307 0.00 11,388.89 0.00 11,388.89 Subtotal 2,668,663,466.29 2,889,536,915.17 2,568,362,951.68 3.187 46,496,252.61 14,929,744.58 252,742.66 61,678,739.85 Total 2,668,663,466.29 2,889,536,915.17 2,568,362,951.68 3.187 46,496,252.61 14,929,744.58 252,742.66 61,678,739.85 Portfolio CITY
AP
Run Date: 04/15/2024 - 12:59 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

SECTION C

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Par Value
Stated
Rate
March 31, 2024
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 5.190 07/01/2023 5.190 5.190 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 26,476,776.01 4.240 4.240 4.240 07/01 - Quarterly 26,476,776.01 26,476,776.01 CSJFA 37042 STPOOL 5,470,969.74 4.240 4.240 4.240 07/01 - Quarterly 5,470,969.74 5,470,969.74 State Pool Totals 31,947,745.75 4.240 4.240 0.00 31,947,745.75 31,947,745.75 JPA Pool
CAMP 40566 CAMP 147,500,565.83 5.480 5.480 5.480 07/01 - Monthly 147,500,565.83 147,500,565.83 JPA Pool Totals 147,500,565.83 5.480 5.480 0.00 147,500,565.83 147,500,565.83 Corp Medium Term Notes
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 15,273,267.66 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 7,308,104.56 037833EH9 40730 AAPL 7,109,000.00 1.40008/05/2028 01/19/2024 4.272 4.272 02/05 - 08/05 Received 6,273,692.50 6,310,454.20 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 9,338,859.20 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 8,786,405.96 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 9,825,658.78 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 4,279,507.98 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 4,850,872.09 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 7,253,945.64 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 8,033,298.99 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 4,968,972.75 02079KAC1 40713 GOOG 15,000,000.00 1.99808/15/2026 10/31/2023 5.063 5.063 02/15 - 08/15 Received 13,817,625.00 13,994,274.65 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 4,774,318.67 438516CL8 40731 HON 35,000,000.00 4.25001/15/2029 01/19/2024 4.316 4.316 07/15 - 01/15 16,527.78 34,897,100.00 34,901,225.17 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 9,997,223.52 478160BY9 40574 JNJ 13,945,000.00 2.45003/01/2026 08/25/2022 3.347 3.347 09/01 - 03/01 Received 13,533,204.15 13,720,561.50 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 4,138,033.07 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 6,738,907.13 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 3,999,729.34 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 11,260,886.39 594918BB9 40564 MSFT 7,250,000.00 2.70002/12/2025 06/16/2022 3.607 3.607 08/12 - 02/12 Received 7,084,700.00 7,196,225.63 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
March 31, 2024
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
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 8,224,012.97 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 5,023,145.82 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 10,011,713.36 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 9,378,395.10 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 4,914,124.27 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 2,980,427.28 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 9,191,202.27 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 17,592,480.22 931142EE9 40734 WMT 14,400,000.00 3.70006/26/2028 01/19/2024 4.179 4.179 06/26 - 12/26 34,040.00 14,123,016.00 14,135,503.69 Corp Medium Term Notes Totals 316,235,000.00 4.100 4.100 50,567.78 305,299,770.18 308,401,737.86 Negotiable CDs
89115DDN3 40743 TD 25,000,000.00 5.37002/28/2025 03/21/2024 5.370 5.445 02/28 - At Maturity 25,000,000.00 25,000,000.00 Negotiable CDs Totals 25,000,000.00 5.370 5.445 0.00 25,000,000.00 25,000,000.00 Commercial Paper Discounts
47816FG13 40729 JNJ 25,000,000.00 5.13007/01/2024 01/19/2024 5.253 5.326 07/01 - At Maturity 24,415,750.00 24,675,812.50 89233GG18 40726 TMCC 50,000,000.00 5.27007/01/2024 01/08/2024 5.409 5.484 07/01 - At Maturity 48,719,097.22 49,333,930.55 Commercial Paper Discounts Totals 75,000,000.00 5.357 5.431 0.00 73,134,847.22 74,009,743.05 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 2,499,967.60 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 9,997,137.78 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 9,996,998.24 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 9,988,457.78 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 2,999,474.87 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 4,995,546.94 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 9,998,077.54 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 9,998,160.62 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 9,994,980.42 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 9,992,572.32 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 10,013,131.21 Federal Agency Coupon Securities Totals 90,500,000.00 1.246 1.246 0.00 90,358,375.00 90,474,505.32 Treasury Coupon Securities
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 29,795,019.75 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 9,865,862.77 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Treasury Coupon Securities
9128286Z8 40727 USTR 50,000,000.00 1.75006/30/2024 01/19/2024 5.118 5.118 06/30 - Final Pmt. 45,673.08 49,261,718.75 49,592,360.05 91282CCX7 40732 USTR 30,000,000.00 0.37509/15/2024 01/19/2024 5.079 5.079 03/15 - 09/15 Received 29,103,515.63 29,376,196.29 91282CCX7 40735 USTR 25,000,000.00 0.37509/15/2024 02/06/2024 5.133 5.133 03/15 - 09/15 Received 24,300,781.25 24,474,011.12 91282CDB4 40737 USTR 20,000,000.00 0.62510/15/2024 02/23/2024 5.184 5.184 04/15 - 10/15 44,740.44 19,431,250.00 19,523,218.09 Treasury Coupon Securities Totals 165,000,000.00 4.749 4.749 90,413.52 161,256,640.63 162,626,668.07 Treasury Discounts
912796ZW2 40723 USTR 20,000,000.00 5.04006/20/2024 01/04/2024 5.247 5.320 06/20 - At Maturity 19,529,600.00 19,776,000.00 912796Y45 40724 USTR 30,000,000.00 5.04006/27/2024 01/04/2024 5.253 5.326 06/27 - At Maturity 29,265,000.00 29,634,600.00 912797FS1 40725 USTR 25,000,000.00 5.05006/13/2024 01/05/2024 5.252 5.325 06/13 - At Maturity 24,438,888.89 24,743,993.06 912797HH3 40739 USTR 20,000,000.00 5.25005/02/2024 02/29/2024 5.387 5.462 05/02 - At Maturity 19,816,250.00 19,909,583.33 912797FS1 40740 USTR 20,000,000.00 5.18006/13/2024 03/06/2024 5.342 5.417 06/13 - At Maturity 19,715,100.00 19,789,922.22 912797HS9 40741 USTR 20,000,000.00 5.21405/30/2024 03/18/2024 5.358 5.432 05/30 - At Maturity 19,788,543.33 19,829,096.66 912797KL0 40744 USTR 25,000,000.00 5.11509/19/2024 03/21/2024 5.324 5.398 09/19 - At Maturity 24,353,520.83 24,392,593.75 912797KC0 40747 USTR 20,000,000.00 5.12508/22/2024 03/28/2024 5.322 5.396 08/22 - At Maturity 19,581,458.40 19,592,847.29 Treasury Discounts Totals 180,000,000.00 5.306 5.380 0.00 176,488,361.45 177,668,636.31 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 10,003,101.76 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 10,349,528.50 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 15,143,466.56 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 Received 148,500.00 149,741.20 3133EMSC7 40522 FFCB 3,500,000.00 0.48003/03/2025 04/22/2022 3.000 3.000 09/03 - 03/03 Received 3,259,655.00 3,422,604.71 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 19,951,120.83 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 5,185,791.30 3133EMSW3 40720 FFCB 5,000,000.00 1.40003/10/2028 12/18/2023 4.669 4.669 03/10 - 09/10 Received 4,379,300.00 4,421,305.32 3130AKPW0 40340 FHLB 10,000,000.00 0.60001/28/2026 01/28/2021 0.540 0.540 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 9,997,720.00 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 19,998,129.87 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 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
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
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 4,873,424.27 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 2,722,205.46 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 3,149,751.41 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 13,240,237.35 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 2,482,334.70 3130AQCN1 40467 FHLB 5,000,000.00 1.62501/17/2025 01/18/2022 1.260 1.260 03/17 - Quarterly Received 4,986,250.00 4,996,355.42 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 24,757,193.34 3130AQQQ9 40472 FHLB 20,000,000.00 2.00001/28/2025 01/28/2022 1.469 1.469 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 13,995,203.70 3130AQMQ3 40475 FHLB 7,200,000.00 1.75010/28/2025 01/28/2022 1.491 1.491 04/28 - Quarterly 7,189,200.00 7,195,464.00 3130AQQQ9 40477 FHLB 20,000,000.00 2.00001/28/2025 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 2.00010/28/2024 01/28/2022 1.365 1.365 04/28 - Quarterly 12,495,875.00 12,499,137.50 3130ARAY7 40495 FHLB 1,000,000.00 2.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 997,548.61 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 1,559,359.67 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 2,346,041.81 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 19,763,930.40 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 807,323.06 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 1,382,891.09 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 5,968,364.31 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 22,765,008.67 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 23,103,633.86 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 3,051,287.03 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 3,630,639.35 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 19,712,421.59 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 19,890,823.08 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 8,895,281.72 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 1,248,345.06 3130APZK4 40673 FHLB 26,000,000.00 1.19011/26/2025 05/24/2023 4.466 4.466 05/26 - 11/26 Received 24,002,160.00 24,682,134.37 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 24,350,337.90 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 8,218,907.52 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 9,997,811.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 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 1,944,693.71 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 1,459,205.73 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 17,016,553.58 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
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
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 12,920,178.74 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 5,611,790.79 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 9,928,750.61 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 7,885,669.55 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 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 6,396,261.60 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 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 2,291,262.15 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 1,671,858.20 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 805,716,000.00 2.570 2.570 25,267.31 792,211,945.06 799,932,132.07 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 11,000,507.75 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 9,999,358.83 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 9,322,279.77 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 20,004,379.63 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 2,997,542.55 459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,065,307.20 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 9,998,804.93 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 9,997,823.27 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 4,831,050.53 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 9,980,739.12 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 10,048,455.56 45905U5Y6 40354 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 45905U5Y6 40355 IBRD 5,000,000.00 0.60002/18/2026 02/18/2021 0.600 0.600 08/18 - 02/18 5,000,000.00 5,000,000.00 459058JA2 40359 IBRD 10,000,000.00 0.75003/11/2025 03/12/2021 0.611 0.611 09/11 - 03/11 Received 10,054,800.00 10,012,947.88 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 4,585,189.04 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 9,147,647.51 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 24,875,211.63 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 8,555,645.28 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 9,989,634.22 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
CUSIP Investment # Issuer Dates
Purchase
Date
Accrued Interest
At Purchase
Supranational
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 211,735,000.00 2.000 2.000 0.00 210,874,174.97 210,412,524.70 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 13,999,769.80 437927AC0 40674 HAROT 10,000,000.00 4.93011/15/2027 05/30/2023 4.988 4.988 06/15 - 9,998,380.00 9,998,683.81 891941AD8 40671 TMCC 10,000,000.00 4.71002/15/2028 05/23/2023 4.759 4.759 06/15 - 9,999,441.00 9,999,542.16 89238JAC9 40676 TMCC 7,441,327.48 0.71004/15/2026 06/01/2023 5.694 5.694 06/15 - Received 7,112,611.91 7,207,983.93 Asset Backed Securities Totals 41,441,327.48 5.130 5.130 0.00 41,110,113.71 41,205,979.70 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 5,074,899.33 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 10,356,174.52 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 5,397,459.53 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 5,144,942.61 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 7,308,042.15 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 10,982,020.00 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 5,178,150.48 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 10,012,388.55 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 2,967,710.11 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 4,999,808.31 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 373384TP1 40736 GAS 1,500,000.00 4.15007/01/2025 02/16/2024 4.816 4.816 07/01 - 01/01 7,781.25 1,486,785.00 1,487,986.36 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 5,004,540.63 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 23,207,380.07 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 2,320,544.41 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 7,600,861.53 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 4,427,883.47 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 2,038,402.09 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 3,712,475.59 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 9,587,981.95 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 10,032,142.86 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
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
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 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 5,001,630.29 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 5,000,162.95 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 2,837,659.95 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 4,168,938.30 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 4,454,601.87 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 7,939,479.59 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 1,912,936.79 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 6,602,638.84 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 2,449,330.39 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 14,879,713.60 84247PJB8 40710 STNPWR 2,500,000.00 3.93807/01/2026 10/26/2023 5.320 5.320 01/01 - 07/01 Received 2,414,575.00 2,428,296.11 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 1,705,221.64 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 882724RC3 40742 TXS 7,810,000.00 2.18210/01/2027 03/20/2024 4.549 4.549 04/01 - 10/01 80,000.00 7,213,159.80 7,218,325.21 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 1,002,105.37 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 2,221,076.07 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 3,570,927.01 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 10,030,153.81 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 7,029,154.08 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 3,755,667.20 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 2,886,074.56 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 4,597,342.36 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 1,816,222.85 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 1,984,615.82 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 13,620,023.82 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 4,481,920.56 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 5,655,183.80 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 3,735,110.32 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 3,312,079.01 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 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
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 Totals 357,798,576.98 3.237 3.237 121,368.15 350,527,991.79 351,293,386.72 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 1,221,157.09 1.99005/25/2024 09/30/2019 1.962 1.962 10/25 - Monthly Received 1,221,157.09 1,221,157.09 30314KAS2 40180 FHLMC 1,160,729.03 2.09007/25/2024 10/18/2019 1.941 1.941 11/25 - Monthly Received 1,166,249.46 1,166,249.46 30298LAA9 40231 FHLMC 143,485.99 1.99005/25/2024 02/27/2020 1.590 1.590 03/25 - Monthly Received 145,279.56 145,279.56 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 3,088,330.77 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,103,435.80 3,103,435.80 3137BGK24 40328 FHLMC 4,412,354.25 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,841,676.32 4,841,676.32 30318CAA5 40342 FHLMC 3,680,212.34 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 3,698,260.10 3,698,260.10 3137FQ3W1 40356 FHLMC 3,697,466.65 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 3,971,079.18 3,971,079.18 3137FBTA4 40605 FHLMC 8,439,533.03 3.06408/25/2024 10/12/2022 4.546 4.546 11/25 - Monthly Received 8,224,915.70 8,224,915.70 30329MAA0 40609 FHLMC 3,222,912.36 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 2,887,365.29 2,887,365.29 30329MAA0 40610 FHLMC 4,143,744.48 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 3,712,326.81 3,712,326.81 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 19,897,370.40 3.69011/01/2027 01/24/2023 3.821 3.821 02/25 - Monthly Received 19,807,210.44 19,807,210.44 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 9,948,685.20 3.69011/01/2027 05/09/2023 3.946 3.946 06/25 - Monthly Received 9,856,970.76 9,856,970.76 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 4,724,470.24 2.25010/25/2024 06/23/2023 5.576 5.576 07/25 - Monthly Received 4,542,319.76 4,542,319.76 30333AAA0 40697 FHLMC 7,986,522.49 4.25006/25/2028 08/17/2023 4.793 4.793 09/25 - Monthly Received 7,814,396.96 7,814,396.96 30333MAA4 40699 FHLMC 9,995,434.26 4.39008/25/2028 09/22/2023 5.373 5.373 10/25 - Monthly Received 9,723,098.66 9,723,098.66 3132XGY42 40738 FHLMC 2,243,000.00 4.65012/01/2028 02/27/2024 4.973 4.973 03/25 - Monthly Received 2,216,276.76 2,216,276.76 3140HUNV4 40171 FNMA 4,748,790.50 2.42007/01/2024 09/19/2019 2.046 2.046 10/25 - Monthly Received 4,831,152.34 4,831,152.34 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 2,405,095.75 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 2,603,275.64 2,603,275.64 3136AY6S7 40327 FNMA 2,326,201.71 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 2,499,922.45 2,499,922.45 3136AR5S3 40579 FNMA 5,110,455.65 2.46904/25/2026 09/12/2022 3.844 3.844 10/25 - Monthly Received 4,874,895.59 4,874,895.59 3136AKQM8 40614 FNMA 3,135,557.21 3.05606/25/2024 10/31/2022 4.805 4.805 11/25 - Monthly Received 3,050,554.22 3,050,554.22 3138L8UV4 40618 FNMA 11,973,000.29 2.92001/01/2025 11/18/2022 4.716 4.716 12/25 - Monthly Received 11,535,237.47 11,535,237.47 3140HSZG9 40667 FNMA 3,868,804.56 3.44003/01/2026 05/09/2023 4.440 4.440 06/25 - Monthly Received 3,804,878.61 3,804,878.61 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
March 31, 2024
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
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 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 215,289,250.25 3.752 3.752 0.00 214,024,960.66 214,024,960.66 Investment Totals 2,668,663,466.29 3.491 3.499 287,616.76 2,625,235,492.25 2,639,998,586.04 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 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
March 31, 2024
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 5.190 1 1 5.190 Subtotal and Average 0.00 0.00 0.00 0.00 0 0 0.000
State Pool
CITY 32936 State Investment Pool 26,476,776.01 26,476,776.01 26,476,776.01 4.240 1 1 4.240 CSJFA 37042 State Investment Pool 5,470,969.74 5,470,969.74 5,470,969.74 4.240 1 1 4.240 Subtotal and Average 24,344,907.04 31,947,745.75 31,947,745.75 31,947,745.75 1 1 4.240 JPA Pool
CAMP 40566 California Asset Management Pr 147,500,565.83 147,500,565.83 147,500,565.83 5.480 1 1 5.480 Subtotal and Average 96,683,275.51 147,500,565.83 147,500,565.83 147,500,565.83 1 1 5.480 Corp Medium Term Notes
037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,823,055.50 15,273,267.66 2.750 1,095 287 1.295 01/13/2025 037833CU2 40487 Apple Inc 02/28/2022 7,300,000.00 7,276,640.00 7,308,104.56 2.850 803 40 1.745 05/11/2024 037833EH9 40730 Apple Inc 01/19/2024 7,109,000.00 6,247,744.65 6,310,454.20 1.400 1,660 1,587 4.272 08/05/2028 039483BL5 40599 Archer Daniels Midland 10/05/2022 9,780,000.00 9,244,838.40 9,338,859.20 2.500 1,406 862 4.606 08/11/2026 039483BL5 40601 Archer Daniels Midland 10/07/2022 9,215,000.00 8,710,755.20 8,786,405.96 2.500 1,404 862 4.674 08/11/2026 06406HDA4 40617 Bank of New York Mellon 11/14/2022 10,000,000.00 9,795,300.00 9,825,658.78 3.000 833 329 5.080 02/24/2025 06406FAE3 40630 Bank of New York Mellon 12/13/2022 4,481,000.00 4,231,184.25 4,279,507.98 2.450 1,343 868 4.523 08/17/2026 06406RAD9 40633 Bank of New York Mellon 12/15/2022 5,000,000.00 4,769,000.00 4,850,872.09 3.250 1,613 1,140 4.308 05/16/2027 14913R3A3 40628 Caterpillar Inc. 12/13/2022 7,429,000.00 7,159,475.88 7,253,945.64 3.600 1,703 1,228 4.381 08/12/2027 194162AN3 40580 Colgate-Palmolive 09/09/2022 8,202,000.00 7,848,411.78 8,033,298.99 3.100 1,801 1,231 3.774 08/15/2027 24422EWK1 40634 Deere & Co. 12/15/2022 5,000,000.00 4,910,850.00 4,968,972.75 4.150 1,735 1,262 4.349 09/15/2027 02079KAC1 40713 Alphabet Inc 10/31/2023 15,000,000.00 14,118,000.00 13,994,274.65 1.998 1,019 866 5.063 08/15/2026 438516BL9 40631 Honeywell International 12/13/2022 5,000,000.00 4,724,400.00 4,774,318.67 2.500 1,419 944 4.420 11/01/2026 438516CL8 40731 Honeywell International 01/19/2024 35,000,000.00 34,420,750.00 34,901,225.17 4.250 1,823 1,750 4.316 01/15/2029 24422EWP0 40637 John Deere 01/09/2023 10,000,000.00 9,970,900.00 9,997,223.52 4.800 1,096 648 4.817 01/09/2026 478160BY9 40574 Johnson & Johnson 08/25/2022 13,945,000.00 13,361,541.20 13,720,561.50 2.450 1,284 699 3.347 03/01/2026 478160BY9 40575 Johnson & Johnson 08/26/2022 4,214,000.00 4,037,686.24 4,138,033.07 2.450 1,283 699 3.457 03/01/2026 48133DP95 40569 JP Morgan 07/28/2022 10,000,000.00 9,515,600.00 10,000,000.00 4.570 1,826 1,213 4.570 07/28/2027 48133DQ45 40570 JP Morgan 07/28/2022 10,000,000.00 9,715,000.00 10,000,000.00 4.100 1,096 483 4.100 07/28/2025 48133DQ52 40571 JP Morgan 07/28/2022 10,000,000.00 9,649,500.00 10,000,000.00 4.250 1,461 848 4.250 07/28/2026 88579YAV3 40598 3M 10/05/2022 7,150,000.00 6,669,162.50 6,738,907.13 2.250 1,445 901 4.839 09/19/2026 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,896,040.00 3,999,729.34 3.125 1,288 581 3.129 11/03/2025 594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 11,103,312.60 11,260,886.39 2.700 973 317 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 7,101,810.00 7,196,225.63 2.700 972 317 3.607 02/12/2025 594918BY9 40624 Microsoft Inc. 12/02/2022 8,436,000.00 8,176,930.44 8,224,012.97 3.300 1,527 1,041 4.272 02/06/2027 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
69371RS23 40602 PACCAR Inc. 10/07/2022 5,000,000.00 4,988,900.00 5,023,145.82 4.950 1,092 550 4.617 10/03/2025 69371RS23 40613 PACCAR Inc. 10/28/2022 10,000,000.00 9,977,800.00 10,011,713.36 4.950 1,071 550 4.864 10/03/2025 69371RR65 40640 PACCAR Inc. 01/06/2023 10,000,000.00 9,245,400.00 9,378,395.10 2.000 1,490 1,039 4.414 02/04/2027 713448CT3 40632 Pepsi Co 12/15/2022 5,000,000.00 4,875,300.00 4,914,124.27 2.750 867 394 4.441 04/30/2025 931142EW9 40603 Wal-Mart 10/07/2022 3,000,000.00 2,956,920.00 2,980,427.28 3.900 1,068 526 4.387 09/09/2025 931142ER0 40608 Wal-Mart 10/20/2022 10,000,000.00 9,167,500.00 9,191,202.27 1.050 1,428 899 4.684 09/17/2026 931142ER0 40660 Wal-Mart 04/05/2023 18,875,000.00 17,303,656.25 17,592,480.22 1.050 1,261 899 4.035 09/17/2026 931142EE9 40734 Wal-Mart 01/19/2024 14,400,000.00 14,026,032.00 14,135,503.69 3.700 1,620 1,547 4.179 06/26/2028 Subtotal and Average 308,285,023.58 316,235,000.00 304,019,396.89 308,401,737.86 1,360 909 4.100 Negotiable CDs
89115DDN3 40743 Toronto Dominion Bank 03/21/2024 25,000,000.00 24,997,500.00 25,000,000.00 5.370 344 333 5.370 02/28/2025 Subtotal and Average 8,870,967.74 25,000,000.00 24,997,500.00 25,000,000.00 344 333 5.370 Commercial Paper Discounts
47816FG13 40729 Johnson & Johnson 01/19/2024 25,000,000.00 24,662,000.00 24,675,812.50 5.130 164 91 5.253 07/01/2024 89233GG18 40726 Toyota Motor Credit Corp 01/08/2024 50,000,000.00 49,324,000.00 49,333,930.55 5.270 175 91 5.409 07/01/2024 Subtotal and Average 73,846,513.89 75,000,000.00 73,986,000.00 74,009,743.05 171 91 5.357 Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,364,625.00 2,499,967.60 0.500 1,812 469 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,272,400.00 9,997,137.78 0.480 1,826 654 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,272,400.00 9,996,998.24 0.480 1,826 654 0.497 01/15/2026 3133ENS43 40607 Federal Farm Credit Bank 10/17/2022 10,000,000.00 9,956,200.00 9,988,457.78 4.375 731 199 4.599 10/17/2024 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,957,730.00 2,999,474.87 1.500 1,826 136 1.549 08/15/2024 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,683,500.00 4,995,546.94 0.375 1,824 540 0.436 09/23/2025 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,908,800.00 9,998,077.54 1.750 1,821 92 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,810,700.00 9,998,160.62 1.625 1,820 197 1.661 10/15/2024 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,483,500.00 9,994,980.42 0.500 1,824 442 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,393,300.00 9,992,572.32 0.375 1,700 511 0.429 08/25/2025 3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,347,300.00 10,013,131.21 0.500 1,766 585 0.417 11/07/2025 Subtotal and Average 90,472,899.84 90,500,000.00 86,450,455.00 90,474,505.32 1,683 416 1.246 Treasury Coupon Securities
9128283Z1 40578 U.S. Treasury 09/02/2022 30,000,000.00 29,381,700.00 29,795,019.75 2.750 910 333 3.539 02/28/2025 9128284Z0 40586 U.S. Treasury 09/15/2022 10,000,000.00 9,713,700.00 9,865,862.77 2.750 1,081 517 3.760 08/31/2025 9128286Z8 40727 U.S. Treasury 01/19/2024 50,000,000.00 49,553,500.00 49,592,360.05 1.750 163 90 5.118 06/30/2024 91282CCX7 40732 U.S. Treasury 01/19/2024 30,000,000.00 29,347,800.00 29,376,196.29 0.375 240 167 5.079 09/15/2024 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Treasury Coupon Securities
91282CCX7 40735 U.S. Treasury 02/06/2024 25,000,000.00 24,456,500.00 24,474,011.12 0.375 222 167 5.133 09/15/2024 91282CDB4 40737 U.S. Treasury 02/23/2024 20,000,000.00 19,515,200.00 19,523,218.09 0.625 235 197 5.184 10/15/2024 Subtotal and Average 162,406,024.95 165,000,000.00 161,968,400.00 162,626,668.07 387 199 4.749 Treasury Discounts
912796ZW2 40723 U.S. Treasury 01/04/2024 20,000,000.00 19,768,200.00 19,776,000.00 5.040 168 80 5.247 06/20/2024 912796Y45 40724 U.S. Treasury 01/04/2024 30,000,000.00 29,621,700.00 29,634,600.00 5.040 175 87 5.253 06/27/2024 912797FS1 40725 U.S. Treasury 01/05/2024 25,000,000.00 24,735,500.00 24,743,993.06 5.050 160 73 5.252 06/13/2024 912797HH3 40739 U.S. Treasury 02/29/2024 20,000,000.00 19,909,000.00 19,909,583.33 5.250 63 31 5.387 05/02/2024 912797FS1 40740 U.S. Treasury 03/06/2024 20,000,000.00 19,788,400.00 19,789,922.22 5.180 99 73 5.342 06/13/2024 912797HS9 40741 U.S. Treasury 03/18/2024 20,000,000.00 19,827,600.00 19,829,096.66 5.214 73 59 5.358 05/30/2024 912797KL0 40744 U.S. Treasury 03/21/2024 25,000,000.00 24,392,250.00 24,392,593.75 5.115 182 171 5.324 09/19/2024 912797KC0 40747 U.S. Treasury 03/28/2024 20,000,000.00 19,592,400.00 19,592,847.29 5.125 147 143 5.322 08/22/2024 Subtotal and Average 168,572,062.77 180,000,000.00 177,635,050.00 177,668,636.31 138 91 5.306 Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,262,600.00 10,000,000.00 1.000 1,826 749 1.000 04/20/2026 31424WAJ1 40709 Federal Agricultural Mtg Corp 10/10/2023 20,000,000.00 19,995,800.00 20,000,000.00 5.800 1,827 1,653 5.800 10/10/2028 3133ELJ47 40282 Federal Farm Credit Bank 06/17/2020 10,000,000.00 9,895,100.00 10,000,000.00 0.580 1,461 77 0.580 06/17/2024 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,281,100.00 10,000,000.00 0.500 1,820 631 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,255,100.00 10,000,000.00 0.800 1,826 707 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,731,300.00 10,003,101.76 1.010 1,096 245 0.963 12/02/2024 3133ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 9,767,916.00 10,349,528.50 1.600 1,461 666 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 14,162,068.50 15,143,466.56 2.180 1,826 1,051 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 147,951.00 149,741.20 1.940 896 155 2.363 09/03/2024 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,354,155.00 3,422,604.71 0.480 1,046 336 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,468,400.00 19,951,120.83 3.090 1,277 567 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,435,000.00 20,000,000.00 3.650 1,644 939 3.650 10/27/2026 3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 5,002,556.00 5,185,791.30 3.450 1,820 1,156 3.545 06/01/2027 3133EMSW3 40720 Federal Farm Credit Bank 12/18/2023 5,000,000.00 4,422,400.00 4,421,305.32 1.400 1,544 1,439 4.669 03/10/2028 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,295,500.00 10,000,000.00 0.600 1,826 667 0.540 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,251,000.00 10,000,000.00 0.500 1,826 695 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,251,000.00 9,997,720.00 0.500 1,826 695 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 19,483,400.00 19,998,129.87 1.000 1,094 228 1.015 11/15/2024 3130APZU2 40417 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,886,966.00 1,900,000.00 0.875 910 57 0.875 05/28/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,740,352.50 4,873,424.27 0.850 1,088 235 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,652,951.00 2,722,205.46 0.750 1,074 221 0.923 11/08/2024 3130APMH5 40422 Federal Home Loan Bank 12/01/2021 3,150,000.00 3,131,541.00 3,149,751.41 0.625 898 46 0.687 05/17/2024 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 12,897,746.00 13,240,237.35 1.050 1,067 231 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,430,827.00 2,482,334.70 1.000 1,004 200 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,874,150.00 4,996,355.42 1.625 1,095 291 1.260 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 23,272,000.00 24,757,193.34 0.960 1,507 703 1.481 03/05/2026 3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,591,400.00 20,000,000.00 2.000 1,096 302 1.469 01/28/2025 3130AQN58 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,629,980.00 13,995,203.70 1.750 1,096 301 1.443 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,908,760.00 7,195,464.00 1.750 1,369 575 1.491 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,591,400.00 20,000,000.00 2.000 1,096 302 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 12,327,875.00 12,499,137.50 2.000 1,004 210 1.365 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 974,690.00 997,548.61 2.375 1,096 357 2.137 03/24/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,527,330.45 1,559,359.67 1.850 1,005 270 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,288,964.00 2,346,041.81 1.750 1,074 333 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 19,380,600.00 19,763,930.40 0.620 993 252 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 783,593.25 807,323.06 0.700 1,196 455 2.500 06/30/2025 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,355,620.00 1,382,891.09 1.250 1,023 302 2.800 01/28/2025 3130AMU67 40517 Federal Home Loan Bank 04/11/2022 6,000,000.00 5,930,700.00 5,968,364.31 0.400 809 88 2.661 06/28/2024 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 22,365,894.00 22,765,008.67 1.100 1,008 287 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 22,678,944.00 23,103,633.86 1.250 1,022 301 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 3,017,282.40 3,051,287.03 2.000 870 149 2.724 08/28/2024 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 19,238,800.00 20,000,000.00 3.250 1,826 1,123 3.250 04/29/2027 3130ARVT5 40544 Federal Home Loan Bank 05/24/2022 3,630,000.00 3,619,436.70 3,630,639.35 3.000 724 46 2.716 05/17/2024 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,411,600.00 19,712,421.59 0.625 918 240 2.916 11/27/2024 3130AMU67 40546 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,769,000.00 19,890,823.08 0.400 766 88 2.740 06/28/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,794,399.90 8,895,281.72 2.800 871 207 3.000 10/25/2024 3130AS6D6 40560 Federal Home Loan Bank 06/15/2022 1,250,000.00 1,243,800.00 1,248,345.06 2.875 730 74 3.557 06/14/2024 3130APZK4 40673 Federal Home Loan Bank 05/24/2023 26,000,000.00 24,506,300.00 24,682,134.37 1.190 917 604 4.466 11/26/2025 3130AQ4B6 40677 Federal Home Loan Bank 06/01/2023 25,000,000.00 24,283,000.00 24,350,337.90 1.200 571 266 4.954 12/23/2024 3130ARCZ2 40679 Federal Home Loan Bank 06/02/2023 8,500,000.00 8,185,330.00 8,218,907.52 2.160 845 541 4.537 09/24/2025 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,544,600.00 9,997,811.11 0.700 1,826 399 0.720 05/05/2025 3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,571,600.00 10,000,000.00 0.700 1,789 365 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 37,990,000.00 40,000,000.00 0.750 1,821 443 0.750 06/18/2025 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,871,620.00 1,944,693.71 0.650 1,315 574 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,406,055.00 1,459,205.73 0.570 1,282 541 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 16,402,646.70 17,016,553.58 0.600 1,288 547 2.500 09/30/2025 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,968,900.00 10,000,000.00 3.750 1,096 393 3.292 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,684,305.60 12,920,178.74 3.125 1,070 406 3.270 05/12/2025 3134GXYM0 40556 Federal Home Loan Mtg Corp 06/28/2022 5,615,000.00 5,583,892.90 5,611,790.79 3.125 731 88 3.372 06/28/2024 3134GYDA7 40638 Federal Home Loan Mtg Corp 01/26/2023 15,000,000.00 14,977,350.00 15,000,000.00 5.020 547 116 5.020 07/26/2024 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3134GXR63 40643 Federal Home Loan Mtg Corp 01/17/2023 10,000,000.00 9,876,500.00 9,928,750.61 4.050 954 514 4.591 08/28/2025 3134GXCS1 40680 Federal Home Loan Mtg Corp 06/02/2023 8,375,000.00 7,811,278.75 7,885,669.55 0.625 907 603 4.402 11/25/2025 3134H1FN8 40706 Federal Home Loan Mtg Corp 10/12/2023 15,000,000.00 14,996,250.00 15,000,000.00 5.625 1,827 1,655 5.625 10/12/2028 3134H1FP3 40707 Federal Home Loan Mtg Corp 10/12/2023 25,000,000.00 24,994,000.00 25,000,000.00 5.650 1,827 1,655 5.650 10/12/2028 3134H1HN6 40715 Federal Home Loan Mtg Corp 11/16/2023 6,361,000.00 6,390,006.16 6,396,261.60 5.500 1,800 1,663 5.167 10/20/2028 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 28,570,200.00 30,000,000.00 0.850 1,826 448 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 13,881,300.00 15,000,000.00 0.550 1,826 667 0.550 01/28/2026 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,217,413.00 2,291,262.15 0.550 1,232 491 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,615,392.80 1,671,858.20 0.625 1,255 514 2.500 08/28/2025 3135GAJZ5 40708 Federal National Mtg Assn 10/16/2023 20,000,000.00 20,010,400.00 20,000,000.00 5.700 1,827 1,659 5.700 10/16/2028 Subtotal and Average 869,308,330.58 805,716,000.00 778,117,290.61 799,932,132.07 1,339 585 2.570 Supranational
45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,750,520.00 11,000,507.75 1.700 1,773 228 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,729,700.00 9,999,358.83 0.340 1,433 197 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,267,700.00 10,000,000.00 0.650 1,822 690 0.650 02/20/2026 45818WEK8 40693 IADB 07/24/2023 9,420,000.00 9,322,126.20 9,322,279.77 4.375 1,676 1,424 4.673 02/24/2028 45818WEU6 40716 IADB 11/17/2023 20,000,000.00 20,038,400.00 20,004,379.63 5.125 1,096 960 5.116 11/17/2026 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,867,400.00 2,997,542.55 0.625 1,826 386 0.704 04/22/2025 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 19,202,600.00 20,065,307.20 0.750 1,520 344 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,353,300.00 9,998,804.93 0.500 1,751 575 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,353,300.00 9,997,823.27 0.500 1,751 575 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,681,278.95 4,831,050.53 2.500 1,413 238 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,426,200.00 9,980,739.12 0.375 1,657 483 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,840,200.00 10,048,455.56 1.500 1,314 149 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,627,400.00 5,000,000.00 0.600 1,826 688 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,627,400.00 5,000,000.00 0.600 1,826 688 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,601,300.00 10,012,947.88 0.750 1,460 344 0.611 03/11/2025 459058JT1 40662 IBRD 04/12/2023 5,000,000.00 4,453,600.00 4,585,189.04 0.850 1,400 1,045 4.010 02/10/2027 459058JT1 40664 IBRD 04/24/2023 10,000,000.00 8,907,200.00 9,147,647.51 0.850 1,388 1,045 4.100 02/10/2027 45906M4E8 40692 IBRD 07/24/2023 25,000,000.00 24,472,500.00 24,875,211.63 4.500 1,799 1,547 4.632 06/26/2028 45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 8,285,805.00 8,555,645.28 0.425 1,413 232 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,224,000.00 9,989,634.22 0.450 1,826 675 0.507 02/05/2026 45950VRK4 40616 International Finance Corp 11/18/2022 5,000,000.00 4,962,050.00 5,000,000.00 5.000 1,823 1,323 5.000 11/15/2027 Subtotal and Average 213,307,576.72 211,735,000.00 202,993,980.15 210,412,524.70 1,584 710 2.000 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Asset Backed Securities
448980AD4 40670 Hyundai Auto Lease Sec 05/24/2023 14,000,000.00 13,960,240.00 13,999,769.80 5.150 1,118 805 5.207 06/15/2026 437927AC0 40674 American Honda Finance Corp 05/30/2023 10,000,000.00 9,971,000.00 9,998,683.81 4.930 1,630 1,323 4.988 11/15/2027 891941AD8 40671 Toyota Motor Credit Corp 05/23/2023 10,000,000.00 9,926,200.00 9,999,542.16 4.710 1,729 1,415 4.759 02/15/2028 89238JAC9 40676 Toyota Motor Credit Corp 06/01/2023 7,441,327.48 7,250,829.50 7,207,983.93 0.710 1,049 744 5.694 04/15/2026 Subtotal and Average 41,484,148.86 41,441,327.48 41,108,269.50 41,205,979.70 1,378 1,068 5.130 Municipal Bonds
13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,920,350.00 5,074,899.33 3.375 1,814 365 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,722,281.50 10,356,174.52 2.650 1,545 730 1.392 04/01/2026 13063DRD2 40581 State of California GO 09/09/2022 5,570,000.00 5,280,749.90 5,397,459.53 2.375 1,483 913 3.721 10/01/2026 13063D3A4 40620 State of California GO 11/17/2022 5,000,000.00 5,117,700.00 5,144,942.61 5.700 1,414 913 4.424 10/01/2026 13063D3A4 40626 State of California GO 12/08/2022 7,075,000.00 7,241,545.50 7,308,042.15 5.700 1,393 913 4.257 10/01/2026 13063DC48 40649 State of California GO 02/01/2023 12,000,000.00 10,862,040.00 10,982,020.00 1.700 1,826 1,401 4.175 02/01/2028 13063D3N6 40655 State of California GO 03/15/2023 7,000,000.00 7,042,350.00 7,000,000.00 4.846 1,447 1,064 4.845 03/01/2027 13063DRD2 40717 State of California GO 12/11/2023 5,460,000.00 5,176,462.20 5,178,150.48 2.375 1,025 913 4.598 10/01/2026 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,302,578.65 1,385,000.00 0.765 1,749 548 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,395,200.00 10,012,388.55 0.885 1,825 579 0.805 11/01/2025 13067WRC8 40623 CA Dept of Water Resource Pwr 11/28/2022 3,155,000.00 2,957,402.35 2,967,710.11 0.790 1,099 609 4.648 12/01/2025 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,493,400.00 10,000,000.00 0.550 1,683 426 0.550 06/01/2025 34153QUC8 40313 Florida State Brd of Edu GO 10/22/2020 5,000,000.00 4,959,300.00 4,999,808.31 0.390 1,318 61 0.413 06/01/2024 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,805,036.70 14,615,000.00 0.520 1,800 487 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,273,785.45 4,345,000.00 0.420 1,435 122 0.420 08/01/2024 373384TP1 40736 State of Georgia GO 02/16/2024 1,500,000.00 1,483,230.00 1,487,986.36 4.150 501 456 4.816 07/01/2025 419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,705,900.00 5,004,540.63 0.852 1,798 548 0.790 10/01/2025 419792G34 40648 State of Hawaii GO 01/25/2023 25,000,000.00 22,660,250.00 23,207,380.07 1.535 1,649 1,217 3.902 08/01/2027 419792G34 40681 State of Hawaii GO 06/05/2023 2,530,000.00 2,293,217.30 2,320,544.41 1.535 1,518 1,217 4.272 08/01/2027 419792F92 40684 State of Hawaii GO 06/12/2023 7,975,000.00 7,568,992.75 7,600,861.53 1.033 781 487 4.775 08/01/2025 419792M29 40718 State of Hawaii GO 12/19/2023 4,360,000.00 4,428,800.80 4,427,883.47 5.000 1,382 1,278 4.509 10/01/2027 419792M37 40719 State of Hawaii GO 12/19/2023 2,000,000.00 2,045,120.00 2,038,402.09 5.000 1,748 1,644 4.519 10/01/2028 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,812,160.00 4,000,000.00 0.840 1,691 426 0.840 06/01/2025 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,639,392.20 3,712,475.59 3.320 1,418 153 0.511 09/01/2024 544351QQ5 40589 City of Los Angeles 09/28/2022 9,475,000.00 9,485,233.00 9,587,981.95 5.000 1,069 518 4.097 09/01/2025 544351QP7 40593 City of Los Angeles 09/28/2022 10,000,000.00 9,984,300.00 10,032,142.86 5.000 704 153 4.187 09/01/2024 57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 936,520.00 1,000,000.00 0.695 1,794 579 0.695 11/01/2025 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,722,650.00 5,001,630.29 0.660 1,822 487 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,920,450.00 5,000,162.95 0.510 1,457 122 0.500 08/01/2024 574193GK8 40652 Maryland State GO 03/03/2023 3,000,000.00 2,821,890.00 2,837,659.95 2.800 1,612 1,217 4.612 08/01/2027 574193WE4 40656 Maryland State GO 03/29/2023 16,360,000.00 16,119,017.20 16,360,000.00 4.000 1,082 713 3.999 03/15/2026 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
574193WF1 40678 Maryland State GO 06/02/2023 4,180,000.00 4,114,457.60 4,168,938.30 4.050 1,382 1,078 4.146 03/15/2027 6500354W5 40606 New York ST Urban Dev Corp Rev 10/11/2022 4,565,000.00 4,420,335.15 4,454,601.87 3.170 1,251 713 4.518 03/15/2026 649902T45 40596 NYS Dormitory Authority 10/05/2022 7,850,000.00 7,879,123.50 7,939,479.59 5.051 1,806 1,262 4.677 09/15/2027 64990FY57 40669 NYS Personal Income Tax Rev 05/18/2023 2,000,000.00 1,893,820.00 1,912,936.79 3.059 1,763 1,444 4.288 03/15/2028 64990FS96 40682 NYS Personal Income Tax Rev 06/09/2023 7,075,000.00 6,607,201.00 6,602,638.84 2.657 1,712 1,415 4.592 02/15/2028 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,425,745.00 2,449,330.39 1.438 1,517 91 1.551 07/01/2024 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,914,320.00 4,000,000.00 2.667 1,746 320 2.667 02/15/2025 80168FQH2 40705 Santa Clara Vly Ca Wtr Dist 10/02/2023 15,000,000.00 14,896,200.00 14,879,713.60 4.250 426 244 5.500 12/01/2024 84247PJB8 40710 Southern Cal Public Pwr Auth 10/26/2023 2,500,000.00 2,453,325.00 2,428,296.11 3.938 979 821 5.320 07/01/2026 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,602,016.00 1,705,221.64 5.000 1,797 548 0.550 10/01/2025 882724V38 40711 State of Texas GO 11/15/2023 7,400,000.00 7,407,178.00 7,400,000.00 5.616 321 183 5.608 10/01/2024 882724V61 40712 State of Texas GO 11/15/2023 5,000,000.00 5,120,700.00 5,000,000.00 5.332 1,416 1,278 5.332 10/01/2027 882724RC3 40742 State of Texas GO 03/20/2024 7,810,000.00 7,240,416.70 7,218,325.21 2.182 1,290 1,278 4.549 10/01/2027 91412GVB8 40153 UC General Revenue Bonds 08/14/2019 1,000,000.00 997,690.00 1,002,105.37 3.638 1,736 44 1.831 05/15/2024 91412HFL2 40293 UC General Revenue Bonds 07/16/2020 1,000,000.00 994,420.00 1,000,000.00 0.833 1,399 44 0.833 05/15/2024 91412HFL2 40294 UC General Revenue Bonds 07/16/2020 650,000.00 646,373.00 650,000.00 0.833 1,399 44 0.833 05/15/2024 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,117,141.30 2,221,076.07 0.883 1,617 409 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,402,719.20 3,570,927.01 0.883 1,612 409 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,558,200.00 10,030,153.81 0.883 1,611 409 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,690,740.00 7,029,154.08 0.883 1,574 409 0.507 05/15/2025 91412GU94 40594 UC General Revenue Bonds 09/27/2022 3,820,000.00 3,734,775.80 3,755,667.20 3.063 1,008 456 4.509 07/01/2025 91412HGE7 40595 UC General Revenue Bonds 09/27/2022 3,000,000.00 2,867,460.00 2,886,074.56 0.883 961 409 4.509 05/15/2025 91412GU94 40619 UC General Revenue Bonds 11/17/2022 4,685,000.00 4,580,477.65 4,597,342.36 3.063 957 456 4.669 07/01/2025 91412HJN4 40636 UC General Revenue Bonds 01/04/2023 2,015,000.00 1,822,043.60 1,816,222.85 1.272 1,592 1,139 4.812 05/15/2027 91412GU94 40651 UC General Revenue Bonds 02/14/2023 2,020,000.00 1,974,933.80 1,984,615.82 3.063 868 456 4.556 07/01/2025 91412GU94 40668 UC General Revenue Bonds 05/18/2023 13,815,000.00 13,506,787.35 13,620,023.82 3.063 775 456 4.254 07/01/2025 91412HGF4 40704 UC General Revenue Bonds 09/27/2023 5,005,000.00 4,534,780.25 4,481,920.56 1.316 1,326 1,139 5.019 05/15/2027 91412HGF4 40721 UC General Revenue Bonds 12/22/2023 6,190,000.00 5,608,449.50 5,655,183.80 1.316 1,240 1,139 4.321 05/15/2027 917542QV7 40629 State of Utah GO 12/13/2022 3,763,576.98 3,715,704.28 3,735,110.32 3.539 931 456 4.183 07/01/2025 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 879,057.00 900,000.00 1.223 1,604 214 1.223 11/01/2024 923078CX5 40621 Ventura Cnty Pub Fin Auth Leas 11/21/2022 3,645,000.00 3,254,256.00 3,312,079.01 1.741 1,806 1,309 4.621 11/01/2027 97705MNM3 40177 State of Wisconsin GO 10/30/2019 500,000.00 498,580.00 500,000.00 1.857 1,645 30 1.857 05/01/2024 Subtotal and Average 352,846,930.04 357,798,576.98 344,536,732.18 351,293,386.72 1,355 697 3.237 Agency Floaters
31315PF38 40611 Federal Agricultural Mtg Corp 10/27/2022 2,500,000.00 2,506,025.00 2,500,000.00 5.830 833 311 4.031 02/06/2025 31315P6T1 40612 Federal Agricultural Mtg Corp 10/27/2022 3,000,000.00 3,009,420.00 3,000,000.00 5.830 908 386 4.066 04/22/2025 Subtotal and Average 5,500,000.00 5,500,000.00 5,515,445.00 5,500,000.00 874 352 4.050 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Mortgage Backed Securities
30298LAA9 40173 Federal Home Loan Mtg Corp 09/30/2019 1,221,157.09 1,213,769.09 1,221,157.09 1.990 1,699 54 1.962 05/25/2024 30314KAS2 40180 Federal Home Loan Mtg Corp 10/18/2019 1,160,729.03 1,147,438.68 1,166,249.46 2.090 1,742 115 1.941 07/25/2024 30298LAA9 40231 Federal Home Loan Mtg Corp 02/27/2020 143,485.99 142,617.90 145,279.56 1.990 1,549 54 1.590 05/25/2024 3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,715,000.00 10,823,437.50 2.770 1,825 419 1.043 05/25/2025 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,088,330.77 2,943,549.82 3,103,435.80 0.830 1,766 419 0.695 05/25/2025 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,412,354.25 4,336,373.51 4,841,676.32 3.062 1,458 268 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 3,680,212.34 3,443,206.67 3,698,260.10 0.670 1,768 603 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 3,697,466.65 3,628,361.00 3,971,079.18 2.588 1,492 358 0.554 03/25/2025 3137FBTA4 40605 Federal Home Loan Mtg Corp 10/12/2022 8,439,533.03 8,354,209.35 8,224,915.70 3.064 683 146 4.546 08/25/2024 30329MAA0 40609 Federal Home Loan Mtg Corp 10/28/2022 3,222,912.36 2,944,517.19 2,887,365.29 2.080 1,701 1,180 4.989 06/25/2027 30329MAA0 40610 Federal Home Loan Mtg Corp 10/28/2022 4,143,744.48 3,785,807.83 3,712,326.81 2.080 1,701 1,180 4.989 06/25/2027 3137BJQ71 40635 Federal Home Loan Mtg Corp 12/22/2022 7,101,000.00 6,898,621.50 6,821,398.13 2.770 885 419 4.445 05/25/2025 3132XGRH1 40647 Federal Home Loan Mtg Corp 01/24/2023 19,897,370.40 19,195,590.15 19,807,210.44 3.690 1,742 1,309 3.821 11/01/2027 3137FBAJ5 40665 Federal Home Loan Mtg Corp 05/08/2023 4,805,000.00 4,579,981.85 4,664,979.30 3.281 1,570 1,241 3.997 08/25/2027 3132XGRH1 40666 Federal Home Loan Mtg Corp 05/09/2023 9,948,685.20 9,597,795.07 9,856,970.76 3.690 1,637 1,309 3.946 11/01/2027 3132XFLR7 40672 Federal Home Loan Mtg Corp 05/25/2023 6,700,000.00 6,503,221.00 6,614,156.25 4.250 1,682 1,370 4.597 01/01/2028 30312XAE7 40683 Federal Home Loan Mtg Corp 06/23/2023 4,724,470.24 4,636,358.87 4,542,319.76 2.250 490 207 5.576 10/25/2024 30333AAA0 40697 Federal Home Loan Mtg Corp 08/17/2023 7,986,522.49 7,802,912.34 7,814,396.96 4.250 1,774 1,546 4.793 06/25/2028 30333MAA4 40699 Federal Home Loan Mtg Corp 09/22/2023 9,995,434.26 9,794,925.85 9,723,098.66 4.390 1,799 1,607 5.373 08/25/2028 3132XGY42 40738 Federal Home Loan Mtg Corp 02/27/2024 2,243,000.00 2,207,403.59 2,216,276.76 4.650 1,739 1,705 4.973 12/01/2028 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,748,790.50 4,697,028.68 4,831,152.34 2.420 1,747 91 2.046 07/01/2024 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,540,387.51 7,899,519.06 2.390 1,825 306 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,256,523.50 7,531,484.38 2.240 1,806 275 2.021 01/01/2025 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 975,940.00 1,023,750.00 2.710 1,811 275 2.223 01/01/2025 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,436,195.00 3,577,656.25 2.960 1,731 214 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,405,095.75 2,348,215.24 2,603,275.64 2.967 1,763 358 1.008 03/25/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 2,326,201.71 2,292,890.50 2,499,922.45 2.624 1,434 238 0.543 11/25/2024 3136AR5S3 40579 Federal National Mtg Assn 09/12/2022 5,110,455.65 4,866,840.23 4,874,895.59 2.469 1,321 754 3.844 04/25/2026 3136AKQM8 40614 Federal National Mtg Assn 10/31/2022 3,135,557.21 3,117,653.18 3,050,554.22 3.056 603 85 4.805 06/25/2024 3138L8UV4 40618 Federal National Mtg Assn 11/18/2022 11,973,000.29 11,714,024.29 11,535,237.47 2.920 775 275 4.716 01/01/2025 3140HSZG9 40667 Federal National Mtg Assn 05/09/2023 3,868,804.56 3,750,109.64 3,804,878.61 3.440 1,027 699 4.440 03/01/2026 3140LKUP6 40685 Federal National Mtg Assn 07/03/2023 25,341,936.00 25,106,762.83 25,098,415.83 4.650 1,825 1,552 4.914 07/01/2028 3140LKYV9 40694 Federal National Mtg Assn 07/25/2023 7,896,000.00 7,846,018.32 7,841,098.13 4.790 1,773 1,522 5.001 06/01/2028 3140LKLH4 40698 Federal National Mtg Assn 08/18/2023 12,175,000.00 12,116,316.50 11,997,130.86 4.920 1,749 1,522 5.374 06/01/2028 Subtotal and Average 214,561,434.44 215,289,250.25 209,936,566.68 214,024,960.66 1,556 913 3.752 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Total and Average 2,630,490,095.96 2,668,663,466.29 2,590,713,397.59 2,639,998,586.04 1,120 563 3.491 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
March 31, 2024
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,630,490,095.96 2,668,663,466.29 1,120 563 3.491
0 0
287,616.76
287,616.76
287,616.76
287,616.76
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,591,001,014.35 2,640,286,202.80 Portfolio CITY
AP
Run Date: 04/02/2024 - 17:07 PM (PRF_PM2) 7.3.0

SECTION E

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
January 1, 2024 - March 31, 2024
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Investment Number
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 32936 003 CITY STPOOL 0.24% Purchase 01/12/2024 153,040.41 -153,040.41 32936 003 CITY STPOOL 0.24% Purchase 03/21/2024 3,729,000.00 -3,729,000.00 32936 003 CITY STPOOL 0.24% Purchase 03/28/2024 45,000,000.00 -45,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 03/29/2024 37,639,000.00 37,639,000.00 32936 003 CITY STPOOL 0.24% Interest 01/12/2024 153,040.41 153,040.41 37042 003 CSJFA STPOOL 0.22% Purchase 01/12/2024 54,415.52 -54,415.52 37042 003 CSJFA STPOOL 0.22% Interest 01/12/2024 54,415.52 54,415.52 40079 003 459058GQ0 IBRD 2.5% MAT Redemption 03/19/2024 03/19/2024 Maturity 5,000,000.00 5,000,000.00 40079 003 459058GQ0 IBRD 2.5% MAT Interest 03/19/2024 03/19/2024 62,500.00 62,500.00 40142 003 3135G0V75 FNMA 1.75% MAT Interest 01/02/2024 07/02/2024 87,500.00 87,500.00 40157 003 3130AGWK7 FEDERAL HOME Interest 02/15/2024 08/15/2024 22,500.00 22,500.00 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 01/25/2024 07/01/2024 9,947.54 9,947.54 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 01/25/2024 07/01/2024 7,908.30 7,908.30 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 02/25/2024 07/01/2024 9,931.06 9,931.06 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 02/25/2024 07/01/2024 7,932.95 7,932.95 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 03/25/2024 07/01/2024 9,274.88 9,274.88 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 03/25/2024 07/01/2024 8,914.50 8,914.50 40173 003 30298LAA9 FRESB 2019-SB65 Interest 01/25/2024 05/25/2024 4,217.63 4,217.63 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 01/25/2024 05/25/2024 1,058,694.54 1,058,694.54 40173 003 30298LAA9 FRESB 2019-SB65 Interest 02/25/2024 05/25/2024 2,461.96 2,461.96 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 02/25/2024 05/25/2024 2,613.50 2,613.50 40173 003 30298LAA9 FRESB 2019-SB65 Interest 03/25/2024 05/25/2024 2,457.63 2,457.63 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 03/25/2024 05/25/2024 260,828.49 260,828.49 40180 003 30314KAS2 FRESB 2019-SB67 Interest 01/25/2024 07/25/2024 2,028.96 2,028.96 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 01/25/2024 07/25/2024 1,335.52 1,335.52 40180 003 30314KAS2 FRESB 2019-SB67 Interest 02/25/2024 07/25/2024 2,026.63 2,026.63 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 02/25/2024 07/25/2024 1,341.43 1,341.43 40180 003 30314KAS2 FRESB 2019-SB67 Interest 03/25/2024 07/25/2024 2,024.30 2,024.30 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 03/25/2024 07/25/2024 1,547.10 1,547.10 40185 003 649791PP9 NEW YORK ST, Redemption 02/15/2024 02/15/2024 Maturity 5,000,000.00 5,000,000.00 40185 003 649791PP9 NEW YORK ST, Interest 02/15/2024 02/15/2024 50,250.00 50,250.00 40196 003 912828W48 UNITED STATES Redemption 02/29/2024 02/29/2024 Maturity 15,000,000.00 15,000,000.00 40196 003 912828W48 UNITED STATES Interest 02/29/2024 02/29/2024 159,375.00 159,375.00 40202 003 3138L84Z4 FN AM8039 2.39% Interest 01/25/2024 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 02/25/2024 02/01/2025 15,943.76 15,943.76 40202 003 3138L84Z4 FN AM8039 2.39% Interest 03/25/2024 02/01/2025 14,915.13 14,915.13 40203 003 3140HWYW6 FN BL5224 2.240 Interest 01/25/2024 01/01/2025 14,370.22 14,370.22 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 02/26/2024 01/01/2025 14,370.22 14,370.22 40203 003 3140HWYW6 FN BL5224 2.240 Interest 03/25/2024 01/01/2025 13,443.11 13,443.11 40207 003 6500354U9 NEW YORK ST Redemption 03/15/2024 03/15/2024 Maturity 5,000,000.00 5,000,000.00 40207 003 6500354U9 NEW YORK ST Interest 03/15/2024 03/15/2024 71,500.00 71,500.00 40209 003 3138LL3J2 FN AN8000 2.71% Interest 01/25/2024 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 02/26/2024 01/01/2025 2,333.61 2,333.61 40209 003 3138LL3J2 FN AN8000 2.71% Interest 03/25/2024 01/01/2025 2,183.06 2,183.06 40225 003 3138L8CE2 FN AM7268 2.960% Interest 01/25/2024 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 02/25/2024 11/01/2024 8,921.11 8,921.11 40225 003 3138L8CE2 FN AM7268 2.960% Interest 03/25/2024 11/01/2024 8,345.56 8,345.56 40231 003 30298LAA9 FRESB 2019-SB65 Interest 01/25/2024 05/25/2024 495.57 495.57 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 01/25/2024 05/25/2024 124,396.61 124,396.61 40231 003 30298LAA9 FRESB 2019-SB65 Interest 02/25/2024 05/25/2024 289.28 289.28 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 02/25/2024 05/25/2024 307.09 307.09 40231 003 30298LAA9 FRESB 2019-SB65 Interest 03/25/2024 05/25/2024 288.77 288.77 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 03/25/2024 05/25/2024 30,647.35 30,647.35 40234 003 574193SP4 MARYLAND ST, Redemption 03/15/2024 03/15/2024 Maturity 1,000,000.00 1,000,000.00 40234 003 574193SP4 MARYLAND ST, Interest 03/15/2024 03/15/2024 4,850.00 4,850.00 40256 003 76913CAZ2 RIVERSIDE CNTY Interest 02/15/2024 02/15/2025 53,340.00 53,340.00 40262 003 64990GZW5 NYSHGR 1.438% Interest 01/02/2024 07/01/2024 17,615.50 17,615.50 40265 003 3134GVSN9 FEDERAL HOME LN Interest 01/02/2024 04/01/2025 35,000.00 35,000.00 40266 003 3137BJQ71 FHMS KPLB A Interest 01/25/2024 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 02/25/2024 05/25/2025 23,083.33 23,083.33 40266 003 3137BJQ71 FHMS KPLB A Interest 03/25/2024 05/25/2025 23,083.33 23,083.33 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 01/25/2024 03/25/2025 6,023.25 6,023.25 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 01/25/2024 03/25/2025 3,970.76 3,970.76 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 02/25/2024 03/25/2025 5,819.37 5,819.37 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 02/25/2024 03/25/2025 29,062.52 29,062.52 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 03/25/2024 03/25/2025 5,753.71 5,753.71 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 03/25/2024 03/25/2025 4,338.44 4,338.44 40281 003 3136G4WU3 FNMA 0.85% MAT Interest 01/16/2024 06/23/2025 127,500.00 127,500.00 40295 003 30315EAA4 FRESB 2020-SB76 Interest 01/25/2024 05/25/2025 2,146.41 2,146.41 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 01/25/2024 05/25/2025 4,767.28 4,767.28 40295 003 30315EAA4 FRESB 2020-SB76 Interest 02/25/2024 05/25/2025 2,143.11 2,143.11 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 02/25/2024 05/25/2025 4,782.16 4,782.16 40295 003 30315EAA4 FRESB 2020-SB76 Interest 03/25/2024 05/25/2025 2,139.80 2,139.80 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 03/25/2024 05/25/2025 5,356.72 5,356.72 40297 003 574193TR9 MARYLAND ST, Interest 02/01/2024 08/01/2025 16,500.00 16,500.00 40298 003 574193TQ1 MARYLAND ST, Interest 02/01/2024 08/01/2024 12,750.00 12,750.00 40299 003 31422BJ27 FEDERAL AGRIC Interest 01/14/2024 07/14/2025 6,250.00 6,250.00 40304 003 373385FQ1 GEORGIA ST, Interest 02/01/2024 08/01/2025 37,999.00 37,999.00 40305 003 373385FP3 GAS 0.42% MAT Interest 02/01/2024 08/01/2024 9,124.50 9,124.50 40309 003 3137EAEX3 FEDERAL HOME LN Interest 03/25/2024 09/23/2025 9,375.00 9,375.00 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40315 003 544351MQ9 LOS ANGELES Interest 03/01/2024 09/01/2024 60,922.00 60,922.00 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 01/25/2024 11/25/2024 5,064.41 5,064.41 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 01/25/2024 11/25/2024 750.80 750.80 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 02/25/2024 11/25/2024 4,899.36 4,899.36 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 02/25/2024 11/25/2024 753.70 753.70 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 03/25/2024 11/25/2024 4,897.76 4,897.76 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 03/25/2024 11/25/2024 865.75 865.75 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 01/25/2024 12/25/2024 11,317.30 11,317.30 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 01/25/2024 12/25/2024 7,323.08 7,323.08 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 02/25/2024 12/25/2024 11,298.61 11,298.61 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 02/25/2024 12/25/2024 7,348.46 7,348.46 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 03/25/2024 12/25/2024 11,279.86 11,279.86 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 03/25/2024 12/25/2024 8,232.53 8,232.53 40329 003 3135G05X7 FEDERAL NATL MTGInterest 02/26/2024 08/25/2025 18,750.00 18,750.00 40331 003 3135G06R9 FNMA 0.55% MAT Interest 01/29/2024 01/28/2026 41,250.00 41,250.00 40334 003 31422B6K1 FEDERAL AGRIC Interest 01/15/2024 01/15/2026 24,000.00 24,000.00 40335 003 459058JA2 IBRD 0.75% MAT Interest 03/11/2024 03/11/2025 75,000.00 75,000.00 40337 003 31422B6K1 FEDERAL AGRIC Interest 01/15/2024 01/15/2026 24,000.00 24,000.00 40340 003 3130AKPW0 FEDERAL HOME Interest 01/29/2024 01/28/2026 25,000.00 25,000.00 40341 003 459058JE4 IBRD 0.375% MAT Interest 01/30/2024 07/28/2025 18,800.00 18,800.00 40342 003 30318CAA5 FRESB 2021-SB82 Interest 01/25/2024 11/25/2025 2,064.66 2,064.66 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 01/25/2024 11/25/2025 5,644.92 5,644.92 40342 003 30318CAA5 FRESB 2021-SB82 Interest 02/25/2024 11/25/2025 2,061.50 2,061.50 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 02/25/2024 11/25/2025 5,662.45 5,662.45 40342 003 30318CAA5 FRESB 2021-SB82 Interest 03/25/2024 11/25/2025 2,058.34 2,058.34 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 03/25/2024 11/25/2025 6,366.95 6,366.95 40344 003 459056HV2 IBRD 1.5% MAT Interest 02/28/2024 08/28/2024 75,000.00 75,000.00 40347 003 45950VPL4 IFC 0.45% MAT Interest 02/05/2024 02/05/2026 22,500.00 22,500.00 40348 003 46625HJT8 JPM 3.875% MAT Redemption 02/01/2024 02/01/2024 Maturity 15,000,000.00 15,000,000.00 40348 003 46625HJT8 JPM 3.875% MAT Interest 02/01/2024 02/01/2024 290,625.00 290,625.00 40349 003 69371RR24 PACCAR FINANCIAL Redemption 02/02/2024 02/02/2024 Maturity 7,000,000.00 7,000,000.00 40349 003 69371RR24 PACCAR FINANCIAL Interest 02/02/2024 02/02/2024 12,250.00 12,250.00 40350 003 3130AKXX9 FEDERAL HOME Interest 02/26/2024 02/25/2026 25,000.00 25,000.00 40353 003 3130AKXX9 FEDERAL HOME Interest 02/26/2024 02/25/2026 25,000.00 25,000.00 40354 003 45905U5Y6 IBRD 0.6% MAT Interest 02/20/2024 02/18/2026 15,000.00 15,000.00 40355 003 45905U5Y6 IBRD 0.6% MAT Interest 02/20/2024 02/18/2026 15,000.00 15,000.00 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 01/25/2024 03/25/2025 9,163.30 9,163.30 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 01/25/2024 03/25/2025 4,162.50 4,162.50 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 02/25/2024 03/25/2025 9,154.32 9,154.32 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 02/25/2024 03/25/2025 542,956.84 542,956.84 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 03/25/2024 03/25/2025 7,983.35 7,983.35 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 03/25/2024 03/25/2025 4,239.38 4,239.38 40357 003 45818WCZ7 IADB 0.65% MAT Interest 02/20/2024 02/20/2026 32,500.00 32,500.00 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40358 003 3133EMSU7 FEDERAL FARM CR Interest 03/11/2024 03/09/2026 40,000.00 40,000.00 40359 003 459058JA2 IBRD 0.75% MAT Interest 03/11/2024 03/11/2025 37,500.00 37,500.00 40442 003 594918BX1 MICROSOFT CORP, Redemption 02/06/2024 02/06/2024 Maturity 1,025,000.00 1,025,000.00 40442 003 594918BX1 MICROSOFT CORP, Interest 02/06/2024 02/06/2024 14,734.38 14,734.38 40459 003 037833CG3 APPLE INC, SR GLBLRedemption 02/09/2024 02/09/2024 Maturity 10,000,000.00 10,000,000.00 40459 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2024 02/09/2024 150,000.00 150,000.00 40461 003 3130AQG49 FEDERAL HOME Interest 01/18/2024 10/18/2024 12,425.00 12,425.00 40463 003 037833DF4 APPLE INC, SR GLBLInterest 01/13/2024 01/13/2025 207,817.50 207,817.50 40467 003 3130AQCN1 FEDERAL HOME Interest 03/17/2024 01/17/2025 18,750.00 18,750.00 40470 003 3130ALHH0 FEDERAL HOME Interest 03/05/2024 03/05/2026 120,000.00 120,000.00 40471 003 037833CG3 APPLE INC, SR GLBLRedemption 02/09/2024 02/09/2024 Maturity 11,966,000.00 11,966,000.00 40471 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2024 02/09/2024 179,490.00 179,490.00 40472 003 3130AQQQ9 FEDERAL HOME Interest 01/29/2024 01/28/2025 87,500.00 87,500.00 40473 003 3130AQN58 FHLB 0.7% MAT Interest 01/29/2024 01/27/2025 122,500.00 122,500.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 01/29/2024 10/28/2025 29,250.00 29,250.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 01/29/2024 01/28/2025 87,500.00 87,500.00 40478 003 3130AQMU4 FEDERAL HOME Interest 01/29/2024 10/28/2024 54,687.50 54,687.50 40479 003 3133ENMH0 FFCB 1.6% MAT Interest 01/29/2024 01/27/2026 82,800.00 82,800.00 40485 003 037833CG3 APPLE INC, SR GLBLRedemption 02/09/2024 02/09/2024 Maturity 12,318,000.00 12,318,000.00 40485 003 037833CG3 APPLE INC, SR GLBLInterest 02/09/2024 02/09/2024 184,770.00 184,770.00 40486 003 3133ENPB0 FEDERAL FARM CR Interest 02/16/2024 02/16/2027 165,135.00 165,135.00 40495 003 3130ARAY7 FEDERAL HOME Interest 03/25/2024 03/24/2025 11,875.00 11,875.00 40496 003 3130ARBY6 FEDERAL HOME Redemption 03/28/2024 03/28/2025 Call 4,590,340.00 4,590,340.00 40496 003 3130ARBY6 FEDERAL HOME Cap G/L 03/28/2024 03/28/2025 9,660.00 9,660.00 40496 003 3130ARBY6 FEDERAL HOME Interest 03/28/2024 03/28/2025 57,500.00 57,500.00 40498 003 3133ENQC7 FEDERAL FARM CR Interest 03/04/2024 09/03/2024 1,455.00 1,455.00 40499 003 3130AQT78 FEDERAL HOME Interest 02/28/2024 02/28/2025 20,650.00 20,650.00 40500 003 3136G46V0 FNMA 0.31% MAT Redemption 01/26/2024 01/26/2024 Maturity 1,500,000.00 1,500,000.00 40500 003 3136G46V0 FNMA 0.31% MAT Interest 01/26/2024 01/26/2024 2,325.00 2,325.00 40503 003 3136G4H55 FEDERAL NATL MTGInterest 02/05/2024 08/05/2025 6,462.50 6,462.50 40504 003 3136G4R62 FEDERAL NATL MTGInterest 02/28/2024 08/28/2025 5,359.38 5,359.38 40506 003 3134GWUG9 FHLMC 0.57% MAT Interest 03/25/2024 09/24/2025 4,275.00 4,275.00 40511 003 3134GXMZ4 FEDERAL HOME LN Redemption 03/28/2024 03/28/2024 Maturity 1,033,000.00 1,033,000.00 40511 003 3134GXMZ4 FEDERAL HOME LN Interest 03/28/2024 03/28/2024 9,297.00 9,297.00 40516 003 3130AQJM6 FEDERAL HOME Interest 01/29/2024 01/28/2025 8,750.00 8,750.00 40518 003 3130AQGT4 FEDERAL HOME Interest 01/13/2024 01/13/2025 126,830.00 126,830.00 40519 003 3130AQMR1 FEDERAL HOME Interest 01/29/2024 01/27/2025 146,187.50 146,187.50 40520 003 3130AQZ48 FEDERAL HOME Interest 02/28/2024 08/28/2024 30,600.00 30,600.00 40522 003 3133EMSC7 FEDERAL FARM CR Interest 03/04/2024 03/03/2025 8,400.00 8,400.00 40549 003 3130ASBG3 FEDERAL HOME Redemption 03/15/2024 03/15/2024 Maturity 7,150,000.00 7,150,000.00 40549 003 3130ASBG3 FEDERAL HOME Interest 03/15/2024 03/15/2024 116,187.50 116,187.50 40557 003 594918BB9 MICROSOFT CORP, Interest 02/12/2024 02/12/2025 153,022.50 153,022.50 40564 003 594918BB9 MICROSOFT CORP, Interest 02/12/2024 02/12/2025 97,875.00 97,875.00 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40566 003 CAMP CAMP 1.27% Purchase 01/02/2024 30,038,000.00 -30,038,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/02/2024 593,658.16 -593,658.16 40566 003 CAMP CAMP 1.27% Purchase 01/03/2024 59,162,000.00 -59,162,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/05/2024 41,517,000.00 -41,517,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/09/2024 7,082,000.00 -7,082,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/10/2024 6,803,000.00 -6,803,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/11/2024 2,987,000.00 -2,987,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/16/2024 438,000.00 -438,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/17/2024 666,000.00 -666,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/19/2024 38,356,000.00 -38,356,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/22/2024 10,659,000.00 -10,659,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/23/2024 5,769,000.00 -5,769,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/24/2024 16,209,000.00 -16,209,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/25/2024 26,453,000.00 -26,453,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/29/2024 472,000.00 -472,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/30/2024 677,000.00 -677,000.00 40566 003 CAMP CAMP 1.27% Purchase 01/31/2024 8,781,000.00 -8,781,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/01/2024 25,837,000.00 -25,837,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/01/2024 690,225.13 -690,225.13 40566 003 CAMP CAMP 1.27% Purchase 02/05/2024 3,094,000.00 -3,094,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/07/2024 1,375,000.00 -1,375,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/08/2024 3,270,000.00 -3,270,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/13/2024 12,630,000.00 -12,630,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/15/2024 9,838,000.00 -9,838,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/20/2024 5,062,000.00 -5,062,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/21/2024 11,086,000.00 -11,086,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/22/2024 4,388,000.00 -4,388,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/26/2024 36,608,000.00 -36,608,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/27/2024 3,262,000.00 -3,262,000.00 40566 003 CAMP CAMP 1.27% Purchase 02/29/2024 975,000.00 -975,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/01/2024 680,040.33 -680,040.33 40566 003 CAMP CAMP 1.27% Purchase 03/04/2024 5,165,000.00 -5,165,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/05/2024 5,655,000.00 -5,655,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/07/2024 40,292,000.00 -40,292,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/11/2024 429,000.00 -429,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/12/2024 2,057,000.00 -2,057,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/13/2024 3,069,000.00 -3,069,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/14/2024 5,533,000.00 -5,533,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/15/2024 22,065,000.00 -22,065,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/19/2024 7,054,000.00 -7,054,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/25/2024 29,764,000.00 -29,764,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/26/2024 17,047,000.00 -17,047,000.00 40566 003 CAMP CAMP 1.27% Purchase 03/28/2024 47,554,000.00 -47,554,000.00 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40566 003 CAMP CAMP 1.27% Redemption 01/03/2024 50,000,000.00 50,000,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/04/2024 15,910,000.00 15,910,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/08/2024 26,474,000.00 26,474,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/12/2024 64,128,000.00 64,128,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/18/2024 1,865,000.00 1,865,000.00 40566 003 CAMP CAMP 1.27% Redemption 01/26/2024 45,699,000.00 45,699,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/02/2024 4,367,000.00 4,367,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/06/2024 12,878,000.00 12,878,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/09/2024 31,301,000.00 31,301,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/12/2024 1,110,000.00 1,110,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/14/2024 8,262,000.00 8,262,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/16/2024 14,766,000.00 14,766,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/23/2024 60,949,000.00 60,949,000.00 40566 003 CAMP CAMP 1.27% Redemption 02/28/2024 49,587,000.00 49,587,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/01/2024 2,340,000.00 2,340,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/06/2024 15,845,000.00 15,845,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/08/2024 60,898,000.00 60,898,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/18/2024 18,936,000.00 18,936,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/20/2024 15,588,000.00 15,588,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/22/2024 25,325,000.00 25,325,000.00 40566 003 CAMP CAMP 1.27% Redemption 03/27/2024 1,736,000.00 1,736,000.00 40566 003 CAMP CAMP 1.27% Interest 01/02/2024 593,658.16 593,658.16 40566 003 CAMP CAMP 1.27% Interest 02/01/2024 690,225.13 690,225.13 40566 003 CAMP CAMP 1.27% Interest 03/01/2024 680,040.33 680,040.33 40569 003 48133DP95 JPM 4.57% MAT Interest 01/29/2024 07/28/2027 228,500.00 228,500.00 40570 003 48133DQ45 JPM 4.1% MAT Interest 01/29/2024 07/28/2025 205,000.00 205,000.00 40571 003 48133DQ52 JPM 4.25% MAT Interest 01/29/2024 07/28/2026 212,500.00 212,500.00 40574 003 478160BY9 JOHNSON & Interest 03/01/2024 03/01/2026 170,826.25 170,826.25 40575 003 478160BY9 JOHNSON & Interest 03/01/2024 03/01/2026 51,621.50 51,621.50 40578 003 9128283Z1 UNITED STATES Interest 02/29/2024 02/28/2025 412,500.00 412,500.00 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 01/25/2024 04/25/2026 10,569.90 10,569.90 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 01/25/2024 04/25/2026 8,555.35 8,555.35 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 02/25/2024 04/25/2026 10,552.30 10,552.30 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 02/25/2024 04/25/2026 8,585.47 8,585.47 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 03/25/2024 04/25/2026 10,534.63 10,534.63 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 03/25/2024 04/25/2026 9,657.85 9,657.85 40580 003 194162AN3 CL 3.1% MAT Interest 02/15/2024 08/15/2027 127,131.00 127,131.00 40586 003 9128284Z0 UNITED STATES Interest 02/29/2024 08/31/2025 137,500.00 137,500.00 40589 003 544351QQ5 LOS ANGELES Interest 03/01/2024 09/01/2025 236,875.00 236,875.00 40593 003 544351QP7 LOS ANGELES Interest 03/01/2024 09/01/2024 250,000.00 250,000.00 40594 003 91412GU94 UNIVERSITY CALIF Interest 01/02/2024 07/01/2025 58,503.30 58,503.30 40596 003 649902T45 NEW YORK ST Interest 03/15/2024 09/15/2027 198,251.75 198,251.75 40598 003 88579YAV3 3M CO, FR Interest 03/19/2024 09/19/2026 80,437.50 80,437.50 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40599 003 039483BL5 ADM 2.5% MAT Interest 02/11/2024 08/11/2026 122,250.00 122,250.00 40601 003 039483BL5 ADM 2.5% MAT Interest 02/11/2024 08/11/2026 115,187.50 115,187.50 40603 003 931142EW9 WALMART INC, SR Interest 03/11/2024 09/09/2025 58,500.00 58,500.00 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 01/25/2024 08/25/2024 21,661.74 21,661.74 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 01/25/2024 08/25/2024 14,060.80 14,060.80 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 02/25/2024 08/25/2024 21,625.84 21,625.84 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 02/25/2024 08/25/2024 14,109.20 14,109.20 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 03/25/2024 08/25/2024 21,589.81 21,589.81 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 03/25/2024 08/25/2024 16,006.40 16,006.40 40606 003 6500354W5 NEW YORK ST Interest 03/15/2024 03/15/2026 72,355.25 72,355.25 40608 003 931142ER0 WALMART INC, NT Interest 03/17/2024 09/17/2026 52,500.00 52,500.00 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 01/25/2024 06/25/2027 5,609.61 5,609.61 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 01/25/2024 06/25/2027 4,255.28 4,255.28 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 02/25/2024 06/25/2027 5,602.23 5,602.23 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 02/25/2024 06/25/2027 4,268.90 4,268.90 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 03/25/2024 06/25/2027 5,594.83 5,594.83 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 03/25/2024 06/25/2027 4,875.18 4,875.18 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 01/25/2024 06/25/2027 7,212.35 7,212.35 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 01/25/2024 06/25/2027 5,471.07 5,471.07 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 02/25/2024 06/25/2027 7,202.87 7,202.87 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 02/25/2024 06/25/2027 5,488.59 5,488.59 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 03/25/2024 06/25/2027 7,193.35 7,193.35 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 03/25/2024 06/25/2027 6,268.09 6,268.09 40611 003 31315PF38 FARMER MAC FLT Interest 02/06/2024 02/06/2025 37,247.22 37,247.22 40612 003 31315P6T1 FARMER MAC FLT Interest 01/22/2024 04/22/2025 44,696.67 44,696.67 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 01/25/2024 06/25/2024 9,700.63 9,700.63 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 01/25/2024 06/25/2024 87,038.88 87,038.88 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 02/25/2024 06/25/2024 9,478.97 9,478.97 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 02/25/2024 06/25/2024 338,250.63 338,250.63 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 03/25/2024 06/25/2024 8,617.56 8,617.56 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 03/25/2024 06/25/2024 248,299.50 248,299.50 40617 003 06406HDA4 BK 3.% MAT Interest 02/26/2024 02/24/2025 150,000.00 150,000.00 40618 003 3138L8UV4 FN AM7795 2.92% Interest 01/25/2024 01/01/2025 30,276.72 30,276.72 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 01/25/2024 01/01/2025 21,833.66 21,833.66 40618 003 3138L8UV4 FN AM7795 2.92% Interest 02/25/2024 01/01/2025 30,221.82 30,221.82 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 02/25/2024 01/01/2025 21,901.79 21,901.79 40618 003 3138L8UV4 FN AM7795 2.92% Interest 03/25/2024 01/01/2025 28,220.51 28,220.51 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 03/25/2024 01/01/2025 24,382.98 24,382.98 40619 003 91412GU94 UNIVERSITY CALIF Interest 01/02/2024 07/01/2025 71,750.78 71,750.78 40624 003 594918BY9 MICROSOFT CORP, Interest 02/06/2024 02/06/2027 139,194.00 139,194.00 40625 003 9128285U0 UNITED STATES Redemption 01/02/2024 12/31/2023 Maturity 10,000,000.00 10,000,000.00 40625 003 9128285U0 UNITED STATES Interest 01/02/2024 12/31/2023 131,250.00 131,250.00 40627 003 3130AU4V3 FEDERAL HOME Redemption 01/08/2024 01/08/2024 Maturity 10,000,000.00 10,000,000.00 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40627 003 3130AU4V3 FEDERAL HOME Interest 01/08/2024 01/08/2024 240,000.00 240,000.00 40628 003 14913R3A3 CATERPILLAR FINL Interest 02/12/2024 08/12/2027 133,722.00 133,722.00 40629 003 917542QV7 UTS 3.539% MAT Interest 01/02/2024 07/01/2025 66,596.49 66,596.49 40630 003 06406FAE3 BK 2.45% MAT Interest 02/20/2024 08/17/2026 54,892.25 54,892.25 40634 003 24422EWK1 DEERE JOHN Interest 03/15/2024 09/15/2027 103,750.00 103,750.00 40635 003 3137BJQ71 FHMS KPLB A Interest 01/25/2024 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 02/25/2024 05/25/2025 16,391.47 16,391.47 40635 003 3137BJQ71 FHMS KPLB A Interest 03/25/2024 05/25/2025 16,391.47 16,391.47 40637 003 24422EWP0 DEERE JOHN Interest 01/09/2024 01/09/2026 240,000.00 240,000.00 40638 003 3134GYDA7 FHLMC 5.02% MAT Interest 01/26/2024 07/26/2024 376,500.00 376,500.00 40639 003 3135GADY4 FNMA 5.% MAT Redemption 01/03/2024 01/03/2024 Maturity 50,000,000.00 50,000,000.00 40639 003 3135GADY4 FNMA 5.% MAT Interest 01/03/2024 01/03/2024 1,250,000.00 1,250,000.00 40640 003 69371RR65 PACCAR FINANCIAL Interest 02/05/2024 02/04/2027 100,000.00 100,000.00 40643 003 3134GXR63 FEDERAL HOME LN Interest 02/28/2024 08/28/2025 202,500.00 202,500.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 01/25/2024 11/01/2027 63,466.92 63,466.92 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 01/25/2024 11/01/2027 23,726.40 23,726.40 40647 003 3132XGRH1 FR WN2287 3.69% Interest 02/25/2024 11/01/2027 63,391.53 63,391.53 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 02/25/2024 11/01/2027 23,819.00 23,819.00 40647 003 3132XGRH1 FR WN2287 3.69% Interest 03/25/2024 11/01/2027 59,230.95 59,230.95 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 03/25/2024 11/01/2027 28,938.00 28,938.00 40648 003 419792G34 HAWAII ST, Interest 02/01/2024 08/01/2027 191,875.00 191,875.00 40649 003 13063DC48 CALIFORNIA ST, Interest 02/01/2024 02/01/2028 102,000.00 102,000.00 40651 003 91412GU94 UNIVERSITY CALIF Interest 01/02/2024 07/01/2025 30,936.30 30,936.30 40652 003 574193GK8 MARYLAND ST, GO Interest 02/01/2024 08/01/2027 42,000.00 42,000.00 40655 003 13063D3N6 CALIFORNIA ST, Interest 03/01/2024 03/01/2027 169,610.00 169,610.00 40656 003 574193WE4 MARYLAND ST, Interest 03/15/2024 03/15/2026 327,200.00 327,200.00 40660 003 931142ER0 WALMART INC, NT Interest 03/17/2024 09/17/2026 99,093.75 99,093.75 40662 003 459058JT1 IBRD 0.85 02/10/2027Interest 02/13/2024 02/10/2027 21,250.00 21,250.00 40664 003 459058JT1 IBRD 0.85 02/10/2027Interest 02/13/2024 02/10/2027 42,500.00 42,500.00 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 01/25/2024 08/25/2027 13,137.67 13,137.67 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 02/25/2024 08/25/2027 13,137.67 13,137.67 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 03/25/2024 08/25/2027 13,137.67 13,137.67 40666 003 3132XGRH1 FR WN2287 3.69% Interest 01/25/2024 11/01/2027 31,733.46 31,733.46 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 01/25/2024 11/01/2027 11,863.20 11,863.20 40666 003 3132XGRH1 FR WN2287 3.69% Interest 02/25/2024 11/01/2027 31,695.76 31,695.76 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 02/25/2024 11/01/2027 11,909.50 11,909.50 40666 003 3132XGRH1 FR WN2287 3.69% Interest 03/25/2024 11/01/2027 29,615.48 29,615.48 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 03/25/2024 11/01/2027 14,469.00 14,469.00 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 01/25/2024 03/01/2026 11,511.22 11,511.22 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 01/25/2024 03/01/2026 5,405.84 5,405.84 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 02/25/2024 03/01/2026 11,495.21 11,495.21 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 02/25/2024 03/01/2026 5,425.84 5,425.84 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 03/25/2024 03/01/2026 10,738.54 10,738.54 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 03/25/2024 03/01/2026 6,371.68 6,371.68 40668 003 91412GU94 UNIVERSITY CALIF Interest 01/02/2024 07/01/2025 211,576.73 211,576.73 40669 003 64990FY57 NEW YORK ST Interest 03/15/2024 03/15/2028 30,590.00 30,590.00 40670 003 448980AD4 HALST 2023-B A3 Interest 01/15/2024 06/15/2026 60,083.34 60,083.34 40670 003 448980AD4 HALST 2023-B A3 Interest 02/15/2024 06/15/2026 60,083.34 60,083.34 40670 003 448980AD4 HALST 2023-B A3 Interest 03/15/2024 06/15/2026 60,083.34 60,083.34 40671 003 891941AD8 TAOT 2023-B A3 Interest 01/15/2024 02/15/2028 39,250.00 39,250.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 02/15/2024 02/15/2028 39,250.00 39,250.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 03/15/2024 02/15/2028 39,250.00 39,250.00 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 01/25/2024 01/01/2028 24,520.14 24,520.14 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 02/25/2024 01/01/2028 24,520.14 24,520.14 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 03/25/2024 01/01/2028 22,938.20 22,938.20 40674 003 437927AC0 HAROT 2023-2 A3 Interest 01/15/2024 11/15/2027 41,083.33 41,083.33 40674 003 437927AC0 HAROT 2023-2 A3 Interest 02/15/2024 11/15/2027 41,083.33 41,083.33 40674 003 437927AC0 HAROT 2023-2 A3 Interest 03/15/2024 11/15/2027 41,083.33 41,083.33 40675 003 64990FX90 NEW YORK ST Redemption 03/15/2024 03/15/2024 Maturity 7,415,000.00 7,415,000.00 40675 003 64990FX90 NEW YORK ST Interest 03/15/2024 03/15/2024 85,976.93 85,976.93 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 01/16/2024 04/15/2026 Sale 615,466.02 615,466.02 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 01/16/2024 04/15/2026 28,444.30 28,444.30 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 02/15/2024 04/15/2026 Sale 656,825.40 656,825.40 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 02/15/2024 04/15/2026 30,355.76 30,355.76 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 03/15/2024 04/15/2026 Sale 618,206.62 618,206.62 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 03/15/2024 04/15/2026 28,570.96 28,570.96 40676 003 89238JAC9 TAOT 2021-D A3 Interest 01/15/2024 04/15/2026 5,573.02 5,573.02 40676 003 89238JAC9 TAOT 2021-D A3 Interest 02/15/2024 04/15/2026 5,192.04 5,192.04 40676 003 89238JAC9 TAOT 2021-D A3 Interest 03/15/2024 04/15/2026 4,785.46 4,785.46 40678 003 574193WF1 MARYLAND ST, Interest 03/15/2024 03/15/2027 84,645.00 84,645.00 40679 003 3130ARCZ2 FEDERAL HOME Interest 03/25/2024 09/24/2025 91,800.00 91,800.00 40681 003 419792G34 HAWAII ST, Interest 02/01/2024 08/01/2027 19,417.75 19,417.75 40682 003 64990FS96 NEW YORK ST Interest 02/15/2024 02/15/2028 93,991.38 93,991.38 40683 003 30312XAE7 FRESB 2019-SB69, Interest 01/25/2024 10/25/2024 8,897.46 8,897.46 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 01/25/2024 10/25/2024 6,945.31 6,945.31 40683 003 30312XAE7 FRESB 2019-SB69, Interest 02/25/2024 10/25/2024 8,884.44 8,884.44 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 02/25/2024 10/25/2024 6,513.55 6,513.55 40683 003 30312XAE7 FRESB 2019-SB69, Interest 03/25/2024 10/25/2024 8,872.22 8,872.22 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 03/25/2024 10/25/2024 7,380.27 7,380.27 40684 003 419792F92 HAWAII ST, Interest 02/01/2024 08/01/2025 41,190.88 41,190.88 40685 003 3140LKUP6 FN BS8689 4.65% Interest 01/25/2024 07/01/2028 101,473.34 101,473.34 40685 003 3140LKUP6 FN BS8689 4.65% Interest 02/25/2024 07/01/2028 101,473.34 101,473.34 40685 003 3140LKUP6 FN BS8689 4.65% Interest 03/25/2024 07/01/2028 94,926.67 94,926.67 40693 003 45818WEK8 IADB 4.375% MAT Interest 02/26/2024 02/24/2028 206,062.50 206,062.50 40694 003 3140LKYV9 FN BS8823 4.79% Interest 01/25/2024 06/01/2028 32,568.81 32,568.81 40694 003 3140LKYV9 FN BS8823 4.79% Interest 02/25/2024 06/01/2028 32,568.81 32,568.81 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40694 003 3140LKYV9 FN BS8823 4.79% Interest 03/25/2024 06/01/2028 30,467.59 30,467.59 40696 003 3135GAJ69 FNMA 5.375% MAT Redemption 01/10/2024 07/10/2026 Call 4,882,665.00 4,882,665.00 40696 003 3135GAJ69 FNMA 5.375% MAT Cap G/L 01/10/2024 07/10/2026 7,335.00 7,335.00 40696 003 3135GAJ69 FNMA 5.375% MAT Interest 01/10/2024 07/10/2026 131,418.75 131,418.75 40696 003 3135GAJ69 FNMA 5.375% MAT Accr Int 01/10/2024 07/10/2026 20,442.92 -20,442.92 0.00 40697 003 30333AAA0 FRESB 2023-SB108 Interest 01/25/2024 06/25/2028 28,306.46 28,306.46 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 01/25/2024 06/25/2028 1,804.50 1,804.50 40697 003 30333AAA0 FRESB 2023-SB108 Interest 02/25/2024 06/25/2028 28,300.06 28,300.06 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 02/25/2024 06/25/2028 1,812.26 1,812.26 40697 003 30333AAA0 FRESB 2023-SB108 Interest 03/25/2024 06/25/2028 28,293.65 28,293.65 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 03/25/2024 06/25/2028 2,271.70 2,271.70 40698 003 3140LKLH4 FN BS8427 4.92% Interest 01/25/2024 06/01/2028 51,581.42 51,581.42 40698 003 3140LKLH4 FN BS8427 4.92% Interest 02/25/2024 06/01/2028 51,581.42 51,581.42 40698 003 3140LKLH4 FN BS8427 4.92% Interest 03/25/2024 06/01/2028 48,253.58 48,253.58 40699 003 30333MAA4 FRESB 2023-SB109 Interest 01/25/2024 08/25/2028 36,575.04 36,575.04 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 01/25/2024 08/25/2028 691.69 691.69 40699 003 30333MAA4 FRESB 2023-SB109 Interest 02/25/2024 08/25/2028 36,572.51 36,572.51 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 02/25/2024 08/25/2028 694.93 694.93 40699 003 30333MAA4 FRESB 2023-SB109 Interest 03/25/2024 08/25/2028 36,569.96 36,569.96 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 03/25/2024 08/25/2028 911.32 911.32 40700 003 3134H1DF7 FHLMC 5.42% MAT Redemption 03/26/2024 09/26/2025 Call 15,000,000.00 15,000,000.00 40700 003 3134H1DF7 FHLMC 5.42% MAT Interest 03/26/2024 09/26/2025 399,725.00 399,725.00 40701 003 3134H1DM2 FHLMC 5.5% MAT Redemption 03/28/2024 09/28/2028 Call 25,000,000.00 25,000,000.00 40701 003 3134H1DM2 FHLMC 5.5% MAT Interest 03/28/2024 09/28/2028 687,500.00 687,500.00 40702 003 3134H1DL4 FHLMC 5.5% MAT Redemption 03/22/2024 09/22/2027 Call 15,000,000.00 15,000,000.00 40702 003 3134H1DL4 FHLMC 5.5% MAT Interest 03/22/2024 09/22/2027 412,500.00 412,500.00 40703 003 3134H1EC3 FHLMC 5.55% MAT Redemption 03/28/2024 09/28/2028 Call 20,000,000.00 20,000,000.00 40703 003 3134H1EC3 FHLMC 5.55% MAT Interest 03/28/2024 09/28/2028 555,000.00 555,000.00 40710 003 84247PJB8 STNPWR 3.938% Interest 01/02/2024 07/01/2026 49,225.00 49,225.00 40710 003 84247PJB8 STNPWR 3.938% Accr Int 01/02/2024 07/01/2026 31,449.31 -31,449.31 0.00 40713 003 02079KAC1 GOOG 1.998% MAT Interest 02/15/2024 08/15/2026 149,850.00 149,850.00 40713 003 02079KAC1 GOOG 1.998% MAT Accr Int 02/15/2024 08/15/2026 63,270.00 -63,270.00 0.00 40714 003 912797HX8 UNITED STATES Redemption 01/02/2024 01/02/2024 Maturity 10,000,000.00 10,000,000.00 40720 003 3133EMSW3 FEDERAL FARM CR Interest 03/11/2024 03/10/2028 35,000.00 35,000.00 40720 003 3133EMSW3 FEDERAL FARM CR Accr Int 03/11/2024 03/10/2028 19,055.56 -19,055.56 0.00 40722 003 912797LL9 UNITED STATES Purchase 01/03/2024 03/21/2024 49,436,666.67 -49,436,666.67 40722 003 912797LL9 UNITED STATES Redemption 03/21/2024 03/21/2024 Maturity 50,000,000.00 50,000,000.00 40723 003 912796ZW2 UNITED STATES Purchase 01/04/2024 06/20/2024 19,529,600.00 -19,529,600.00 40724 003 912796Y45 UNITED STATES Purchase 01/04/2024 06/27/2024 29,265,000.00 -29,265,000.00 40725 003 912797FS1 UNITED STATES Purchase 01/05/2024 06/13/2024 24,438,888.89 -24,438,888.89 40726 003 89233GG18 TMCC ZERO CPN Purchase 01/08/2024 07/01/2024 48,719,097.22 -48,719,097.22 40727 003 9128286Z8 UNITED STATES Purchase 01/19/2024 06/30/2024 49,307,391.83 -49,307,391.83 40729 003 47816FG13 JNJ DISC NOTE MATPurchase 01/19/2024 07/01/2024 24,415,750.00 -24,415,750.00 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 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 40730 003 037833EH9 APPLE INC, SR GLBLPurchase 01/19/2024 08/05/2028 6,319,032.12 -6,319,032.12 40730 003 037833EH9 APPLE INC, SR GLBLInterest 02/05/2024 08/05/2028 49,763.00 49,763.00 40730 003 037833EH9 APPLE INC, SR GLBLAccr Int 02/05/2024 08/05/2028 45,339.62 -45,339.62 0.00 40731 003 438516CL8 HONEYWELL INTL Purchase 01/19/2024 01/15/2029 34,913,627.78 -34,913,627.78 40732 003 91282CCX7 UNITED STATES Purchase 01/19/2024 09/15/2024 29,142,457.94 -29,142,457.94 40732 003 91282CCX7 UNITED STATES Interest 03/15/2024 09/15/2024 56,250.00 56,250.00 40732 003 91282CCX7 UNITED STATES Accr Int 03/15/2024 09/15/2024 38,942.31 -38,942.31 0.00 40733 003 912797GQ4 UNITED STATES Purchase 01/19/2024 03/07/2024 29,791,200.00 -29,791,200.00 40733 003 912797GQ4 UNITED STATES Redemption 03/07/2024 03/07/2024 Maturity 30,000,000.00 30,000,000.00 40734 003 931142EE9 WALMART INC, SR Purchase 01/19/2024 06/26/2028 14,157,056.00 -14,157,056.00 40735 003 91282CCX7 UNITED STATES Purchase 02/06/2024 09/15/2024 24,337,869.16 -24,337,869.16 40735 003 91282CCX7 UNITED STATES Interest 03/15/2024 09/15/2024 46,875.00 46,875.00 40735 003 91282CCX7 UNITED STATES Accr Int 03/15/2024 09/15/2024 37,087.91 -37,087.91 0.00 40736 003 373384TP1 GAS 4.15% MAT Purchase 02/16/2024 07/01/2025 1,494,566.25 -1,494,566.25 40737 003 91282CDB4 UNITED STATES Purchase 02/23/2024 10/15/2024 19,475,990.44 -19,475,990.44 40738 003 3132XGY42 FR WN2530 Mtge Purchase 02/27/2024 12/01/2028 2,223,809.50 -2,223,809.50 40738 003 3132XGY42 FR WN2530 Mtge Interest 03/25/2024 12/01/2028 8,401.90 8,401.90 40738 003 3132XGY42 FR WN2530 Mtge Interest 03/25/2024 12/01/2028 -7,532.74 -7,532.74 40739 003 912797HH3 UNITED STATES Purchase 02/29/2024 05/02/2024 19,816,250.00 -19,816,250.00 40740 003 912797FS1 UNITED STATES Purchase 03/06/2024 06/13/2024 19,715,100.00 -19,715,100.00 40741 003 912797HS9 UNITED STATES Purchase 03/18/2024 05/30/2024 19,788,543.33 -19,788,543.33 40742 003 882724RC3 TEXAS ST, TAXABLEPurchase 03/20/2024 10/01/2027 7,293,159.80 -7,293,159.80 40743 003 89115DDN3 TD 5.37% MAT Purchase 03/21/2024 02/28/2025 25,000,000.00 -25,000,000.00 40744 003 912797KL0 UNITED STATES Purchase 03/21/2024 09/19/2024 24,353,520.83 -24,353,520.83 40747 003 912797KC0 UNITED STATES Purchase 03/28/2024 08/22/2024 19,581,458.40 -19,581,458.40 Totals for General Pool 1,152,594,415.7 920,890,772.92 18,770,324.10 -212,933,318.69 Grand Total 1,152,594,415.7 920,890,772.92 18,770,324.10 -212,933,318.69 Portfolio CITY
AP
Run Date: 04/19/2024 - 19:09 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

THIS PAGE IS INTENTIONALLY LEFT BLANK

BALANCE SALES OR BALANCE
12/31/2023 MATURITIES ADDITIONS 3/31/2024
Asset Backed Securities 43,000,611.75 1,890,498.04 41,110,113.71 JPA Pool 114,322,642.21 527,964,000.00 561,141,923.62 147,500,565.83 Commercial Paper/Discount 0.00 73,134,847.22 73,134,847.22 Corporate Medium Term Notes 310,079,385.39 60,118,763.33 55,389,715.90 305,350,337.96 Federal Agency Securities 1,042,208,415.85 154,112,828.48 888,095,587.37 Mortgage Backed Securities 214,986,431.53 3,185,280.37 2,223,809.50 214,024,960.66 Muni Bonds 360,334,294.00 18,472,660.11 8,787,726.05 350,649,359.94 Negotiable CD's 0.00 25,000,000.00 25,000,000.00
State Pool 20,650,289.82 37,639,000.00 48,936,455.93 31,947,745.75 Supranationals 215,866,024.97 4,991,850.00 210,874,174.97 UST Bills, Notes & Bonds 64,335,494.10 115,076,030.22 388,575,951.72 337,835,415.60 Total 2,385,783,589.62 923,450,910.55 1,163,190,429.94 2,625,523,109.01 NET PURCHASES/(SALES): 239,739,519.39
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
JANUARY THROUGH MARCH 2024 TURNOVER RATIO: 0.80
AVERAGE DAILY PORTFOLIO BALANCE: 2,624,095,029.27

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

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

RECONCILIATION OF INVESTMENT ACTIVITIES
1/1/24 THROUGH 3/31/24

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City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
City of San Jose
Purchases Report
Sorted by Dealer - Fund
January 1, 2024 - March 31, 2024
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
912796ZW2 40723 003 ATD USTR 20,000,000.00 01/04/2024 06/20 - At Maturity 19,529,600.00 5.040 06/20/2024 5.247 19,776,000.00 912796Y45 40724 003 ATD USTR 30,000,000.00 01/04/2024 06/27 - At Maturity 29,265,000.00 5.040 06/27/2024 5.253 29,634,600.00 47816FG13 40729 003 ACP JNJ 25,000,000.00 01/19/2024 07/01 - At Maturity 24,415,750.00 5.130 07/01/2024 5.253 24,675,812.50 91282CCX7 40735 003 TRC USTR 25,000,000.00 02/06/2024 03/15 - 09/15 24,300,781.25 Received 0.375 09/15/2024 5.133 24,474,011.12 912797HH3 40739 003 ATD USTR 20,000,000.00 02/29/2024 05/02 - At Maturity 19,816,250.00 5.250 05/02/2024 5.387 19,909,583.33 89115DDN3 40743 003 NC2 TD 25,000,000.00 03/21/2024 02/28 - At Maturity 25,000,000.00 5.370 02/28/2025 5.370 25,000,000.00 912797KC0 40747 003 ATD USTR 20,000,000.00 03/28/2024 08/22 - At Maturity 19,581,458.40 5.125 08/22/2024 5.322 19,592,847.29 Subtotal 165,000,000.00 161,908,839.65 0.00 163,062,854.24 Purchased from: FHN Financial
9128286Z8 40727 003 TRC USTR 50,000,000.00 01/19/2024 06/30 - Final Pmt. 49,261,718.75 45,673.08 1.750 06/30/2024 5.118 49,592,360.05 Subtotal 50,000,000.00 49,261,718.75 45,673.08 49,592,360.05 Purchased from: Piper Sandler & Co.
037833EH9 40730 003 MTN AAPL 7,109,000.00 01/19/2024 02/05 - 08/05 6,273,692.50 Received 1.400 08/05/2028 4.272 6,310,454.20 91282CDB4 40737 003 TRC USTR 20,000,000.00 02/23/2024 04/15 - 10/15 19,431,250.00 44,740.44 0.625 10/15/2024 5.184 19,523,218.09 3132XGY42 40738 003 GN4 FHLMC 2,243,000.00 02/27/2024 03/25 - Monthly 2,216,276.76 Received 4.650 12/01/2028 4.973 2,216,276.76 912797FS1 40740 003 ATD USTR 20,000,000.00 03/06/2024 06/13 - At Maturity 19,715,100.00 5.180 06/13/2024 5.342 19,789,922.22 Subtotal 49,352,000.00 47,636,319.26 44,740.44 47,839,871.27 Purchased from: RBC Capital Markets
912797FS1 40725 003 ATD USTR 25,000,000.00 01/05/2024 06/13 - At Maturity 24,438,888.89 5.050 06/13/2024 5.252 24,743,993.06 Subtotal 25,000,000.00 24,438,888.89 0.00 24,743,993.06 Purchased from: Raymond James & Associates
931142EE9 40734 003 MTN WMT 14,400,000.00 01/19/2024 06/26 - 12/26 14,123,016.00 34,040.00 3.700 06/26/2028 4.179 14,135,503.69 373384TP1 40736 003 MUN GAS 1,500,000.00 02/16/2024 07/01 - 01/01 1,486,785.00 7,781.25 4.150 07/01/2025 4.816 1,487,986.36 882724RC3 40742 003 MUN TXS 7,810,000.00 03/20/2024 04/01 - 10/01 7,213,159.80 80,000.00 2.182 10/01/2027 4.549 7,218,325.21 Subtotal 23,710,000.00 22,822,960.80 121,821.25 22,841,815.26 Purchased from: Toyota Financial Services
89233GG18 40726 003 ACP TMCC 50,000,000.00 01/08/2024 07/01 - At Maturity 48,719,097.22 5.270 07/01/2024 5.409 49,333,930.55 Subtotal 50,000,000.00 48,719,097.22 0.00 49,333,930.55 Purchased from: UBS Financial Services
Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2024 - 15:56 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
January 1, 2024 - March 31, 2024
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: UBS Financial Services
912797LL9 40722 003 ATD USTR 50,000,000.00 01/03/2024 03/21 - At Maturity 49,436,666.67 5.200 03/21/2024 5.347 0.00 912797KL0 40744 003 ATD USTR 25,000,000.00 03/21/2024 09/19 - At Maturity 24,353,520.83 5.115 09/19/2024 5.324 24,392,593.75 Subtotal 75,000,000.00 73,790,187.50 0.00 24,392,593.75 Purchased from: Unionbanc Investment
438516CL8 40731 003 MTN HON 35,000,000.00 01/19/2024 07/15 - 01/15 34,897,100.00 16,527.78 4.250 01/15/2029 4.316 34,901,225.17 Subtotal 35,000,000.00 34,897,100.00 16,527.78 34,901,225.17 Purchased from: US Bancorp Advisors
912797HS9 40741 003 ATD USTR 20,000,000.00 03/18/2024 05/30 - At Maturity 19,788,543.33 5.214 05/30/2024 5.358 19,829,096.66 Subtotal 20,000,000.00 19,788,543.33 0.00 19,829,096.66 Purchased from: Wells Fargo Securities
91282CCX7 40732 003 TRC USTR 30,000,000.00 01/19/2024 03/15 - 09/15 29,103,515.63 Received 0.375 09/15/2024 5.079 29,376,196.29 912797GQ4 40733 003 ATD USTR 30,000,000.00 01/19/2024 03/07 - At Maturity 29,791,200.00 5.220 03/07/2024 5.344 0.00 Subtotal 60,000,000.00 58,894,715.63 0.00 29,376,196.29 Total Purchases 553,062,000.00 542,158,371.03 228,762.55 465,913,936.30 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 04/03/2024 - 15:56 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7

SECTION F
INDEPENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed-Upon Procedures as of December 31, 2023.

THIS PAGE IS INTENTIONALLY LEFT BLANK

CITY OF SAN JOSE
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
As of December 31, 2023
www.mgocpa.com
Macias Gini & O’Connell LLP
2121 N. California Boulevard, Suite 750
Walnut Creek, CA 94596
2 Independent Accountant’s Report on
Applying Agreed-Upon Procedures
Members of the Public Safety, Finance &
Strategic Support Committee and the
San José City Council
San José, California
We have performed the procedures enumerated below on the investment program within the City of San José (City) as of December 31, 2023. The City’s management is responsible for the City’s compliance with the Investment Policy.

The City’s Finance Department and the Office of the City Auditor (City Auditor) have agreed to and acknowledged that the procedures performed are appropriate to meet the intended purpose of evaluating whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 14, 2023 and Finance Department procedures as of December 31, 2023. This report may not be suitable for any other purpose. The procedures performed may not address all the items of interest to a user of this report and may not meet the needs of all users of this report and, as such, users are responsible for determining whether the procedures performed are appropriate for their purposes.

The procedures and associated findings are as follows:

1. Management of the City provided us with a copy of the FY 2023-24 Second Quarter Investment Report (Investment Report) as of December 31, 2023 and we traced and agreed individual investments, which includes investment description, maturity date, CUSIP number, book and fair value, to supporting documentation such as custodian/bank statements obtained from the City.

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

2. We traced total fair value of investments listed on the Investment Report as of December 31, 2023 to the City’s general ledger.

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

3. We compared the types of investments listed in the Investment Report as of December 31, 2023 with the types of investments that are authorized by the City’s Investment Policy.

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

4. We read the Investment Report as of December 31, 2023 to confirm that it contains the information/data required by the City’s Investment Policy and whether it meets the timing requirements of the City’s Investment Policy, as follows:
a. The Investment Report includes the type of investment, issuer, date of maturity, par and dollar amount invested on all securities, investments and monies held by the City. 3 b. The Investment Report includes market value (and source) as of the date of the report of all securities held by the City or under management of any outside party. c. The Investment Report includes a statement addressing the portfolio’s compliance with the portfolio to the City’s Investment Policy.
d. The Investment Report includes a statement addressing the ability of the City to meet the pool’s expenditure requirements for the next six months.

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

5. We calculated the total investment amounts on a cost basis for the investment types listed in the Investment Report as of December 31, 2023, and compared those totals to the maximum portfolio limitations imposed by the City’s Investment Policy for specified investment types.

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

6. We calculated the total investment amounts on a cost basis for issuers listed in the Investment Report as of December 31, 2023, and determined whether total investments for each issuer were less or equal than the maximum portfolio limitations imposed by the City’s Investment Policy.

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

7. We agreed individual investment maturity dates listed in the Investment Report as of December 31, 2023 to the custodian/bank statements and determined whether they conform to the maturity requirements of the City’s Investment Policy.

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

8. We obtained and read the third-party custodial agreement(s) and broker/dealer agreement(s) in effect at the date of the Investment Report to determine if the agreements contained a clause addressing delivery of securities and that the delivery method conformed to the City’s Investment Policy.

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

9. We recalculated and agreed supporting documentation relevant to the repurchase agreements and, if applicable, the reverse repurchase agreements held by the City on December 31, 2023, to ascertain whether the investments conformed to the City’s Investment Policy.

Finding: Not applicable. No repurchase or reverse repurchase agreements were held by the City on December 31, 2023.

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

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

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

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

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

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

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

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

14. We selected an investment purchase and maturity transaction between July 1, 2023 and December 31, 2023 and determined through inquiry and document inspection whether the Investment Staff counts and/or confirms its investments as transactions occur.

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

15. We selected an investment purchase and maturity transaction between July 1, 2023 and December 31, 2023 and determined through inquiry and document inspection whether reconciliations between detailed subsidiary records and general ledger control accounts are prepared by an Accountant and reviewed by a Senior Accountant or Supervising Accountant.

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

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

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

17. We selected an investment purchase and maturity transaction between July 1, 2023 and December 31, 2023 and determined through inquiry and document inspection whether the Deputy Director of Finance - Accounting and the Deputy Director of Finance - Debt and Treasury Management assesses the classification and valuation of its investments at acquisition. If either Deputy Director of Finance position is vacant or unavailable to sign, the Assistant Director of Finance or Director of Finance may sign in place of either Deputy Director of Finance. Additionally, we verified that the quarterly investment report was produced, agendized on Public Safety, Finance, & Strategic Support Committee and City Council meetings and posted on the City’s public website.

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

We were engaged by the City to perform this agreed-upon procedures engagement and conducted our engagement in accordance with attestation standards established by the AICPA. We were not engaged to and did not conduct an examination or review engagement, the objective of which would be the expression of an opinion or conclusion, respectively, on whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 14, 2023 and Finance Department procedures as of December 31, 2023. Accordingly, we do not express such an opinion or conclusion. Had we performed additional procedures, other matters might have come to our attention that would have been reported to you.

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

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

Walnut Creek, California
April 19, 2024