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

8/5/2024
TO: HONORABLE MAYOR

AND CITY COUNCIL
FROM: Rick Bruneau
SUBJECT: Investment Report for the
Quarter Ended June 30, 2024
DATE: July 31, 2024
Approved Date:

Transmitted herewith is the City Investment Report for the quarter ended June 30, 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/-folder450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street, San José.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (PSFSS) for discussion during its meeting on August 15, 2024 and will be agendized through the PSFSS Committee for review by the full City Council on September 10, 2024.

Summary of portfolio performance and compliance for quarter ended June 30, 2024:
• Size of total portfolio: $2,962,110,309
• Earned income yield: 3.631%
• Weighted average days to maturity: 581
• Fiscal year-to-date net interest earnings: $86,651,974 • No exceptions to the City’s Investment Policy during this quarter If you have questions on this investment report, please do not hesitate to call me at (408) 535-7011, or via email at [email protected].
/s/

RICK BRUNEAU
Director of Finance
cc: Jennifer A. Maguire, City Manager
Joe Rois, City Auditor
Nora Frimann, City Attorney
Attachment B

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City of San José
California

INVESTMENT REPORT FOR THE

QUARTER ENDED
JUNE 30, 2024
Prepared by Finance
Department
Debt and Treasury Management Division
Rick Bruneau
Director of Finance
Investment Report for
The Quarter Ended
June 30, 2024
City of San José
Department of Finance
Debt and Treasury Management Division
Rick Bruneau
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 JUNE 30, 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

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July 31, 2024
HONORABLE MAYOR and CITY COUNCIL
INVESTMENT REPORT FOR THE QUARTER ENDED JUNE 30, 2024
I am pleased to present this report of investment activity for the quarter ended June 30, 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 June 30, 2024, and provides a comparison to the quarters ended March 31, 2024, and June 30, 2023.

INVESTMENT SUMMARY
For the Quarter Ended June 30, 2024 March 31, 2024 June 30, 2023 Total Portfolio
Portfolio Value (1) (2) $2,962,110,309 $2,625,523,109 $2,889,664,12 8 Earned Interest Yield 3.631% 3.454% 2.858%
Dollar-weighted average yield
Purchases 5.181% 5.161% 4.883%
Maturities 4.520% 3.720% 3.038%
Called Securities 5.695% 5.297% 0.852%
Weighted avg. yield at end of period 3.748% 3.491% 3.133% Weighted avg. days to maturity 581 563 530
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 ($284,216,624).

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 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 June 30, 2024.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,962,110,309
U.S. Treasury
$190,777,608 6.4%
U.S. Agency
$1,170,312,772 39.5%
Supranationals
$210,874,175

7.1%
Negotiable
Certificate of
Deposit (NCD)
$25,000,000 0.8%
Commercial Paper
$73,134,847 2.5%
Corporate Notes
$378,876,768 12.8%
Asset Backed
Securities
$39,295,776 1.3%
Muni Bonds
$364,497,164

12.3%
Mortgage Backed
Securities
$259,062,562

8.7%
JPAP
$221,620,325 7.5%
LAIF
$28,658,314 1.0%

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 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
$2,987,192,186
Portfolio Balance $2,962,110,309
General Banking Balance 5,926,977
Deposit-in-Transit, Outstanding Checks2 19,154,900
Total Balances per FMS $2,987,192,186
1 General Fund includes $623,853,760 of General Fund (Fund 001) as well as $263,937,062 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 $19,177,102
Airport
$325,117,106
Capital Projects
$87,342,634
Debt Service
$57,896,933
Development Fees
$54,165,037
General Fund
$887,790,822
Muni Water
Parking $39,435,092
$37,245,799
Housing
$312,710,079
Special Revenue
Funds $433,685,791
Wastewater
$450,349,670
SJ Clean Energy
$287,700,489

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 2024

General Fund Balances
The General Fund balances increased by $290 million with the receipt of property taxes in June and ended with a balance of $888 million as of June 30, 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 five largest City funds as reported by FMS.

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

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 2024

As of June 30, 2024, SARA reported cash balances as outlined in the table below:

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations
LAIF $557,063
Wells Fargo General Account: $83,883
Wilmington Trust Funds $128,555,441 (A)
TOTAL $129,196,387
(A) Funds restricted for tax allocation bond debt service payments

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

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Total Portfolio June 30, 2024 March 31, 2024 June 30, 2023 Quarter-End
Total interest earnings $24,977,005 $22,498,819 $19,761,181 Realized gains (losses) $56,006 $75,372 $45
Total income recognized $25,033,011 $22,574,191 $19,761,226 Fiscal Year-to-Date
Total interest earnings $86,343,152 $61,366,147 $62,096,423 Realized gains (losses) $308,822 $252,816 ($17,643)
1 Total income recognized $86,651,974 $61,618,963 $62,078,780 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
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 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
June 2022 – June 2024
The Portfolio’s WAM increased from 563 days on March 31, 2024, to 581 days on June 30, 2024. The weighted average yield increased from 3.491% on March 31, 2023, to

3.748% on June 30, 2024.

The Federal Reserve elected to leave short-term interest rates unchanged at the May and June 2024 Federal Open Market Committee (FOMC) meetings. Federal Reserve policymaker opinions remain mixed as to the proper path for rates; some believe it is too soon to start cutting interest rates and others believe one rate cut might come at the end of the year. Market participants currently believe that the Federal Reserve will begin cutting rates at the end of 2024 as inflation has moderated in recent months but still remains above the 2.00% target level. Over the quarter, the 10-year benchmark Treasury rose from 4.20% on March 29 to 4.40% on June 28. Despite the rise in benchmark rates, $80 million in investments were called prior to maturity. The yield curve remains inverted, with shorter-term investments offering more yield than longerterm investments. Staff is investing the portfolio to match anticipated cash needs, with some investments made in the near-term to match cash outflows and excess funds

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
Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Jun-24 Weighted Average Maturity
Weighted Average Yield (%)
Weighted Average Maturity Weighted Average Yield

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 2024

being invested longer to lock-in prevailing rates. Due to the rise in rates over the quarter, new investments were purchased at the prevailing higher yields compared with matured securities. As a result, the aggregate portfolio yield and the WAM both increased.

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 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 June 2022 to June 2024.

Portfolio vs. Benchmarks
June 2022 – June 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 217 days as of June 30, 2024, much shorter than the City’s portfolio WAM of 581 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 June 30, 2024, approximately 20% of the City’s portfolio held securities were purchased prior to December 2021 when interest

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

4.00 4.50

5.00 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Jun-24 Yield (%)
City LAIF BAML
Yield WAM
BAML: 4.638% 726
LAIF: 4.480% 217
CITY: 3.748% 581

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 2024

rates were much lower. As interest rates have increased since 2023, especially in the short-term maturities (under 2 years), the BAML Index has surpassed the City portfolio in performance and widened the spread.

Unrealized Losses and Gains
As shown in the Investment Summary Table on page one of this report, the total portfolio size as of June 30, 2024, was approximately $2.96 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 June 30, 2024.

UNREALIZED GAINS & LOSSES
Cash Basis
Original Cost Amortized Cost
Market Value $2,936,741,512 Market Value $2,936,741,512 Original Cost (2,962,110,309) Amortized Cost (2,981,056,920) Net Unrealized Loss $ (25,368,797) Net Unrealized Loss $ (44,315,408) 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 in FY Q4 2023 of $25 million (as compared with original cost) and $44 million (as compared with amortized cost) as of June 30, 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 June 30, 2024, was 3.631%, 0.177% higher than the previous quarter and 0.773% higher than a year ago.

COMPLIANCE REPORTING REQUIREMENTS
Cash Management Projection
Based on the Finance Department’s pooled cash flow projection as of June 30, 2024, total revenues, investment maturities, and cash for the next six months are anticipated to be

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 2024

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 June 30, 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 June 30, 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) 3.48%
Variance 0.73%
Fiscal Year to Date
Budget(a) 2.75%
Actual(b) 3.15%
Variance 0.40%
(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
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 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 U.S. economy remains resilient, with a robust labor market, continuing increases in personal income and spending. The housing market is slowing down, with home sales declining month over month, despite going into the historically busy summer season.

Mortgage rates remain elevated, increasing the costs of homeownership, while insurance costs are also climbing in some states. GDP is trending down, with June’s reading showing an annualized rate of 1.4%. Taken together, the U.S. economy appears to be decelerating in a manner acceptable to Federal Reserve officials. Market participants are currently pricing in one cut to the Federal Funds rate as early as September with a possible second cut in December.

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

Future Commitments – As of June 30, 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.

CONCLUSION
The total investment portfolio as of June 3, 2024, was $2,962,110,309, an increase of approximately $337 million from the previous quarter. For the quarter ended June 30, 2024, the earned interest yield increased from 3.454% to 3.631% as compared to the quarter ended March 31, 2024, and the weighted average days to maturity increased from

HONORABLE MAYOR AND CITY COUNCIL
July 31, 2024
Subject: Investment Report for Quarter Ended June 30, 2024

563 days to 581 days over the same period. As of June 30, 2024, approximately 46% of the total portfolio was invested in U.S. Treasuries and Agency securities. /s/

RICK BRUNEAU
Director of Finance

SECTION A

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

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

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

AVERAGE DAILY PORTFOLIO BALANCE: The sum of daily investment balances (cost-adjusted 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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City Portfolio
TOTAL INCOME RECEIVED IN THIS PERIOD: 18,554,034.78
TOTAL NET EARNINGS THIS PERIOD: 25,033,011.21
AVERAGE DAILY PORTFOLIO BALANCE: 2,765,237,517.89
EARNED INCOME YIELD THIS PERIOD 3.631
END OF PERIOD PORTFOLIO BALANCE: 2,962,110,308.63
CURRENT AMORTIZED BOOK VALUE: 2,980,630,986.77
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.749
WEIGHTED AVERAGE DAYS OF MATURITY: 581
City of San Jose
Portfolio Statistics
City Portfolio
4/1/24 THROUGH 6/30/24
City Portfolio
TOTAL INCOME RECEIVED IN THIS PERIOD: 76,466,280.75
TOTAL NET EARNINGS THIS PERIOD: 86,651,973.87
AVERAGE DAILY PORTFOLIO BALANCE: 2,617,300,977.24
EARNED INCOME YIELD THIS PERIOD 3.302
END OF PERIOD PORTFOLIO BALANCE: 2,962,110,308.63
CURRENT AMORTIZED BOOK VALUE: 2,980,630,986.77
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.749
WEIGHTED AVERAGE DAYS OF MATURITY: 581
City of San Jose
Portfolio Statistics
City Portfolio
7/1/23 THROUGH 6/30/24

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
April 1, 2024 - June 30, 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 23,128,887.95 26,476,776.01 23,721,420.18 4.560 4.533 268,084.10 0.00 0.00 268,084.10 CSJFA 37042 003 STPOOL 5,529,425.69 5,470,969.74 5,520,432.47 4.560 4.533 62,388.35 0.00 0.00 62,388.35 3135G0V75 40142 003 FNMA 10,000,000.00 9,962,100.00 9,962,100.00 1.750 1.838 43,750.00 1,901.33 0.00 45,651.33 91412GVB8 40153 003 UNVHGR 0.00 1,081,870.00 523,101.98 3.638 1.795 4,446.44 -2,105.37 0.00 2,341.07 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.555 11,250.00 352.70 0.00 11,602.70 3140HUNV4 40171 003 FNMA 4,724,281.15 4,748,790.50 4,821,121.23 2.420 2.347 28,631.43 -425.09 0.00 28,206.34 30298LAA9 40173 003 FHLMC 0.00 1,221,157.09 430,101.03 1.990 0.507 543.46 0.00 0.00 543.46 97705MNM3 40177 003 WIS 0.00 500,000.00 164,835.16 1.857 1.883 773.75 0.00 0.00 773.75 30314KAS2 40180 003 FHLMC 0.00 1,160,729.03 1,087,946.36 2.090 -0.547 4,035.96 -5,520.43 0.00 -1,484.47 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.667 40,625.00 853.32 0.00 41,478.32 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 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 0.00 143,485.99 51,168.60 1.990 -13.559 63.86 -1,793.57 0.00 -1,729.71 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 2,392,976.19 2,405,095.75 2,597,999.01 2.967 2.591 17,779.81 -998.65 0.00 16,781.16 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 3133ELJ47 40282 003 FFCB 0.00 10,000,000.00 8,461,538.46 0.580 0.580 12,244.44 0.00 0.00 12,244.44 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 0.00 1,000,000.00 483,516.48 0.833 0.845 1,018.11 0.00 0.00 1,018.11 91412HFL2 40294 003 UNVHGR 0.00 650,000.00 314,285.71 0.833 0.845 661.77 0.00 0.00 661.77 30315EAA4 40295 003 FHLMC 3,073,566.83 3,088,330.77 3,097,467.68 0.830 0.818 6,387.88 -72.21 0.00 6,315.67 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
574193TR9 40297 003 MDS 5,000,000.00 5,006,100.00 5,006,100.00 0.660 0.637 8,250.00 -305.68 0.00 7,944.32 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.501 6,375.00 -122.21 0.00 6,252.79 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.502 3,125.00 6.29 0.00 3,131.29 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 0.00 4,995,850.00 3,348,866.48 0.390 0.412 3,250.00 191.69 0.00 3,441.69 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.491 30,461.00 -25,485.36 0.00 4,975.64 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 8,500.00 297.45 0.00 8,797.45 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.697 1,737.50 0.00 0.00 1,737.50 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.767 2,648.81 0.00 0.00 2,648.81 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.633 4,889.62 -1,353.58 0.00 3,536.04 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.604 7,858.70 -2,434.24 0.00 5,424.46 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 1,837,422.96 2,326,201.71 2,310,282.50 2.624 -4.034 13,265.20 -36,501.99 0.00 -23,236.79 3137BGK24 40328 003 FHLMC 4,389,640.94 4,412,354.25 4,831,651.69 3.062 2.611 33,660.79 -2,210.01 0.00 31,450.78 3135G05X7 40329 003 FNMA 10,000,000.00 9,975,300.00 9,975,300.00 0.375 0.430 9,375.00 1,326.37 0.00 10,701.37 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.501 12,500.00 0.00 0.00 12,500.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.552 20,625.00 0.00 0.00 20,625.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.320 9,084.38 -2,228.40 0.00 6,855.98 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.417 12,500.00 -2,051.75 0.00 10,448.25 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.498 12,000.00 400.00 0.00 12,400.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.400 37,500.00 -17,287.20 0.00 20,212.80 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.509 12,500.00 189.70 0.00 12,689.70 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.499 12,000.00 419.50 0.00 12,419.50 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.516 12,500.00 345.51 0.00 12,845.51 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.340 29,781.25 -25,404.05 0.00 4,377.20 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.600 0.602 15,000.00 0.00 0.00 15,000.00 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 3,662,716.30 3,680,212.34 3,691,186.89 0.670 0.658 6,144.84 -85.80 0.00 6,059.04 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 -29,666.67 0.00 7,833.33 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.509 11,250.00 1,405.00 0.00 12,655.00 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 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
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 3,615,303.97 3,697,466.65 3,961,234.75 2.588 1.786 23,721.43 -6,080.04 0.00 17,641.39 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.652 16,250.00 0.00 0.00 16,250.00 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.802 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 0.00 1,900,000.00 1,190,109.89 0.875 0.887 2,632.29 0.00 0.00 2,632.29 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.904 10,359.37 613.92 0.00 10,973.29 3130APKF1 40421 003 FHLB 2,725,000.00 2,711,375.00 2,711,375.00 0.750 0.927 5,109.37 1,159.02 0.00 6,268.39 3130APMH5 40422 003 FHLB 0.00 3,145,212.00 1,589,887.38 0.625 0.697 2,515.62 248.59 0.00 2,764.21 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 3130APS48 40446 003 FHLB 13,240,000.00 13,241,098.92 13,241,098.92 1.050 1.050 34,755.00 -94.10 0.00 34,660.90 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.366 66,978.75 -30,771.82 0.00 36,206.93 3130AQG49 40461 003 FHLB 2,485,000.00 2,471,605.85 2,471,605.85 1.000 1.206 6,212.50 1,217.65 0.00 7,430.15 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.354 103,908.75 -50,830.10 0.00 53,078.65 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.750 1.746 20,555.56 1,146.90 0.00 21,702.46 3130ALHH0 40470 003 FHLB 25,000,000.00 24,479,750.00 24,479,750.00 0.960 1.499 60,000.00 31,487.90 0.00 91,487.90 3130AQQQ9 40472 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.375 2.269 113,125.00 0.00 0.00 113,125.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.799 61,250.00 1,458.34 0.00 62,708.34 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.875 1.885 33,075.00 720.00 0.00 33,795.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.375 2.269 113,125.00 0.00 0.00 113,125.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 2.500 2.369 73,437.50 375.00 0.00 73,812.50 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 3133ENPB0 40486 003 FFCB 15,150,000.00 15,138,637.50 15,138,637.50 2.180 2.203 82,567.50 568.13 0.00 83,135.63 037833CU2 40487 003 AAPL 0.00 7,460,673.00 3,279,416.70 2.850 1.836 23,116.67 -8,104.56 0.00 15,012.11 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 3130AR7C9 40497 003 FHLB 1,565,000.00 1,544,029.00 1,544,029.00 1.850 2.376 7,238.12 1,908.38 0.00 9,146.50 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.379 727.50 153.24 0.00 880.74 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.455 10,325.00 3,841.70 0.00 14,166.70 3130AMR53 40502 003 FHLB 20,000,000.00 19,070,000.00 19,070,000.00 0.620 2.454 31,000.00 85,670.42 0.00 116,670.42 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.577 3,231.25 10,922.33 0.00 14,153.58 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.576 2,679.69 7,658.31 0.00 10,338.00 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.579 3,250.00 8,794.29 0.00 12,044.29 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.580 2,137.50 6,888.34 0.00 9,025.84 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.579 26,235.00 79,054.13 0.00 105,289.13 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.569 1,443.75 3,543.26 0.00 4,987.01 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 0.00 5,710,188.00 5,521,940.04 0.400 2.719 5,800.00 31,635.69 0.00 37,435.69 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
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 87,070.78 0.00 160,164.53 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.750 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 7,869.63 0.00 162,369.63 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 4.500 4.278 106,666.67 0.00 0.00 106,666.67 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 42.58 0.00 31,292.58 3130ARVT5 40544 003 FHLB 0.00 3,639,909.90 1,839,954.45 3.000 2.894 13,915.00 -639.35 0.00 13,275.65 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.991 31,250.00 109,669.73 0.00 140,919.73 3130AMU67 40546 003 FHLB 0.00 19,053,800.00 18,425,652.75 0.400 2.797 19,333.33 109,176.92 0.00 128,510.25 3133ENYA2 40550 003 FFCB 5,200,000.00 5,177,640.00 5,177,640.00 3.450 3.561 44,850.00 1,121.74 0.00 45,971.74 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.285 101,093.75 4,448.66 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 0.00 5,588,441.05 5,404,206.73 3.125 3.385 42,404.95 3,209.21 0.00 45,614.16 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 0.00 1,233,700.00 1,003,228.57 2.875 3.575 7,287.33 1,654.94 0.00 8,942.27 594918BB9 40564 003 MSFT 7,250,000.00 7,084,700.00 7,084,700.00 2.700 3.652 48,937.50 15,561.71 0.00 64,499.21 CAMP 40566 003 CAMP 221,620,324.53 147,500,565.83 111,027,343.72 5.430 5.421 1,500,506.21 0.00 0.00 1,500,506.21 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.583 114,250.00 0.00 0.00 114,250.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.111 102,500.00 0.00 0.00 102,500.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.262 106,250.00 0.00 0.00 106,250.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.399 85,413.13 29,274.59 0.00 114,687.72 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.516 25,810.75 9,908.73 0.00 35,719.48 9128283Z1 40578 003 USTR 30,000,000.00 29,439,843.75 29,439,843.75 2.750 3.543 204,008.15 56,015.62 0.00 260,023.77 3136AR5S3 40579 003 FNMA 4,960,669.68 5,110,455.65 4,816,830.71 2.469 2.661 25,052.68 6,904.20 0.00 31,956.88 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.836 63,565.50 12,506.67 0.00 76,072.17 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.816 33,071.88 17,254.05 0.00 50,325.93 9128284Z0 40586 003 USTR 10,000,000.00 9,719,531.25 9,719,531.25 2.750 3.781 68,002.72 23,610.23 0.00 91,612.95 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 -19,285.72 0.00 105,714.28 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 99,125.87 -6,473.60 0.00 92,652.27 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.060 40,218.75 41,664.82 0.00 81,883.57 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.774 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 45,380.54 0.00 102,974.29 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.613 61,875.00 -3,843.40 0.00 58,031.60 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.424 29,250.00 3,400.67 0.00 32,650.67 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
3137FBTA4 40605 003 FHLMC 6,127,798.93 8,439,533.03 7,835,003.81 3.064 5.922 56,886.71 58,787.40 0.00 115,674.11 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.614 36,177.62 14,113.40 0.00 50,291.02 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.619 109,375.00 5,300.00 0.00 114,675.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.989 26,250.00 82,157.79 0.00 108,407.79 30329MAA0 40609 003 FHLMC 3,209,680.08 3,222,912.36 2,882,596.29 2.080 2.517 16,713.33 1,377.65 0.00 18,090.98 30329MAA0 40610 003 FHLMC 4,126,731.54 4,143,744.48 3,706,195.25 2.080 2.517 21,488.55 1,771.27 0.00 23,259.82 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 -1,945.02 0.00 121,804.98 3136AKQM8 40614 003 FNMA 0.00 3,135,557.21 1,613,572.43 3.056 22.727 6,423.82 85,002.99 0.00 91,426.81 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 11,905,450.19 11,973,000.29 11,509,056.04 2.920 3.121 87,074.51 2,469.80 0.00 89,544.31 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 15,864.87 23,227.05 0.00 39,091.92 13067WRC8 40623 003 CASPWR 3,155,000.00 2,816,941.75 2,816,941.75 0.790 4.887 6,231.12 28,093.48 0.00 34,324.60 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.355 69,597.00 18,613.49 0.00 88,210.49 13063D3A4 40626 003 CAS 7,075,000.00 7,430,518.75 7,430,518.75 5.700 4.184 100,818.75 -23,304.21 0.00 77,514.54 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 3,763,578.09 3,705,506.08 3,705,506.08 3.539 2.139 14,069.99 5,693.33 0.00 19,763.32 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.678 27,446.12 21,184.91 0.00 48,631.03 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.569 31,250.00 21,840.13 0.00 53,090.13 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.522 34,375.00 19,868.42 0.00 54,243.42 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.402 40,625.00 11,930.24 0.00 52,555.24 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.379 51,875.00 2,244.74 0.00 54,119.74 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.891 49,174.41 0.00 0.00 49,174.41 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 DE 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 69371RR65 40640 003 PCAR 10,000,000.00 9,108,000.00 9,108,000.00 2.000 4.610 50,000.00 54,686.64 0.00 104,686.64 3134GXR63 40643 003 FHLMC 10,000,000.00 9,867,760.00 9,867,760.00 4.050 4.630 101,250.00 12,647.82 0.00 113,897.82 3132XGRH1 40647 003 FHLMC 19,822,496.20 19,897,370.40 19,777,234.99 3.690 3.720 183,093.38 339.27 0.00 183,432.65 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.094 95,937.50 134,446.50 0.00 230,384.00 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.412 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 7,076.84 0.00 22,544.99 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.778 21,000.00 12,175.50 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 49,546.88 130,278.54 0.00 179,825.42 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
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 9,911,248.10 9,948,685.20 9,842,053.61 3.690 3.745 91,546.69 345.12 0.00 91,891.81 3140HSZG9 40667 003 FNMA 3,851,871.96 3,868,804.56 3,798,180.97 3.440 3.533 33,174.75 279.78 0.00 33,454.53 91412GU94 40668 003 UNVHGR 13,815,000.00 13,484,407.05 13,484,407.05 3.063 4.307 105,788.37 38,995.23 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 26.10 0.00 180,276.09 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 89238JAC9 40676 003 TMCC 5,543,138.41 7,112,611.91 6,169,236.67 0.710 6.001 11,462.41 24,829.55 56,006.60 92,298.56 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 13,085.95 74,140.98 0.00 87,226.93 419792G34 40681 003 HIS 2,530,000.00 2,268,878.70 2,268,878.70 1.535 4.493 9,708.88 15,709.17 0.00 25,418.05 64990FS96 40682 003 NYSPIT 7,075,000.00 6,503,693.75 6,503,693.75 2.657 4.779 46,995.69 30,496.78 0.00 77,492.47 30312XAE7 40683 003 FHLMC 4,092,493.72 4,724,470.24 4,498,028.82 2.250 4.435 25,365.59 24,365.66 0.00 49,731.25 419792F92 40684 003 HIS 7,975,000.00 7,375,599.00 7,375,599.00 1.033 4.935 20,595.44 70,150.97 0.00 90,746.41 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 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 6,268.59 0.00 109,299.84 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 30333AAA0 40697 003 FHLMC 7,979,459.85 7,986,522.49 7,812,053.57 4.250 4.362 84,811.52 152.21 0.00 84,963.73 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 9,993,210.19 9,995,434.26 9,722,228.87 4.390 4.528 109,683.64 60.60 0.00 109,744.24 91412HGF4 40704 003 UNVHGR 5,005,000.00 4,396,291.90 4,396,291.90 1.316 5.324 16,466.45 41,883.59 0.00 58,350.04 80168FQH2 40705 003 SCVWTR 15,000,000.00 14,790,000.00 14,790,000.00 4.250 5.545 159,375.00 45,107.40 0.00 204,482.40 3134H1FN8 40706 003 FHLMC 0.00 15,000,000.00 1,813,186.81 5.625 5.703 25,781.25 0.00 0.00 25,781.25 3134H1FP3 40707 003 FHLMC 0.00 25,000,000.00 3,021,978.02 5.650 5.728 43,159.72 0.00 0.00 43,159.72 3135GAJZ5 40708 003 FNMA 0.00 20,000,000.00 3,296,703.30 5.700 5.779 47,500.00 0.00 0.00 47,500.00 31424WAJ1 40709 003 FAMC 0.00 20,000,000.00 1,978,021.98 5.800 5.881 29,000.00 0.00 0.00 29,000.00 84247PJB8 40710 003 STNPWR 2,500,000.00 2,414,575.00 2,414,575.00 3.938 5.412 24,612.50 7,967.10 0.00 32,579.60 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 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 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
13063DRD2 40717 003 CAS 5,460,000.00 5,143,702.20 5,143,702.20 2.375 4.726 32,418.75 28,184.95 0.00 60,603.70 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 912796ZW2 40723 003 USTR 0.00 19,529,600.00 17,168,879.12 5.040 5.233 0.00 224,000.00 0.00 224,000.00 912796Y45 40724 003 USTR 0.00 29,265,000.00 27,978,626.37 5.040 5.238 0.00 365,400.00 0.00 365,400.00 912797FS1 40725 003 USTR 0.00 24,438,888.89 19,604,822.96 5.050 5.238 0.00 256,006.94 0.00 256,006.94 89233GG18 40726 003 TMCC 50,000,000.00 48,719,097.22 48,719,097.22 5.270 5.484 0.00 666,069.45 0.00 666,069.45 9128286Z8 40727 003 USTR 0.00 49,261,718.75 48,720,381.18 1.750 5.137 216,346.15 407,639.95 0.00 623,986.10 47816FG13 40729 003 JNJ 25,000,000.00 24,415,750.00 24,415,750.00 5.130 5.326 0.00 324,187.50 0.00 324,187.50 037833EH9 40730 003 AAPL 7,109,000.00 6,273,692.50 6,273,692.50 1.400 4.529 24,881.50 45,952.12 0.00 70,833.62 438516CL8 40731 003 HON 35,000,000.00 34,897,100.00 34,897,100.00 4.250 4.334 371,875.00 5,156.46 0.00 377,031.46 91282CCX7 40732 003 USTR 30,000,000.00 29,103,515.63 29,103,515.63 0.375 5.068 27,819.29 339,916.99 0.00 367,736.28 931142EE9 40734 003 WMT 14,400,000.00 14,123,016.00 14,123,016.00 3.700 4.226 133,200.00 15,609.62 0.00 148,809.62 91282CCX7 40735 003 USTR 25,000,000.00 24,300,781.25 24,300,781.25 0.375 5.113 23,182.75 286,616.70 0.00 309,799.45 373384TP1 40736 003 GAS 1,500,000.00 1,486,785.00 1,486,785.00 4.150 4.847 15,562.50 2,402.73 0.00 17,965.23 91282CDB4 40737 003 USTR 20,000,000.00 19,431,250.00 19,431,250.00 0.625 5.188 31,079.23 220,239.36 0.00 251,318.59 3132XGY42 40738 003 FHLMC 2,243,000.00 2,243,000.00 2,216,276.76 4.650 4.719 26,074.89 0.00 0.00 26,074.89 912797HH3 40739 003 USTR 0.00 19,816,250.00 6,750,590.66 5.250 5.372 0.00 90,416.67 0.00 90,416.67 912797FS1 40740 003 USTR 0.00 19,715,100.00 15,815,409.89 5.180 5.328 0.00 210,077.78 0.00 210,077.78 912797HS9 40741 003 USTR 0.00 19,788,543.33 12,829,934.69 5.214 5.343 0.00 170,903.34 0.00 170,903.34 882724RC3 40742 003 TXS 7,810,000.00 7,213,159.80 7,213,159.80 2.182 4.719 42,603.55 42,262.49 0.00 84,866.04 89115DDN3 40743 003 TD 25,000,000.00 25,000,000.00 25,000,000.00 5.370 5.445 339,354.17 0.00 0.00 339,354.17 912797KL0 40744 003 USTR 25,000,000.00 24,353,520.83 24,353,520.83 5.115 5.324 0.00 323,239.58 0.00 323,239.58 3134H1YU1 40745 003 FHLMC 15,000,000.00 0.00 14,835,164.84 5.610 5.625 208,037.50 0.00 0.00 208,037.50 3132XGZK5 40746 003 FHLMC 13,652,000.00 0.00 13,605,071.25 4.850 4.880 165,530.49 0.00 0.00 165,530.49 912797KC0 40747 003 USTR 20,000,000.00 19,581,458.40 19,581,458.40 5.125 5.307 0.00 259,097.18 0.00 259,097.18 313384E88 40748 003 FHLB 40,000,000.00 0.00 37,831,941.40 5.100 5.287 0.00 498,666.66 0.00 498,666.66 3130B0RH4 40749 003 FHLB 15,000,000.00 0.00 13,351,648.35 5.600 5.608 186,666.67 0.00 0.00 186,666.67 313384D89 40750 003 FHLB 20,000,000.00 0.00 17,873,355.80 5.120 5.298 0.00 236,088.89 0.00 236,088.89 313384D71 40751 003 FHLB 15,000,000.00 0.00 12,447,187.50 5.150 5.324 0.00 165,229.17 0.00 165,229.17 912797KD8 40752 003 USTR 15,000,000.00 0.00 12,284,596.15 5.170 5.345 0.00 163,716.67 0.00 163,716.67 24422EXH7 40753 003 DE 10,000,000.00 0.00 8,128,826.37 4.500 5.203 93,750.00 11,701.75 0.00 105,451.75 3130B0YZ6 40754 003 FHLB 20,000,000.00 0.00 16,483,516.48 5.270 5.272 216,655.56 0.00 0.00 216,655.56 30336BAA5 40755 003 FHLMC 16,998,965.39 0.00 12,411,461.24 5.020 5.056 156,449.96 8.66 0.00 156,458.62 3130B0ZS1 40756 003 FHLB 20,000,000.00 0.00 16,043,956.04 5.300 5.300 212,000.00 0.00 0.00 212,000.00 313384XN4 40757 003 FHLB 0.00 0.00 16,175,478.39 5.280 5.383 0.00 217,066.67 0.00 217,066.67 3133ERDH1 40758 003 FFCB 20,000,000.00 0.00 13,625,010.99 4.750 4.741 160,972.22 67.78 0.00 161,040.00 64990FD76 40759 003 NYSPIT 8,045,000.00 0.00 4,727,966.93 1.748 5.097 23,047.14 37,028.54 0.00 60,075.68 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7
Current
Rate
Ending
Par Value
Average
Fund

Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted Interest
April 1, 2024 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
91282CKP5 40760 003 USTR 20,000,000.00 0.00 12,383,653.85 4.625 4.436 140,760.87 -3,798.08 0.00 136,962.79 69371RT22 40761 003 PCAR 7,000,000.00 0.00 3,766,328.46 5.000 4.995 46,666.67 239.56 0.00 46,906.23 09290DAA9 40762 003 BLKRK 14,000,000.00 0.00 7,177,984.62 4.700 4.849 84,077.78 2,703.39 0.00 86,781.17 89236TMF9 40763 003 TMCC 15,000,000.00 0.00 7,566,418.68 5.050 5.061 94,687.50 791.25 0.00 95,478.75 3135GASV4 40764 003 FNMA 20,000,000.00 0.00 9,890,109.89 5.350 5.304 130,777.78 0.00 0.00 130,777.78 3130B1HQ3 40765 003 FHLB 30,000,000.00 0.00 10,879,120.88 5.125 5.039 136,666.67 0.00 0.00 136,666.67 3130B1MF1 40766 003 FHLB 20,000,000.00 0.00 6,153,846.15 5.000 5.069 77,777.78 0.00 0.00 77,777.78 574193WW4 40767 003 MDS 15,000,000.00 0.00 2,142,857.14 4.440 4.502 24,050.00 0.00 0.00 24,050.00 3137HDJJ0 40768 003 FHLMC 15,000,000.00 0.00 2,967,024.07 4.803 4.870 36,022.50 0.00 0.00 36,022.50 313384B40 40769 003 FHLB 60,000,000.00 0.00 13,073,351.65 5.250 5.369 0.00 175,000.00 0.00 175,000.00 437076BY7 40770 003 HD 10,000,000.00 0.00 1,112,631.87 2.950 5.007 9,013.89 4,874.93 0.00 13,888.82 30337MAA0 40771 003 FHLMC 9,000,000.00 0.00 397,563.43 4.990 5.044 5,000.00 0.00 0.00 5,000.00 313396ZG1 40772 003 FHLMC 70,000,000.00 0.00 7,668,772.44 5.245 5.334 0.00 101,986.11 0.00 101,986.11 039483AN2 40773 003 ADM 5,700,000.00 0.00 659,189.34 6.750 5.054 10,687.50 -2,381.36 0.00 8,306.14 313384ZP7 40774 003 FHLB 50,000,000.00 0.00 3,832,158.12 5.240 5.332 0.00 50,944.44 0.00 50,944.44 437076DC3 40775 003 HD 10,000,000.00 0.00 657,540.66 4.750 4.885 7,916.67 91.00 0.00 8,007.67 24422EXT1 40776 003 DE 10,000,000.00 0.00 438,914.29 4.850 4.955 5,388.88 32.96 0.00 5,421.84 Subtotal 3,005,343,274.84 2,626,499,782.93 2,765,237,517.89 3.631 16,245,817.24 8,731,187.37 56,006.60 25,033,011.21 Total 3,005,343,274.84 2,626,499,782.93 2,765,237,517.89 3.631 16,245,817.24 8,731,187.37 56,006.60 25,033,011.21 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:19 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 - June 30, 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 23,128,887.95 15,006,746.08 17,630,952.75 4.560 4.154 734,414.35 0.00 0.00 734,414.35 CSJFA 37042 003 STPOOL 5,529,425.69 5,335,746.08 5,439,366.96 4.560 4.101 223,679.53 0.00 0.00 223,679.53 13063DGN2 40008 003 CAS 0.00 5,075,550.00 429,896.31 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 6,330,860.66 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 6,223,552.79 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 3,573,400.82 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 1.828 175,000.00 7,605.35 0.00 182,605.35 3137B4WB8 40148 003 FHLMC 0.00 225,888.22 15,303.00 3.060 -48.762 0.00 -7,482.55 0.00 -7,482.55 70922PAK8 40152 003 PASTRN 0.00 1,837,920.00 768,310.82 2.929 1.666 21,357.29 -8,524.89 0.00 12,832.40 91412GVB8 40153 003 UNVHGR 0.00 1,081,870.00 942,941.34 3.638 1.767 31,731.44 -15,024.65 0.00 16,706.79 3130AGWK7 40157 003 FHLB 3,000,000.00 2,992,950.00 2,992,950.00 1.500 1.546 45,000.00 1,410.78 0.00 46,410.78 3140HUNV4 40171 003 FNMA 4,724,281.15 4,821,914.40 4,858,753.65 2.420 2.334 115,418.68 -1,693.33 0.00 113,725.35 30298LAA9 40173 003 FHLMC 0.00 4,364,864.59 2,488,558.92 1.990 1.749 43,646.35 0.00 0.00 43,646.35 97705MNM3 40177 003 WIS 0.00 500,000.00 416,666.67 1.857 1.852 7,737.50 0.00 0.00 7,737.50 30314KAS2 40180 003 FHLMC 0.00 1,173,790.07 1,151,970.46 2.090 1.449 22,319.95 -5,582.55 0.00 16,737.40 3135G0W66 40183 003 FNMA 10,000,000.00 9,983,000.00 9,983,000.00 1.625 1.657 162,500.00 3,413.27 0.00 165,913.27 649791PP9 40185 003 NYS 0.00 5,002,600.00 3,130,042.08 2.010 1.980 62,533.33 -376.96 0.00 62,156.37 912828W48 40196 003 USTR 0.00 15,244,921.88 10,121,628.46 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 1.687 187,000.00 -816.03 0.00 186,183.97 3138L84Z4 40202 003 FNMA 7,747,000.00 7,747,000.00 7,899,519.06 2.390 2.337 185,153.28 0.00 0.00 185,153.28 3140HWYW6 40203 003 FNMA 7,450,000.00 7,450,000.00 7,531,484.38 2.240 2.210 166,880.04 0.00 0.00 166,880.04 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 3,658,736.07 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 2.640 27,099.96 0.00 0.00 27,099.96 30295NAE0 40214 003 FHLMC 0.00 252,813.69 39,401.05 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 2.888 103,599.96 0.00 0.00 103,599.96 30298LAA9 40231 003 FHLMC 0.00 512,871.62 296,060.77 1.990 -0.432 5,128.46 -6,410.89 0.00 -1,282.43 574193SP4 40234 003 MDS 0.00 1,000,000.00 704,918.03 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 1.742 168,750.00 -74,899.33 0.00 93,850.67 459058JB0 40246 003 IBRD 3,000,000.00 2,988,390.00 2,988,390.00 0.625 0.703 18,750.00 2,322.00 0.00 21,072.00 89239RAC0 40252 003 TMCC 0.00 102,505.49 9,265.74 1.360 1.411 125.76 0.43 4.94 131.13 44891LAC7 40253 003 HART 0.00 170,323.64 25,681.23 1.410 1.447 360.52 1.31 10.68 372.51 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 2.660 106,680.00 0.00 0.00 106,680.00 3134GVQX9 40261 003 FHLMC 10,000,000.00 9,990,000.00 9,990,000.00 0.700 0.719 70,000.00 2,000.00 0.00 72,000.00 64990GZW5 40262 003 NYU 2,450,000.00 2,438,877.00 2,438,877.00 1.438 1.550 35,231.00 2,678.45 0.00 37,909.45 3134GVSN9 40265 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 0.700 0.698 70,000.00 0.00 0.00 70,000.00 3137BJQ71 40266 003 FHLMC 10,000,000.00 10,000,000.00 10,823,437.50 2.770 2.552 276,999.96 0.00 0.00 276,999.96 43813DAC2 40270 003 HAROT 0.00 177,849.39 20,161.21 0.820 0.831 164.50 0.37 3.13 168.00 3136AL7K1 40272 003 FNMA 2,392,976.19 2,466,611.07 2,635,615.54 2.967 2.498 72,096.62 -6,067.51 0.00 66,029.11 3134GVB49 40273 003 FHLMC 40,000,000.00 40,000,000.00 40,000,000.00 0.750 0.748 300,000.00 0.00 0.00 300,000.00 923078CT4 40277 003 VNTCTF 0.00 1,000,000.00 336,065.57 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 1.220 11,007.00 0.00 0.00 11,007.00 3136G4WU3 40281 003 FNMA 30,000,000.00 30,000,000.00 30,000,000.00 0.850 0.848 255,000.00 0.00 0.00 255,000.00 3133ELJ47 40282 003 FFCB 0.00 10,000,000.00 9,617,486.34 0.580 0.578 55,744.44 0.00 0.00 55,744.44 3135G04Z3 40288 003 FNMA 10,000,000.00 9,979,300.00 9,979,300.00 0.500 0.541 50,000.00 4,144.60 0.00 54,144.60 91412HFL2 40293 003 UNVHGR 0.00 1,000,000.00 871,584.70 0.833 0.831 7,265.61 0.00 0.00 7,265.61 91412HFL2 40294 003 UNVHGR 0.00 650,000.00 566,530.05 0.833 0.831 4,722.65 0.00 0.00 4,722.65 30315EAA4 40295 003 FHLMC 3,073,566.83 3,132,363.23 3,119,850.81 0.830 0.813 25,735.97 -287.57 0.00 25,448.40 89237VAB5 40296 003 TMCC 0.00 603,089.83 87,135.84 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 0.633 33,000.00 -1,222.72 0.00 31,777.28 574193TQ1 40298 003 MDS 5,000,000.00 5,001,950.00 5,001,950.00 0.510 0.499 25,500.00 -488.86 0.00 25,011.14 31422BJ27 40299 003 FAMC 2,500,000.00 2,499,875.00 2,499,875.00 0.500 0.500 12,500.00 25.19 0.00 12,525.19 373385FQ1 40304 003 GAS 14,615,000.00 14,615,000.00 14,615,000.00 0.520 0.519 75,998.00 0.00 0.00 75,998.00 373385FP3 40305 003 GAS 4,345,000.00 4,345,000.00 4,345,000.00 0.420 0.419 18,249.00 0.00 0.00 18,249.00 3137EAEX3 40309 003 FHLMC 5,000,000.00 4,984,950.00 4,984,950.00 0.375 0.435 18,750.00 3,013.35 0.00 21,763.35 34153QUD6 40311 003 FLSEDU 10,000,000.00 10,000,000.00 10,000,000.00 0.550 0.548 55,000.00 0.00 0.00 55,000.00 546417DQ6 40312 003 LAS 4,000,000.00 4,000,000.00 4,000,000.00 0.840 0.838 33,600.00 0.00 0.00 33,600.00 34153QUC8 40313 003 FLSEDU 0.00 4,995,850.00 4,586,354.10 0.390 0.412 17,875.00 1,054.27 0.00 18,929.27 544351MQ9 40315 003 LOS 3,670,000.00 4,065,589.30 4,065,589.30 3.320 0.488 121,844.00 -101,941.41 0.00 19,902.59 3137EAEY1 40316 003 FHLMC 0.00 3,985,080.00 1,165,037.05 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 0.787 42,600.00 -3,027.09 0.00 39,572.91 13077DML3 40318 003 CASHGR 10,000,000.00 10,039,100.00 10,039,100.00 0.885 0.801 88,500.00 -7,824.35 0.00 80,675.65 882724RA7 40319 003 TXS 1,600,000.00 1,945,088.00 1,945,088.00 5.000 0.505 80,000.00 -70,147.76 0.00 9,852.24 06406RAJ6 40320 003 BK 0.00 4,193,530.88 469,767.12 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 0.351 34,000.00 1,189.81 0.00 35,189.81 57582RK88 40322 003 MAS 1,000,000.00 1,000,000.00 1,000,000.00 0.695 0.693 6,950.00 0.00 0.00 6,950.00 13034AL65 40323 003 CASDEV 1,385,000.00 1,385,000.00 1,385,000.00 0.765 0.763 10,595.26 0.00 0.00 10,595.26 91412HGE7 40324 003 UNVHGR 2,215,000.00 2,238,988.45 2,238,988.45 0.883 0.630 19,558.46 -5,414.32 0.00 14,144.14 91412HGE7 40325 003 UNVHGR 3,560,000.00 3,603,004.80 3,603,004.80 0.883 0.601 31,434.80 -9,736.94 0.00 21,697.86 91412HGE7 40326 003 UNVHGR 10,000,000.00 10,118,600.00 10,118,600.00 0.883 0.605 88,300.00 -26,869.72 0.00 61,430.28 3136AY6S7 40327 003 FNMA 1,837,422.96 2,522,029.76 2,536,993.69 2.624 0.378 60,750.51 -51,126.43 0.00 9,624.08 3137BGK24 40328 003 FHLMC 4,389,640.94 4,500,000.00 4,880,235.63 3.062 2.559 135,955.51 -10,737.94 0.00 125,217.57 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 0.428 37,500.00 5,305.49 0.00 42,805.49 3133EMLR1 40330 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.500 0.499 50,000.00 0.00 0.00 50,000.00 3135G06R9 40331 003 FNMA 15,000,000.00 15,000,000.00 15,000,000.00 0.550 0.548 82,500.00 0.00 0.00 82,500.00 45950VPG5 40332 003 IFC 8,550,000.00 8,584,490.70 8,584,490.70 0.425 0.319 36,337.50 -8,913.61 0.00 27,423.89 3135G06G3 40333 003 FNMA 10,000,000.00 10,039,690.00 10,039,690.00 0.500 0.415 50,000.00 -8,207.01 0.00 41,792.99 31422B6K1 40334 003 FAMC 10,000,000.00 9,992,000.00 9,992,000.00 0.480 0.495 48,000.00 1,600.00 0.00 49,600.00 459058JA2 40335 003 IBRD 20,000,000.00 20,288,120.00 20,288,120.00 0.750 0.397 150,000.00 -69,148.80 0.00 80,851.20 459058JL8 40336 003 IBRD 10,000,000.00 9,996,360.00 9,996,360.00 0.500 0.506 50,000.00 758.78 0.00 50,758.78 31422B6K1 40337 003 FAMC 10,000,000.00 9,991,610.00 9,991,610.00 0.480 0.496 48,000.00 1,678.00 0.00 49,678.00 459058JL8 40338 003 IBRD 10,000,000.00 9,993,370.00 9,993,370.00 0.500 0.513 50,000.00 1,382.05 0.00 51,382.05 459058DX8 40339 003 IBRD 4,765,000.00 5,158,198.27 5,158,198.27 2.500 0.339 119,125.00 -101,616.21 0.00 17,508.79 3130AKPW0 40340 003 FHLB 10,000,000.00 10,000,000.00 10,000,000.00 0.600 0.541 54,250.00 0.00 0.00 54,250.00 459058JE4 40341 003 IBRD 10,000,000.00 9,933,980.00 9,933,980.00 0.375 0.522 37,500.00 14,536.52 0.00 52,036.52 30318CAA5 40342 003 FHLMC 3,662,716.30 3,732,418.83 3,717,725.51 0.670 0.655 24,755.86 -341.82 0.00 24,414.04 91412HGE7 40343 003 UNVHGR 7,000,000.00 7,112,070.00 7,112,070.00 0.883 0.502 61,810.00 -25,978.88 0.00 35,831.12 459056HV2 40344 003 IBRD 10,000,000.00 10,427,200.00 10,427,200.00 1.500 0.300 150,000.00 -118,666.67 0.00 31,333.33 45950VPL4 40347 003 IFC 10,000,000.00 9,971,900.00 9,971,900.00 0.450 0.506 45,000.00 5,620.00 0.00 50,620.00 46625HJT8 40348 003 JPM 0.00 16,528,245.00 9,709,214.96 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 4,126,355.41 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 0.499 50,000.00 0.00 0.00 50,000.00 3130AKXX9 40353 003 FHLB 10,000,000.00 9,994,000.00 9,994,000.00 0.500 0.511 50,000.00 1,200.00 0.00 51,200.00 45905U5Y6 40354 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.598 30,000.00 0.00 0.00 30,000.00 45905U5Y6 40355 003 IBRD 5,000,000.00 5,000,000.00 5,000,000.00 0.600 0.598 30,000.00 0.00 0.00 30,000.00 3137FQ3W1 40356 003 FHLMC 3,615,303.97 4,583,176.29 4,412,741.72 2.588 0.746 104,617.99 -71,622.56 0.00 32,995.43 45818WCZ7 40357 003 IADB 10,000,000.00 10,000,000.00 10,000,000.00 0.650 0.649 65,049.33 0.00 0.00 65,049.33 3133EMSU7 40358 003 FFCB 10,000,000.00 10,000,000.00 10,000,000.00 0.800 0.798 80,000.00 0.00 0.00 80,000.00 459058JA2 40359 003 IBRD 10,000,000.00 10,054,800.00 10,054,800.00 0.750 0.608 75,000.00 -13,709.52 0.00 61,290.48 31422XCX8 40360 003 FAMC 10,000,000.00 10,000,000.00 10,000,000.00 1.000 0.997 100,000.00 0.00 0.00 100,000.00 3130APRF4 40409 003 FHLB 20,000,000.00 19,991,000.00 19,991,000.00 1.000 1.013 200,000.00 3,005.56 0.00 203,005.56 3130APWP6 40410 003 FHLB 0.00 8,292,530.00 3,307,949.13 0.600 0.641 19,781.67 1,483.62 0.00 21,265.29 3130APZU2 40417 003 FHLB 0.00 1,900,000.00 1,723,497.27 0.875 0.874 15,101.04 0.00 0.00 15,101.04 3130APU45 40418 003 FHLB 4,875,000.00 4,867,687.50 4,867,687.50 0.850 0.899 41,437.50 2,455.69 0.00 43,893.19 3135G05U3 40420 003 FNMA 0.00 6,982,570.00 915,746.89 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 0.922 20,437.50 4,636.10 0.00 25,073.60 3130APMH5 40422 003 FHLB 0.00 3,145,212.00 2,758,505.61 0.625 0.686 17,281.25 1,707.68 0.00 18,988.93 3133ENFZ8 40423 003 FFCB 10,000,000.00 10,013,900.00 10,013,900.00 1.010 0.960 101,000.00 -4,633.33 0.00 96,366.67 594918AW4 40432 003 MSFT 0.00 1,948,566.21 889,099.88 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 5,645,289.84 0.650 0.723 36,583.62 4,360.48 0.00 40,944.10 594918BX1 40442 003 MSFT 0.00 1,067,732.25 641,806.27 2.875 0.871 17,599.40 -11,994.04 0.00 5,605.36 594918BQ6 40443 003 MSFT 0.00 2,936,971.20 304,931.44 2.000 0.679 5,911.78 -3,836.62 0.00 2,075.16 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 2,899,864.18 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 1.044 139,020.00 -376.41 0.00 138,643.59 13063DMA3 40449 003 CAS 10,110,000.00 10,631,069.40 10,631,069.40 2.650 1.359 267,915.00 -123,087.26 0.00 144,827.74 037833CG3 40459 003 AAPL 0.00 10,407,000.00 6,340,877.05 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 1.199 24,850.00 4,870.60 0.00 29,720.60 037833DF4 40463 003 AAPL 15,114,000.00 15,723,396.48 15,723,396.48 2.750 1.347 415,635.00 -203,320.42 0.00 212,314.58 3130AQCN1 40467 003 FHLB 5,000,000.00 4,986,250.00 4,986,250.00 1.750 1.549 72,847.22 4,587.58 0.00 77,434.80 3134GXJH8 40469 003 FHLMC 0.00 4,176,243.50 1,026,945.12 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 1.491 240,000.00 125,951.58 0.00 365,951.58 037833CG3 40471 003 AAPL 0.00 12,402,280.36 7,556,580.66 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 2.375 1.826 366,250.00 0.00 0.00 366,250.00 3130AQN58 40473 003 FHLB 14,000,000.00 13,982,500.00 13,982,500.00 1.750 1.789 245,000.00 5,833.34 0.00 250,833.34 3130AQMQ3 40475 003 FHLB 7,200,000.00 7,189,200.00 7,189,200.00 1.875 1.688 118,800.00 2,880.00 0.00 121,680.00 3130AQQQ9 40477 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 2.375 1.826 366,250.00 0.00 0.00 366,250.00 3130AQMU4 40478 003 FHLB 12,500,000.00 12,495,875.00 12,495,875.00 2.500 1.851 230,468.75 1,500.00 0.00 231,968.75 3133ENMH0 40479 003 FFCB 10,350,000.00 10,348,965.00 10,348,965.00 1.600 1.598 165,600.00 258.75 0.00 165,858.75 3133ENAL4 40480 003 FFCB 0.00 4,103,407.95 1,154,784.20 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 7,684,979.75 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 2.191 330,270.00 2,272.50 0.00 332,542.50 037833CU2 40487 003 AAPL 0.00 7,460,673.00 6,421,071.02 2.850 1.807 179,154.17 -62,810.38 0.00 116,343.79 3134GW6E1 40490 003 FHLMC 0.00 19,520,000.00 6,613,333.33 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 2.638 23,750.00 2,500.00 0.00 26,250.00 3130ARBY6 40496 003 FHLB 0.00 4,590,340.00 3,398,858.31 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 2.363 28,952.50 7,633.53 0.00 36,586.03 3133ENQC7 40498 003 FFCB 150,000.00 148,500.00 148,500.00 1.940 2.366 2,910.00 612.94 0.00 3,522.94 3130AQT78 40499 003 FHLB 2,360,000.00 2,314,924.00 2,314,924.00 1.750 2.441 41,300.00 15,366.82 0.00 56,666.82 3136G46V0 40500 003 FNMA 0.00 1,449,900.00 827,948.36 0.310 2.182 2,647.92 15,467.62 0.00 18,115.54 3133ENAL4 40501 003 FFCB 0.00 1,139,135.40 320,576.36 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 2.441 124,000.00 342,681.68 0.00 466,681.68 3136G4H55 40503 003 FNMA 2,350,000.00 2,202,791.30 2,202,791.30 0.550 2.563 12,925.00 43,689.31 0.00 56,614.31 3136G4R62 40504 003 FNMA 1,715,000.00 1,609,825.91 1,609,825.91 0.625 2.562 10,718.76 30,633.23 0.00 41,351.99 3134GW5R3 40505 003 FHLMC 2,000,000.00 1,873,460.00 1,873,460.00 0.650 2.565 13,000.00 35,177.14 0.00 48,177.14 3134GWUG9 40506 003 FHLMC 1,500,000.00 1,403,410.20 1,403,410.20 0.570 2.566 8,550.00 27,553.35 0.00 36,103.35 3134GWVN3 40507 003 FHLMC 17,490,000.00 16,376,215.10 16,376,215.10 0.600 2.565 104,940.00 316,216.53 0.00 421,156.53 3130ANWN6 40508 003 FHLB 825,000.00 778,622.63 778,622.63 0.700 2.555 5,775.00 14,173.05 0.00 19,948.05 3134GW6E1 40509 003 FHLMC 0.00 17,737,824.00 6,009,536.00 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 2,304,929.35 0.300 2.123 6,982.50 42,091.77 0.00 49,074.27 3134GXMZ4 40511 003 FHLMC 0.00 1,020,087.50 755,310.69 1.800 2.455 13,790.55 4,801.72 0.00 18,592.27 3130APWH4 40512 003 FHLB 0.00 1,951,980.00 767,992.13 0.750 2.248 5,875.00 11,437.20 0.00 17,312.20 3133ENGW4 40513 003 FFCB 0.00 1,808,137.76 815,144.07 0.660 2.320 5,521.23 13,441.57 0.00 18,962.80 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 1,304,057.64 481,004.87 0.230 2.251 1,135.97 9,722.80 0.00 10,858.77 3135G05P4 40515 003 FNMA 0.00 3,288,848.73 296,535.54 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 2.842 17,500.00 20,738.08 0.00 38,238.08 3130AMU67 40517 003 FHLB 0.00 5,710,188.00 5,663,383.18 0.400 2.705 23,800.00 129,815.41 0.00 153,615.41 3130AQGT4 40518 003 FHLB 23,060,000.00 22,022,300.00 22,022,300.00 1.100 2.854 253,660.00 376,584.68 0.00 630,244.68 3130AQMR1 40519 003 FHLB 23,390,000.00 22,416,742.10 22,416,742.10 1.250 2.850 292,375.00 348,283.14 0.00 640,658.14 3130AQZ48 40520 003 FHLB 3,060,000.00 3,009,204.00 3,009,204.00 2.000 2.735 61,200.00 21,337.87 0.00 82,537.87 3130APXH3 40521 003 FHLB 0.00 8,864,184.00 3,608,643.21 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 3.082 16,800.00 83,922.60 0.00 100,722.60 3130ARVJ7 40523 003 FHLB 20,000,000.00 20,000,000.00 20,000,000.00 3.250 3.241 650,000.00 0.00 0.00 650,000.00 3133ENUZ1 40524 003 FFCB 20,000,000.00 19,890,000.00 19,890,000.00 3.090 3.256 618,000.00 31,478.54 0.00 649,478.54 3134GXSF2 40525 003 FHLMC 10,000,000.00 10,000,000.00 10,000,000.00 4.500 3.705 371,527.78 0.00 0.00 371,527.78 3133ENVK3 40526 003 FFCB 20,000,000.00 20,000,000.00 20,000,000.00 3.650 3.640 730,000.00 0.00 0.00 730,000.00 3130APM44 40527 003 FHLB 0.00 3,449,208.80 1,375,913.89 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 3.121 125,000.00 170.34 0.00 125,170.34 3130ARR86 40529 003 FHLB 0.00 13,245,848.60 4,270,519.49 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 4,523,001.05 3.375 2.513 150,352.04 -36,374.41 0.00 113,977.63 3130APQJ7 40532 003 FHLB 0.00 1,458,750.00 573,934.43 0.575 2.421 3,378.12 10,555.81 0.00 13,933.93 3130APWH4 40533 003 FHLB 0.00 5,843,952.00 2,299,259.80 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 2,151,892.64 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 1,529,808.74 2.650 2.632 40,368.70 0.00 0.00 40,368.70 3130AS3J6 40542 003 FHLB 0.00 2,699,460.00 1,076,833.77 2.500 2.496 26,812.50 143.00 0.00 26,955.50 3130ARVT5 40544 003 FHLB 0.00 3,639,909.90 3,192,379.99 3.000 2.849 95,590.00 -4,392.05 0.00 91,197.95 3130AMNR9 40545 003 FHLB 20,000,000.00 18,899,647.00 18,899,647.00 0.625 2.974 125,000.00 438,678.94 0.00 563,678.94 3130AMU67 40546 003 FHLB 0.00 19,053,800.00 18,897,621.31 0.400 2.783 79,333.33 448,001.86 0.00 527,335.19 3130APWH4 40547 003 FHLB 0.00 19,475,000.00 7,662,295.08 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 5,026,303.48 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 3.542 179,400.00 4,486.95 0.00 183,886.95 3134GXRL0 40551 003 FHLMC 12,940,000.00 12,887,851.80 12,887,851.80 3.125 3.267 404,375.00 17,794.64 0.00 422,169.64 3130ARMT5 40552 003 FHLB 8,905,000.00 8,864,126.05 8,864,126.05 2.800 2.998 249,340.00 17,149.91 0.00 266,489.91 31422XRQ7 40554 003 FAMC 0.00 10,390,632.63 4,883,029.54 0.690 3.168 34,914.98 120,208.95 0.00 155,123.93 3134GXYM0 40556 003 FHLMC 0.00 5,588,441.05 5,542,634.16 3.125 3.368 174,006.52 13,168.81 0.00 187,175.33 594918BB9 40557 003 MSFT 11,335,000.00 11,106,939.80 11,106,939.80 2.700 3.518 306,045.00 85,790.67 0.00 391,835.67 3134GXYT5 40558 003 FHLMC 0.00 7,202,657.50 3,561,969.97 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 2,210,877.91 2.900 3.347 64,525.00 9,686.17 0.00 74,211.17 3130AS6D6 40560 003 FHLB 0.00 1,233,700.00 1,176,396.99 2.875 3.562 34,240.45 7,775.94 0.00 42,016.39 3133EMBQ4 40561 003 FFCB 0.00 985,312.00 258,442.49 0.270 3.342 722.62 7,937.60 0.00 8,660.22 3135G05U3 40562 003 FNMA 0.00 6,959,160.00 912,676.72 0.350 3.284 3,290.00 26,760.00 0.00 30,050.00 3135G05P4 40563 003 FNMA 0.00 4,836,400.00 436,068.85 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 3.632 195,750.00 62,246.86 0.00 257,996.86 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 2024
Total Earnings
City of San Jose
Annualized
CUSIP Investment # Yield
Interest
Earned Issuer
Realized
Gainl/Loss
Fund: General Pool
CAMP 40566 003 CAMP 221,620,324.53 159,363,163.52 114,763,381.74 5.430 5.484 6,310,846.41 0.00 0.00 6,310,846.41 48133DP95 40569 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.570 4.558 457,000.00 0.00 0.00 457,000.00 48133DQ45 40570 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.100 4.089 410,000.00 0.00 0.00 410,000.00 48133DQ52 40571 003 JPM 10,000,000.00 10,000,000.00 10,000,000.00 4.250 4.238 425,000.00 0.00 0.00 425,000.00 478160BY9 40574 003 JNJ 13,945,000.00 13,533,204.15 13,533,204.15 2.450 3.381 341,652.50 117,098.35 0.00 458,750.85 478160BY9 40575 003 JNJ 4,214,000.00 4,074,727.30 4,074,727.30 2.450 3.497 103,243.00 39,634.92 0.00 142,877.92 677522SQ8 40576 003 OHS 0.00 7,826,117.00 2,630,088.50 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 3.558 825,000.00 225,293.61 0.00 1,050,293.61 3136AR5S3 40579 003 FNMA 4,960,669.68 5,473,674.33 4,985,868.23 2.469 2.550 103,849.92 23,646.31 0.00 127,496.23 194162AN3 40580 003 CL 8,202,000.00 7,955,201.82 7,955,201.82 3.100 3.815 254,262.00 50,026.66 0.00 304,288.66 13063DRD2 40581 003 CAS 5,570,000.00 5,289,717.60 5,289,717.60 2.375 3.795 132,287.50 69,016.18 0.00 201,303.68 91282CCU3 40583 003 USTR 0.00 19,298,437.50 3,216,406.25 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 3,999,214.48 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 3.796 275,000.00 94,959.82 0.00 369,959.82 544351QQ5 40589 003 LOS 9,475,000.00 9,708,274.50 9,708,274.50 5.000 4.047 473,750.00 -79,751.97 0.00 393,998.03 544351QP7 40593 003 LOS 10,000,000.00 10,148,500.00 10,148,500.00 5.000 4.155 500,000.00 -77,142.86 0.00 422,857.14 91412GU94 40594 003 UNVHGR 3,820,000.00 3,677,896.00 3,677,896.00 3.063 4.568 117,006.60 51,466.23 0.00 168,472.83 91412HGE7 40595 003 UNVHGR 3,000,000.00 2,732,670.00 2,732,670.00 0.883 4.672 26,490.00 101,517.72 0.00 128,007.72 649902T45 40596 003 NYSHGR 7,850,000.00 7,978,033.50 7,978,033.50 5.051 4.633 396,503.50 -25,894.41 0.00 370,609.09 88579YAV3 40598 003 MMM 7,150,000.00 6,490,770.00 6,490,770.00 2.250 5.032 160,875.00 166,659.27 0.00 327,534.27 039483BL5 40599 003 ADM 9,780,000.00 9,060,681.00 9,060,681.00 2.500 4.748 244,500.00 186,836.11 0.00 431,336.11 89115BK66 40600 003 TORDNY 0.00 15,537,875.05 2,207,566.95 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 4.823 230,375.00 181,522.18 0.00 411,897.18 69371RS23 40602 003 PCAR 5,000,000.00 5,045,950.00 5,045,950.00 4.950 4.588 247,500.00 -15,373.60 0.00 232,126.40 931142EW9 40603 003 WMT 3,000,000.00 2,960,250.00 2,960,250.00 3.900 4.400 117,000.00 13,602.66 0.00 130,602.66 3137FBTA4 40605 003 FHLMC 6,127,798.93 9,660,734.63 8,516,345.41 3.064 4.103 260,531.12 89,842.56 0.00 350,373.68 6500354W5 40606 003 NYSDEV 4,565,000.00 4,371,489.65 4,371,489.65 3.170 4.589 144,710.50 56,453.59 0.00 201,164.09 3133ENS43 40607 003 FFCB 10,000,000.00 9,957,600.00 9,957,600.00 4.375 4.594 437,500.00 21,200.00 0.00 458,700.00 931142ER0 40608 003 WMT 10,000,000.00 8,715,600.00 8,715,600.00 1.050 4.962 105,000.00 328,631.13 0.00 433,631.13 30329MAA0 40609 003 FHLMC 3,209,680.08 3,484,863.69 2,947,256.96 2.080 3.272 68,037.45 28,650.19 0.00 96,687.64 30329MAA0 40610 003 FHLMC 4,126,731.54 4,480,539.04 3,789,330.39 2.080 3.272 87,476.72 36,835.96 0.00 124,312.68 31315PF38 40611 003 FAMC 2,500,000.00 2,500,000.00 2,500,000.00 5.830 5.885 147,536.80 0.00 0.00 147,536.80 31315P6T1 40612 003 FAMC 3,000,000.00 3,000,000.00 3,000,000.00 5.830 5.896 177,360.00 0.00 0.00 177,360.00 69371RS23 40613 003 PCAR 10,000,000.00 10,022,800.00 10,022,800.00 4.950 4.848 495,000.00 -7,780.10 0.00 487,219.90 3136AKQM8 40614 003 FNMA 0.00 4,438,372.49 3,371,899.53 3.056 6.425 96,920.53 120,321.50 0.00 217,242.03 3130ATUP0 40615 003 FHLB 0.00 4,991,450.00 1,704,730.19 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 4.986 250,000.00 0.00 0.00 250,000.00 06406HDA4 40617 003 BK 10,000,000.00 9,557,400.00 9,557,400.00 3.000 5.158 300,000.00 194,312.20 0.00 494,312.20 3138L8UV4 40618 003 FNMA 11,905,450.19 12,174,317.39 11,607,158.49 2.920 3.102 351,264.33 9,830.46 0.00 361,094.79 91412GU94 40619 003 UNVHGR 4,685,000.00 4,501,113.75 4,501,113.75 3.063 4.733 143,501.56 70,126.11 0.00 213,627.67 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 4.333 285,000.00 -57,977.04 0.00 227,022.96 923078CX5 40621 003 VNTCTF 3,645,000.00 3,185,620.65 3,185,620.65 1.741 4.895 63,459.46 92,908.19 0.00 156,367.65 31422XR38 40622 003 FAMC 0.00 10,000,000.00 4,098,360.66 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 4.861 24,924.50 112,373.93 0.00 137,298.43 594918BY9 40624 003 MSFT 8,436,000.00 8,124,947.81 8,124,947.81 3.300 4.331 278,388.00 74,453.98 0.00 352,841.98 9128285U0 40625 003 USTR 0.00 9,786,718.75 4,893,359.38 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 4.161 403,275.00 -93,216.86 0.00 310,058.14 3130AU4V3 40627 003 FHLB 0.00 10,000,000.00 5,218,579.23 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 4.434 267,444.00 52,039.28 0.00 319,483.28 917542QV7 40629 003 UTS 3,763,578.09 5,839,739.35 3,705,506.08 3.539 2.834 56,279.96 22,773.34 26,233.18 105,286.48 06406FAE3 40630 003 BK 4,481,000.00 4,169,346.45 4,169,346.45 2.450 4.653 109,784.50 84,739.64 0.00 194,524.14 438516BL9 40631 003 HON 5,000,000.00 4,660,750.00 4,660,750.00 2.500 4.544 125,000.00 87,360.52 0.00 212,360.52 713448CT3 40632 003 PEP 5,000,000.00 4,811,250.00 4,811,250.00 2.750 4.497 137,500.00 79,473.68 0.00 216,973.68 06406RAD9 40633 003 BK 5,000,000.00 4,789,100.00 4,789,100.00 3.250 4.378 162,500.00 47,720.93 0.00 210,220.93 24422EWK1 40634 003 DE 5,000,000.00 4,957,350.00 4,957,350.00 4.150 4.355 207,500.00 8,978.95 0.00 216,478.95 3137BJQ71 40635 003 FHLMC 7,101,000.00 7,101,000.00 6,821,398.13 2.770 2.876 196,697.64 0.00 0.00 196,697.64 91412HJN4 40636 003 UNVHGR 2,015,000.00 1,737,171.80 1,737,171.80 1.272 5.126 25,630.80 63,665.27 0.00 89,296.07 24422EWP0 40637 003 DE 10,000,000.00 9,995,300.00 9,995,300.00 4.800 4.805 480,000.00 1,566.67 0.00 481,566.67 3134GYDA7 40638 003 FHLMC 15,000,000.00 15,000,000.00 15,000,000.00 5.020 5.006 753,000.00 0.00 0.00 753,000.00 3135GADY4 40639 003 FNMA 0.00 50,000,000.00 25,409,836.07 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 4.585 200,000.00 218,746.59 0.00 418,746.59 62479MU35 40641 003 MUFGBK 0.00 24,411,541.67 133,396.40 4.870 5.057 0.00 6,763.89 0.00 6,763.89 89233HU36 40642 003 TMCC 0.00 24,410,118.06 133,388.62 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 4.604 405,000.00 50,591.29 0.00 455,591.29 313384HR3 40644 003 FHLB 0.00 48,946,527.78 267,467.36 4.790 0.00 12,847.22 0.00 12,847.22 313384HR3 40645 003 FHLB 0.00 48,937,416.50 267,417.58 4.832 0.00 12,958.34 0.00 12,958.34 313384HR3 40646 003 FHLB 0.00 9,787,483.33 53,483.52 4.832 0.00 2,591.67 0.00 2,591.67 3132XGRH1 40647 003 FHLMC 19,822,496.20 20,000,000.00 19,862,344.48 3.690 3.699 735,817.43 804.31 0.00 736,621.74 419792G34 40648 003 HIS 25,000,000.00 22,571,000.00 22,571,000.00 1.535 4.072 383,750.00 537,785.98 0.00 921,535.98 13063DC48 40649 003 CAS 12,000,000.00 10,672,200.00 10,672,200.00 1.700 4.388 204,000.00 265,560.00 0.00 469,560.00 91412GU94 40651 003 UNVHGR 2,020,000.00 1,952,612.80 1,952,612.80 3.063 4.606 61,872.60 28,307.34 0.00 90,179.94 574193GK8 40652 003 MDS 3,000,000.00 2,785,170.00 2,785,170.00 2.800 4.752 84,000.00 48,702.01 0.00 132,702.01 313384HR3 40653 003 FHLB 0.00 9,835,638.89 53,746.66 5.000 0.00 2,694.44 0.00 2,694.44 313384HR3 40654 003 FHLB 0.00 9,841,192.00 53,777.01 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 4.833 339,220.00 0.00 0.00 339,220.00 574193WE4 40656 003 MDS 16,360,000.00 16,360,000.00 16,360,000.00 4.000 3.989 654,399.99 0.00 0.00 654,399.99 313384LY3 40657 003 FHLB 0.00 14,639,791.67 3,239,953.89 4.750 4.934 0.00 160,312.50 0.00 160,312.50 313384KG3 40658 003 FHLB 0.00 19,646,083.33 2,200,790.76 4.650 4.800 0.00 105,916.67 0.00 105,916.67 313384LL1 40659 003 FHLB 0.00 19,578,716.67 3,691,069.54 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 4.201 198,187.50 521,114.13 0.00 719,301.63 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 1,328,601.11 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 4.210 42,500.00 145,123.36 0.00 187,623.36 912797GG6 40663 003 USTR 0.00 9,837,036.11 1,209,471.65 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 4.309 85,000.00 298,199.12 0.00 383,199.12 3137FBAJ5 40665 003 FHLMC 4,805,000.00 4,805,000.00 4,664,979.30 3.281 3.370 157,652.04 0.00 0.00 157,652.04 3132XGRH1 40666 003 FHLMC 9,911,248.10 10,000,000.00 9,884,407.97 3.690 3.720 367,908.72 818.18 0.00 368,726.90 3140HSZG9 40667 003 FNMA 3,851,871.96 3,919,407.12 3,823,404.07 3.440 3.513 133,578.92 1,115.91 0.00 134,694.83 91412GU94 40668 003 UNVHGR 13,815,000.00 13,484,407.05 13,484,407.05 3.063 4.283 423,153.46 155,980.94 0.00 579,134.40 64990FY57 40669 003 NYSPIT 2,000,000.00 1,893,800.00 1,893,800.00 3.059 4.381 61,180.00 22,010.36 0.00 83,190.36 448980AD4 40670 003 HALST 14,000,000.00 13,999,680.80 13,999,680.80 5.150 5.137 720,999.96 104.37 0.00 721,104.33 891941AD8 40671 003 TMCC 10,000,000.00 9,999,441.00 9,999,441.00 4.710 4.699 471,000.00 118.24 0.00 471,118.24 3132XFLR7 40672 003 FHLMC 6,700,000.00 6,700,000.00 6,614,156.25 4.250 4.293 284,750.04 0.00 0.00 284,750.04 3130APZK4 40673 003 FHLB 26,000,000.00 24,002,160.00 24,002,160.00 1.190 4.599 309,400.00 797,364.08 0.00 1,106,764.08 437927AC0 40674 003 HAROT 10,000,000.00 9,998,380.00 9,998,380.00 4.930 4.921 492,999.96 363.36 0.00 493,363.32 64990FX90 40675 003 NYSPIT 0.00 7,248,310.80 5,109,464.99 2.319 5.227 121,323.00 146,501.93 0.00 267,824.93 89238JAC9 40676 003 TMCC 5,543,138.41 12,726,818.95 9,053,256.50 0.710 5.349 67,004.60 145,546.05 273,062.38 485,613.03 3130AQ4B6 40677 003 FHLB 25,000,000.00 23,606,450.00 23,606,450.00 1.200 5.038 300,000.00 892,665.48 0.00 1,192,665.48 574193WF1 40678 003 MDS 4,180,000.00 4,165,829.80 4,165,829.80 4.050 4.142 169,290.00 3,742.68 0.00 173,032.68 3130ARCZ2 40679 003 FHLB 8,500,000.00 8,061,221.50 8,061,221.50 2.160 4.620 183,600.00 189,856.08 0.00 373,456.08 3134GXCS1 40680 003 FHLMC 8,375,000.00 7,639,356.75 7,639,356.75 0.625 4.555 52,343.76 296,563.91 0.00 348,907.67 419792G34 40681 003 HIS 2,530,000.00 2,268,878.70 2,268,878.70 1.535 4.469 38,835.50 62,836.68 0.00 101,672.18 64990FS96 40682 003 NYSPIT 7,075,000.00 6,503,693.75 6,503,693.75 2.657 4.753 187,982.76 121,987.10 0.00 309,969.86 30312XAE7 40683 003 FHLMC 4,092,493.72 5,158,161.78 4,727,117.57 2.250 3.167 109,019.62 41,086.50 0.00 150,106.12 419792F92 40684 003 HIS 7,975,000.00 7,375,599.00 7,375,599.00 1.033 4.908 82,381.76 280,603.85 0.00 362,985.61 3140LKUP6 40685 003 FNMA 25,341,936.00 0.00 24,961,266.02 4.650 5.034 1,260,057.37 0.00 0.00 1,260,057.37 912796YH6 40686 003 USTR 0.00 19,786,144.44 3,676,114.27 5.065 5.191 0.00 191,344.45 0.00 191,344.45 912796XQ7 40687 003 USTR 0.00 49,862,361.11 1,634,831.51 4.955 5.038 0.00 82,583.33 0.00 82,583.33 912797FY8 40688 003 USTR 0.00 19,930,972.22 925,755.54 4.970 5.056 0.00 46,938.89 0.00 46,938.89 912797GJ0 40689 003 USTR 0.00 29,719,716.67 4,790,883.29 5.020 5.138 0.00 246,816.66 0.00 246,816.66 912796CR8 40690 003 USTR 0.00 49,357,500.00 11,058,237.70 5.140 5.279 0.00 585,388.89 0.00 585,388.89 912797FB8 40691 003 USTR 0.00 19,661,077.78 5,909,067.09 5.170 5.332 0.00 315,944.44 0.00 315,944.44 45906M4E8 40692 003 IBRD 25,000,000.00 0.00 23,293,073.77 4.500 4.627 1,053,125.00 27,576.19 0.00 1,080,701.19 45818WEK8 40693 003 IADB 9,420,000.00 0.00 8,720,330.79 4.375 4.680 385,794.79 23,472.36 0.00 409,267.15 3140LKYV9 40694 003 FNMA 7,896,000.00 0.00 7,326,927.76 4.790 4.805 353,003.84 0.00 0.00 353,003.84 31315KNE6 40695 003 FAMC 0.00 0.00 11,333,765.03 5.290 5.431 0.00 617,166.67 0.00 617,166.67 3135GAJ69 40696 003 FNMA 0.00 0.00 2,067,795.29 5.375 5.706 110,975.83 1,059.81 6,275.19 118,310.83 30333AAA0 40697 003 FHLMC 7,979,459.85 0.00 6,815,110.98 4.250 4.341 296,180.14 442.68 0.00 296,622.82 3140LKLH4 40698 003 FNMA 12,175,000.00 0.00 10,423,736.65 4.920 4.983 520,805.92 0.00 0.00 520,805.92 30333MAA4 40699 003 FHLMC 9,993,210.19 0.00 7,519,267.61 4.390 4.513 340,101.17 185.00 0.00 340,286.17 3134H1DF7 40700 003 FHLMC 0.00 0.00 7,336,065.57 5.420 5.434 399,725.00 0.00 0.00 399,725.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 12,431,693.99 5.500 5.515 687,500.00 0.00 0.00 687,500.00 3134H1DL4 40702 003 FHLMC 0.00 0.00 7,459,016.39 5.500 5.515 412,500.00 0.00 0.00 412,500.00 3134H1EC3 40703 003 FHLMC 0.00 0.00 9,945,355.19 5.550 5.565 555,000.00 0.00 0.00 555,000.00 91412HGF4 40704 003 UNVHGR 5,005,000.00 0.00 3,339,259.97 1.316 5.305 50,131.20 127,512.25 0.00 177,643.45 80168FQH2 40705 003 SCVWTR 15,000,000.00 0.00 11,031,885.25 4.250 5.525 476,354.17 134,821.00 0.00 611,175.17 3134H1FN8 40706 003 FHLMC 0.00 0.00 7,500,000.00 5.625 5.610 421,875.00 0.00 0.00 421,875.00 3134H1FP3 40707 003 FHLMC 0.00 0.00 12,500,000.00 5.650 5.635 706,250.00 0.00 0.00 706,250.00 3135GAJZ5 40708 003 FNMA 0.00 0.00 10,000,000.00 5.700 5.684 570,000.00 0.00 0.00 570,000.00 31424WAJ1 40709 003 FAMC 0.00 0.00 10,000,000.00 5.800 5.784 580,000.00 0.00 0.00 580,000.00 84247PJB8 40710 003 STNPWR 2,500,000.00 0.00 1,642,702.66 3.938 5.384 67,000.69 21,688.21 0.00 88,688.90 882724V38 40711 003 TXS 7,400,000.00 0.00 4,630,054.64 5.616 5.619 260,894.40 0.00 0.00 260,894.40 882724V61 40712 003 TXS 5,000,000.00 0.00 3,128,415.30 5.332 5.335 167,365.56 0.00 0.00 167,365.56 02079KAC1 40713 003 GOOG 15,000,000.00 0.00 9,211,750.00 1.998 5.223 199,800.00 282,639.44 0.00 482,439.44 912797HX8 40714 003 USTR 0.00 0.00 1,275,317.68 5.270 5.380 0.00 68,802.78 0.00 68,802.78 3134H1HN6 40715 003 FHLMC 6,361,000.00 0.00 3,986,365.70 5.500 5.349 218,659.37 -4,840.67 0.00 213,818.70 45818WEU6 40716 003 IADB 20,000,000.00 0.00 12,407,472.68 5.125 5.118 637,777.78 -1,037.04 0.00 636,740.74 13063DRD2 40717 003 CAS 5,460,000.00 0.00 2,852,927.72 2.375 4.708 72,041.67 62,633.23 0.00 134,674.90 419792M29 40718 003 HIS 4,360,000.00 0.00 2,362,046.08 5.000 4.472 116,266.67 -10,344.15 0.00 105,922.52 419792M37 40719 003 HIS 2,000,000.00 0.00 1,087,322.13 5.000 4.474 53,333.33 -4,551.36 0.00 48,781.97 3133EMSW3 40720 003 FFCB 5,000,000.00 0.00 2,345,198.91 1.400 4.943 37,527.77 78,709.00 0.00 116,236.77 91412HGF4 40721 003 UNVHGR 6,190,000.00 0.00 2,941,942.61 1.316 4.498 42,766.71 89,929.06 0.00 132,695.77 912797LL9 40722 003 USTR 0.00 0.00 10,535,683.06 5.200 5.332 0.00 563,333.33 0.00 563,333.33 912796ZW2 40723 003 USTR 0.00 0.00 8,964,406.56 5.040 5.233 0.00 470,400.00 0.00 470,400.00 912796Y45 40724 003 USTR 0.00 0.00 13,992,827.87 5.040 5.238 0.00 735,000.00 0.00 735,000.00 912797FS1 40725 003 USTR 0.00 0.00 10,683,667.27 5.050 5.238 0.00 561,111.11 0.00 561,111.11 89233GG18 40726 003 TMCC 50,000,000.00 0.00 23,294,650.31 5.270 5.484 0.00 1,280,902.78 0.00 1,280,902.78 9128286Z8 40727 003 USTR 0.00 0.00 21,938,962.18 1.750 5.137 391,826.92 738,281.25 0.00 1,130,108.17 47816FG13 40729 003 JNJ 25,000,000.00 0.00 10,940,390.71 5.130 5.326 0.00 584,250.00 0.00 584,250.00 037833EH9 40730 003 AAPL 7,109,000.00 0.00 2,811,162.76 1.400 4.523 44,786.70 82,713.82 0.00 127,500.52 438516CL8 40731 003 HON 35,000,000.00 0.00 15,636,951.91 4.250 4.328 669,375.00 9,281.63 0.00 678,656.63 91282CCX7 40732 003 USTR 30,000,000.00 0.00 13,040,919.57 0.375 5.070 50,323.99 612,597.65 0.00 662,921.64 912797GQ4 40733 003 USTR 0.00 0.00 3,907,042.62 5.220 5.330 0.00 208,800.00 0.00 208,800.00 931142EE9 40734 003 WMT 14,400,000.00 0.00 6,328,345.97 3.700 4.221 239,760.00 28,097.31 0.00 267,857.31 91282CCX7 40735 003 USTR 25,000,000.00 0.00 9,693,754.27 0.375 5.115 37,300.68 459,846.57 0.00 497,147.25 373384TP1 40736 003 GAS 1,500,000.00 0.00 552,466.56 4.150 4.864 23,343.75 3,604.09 0.00 26,947.84 91282CDB4 40737 003 USTR 20,000,000.00 0.00 6,848,719.26 0.625 5.188 44,057.37 312,207.45 0.00 356,264.82 3132XGY42 40738 003 FHLMC 2,243,000.00 0.00 756,925.12 4.650 4.733 35,925.40 0.00 0.00 35,925.40 912797HH3 40739 003 USTR 0.00 0.00 3,410,993.85 5.250 5.372 0.00 183,750.00 0.00 183,750.00 912797FS1 40740 003 USTR 0.00 0.00 5,332,772.95 5.180 5.328 0.00 284,900.00 0.00 284,900.00 912797HS9 40741 003 USTR 0.00 0.00 3,946,895.25 5.214 5.343 0.00 211,456.67 0.00 211,456.67 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 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 - June 30, 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 2,029,932.95 2.182 4.679 47,810.65 47,427.90 0.00 95,238.55 89115DDN3 40743 003 TD 25,000,000.00 0.00 6,967,213.11 5.370 5.445 380,375.00 0.00 0.00 380,375.00 912797KL0 40744 003 USTR 25,000,000.00 0.00 6,787,046.79 5.115 5.324 0.00 362,312.50 0.00 362,312.50 3134H1YU1 40745 003 FHLMC 15,000,000.00 0.00 3,688,524.59 5.610 5.625 208,037.50 0.00 0.00 208,037.50 3132XGZK5 40746 003 FHLMC 13,652,000.00 0.00 3,382,681.65 4.850 4.880 165,530.49 0.00 0.00 165,530.49 912797KC0 40747 003 USTR 20,000,000.00 0.00 5,082,618.98 5.125 5.307 0.00 270,486.07 0.00 270,486.07 313384E88 40748 003 FHLB 40,000,000.00 0.00 9,406,302.37 5.100 5.287 0.00 498,666.66 0.00 498,666.66 3130B0RH4 40749 003 FHLB 15,000,000.00 0.00 3,319,672.13 5.600 5.608 186,666.67 0.00 0.00 186,666.67 313384D89 40750 003 FHLB 20,000,000.00 0.00 4,443,921.80 5.120 5.298 0.00 236,088.89 0.00 236,088.89 313384D71 40751 003 FHLB 15,000,000.00 0.00 3,094,792.52 5.150 5.324 0.00 165,229.17 0.00 165,229.17 912797KD8 40752 003 USTR 15,000,000.00 0.00 3,054,366.80 5.170 5.345 0.00 163,716.67 0.00 163,716.67 24422EXH7 40753 003 DE 10,000,000.00 0.00 2,021,101.64 4.500 5.203 93,750.00 11,701.75 0.00 105,451.75 3130B0YZ6 40754 003 FHLB 20,000,000.00 0.00 4,098,360.66 5.270 5.272 216,655.56 0.00 0.00 216,655.56 30336BAA5 40755 003 FHLMC 16,998,965.39 0.00 3,085,909.76 5.020 5.056 156,449.96 8.66 0.00 156,458.62 3130B0ZS1 40756 003 FHLB 20,000,000.00 0.00 3,989,071.04 5.300 5.300 212,000.00 0.00 0.00 212,000.00 313384XN4 40757 003 FHLB 0.00 0.00 4,021,771.95 5.280 5.383 0.00 217,066.67 0.00 217,066.67 3133ERDH1 40758 003 FFCB 20,000,000.00 0.00 3,387,639.34 4.750 4.741 160,972.22 67.78 0.00 161,040.00 64990FD76 40759 003 NYSPIT 8,045,000.00 0.00 1,175,532.76 1.748 5.097 23,047.14 37,028.54 0.00 60,075.68 91282CKP5 40760 003 USTR 20,000,000.00 0.00 3,078,995.90 4.625 4.436 140,760.87 -3,798.08 0.00 136,962.79 69371RT22 40761 003 PCAR 7,000,000.00 0.00 936,436.86 5.000 4.995 46,666.67 239.56 0.00 46,906.23 09290DAA9 40762 003 BLKRK 14,000,000.00 0.00 1,784,690.16 4.700 4.849 84,077.78 2,703.39 0.00 86,781.17 89236TMF9 40763 003 TMCC 15,000,000.00 0.00 1,881,268.03 5.050 5.061 94,687.50 791.25 0.00 95,478.75 3135GASV4 40764 003 FNMA 20,000,000.00 0.00 2,459,016.39 5.350 5.304 130,777.78 0.00 0.00 130,777.78 3130B1HQ3 40765 003 FHLB 30,000,000.00 0.00 2,704,918.03 5.125 5.039 136,666.67 0.00 0.00 136,666.67 3130B1MF1 40766 003 FHLB 20,000,000.00 0.00 1,530,054.64 5.000 5.069 77,777.78 0.00 0.00 77,777.78 574193WW4 40767 003 MDS 15,000,000.00 0.00 532,786.89 4.440 4.502 24,050.00 0.00 0.00 24,050.00 3137HDJJ0 40768 003 FHLMC 15,000,000.00 0.00 737,702.70 4.803 4.870 36,022.50 0.00 0.00 36,022.50 313384B40 40769 003 FHLB 60,000,000.00 0.00 3,250,478.14 5.250 5.369 0.00 175,000.00 0.00 175,000.00 437076BY7 40770 003 HD 10,000,000.00 0.00 276,637.98 2.950 5.007 9,013.89 4,874.93 0.00 13,888.82 30337MAA0 40771 003 FHLMC 9,000,000.00 0.00 98,847.74 4.990 5.044 5,000.00 0.00 0.00 5,000.00 313396ZG1 40772 003 FHLMC 70,000,000.00 0.00 1,906,716.64 5.245 5.334 0.00 101,986.11 0.00 101,986.11 039483AN2 40773 003 ADM 5,700,000.00 0.00 163,896.80 6.750 5.054 10,687.50 -2,381.36 0.00 8,306.14 313384ZP7 40774 003 FHLB 50,000,000.00 0.00 952,804.34 5.240 5.332 0.00 50,944.44 0.00 50,944.44 437076DC3 40775 003 HD 10,000,000.00 0.00 163,486.89 4.750 4.885 7,916.67 91.00 0.00 8,007.67 24422EXT1 40776 003 DE 10,000,000.00 0.00 109,128.96 4.850 4.955 5,388.88 32.96 0.00 5,421.84 Subtotal 3,005,343,274.84 2,889,536,915.17 2,617,300,977.24 3.302 62,682,292.67 23,660,859.09 308,822.11 86,651,973.87 Total 3,005,343,274.84 2,889,536,915.17 2,617,300,977.24 3.302 62,682,292.67 23,660,859.09 308,822.11 86,651,973.87 Portfolio CITY
AP
Run Date: 07/15/2024 - 12:58 TE (PRF_TE) 7.3.6
Report Ver. 7.3.7

SECTION C

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

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

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

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

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

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

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

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK

Par Value
Stated
Rate
June 30, 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 23,128,887.95 4.360 4.360 4.360 07/01 - Quarterly 23,128,887.95 23,128,887.95 CSJFA 37042 STPOOL 5,529,425.69 4.360 4.360 4.360 07/01 - Quarterly 5,529,425.69 5,529,425.69 State Pool Totals 28,658,313.64 4.360 4.360 0.00 28,658,313.64 28,658,313.64 JPA Pool
CAMP 40566 CAMP 221,620,324.53 5.440 5.440 5.440 07/01 - Monthly 221,620,324.53 221,620,324.53 JPA Pool Totals 221,620,324.53 5.440 5.440 0.00 221,620,324.53 221,620,324.53 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 15,222,437.56 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 6,356,406.32 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 9,385,568.23 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 8,831,786.50 039483AN2 40773 ADM 5,700,000.00 6.75012/15/2027 06/21/2024 5.089 5.089 12/15 - 06/15 6,412.50 5,998,623.00 5,996,241.64 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 9,874,236.83 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 4,300,692.89 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 4,862,802.33 09290DAA9 40762 BLKRK 14,000,000.00 4.70003/14/2029 05/15/2024 4.870 4.870 09/14 - 03/14 111,494.44 13,897,800.00 13,900,503.39 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 7,266,955.46 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 8,045,805.66 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 4,971,217.49 24422EWP0 40637 DE 10,000,000.00 4.80001/09/2026 01/09/2023 4.817 4.817 07/09 - 01/09 9,995,300.00 9,997,615.19 24422EXH7 40753 DE 10,000,000.00 4.50001/16/2029 04/16/2024 5.138 5.138 07/16 - 01/16 122,500.00 9,733,200.00 9,744,901.75 24422EXT1 40776 DE 10,000,000.00 4.85006/11/2029 06/27/2024 4.883 4.883 12/11 - 06/11 21,555.56 9,985,300.00 9,985,332.96 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 14,100,264.44 437076BY7 40770 HD 10,000,000.00 2.95006/15/2029 06/20/2024 4.761 4.761 12/15 - 06/15 4,097.22 9,204,500.00 9,209,374.93 437076DC3 40775 HD 10,000,000.00 4.75006/25/2029 06/25/2024 4.812 4.812 12/25 - 06/25 9,972,700.00 9,972,791.00 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 4,796,158.80 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 34,906,381.63 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 13,749,836.09 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 4,147,941.80 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 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
June 30, 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
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 6,780,571.95 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 3,999,771.92 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 11,282,334.06 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 7,211,787.34 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 8,242,626.46 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 5,019,302.42 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 10,009,768.34 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 9,433,081.74 69371RT22 40761 PCAR 7,000,000.00 5.00005/13/2027 05/13/2024 5.028 5.028 11/13 - 05/13 6,994,610.00 6,994,849.56 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 4,933,992.69 89236TMF9 40763 TMCC 15,000,000.00 5.05005/16/2029 05/16/2024 5.098 5.098 11/16 - 05/16 14,968,350.00 14,969,141.25 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 2,983,827.95 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 9,273,360.06 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 17,722,758.76 931142EE9 40734 WMT 14,400,000.00 3.70006/26/2028 01/19/2024 4.179 4.179 06/26 - 12/26 Received 14,123,016.00 14,151,113.31 Corp Medium Term Notes Totals 390,635,000.00 4.327 4.327 282,587.50 378,594,180.18 382,633,540.70 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 25,000,000.00 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 50,000,000.00 Commercial Paper Discounts Totals 75,000,000.00 5.357 5.431 0.00 73,134,847.22 75,000,000.00 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 2,499,973.89 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 9,997,537.78 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 9,997,417.74 3133ENS43 40607 FFCB 10,000,000.00 4.37510/17/2024 10/17/2022 4.599 4.599 04/17 - 10/17 9,957,600.00 9,993,757.78 3133ERDH1 40758 FFCB 20,000,000.00 4.75004/30/2029 04/30/2024 4.752 4.752 10/30 - 04/30 19,998,000.00 19,998,067.78 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 2,999,827.57 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 4,996,300.28 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 9,999,978.87 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 9,999,013.94 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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 Coupon Securities
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 9,996,016.57 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 9,993,898.69 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 10,011,079.46 Federal Agency Coupon Securities Totals 110,500,000.00 1.881 1.881 0.00 110,356,375.00 110,482,870.35 Federal Agency Discounts
313384E88 40748 FHLB 40,000,000.00 5.10009/06/2024 04/04/2024 5.301 5.375 09/06 - At Maturity 39,121,666.67 39,620,333.33 313384D89 40750 FHLB 20,000,000.00 5.12008/29/2024 04/09/2024 5.313 5.386 08/29 - At Maturity 19,596,088.89 19,832,177.78 313384D71 40751 FHLB 15,000,000.00 5.15008/28/2024 04/15/2024 5.339 5.413 08/28 - At Maturity 14,710,312.50 14,875,541.67 313384B40 40769 FHLB 60,000,000.00 5.25008/09/2024 06/11/2024 5.384 5.459 08/09 - At Maturity 59,483,750.00 59,658,750.00 313384ZP7 40774 FHLB 50,000,000.00 5.24007/19/2024 06/24/2024 5.347 5.421 07/19 - At Maturity 49,818,055.56 49,869,000.00 313396ZG1 40772 FHLMC 70,000,000.00 5.24507/12/2024 06/21/2024 5.349 5.423 07/12 - At Maturity 69,785,829.17 69,887,815.28 Federal Agency Discounts Totals 255,000,000.00 5.346 5.420 0.00 252,515,702.79 253,743,618.06 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 29,851,035.37 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 9,889,473.00 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 29,716,113.28 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 24,760,627.82 91282CDB4 40737 USTR 20,000,000.00 0.62510/15/2024 02/23/2024 5.184 5.184 04/15 - 10/15 Received 19,431,250.00 19,743,457.45 91282CKP5 40760 USTR 20,000,000.00 4.62504/30/2029 05/06/2024 4.485 4.485 10/31 - 04/30 15,081.52 20,123,437.50 20,119,639.42 Treasury Coupon Securities Totals 135,000,000.00 4.575 4.575 15,081.52 132,118,359.38 134,080,346.34 Treasury Discounts
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 24,715,833.33 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 19,851,944.47 912797KD8 40752 USTR 15,000,000.00 5.17008/29/2024 04/16/2024 5.345 5.420 08/29 - At Maturity 14,709,187.50 14,872,904.17 Treasury Discounts Totals 60,000,000.00 5.328 5.402 0.00 58,644,166.73 59,440,681.97 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 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 10,001,943.43 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 10,349,593.19 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 15,144,034.69 3133ENQC7 40498 FFCB 150,000.00 1.94009/03/2024 03/22/2022 2.363 2.363 09/03 - 03/03 Received 148,500.00 149,894.44 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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
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 3,443,585.36 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 19,958,990.46 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 5,186,913.04 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 4,458,009.00 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 9,998,020.00 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 19,998,881.26 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 4,874,038.19 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 2,723,364.48 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 13,240,143.25 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 2,483,552.35 3130AQCN1 40467 FHLB 5,000,000.00 1.75001/17/2025 01/18/2022 1.284 1.284 03/17 - Quarterly Received 4,986,250.00 4,997,502.32 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 24,788,681.24 3130AQQQ9 40472 FHLB 20,000,000.00 2.37501/28/2025 01/28/2022 1.563 1.563 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 13,996,662.04 3130AQMQ3 40475 FHLB 7,200,000.00 1.87510/28/2025 01/28/2022 1.541 1.541 04/28 - Quarterly 7,189,200.00 7,196,184.00 3130AQQQ9 40477 FHLB 20,000,000.00 2.37501/28/2025 01/28/2022 0.750 0.750 04/28 - Quarterly 20,000,000.00 20,000,000.00 3130AQMU4 40478 FHLB 12,500,000.00 2.50010/28/2024 01/28/2022 1.455 1.455 04/28 - Quarterly 12,495,875.00 12,499,512.50 3130ARAY7 40495 FHLB 1,000,000.00 2.37503/24/2025 03/24/2022 2.137 2.137 09/24 - 03/24 992,500.00 998,173.61 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 1,561,268.05 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 2,349,883.51 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 19,849,600.82 3130ANWN6 40508 FHLB 825,000.00 0.70006/30/2025 03/22/2022 2.500 2.500 03/30 - 09/30 Received 778,622.63 810,866.32 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 1,388,075.61 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 22,859,154.84 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 23,190,704.64 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 3,056,621.50 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 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 19,822,091.32 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 8,899,569.20 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 24,881,475.39 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 24,573,504.27 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 8,266,371.54 3130B0RH4 40749 FHLB 15,000,000.00 5.60004/11/2029 04/11/2024 5.600 5.600 10/11 - 04/11 15,000,000.00 15,000,000.00 3130B0YZ6 40754 FHLB 20,000,000.00 5.27004/17/2029 04/17/2024 5.270 5.270 10/17 - 04/17 20,000,000.00 20,000,000.00 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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
3130B0ZS1 40756 FHLB 20,000,000.00 5.30004/17/2029 04/19/2024 5.300 5.300 10/17 - 04/17 20,000,000.00 20,000,000.00 3130B1HQ3 40765 FHLB 30,000,000.00 5.12505/15/2029 05/29/2024 5.126 5.126 11/15 - 05/15 30,000,000.00 30,000,000.00 3130B1MF1 40766 FHLB 20,000,000.00 5.00005/25/2029 06/03/2024 5.000 5.000 11/28 - 05/28 20,000,000.00 20,000,000.00 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 9,998,311.11 3134GVSN9 40265 FHLMC 10,000,000.00 0.70004/01/2025 05/08/2020 0.700 0.700 07/01 - 01/01 10,000,000.00 10,000,000.00 3134GVB49 40273 FHLMC 40,000,000.00 0.75006/18/2025 06/23/2020 0.750 0.750 12/18 - 06/18 40,000,000.00 40,000,000.00 3134GW5R3 40505 FHLMC 2,000,000.00 0.65010/27/2025 03/22/2022 2.500 2.500 04/27 - 10/27 Received 1,873,460.00 1,953,488.00 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 1,466,094.07 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 17,095,607.71 3134GXSF2 40525 FHLMC 10,000,000.00 4.50004/29/2025 04/29/2022 3.542 3.542 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 12,924,627.40 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 9,941,398.43 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 7,959,810.53 3134H1HN6 40715 FHLMC 6,361,000.00 5.50010/20/2028 11/16/2023 5.167 5.167 04/20 - 10/20 Received 6,399,166.00 6,394,325.33 3134H1YU1 40745 FHLMC 15,000,000.00 5.61004/02/2029 04/02/2024 5.610 5.610 10/02 - 04/02 15,000,000.00 15,000,000.00 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 2,302,184.48 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 1,679,516.51 3135GASV4 40764 FNMA 20,000,000.00 5.35005/16/2029 05/17/2024 5.350 5.350 11/16 - 05/16 20,000,000.00 20,000,000.00 Federal Agency Callables Totals 814,171,000.00 2.763 2.763 0.00 801,940,694.11 809,712,229.43 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 11,000,303.74 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 9,999,656.28 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 9,328,548.36 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 20,003,962.96 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 2,998,123.05 459058JA2 40335 IBRD 20,000,000.00 0.75003/11/2025 01/11/2021 0.401 0.401 03/11 - 09/11 Received 20,288,120.00 20,048,020.00 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 9,998,994.63 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 9,998,168.78 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 4,805,646.48 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 9,984,373.25 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 10,018,788.89 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 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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
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 10,009,520.50 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 4,621,469.88 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 9,222,197.29 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 24,882,576.19 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 8,553,416.88 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 9,991,039.22 45950VRK4 40616 IFC 5,000,000.00 5.00011/15/2027 11/18/2022 5.000 5.000 05/15 - 11/15 5,000,000.00 5,000,000.00 Supranational Totals 211,735,000.00 2.002 2.002 0.00 210,874,174.97 210,464,806.38 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 13,999,795.90 437927AC0 40674 HAROT 10,000,000.00 4.93011/15/2027 05/30/2023 4.988 4.988 06/15 - 9,998,380.00 9,998,774.65 891941AD8 40671 TMCC 10,000,000.00 4.71002/15/2028 05/23/2023 4.759 4.759 06/15 - 9,999,441.00 9,999,571.72 89238JAC9 40676 TMCC 5,543,138.41 0.71004/15/2026 06/01/2023 5.694 5.694 06/15 - Received 5,298,274.05 5,390,631.01 Asset Backed Securities Totals 39,543,138.41 5.104 5.104 0.00 39,295,775.85 39,388,773.28 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 5,056,174.50 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 10,325,402.70 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 5,414,713.58 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 5,130,448.35 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 7,284,737.94 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 11,048,410.00 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 Received 5,143,702.20 5,206,335.43 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 10,010,432.46 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 2,995,803.59 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 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 1,490,389.09 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 5,003,783.86 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 23,341,826.57 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 2,336,253.58 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 7,671,012.50 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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
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 4,423,034.65 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 2,036,268.64 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 3,686,990.23 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 9,568,043.96 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 10,012,857.14 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 5,001,324.61 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 5,000,040.74 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 2,849,835.45 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 4,169,873.97 574193WW4 40767 MDS 15,000,000.00 4.44006/01/2029 06/18/2024 4.440 4.440 12/01 - 06/01 15,000,000.00 15,000,000.00 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 4,468,715.27 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 7,933,005.99 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 1,918,439.38 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 6,633,135.62 64990FD76 40759 NYSPIT 8,045,000.00 1.74803/15/2028 05/02/2024 4.862 4.862 09/15 - 03/15 18,359.58 7,170,749.85 7,207,778.39 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 2,450,000.00 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 14,924,821.00 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 2,436,263.21 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 1,687,684.70 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 Received 7,213,159.80 7,260,587.70 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 2,219,722.49 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 3,568,492.77 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 10,023,436.38 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 7,022,659.36 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 3,768,533.76 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 2,911,453.99 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 4,614,873.89 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 1,832,139.17 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 1,991,692.66 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 13,659,019.05 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 4,523,804.15 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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
91412HGF4 40721 UNVHGR 6,190,000.00 1.31605/15/2027 12/22/2023 4.321 4.321 05/15 - 11/15 Received 5,608,078.10 5,698,007.16 917542QV7 40629 UTS 3,763,578.09 3.53907/01/2025 12/13/2022 4.183 4.183 01/01 - 07/01 Received 3,705,506.08 3,740,804.75 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 3,335,306.06 Municipal Bonds Totals 372,693,578.09 3.377 3.377 26,140.83 364,471,022.73 365,899,370.44 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
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 3,073,566.83 0.83005/25/2025 07/24/2020 0.695 0.695 08/25 - Monthly Received 3,088,599.65 3,088,599.65 3137BGK24 40328 FHLMC 4,389,640.94 3.06212/25/2024 12/28/2020 0.496 0.496 01/25 - Monthly Received 4,816,753.00 4,816,753.00 30318CAA5 40342 FHLMC 3,662,716.30 0.67011/25/2025 01/22/2021 0.537 0.537 02/25 - Monthly Received 3,680,678.26 3,680,678.26 3137FQ3W1 40356 FHLMC 3,615,303.97 2.58803/25/2025 02/22/2021 0.554 0.554 03/25 - Monthly Received 3,882,836.46 3,882,836.46 3137FBTA4 40605 FHLMC 6,127,798.93 3.06408/25/2024 10/12/2022 4.546 4.546 11/25 - Monthly Received 5,971,969.00 5,971,969.00 30329MAA0 40609 FHLMC 3,209,680.08 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 2,875,510.66 2,875,510.66 30329MAA0 40610 FHLMC 4,126,731.54 2.08006/25/2027 10/28/2022 4.989 4.989 11/25 - Monthly Received 3,697,085.14 3,697,085.14 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 19,822,496.20 3.69011/01/2027 01/24/2023 3.821 3.821 02/25 - Monthly Received 19,732,675.51 19,732,675.51 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 9,911,248.10 3.69011/01/2027 05/09/2023 3.946 3.946 06/25 - Monthly Received 9,819,878.78 9,819,878.78 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 4,092,493.72 2.25010/25/2024 06/23/2023 5.576 5.576 07/25 - Monthly Received 3,934,708.90 3,934,708.90 30333AAA0 40697 FHLMC 7,979,459.85 4.25006/25/2028 08/17/2023 4.793 4.793 09/25 - Monthly Received 7,807,486.53 7,807,486.53 30333MAA4 40699 FHLMC 9,993,210.19 4.39008/25/2028 09/22/2023 5.373 5.373 10/25 - Monthly Received 9,720,935.19 9,720,935.19 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 3132XGZK5 40746 FHLMC 13,652,000.00 4.85012/01/2028 04/01/2024 4.909 4.909 05/25 - Monthly 13,605,071.25 13,605,071.25 30336BAA5 40755 FHLMC 16,998,965.39 5.02012/25/2028 04/25/2024 5.149 5.149 05/25 - Monthly Received 16,856,684.05 16,856,684.05 3137HDJJ0 40768 FHLMC 15,000,000.00 4.80305/25/2029 06/13/2024 4.775 4.775 07/25 - Monthly 24,015.00 14,999,955.00 14,999,955.00 30337MAA0 40771 FHLMC 9,000,000.00 4.99003/25/2029 06/27/2024 4.808 4.808 07/25 - Monthly 32,435.00 9,044,568.00 9,044,568.00 3140HUNV4 40171 FNMA 4,724,281.15 2.42007/01/2024 09/19/2019 2.046 2.046 10/25 - Monthly Received 4,806,217.90 4,806,217.90 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 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
June 30, 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
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 2,392,976.19 2.96703/25/2025 05/27/2020 1.008 1.008 06/25 - Monthly Received 2,590,157.43 2,590,157.43 3136AY6S7 40327 FNMA 1,837,422.96 2.62411/25/2024 12/22/2020 0.543 0.543 01/25 - Monthly Received 1,974,641.71 1,974,641.71 3136AR5S3 40579 FNMA 4,960,669.68 2.46904/25/2026 09/12/2022 3.844 3.844 10/25 - Monthly Received 4,732,013.82 4,732,013.82 3138L8UV4 40618 FNMA 11,905,450.19 2.92001/01/2025 11/18/2022 4.716 4.716 12/25 - Monthly Received 11,470,157.17 11,470,157.17 3140HSZG9 40667 FNMA 3,851,871.96 3.44003/01/2026 05/09/2023 4.440 4.440 06/25 - Monthly Received 3,788,225.79 3,788,225.79 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 260,286,920.17 4.002 4.002 56,450.00 259,006,111.65 259,006,111.65 Investment Totals 3,005,343,274.84 3.748 3.758 380,259.85 2,961,730,048.78 2,980,630,986.77 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 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
June 30, 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 23,128,887.95 23,128,887.95 23,128,887.95 4.360 1 1 4.360 CSJFA 37042 State Investment Pool 5,529,425.69 5,529,425.69 5,529,425.69 4.360 1 1 4.360 Subtotal and Average 28,658,313.64 28,658,313.64 28,658,313.64 28,658,313.64 1 1 4.360 JPA Pool
CAMP 40566 California Asset Management Pr 221,620,324.53 221,620,324.53 221,620,324.53 5.440 1 1 5.440 Subtotal and Average 122,933,862.91 221,620,324.53 221,620,324.53 221,620,324.53 1 1 5.440 Corp Medium Term Notes
037833DF4 40463 Apple Inc 01/14/2022 15,114,000.00 14,904,671.10 15,222,437.56 2.750 1,095 196 1.295 01/13/2025 037833EH9 40730 Apple Inc 01/19/2024 7,109,000.00 6,257,626.16 6,356,406.32 1.400 1,660 1,496 4.272 08/05/2028 039483BL5 40599 Archer Daniels Midland 10/05/2022 9,780,000.00 9,267,821.40 9,385,568.23 2.500 1,406 771 4.606 08/11/2026 039483BL5 40601 Archer Daniels Midland 10/07/2022 9,215,000.00 8,732,410.45 8,831,786.50 2.500 1,404 771 4.674 08/11/2026 039483AN2 40773 Archer Daniels Midland 06/21/2024 5,700,000.00 5,979,642.00 5,996,241.64 6.750 1,272 1,262 5.089 12/15/2027 06406HDA4 40617 Bank of New York Mellon 11/14/2022 10,000,000.00 9,844,600.00 9,874,236.83 3.000 833 238 5.080 02/24/2025 06406FAE3 40630 Bank of New York Mellon 12/13/2022 4,481,000.00 4,245,971.55 4,300,692.89 2.450 1,343 777 4.523 08/17/2026 06406RAD9 40633 Bank of New York Mellon 12/15/2022 5,000,000.00 4,773,300.00 4,862,802.33 3.250 1,613 1,049 4.308 05/16/2027 09290DAA9 40762 Blackrock Inc 05/15/2024 14,000,000.00 13,939,380.00 13,900,503.39 4.700 1,764 1,717 4.870 03/14/2029 14913R3A3 40628 Caterpillar Inc. 12/13/2022 7,429,000.00 7,150,041.05 7,266,955.46 3.600 1,703 1,137 4.381 08/12/2027 194162AN3 40580 Colgate-Palmolive 09/09/2022 8,202,000.00 7,808,632.08 8,045,805.66 3.100 1,801 1,140 3.774 08/15/2027 24422EWK1 40634 John Deere 12/15/2022 5,000,000.00 4,890,450.00 4,971,217.49 4.150 1,735 1,171 4.349 09/15/2027 24422EWP0 40637 John Deere 01/09/2023 10,000,000.00 9,937,600.00 9,997,615.19 4.800 1,096 557 4.817 01/09/2026 24422EXH7 40753 John Deere 04/16/2024 10,000,000.00 9,830,200.00 9,744,901.75 4.500 1,736 1,660 5.138 01/16/2029 24422EXT1 40776 John Deere 06/27/2024 10,000,000.00 9,967,700.00 9,985,332.96 4.850 1,810 1,806 4.883 06/11/2029 02079KAC1 40713 Alphabet Inc 10/31/2023 15,000,000.00 14,127,900.00 14,100,264.44 1.998 1,019 775 5.063 08/15/2026 437076BY7 40770 Home Depot Inc. 06/20/2024 10,000,000.00 9,160,300.00 9,209,374.93 2.950 1,821 1,810 4.761 06/15/2029 437076DC3 40775 Home Depot Inc. 06/25/2024 10,000,000.00 9,941,800.00 9,972,791.00 4.750 1,826 1,820 4.812 06/25/2029 438516BL9 40631 Honeywell International 12/13/2022 5,000,000.00 4,725,650.00 4,796,158.80 2.500 1,419 853 4.420 11/01/2026 438516CL8 40731 Honeywell International 01/19/2024 35,000,000.00 34,256,250.00 34,906,381.63 4.250 1,823 1,659 4.316 01/15/2029 478160BY9 40574 Johnson & Johnson 08/25/2022 13,945,000.00 13,391,941.30 13,749,836.09 2.450 1,284 608 3.347 03/01/2026 478160BY9 40575 Johnson & Johnson 08/26/2022 4,214,000.00 4,046,872.76 4,147,941.80 2.450 1,283 608 3.457 03/01/2026 48133DP95 40569 JP Morgan 07/28/2022 10,000,000.00 9,509,400.00 10,000,000.00 4.570 1,826 1,122 4.570 07/28/2027 48133DQ45 40570 JP Morgan 07/28/2022 10,000,000.00 9,747,900.00 10,000,000.00 4.100 1,096 392 4.100 07/28/2025 48133DQ52 40571 JP Morgan 07/28/2022 10,000,000.00 9,651,000.00 10,000,000.00 4.250 1,461 757 4.250 07/28/2026 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Corp Medium Term Notes
88579YAV3 40598 3M 10/05/2022 7,150,000.00 6,704,698.00 6,780,571.95 2.250 1,445 810 4.839 09/19/2026 594918BJ2 40528 Microsoft Inc. 04/25/2022 4,000,000.00 3,900,840.00 3,999,771.92 3.125 1,288 490 3.129 11/03/2025 594918BB9 40557 Microsoft Inc. 06/15/2022 11,335,000.00 11,148,879.30 11,282,334.06 2.700 973 226 3.498 02/12/2025 594918BB9 40564 Microsoft Inc. 06/16/2022 7,250,000.00 7,130,955.00 7,211,787.34 2.700 972 226 3.607 02/12/2025 594918BY9 40624 Microsoft Inc. 12/02/2022 8,436,000.00 8,137,365.60 8,242,626.46 3.300 1,527 950 4.272 02/06/2027 69371RS23 40602 PACCAR Inc. 10/07/2022 5,000,000.00 4,980,850.00 5,019,302.42 4.950 1,092 459 4.617 10/03/2025 69371RS23 40613 PACCAR Inc. 10/28/2022 10,000,000.00 9,961,700.00 10,009,768.34 4.950 1,071 459 4.864 10/03/2025 69371RR65 40640 PACCAR Inc. 01/06/2023 10,000,000.00 9,277,200.00 9,433,081.74 2.000 1,490 948 4.414 02/04/2027 69371RT22 40761 PACCAR Inc. 05/13/2024 7,000,000.00 7,016,030.00 6,994,849.56 5.000 1,095 1,046 5.028 05/13/2027 713448CT3 40632 Pepsi Co 12/15/2022 5,000,000.00 4,894,050.00 4,933,992.69 2.750 867 303 4.441 04/30/2025 89236TMF9 40763 Toyota Motor Credit Corp 05/16/2024 15,000,000.00 15,052,500.00 14,969,141.25 5.050 1,826 1,780 5.098 05/16/2029 931142EW9 40603 Wal-Mart 10/07/2022 3,000,000.00 2,956,950.00 2,983,827.95 3.900 1,068 435 4.387 09/09/2025 931142ER0 40608 Wal-Mart 10/20/2022 10,000,000.00 9,218,400.00 9,273,360.06 1.050 1,428 808 4.684 09/17/2026 931142ER0 40660 Wal-Mart 04/05/2023 18,875,000.00 17,399,730.00 17,722,758.76 1.050 1,261 808 4.035 09/17/2026 931142EE9 40734 Wal-Mart 01/19/2024 14,400,000.00 13,966,704.00 14,151,113.31 3.700 1,620 1,456 4.179 06/26/2028 Subtotal and Average 356,043,812.46 390,635,000.00 377,835,911.75 382,633,540.70 1,442 1,013 4.327 Negotiable CDs
89115DDN3 40743 Toronto Dominion Bank 03/21/2024 25,000,000.00 24,979,250.00 25,000,000.00 5.370 344 242 5.370 02/28/2025 Subtotal and Average 25,000,000.00 25,000,000.00 24,979,250.00 25,000,000.00 344 242 5.370 Commercial Paper Discounts
47816FG13 40729 Johnson & Johnson 01/19/2024 25,000,000.00 25,000,000.00 25,000,000.00 5.130 164 0 5.253 07/01/2024 89233GG18 40726 Toyota Motor Credit Corp 01/08/2024 50,000,000.00 50,000,000.00 50,000,000.00 5.270 175 0 5.409 07/01/2024 Subtotal and Average 74,842,211.81 75,000,000.00 75,000,000.00 75,000,000.00 171 0 5.357 Federal Agency Coupon Securities
31422BJ27 40299 Federal Agricultural Mtg Corp 07/28/2020 2,500,000.00 2,379,725.00 2,499,973.89 0.500 1,812 378 0.501 07/14/2025 31422B6K1 40334 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,346,800.00 9,997,537.78 0.480 1,826 563 0.496 01/15/2026 31422B6K1 40337 Federal Agricultural Mtg Corp 01/15/2021 10,000,000.00 9,346,800.00 9,997,417.74 0.480 1,826 563 0.497 01/15/2026 3133ENS43 40607 Federal Farm Credit Bank 10/17/2022 10,000,000.00 9,964,300.00 9,993,757.78 4.375 731 108 4.599 10/17/2024 3133ERDH1 40758 Federal Farm Credit Bank 04/30/2024 20,000,000.00 20,290,600.00 19,998,067.78 4.750 1,826 1,764 4.752 04/30/2029 3130AGWK7 40157 Federal Home Loan Bank 08/16/2019 3,000,000.00 2,985,270.00 2,999,827.57 1.500 1,826 45 1.549 08/15/2024 3137EAEX3 40309 Federal Home Loan Mtg Corp 09/25/2020 5,000,000.00 4,725,600.00 4,996,300.28 0.375 1,824 449 0.436 09/23/2025 3135G0V75 40142 Federal National Mtg Assn 07/08/2019 10,000,000.00 9,998,900.00 9,999,978.87 1.750 1,821 1 1.830 07/02/2024 3135G0W66 40183 Federal National Mtg Assn 10/22/2019 10,000,000.00 9,896,900.00 9,999,013.94 1.625 1,820 106 1.661 10/15/2024 3135G04Z3 40288 Federal National Mtg Assn 06/19/2020 10,000,000.00 9,566,400.00 9,996,016.57 0.500 1,824 351 0.542 06/17/2025 3135G05X7 40329 Federal National Mtg Assn 12/29/2020 10,000,000.00 9,481,000.00 9,993,898.69 0.375 1,700 420 0.429 08/25/2025 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
3135G06G3 40333 Federal National Mtg Assn 01/06/2021 10,000,000.00 9,422,500.00 10,011,079.46 0.500 1,766 494 0.417 11/07/2025 Subtotal and Average 110,481,195.24 110,500,000.00 107,404,795.00 110,482,870.35 1,709 585 1.881 Federal Agency Discounts
313384E88 40748 Federal Home Loan Bank 04/04/2024 40,000,000.00 39,595,600.00 39,620,333.33 5.100 155 67 5.301 09/06/2024 313384D89 40750 Federal Home Loan Bank 04/09/2024 20,000,000.00 19,819,600.00 19,832,177.78 5.120 142 59 5.313 08/29/2024 313384D71 40751 Federal Home Loan Bank 04/15/2024 15,000,000.00 14,866,950.00 14,875,541.67 5.150 135 58 5.339 08/28/2024 313384B40 40769 Federal Home Loan Bank 06/11/2024 60,000,000.00 59,633,400.00 59,658,750.00 5.250 59 39 5.384 08/09/2024 313384ZP7 40774 Federal Home Loan Bank 06/24/2024 50,000,000.00 49,847,000.00 49,869,000.00 5.240 25 18 5.347 07/19/2024 313396ZG1 40772 Federal Home Loan Mtg Corp 06/21/2024 70,000,000.00 69,857,200.00 69,887,815.28 5.245 21 11 5.349 07/12/2024 Subtotal and Average 148,802,256.49 255,000,000.00 253,619,750.00 253,743,618.06 68 34 5.346 Treasury Coupon Securities
9128283Z1 40578 U.S. Treasury 09/02/2022 30,000,000.00 29,512,800.00 29,851,035.37 2.750 910 242 3.539 02/28/2025 9128284Z0 40586 U.S. Treasury 09/15/2022 10,000,000.00 9,741,000.00 9,889,473.00 2.750 1,081 426 3.760 08/31/2025 91282CCX7 40732 U.S. Treasury 01/19/2024 30,000,000.00 29,695,200.00 29,716,113.28 0.375 240 76 5.079 09/15/2024 91282CCX7 40735 U.S. Treasury 02/06/2024 25,000,000.00 24,746,000.00 24,760,627.82 0.375 222 76 5.133 09/15/2024 91282CDB4 40737 U.S. Treasury 02/23/2024 20,000,000.00 19,726,600.00 19,743,457.45 0.625 235 106 5.184 10/15/2024 91282CKP5 40760 U.S. Treasury 05/06/2024 20,000,000.00 20,229,600.00 20,119,639.42 4.625 1,820 1,764 4.485 04/30/2029 Subtotal and Average 182,205,753.12 135,000,000.00 133,651,200.00 134,080,346.34 684 396 4.575 Treasury Discounts
912797KL0 40744 U.S. Treasury 03/21/2024 25,000,000.00 24,710,250.00 24,715,833.33 5.115 182 80 5.324 09/19/2024 912797KC0 40747 U.S. Treasury 03/28/2024 20,000,000.00 19,849,000.00 19,851,944.47 5.125 147 52 5.322 08/22/2024 912797KD8 40752 U.S. Treasury 04/16/2024 15,000,000.00 14,870,850.00 14,872,904.17 5.170 135 59 5.345 08/29/2024 Subtotal and Average 115,907,816.90 60,000,000.00 59,430,100.00 59,440,681.97 159 65 5.328 Federal Agency Callables
31422XCX8 40360 Federal Agricultural Mtg Corp 04/20/2021 10,000,000.00 9,344,700.00 10,000,000.00 1.000 1,826 658 1.000 04/20/2026 3133EMLR1 40330 Federal Farm Credit Bank 12/29/2020 10,000,000.00 9,360,200.00 10,000,000.00 0.500 1,820 540 0.500 12/23/2025 3133EMSU7 40358 Federal Farm Credit Bank 03/09/2021 10,000,000.00 9,352,000.00 10,000,000.00 0.800 1,826 616 0.800 03/09/2026 3133ENFZ8 40423 Federal Farm Credit Bank 12/02/2021 10,000,000.00 9,802,400.00 10,001,943.43 1.010 1,096 154 0.963 12/02/2024 3133ENMH0 40479 Federal Farm Credit Bank 01/27/2022 10,350,000.00 9,832,603.50 10,349,593.19 1.600 1,461 575 1.603 01/27/2026 3133ENPB0 40486 Federal Farm Credit Bank 02/16/2022 15,150,000.00 14,209,639.50 15,144,034.69 2.180 1,826 960 2.196 02/16/2027 3133ENQC7 40498 Federal Farm Credit Bank 03/22/2022 150,000.00 148,951.50 149,894.44 1.940 896 64 2.363 09/03/2024 3133EMSC7 40522 Federal Farm Credit Bank 04/22/2022 3,500,000.00 3,385,865.00 3,443,585.36 0.480 1,046 245 3.000 03/03/2025 3133ENUZ1 40524 Federal Farm Credit Bank 04/22/2022 20,000,000.00 19,511,600.00 19,958,990.46 3.090 1,277 476 3.258 10/20/2025 3133ENVK3 40526 Federal Farm Credit Bank 04/27/2022 20,000,000.00 19,422,400.00 20,000,000.00 3.650 1,644 848 3.650 10/27/2026 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3133ENYA2 40550 Federal Farm Credit Bank 06/07/2022 5,200,000.00 5,022,628.00 5,186,913.04 3.450 1,820 1,065 3.545 06/01/2027 3133EMSW3 40720 Federal Farm Credit Bank 12/18/2023 5,000,000.00 4,456,650.00 4,458,009.00 1.400 1,544 1,348 4.669 03/10/2028 3130AKPW0 40340 Federal Home Loan Bank 01/28/2021 10,000,000.00 9,374,700.00 10,000,000.00 0.600 1,826 576 0.540 01/28/2026 3130AKXX9 40350 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,318,500.00 10,000,000.00 0.500 1,826 604 0.500 02/25/2026 3130AKXX9 40353 Federal Home Loan Bank 02/25/2021 10,000,000.00 9,318,500.00 9,998,020.00 0.500 1,826 604 0.500 02/25/2026 3130APRF4 40409 Federal Home Loan Bank 11/17/2021 20,000,000.00 19,651,600.00 19,998,881.26 1.000 1,094 137 1.015 11/15/2024 3130APU45 40418 Federal Home Loan Bank 11/30/2021 4,875,000.00 4,783,350.00 4,874,038.19 0.850 1,088 144 0.901 11/22/2024 3130APKF1 40421 Federal Home Loan Bank 11/30/2021 2,725,000.00 2,677,612.25 2,723,364.48 0.750 1,074 130 0.923 11/08/2024 3130APS48 40446 Federal Home Loan Bank 12/17/2021 13,240,000.00 13,007,638.00 13,240,143.25 1.050 1,067 140 1.047 11/18/2024 3130AQG49 40461 Federal Home Loan Bank 01/18/2022 2,485,000.00 2,452,943.50 2,483,552.35 1.000 1,004 109 1.200 10/18/2024 3130AQCN1 40467 Federal Home Loan Bank 01/18/2022 5,000,000.00 4,911,600.00 4,997,502.32 1.750 1,095 200 1.284 01/17/2025 3130ALHH0 40470 Federal Home Loan Bank 01/18/2022 25,000,000.00 23,409,500.00 24,788,681.24 0.960 1,507 612 1.481 03/05/2026 3130AQQQ9 40472 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,709,600.00 20,000,000.00 2.375 1,096 211 1.563 01/28/2025 3130AQN58 40473 Federal Home Loan Bank 01/27/2022 14,000,000.00 13,723,780.00 13,996,662.04 1.750 1,096 210 1.443 01/27/2025 3130AQMQ3 40475 Federal Home Loan Bank 01/28/2022 7,200,000.00 6,956,928.00 7,196,184.00 1.875 1,369 484 1.541 10/28/2025 3130AQQQ9 40477 Federal Home Loan Bank 01/28/2022 20,000,000.00 19,709,600.00 20,000,000.00 2.375 1,096 211 0.750 01/28/2025 3130AQMU4 40478 Federal Home Loan Bank 01/28/2022 12,500,000.00 12,387,125.00 12,499,512.50 2.500 1,004 119 1.455 10/28/2024 3130ARAY7 40495 Federal Home Loan Bank 03/24/2022 1,000,000.00 979,380.00 998,173.61 2.375 1,096 266 2.137 03/24/2025 3130AR7C9 40497 Federal Home Loan Bank 03/28/2022 1,565,000.00 1,538,082.00 1,561,268.05 1.850 1,005 179 2.357 12/27/2024 3130AQT78 40499 Federal Home Loan Bank 03/22/2022 2,360,000.00 2,304,540.00 2,349,883.51 1.750 1,074 242 2.428 02/28/2025 3130AMR53 40502 Federal Home Loan Bank 03/22/2022 20,000,000.00 19,561,800.00 19,849,600.82 0.620 993 161 2.400 12/09/2024 3130ANWN6 40508 Federal Home Loan Bank 03/22/2022 825,000.00 789,401.25 810,866.32 0.700 1,196 364 2.500 06/30/2025 3130AQJM6 40516 Federal Home Loan Bank 04/11/2022 1,400,000.00 1,367,534.00 1,388,075.61 1.250 1,023 211 2.800 01/28/2025 3130AQGT4 40518 Federal Home Loan Bank 04/11/2022 23,060,000.00 22,552,680.00 22,859,154.84 1.100 1,008 196 2.808 01/13/2025 3130AQMR1 40519 Federal Home Loan Bank 04/11/2022 23,390,000.00 22,864,426.70 23,190,704.64 1.250 1,022 210 2.808 01/27/2025 3130AQZ48 40520 Federal Home Loan Bank 04/11/2022 3,060,000.00 3,041,946.00 3,056,621.50 2.000 870 58 2.724 08/28/2024 3130ARVJ7 40523 Federal Home Loan Bank 04/29/2022 20,000,000.00 19,224,400.00 20,000,000.00 3.250 1,826 1,032 3.250 04/29/2027 3130AMNR9 40545 Federal Home Loan Bank 05/24/2022 20,000,000.00 19,593,600.00 19,822,091.32 0.625 918 149 2.916 11/27/2024 3130ARMT5 40552 Federal Home Loan Bank 06/07/2022 8,905,000.00 8,826,012.65 8,899,569.20 2.800 871 116 3.000 10/25/2024 3130APZK4 40673 Federal Home Loan Bank 05/24/2023 26,000,000.00 24,659,700.00 24,881,475.39 1.190 917 513 4.466 11/26/2025 3130AQ4B6 40677 Federal Home Loan Bank 06/01/2023 25,000,000.00 24,505,250.00 24,573,504.27 1.200 571 175 4.954 12/23/2024 3130ARCZ2 40679 Federal Home Loan Bank 06/02/2023 8,500,000.00 8,207,345.00 8,266,371.54 2.160 845 450 4.537 09/24/2025 3130B0RH4 40749 Federal Home Loan Bank 04/11/2024 15,000,000.00 14,968,050.00 15,000,000.00 5.600 1,826 1,745 5.600 04/11/2029 3130B0YZ6 40754 Federal Home Loan Bank 04/17/2024 20,000,000.00 20,061,600.00 20,000,000.00 5.270 1,826 1,751 5.270 04/17/2029 3130B0ZS1 40756 Federal Home Loan Bank 04/19/2024 20,000,000.00 19,984,400.00 20,000,000.00 5.300 1,824 1,751 5.300 04/17/2029 3130B1HQ3 40765 Federal Home Loan Bank 05/29/2024 30,000,000.00 29,965,500.00 30,000,000.00 5.125 1,812 1,779 5.126 05/15/2029 3130B1MF1 40766 Federal Home Loan Bank 06/03/2024 20,000,000.00 20,036,000.00 20,000,000.00 5.000 1,817 1,789 5.000 05/25/2029 3134GVQX9 40261 Federal Home Loan Mtg Corp 05/05/2020 10,000,000.00 9,611,300.00 9,998,311.11 0.700 1,826 308 0.720 05/05/2025 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Federal Agency Callables
3134GVSN9 40265 Federal Home Loan Mtg Corp 05/08/2020 10,000,000.00 9,656,300.00 10,000,000.00 0.700 1,789 274 0.700 04/01/2025 3134GVB49 40273 Federal Home Loan Mtg Corp 06/23/2020 40,000,000.00 38,252,800.00 40,000,000.00 0.750 1,821 352 0.750 06/18/2025 3134GW5R3 40505 Federal Home Loan Mtg Corp 03/22/2022 2,000,000.00 1,884,640.00 1,953,488.00 0.650 1,315 483 2.500 10/27/2025 3134GWUG9 40506 Federal Home Loan Mtg Corp 03/22/2022 1,500,000.00 1,419,135.00 1,466,094.07 0.570 1,282 450 2.500 09/24/2025 3134GWVN3 40507 Federal Home Loan Mtg Corp 03/22/2022 17,490,000.00 16,545,714.90 17,095,607.71 0.600 1,288 456 2.500 09/30/2025 3134GXSF2 40525 Federal Home Loan Mtg Corp 04/29/2022 10,000,000.00 9,914,400.00 10,000,000.00 4.500 1,096 302 3.542 04/29/2025 3134GXRL0 40551 Federal Home Loan Mtg Corp 06/07/2022 12,940,000.00 12,714,455.80 12,924,627.40 3.125 1,070 315 3.270 05/12/2025 3134GYDA7 40638 Federal Home Loan Mtg Corp 01/26/2023 15,000,000.00 14,995,200.00 15,000,000.00 5.020 547 25 5.020 07/26/2024 3134GXR63 40643 Federal Home Loan Mtg Corp 01/17/2023 10,000,000.00 9,891,200.00 9,941,398.43 4.050 954 423 4.591 08/28/2025 3134GXCS1 40680 Federal Home Loan Mtg Corp 06/02/2023 8,375,000.00 7,880,205.00 7,959,810.53 0.625 907 512 4.402 11/25/2025 3134H1HN6 40715 Federal Home Loan Mtg Corp 11/16/2023 6,361,000.00 6,411,633.56 6,394,325.33 5.500 1,800 1,572 5.167 10/20/2028 3134H1YU1 40745 Federal Home Loan Mtg Corp 04/02/2024 15,000,000.00 14,962,500.00 15,000,000.00 5.610 1,826 1,736 5.610 04/02/2029 3136G4WU3 40281 Federal National Mtg Assn 06/23/2020 30,000,000.00 28,698,900.00 30,000,000.00 0.850 1,826 357 0.850 06/23/2025 3135G06R9 40331 Federal National Mtg Assn 01/28/2021 15,000,000.00 14,035,350.00 15,000,000.00 0.550 1,826 576 0.550 01/28/2026 3136G4H55 40503 Federal National Mtg Assn 03/22/2022 2,350,000.00 2,238,563.00 2,302,184.48 0.550 1,232 400 2.500 08/05/2025 3136G4R62 40504 Federal National Mtg Assn 03/22/2022 1,715,000.00 1,630,501.95 1,679,516.51 0.625 1,255 423 2.500 08/28/2025 3135GASV4 40764 Federal National Mtg Assn 05/17/2024 20,000,000.00 19,974,600.00 20,000,000.00 5.350 1,825 1,780 5.350 05/16/2029 Subtotal and Average 842,497,887.98 814,171,000.00 790,991,661.06 809,712,229.43 1,401 640 2.763 Supranational
45818WCS3 40201 IADB 01/08/2020 11,000,000.00 10,845,780.00 11,000,303.74 1.700 1,773 137 1.692 11/15/2024 45818WCW4 40321 IADB 11/12/2020 10,000,000.00 9,850,200.00 9,999,656.28 0.340 1,433 106 0.352 10/15/2024 45818WCZ7 40357 IADB 02/24/2021 10,000,000.00 9,343,100.00 10,000,000.00 0.650 1,822 599 0.650 02/20/2026 45818WEK8 40693 IADB 07/24/2023 9,420,000.00 9,286,047.60 9,328,548.36 4.375 1,676 1,333 4.673 02/24/2028 45818WEU6 40716 IADB 11/17/2023 20,000,000.00 19,896,600.00 20,003,962.96 5.125 1,096 869 5.116 11/17/2026 459058JB0 40246 IBRD 04/22/2020 3,000,000.00 2,891,790.00 2,998,123.05 0.625 1,826 295 0.704 04/22/2025 459058JA2 40335 IBRD 01/11/2021 20,000,000.00 19,385,000.00 20,048,020.00 0.750 1,520 253 0.401 03/11/2025 459058JL8 40336 IBRD 01/11/2021 10,000,000.00 9,425,700.00 9,998,994.63 0.500 1,751 484 0.508 10/28/2025 459058JL8 40338 IBRD 01/11/2021 10,000,000.00 9,425,700.00 9,998,168.78 0.500 1,751 484 0.514 10/28/2025 459058DX8 40339 IBRD 01/12/2021 4,765,000.00 4,708,915.95 4,805,646.48 2.500 1,413 147 0.351 11/25/2024 459058JE4 40341 IBRD 01/13/2021 10,000,000.00 9,509,500.00 9,984,373.25 0.375 1,657 392 0.522 07/28/2025 459056HV2 40344 IBRD 01/22/2021 10,000,000.00 9,930,500.00 10,018,788.89 1.500 1,314 58 0.306 08/28/2024 45905U5Y6 40354 IBRD 02/18/2021 5,000,000.00 4,669,700.00 5,000,000.00 0.600 1,826 597 0.600 02/18/2026 45905U5Y6 40355 IBRD 02/18/2021 5,000,000.00 4,669,700.00 5,000,000.00 0.600 1,826 597 0.600 02/18/2026 459058JA2 40359 IBRD 03/12/2021 10,000,000.00 9,692,500.00 10,009,520.50 0.750 1,460 253 0.611 03/11/2025 459058JT1 40662 IBRD 04/12/2023 5,000,000.00 4,481,450.00 4,621,469.88 0.850 1,400 954 4.010 02/10/2027 459058JT1 40664 IBRD 04/24/2023 10,000,000.00 8,962,900.00 9,222,197.29 0.850 1,388 954 4.100 02/10/2027 45906M4E8 40692 IBRD 07/24/2023 25,000,000.00 24,443,250.00 24,882,576.19 4.500 1,799 1,456 4.632 06/26/2028 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Supranational
45950VPG5 40332 International Finance Corp 01/06/2021 8,550,000.00 8,379,940.50 8,553,416.88 0.425 1,413 141 0.320 11/19/2024 45950VPL4 40347 International Finance Corp 02/05/2021 10,000,000.00 9,298,700.00 9,991,039.22 0.450 1,826 584 0.507 02/05/2026 45950VRK4 40616 International Finance Corp 11/18/2022 5,000,000.00 5,000,200.00 5,000,000.00 5.000 1,823 1,232 5.000 11/15/2027 Subtotal and Average 210,456,383.22 211,735,000.00 204,097,174.05 210,464,806.38 1,584 619 2.002 Asset Backed Securities
448980AD4 40670 Hyundai Auto Lease Sec 05/24/2023 14,000,000.00 13,957,720.00 13,999,795.90 5.150 1,118 714 5.207 06/15/2026 437927AC0 40674 American Honda Finance Corp 05/30/2023 10,000,000.00 9,943,300.00 9,998,774.65 4.930 1,630 1,232 4.988 11/15/2027 891941AD8 40671 Toyota Motor Credit Corp 05/23/2023 10,000,000.00 9,896,900.00 9,999,571.72 4.710 1,729 1,324 4.759 02/15/2028 89238JAC9 40676 Toyota Motor Credit Corp 06/01/2023 5,543,138.41 5,432,220.21 5,390,631.01 0.710 1,049 653 5.694 04/15/2026 Subtotal and Average 39,662,396.94 39,543,138.41 39,230,140.21 39,388,773.28 1,394 992 5.104 Municipal Bonds
13063DGB8 40243 State of California GO 04/13/2020 5,000,000.00 4,928,350.00 5,056,174.50 3.375 1,814 274 1.802 04/01/2025 13063DMA3 40449 State of California GO 01/07/2022 10,110,000.00 9,698,118.60 10,325,402.70 2.650 1,545 639 1.392 04/01/2026 13063DRD2 40581 State of California GO 09/09/2022 5,570,000.00 5,263,371.50 5,414,713.58 2.375 1,483 822 3.721 10/01/2026 13063D3A4 40620 State of California GO 11/17/2022 5,000,000.00 5,066,800.00 5,130,448.35 5.700 1,414 822 4.424 10/01/2026 13063D3A4 40626 State of California GO 12/08/2022 7,075,000.00 7,169,522.00 7,284,737.94 5.700 1,393 822 4.257 10/01/2026 13063DC48 40649 State of California GO 02/01/2023 12,000,000.00 10,792,800.00 11,048,410.00 1.700 1,826 1,310 4.175 02/01/2028 13063D3N6 40655 State of California GO 03/15/2023 7,000,000.00 6,975,570.00 7,000,000.00 4.846 1,447 973 4.845 03/01/2027 13063DRD2 40717 State of California GO 12/11/2023 5,460,000.00 5,159,427.00 5,206,335.43 2.375 1,025 822 4.598 10/01/2026 13034AL65 40323 California Infra & Econ Dev 12/17/2020 1,385,000.00 1,312,149.00 1,385,000.00 0.765 1,749 457 0.765 10/01/2025 13077DML3 40318 California State Univ Rev 11/02/2020 10,000,000.00 9,446,300.00 10,010,432.46 0.885 1,825 488 0.805 11/01/2025 13067WRC8 40623 CA Dept of Water Resource Pwr 11/28/2022 3,155,000.00 2,965,573.80 2,995,803.59 0.790 1,099 518 4.648 12/01/2025 34153QUD6 40311 Florida State Brd of Edu GO 10/22/2020 10,000,000.00 9,580,500.00 10,000,000.00 0.550 1,683 335 0.550 06/01/2025 373385FQ1 40304 State of Georgia GO 08/27/2020 14,615,000.00 13,897,403.50 14,615,000.00 0.520 1,800 396 0.520 08/01/2025 373385FP3 40305 State of Georgia GO 08/27/2020 4,345,000.00 4,326,968.25 4,345,000.00 0.420 1,435 31 0.420 08/01/2024 373384TP1 40736 State of Georgia GO 02/16/2024 1,500,000.00 1,484,190.00 1,490,389.09 4.150 501 365 4.816 07/01/2025 419792ZM1 40317 State of Hawaii GO 10/29/2020 5,000,000.00 4,740,000.00 5,003,783.86 0.852 1,798 457 0.790 10/01/2025 419792G34 40648 State of Hawaii GO 01/25/2023 25,000,000.00 22,696,500.00 23,341,826.57 1.535 1,649 1,126 3.902 08/01/2027 419792G34 40681 State of Hawaii GO 06/05/2023 2,530,000.00 2,296,885.80 2,336,253.58 1.535 1,518 1,126 4.272 08/01/2027 419792F92 40684 State of Hawaii GO 06/12/2023 7,975,000.00 7,625,057.00 7,671,012.50 1.033 781 396 4.775 08/01/2025 419792M29 40718 State of Hawaii GO 12/19/2023 4,360,000.00 4,399,196.40 4,423,034.65 5.000 1,382 1,187 4.509 10/01/2027 419792M37 40719 State of Hawaii GO 12/19/2023 2,000,000.00 2,029,640.00 2,036,268.64 5.000 1,748 1,553 4.519 10/01/2028 546417DQ6 40312 State of Louisiana GO 10/14/2020 4,000,000.00 3,846,440.00 4,000,000.00 0.840 1,691 335 0.840 06/01/2025 544351MQ9 40315 City of Los Angeles 10/14/2020 3,670,000.00 3,656,457.70 3,686,990.23 3.320 1,418 62 0.511 09/01/2024 544351QQ5 40589 City of Los Angeles 09/28/2022 9,475,000.00 9,449,038.50 9,568,043.96 5.000 1,069 427 4.097 09/01/2025 544351QP7 40593 City of Los Angeles 09/28/2022 10,000,000.00 9,990,400.00 10,012,857.14 5.000 704 62 4.187 09/01/2024 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
57582RK88 40322 State of Massachusetts GO 12/03/2020 1,000,000.00 943,330.00 1,000,000.00 0.695 1,794 488 0.695 11/01/2025 574193TR9 40297 Maryland State GO 08/05/2020 5,000,000.00 4,767,750.00 5,001,324.61 0.660 1,822 396 0.635 08/01/2025 574193TQ1 40298 Maryland State GO 08/05/2020 5,000,000.00 4,979,700.00 5,000,040.74 0.510 1,457 31 0.500 08/01/2024 574193GK8 40652 Maryland State GO 03/03/2023 3,000,000.00 2,822,970.00 2,849,835.45 2.800 1,612 1,126 4.612 08/01/2027 574193WE4 40656 Maryland State GO 03/29/2023 16,360,000.00 16,115,418.00 16,360,000.00 4.000 1,082 622 3.999 03/15/2026 574193WF1 40678 Maryland State GO 06/02/2023 4,180,000.00 4,112,409.40 4,169,873.97 4.050 1,382 987 4.146 03/15/2027 574193WW4 40767 Maryland State GO 06/18/2024 15,000,000.00 14,943,900.00 15,000,000.00 4.440 1,809 1,796 4.440 06/01/2029 6500354W5 40606 New York ST Urban Dev Corp Rev 10/11/2022 4,565,000.00 4,426,452.25 4,468,715.27 3.170 1,251 622 4.518 03/15/2026 649902T45 40596 NYS Dormitory Authority 10/05/2022 7,850,000.00 7,845,290.00 7,933,005.99 5.051 1,806 1,171 4.677 09/15/2027 64990FY57 40669 NYS Personal Income Tax Rev 05/18/2023 2,000,000.00 1,880,500.00 1,918,439.38 3.059 1,763 1,353 4.288 03/15/2028 64990FS96 40682 NYS Personal Income Tax Rev 06/09/2023 7,075,000.00 6,565,741.50 6,633,135.62 2.657 1,712 1,324 4.592 02/15/2028 64990FD76 40759 NYS Personal Income Tax Rev 05/02/2024 8,045,000.00 7,210,572.60 7,207,778.39 1.748 1,413 1,353 4.862 03/15/2028 64990GZW5 40262 New York University 05/06/2020 2,450,000.00 2,450,000.00 2,450,000.00 1.438 1,517 0 1.551 07/01/2024 76913CAZ2 40256 County of Riverside CA 05/06/2020 4,000,000.00 3,929,280.00 4,000,000.00 2.667 1,746 229 2.667 02/15/2025 80168FQH2 40705 Santa Clara Vly Ca Wtr Dist 10/02/2023 15,000,000.00 14,922,900.00 14,924,821.00 4.250 426 153 5.500 12/01/2024 84247PJB8 40710 Southern Cal Public Pwr Auth 10/26/2023 2,500,000.00 2,493,725.00 2,436,263.21 3.938 979 730 5.320 07/01/2026 882724RA7 40319 State of Texas GO 10/30/2020 1,600,000.00 1,597,536.00 1,687,684.70 5.000 1,797 457 0.550 10/01/2025 882724V38 40711 State of Texas GO 11/15/2023 7,400,000.00 7,400,666.00 7,400,000.00 5.616 321 92 5.608 10/01/2024 882724V61 40712 State of Texas GO 11/15/2023 5,000,000.00 5,098,750.00 5,000,000.00 5.332 1,416 1,187 5.332 10/01/2027 882724RC3 40742 State of Texas GO 03/20/2024 7,810,000.00 7,230,654.20 7,260,587.70 2.182 1,290 1,187 4.549 10/01/2027 91412HGE7 40324 UC General Revenue Bonds 12/10/2020 2,215,000.00 2,133,709.50 2,219,722.49 0.883 1,617 318 0.630 05/15/2025 91412HGE7 40325 UC General Revenue Bonds 12/15/2020 3,560,000.00 3,429,348.00 3,568,492.77 0.883 1,612 318 0.605 05/15/2025 91412HGE7 40326 UC General Revenue Bonds 12/16/2020 10,000,000.00 9,633,000.00 10,023,436.38 0.883 1,611 318 0.610 05/15/2025 91412HGE7 40343 UC General Revenue Bonds 01/22/2021 7,000,000.00 6,743,100.00 7,022,659.36 0.883 1,574 318 0.507 05/15/2025 91412GU94 40594 UC General Revenue Bonds 09/27/2022 3,820,000.00 3,740,047.40 3,768,533.76 3.063 1,008 365 4.509 07/01/2025 91412HGE7 40595 UC General Revenue Bonds 09/27/2022 3,000,000.00 2,889,900.00 2,911,453.99 0.883 961 318 4.509 05/15/2025 91412GU94 40619 UC General Revenue Bonds 11/17/2022 4,685,000.00 4,586,942.95 4,614,873.89 3.063 957 365 4.669 07/01/2025 91412HJN4 40636 UC General Revenue Bonds 01/04/2023 2,015,000.00 1,824,985.50 1,832,139.17 1.272 1,592 1,048 4.812 05/15/2027 91412GU94 40651 UC General Revenue Bonds 02/14/2023 2,020,000.00 1,977,721.40 1,991,692.66 3.063 868 365 4.556 07/01/2025 91412GU94 40668 UC General Revenue Bonds 05/18/2023 13,815,000.00 13,525,852.05 13,659,019.05 3.063 775 365 4.254 07/01/2025 91412HGF4 40704 UC General Revenue Bonds 09/27/2023 5,005,000.00 4,545,140.60 4,523,804.15 1.316 1,326 1,048 5.019 05/15/2027 91412HGF4 40721 UC General Revenue Bonds 12/22/2023 6,190,000.00 5,621,262.80 5,698,007.16 1.316 1,240 1,048 4.321 05/15/2027 917542QV7 40629 State of Utah GO 12/13/2022 3,763,578.09 3,735,727.61 3,740,804.75 3.539 931 365 4.183 07/01/2025 923078CU1 40278 Ventura Cnty Pub Fin Auth Leas 06/11/2020 900,000.00 886,959.00 900,000.00 1.223 1,604 123 1.223 11/01/2024 923078CX5 40621 Ventura Cnty Pub Fin Auth Leas 11/21/2022 3,645,000.00 3,275,469.90 3,335,306.06 1.741 1,806 1,218 4.621 11/01/2027 Subtotal and Average 357,301,640.12 372,693,578.09 359,083,370.71 365,899,370.44 1,374 684 3.377 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Agency Floaters
31315PF38 40611 Federal Agricultural Mtg Corp 10/27/2022 2,500,000.00 2,503,875.00 2,500,000.00 5.830 833 220 4.031 02/06/2025 31315P6T1 40612 Federal Agricultural Mtg Corp 10/27/2022 3,000,000.00 3,007,320.00 3,000,000.00 5.830 908 295 4.066 04/22/2025 Subtotal and Average 5,500,000.00 5,500,000.00 5,511,195.00 5,500,000.00 874 261 4.050 Mortgage Backed Securities
3137BJQ71 40266 Federal Home Loan Mtg Corp 05/26/2020 10,000,000.00 9,751,900.00 10,823,437.50 2.770 1,825 328 1.043 05/25/2025 30315EAA4 40295 Federal Home Loan Mtg Corp 07/24/2020 3,073,566.83 2,957,201.59 3,088,599.65 0.830 1,766 328 0.695 05/25/2025 3137BGK24 40328 Federal Home Loan Mtg Corp 12/28/2020 4,389,640.94 4,334,858.22 4,816,753.00 3.062 1,458 177 0.496 12/25/2024 30318CAA5 40342 Federal Home Loan Mtg Corp 01/22/2021 3,662,716.30 3,455,699.57 3,680,678.26 0.670 1,768 512 0.537 11/25/2025 3137FQ3W1 40356 Federal Home Loan Mtg Corp 02/22/2021 3,615,303.97 3,572,715.69 3,882,836.46 2.588 1,492 267 0.554 03/25/2025 3137FBTA4 40605 Federal Home Loan Mtg Corp 10/12/2022 6,127,798.93 6,094,341.15 5,971,969.00 3.064 683 55 4.546 08/25/2024 30329MAA0 40609 Federal Home Loan Mtg Corp 10/28/2022 3,209,680.08 2,939,489.21 2,875,510.66 2.080 1,701 1,089 4.989 06/25/2027 30329MAA0 40610 Federal Home Loan Mtg Corp 10/28/2022 4,126,731.54 3,779,343.28 3,697,085.14 2.080 1,701 1,089 4.989 06/25/2027 3137BJQ71 40635 Federal Home Loan Mtg Corp 12/22/2022 7,101,000.00 6,924,824.19 6,821,398.13 2.770 885 328 4.445 05/25/2025 3132XGRH1 40647 Federal Home Loan Mtg Corp 01/24/2023 19,822,496.20 19,088,865.62 19,732,675.51 3.690 1,742 1,218 3.821 11/01/2027 3137FBAJ5 40665 Federal Home Loan Mtg Corp 05/08/2023 4,805,000.00 4,584,162.20 4,664,979.30 3.281 1,570 1,150 3.997 08/25/2027 3132XGRH1 40666 Federal Home Loan Mtg Corp 05/09/2023 9,911,248.10 9,544,432.81 9,819,878.78 3.690 1,637 1,218 3.946 11/01/2027 3132XFLR7 40672 Federal Home Loan Mtg Corp 05/25/2023 6,700,000.00 6,498,665.00 6,614,156.25 4.250 1,682 1,279 4.597 01/01/2028 30312XAE7 40683 Federal Home Loan Mtg Corp 06/23/2023 4,092,493.72 4,054,024.28 3,934,708.90 2.250 490 116 5.576 10/25/2024 30333AAA0 40697 Federal Home Loan Mtg Corp 08/17/2023 7,979,459.85 7,772,712.05 7,807,486.53 4.250 1,774 1,455 4.793 06/25/2028 30333MAA4 40699 Federal Home Loan Mtg Corp 09/22/2023 9,993,210.19 9,760,967.99 9,720,935.19 4.390 1,799 1,516 5.373 08/25/2028 3132XGY42 40738 Federal Home Loan Mtg Corp 02/27/2024 2,243,000.00 2,206,932.56 2,216,276.76 4.650 1,739 1,614 4.973 12/01/2028 3132XGZK5 40746 Federal Home Loan Mtg Corp 04/01/2024 13,652,000.00 13,516,981.72 13,605,071.25 4.850 1,705 1,614 4.909 12/01/2028 30336BAA5 40755 Federal Home Loan Mtg Corp 04/25/2024 16,998,965.39 17,032,963.32 16,856,684.05 5.020 1,705 1,638 5.149 12/25/2028 3137HDJJ0 40768 Federal Home Loan Mtg Corp 06/13/2024 15,000,000.00 14,973,600.00 14,999,955.00 4.803 1,807 1,789 4.775 05/25/2029 30337MAA0 40771 Federal Home Loan Mtg Corp 06/27/2024 9,000,000.00 9,014,490.00 9,044,568.00 4.990 1,732 1,728 4.808 03/25/2029 3140HUNV4 40171 Federal National Mtg Assn 09/19/2019 4,724,281.15 4,706,281.64 4,806,217.90 2.420 1,747 0 2.046 07/01/2024 3138L84Z4 40202 Federal National Mtg Assn 02/03/2020 7,747,000.00 7,581,756.49 7,899,519.06 2.390 1,825 215 1.991 02/01/2025 3140HWYW6 40203 Federal National Mtg Assn 01/22/2020 7,450,000.00 7,302,117.50 7,531,484.38 2.240 1,806 184 2.021 01/01/2025 3138LL3J2 40209 Federal National Mtg Assn 01/17/2020 1,000,000.00 981,670.00 1,023,750.00 2.710 1,811 184 2.223 01/01/2025 3138L8CE2 40225 Federal National Mtg Assn 02/05/2020 3,500,000.00 3,457,265.00 3,577,656.25 2.960 1,731 123 2.482 11/01/2024 3136AL7K1 40272 Federal National Mtg Assn 05/27/2020 2,392,976.19 2,348,993.29 2,590,157.43 2.967 1,763 267 1.008 03/25/2025 3136AY6S7 40327 Federal National Mtg Assn 12/22/2020 1,837,422.96 1,820,978.02 1,974,641.71 2.624 1,434 147 0.543 11/25/2024 3136AR5S3 40579 Federal National Mtg Assn 09/12/2022 4,960,669.68 4,736,844.26 4,732,013.82 2.469 1,321 663 3.844 04/25/2026 3138L8UV4 40618 Federal National Mtg Assn 11/18/2022 11,905,450.19 11,703,533.75 11,470,157.17 2.920 775 184 4.716 01/01/2025 3140HSZG9 40667 Federal National Mtg Assn 05/09/2023 3,851,871.96 3,735,314.31 3,788,225.79 3.440 1,027 608 4.440 03/01/2026 3140LKUP6 40685 Federal National Mtg Assn 07/03/2023 25,341,936.00 25,052,024.25 25,098,415.83 4.650 1,825 1,461 4.914 07/01/2028 3140LKYV9 40694 Federal National Mtg Assn 07/25/2023 7,896,000.00 7,828,252.32 7,841,098.13 4.790 1,773 1,431 5.001 06/01/2028 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date
Mortgage Backed Securities
3140LKLH4 40698 Federal National Mtg Assn 08/18/2023 12,175,000.00 12,088,192.25 11,997,130.86 4.920 1,749 1,431 5.374 06/01/2028 Subtotal and Average 248,038,841.77 260,286,920.17 255,202,393.53 259,006,111.65 1,614 1,032 4.002 Total and Average 2,868,332,372.60 3,005,343,274.84 2,936,315,579.48 2,980,630,986.77 1,117 581 3.748 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
Market Value Rate
June 30, 2024
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of San Jose
YTM
CUSIP Investment # Term
Purchase
Date

0.00 2,868,332,372.60 3,005,343,274.84 1,117 581 3.748
0 0
425,932.93
425,932.93
425,932.93
425,932.93
Subtotal
Average Balance Accrued Interest at Purchase
Total Cash and Investments 2,936,741,512.41 2,981,056,919.70 Portfolio CITY
AP
Run Date: 07/02/2024 - 11:53 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
April 1, 2024 - June 30, 2024
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Transaction Type
All Funds
Total
Interest Cash
Principal
Paydowns
New
Fund Principal Investment # CUSIP Inv Descrip TransactionType TransactionDate MaturityDate RedemptionType 40746 003 3132XGZK5 FR WN2545 MTGE Purchase 04/01/2024 12/01/2028 13,605,071.25 -13,605,071.25 40745 003 3134H1YU1 FHLMC 5.61% MAT Purchase 04/02/2024 04/02/2029 15,000,000.00 -15,000,000.00 40748 003 313384E88 FHLB ZERO CPN Purchase 04/04/2024 09/06/2024 39,121,666.67 -39,121,666.67 40750 003 313384D89 FHLB ZERO CPN Purchase 04/09/2024 08/29/2024 19,596,088.89 -19,596,088.89 40749 003 3130B0RH4 FEDERAL HOME Purchase 04/11/2024 04/11/2029 15,000,000.00 -15,000,000.00 40751 003 313384D71 FHLB ZERO CPN Purchase 04/15/2024 08/28/2024 14,710,312.50 -14,710,312.50 40753 003 24422EXH7 JOHN DEERE Purchase 04/16/2024 01/16/2029 9,855,700.00 -9,855,700.00 40752 003 912797KD8 UNITED STATES Purchase 04/16/2024 08/29/2024 14,709,187.50 -14,709,187.50 40754 003 3130B0YZ6 FHLB 5.27% MAT Purchase 04/17/2024 04/17/2029 20,000,000.00 -20,000,000.00 40756 003 3130B0ZS1 FEDERAL HOME Purchase 04/19/2024 04/17/2029 20,000,000.00 -20,000,000.00 40757 003 313384XN4 FHLB ZERO CPN Purchase 04/24/2024 05/31/2024 39,782,933.33 -39,782,933.33 40755 003 30336BAA5 FRESB 2024-SB113 Purchase 04/25/2024 12/25/2028 16,914,603.33 -16,914,603.33 40758 003 3133ERDH1 FEDERAL FARM CR Purchase 04/30/2024 04/30/2029 19,998,000.00 -19,998,000.00 40759 003 64990FD76 NEW YORK ST Purchase 05/02/2024 03/15/2028 7,189,109.43 -7,189,109.43 40760 003 91282CKP5 UNITED STATES Purchase 05/06/2024 04/30/2029 20,138,519.02 -20,138,519.02 40761 003 69371RT22 PACCAR FINANCIAL Purchase 05/13/2024 05/13/2027 6,994,610.00 -6,994,610.00 40762 003 09290DAA9 BLKRK 4.7% MAT Purchase 05/15/2024 03/14/2029 14,009,294.44 -14,009,294.44 40763 003 89236TMF9 TOYOTA MTR CR Purchase 05/16/2024 05/16/2029 14,968,350.00 -14,968,350.00 40764 003 3135GASV4 FNMA 5.35% MAT Purchase 05/17/2024 05/16/2029 20,000,000.00 -20,000,000.00 40765 003 3130B1HQ3 FHLB 5.125% MAT Purchase 05/29/2024 05/15/2029 30,000,000.00 -30,000,000.00 40766 003 3130B1MF1 FHLB 5.% MAT Purchase 06/03/2024 05/25/2029 20,000,000.00 -20,000,000.00 40769 003 313384B40 FHLB DISC NOTE Purchase 06/11/2024 08/09/2024 59,483,750.00 -59,483,750.00 40768 003 3137HDJJ0 FHMS K522 A2 Mtge Purchase 06/13/2024 05/25/2029 15,023,970.00 -15,023,970.00 40767 003 574193WW4 MARYLAND ST, Purchase 06/18/2024 06/01/2029 15,000,000.00 -15,000,000.00 40770 003 437076BY7 HD 2.95% MAT Purchase 06/20/2024 06/15/2029 9,208,597.22 -9,208,597.22 40773 003 039483AN2 ARCHER DANIELS Purchase 06/21/2024 12/15/2027 6,005,035.50 -6,005,035.50 40772 003 313396ZG1 FHLMC ZERO CPN Purchase 06/21/2024 07/12/2024 69,785,829.17 -69,785,829.17 40774 003 313384ZP7 FHLB ZERO CPN Purchase 06/24/2024 07/19/2024 49,818,055.56 -49,818,055.56 40775 003 437076DC3 HOME DEPOT INC, Purchase 06/25/2024 06/25/2029 9,972,700.00 -9,972,700.00 40776 003 24422EXT1 DE 4.85% MAT Purchase 06/27/2024 06/11/2029 10,006,855.56 -10,006,855.56 40771 003 30337MAA0 FHLMC 4.99% MAT Purchase 06/27/2024 03/25/2029 9,077,003.00 -9,077,003.00 32936 003 CITY STPOOL 0.24% Purchase 04/15/2024 177,111.94 -177,111.94 37042 003 CSJFA STPOOL 0.22% Purchase 04/15/2024 58,455.95 -58,455.95 40566 003 CAMP CAMP 1.27% Purchase 04/01/2024 448,716.90 -448,716.90 40566 003 CAMP CAMP 1.27% Purchase 04/03/2024 8,485,000.00 -8,485,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/10/2024 23,102,000.00 -23,102,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/12/2024 23,436,000.00 -23,436,000.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40566 003 CAMP CAMP 1.27% Purchase 04/15/2024 23,296,000.00 -23,296,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/16/2024 88,421,000.00 -88,421,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/18/2024 4,747,000.00 -4,747,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/22/2024 305,000.00 -305,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/23/2024 4,433,000.00 -4,433,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/29/2024 67,376,000.00 -67,376,000.00 40566 003 CAMP CAMP 1.27% Purchase 04/30/2024 1,455,000.00 -1,455,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/01/2024 422,617.57 -422,617.57 40566 003 CAMP CAMP 1.27% Purchase 05/01/2024 32,678,000.00 -32,678,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/02/2024 24,196,000.00 -24,196,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/07/2024 18,682,000.00 -18,682,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/08/2024 251,000.00 -251,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/09/2024 5,304,000.00 -5,304,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/13/2024 9,487,000.00 -9,487,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/14/2024 4,939,000.00 -4,939,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/15/2024 20,902,000.00 -20,902,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/20/2024 2,034,000.00 -2,034,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/21/2024 2,187,000.00 -2,187,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/22/2024 3,848,000.00 -3,848,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/23/2024 2,124,000.00 -2,124,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/24/2024 35,715,000.00 -35,715,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/28/2024 11,671,000.00 -11,671,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/30/2024 4,866,000.00 -4,866,000.00 40566 003 CAMP CAMP 1.27% Purchase 05/31/2024 8,151,000.00 -8,151,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/03/2024 2,631,000.00 -2,631,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/03/2024 530,424.23 -530,424.23 40566 003 CAMP CAMP 1.27% Purchase 06/04/2024 7,837,000.00 -7,837,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/06/2024 9,888,000.00 -9,888,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/10/2024 4,196,000.00 -4,196,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/13/2024 32,178,000.00 -32,178,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/17/2024 133,000.00 -133,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/20/2024 21,608,000.00 -21,608,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/21/2024 95,000,000.00 -95,000,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/21/2024 40,565,000.00 -40,565,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/25/2024 6,563,000.00 -6,563,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/26/2024 4,648,000.00 -4,648,000.00 40566 003 CAMP CAMP 1.27% Purchase 06/27/2024 56,926,000.00 -56,926,000.00 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 04/15/2024 04/15/2026 Sale 622,730.51 622,730.51 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 05/15/2024 04/15/2026 Sale 607,457.43 607,457.43 40676 003 89238JAC9 TAOT 2021-D A3 Redemption 06/17/2024 04/15/2026 Sale 584,149.92 584,149.92 40706 003 3134H1FN8 FHLMC 5.625% MAT Redemption 04/12/2024 10/12/2028 Call 15,000,000.00 15,000,000.00 40707 003 3134H1FP3 FHLMC 5.65% MAT Redemption 04/12/2024 10/12/2028 Call 25,000,000.00 25,000,000.00 40708 003 3135GAJZ5 FNMA 5.7% MAT Redemption 04/16/2024 10/16/2028 Call 20,000,000.00 20,000,000.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40709 003 31424WAJ1 FAMC 5.8% MAT Redemption 04/10/2024 10/10/2028 Call 20,000,000.00 20,000,000.00 32936 003 CITY STPOOL 0.24% Redemption 04/17/2024 3,525,000.00 3,525,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/01/2024 5,393,000.00 5,393,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/02/2024 4,823,000.00 4,823,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/04/2024 35,212,000.00 35,212,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/05/2024 54,527,000.00 54,527,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/08/2024 1,988,000.00 1,988,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/09/2024 13,587,000.00 13,587,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/11/2024 10,130,000.00 10,130,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/17/2024 26,898,000.00 26,898,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/19/2024 74,596,000.00 74,596,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/24/2024 10,174,000.00 10,174,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/25/2024 5,794,000.00 5,794,000.00 40566 003 CAMP CAMP 1.27% Redemption 04/26/2024 20,967,000.00 20,967,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/03/2024 47,376,000.00 47,376,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/06/2024 32,013,000.00 32,013,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/10/2024 20,451,000.00 20,451,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/16/2024 3,605,000.00 3,605,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/17/2024 71,046,000.00 71,046,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/28/2024 1,300,000.00 1,300,000.00 40566 003 CAMP CAMP 1.27% Redemption 05/29/2024 21,967,000.00 21,967,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/05/2024 346,000.00 346,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/07/2024 4,380,000.00 4,380,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/11/2024 53,897,000.00 53,897,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/12/2024 4,702,000.00 4,702,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/14/2024 76,506,000.00 76,506,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/18/2024 22,917,000.00 22,917,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/24/2024 9,963,000.00 9,963,000.00 40566 003 CAMP CAMP 1.27% Redemption 06/28/2024 6,988,000.00 6,988,000.00 40153 003 91412GVB8 UNIVERSITY CALIF Redemption 05/15/2024 05/15/2024 Maturity 1,000,000.00 1,000,000.00 40177 003 97705MNM3 WIS 1.857% MAT Redemption 05/01/2024 05/01/2024 Maturity 500,000.00 500,000.00 40282 003 3133ELJ47 FFCB 0.58% MAT Redemption 06/17/2024 06/17/2024 Maturity 10,000,000.00 10,000,000.00 40293 003 91412HFL2 UNIVERSITY CALIF Redemption 05/15/2024 05/15/2024 Maturity 1,000,000.00 1,000,000.00 40294 003 91412HFL2 UNIVERSITY CALIF Redemption 05/15/2024 05/15/2024 Maturity 650,000.00 650,000.00 40313 003 34153QUC8 FLSEDU 0.39% MAT Redemption 06/03/2024 06/01/2024 Maturity 5,000,000.00 5,000,000.00 40417 003 3130APZU2 FEDERAL HOME Redemption 05/28/2024 05/28/2024 Maturity 1,900,000.00 1,900,000.00 40422 003 3130APMH5 FEDERAL HOME Redemption 05/17/2024 05/17/2024 Maturity 3,150,000.00 3,150,000.00 40487 003 037833CU2 APPLE INC, SR GLBLRedemption 05/13/2024 05/11/2024 Maturity 7,300,000.00 7,300,000.00 40517 003 3130AMU67 FEDERAL HOME Redemption 06/28/2024 06/28/2024 Maturity 6,000,000.00 6,000,000.00 40544 003 3130ARVT5 FEDERAL HOME Redemption 05/17/2024 05/17/2024 Maturity 3,630,000.00 3,630,000.00 40546 003 3130AMU67 FEDERAL HOME Redemption 06/28/2024 06/28/2024 Maturity 20,000,000.00 20,000,000.00 40556 003 3134GXYM0 FEDERAL HOME LN Redemption 06/28/2024 06/28/2024 Maturity 5,615,000.00 5,615,000.00 40560 003 3130AS6D6 FEDERAL HOME Redemption 06/14/2024 06/14/2024 Maturity 1,250,000.00 1,250,000.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40723 003 912796ZW2 UNITED STATES Redemption 06/20/2024 06/20/2024 Maturity 20,000,000.00 20,000,000.00 40724 003 912796Y45 UNITED STATES Redemption 06/27/2024 06/27/2024 Maturity 30,000,000.00 30,000,000.00 40725 003 912797FS1 UNITED STATES Redemption 06/13/2024 06/13/2024 Maturity 25,000,000.00 25,000,000.00 40739 003 912797HH3 UNITED STATES Redemption 05/02/2024 05/02/2024 Maturity 20,000,000.00 20,000,000.00 40740 003 912797FS1 UNITED STATES Redemption 06/13/2024 06/13/2024 Maturity 20,000,000.00 20,000,000.00 40741 003 912797HS9 UNITED STATES Redemption 05/30/2024 05/30/2024 Maturity 20,000,000.00 20,000,000.00 40757 003 313384XN4 FHLB ZERO CPN Redemption 05/31/2024 05/31/2024 Maturity 40,000,000.00 40,000,000.00 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 04/25/2024 07/01/2024 7,985.45 7,985.45 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 04/25/2024 05/25/2024 893,442.97 893,442.97 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 04/25/2024 07/25/2024 1,349.20 1,349.20 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 04/25/2024 05/25/2024 104,979.55 104,979.55 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 04/25/2024 03/25/2025 3,961.40 3,961.40 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 04/25/2024 05/25/2025 4,812.22 4,812.22 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 04/25/2024 11/25/2024 759.95 759.95 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 04/25/2024 12/25/2024 7,402.41 7,402.41 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 04/25/2024 11/25/2025 5,699.85 5,699.85 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 04/25/2024 03/25/2025 3,591.03 3,591.03 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 04/25/2024 04/25/2026 8,649.60 8,649.60 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 04/25/2024 08/25/2024 14,212.90 14,212.90 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 04/25/2024 06/25/2027 4,298.20 4,298.20 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 04/25/2024 06/25/2027 5,526.26 5,526.26 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 04/25/2024 06/25/2024 613,115.75 613,115.75 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 04/25/2024 01/01/2025 22,046.11 22,046.11 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 04/25/2024 11/01/2027 24,025.40 24,025.40 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 04/25/2024 11/01/2027 12,012.70 12,012.70 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 04/25/2024 03/01/2026 5,469.52 5,469.52 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 04/25/2024 10/25/2024 6,561.34 6,561.34 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 04/25/2024 06/25/2028 1,829.81 1,829.81 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 04/25/2024 08/25/2028 702.45 702.45 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 05/25/2024 07/01/2024 8,487.10 8,487.10 40173 003 30298LAA9 FRESB 2019-SB65 Redemption 05/25/2024 05/25/2024 327,714.13 327,714.13 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 05/25/2024 07/25/2024 1,457.35 1,457.35 40231 003 30298LAA9 FRESB 2019-SB65 Redemption 05/25/2024 05/25/2024 38,506.41 38,506.41 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 05/25/2024 03/25/2025 4,169.56 4,169.56 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 05/25/2024 05/25/2025 5,107.28 5,107.28 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 05/25/2024 11/25/2024 421,903.00 421,903.00 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 05/25/2024 12/25/2024 7,855.61 7,855.61 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 05/25/2024 11/25/2025 6,059.80 6,059.80 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 05/25/2024 03/25/2025 3,938.37 3,938.37 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 05/25/2024 04/25/2026 132,673.75 132,673.75 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 05/25/2024 08/25/2024 699,046.50 699,046.50 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 05/25/2024 06/25/2027 4,607.35 4,607.35 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 05/25/2024 06/25/2027 5,923.74 5,923.74 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40614 003 3136AKQM8 FNA 2014-M8 A2 Redemption 05/25/2024 06/25/2024 2,522,441.46 2,522,441.46 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 05/25/2024 01/01/2025 23,316.54 23,316.54 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 05/25/2024 11/01/2027 26,625.40 26,625.40 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 05/25/2024 11/01/2027 13,312.70 13,312.70 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 05/25/2024 03/01/2026 5,951.24 5,951.24 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 05/25/2024 06/25/2028 2,062.93 2,062.93 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 05/25/2024 08/25/2028 812.07 812.07 40755 003 30336BAA5 FRESB 2024-SB113 Redemption 05/25/2024 12/25/2028 567.38 567.38 40171 003 3140HUNV4 FNMA 2.42% MAT Redemption 06/25/2024 07/01/2024 8,036.80 8,036.80 40180 003 30314KAS2 FRESB 2019-SB67 Redemption 06/25/2024 07/25/2024 1,157,922.48 1,157,922.48 40272 003 3136AL7K1 FNA 2015-M5 A1 Redemption 06/25/2024 03/25/2025 3,988.60 3,988.60 40295 003 30315EAA4 FRESB 2020-SB76 Redemption 06/25/2024 05/25/2025 4,844.44 4,844.44 40327 003 3136AY6S7 FNA 2017-M15 AV2 Redemption 06/25/2024 11/25/2024 66,115.80 66,115.80 40328 003 3137BGK24 FHMS K043 A2 3.062 Redemption 06/25/2024 12/25/2024 7,455.29 7,455.29 40342 003 30318CAA5 FRESB 2021-SB82 Redemption 06/25/2024 11/25/2025 5,736.39 5,736.39 40356 003 3137FQ3W1 FHMS KJ27 A2, Redemption 06/25/2024 03/25/2025 74,633.28 74,633.28 40579 003 3136AR5S3 FNA 2016-M5 A2 Redemption 06/25/2024 04/25/2026 8,462.62 8,462.62 40605 003 3137FBTA4 FHLMC 3.064% MAT Redemption 06/25/2024 08/25/2024 1,598,474.70 1,598,474.70 40609 003 30329MAA0 FHLMC 2.08% MAT Redemption 06/25/2024 06/25/2027 4,326.73 4,326.73 40610 003 30329MAA0 FHLMC 2.08% MAT Redemption 06/25/2024 06/25/2027 5,562.94 5,562.94 40618 003 3138L8UV4 FN AM7795 2.92% Redemption 06/25/2024 01/01/2025 22,187.45 22,187.45 40647 003 3132XGRH1 FR WN2287 3.69% Redemption 06/25/2024 11/01/2027 24,223.40 24,223.40 40666 003 3132XGRH1 FR WN2287 3.69% Redemption 06/25/2024 11/01/2027 12,111.70 12,111.70 40667 003 3140HSZG9 FNMA 3.44% MAT Redemption 06/25/2024 03/01/2026 5,511.84 5,511.84 40683 003 30312XAE7 FRESB 2019-SB69, Redemption 06/25/2024 10/25/2024 625,415.18 625,415.18 40697 003 30333AAA0 FRESB 2023-SB108 Redemption 06/25/2024 06/25/2028 3,169.90 3,169.90 40699 003 30333MAA4 FRESB 2023-SB109 Redemption 06/25/2024 08/25/2028 709.55 709.55 40755 003 30336BAA5 FRESB 2024-SB113 Redemption 06/25/2024 12/25/2028 467.23 467.23 40153 003 91412GVB8 UNIVERSITY CALIF Interest 05/15/2024 05/15/2024 18,190.00 18,190.00 40177 003 97705MNM3 WIS 1.857% MAT Interest 05/01/2024 05/01/2024 4,642.50 4,642.50 40183 003 3135G0W66 FNMA 1.625% MAT Interest 04/15/2024 10/15/2024 81,250.00 81,250.00 40201 003 45818WCS3 IADB 1.7% MAT Interest 05/15/2024 11/15/2024 93,500.00 93,500.00 40243 003 13063DGB8 CALIFORNIA ST, Interest 04/01/2024 04/01/2025 84,375.00 84,375.00 40246 003 459058JB0 IBRD 0.625% MAT Interest 04/22/2024 04/22/2025 9,390.00 9,390.00 40261 003 3134GVQX9 FHLMC 0.7% MAT Interest 05/06/2024 05/05/2025 35,000.00 35,000.00 40273 003 3134GVB49 FHLMC 0.75% MAT Interest 06/18/2024 06/18/2025 150,000.00 150,000.00 40278 003 923078CU1 VENTURA CNTY Interest 05/01/2024 11/01/2024 5,503.50 5,503.50 40282 003 3133ELJ47 FFCB 0.58% MAT Interest 06/17/2024 06/17/2024 29,000.00 29,000.00 40288 003 3135G04Z3 FNMA 0.5% MAT Interest 06/17/2024 06/17/2025 25,000.00 25,000.00 40293 003 91412HFL2 UNIVERSITY CALIF Interest 05/15/2024 05/15/2024 4,165.00 4,165.00 40294 003 91412HFL2 UNIVERSITY CALIF Interest 05/15/2024 05/15/2024 2,707.25 2,707.25 40311 003 34153QUD6 FLORIDA ST BRD EDInterest 06/03/2024 06/01/2025 27,500.00 27,500.00 40312 003 546417DQ6 LAS 0.84% MAT Interest 06/03/2024 06/01/2025 16,800.00 16,800.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40313 003 34153QUC8 FLSEDU 0.39% MAT Interest 06/03/2024 06/01/2024 9,750.00 9,750.00 40317 003 419792ZM1 HAWAII ST, Interest 04/01/2024 10/01/2025 21,300.00 21,300.00 40318 003 13077DML3 CALIFORNIA ST Interest 05/01/2024 11/01/2025 44,250.00 44,250.00 40319 003 882724RA7 TEXAS ST, TAXABLEInterest 04/01/2024 10/01/2025 40,000.00 40,000.00 40321 003 45818WCW4 Inter-American Interest 04/15/2024 10/15/2024 17,000.00 17,000.00 40322 003 57582RK88 MAS 0.695 Interest 05/01/2024 11/01/2025 3,475.00 3,475.00 40323 003 13034AL65 CALIFORNIA Interest 04/01/2024 10/01/2025 5,297.63 5,297.63 40324 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2024 05/15/2025 9,779.23 9,779.23 40325 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2024 05/15/2025 15,717.40 15,717.40 40326 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2024 05/15/2025 44,150.00 44,150.00 40330 003 3133EMLR1 FEDERAL FARM CR Interest 06/24/2024 12/23/2025 25,000.00 25,000.00 40332 003 45950VPG5 IFC 0.425% MAT Interest 05/20/2024 11/19/2024 18,168.75 18,168.75 40333 003 3135G06G3 FEDERAL NATL MTGInterest 05/07/2024 11/07/2025 25,000.00 25,000.00 40336 003 459058JL8 IBRD 0.5% MAT Interest 04/28/2024 10/28/2025 25,000.00 25,000.00 40338 003 459058JL8 IBRD 0.5% MAT Interest 04/28/2024 10/28/2025 25,000.00 25,000.00 40339 003 459058DX8 IBRD 2.5% MAT Interest 05/28/2024 11/25/2024 59,562.50 59,562.50 40343 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2024 05/15/2025 30,905.00 30,905.00 40360 003 31422XCX8 FEDERAL AGRIC Interest 04/22/2024 04/20/2026 50,000.00 50,000.00 40409 003 3130APRF4 FEDERAL HOME Interest 05/15/2024 11/15/2024 100,000.00 100,000.00 40417 003 3130APZU2 FEDERAL HOME Interest 05/28/2024 05/28/2024 8,312.50 8,312.50 40418 003 3130APU45 FEDERAL HOME Interest 05/22/2024 11/22/2024 20,718.75 20,718.75 40421 003 3130APKF1 FEDERAL HOME Interest 05/08/2024 11/08/2024 10,218.75 10,218.75 40422 003 3130APMH5 FEDERAL HOME Interest 05/17/2024 05/17/2024 9,843.75 9,843.75 40423 003 3133ENFZ8 FEDERAL FARM CR Interest 06/03/2024 12/02/2024 50,500.00 50,500.00 40446 003 3130APS48 FEDERAL HOME Interest 05/20/2024 11/18/2024 69,510.00 69,510.00 40449 003 13063DMA3 CALIFORNIA ST, Interest 04/01/2024 04/01/2026 133,957.50 133,957.50 40467 003 3130AQCN1 FEDERAL HOME Interest 06/17/2024 01/17/2025 20,312.50 20,312.50 40472 003 3130AQQQ9 FEDERAL HOME Interest 04/28/2024 01/28/2025 100,000.00 100,000.00 40475 003 3130AQMQ3 FEDERAL HOME Interest 04/28/2024 10/28/2025 31,500.00 31,500.00 40477 003 3130AQQQ9 FEDERAL HOME Interest 04/28/2024 01/28/2025 100,000.00 100,000.00 40478 003 3130AQMU4 FEDERAL HOME Interest 04/28/2024 10/28/2024 62,500.00 62,500.00 40487 003 037833CU2 APPLE INC, SR GLBLInterest 05/13/2024 05/11/2024 104,025.00 104,025.00 40497 003 3130AR7C9 FEDERAL HOME Interest 06/27/2024 12/27/2024 14,476.25 14,476.25 40502 003 3130AMR53 FEDERAL HOME Interest 06/09/2024 12/09/2024 62,000.00 62,000.00 40505 003 3134GW5R3 FEDERAL HOME LN Interest 04/27/2024 10/27/2025 6,500.00 6,500.00 40507 003 3134GWVN3 FEDERAL HOME LN Interest 04/01/2024 09/30/2025 52,470.00 52,470.00 40508 003 3130ANWN6 FEDERAL HOME Interest 04/01/2024 06/30/2025 2,887.50 2,887.50 40517 003 3130AMU67 FEDERAL HOME Interest 06/28/2024 06/28/2024 12,000.00 12,000.00 40523 003 3130ARVJ7 FEDERAL HOME Interest 04/29/2024 04/29/2027 325,000.00 325,000.00 40524 003 3133ENUZ1 FEDERAL FARM CR Interest 04/22/2024 10/20/2025 309,000.00 309,000.00 40525 003 3134GXSF2 FHLMC 2.5% MAT Interest 04/29/2024 04/29/2025 187,500.00 187,500.00 40526 003 3133ENVK3 FEDERAL FARM CR Interest 04/27/2024 10/27/2026 365,000.00 365,000.00 40528 003 594918BJ2 MICROSOFT CORP, Interest 05/03/2024 11/03/2025 62,500.00 62,500.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40544 003 3130ARVT5 FEDERAL HOME Interest 05/17/2024 05/17/2024 54,450.00 54,450.00 40545 003 3130AMNR9 FEDERAL HOME Interest 05/28/2024 11/27/2024 62,500.00 62,500.00 40546 003 3130AMU67 FEDERAL HOME Interest 06/28/2024 06/28/2024 40,000.00 40,000.00 40550 003 3133ENYA2 FEDERAL FARM CR Interest 06/03/2024 06/01/2027 89,700.00 89,700.00 40551 003 3134GXRL0 FEDERAL HOME LN Interest 05/12/2024 05/12/2025 202,187.50 202,187.50 40552 003 3130ARMT5 FEDERAL HOME Interest 04/25/2024 10/25/2024 124,670.00 124,670.00 40556 003 3134GXYM0 FEDERAL HOME LN Interest 06/28/2024 06/28/2024 87,734.38 87,734.38 40560 003 3130AS6D6 FEDERAL HOME Interest 06/14/2024 06/14/2024 17,968.75 17,968.75 40581 003 13063DRD2 CALIFORNIA ST, Interest 04/01/2024 10/01/2026 66,143.75 66,143.75 40595 003 91412HGE7 UNIVERSITY CALIF Interest 05/15/2024 05/15/2025 13,245.00 13,245.00 40602 003 69371RS23 PACCAR FINANCIAL Interest 04/03/2024 10/03/2025 123,750.00 123,750.00 40607 003 3133ENS43 FEDERAL FARM CR Interest 04/17/2024 10/17/2024 218,750.00 218,750.00 40611 003 31315PF38 FARMER MAC FLT Interest 05/06/2024 02/06/2025 36,437.50 36,437.50 40612 003 31315P6T1 FARMER MAC FLT Interest 04/22/2024 04/22/2025 44,210.83 44,210.83 40613 003 69371RS23 PACCAR FINANCIAL Interest 04/03/2024 10/03/2025 247,500.00 247,500.00 40616 003 45950VRK4 IFC 5.% MAT Interest 05/15/2024 11/15/2027 125,000.00 125,000.00 40620 003 13063D3A4 CALIFORNIA ST, Interest 04/01/2024 10/01/2026 142,500.00 142,500.00 40621 003 923078CX5 VENTURA CNTY Interest 05/01/2024 11/01/2027 31,729.73 31,729.73 40623 003 13067WRC8 CALIFORNIA ST Interest 06/03/2024 12/01/2025 12,462.25 12,462.25 40626 003 13063D3A4 CALIFORNIA ST, Interest 04/01/2024 10/01/2026 201,637.50 201,637.50 40631 003 438516BL9 HONEYWELL INTL Interest 05/01/2024 11/01/2026 62,500.00 62,500.00 40632 003 713448CT3 PEPSICO INC, SR NTInterest 04/30/2024 04/30/2025 68,750.00 68,750.00 40633 003 06406RAD9 BANK NEW YORK Interest 05/16/2024 05/16/2027 81,250.00 81,250.00 40636 003 91412HJN4 UNIVERSITY CALIF Interest 05/15/2024 05/15/2027 12,815.40 12,815.40 40670 003 448980AD4 HALST 2023-B A3 Interest 04/15/2024 06/15/2026 60,083.34 60,083.34 40670 003 448980AD4 HALST 2023-B A3 Interest 05/15/2024 06/15/2026 60,083.34 60,083.34 40670 003 448980AD4 HALST 2023-B A3 Interest 06/15/2024 06/15/2026 60,083.34 60,083.34 40671 003 891941AD8 TAOT 2023-B A3 Interest 04/15/2024 02/15/2028 39,250.00 39,250.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 05/15/2024 02/15/2028 39,250.00 39,250.00 40671 003 891941AD8 TAOT 2023-B A3 Interest 06/15/2024 02/15/2028 39,250.00 39,250.00 40673 003 3130APZK4 FEDERAL HOME Interest 05/28/2024 11/26/2025 154,700.00 154,700.00 40674 003 437927AC0 HAROT 2023-2 A3 Interest 04/15/2024 11/15/2027 41,083.33 41,083.33 40674 003 437927AC0 HAROT 2023-2 A3 Interest 05/15/2024 11/15/2027 41,083.33 41,083.33 40674 003 437927AC0 HAROT 2023-2 A3 Interest 06/15/2024 11/15/2027 41,083.33 41,083.33 40676 003 89238JAC9 TAOT 2021-D A3 Interest 04/15/2024 04/15/2026 4,402.79 4,402.79 40676 003 89238JAC9 TAOT 2021-D A3 Interest 05/15/2024 04/15/2026 4,017.31 4,017.31 40676 003 89238JAC9 TAOT 2021-D A3 Interest 06/15/2024 04/15/2026 3,641.28 3,641.28 40677 003 3130AQ4B6 FEDERAL HOME Interest 06/24/2024 12/23/2024 150,000.00 150,000.00 40680 003 3134GXCS1 FHLMC 0.625% MAT Interest 05/28/2024 11/25/2025 26,171.88 26,171.88 40692 003 45906M4E8 IBRD 4.5% MAT Interest 06/26/2024 06/26/2028 562,500.00 562,500.00 40704 003 91412HGF4 UNIVERSITY CALIF Interest 05/15/2024 05/15/2027 32,932.90 32,932.90 40705 003 80168FQH2 SCVWTR 4.25% MATInterest 06/03/2024 12/01/2024 318,750.00 318,750.00 40706 003 3134H1FN8 FHLMC 5.625% MAT Interest 04/12/2024 10/12/2028 421,875.00 421,875.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40707 003 3134H1FP3 FHLMC 5.65% MAT Interest 04/12/2024 10/12/2028 706,250.00 706,250.00 40708 003 3135GAJZ5 FNMA 5.7% MAT Interest 04/16/2024 10/16/2028 570,000.00 570,000.00 40709 003 31424WAJ1 FAMC 5.8% MAT Interest 04/10/2024 10/10/2028 580,000.00 580,000.00 40711 003 882724V38 TXS 5.616% MAT Interest 04/01/2024 10/01/2024 156,998.40 156,998.40 40712 003 882724V61 TEXAS ST, TAXABLEInterest 04/01/2024 10/01/2027 100,715.56 100,715.56 40715 003 3134H1HN6 FHLMC 5.5% MAT Interest 04/22/2024 10/20/2028 174,927.50 174,927.50 40717 003 13063DRD2 CALIFORNIA ST, Interest 04/01/2024 10/01/2026 64,837.50 64,837.50 40718 003 419792M29 HAWAII ST, Interest 04/01/2024 10/01/2027 61,766.67 61,766.67 40719 003 419792M37 HAWAII ST, Interest 04/01/2024 10/01/2028 28,333.33 28,333.33 40721 003 91412HGF4 UNIVERSITY CALIF Interest 05/15/2024 05/15/2027 40,730.20 40,730.20 40734 003 931142EE9 WALMART INC, SR Interest 06/26/2024 06/26/2028 266,400.00 266,400.00 40737 003 91282CDB4 UNITED STATES Interest 04/15/2024 10/15/2024 62,500.00 62,500.00 40742 003 882724RC3 TEXAS ST, TAXABLEInterest 04/01/2024 10/01/2027 85,207.10 85,207.10 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 04/25/2024 07/01/2024 9,895.95 9,895.95 40173 003 30298LAA9 FRESB 2019-SB65 Interest 04/25/2024 05/25/2024 2,025.09 2,025.09 40180 003 30314KAS2 FRESB 2019-SB67 Interest 04/25/2024 07/25/2024 2,021.60 2,021.60 40202 003 3138L84Z4 FN AM8039 2.39% Interest 04/25/2024 02/01/2025 15,943.76 15,943.76 40203 003 3140HWYW6 FN BL5224 2.240 Interest 04/25/2024 01/01/2025 14,370.22 14,370.22 40209 003 3138LL3J2 FN AN8000 2.71% Interest 04/25/2024 01/01/2025 2,333.61 2,333.61 40225 003 3138L8CE2 FN AM7268 2.960% Interest 04/25/2024 11/01/2024 8,921.11 8,921.11 40231 003 30298LAA9 FRESB 2019-SB65 Interest 04/25/2024 05/25/2024 237.95 237.95 40266 003 3137BJQ71 FHMS KPLB A Interest 04/25/2024 05/25/2025 23,083.33 23,083.33 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 04/25/2024 03/25/2025 5,932.33 5,932.33 40295 003 30315EAA4 FRESB 2020-SB76 Interest 04/25/2024 05/25/2025 2,136.10 2,136.10 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 04/25/2024 11/25/2024 5,058.96 5,058.96 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 04/25/2024 12/25/2024 11,258.86 11,258.86 40342 003 30318CAA5 FRESB 2021-SB82 Interest 04/25/2024 11/25/2025 2,054.79 2,054.79 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 04/25/2024 03/25/2025 7,974.20 7,974.20 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 04/25/2024 04/25/2026 10,514.76 10,514.76 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 04/25/2024 08/25/2024 21,548.94 21,548.94 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 04/25/2024 06/25/2027 5,586.38 5,586.38 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 04/25/2024 06/25/2027 7,182.49 7,182.49 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 04/25/2024 06/25/2024 7,985.22 7,985.22 40618 003 3138L8UV4 FN AM7795 2.92% Interest 04/25/2024 01/01/2025 30,105.44 30,105.44 40635 003 3137BJQ71 FHMS KPLB A Interest 04/25/2024 05/25/2025 16,391.47 16,391.47 40647 003 3132XGRH1 FR WN2287 3.69% Interest 04/25/2024 11/01/2027 63,223.89 63,223.89 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 04/25/2024 08/25/2027 13,137.67 13,137.67 40666 003 3132XGRH1 FR WN2287 3.69% Interest 04/25/2024 11/01/2027 31,611.95 31,611.95 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 04/25/2024 03/01/2026 11,460.26 11,460.26 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 04/25/2024 01/01/2028 24,520.14 24,520.14 40683 003 30312XAE7 FRESB 2019-SB69, Interest 04/25/2024 10/25/2024 8,858.38 8,858.38 40685 003 3140LKUP6 FN BS8689 4.65% Interest 04/25/2024 07/01/2028 101,473.34 101,473.34 40694 003 3140LKYV9 FN BS8823 4.79% Interest 04/25/2024 06/01/2028 32,568.81 32,568.81 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40697 003 30333AAA0 FRESB 2023-SB108 Interest 04/25/2024 06/25/2028 28,285.60 28,285.60 40698 003 3140LKLH4 FN BS8427 4.92% Interest 04/25/2024 06/01/2028 51,581.42 51,581.42 40699 003 30333MAA4 FRESB 2023-SB109 Interest 04/25/2024 08/25/2028 36,566.63 36,566.63 40738 003 3132XGY42 FR WN2530 Mtge Interest 04/25/2024 12/01/2028 8,981.35 8,981.35 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 05/25/2024 07/01/2024 9,560.62 9,560.62 40173 003 30298LAA9 FRESB 2019-SB65 Interest 05/25/2024 05/25/2024 543.46 543.46 40180 003 30314KAS2 FRESB 2019-SB67 Interest 05/25/2024 07/25/2024 2,019.25 2,019.25 40202 003 3138L84Z4 FN AM8039 2.39% Interest 05/25/2024 02/01/2025 15,429.44 15,429.44 40203 003 3140HWYW6 FN BL5224 2.240 Interest 05/25/2024 01/01/2025 13,906.67 13,906.67 40209 003 3138LL3J2 FN AN8000 2.71% Interest 05/25/2024 01/01/2025 2,258.33 2,258.33 40225 003 3138L8CE2 FN AM7268 2.960% Interest 05/25/2024 11/01/2024 8,633.33 8,633.33 40231 003 30298LAA9 FRESB 2019-SB65 Interest 05/25/2024 05/25/2024 63.86 63.86 40266 003 3137BJQ71 FHMS KPLB A Interest 05/25/2024 05/25/2025 23,083.33 23,083.33 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 05/25/2024 03/25/2025 5,731.39 5,731.39 40295 003 30315EAA4 FRESB 2020-SB76 Interest 05/25/2024 05/25/2025 2,132.77 2,132.77 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 05/25/2024 11/25/2024 4,894.08 4,894.08 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 05/25/2024 12/25/2024 11,239.97 11,239.97 40342 003 30318CAA5 FRESB 2021-SB82 Interest 05/25/2024 11/25/2025 2,051.61 2,051.61 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 05/25/2024 03/25/2025 7,966.46 7,966.46 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 05/25/2024 04/25/2026 10,496.97 10,496.97 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 05/25/2024 08/25/2024 21,512.65 21,512.65 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 05/25/2024 06/25/2027 5,578.93 5,578.93 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 05/25/2024 06/25/2027 7,172.91 7,172.91 40614 003 3136AKQM8 FNA 2014-M8 A2 Interest 05/25/2024 06/25/2024 6,423.82 6,423.82 40618 003 3138L8UV4 FN AM7795 2.92% Interest 05/25/2024 01/01/2025 29,080.66 29,080.66 40635 003 3137BJQ71 FHMS KPLB A Interest 05/25/2024 05/25/2025 16,391.47 16,391.47 40647 003 3132XGRH1 FR WN2287 3.69% Interest 05/25/2024 11/01/2027 61,110.53 61,110.53 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 05/25/2024 08/25/2027 13,137.67 13,137.67 40666 003 3132XGRH1 FR WN2287 3.69% Interest 05/25/2024 11/01/2027 30,555.27 30,555.27 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 05/25/2024 03/01/2026 11,074.89 11,074.89 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 05/25/2024 01/01/2028 23,729.17 23,729.17 40683 003 30312XAE7 FRESB 2019-SB69, Interest 05/25/2024 10/25/2024 8,846.08 8,846.08 40685 003 3140LKUP6 FN BS8689 4.65% Interest 05/25/2024 07/01/2028 98,200.00 98,200.00 40694 003 3140LKYV9 FN BS8823 4.79% Interest 05/25/2024 06/01/2028 31,518.20 31,518.20 40697 003 30333AAA0 FRESB 2023-SB108 Interest 05/25/2024 06/25/2028 28,279.12 28,279.12 40698 003 3140LKLH4 FN BS8427 4.92% Interest 05/25/2024 06/01/2028 49,917.50 49,917.50 40699 003 30333MAA4 FRESB 2023-SB109 Interest 05/25/2024 08/25/2028 36,564.06 36,564.06 40738 003 3132XGY42 FR WN2530 Mtge Interest 05/25/2024 12/01/2028 8,691.63 8,691.63 40746 003 3132XGZK5 FR WN2545 MTGE Interest 05/25/2024 12/01/2028 55,176.83 55,176.83 40755 003 30336BAA5 FRESB 2024-SB113 Interest 05/25/2024 12/25/2028 -56,893.33 -56,893.33 40755 003 30336BAA5 FRESB 2024-SB113 Interest 05/25/2024 12/25/2028 71,116.66 71,116.66 40171 003 3140HUNV4 FNMA 2.42% MAT Interest 06/25/2024 07/01/2024 9,861.63 9,861.63 40180 003 30314KAS2 FRESB 2019-SB67 Interest 06/25/2024 07/25/2024 2,016.71 2,016.71 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40202 003 3138L84Z4 FN AM8039 2.39% Interest 06/25/2024 02/01/2025 15,943.76 15,943.76 40203 003 3140HWYW6 FN BL5224 2.240 Interest 06/25/2024 01/01/2025 14,370.22 14,370.22 40209 003 3138LL3J2 FN AN8000 2.71% Interest 06/25/2024 01/01/2025 2,333.61 2,333.61 40225 003 3138L8CE2 FN AM7268 2.960% Interest 06/25/2024 11/01/2024 8,921.11 8,921.11 40266 003 3137BJQ71 FHMS KPLB A Interest 06/25/2024 05/25/2025 23,083.33 23,083.33 40272 003 3136AL7K1 FNA 2015-M5 A1 Interest 06/25/2024 03/25/2025 5,912.03 5,912.03 40295 003 30315EAA4 FRESB 2020-SB76 Interest 06/25/2024 05/25/2025 2,129.24 2,129.24 40327 003 3136AY6S7 FNA 2017-M15 AV2 Interest 06/25/2024 11/25/2024 4,094.62 4,094.62 40328 003 3137BGK24 FHMS K043 A2 3.062 Interest 06/25/2024 12/25/2024 11,219.92 11,219.92 40342 003 30318CAA5 FRESB 2021-SB82 Interest 06/25/2024 11/25/2025 2,048.22 2,048.22 40356 003 3137FQ3W1 FHMS KJ27 A2, Interest 06/25/2024 03/25/2025 7,957.97 7,957.97 40579 003 3136AR5S3 FNA 2016-M5 A2 Interest 06/25/2024 04/25/2026 10,223.99 10,223.99 40605 003 3137FBTA4 FHLMC 3.064% MAT Interest 06/25/2024 08/25/2024 19,727.75 19,727.75 40609 003 30329MAA0 FHLMC 2.08% MAT Interest 06/25/2024 06/25/2027 5,570.95 5,570.95 40610 003 30329MAA0 FHLMC 2.08% MAT Interest 06/25/2024 06/25/2027 7,162.65 7,162.65 40618 003 3138L8UV4 FN AM7795 2.92% Interest 06/25/2024 01/01/2025 29,991.38 29,991.38 40635 003 3137BJQ71 FHMS KPLB A Interest 06/25/2024 05/25/2025 16,391.47 16,391.47 40647 003 3132XGRH1 FR WN2287 3.69% Interest 06/25/2024 11/01/2027 63,062.95 63,062.95 40665 003 3137FBAJ5 FHLMC 3.281% MAT Interest 06/25/2024 08/25/2027 13,137.67 13,137.67 40666 003 3132XGRH1 FR WN2287 3.69% Interest 06/25/2024 11/01/2027 31,531.48 31,531.48 40667 003 3140HSZG9 FNMA 3.44% MAT Interest 06/25/2024 03/01/2026 11,426.43 11,426.43 40672 003 3132XFLR7 FHLMC 4.25% MAT Interest 06/25/2024 01/01/2028 24,520.14 24,520.14 40683 003 30312XAE7 FRESB 2019-SB69, Interest 06/25/2024 10/25/2024 8,846.08 8,846.08 40685 003 3140LKUP6 FN BS8689 4.65% Interest 06/25/2024 07/01/2028 101,473.34 101,473.34 40694 003 3140LKYV9 FN BS8823 4.79% Interest 06/25/2024 06/01/2028 32,568.81 32,568.81 40697 003 30333AAA0 FRESB 2023-SB108 Interest 06/25/2024 06/25/2028 28,271.82 28,271.82 40698 003 3140LKLH4 FN BS8427 4.92% Interest 06/25/2024 06/01/2028 51,581.42 51,581.42 40699 003 30333MAA4 FRESB 2023-SB109 Interest 06/25/2024 08/25/2028 36,561.09 36,561.09 40738 003 3132XGY42 FR WN2530 Mtge Interest 06/25/2024 12/01/2028 8,981.35 8,981.35 40746 003 3132XGZK5 FR WN2545 MTGE Interest 06/25/2024 12/01/2028 57,016.06 57,016.06 40755 003 30336BAA5 FRESB 2024-SB113 Interest 06/25/2024 12/25/2028 71,114.30 71,114.30 40566 003 CAMP CAMP 1.27% Interest 04/01/2024 448,716.90 448,716.90 32936 003 CITY STPOOL 0.24% Interest 04/15/2024 177,111.94 177,111.94 37042 003 CSJFA STPOOL 0.22% Interest 04/15/2024 58,455.95 58,455.95 40566 003 CAMP CAMP 1.27% Interest 05/01/2024 422,617.57 422,617.57 40566 003 CAMP CAMP 1.27% Interest 06/03/2024 530,424.23 530,424.23 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 04/15/2024 04/15/2026 28,780.03 28,780.03 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 05/15/2024 04/15/2026 28,074.18 28,074.18 40676 003 89238JAC9 TAOT 2021-D A3 Cap G/L 06/17/2024 04/15/2026 26,997.00 26,997.00 40715 003 3134H1HN6 FHLMC 5.5% MAT Accr Int 04/22/2024 10/20/2028 25,267.31 -25,267.31 0.00 40717 003 13063DRD2 CALIFORNIA ST, Accr Int 04/01/2024 10/01/2026 25,214.58 -25,214.58 0.00 40721 003 91412HGF4 UNIVERSITY CALIF Accr Int 05/15/2024 05/15/2027 8,372.32 -8,372.32 0.00 40734 003 931142EE9 WALMART INC, SR Accr Int 06/26/2024 06/26/2028 34,040.00 -34,040.00 0.00 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type
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 40737 003 91282CDB4 UNITED STATES Accr Int 04/15/2024 10/15/2024 44,740.44 -44,740.44 0.00 40742 003 882724RC3 TEXAS ST, TAXABLEAccr Int 04/01/2024 10/01/2027 80,000.00 -80,000.00 0.00 Totals for General Pool 1,360,876,568.9 978,836,153.78 13,904,684.98 -368,135,730.20 Grand Total 1,360,876,568.9 978,836,153.78 13,904,684.98 -368,135,730.20 Portfolio CITY
AP
Run Date: 07/15/2024 - 13:16 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

BALANCE SALES OR BALANCE
3/31/2024 MATURITIES ADDITIONS 6/30/2024
Asset Backed Securities 41,110,113.71 1,814,337.86 39,295,775.85 JPA Pool 147,500,565.83 641,546,000.00 715,665,758.70 221,620,324.53 Commercial Paper/Discoun 73,134,847.22 73,134,847.22
Corporate Medium Term No 305,350,337.96 7,494,713.00 81,021,142.72 378,876,767.68 Federal Agency Securities 888,095,587.37 171,570,267.31 453,787,451.84 1,170,312,771.90 Mortgage Backed Securities 214,024,960.66 9,654,330.06 54,691,931.05 259,062,561.65 Muni Bonds 350,649,359.94 8,341,305.81 22,189,109.43 364,497,163.56 Negotiable CD's 25,000,000.00 25,000,000.00
State Pool 31,947,745.75 3,525,000.00 235,567.89 28,658,313.64 Supranationals 210,874,174.97 210,874,174.97
UST Bills, Notes & Bonds 337,835,415.60 181,905,514.49 34,847,706.52 190,777,607.63 Total 2,625,523,109.01 1,025,851,468.53 1,362,438,668.15 2,962,110,308.63 NET PURCHASES/(SALES): 336,587,199.62
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
APRIL THROUGH JUNE 2024 TURNOVER RATIO: 0.86
AVERAGE DAILY PORTFOLIO BALANCE: 2,765,237,517.89

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

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

RECONCILIATION OF INVESTMENT ACTIVITIES
4/1/24 THROUGH 6/30/24
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
City of San Jose
Purchases Report
Sorted by Dealer - Fund
April 1, 2024 - June 30, 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
313384E88 40748 003 AFD FHLB 40,000,000.00 04/04/2024 09/06 - At Maturity 39,121,666.67 5.100 09/06/2024 5.301 39,620,333.33 912797KD8 40752 003 ATD USTR 15,000,000.00 04/16/2024 08/29 - At Maturity 14,709,187.50 5.170 08/29/2024 5.345 14,872,904.17 313384XN4 40757 003 AFD FHLB 40,000,000.00 04/24/2024 05/31 - At Maturity 39,782,933.33 5.280 05/31/2024 5.397 0.00 3130B1HQ3 40765 003 MC1 FHLB 30,000,000.00 05/29/2024 11/15 - 05/15 30,000,000.00 5.125 05/15/2029 5.126 30,000,000.00 3137HDJJ0 40768 003 GN4 FHLMC 15,000,000.00 06/13/2024 07/25 - Monthly 14,999,955.00 24,015.00 4.803 05/25/2029 4.775 14,999,955.00 313396ZG1 40772 003 AFD FHLMC 70,000,000.00 06/21/2024 07/12 - At Maturity 69,785,829.17 5.245 07/12/2024 5.349 69,887,815.28 Subtotal 210,000,000.00 208,399,571.67 24,015.00 169,381,007.78 Purchased from: Piper Sandler & Co.
3132XGZK5 40746 003 GN4 FHLMC 13,652,000.00 04/01/2024 05/25 - Monthly 13,605,071.25 4.850 12/01/2028 4.909 13,605,071.25 3134H1YU1 40745 003 MC1 FHLMC 15,000,000.00 04/02/2024 10/02 - 04/02 15,000,000.00 5.610 04/02/2029 5.610 15,000,000.00 313384D89 40750 003 AFD FHLB 20,000,000.00 04/09/2024 08/29 - At Maturity 19,596,088.89 5.120 08/29/2024 5.313 19,832,177.78 3130B0RH4 40749 003 MC1 FHLB 15,000,000.00 04/11/2024 10/11 - 04/11 15,000,000.00 5.600 04/11/2029 5.600 15,000,000.00 24422EXH7 40753 003 MTN DE 10,000,000.00 04/16/2024 07/16 - 01/16 9,733,200.00 122,500.00 4.500 01/16/2029 5.138 9,744,901.75 30336BAA5 40755 003 GN4 FHLMC 17,000,000.00 04/25/2024 05/25 - Monthly 16,857,710.00 Received 5.020 12/25/2028 5.149 16,856,684.05 3135GASV4 40764 003 MC1 FNMA 20,000,000.00 05/17/2024 11/16 - 05/16 20,000,000.00 5.350 05/16/2029 5.350 20,000,000.00 313384B40 40769 003 AFD FHLB 60,000,000.00 06/11/2024 08/09 - At Maturity 59,483,750.00 5.250 08/09/2024 5.384 59,658,750.00 313384ZP7 40774 003 AFD FHLB 50,000,000.00 06/24/2024 07/19 - At Maturity 49,818,055.56 5.240 07/19/2024 5.347 49,869,000.00 30337MAA0 40771 003 GN4 FHLMC 9,000,000.00 06/27/2024 07/25 - Monthly 9,044,568.00 32,435.00 4.990 03/25/2029 4.808 9,044,568.00 Subtotal 229,652,000.00 228,138,443.70 154,935.00 228,611,152.83 Purchased from: RBC Capital Markets
3130B0ZS1 40756 003 MC1 FHLB 20,000,000.00 04/19/2024 10/17 - 04/17 20,000,000.00 5.300 04/17/2029 5.300 20,000,000.00 89236TMF9 40763 003 MTN TMCC 15,000,000.00 05/16/2024 11/16 - 05/16 14,968,350.00 5.050 05/16/2029 5.098 14,969,141.25 437076DC3 40775 003 MTN HD 10,000,000.00 06/25/2024 12/25 - 06/25 9,972,700.00 4.750 06/25/2029 4.812 9,972,791.00 24422EXT1 40776 003 MTN DE 10,000,000.00 06/27/2024 12/11 - 06/11 9,985,300.00 21,555.56 4.850 06/11/2029 4.883 9,985,332.96 Subtotal 55,000,000.00 54,926,350.00 21,555.56 54,927,265.21 Purchased from: Raymond James & Associates
313384D71 40751 003 AFD FHLB 15,000,000.00 04/15/2024 08/28 - At Maturity 14,710,312.50 5.150 08/28/2024 5.339 14,875,541.67 3133ERDH1 40758 003 FAC FFCB 20,000,000.00 04/30/2024 10/30 - 04/30 19,998,000.00 4.750 04/30/2029 4.752 19,998,067.78 437076BY7 40770 003 MTN HD 10,000,000.00 06/20/2024 12/15 - 06/15 9,204,500.00 4,097.22 2.950 06/15/2029 4.761 9,209,374.93 Subtotal 45,000,000.00 43,912,812.50 4,097.22 44,082,984.38 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 07/15/2024 - 14:42 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7
Original
Par Value
Ending
Book Value
Sec.

Type

Fund
Maturity
YTM
Accrued Interest
Payment Periods at Purchase
April 1, 2024 - June 30, 2024
Purchases Report
City of San Jose
CUSIP Investment # Issuer Date
Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: UBS Financial Services
3130B0YZ6 40754 003 MC1 FHLB 20,000,000.00 04/17/2024 10/17 - 04/17 20,000,000.00 5.270 04/17/2029 5.270 20,000,000.00 09290DAA9 40762 003 MTN BLKRK 14,000,000.00 05/15/2024 09/14 - 03/14 13,897,800.00 111,494.44 4.700 03/14/2029 4.870 13,900,503.39 3130B1MF1 40766 003 MC1 FHLB 20,000,000.00 06/03/2024 11/28 - 05/28 20,000,000.00 5.000 05/25/2029 5.000 20,000,000.00 Subtotal 54,000,000.00 53,897,800.00 111,494.44 53,900,503.39 Purchased from: US Bancorp Advisors
039483AN2 40773 003 MTN ADM 5,700,000.00 06/21/2024 12/15 - 06/15 5,998,623.00 6,412.50 6.750 12/15/2027 5.089 5,996,241.64 Subtotal 5,700,000.00 5,998,623.00 6,412.50 5,996,241.64 Purchased from: Wells Fargo Securities
64990FD76 40759 003 MUN NYSPIT 8,045,000.00 05/02/2024 09/15 - 03/15 7,170,749.85 18,359.58 1.748 03/15/2028 4.862 7,207,778.39 91282CKP5 40760 003 TRC USTR 20,000,000.00 05/06/2024 10/31 - 04/30 20,123,437.50 15,081.52 4.625 04/30/2029 4.485 20,119,639.42 69371RT22 40761 003 MTN PCAR 7,000,000.00 05/13/2024 11/13 - 05/13 6,994,610.00 5.000 05/13/2027 5.028 6,994,849.56 574193WW4 40767 003 MUN MDS 15,000,000.00 06/18/2024 12/01 - 06/01 15,000,000.00 4.440 06/01/2029 4.440 15,000,000.00 Subtotal 50,045,000.00 49,288,797.35 33,441.10 49,322,267.37 Total Purchases 649,397,000.00 644,562,398.22 355,950.82 606,221,422.60 Portfolio CITY
AP
Run Date: 07/15/2024 - 14:42 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7