San Jose City Council
December 17, 2024

11/8/2024
TO: HONORABLE MAYOR FROM: Drew Corbett

AND CITY COUNCIL
SUBJECT: INVESTMENT REPORT FOR DATE: November 6, 2024

THE QUARTER ENDED
SEPTEMBER 30, 2024
Approved Date:

Transmitted herewith is the City Investment Report for the quarter ended September 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/-folder- 450 and a hard copy will be on file at the City Clerk’s Office located at 200 East Santa Clara Street, San José.

This report will be distributed to the Public Safety, Finance and Strategic Support Committee (PSFSS) for discussion during its meeting on November 21, 2024, and will be agendized through the PSFSS Committee for review by the full City Council on December 17, 2024.

Summary of portfolio performance and compliance for quarter ended September 30, 2024:
• Size of total portfolio: $2,522,084,221
• Earned income yield: 3.605%
• Weighted average days to maturity: 646 days
• Fiscal year-to-date net interest earnings: $24,022,421 • No exceptions to the City’s Investment Policy during this quarter During the quarter, the City’s external auditor, Macias, Gini, & O’Connell LLP, evaluated the City’s investment program for the six-month period ended June 30, 2024. The Independent Accountant’s Report on Applying Agreed-Upon Procedure is included herewith. The report noted no exceptions to the Investment Policy.

If you have questions on this investment report, please do not hesitate to call me at (408) 535-7011, or via email at [email protected].
/s/

DREW CORBETT
Acting 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
SEPTEMBER 30, 2024

Prepared by
Finance Department
Debt and Treasury Management Division

Drew Corbett
Acting Director of Finance

Investment Report for
The Quarter Ended
September 30, 2024

City of San José
Department of Finance
Debt and Treasury Management Division

Drew Corbett
Acting 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 SEPTEMBER 30, 2024

TABLE OF CONTENTS

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

SECTION D.

PORTFOLIO HOLDINGS AT COST

Investment Status Report

MARKET VALUE OF PORTFOLIO
Portfolio Details - Investments
SECTION E. DETAIL OF INVESTMENT ACTIVITY
Transaction Activity Report
Reconciliation of Investment Activities
Purchase Report
SECTION F. INDEPENDENT ACCOUNTANT’S REPORT
Independent Accountant’s Report on Applying Agreed-Upon Procedures as of June 30, 2024

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November 6, 2024

HONORABLE MAYOR and CITY COUNCIL

INVESTMENT REPORT FOR THE QUARTER ENDED SEPTEMBER 30, 2024

I am pleased to present this report of investment activity for the quarter ended September 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 September 30, 2024, and provides a comparison to the quarters ended June 30, 2024, and September 30, 2023.

INVESTMENT SUMMARY
For the Quarter Ended September 30, 2024 June 30, 2024 September 30, 2023

Total Portfolio

Portfolio Value (1) (2) $2,522,084,221 $2,962,110,309 $2,540,849,470 Earned Interest Yield 3.605% 3.631% 3.000%

Dollar-weighted average yield
Purchases 4.405% 5.181% 5.229%
Maturities 4.939% 4.520% 4.611%
Called Securities 5.033% 5.695% 4.083%

Weighted avg. yield at end of period 3.502% 3.748% 2.998% Weighted avg. days to maturity 646 581 631

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 ($346,679,668).

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 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 September 30, 2024.

The first graph shows the portfolio composition by investment type.

Portfolio Composition
$2,522,084,221

U.S. Treasury
$178,363,029 7.1%
U.S. Agency
$886,684,315 35.2%
Supranationals
$200,446,975 7.9%
Negotiable
Certificate of
Deposit (NCD)
$25,000,000 1.0%
Corporate Notes
$423,790,288 16.8%
Asset Backed
Securities
$37,660,075 1.5%
Muni Bonds
$343,916,766

13.6%
Mortgage Backed
Securities
$256,377,304 10.2%
JPAP
$140,856,683 5.6%LAIF $28,988,786

1.1%

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 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
$2,488,351,510

Portfolio Balance $2,522,084,221
General Banking Balance 9,096,075
Deposit-in-Transit, Outstanding Checks2 (42,828,786)
Total Balances per FMS $2,488,351,510

1 General Fund includes $403,492,133 of General Fund (Fund 001) as well as $12,018,399 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
$16,687,243
Airport
$342,153,557 Capital Projects
$57,688,344
Debt Service
$51,899,586
Development Fees
$54,728,531
General Fund
$415,510,532
Muni Water
$35,301,632
Parking
$34,633,779 Housing
$293,393,121
Special Revenue Funds
$438,014,432
Wastewater
$458,176,414
Trust & Agency
$7,218,345
SJ Clean Energy
$282,945,996

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 2024

General Fund Balances
The General Fund balances decreased by $472 million during the quarter and ended with a balance of $416 million as of September 30, 2024. This decrease is attributed to prefunding of employer contributions towards the Police and Fire Retirement Plan in July 2024, and debt service payments in August 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
September 2022 – September 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 2024-25 with cash and matured investments on July 1, 2024. The total prefunding amount was $221 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
Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Jun-24 Sep-24 Dollars in millions
General Fund Wastewater Airport Housing Special Revenue Fund

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 2024

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

SARA CASH SUMMARY
Pledged for
Bond/Enforceable
Obligations

LAIF $563,349

Wells Fargo General Account: $128,571

Wilmington Trust Funds $4,765,886 (A)
TOTAL $5,457,806
(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 September 30, 2024 June 30, 2024 September 30, 2023 Quarter-End
Total interest earnings $23,906,900 $24,977,005 $19,674,293 Realized gains (losses) $115,521 $56,006 $99,346
Total income recognized $24,002,421 $25,033,011 $19,773,639

Fiscal Year-to-Date
Total interest earnings $23,906,900 $86,343,152 $19,674,293 Realized gains (losses) $115,521 $308,822 $99,346
Total income recognized $24,002,421 $86,651,974 $19,773,639

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 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
September 2022 – September 2024

The Portfolio’s WAM increased from 581 days on June 30, 2024, to 646 days on September 30, 2024. The weighted average yield decreased from 3.748% on June 30, 2023, to 3.502% on September 30, 2024.

The Federal Reserve elected to cut short-term interest rates by 50 basis points (bps) at the September 2024 Federal Open Market Committee (FOMC) meeting. Policymakers want to support the labor market while it is still strong and will decide the committee’s action at each meeting, indicating that despite the first cut being 50 bps, further cuts are expected to be lower.

Over the quarter, the 10-year benchmark Treasury dropped from 4.40% on June 28 to 3.78% on September 30. The yield curve remains inverted, with shorter-term investments offering more yield than longer-term 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 being invested longer to lock-in prevailing rates. Across the yield curve, rates decreased during the quarter, and new investments were purchased at the prevailing yields. As a result, the aggregate portfolio WAM increased, and the yield decreased.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

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

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 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 September 2022 to September 2024.

Portfolio vs. Benchmarks
September 2022 – September 2024
Notes:

1. City refers to the 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 the 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 231 days as of September 30, 2024, much shorter than the City’s portfolio WAM of 646 days. When the yield curve is inverted, a portfolio with a shorter WAM is likely to gain a higher yield. The variance in yields will decrease with the normalization of the yield curve.

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 September 30, 2024, approximately 22% of the City’s portfolio held securities were purchased prior to December 2021 when interest 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.

0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

4.00 4.50

5.00 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Jun-24 Sep-24 Yield (%)
City LAIF BAML
Yield WAM
BAML: 4.733% 675
LAIF: 4.575% 231
CITY: 3.502% 646

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 2024

Unrealized Losses and Gains

As shown in the Investment Summary Table on page one of this report, the total portfolio size as of September 30, 2024, was approximately $2.52 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 September 30, 2024.

UNREALIZED GAINS & LOSSES
Cash Basis
Original Cost Amortized Cost
Market Value $2,537,220,350 Market Value $2,537,220,350 Original Cost (2,522,084,221) Amortized Cost (2,539,999,976) Net Unrealized Gain $ 15,136,129 Net Unrealized Loss $ (2,779,626)

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 gains and losses noted above are “paper gains and 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 an unrealized gain in FY Q1 2024 of $15 million (as compared with original cost) and an unrealized loss of $2.8 million (as compared with amortized cost) as of September 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 September 30, 2024, was 3.605%, 0.026% lower than the previous quarter and 0.605% higher than a year ago.

COMPLIANCE REPORTING REQUIREMENTS

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

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 2024

MGO completed its evaluation for the six-month period ended June 30, 2024, and found the City’s investment program to be in compliance with the City’s Investment Policy, internal controls, and department procedures. The report noted no exceptions to the Investment Policy. A copy of the Independent Accountant’s Agreed-Upon Procedures Report is attached to this quarterly report (Section F).

Cash Management Projection

Based on the Finance Department’s pooled cash flow projection as of September 30, 2024, total revenues, investment maturities, and cash for the next six months are anticipated to be approximately $2.2 billion. This is sufficient to cover projected expenditures of approximately $2.0 billion.

Statement of Compliance with the Policy

There were no exceptions or violations outstanding for the quarter ended September 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 2024-25 budget. The Fiscal Year 2024-25 Budget included $14 million for interest earnings for the General Fund, based on an assumed net interest yield of 3.26%. The schedule below compares the unaudited actual net investment earnings to the General Fund budget for the quarter ended September 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) 3.26%
Actual(b) 3.46%
Variance 0.20%
Fiscal Year to Date
Budget(a) 3.26%
Actual(b) 3.46%
Variance 0.20%
(a) Reflects the 2024-2029 General Fund Forecast Information submitted by Finance on January 31, 2024.
(b) Reflects the earned interest yield less costs to administer the investment program, adjusted for funds with negative cash balances at month end.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 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 asset 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 is continuing its path towards a soft landing, with a healthy labor market and inflation decreasing towards 2.00%. Bond markets are pricing in continued growth, while equity indices are at or near all-time highs. Despite the positive outlook, volatility is very high as investors scrutinize each new data release to better understand the rate outlook. Current expectations are for the Federal Reserve to cut overnight rates by one notch at each meeting.

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 September 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.

HONORABLE MAYOR AND CITY COUNCIL
Subject: Investment Report for Quarter Ended September 30, 2024 November 6, 2024

CONCLUSION
The total investment portfolio as of September 30, 2024, was $2,522,084,221, a decrease of approximately $440 million from the previous quarter. For the quarter ended September 30, 2024, the earned interest yield decreased from 3.631% to 3.605% as compared to the quarter ended June 30, 2024, and the weighted average days to maturity increased from 581 days to 646 days over the same period. As of September 30, 2024, approximately 42% of the total portfolio was invested in U.S. Treasuries and Agency securities.
/s/

DREW CORBETT
Acting Director of Finance

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SECTION A

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

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

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

AVERAGE DAILY PORTFOLIO BALANCE: The sum of daily investment balances (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: 22,705,007.86
TOTAL NET EARNINGS THIS PERIOD: 24,022,421.02
AVERAGE DAILY PORTFOLIO BALANCE: 2,642,807,065.02
EARNED INCOME YIELD THIS PERIOD 3.605
END OF PERIOD PORTFOLIO BALANCE: 2,522,084,221.04
CURRENT AMORTIZED BOOK VALUE: 2,539,840,720.16
WEIGHTED AVERAGE YIELD AT END OF PERIOD: 3.502
WEIGHTED AVERAGE DAYS OF MATURITY: 646
City of San Jose
Portfolio Statistics
City Portfolio
7/1/24 THROUGH 9/30/24

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SECTION B

TOTAL EARNINGS REPORT
Total Earnings Report summarizes portfolio remaining cost, annualized yield, interest earned, amortization of premium and discount, and realized gain/loss for all investments a
ctive during th e 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
July 1, 2024 - September 30, 2024
Current
Rate
Ending
Par Value
Average
Fund Remaining Cost
Beginning
Remaining Cost
Adjusted Interest Earnings
Accretion
Amortization/
Earnings
Adjusted InterestAnnualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
23,356,176.6432936 23,396,972.05 4.570STPOOL 277,450.54 0.00 277,450.544.713003 23,128,887.95CITY 0.00 5,582,320.1637042 5,591,814.04 4.570STPOOL 66,312.98 0.00 66,312.984.713003 5,529,425.69CSJFA 0.00 108,283.7040142 0.00 1.750FNMA 486.11 21.13 507.241.858003 9,962,100.003135G0V75 0.00 1,463,942.9340157 0.00 1.500FHLB 5,500.00 172.43 5,672.431.537003 2,992,950.003130AGWK7 0.00

0.0040171 0.00 2.420FNMA 0.00 -81,936.75 -81,936.75003 4,724,281.153140HUNV4 0.00 9,983,000.0040183 10,000,000.00 1.625FNMA 40,625.00 853.32 41,478.321.648003 9,983,000.003135G0W66 0.00 11,003,960.0040201 11,000,000.00 1.700IADB 46,750.00 -204.00 46,546.001.678003 11,003,960.0045818WCS3 0.00 7,899,519.0640202 7,747,000.00 2.390FNMA 46,288.32 0.00 46,288.322.325003 7,747,000.003138L84Z4 0.00 7,531,484.3840203 7,450,000.00 2.240FNMA 41,720.01 0.00 41,720.012.198003 7,450,000.003140HWYW6 0.00 1,023,750.0040209 1,000,000.00 2.710FNMA 6,774.99 0.00 6,774.992.626003 1,000,000.003138LL3J2 0.00 3,577,656.2540225 3,500,000.00 2.960FNMA 25,899.99 0.00 25,899.992.872003 3,500,000.003138L8CE2 0.00 5,372,000.0040243 5,000,000.00 3.375CAS 42,187.50 -18,724.84 23,462.661.733003 5,372,000.0013063DGB8 0.00 2,988,390.0040246 3,000,000.00 0.625IBRD 4,687.50 580.50 5,268.000.699003 2,988,390.00459058JB0 0.00 4,000,000.0040256 4,000,000.00 2.667RIV 26,670.00 0.00 26,670.002.645003 4,000,000.0076913CAZ2 0.00 9,990,000.0040261 10,000,000.00 0.700FHLMC 17,500.00 500.00 18,000.000.715003 9,990,000.003134GVQX9 0.00

0.0040262 0.00 1.438NYU 0.00 0.00 0.00003 2,438,877.0064990GZW5 0.00 10,000,000.0040265 10,000,000.00 0.700FHLMC 17,500.00 0.00 17,500.000.694003 10,000,000.003134GVSN9 0.00 10,823,437.5040266 10,000,000.00 2.770FHLMC 69,249.99 0.00 69,249.992.538003 10,000,000.003137BJQ71 0.00 2,560,732.2340272 2,350,787.39 2.967FNMA 17,466.18 -3,476.36 13,989.822.167003 2,392,976.193136AL7K1 0.00 40,000,000.0040273 40,000,000.00 0.750FHLMC 75,000.00 0.00 75,000.000.744003 40,000,000.003134GVB49 0.00 900,000.0040278 900,000.00 1.223VNTCTF 2,751.75 0.00 2,751.751.213003 900,000.00923078CU1 0.00 30,000,000.0040281 30,000,000.00 0.850FNMA 63,750.00 0.00 63,750.000.843003 30,000,000.003136G4WU3 0.00 9,979,300.0040288 10,000,000.00 0.500FNMA 12,500.00 1,036.16 13,536.160.538003 9,979,300.003135G04Z3 0.00 3,082,494.4040295 3,058,666.38 0.830FHLMC 6,356.87 -72.88 6,283.990.809003 3,073,566.8330315EAA4 0.00 5,006,100.0040297 5,000,000.00 0.660MDS 8,250.00 -305.68 7,944.320.630003 5,006,100.00574193TR9 0.00 1,685,439.6740298 0.00 0.510MDS 2,125.00 -40.74 2,084.260.491003 5,001,950.00574193TQ1 0.00 2,499,875.0040299 2,500,000.00 0.500FAMC 3,125.00 6.30 3,131.300.497003 2,499,875.0031422BJ27 0.00 14,615,000.0040304 14,615,000.00 0.520GAS 18,999.50 0.00 18,999.500.516003 14,615,000.00373385FQ1 0.00 1,464,076.0940305 0.00 0.420GAS 1,520.75 0.00 1,520.750.412003 4,345,000.00373385FP3 0.00 4,984,950.0040309 5,000,000.00 0.375FHLMC 4,687.50 753.34 5,440.840.433003 4,984,950.003137EAEX3 0.00 10,000,000.0040311 10,000,000.00 0.550FLSEDU 13,750.00 0.00 13,750.000.546003 10,000,000.0034153QUD6 0.00 4,000,000.0040312 4,000,000.00 0.840LAS 8,400.00 0.00 8,400.000.833003 4,000,000.00546417DQ6 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,739,853.6640315 0.00 3.320LOS 20,307.33 -16,990.23 3,317.100.480003 4,065,589.30544351MQ9 0.00 5,014,900.0040317 5,000,000.00 0.852HIS 10,650.00 -756.77 9,893.230.783003 5,014,900.00419792ZM1 0.00 10,039,100.0040318 10,000,000.00 0.885CASHGR 22,125.00 -1,956.08 20,168.920.797003 10,039,100.0013077DML3 0.00 1,945,088.0040319 1,600,000.00 5.000TXS 20,000.00 -17,536.94 2,463.060.502003 1,945,088.00882724RA7 0.00 9,995,330.0040321 10,000,000.00 0.340IADB 8,500.00 297.45 8,797.450.349003 9,995,330.0045818WCW4 0.00 1,000,000.0040322 1,000,000.00 0.695MAS 1,737.50 0.00 1,737.500.689003 1,000,000.0057582RK88 0.00 1,385,000.0040323 1,385,000.00 0.765CASDEV 2,648.82 0.00 2,648.820.759003 1,385,000.0013034AL65 0.00 2,238,988.4540324 2,215,000.00 0.883UNVHGR 4,889.61 -1,353.58 3,536.030.627003 2,238,988.4591412HGE7 0.00 3,603,004.8040325 3,560,000.00 0.883UNVHGR 7,858.70 -2,434.23 5,424.470.597003 3,603,004.8091412HGE7 0.00 10,118,600.0040326 10,000,000.00 0.883UNVHGR 22,075.00 -6,717.44 15,357.560.602003 10,118,600.0091412HGE7 0.00 1,667,189.0840327 339,152.01 2.624FNMA 7,554.82 -111,890.88 -104,336.06-24.829003 1,837,422.963136AY6S7 0.00 4,761,699.3440328 4,014,663.80 3.062FHLMC 32,451.13 -36,485.27 -4,034.14-0.336003 4,389,640.943137BGK24 0.00 9,975,300.0040329 10,000,000.00 0.375FNMA 9,375.00 1,326.37 10,701.370.426003 9,975,300.003135G05X7 0.00 10,000,000.0040330 10,000,000.00 0.500FFCB 12,500.00 0.00 12,500.000.496003 10,000,000.003133EMLR1 0.00 15,000,000.0040331 15,000,000.00 0.550FNMA 20,625.00 0.00 20,625.000.546003 15,000,000.003135G06R9 0.00 8,584,490.7040332 8,550,000.00 0.425IFC 9,084.37 -2,228.40 6,855.970.317003 8,584,490.7045950VPG5 0.00 10,039,690.0040333 10,000,000.00 0.500FNMA 12,500.00 -2,051.75 10,448.250.413003 10,039,690.003135G06G3 0.00 9,992,000.0040334 10,000,000.00 0.480FAMC 12,000.00 400.00 12,400.000.492003 9,992,000.0031422B6K1 0.00 20,288,120.0040335 20,000,000.00 0.750IBRD 37,500.00 -17,287.20 20,212.800.395003 20,288,120.00459058JA2 0.00 9,996,360.0040336 10,000,000.00 0.500IBRD 12,500.00 189.69 12,689.690.504003 9,996,360.00459058JL8 0.00 9,991,610.0040337 10,000,000.00 0.480FAMC 12,000.00 419.50 12,419.500.493003 9,991,610.0031422B6K1 0.00 9,993,370.0040338 10,000,000.00 0.500IBRD 12,500.00 345.52 12,845.520.510003 9,993,370.00459058JL8 0.00 5,158,198.2740339 4,765,000.00 2.500IBRD 29,781.25 -25,404.05 4,377.200.337003 5,158,198.27459058DX8 0.00 10,000,000.0040340 10,000,000.00 0.700FHLB 16,750.00 0.00 16,750.000.665003 10,000,000.003130AKPW0 0.00 9,933,980.0040341 10,000,000.00 0.375IBRD 9,375.00 3,634.13 13,009.130.520003 9,933,980.00459058JE4 0.00 3,673,436.9640342 3,645,051.33 0.670FHLMC 6,115.15 -86.63 6,028.520.651003 3,662,716.3030318CAA5 0.00 7,112,070.0040343 7,000,000.00 0.883UNVHGR 15,452.50 -6,494.72 8,957.780.500003 7,112,070.0091412HGE7 0.00 6,573,669.5740344 0.00 1.500IBRD 23,750.00 -18,788.89 4,961.110.299003 10,427,200.00459056HV2 0.00 9,971,900.0040347 10,000,000.00 0.450IFC 11,250.00 1,405.00 12,655.000.503003 9,971,900.0045950VPL4 0.00 10,000,000.0040350 10,000,000.00 0.500FHLB 12,500.00 0.00 12,500.000.496003 10,000,000.003130AKXX9 0.00 9,994,000.0040353 10,000,000.00 0.500FHLB 12,500.00 300.00 12,800.000.508003 9,994,000.003130AKXX9 0.00 5,000,000.0040354 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.595003 5,000,000.0045905U5Y6 0.00 5,000,000.0040355 5,000,000.00 0.600IBRD 7,500.00 0.00 7,500.000.595003 5,000,000.0045905U5Y6 0.00 3,173,730.8840356 2,407,254.99 2.588FHLMC 17,064.05 -89,395.62 -72,331.57-9.042003 3,615,303.973137FQ3W1 0.00 10,000,000.0040357 10,000,000.00 0.650IADB 16,347.05 0.00 16,347.050.649003 10,000,000.0045818WCZ7 0.00 10,000,000.0040358 10,000,000.00 0.800FFCB 20,000.00 0.00 20,000.000.793003 10,000,000.003133EMSU7 0.00 10,054,800.0040359 10,000,000.00 0.750IBRD 18,750.00 -3,427.38 15,322.620.605003 10,054,800.00459058JA2 0.00 10,000,000.0040360 10,000,000.00 1.000FAMC 25,000.00 0.00 25,000.000.992003 10,000,000.0031422XCX8 0.00 19,991,000.0040409 20,000,000.00 1.000FHLB 50,000.00 751.39 50,751.391.007003 19,991,000.003130APRF4 0.00 4,867,687.5040418 4,875,000.00 0.850FHLB 10,359.38 613.92 10,973.300.894003 4,867,687.503130APU45 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
2,711,375.0040421 2,725,000.00 0.750FHLB 5,109.38 1,159.03 6,268.410.917003 2,711,375.003130APKF1 0.00 10,013,900.0040423 10,000,000.00 1.010FFCB 25,250.00 -1,158.34 24,091.660.954003 10,013,900.003133ENFZ8 0.00 13,241,098.9240446 13,240,000.00 1.050FHLB 34,755.00 -94.11 34,660.891.039003 13,241,098.923130APS48 0.00 10,631,069.4040449 10,110,000.00 2.650CAS 66,978.75 -30,771.81 36,206.941.351003 10,631,069.4013063DMA3 0.00 2,471,605.8540461 2,485,000.00 1.000FHLB 6,212.50 1,217.65 7,430.151.193003 2,471,605.853130AQG49 0.00 15,723,396.4840463 15,114,000.00 2.750AAPL 103,908.75 -50,830.11 53,078.641.339003 15,723,396.48037833DF4 0.00 4,986,250.0040467 5,000,000.00 2.250FHLB 22,847.22 1,146.89 23,994.111.909003 4,986,250.003130AQCN1 0.00 24,479,750.0040470 25,000,000.00 0.960FHLB 60,000.00 31,487.89 91,487.891.483003 24,479,750.003130ALHH0 0.00 20,000,000.0040472 20,000,000.00 2.750FHLB 131,875.00 0.00 131,875.002.616003 20,000,000.003130AQQQ9 0.00 13,982,500.0040473 14,000,000.00 1.750FHLB 61,250.00 1,458.33 62,708.331.779003 13,982,500.003130AQN58 0.00 7,189,200.0040475 7,200,000.00 2.000FHLB 35,325.00 720.00 36,045.001.989003 7,189,200.003130AQMQ3 0.00 20,000,000.0040477 20,000,000.00 2.750FHLB 131,875.00 0.00 131,875.002.616003 20,000,000.003130AQQQ9 0.00 12,495,875.0040478 12,500,000.00 3.000FHLB 89,062.50 375.00 89,437.502.840003 12,495,875.003130AQMU4 0.00 10,348,965.0040479 10,350,000.00 1.600FFCB 41,400.00 64.69 41,464.691.590003 10,348,965.003133ENMH0 0.00 15,138,637.5040486 15,150,000.00 2.180FFCB 82,567.50 568.12 83,135.622.179003 15,138,637.503133ENPB0 0.00 992,500.0040495 1,000,000.00 2.375FHLB 5,937.50 625.00 6,562.502.623003 992,500.003130ARAY7 0.00 1,544,029.0040497 1,565,000.00 1.850FHLB 7,238.13 1,908.38 9,146.512.350003 1,544,029.003130AR7C9 0.00 103,304.3540498 0.00 1.940FFCB 501.17 105.56 606.732.330003 148,500.003133ENQC7 0.00 2,314,924.0040499 2,360,000.00 1.750FHLB 10,325.00 3,841.71 14,166.712.428003 2,314,924.003130AQT78 0.00 19,070,000.0040502 20,000,000.00 0.620FHLB 31,000.00 85,670.42 116,670.422.427003 19,070,000.003130AMR53 0.00 2,202,791.3040503 2,350,000.00 0.550FNMA 3,231.25 10,922.33 14,153.582.549003 2,202,791.303136G4H55 0.00 1,609,825.9140504 1,715,000.00 0.625FNMA 2,679.69 7,658.31 10,338.002.548003 1,609,825.913136G4R62 0.00 1,873,460.0040505 2,000,000.00 0.650FHLMC 3,250.00 8,794.29 12,044.292.551003 1,873,460.003134GW5R3 0.00 1,403,410.2040506 1,500,000.00 0.570FHLMC 2,137.50 6,888.34 9,025.842.552003 1,403,410.203134GWUG9 0.00 16,376,215.1040507 17,490,000.00 0.600FHLMC 26,235.00 79,054.14 105,289.142.551003 16,376,215.103134GWVN3 0.00 778,622.6340508 825,000.00 0.700FHLB 1,443.75 3,543.26 4,987.012.541003 778,622.633130ANWN6 0.00 1,341,991.0040516 1,400,000.00 1.250FHLB 4,375.00 5,184.52 9,559.522.826003 1,341,991.003130AQJM6 0.00 22,022,300.0040518 23,060,000.00 1.100FHLB 63,415.00 94,146.17 157,561.172.839003 22,022,300.003130AQGT4 0.00 22,416,742.1040519 23,390,000.00 1.250FHLB 73,093.75 87,070.79 160,164.542.835003 22,416,742.103130AQMR1 0.00 1,897,106.8740520 0.00 2.000FHLB 9,690.00 3,378.50 13,068.502.733003 3,009,204.003130AQZ48 0.00 3,259,655.0040522 3,500,000.00 0.480FFCB 4,200.00 20,980.65 25,180.653.065003 3,259,655.003133EMSC7 0.00 20,000,000.0040523 20,000,000.00 3.250FHLB 162,500.00 0.00 162,500.003.224003 20,000,000.003130ARVJ7 0.00 19,890,000.0040524 20,000,000.00 3.090FFCB 154,500.00 7,869.64 162,369.643.239003 19,890,000.003133ENUZ1 0.00 10,000,000.0040525 10,000,000.00 4.500FHLMC 112,500.00 0.00 112,500.004.463003 10,000,000.003134GXSF2 0.00 20,000,000.0040526 20,000,000.00 3.650FFCB 182,500.00 0.00 182,500.003.620003 20,000,000.003133ENVK3 0.00 3,999,400.0040528 4,000,000.00 3.125MSFT 31,250.00 42.59 31,292.593.104003 3,999,400.00594918BJ2 0.00 18,899,647.0040545 20,000,000.00 0.625FHLB 31,250.00 109,669.73 140,919.732.958003 18,899,647.003130AMNR9 0.00 5,177,640.0040550 5,200,000.00 3.450FFCB 44,850.00 1,121.74 45,971.743.523003 5,177,640.003133ENYA2 0.00 12,887,851.8040551 12,940,000.00 3.125FHLMC 101,093.75 4,448.66 105,542.413.249003 12,887,851.803134GXRL0 0.00 8,864,126.0540552 8,905,000.00 2.800FHLB 62,335.00 4,287.47 66,622.472.982003 8,864,126.053130ARMT5 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
11,106,939.8040557 11,335,000.00 2.700MSFT 76,511.25 21,447.67 97,958.923.499003 11,106,939.80594918BB9 0.00 7,084,700.0040564 7,250,000.00 2.700MSFT 48,937.50 15,561.72 64,499.223.612003 7,084,700.00594918BB9 0.00 115,726,680.6140566 140,856,683.13 5.080CAMP 1,563,294.46 0.00 1,563,294.465.359003 221,620,324.53CAMP 0.00 10,000,000.0040569 10,000,000.00 4.570JPM 114,250.00 0.00 114,250.004.533003 10,000,000.0048133DP95 0.00 10,000,000.0040570 10,000,000.00 4.100JPM 102,500.00 0.00 102,500.004.067003 10,000,000.0048133DQ45 0.00 10,000,000.0040571 10,000,000.00 4.250JPM 106,250.00 0.00 106,250.004.215003 10,000,000.0048133DQ52 0.00 13,533,204.1540574 13,945,000.00 2.450JNJ 85,413.12 29,274.59 114,687.713.362003 13,533,204.15478160BY9 0.00 4,074,727.3040575 4,214,000.00 2.450JNJ 25,810.75 9,908.73 35,719.483.478003 4,074,727.30478160BY9 0.00 29,439,843.7540578 30,000,000.00 2.750USTR 207,401.89 56,631.18 264,033.073.558003 29,439,843.759128283Z1 0.00 4,721,869.6540579 4,934,596.97 2.469FNMA 24,715.70 1,201.78 25,917.482.178003 4,960,669.683136AR5S3 0.00 7,955,201.8240580 8,202,000.00 3.100CL 63,565.50 12,506.66 76,072.163.794003 7,955,201.82194162AN3 0.00 5,289,717.6040581 5,570,000.00 2.375CAS 33,071.87 17,254.05 50,325.923.775003 5,289,717.6013063DRD2 0.00 9,719,531.2540586 10,000,000.00 2.750USTR 69,133.96 23,869.68 93,003.643.796003 9,719,531.259128284Z0 0.00 9,708,274.5040589 9,475,000.00 5.000LOS 118,437.50 -19,937.99 98,499.514.025003 9,708,274.50544351QQ5 0.00 6,839,206.5240593 0.00 5.000LOS 83,333.33 -12,857.14 70,476.194.088003 10,148,500.00544351QP7 0.00 3,677,896.0040594 3,820,000.00 3.063UNVHGR 29,251.65 12,866.56 42,118.214.543003 3,677,896.0091412GU94 0.00 2,732,670.0040595 3,000,000.00 0.883UNVHGR 6,622.50 25,379.43 32,001.934.646003 2,732,670.0091412HGE7 0.00 7,978,033.5040596 7,850,000.00 5.051NYSHGR 99,125.88 -6,473.61 92,652.274.607003 7,978,033.50649902T45 0.00 6,490,770.0040598 7,150,000.00 2.250MMM 40,218.75 41,664.82 81,883.575.005003 6,490,770.0088579YAV3 0.00 9,060,681.0040599 9,780,000.00 2.500ADM 61,125.00 46,709.02 107,834.024.722003 9,060,681.00039483BL5 0.00 8,517,148.0540601 9,215,000.00 2.500ADM 57,593.75 45,380.55 102,974.304.797003 8,517,148.05039483BL5 0.00 5,045,950.0040602 5,000,000.00 4.950PCAR 61,875.00 -3,843.41 58,031.594.563003 5,045,950.0069371RS23 0.00 2,960,250.0040603 3,000,000.00 3.900WMT 29,250.00 3,400.66 32,650.664.376003 2,960,250.00931142EW9 0.00 3,052,172.8240605 0.00 3.064FHLMC 11,618.47 155,829.93 167,448.4021.766003 6,127,798.933137FBTA4 0.00 4,371,489.6540606 4,565,000.00 3.170NYSDEV 36,177.63 14,113.40 50,291.034.564003 4,371,489.656500354W5 0.00 9,957,600.0040607 10,000,000.00 4.375FFCB 109,375.00 5,300.00 114,675.004.569003 9,957,600.003133ENS43 0.00 8,715,600.0040608 10,000,000.00 1.050WMT 26,250.00 82,157.78 108,407.784.935003 8,715,600.00931142ER0 0.00 2,870,616.8740609 3,196,320.20 2.080FHLMC 16,643.56 1,390.94 18,034.502.492003 3,209,680.0830329MAA0 0.00 3,690,793.1240610 4,109,554.55 2.080FHLMC 21,398.87 1,788.35 23,187.222.492003 4,126,731.5430329MAA0 0.00 2,500,000.0040611 2,500,000.00 5.830FAMC 37,247.22 0.00 37,247.225.911003 2,500,000.0031315PF38 0.00 3,000,000.0040612 3,000,000.00 5.830FAMC 44,696.67 0.00 44,696.675.911003 3,000,000.0031315P6T1 0.00 10,022,800.0040613 10,000,000.00 4.950PCAR 123,750.00 -1,945.02 121,804.984.821003 10,022,800.0069371RS23 0.00 5,000,000.0040616 5,000,000.00 5.000IFC 62,500.00 0.00 62,500.004.959003 5,000,000.0045950VRK4 0.00 9,557,400.0040617 10,000,000.00 3.000BK 75,000.00 48,578.05 123,578.055.130003 9,557,400.0006406HDA4 0.00 11,443,396.0640618 11,837,267.29 2.920FNMA 86,575.40 2,492.93 89,068.333.088003 11,905,450.193138L8UV4 0.00 4,501,113.7540619 4,685,000.00 3.063UNVHGR 35,875.39 17,531.53 53,406.924.707003 4,501,113.7591412GU94 0.00 5,224,500.0040620 5,000,000.00 5.700CAS 71,250.00 -14,494.26 56,755.744.310003 5,224,500.0013063D3A4 0.00 3,185,620.6540621 3,645,000.00 1.741VNTCTF 15,864.86 23,227.04 39,091.904.869003 3,185,620.65923078CX5 0.00 2,816,941.7540623 3,155,000.00 0.790CASPWR 6,231.13 28,093.49 34,324.624.834003 2,816,941.7513067WRC8 0.00 8,124,947.8140624 8,436,000.00 3.300MSFT 69,597.00 18,613.50 88,210.504.307003 8,124,947.81594918BY9 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
7,430,518.7540626 7,075,000.00 5.700CAS 100,818.75 -23,304.22 77,514.534.139003 7,430,518.7513063D3A4 0.00 7,186,294.5740628 7,429,000.00 3.600CAT 66,861.00 13,009.82 79,870.824.409003 7,186,294.5714913R3A3 0.00 1,565,740.6740629 1,590,278.67 3.539UTS 14,069.99 2,405.69 29,626.277.507003 3,705,506.08917542QV7 13,150.59 4,169,346.4540630 4,481,000.00 2.450BK 27,446.13 21,184.90 48,631.034.628003 4,169,346.4506406FAE3 0.00 4,660,750.0040631 5,000,000.00 2.500HON 31,250.00 21,840.13 53,090.134.519003 4,660,750.00438516BL9 0.00 4,811,250.0040632 5,000,000.00 2.750PEP 34,375.00 19,868.42 54,243.424.473003 4,811,250.00713448CT3 0.00 4,789,100.0040633 5,000,000.00 3.250BK 40,625.00 11,930.23 52,555.234.354003 4,789,100.0006406RAD9 0.00 4,957,350.0040634 5,000,000.00 4.150DE 51,875.00 2,244.73 54,119.734.331003 4,957,350.0024422EWK1 0.00 6,821,398.1340635 7,101,000.00 2.770FHLMC 49,174.41 0.00 49,174.412.860003 7,101,000.003137BJQ71 0.00 1,737,171.8040636 2,015,000.00 1.272UNVHGR 6,407.70 15,916.32 22,324.025.098003 1,737,171.8091412HJN4 0.00 9,995,300.0040637 10,000,000.00 4.800DE 120,000.00 391.66 120,391.664.779003 9,995,300.0024422EWP0 0.00 4,076,086.9640638 0.00 5.020FHLMC 52,291.67 0.00 52,291.675.090003 15,000,000.003134GYDA7 0.00 9,108,000.0040640 10,000,000.00 2.000PCAR 50,000.00 54,686.65 104,686.654.560003 9,108,000.0069371RR65 0.00 9,867,760.0040643 10,000,000.00 4.050FHLMC 101,250.00 12,647.82 113,897.824.579003 9,867,760.003134GXR63 0.00 19,701,573.9940647 19,746,737.20 3.690FHLMC 182,389.54 343.29 182,732.833.680003 19,822,496.203132XGRH1 0.00 22,571,000.0040648 25,000,000.00 1.535HIS 95,937.50 134,446.49 230,383.994.050003 22,571,000.00419792G34 0.00 10,672,200.0040649 12,000,000.00 1.700CAS 51,000.00 66,390.00 117,390.004.364003 10,672,200.0013063DC48 0.00 1,952,612.8040651 2,020,000.00 3.063UNVHGR 15,468.15 7,076.83 22,544.984.581003 1,952,612.8091412GU94 0.00 2,785,170.0040652 3,000,000.00 2.800MDS 21,000.00 12,175.51 33,175.514.726003 2,785,170.00574193GK8 0.00 7,000,000.0040655 7,000,000.00 4.846CAS 84,805.00 0.00 84,805.004.806003 7,000,000.0013063D3N6 0.00 16,360,000.0040656 16,360,000.00 4.000MDS 163,600.00 0.00 163,600.003.967003 16,360,000.00574193WE4 0.00 17,077,156.2540660 18,875,000.00 1.050WMT 49,546.87 130,278.53 179,825.404.178003 17,077,156.25931142ER0 0.00 4,444,500.0040662 5,000,000.00 0.850IBRD 10,625.00 36,280.85 46,905.854.187003 4,444,500.00459058JT1 0.00 8,868,500.0040664 10,000,000.00 0.850IBRD 21,250.00 74,549.78 95,799.784.286003 8,868,500.00459058JT1 0.00 4,664,979.3040665 4,805,000.00 3.281FHLMC 39,413.01 0.00 39,413.013.352003 4,805,000.003137FBAJ5 0.00 9,804,401.2540666 9,873,368.60 3.690FHLMC 91,194.78 349.20 91,543.983.704003 9,911,248.103132XGRH1 0.00 3,781,315.3740667 3,834,750.24 3.440FNMA 33,026.73 282.91 33,309.643.495003 3,851,871.963140HSZG9 0.00 13,484,407.0540668 13,815,000.00 3.063UNVHGR 105,788.36 38,995.24 144,783.604.260003 13,484,407.0591412GU94 0.00 1,893,800.0040669 2,000,000.00 3.059NYSPIT 15,295.00 5,502.59 20,797.594.357003 1,893,800.0064990FY57 0.00 13,999,680.8040670 14,000,000.00 5.150HALST 180,249.99 26.09 180,276.085.109003 13,999,680.80448980AD4 0.00 9,999,441.0040671 10,000,000.00 4.710TMCC 117,750.00 29.56 117,779.564.673003 9,999,441.00891941AD8 0.00 6,614,156.2540672 6,700,000.00 4.250FHLMC 71,187.51 0.00 71,187.514.270003 6,700,000.003132XFLR7 0.00 24,002,160.0040673 26,000,000.00 1.190FHLB 77,350.00 199,341.02 276,691.024.574003 24,002,160.003130APZK4 0.00 9,998,380.0040674 10,000,000.00 4.930HAROT 123,249.99 90.85 123,340.844.894003 9,998,380.00437927AC0 0.00 4,465,038.4540676 3,831,842.07 0.710TMCC 8,290.95 17,959.63 70,106.836.229003 5,298,274.0589238JAC9 43,856.25 23,606,450.0040677 25,000,000.00 1.200FHLB 75,000.00 223,166.37 298,166.375.011003 23,606,450.003130AQ4B6 0.00 4,165,829.8040678 4,180,000.00 4.050MDS 42,322.50 935.67 43,258.174.120003 4,165,829.80574193WF1 0.00 8,061,221.5040679 8,500,000.00 2.160FHLB 45,900.00 47,464.02 93,364.024.595003 8,061,221.503130ARCZ2 0.00 7,639,356.7540680 8,375,000.00 0.625FHLMC 13,085.93 74,140.98 87,226.914.530003 7,639,356.753134GXCS1 0.00 2,268,878.7040681 2,530,000.00 1.535HIS 9,708.87 15,709.17 25,418.044.445003 2,268,878.70419792G34 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
6,503,693.7540682 7,075,000.00 2.657NYSPIT 46,995.69 30,496.77 77,492.464.727003 6,503,693.7564990FS96 0.00 2,955,591.0640683 119,787.97 2.250FHLMC 11,346.36 153,166.43 164,512.7922.083003 4,092,493.7230312XAE7 0.00 7,375,599.0040684 7,975,000.00 1.033HIS 20,595.44 70,150.96 90,746.404.881003 7,375,599.00419792F92 0.00 25,098,415.8340685 25,341,936.00 4.650FNMA 316,774.20 0.00 316,774.205.007003 25,341,936.003140LKUP6 0.00 24,855,000.0040692 25,000,000.00 4.500IBRD 281,250.00 7,364.55 288,614.554.607003 24,855,000.0045906M4E8 0.00 9,305,076.0040693 9,420,000.00 4.375IADB 103,031.25 6,268.58 109,299.834.660003 9,305,076.0045818WEK8 0.00 7,841,098.1340694 7,896,000.00 4.790FNMA 94,554.60 0.00 94,554.604.784003 7,896,000.003140LKYV9 0.00 7,802,445.5740697 7,967,097.51 4.250FHLMC 84,692.30 266.43 84,958.734.320003 7,979,459.8530333AAA0 0.00 11,997,130.8640698 12,175,000.00 4.920FNMA 149,752.50 0.00 149,752.504.952003 12,175,000.003140LKLH4 0.00 9,719,433.1340699 9,988,980.03 4.390FHLMC 109,646.23 115.25 109,761.484.480003 9,993,210.1930333MAA4 0.00 4,396,291.9040704 5,005,000.00 1.316UNVHGR 16,466.45 41,883.58 58,350.035.266003 4,396,291.9091412HGF4 0.00 14,790,000.0040705 15,000,000.00 4.250SCVWTR 159,375.00 45,107.40 204,482.405.485003 14,790,000.0080168FQH2 0.00 1,574,722.8340710 0.00 3.938STNPWR 16,134.86 5,222.88 79,871.6520.123003 2,414,575.0084247PJB8 58,513.91 7,400,000.0040711 7,400,000.00 5.616TXS 103,896.00 0.00 103,896.005.570003 7,400,000.00882724V38 0.00 5,000,000.0040712 5,000,000.00 5.332TXS 66,650.00 0.00 66,650.005.289003 5,000,000.00882724V61 0.00 13,817,625.0040713 15,000,000.00 1.998GOOG 74,925.00 105,989.79 180,914.795.195003 13,817,625.0002079KAC1 0.00 6,399,166.0040715 6,361,000.00 5.500FHLMC 87,463.75 -1,936.27 85,527.485.303003 6,399,166.003134H1HN6 0.00 20,005,000.0040716 20,000,000.00 5.125IADB 256,250.00 -416.66 255,833.345.074003 20,005,000.0045818WEU6 0.00 5,143,702.2040717 5,460,000.00 2.375CAS 32,418.75 28,184.95 60,603.704.674003 5,143,702.2013063DRD2 0.00 4,433,378.8040718 4,360,000.00 5.000HIS 54,500.00 -4,848.82 49,651.184.443003 4,433,378.80419792M29 0.00 2,040,820.0040719 2,000,000.00 5.000HIS 25,000.00 -2,133.45 22,866.554.445003 2,040,820.00419792M37 0.00 4,379,300.0040720 5,000,000.00 1.400FFCB 17,500.00 36,703.68 54,203.684.911003 4,379,300.003133EMSW3 0.00 5,608,078.1040721 6,190,000.00 1.316UNVHGR 20,365.10 42,823.36 63,188.464.470003 5,608,078.1091412HGF4 0.00

0.0040726 0.00 5.270TMCC 0.00 0.00 0.00003 48,719,097.2289233GG18 0.00

0.0040729 0.00 5.130JNJ 0.00 0.00 0.00003 24,415,750.0047816FG13 0.00 6,273,692.5040730 7,109,000.00 1.400AAPL 24,881.50 45,952.13 70,833.634.479003 6,273,692.50037833EH9 0.00 34,897,100.0040731 35,000,000.00 4.250HON 371,875.00 5,156.45 377,031.454.286003 34,897,100.00438516CL8 0.00 24,042,034.6540732 0.00 0.375USTR 23,233.70 283,886.72 307,120.425.068003 29,103,515.6391282CCX7 0.00 14,123,016.0040734 14,400,000.00 3.700WMT 133,200.00 15,609.62 148,809.624.180003 14,123,016.00931142EE9 0.00 20,074,558.4240735 0.00 0.375USTR 19,361.41 239,372.18 258,733.595.113003 24,300,781.2591282CCX7 0.00 1,486,785.0040736 1,500,000.00 4.150GAS 15,562.50 2,402.73 17,965.234.794003 1,486,785.00373384TP1 0.00 19,431,250.0040737 20,000,000.00 0.625USTR 31,420.77 222,659.57 254,080.345.188003 19,431,250.0091282CDB4 0.00 2,216,276.7640738 2,243,000.00 4.650FHLMC 26,074.89 0.00 26,074.894.668003 2,243,000.003132XGY42 0.00 7,213,159.8040742 7,810,000.00 2.182TXS 42,603.55 42,262.48 84,866.034.668003 7,213,159.80882724RC3 0.00 25,000,000.0040743 25,000,000.00 5.370TD 343,083.33 0.00 343,083.335.445003 25,000,000.0089115DDN3 0.00 21,176,974.6340744 0.00 5.115USTR 0.00 284,166.67 284,166.675.324003 24,353,520.83912797KL0 0.00 15,000,000.0040745 15,000,000.00 5.610FHLMC 210,375.00 0.00 210,375.005.564003 15,000,000.003134H1YU1 0.00 13,605,071.2540746 13,652,000.00 4.850FHLMC 165,530.49 0.00 165,530.494.827003 13,652,000.003132XGZK5 0.00 11,067,780.8340747 0.00 5.125USTR 0.00 148,055.53 148,055.535.307003 19,581,458.40912797KC0 0.00 28,490,778.9940748 0.00 5.100FHLB 0.00 379,666.67 379,666.675.287003 39,121,666.67313384E88 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
Fund: General Pool
15,000,000.0040749 15,000,000.00 5.600FHLB 210,000.00 0.00 210,000.005.554003 15,000,000.003130B0RH4 0.00 12,567,057.0140750 0.00 5.120FHLB 0.00 167,822.22 167,822.225.298003 19,596,088.89313384D89 0.00 9,273,892.6640751 0.00 5.150FHLB 0.00 124,458.33 124,458.335.324003 14,710,312.50313384D71 0.00 9,433,065.9040752 0.00 5.170USTR 0.00 127,095.83 127,095.835.345003 14,709,187.50912797KD8 0.00 9,733,200.0040753 10,000,000.00 4.500DE 112,500.00 14,042.11 126,542.115.158003 9,733,200.0024422EXH7 0.00 20,000,000.0040754 20,000,000.00 5.270FHLB 263,500.00 0.00 263,500.005.227003 20,000,000.003130B0YZ6 0.00 16,856,044.8940755 16,997,444.28 5.020FHLMC 213,323.88 12.73 213,336.615.021003 16,998,965.3930336BAA5 0.00 20,000,000.0040756 20,000,000.00 5.300FHLB 265,000.00 0.00 265,000.005.257003 20,000,000.003130B0ZS1 0.00 19,998,000.0040758 20,000,000.00 4.750FFCB 237,500.00 100.00 237,600.004.714003 19,998,000.003133ERDH1 0.00 7,170,749.8540759 8,045,000.00 1.748NYSPIT 35,156.65 56,484.22 91,640.875.070003 7,170,749.8564990FD76 0.00 20,123,437.5040760 20,000,000.00 4.625USTR 231,250.00 -6,239.69 225,010.314.436003 20,123,437.5091282CKP5 0.00 6,994,610.0040761 7,000,000.00 5.000PCAR 87,500.00 449.16 87,949.164.989003 6,994,610.0069371RT22 0.00 13,897,800.0040762 14,000,000.00 4.700BLKRK 164,500.00 5,289.25 169,789.254.847003 13,897,800.0009290DAA9 0.00 14,967,900.0040763 15,000,000.00 5.050TMCC 189,375.00 1,605.00 190,980.005.062003 14,967,900.0089236TMF9 0.00 20,000,000.0040764 20,000,000.00 5.350FNMA 267,500.00 0.00 267,500.005.306003 20,000,000.003135GASV4 0.00 30,000,000.0040765 30,000,000.00 5.125FHLB 384,375.00 0.00 384,375.005.083003 30,000,000.003130B1HQ3 0.00 20,000,000.0040766 20,000,000.00 5.000FHLB 250,000.00 0.00 250,000.004.959003 20,000,000.003130B1MF1 0.00 15,000,000.0040767 15,000,000.00 4.440MDS 166,500.00 0.00 166,500.004.404003 15,000,000.00574193WW4 0.00 14,999,955.0040768 15,000,000.00 4.803FHLMC 180,112.50 0.00 180,112.504.764003 15,000,000.003137HDJJ0 0.00 25,215,937.5040769 0.00 5.250FHLB 0.00 341,250.00 341,250.005.369003 59,483,750.00313384B40 0.00 9,204,500.0040770 10,000,000.00 2.950HD 73,750.00 39,885.79 113,635.794.898003 9,204,500.00437076BY7 0.00 9,014,637.0440771 8,926,194.27 4.990FHLMC 111,883.71 -365.49 111,518.224.908003 9,000,000.0030337MAA0 0.00 8,343,957.8440772 0.00 5.245FHLMC 0.00 112,184.72 112,184.725.334003 69,785,829.17313396ZG1 0.00 5,998,623.0040773 5,700,000.00 6.750ADM 96,187.50 -21,432.28 74,755.224.944003 5,998,623.00039483AN2 0.00 9,747,010.8740774 0.00 5.240FHLB 0.00 131,000.00 131,000.005.332003 49,818,055.56313384ZP7 0.00 9,972,700.0040775 10,000,000.00 4.750HD 118,750.00 1,365.00 120,115.004.778003 9,972,700.00437076DC3 0.00 9,985,300.0040776 10,000,000.00 4.850DE 121,250.00 741.59 121,991.594.847003 9,985,300.0024422EXT1 0.00 24,716,640.0040777 26,000,000.00 3.150AMZN 204,750.00 102,124.14 306,874.144.926003 0.00023135BC9 0.00 8,636,478.2640778 10,000,000.00 3.250WMT 74,027.78 24,659.26 98,687.044.533003 0.00931142EN9 0.00 4,948,839.1340779 6,000,000.00 4.500PEP 55,500.00 382.33 55,882.334.480003 0.00713448FX1 0.00 5,205,686.0440780 7,000,000.00 4.720FHLMC 63,840.01 0.00 63,840.014.865003 0.003137HDV56 0.00 22,224,150.8240781 30,000,000.00 5.000USTR 279,268.26 -11,497.20 267,771.064.780003 0.0091282CHV6 0.00 16,892,864.7240782 25,000,000.00 3.500USTR 150,426.75 50,622.44 201,049.194.722003 0.0091282CFK2 0.00 11,370,516.3040783 20,000,000.00 3.125USTR 90,125.57 37,500.00 127,625.574.453003 0.0091282CFE6 0.00 1,412,266.3040784 5,000,000.00 4.100MA 14,805.56 59.09 14,864.654.176003 0.0057636QBA1 0.00 1,053,240.2240785 5,000,000.00 4.508FHLMC 11,896.11 0.00 11,896.114.481003 0.003137HFNZ4 0.00 458,689.7640786 3,500,000.00 4.080FHLMC 4,760.00 0.00 4,760.004.117003 0.0035802FAA0 0.00 760,869.5740787 10,000,000.00 3.880SCVWTR 7,544.44 0.00 7,544.443.934003 0.0080168AGX9 0.00 1,636,612.6040788 25,000,000.00 3.750USTR 15,538.67 -806.18 14,732.493.571003 0.0091282CLH2 0.00 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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, 2024 - September 30, 2024
Total Earnings
City of San Jose
Annualized
YieldCUSIP Investment #
Interest
EarnedIssuer
Realized
Gainl/Loss
2,561,022,200.97Subtotal 2,642,807,065.02 3.605 24,022,421.025,523,486.1418,383,414.132,963,010,407.30 115,520.75 2,561,022,200.97Total 2,642,807,065.02 3.605 24,022,421.025,523,486.1418,383,414.132,963,010,407.30 115,520.75 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:05 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
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Money Markets
FEDRAT36512 0.00 0.005.160VP6000104 07/01 - Monthly07/01/2024 0.005.1605.160

0.00Money Markets Totals 0.000.000.0000.00 0.000
State Pool
STPOOL32936 23,396,972.05 23,396,972.054.600CITY 07/01 - Quarterly 23,396,972.054.6004.600 STPOOL37042 5,591,814.04 5,591,814.044.600CSJFA 07/01 - Quarterly 5,591,814.044.6004.600 28,988,786.09State Pool Totals 28,988,786.090.004.60028,988,786.09 4.600 JPA Pool
CAMP40566 140,856,683.13 140,856,683.135.420CAMP 07/01 - Monthly 140,856,683.135.4205.420 140,856,683.13JPA Pool Totals 140,856,683.130.005.420140,856,683.13 5.420 Corp Medium Term Notes
AAPL40463 15,114,000.00 15,171,607.452.75001/13/2025037833DF4 07/13 - 01/13 Received01/14/2022 15,723,396.481.2951.295 AAPL40730 7,109,000.00 6,402,358.451.40008/05/2028037833EH9 02/05 - 08/05 Received01/19/2024 6,273,692.504.2724.272 ADM40599 9,780,000.00 9,432,277.252.50008/11/2026039483BL5 02/11 - 08/11 Received10/05/2022 9,060,681.004.6064.606 ADM40601 9,215,000.00 8,877,167.052.50008/11/2026039483BL5 02/11 - 08/11 Received10/07/2022 8,517,148.054.6744.674 ADM40773 5,700,000.00 5,974,809.366.75012/15/2027039483AN2 12/15 - 06/15 6,412.5006/21/2024 5,998,623.005.0895.089 AMZN40777 26,000,000.00 24,818,764.143.15008/22/2027023135BC9 08/22 - 02/22 Received07/01/2024 24,716,640.004.8624.862 BK40617 10,000,000.00 9,922,814.883.00002/24/202506406HDA4 02/24 - 08/24 Received11/14/2022 9,557,400.005.0805.080 BK40630 4,481,000.00 4,321,877.792.45008/17/202606406FAE3 02/17 - 08/17 Received12/13/2022 4,169,346.454.5234.523 BK40633 5,000,000.00 4,874,732.563.25005/16/202706406RAD9 05/16 - 11/16 Received12/15/2022 4,789,100.004.3084.308 BLKRK40762 14,000,000.00 13,905,792.644.70003/14/202909290DAA9 09/14 - 03/14 Received05/15/2024 13,897,800.004.8704.870 CAT40628 7,429,000.00 7,279,965.283.60008/12/202714913R3A3 02/12 - 08/12 Received12/13/2022 7,186,294.574.3814.381 CL40580 8,202,000.00 8,058,312.323.10008/15/2027194162AN3 02/15 - 08/15 Received09/09/2022 7,955,201.823.7743.774 DE40634 5,000,000.00 4,973,462.224.15009/15/202724422EWK1 03/15 - 09/15 Received12/15/2022 4,957,350.004.3494.349 DE40637 10,000,000.00 9,998,006.854.80001/09/202624422EWP0 07/09 - 01/0901/09/2023 9,995,300.004.8174.817 DE40753 10,000,000.00 9,758,943.864.50001/16/202924422EXH7 07/16 - 01/16 Received04/16/2024 9,733,200.005.1385.138 DE40776 10,000,000.00 9,986,074.554.85006/11/202924422EXT1 12/11 - 06/11 21,555.5606/27/2024 9,985,300.004.8834.883 GOOG40713 15,000,000.00 14,206,254.231.99808/15/202602079KAC1 02/15 - 08/15 Received10/31/2023 13,817,625.005.0635.063 HD40770 10,000,000.00 9,249,260.722.95006/15/2029437076BY7 12/15 - 06/15 4,097.2206/20/2024 9,204,500.004.7614.761 HD40775 10,000,000.00 9,974,156.004.75006/25/2029437076DC3 12/25 - 06/2506/25/2024 9,972,700.004.8124.812 HON40631 5,000,000.00 4,817,998.932.50011/01/2026438516BL9 05/01 - 11/01 Received12/13/2022 4,660,750.004.4204.420 HON40731 35,000,000.00 34,911,538.084.25001/15/2029438516CL8 07/15 - 01/15 Received01/19/2024 34,897,100.004.3164.316 JNJ40574 13,945,000.00 13,779,110.682.45003/01/2026478160BY9 09/01 - 03/01 Received08/25/2022 13,533,204.153.3473.347 JNJ40575 4,214,000.00 4,157,850.532.45003/01/2026478160BY9 09/01 - 03/01 Received08/26/2022 4,074,727.303.4573.457 JPM40569 10,000,000.00 10,000,000.004.57007/28/202748133DP95 01/28 - 07/2807/28/2022 10,000,000.004.5704.570 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0
Report Ver. 7.3.7

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Corp Medium Term Notes
JPM40570 10,000,000.00 10,000,000.004.10007/28/202548133DQ45 01/28 - 07/2807/28/2022 10,000,000.004.1004.100 JPM40571 10,000,000.00 10,000,000.004.25007/28/202648133DQ52 01/28 - 07/2807/28/2022 10,000,000.004.2504.250 MA40784 5,000,000.00 4,997,309.094.10001/15/202857636QBA1 01/15 - 07/1509/05/2024 4,997,250.004.1194.119 MMM40598 7,150,000.00 6,822,236.772.25009/19/202688579YAV3 03/19 - 09/19 Received10/05/2022 6,490,770.004.8394.839 MSFT40528 4,000,000.00 3,999,814.513.12511/03/2025594918BJ2 05/03 - 11/03 Received04/25/2022 3,999,400.003.1293.129 MSFT40557 11,335,000.00 11,303,781.732.70002/12/2025594918BB9 08/12 - 02/12 Received06/15/2022 11,106,939.803.4983.498 MSFT40564 7,250,000.00 7,227,349.062.70002/12/2025594918BB9 08/12 - 02/12 Received06/16/2022 7,084,700.003.6073.607 MSFT40624 8,436,000.00 8,261,239.963.30002/06/2027594918BY9 02/06 - 08/06 Received12/02/2022 8,124,947.814.2724.272 PCAR40602 5,000,000.00 5,015,459.014.95010/03/202569371RS23 04/03 - 10/03 Received10/07/2022 5,045,950.004.6174.617 PCAR40613 10,000,000.00 10,007,823.324.95010/03/202569371RS23 04/03 - 10/03 Received10/28/2022 10,022,800.004.8644.864 PCAR40640 10,000,000.00 9,487,768.392.00002/04/202769371RR65 02/04 - 08/04 Received01/06/2023 9,108,000.004.4144.414 PCAR40761 7,000,000.00 6,995,298.725.00005/13/202769371RT22 11/13 - 05/1305/13/2024 6,994,610.005.0285.028 PEP40632 5,000,000.00 4,953,861.112.75004/30/2025713448CT3 04/30 - 10/30 Received12/15/2022 4,811,250.004.4414.441 PEP40779 6,000,000.00 5,991,082.334.50007/17/2029713448FX1 01/17 - 07/1707/17/2024 5,990,700.004.5354.535 TMCC40763 15,000,000.00 14,970,307.505.05005/16/202989236TMF9 11/16 - 05/1605/16/2024 14,967,900.005.0995.099 WMT40603 3,000,000.00 2,987,228.613.90009/09/2025931142EW9 03/09 - 09/09 Received10/07/2022 2,960,250.004.3874.387 WMT40608 10,000,000.00 9,355,517.841.05009/17/2026931142ER0 03/17 - 09/17 Received10/20/2022 8,715,600.004.6844.684 WMT40660 18,875,000.00 17,853,037.291.05009/17/2026931142ER0 09/17 - 03/17 Received04/05/2023 17,077,156.254.0354.035 WMT40734 14,400,000.00 14,166,722.933.70006/26/2028931142EE9 06/26 - 12/26 Received01/19/2024 14,123,016.004.1794.179 WMT40778 10,000,000.00 9,483,659.263.25007/08/2029931142EN9 01/08 - 07/08 902.7807/09/2024 9,459,000.004.4704.470 428,732,633.25Corp Medium Term Notes Totals 423,757,320.1832,968.064.362437,635,000.00 4.362 Negotiable CDs
TD40743 25,000,000.00 25,000,000.005.37002/28/202589115DDN3 02/28 - At Maturity03/21/2024 25,000,000.005.4455.370 25,000,000.00Negotiable CDs Totals 25,000,000.000.005.37025,000,000.00 5.445 Federal Agency Coupon Securities
FAMC40299 2,500,000.00 2,499,980.190.50007/14/202531422BJ27 01/14 - 07/14 Received07/28/2020 2,499,875.000.5010.501 FAMC40334 10,000,000.00 9,997,937.780.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,992,000.000.4960.496 FAMC40337 10,000,000.00 9,997,837.240.48001/15/202631422B6K1 07/15 - 01/1501/15/2021 9,991,610.000.4970.497 FFCB40607 10,000,000.00 9,999,057.784.37510/17/20243133ENS43 04/17 - 10/1710/17/2022 9,957,600.004.5994.599 FFCB40758 20,000,000.00 19,998,167.784.75004/30/20293133ERDH1 10/30 - 04/3004/30/2024 19,998,000.004.7524.752 FHLMC40309 5,000,000.00 4,997,053.620.37509/23/20253137EAEX3 03/23 - 09/2309/25/2020 4,984,950.000.4360.436 FNMA40183 10,000,000.00 9,999,867.261.62510/15/20243135G0W66 04/15 - 10/15 Received10/22/2019 9,983,000.001.6611.661 FNMA40288 10,000,000.00 9,997,052.730.50006/17/20253135G04Z3 12/17 - 06/1706/19/2020 9,979,300.000.5420.542 FNMA40329 10,000,000.00 9,995,225.060.37508/25/20253135G05X7 02/25 - 08/25 Received12/29/2020 9,975,300.000.4290.429 FNMA40333 10,000,000.00 10,009,027.710.50011/07/20253135G06G3 05/07 - 11/07 Received01/06/2021 10,039,690.000.4170.417 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
97,491,207.15Federal Agency Coupon Securities Totals 97,401,325.000.001.89697,500,000.00 1.896 Treasury Coupon Securities
USTR40578 30,000,000.00 29,907,666.552.75002/28/20259128283Z1 02/28 - 08/31 Received09/02/2022 29,439,843.753.5393.539 USTR40586 10,000,000.00 9,913,342.682.75008/31/20259128284Z0 02/28 - 08/31 Received09/15/2022 9,719,531.253.7603.760 USTR40737 20,000,000.00 19,966,117.020.62510/15/202491282CDB4 04/15 - 10/15 Received02/23/2024 19,431,250.005.1845.184 USTR40760 20,000,000.00 20,113,399.734.62504/30/202991282CKP5 10/31 - 04/30 15,081.5205/06/2024 20,123,437.504.4854.485 USTR40781 30,000,000.00 30,056,471.555.00008/31/202591282CHV6 08/31 - 02/28 Received07/25/2024 30,067,968.754.7824.782 USTR40782 25,000,000.00 24,719,567.753.50009/15/202591282CFK2 09/15 - 03/15 Received07/30/2024 24,668,945.314.7164.716 USTR40783 20,000,000.00 19,775,000.003.12508/15/202591282CFE6 08/15 - 02/15 Received08/09/2024 19,737,500.004.4594.459 USTR40788 25,000,000.00 25,093,920.383.75008/31/202691282CLH2 02/28 - 08/31 64,744.4809/25/2024 25,094,726.563.5443.544 179,545,485.66Treasury Coupon Securities Totals 178,283,203.1279,826.004.312180,000,000.00 4.312 Federal Agency Callables
FAMC40360 10,000,000.00 10,000,000.001.00004/20/202631422XCX8 10/20 - 04/2004/20/2021 10,000,000.001.0001.000 FFCB40330 10,000,000.00 10,000,000.000.50012/23/20253133EMLR1 06/23 - 12/23 Received12/29/2020 10,000,000.000.5000.500 FFCB40358 10,000,000.00 10,000,000.000.80003/09/20263133EMSU7 09/09 - 03/0903/09/2021 10,000,000.000.8000.800 FFCB40423 10,000,000.00 10,000,785.091.01012/02/20243133ENFZ8 06/02 - 12/0212/02/2021 10,013,900.000.9630.963 FFCB40479 10,350,000.00 10,349,657.881.60001/27/20263133ENMH0 07/27 - 01/2701/27/2022 10,348,965.001.6031.603 FFCB40486 15,150,000.00 15,144,602.812.18002/16/20273133ENPB0 08/16 - 02/1602/16/2022 15,138,637.502.1962.196 FFCB40522 3,500,000.00 3,464,566.010.48003/03/20253133EMSC7 09/03 - 03/03 Received04/22/2022 3,259,655.003.0003.000 FFCB40524 20,000,000.00 19,966,860.103.09010/20/20253133ENUZ1 10/20 - 04/20 Received04/22/2022 19,890,000.003.2583.258 FFCB40526 20,000,000.00 20,000,000.003.65010/27/20263133ENVK3 10/27 - 04/2704/27/2022 20,000,000.003.6503.650 FFCB40550 5,200,000.00 5,188,034.783.45006/01/20273133ENYA2 12/01 - 06/01 Received06/07/2022 5,177,640.003.5453.545 FFCB40720 5,000,000.00 4,494,712.681.40003/10/20283133EMSW3 03/10 - 09/10 Received12/18/2023 4,379,300.004.6694.669 FHLB40340 10,000,000.00 10,000,000.000.70001/28/20263130AKPW0 07/28 - 01/2801/28/2021 10,000,000.000.5700.570 FHLB40350 10,000,000.00 10,000,000.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 10,000,000.000.5000.500 FHLB40353 10,000,000.00 9,998,320.000.50002/25/20263130AKXX9 08/25 - 02/2502/25/2021 9,994,000.000.5000.500 FHLB40409 20,000,000.00 19,999,632.651.00011/15/20243130APRF4 05/15 - 11/15 Received11/17/2021 19,991,000.001.0151.015 FHLB40418 4,875,000.00 4,874,652.110.85011/22/20243130APU45 05/22 - 11/22 Received11/30/2021 4,867,687.500.9010.901 FHLB40421 2,725,000.00 2,724,523.510.75011/08/20243130APKF1 05/08 - 11/08 Received11/30/2021 2,711,375.000.9230.923 FHLB40446 13,240,000.00 13,240,049.141.05011/18/20243130APS48 05/18 - 11/18 Received12/17/2021 13,241,098.921.0471.047 FHLB40461 2,485,000.00 2,484,770.001.00010/18/20243130AQG49 07/18 - 01/1801/18/2022 2,471,605.851.2001.200 FHLB40467 5,000,000.00 4,998,649.212.25001/17/20253130AQCN1 03/17 - Quarterly Received01/18/2022 4,986,250.001.3381.338 FHLB40470 25,000,000.00 24,820,169.130.96003/05/20263130ALHH0 03/05 - 09/05 Received01/18/2022 24,479,750.001.4811.481 FHLB40472 20,000,000.00 20,000,000.002.75001/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.001.6251.625 FHLB40473 14,000,000.00 13,998,120.371.75001/27/20253130AQN58 07/27 - 01/2701/27/2022 13,982,500.001.4431.443 FHLB40475 7,200,000.00 7,196,904.002.00010/28/20253130AQMQ3 04/28 - Quarterly01/28/2022 7,189,200.001.5831.583 FHLB40477 20,000,000.00 20,000,000.002.75001/28/20253130AQQQ9 04/28 - Quarterly01/28/2022 20,000,000.000.7500.750 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Federal Agency Callables
FHLB40478 12,500,000.00 12,499,887.503.00010/28/20243130AQMU4 04/28 - Quarterly01/28/2022 12,495,875.001.5011.501 FHLB40495 1,000,000.00 998,798.612.37503/24/20253130ARAY7 09/24 - 03/2403/24/2022 992,500.002.1372.137 FHLB40497 1,565,000.00 1,563,176.431.85012/27/20243130AR7C9 06/27 - 12/2703/28/2022 1,544,029.002.3572.357 FHLB40499 2,360,000.00 2,353,725.221.75002/28/20253130AQT78 08/28 - 02/28 Received03/22/2022 2,314,924.002.4282.428 FHLB40502 20,000,000.00 19,935,271.240.62012/09/20243130AMR53 06/09 - 12/09 Received03/22/2022 19,070,000.002.4002.400 FHLB40508 825,000.00 814,409.580.70006/30/20253130ANWN6 03/30 - 09/30 Received03/22/2022 778,622.632.5002.500 FHLB40516 1,400,000.00 1,393,260.131.25001/28/20253130AQJM6 07/28 - 01/28 Received04/11/2022 1,341,991.002.8002.800 FHLB40518 23,060,000.00 22,953,301.011.10001/13/20253130AQGT4 07/13 - 01/13 Received04/11/2022 22,022,300.002.8082.808 FHLB40519 23,390,000.00 23,277,775.431.25001/27/20253130AQMR1 07/27 - 01/27 Received04/11/2022 22,416,742.102.8082.808 FHLB40523 20,000,000.00 20,000,000.003.25004/29/20273130ARVJ7 10/29 - 04/2904/29/2022 20,000,000.003.2503.250 FHLB40545 20,000,000.00 19,931,761.050.62511/27/20243130AMNR9 05/28 - 11/28 Received05/24/2022 18,899,647.002.9162.916 FHLB40552 8,905,000.00 8,903,856.672.80010/25/20243130ARMT5 10/25 - 04/25 Received06/07/2022 8,864,126.053.0003.000 FHLB40673 26,000,000.00 25,080,816.411.19011/26/20253130APZK4 05/26 - 11/26 Received05/24/2023 24,002,160.004.4664.466 FHLB40677 25,000,000.00 24,796,670.641.20012/23/20243130AQ4B6 06/23 - 12/23 Received06/01/2023 23,606,450.004.9544.954 FHLB40679 8,500,000.00 8,313,835.562.16009/24/20253130ARCZ2 09/24 - 03/24 Received06/02/2023 8,061,221.504.5374.537 FHLB40749 15,000,000.00 15,000,000.005.60004/11/20293130B0RH4 10/11 - 04/1104/11/2024 15,000,000.005.6005.600 FHLB40754 20,000,000.00 20,000,000.005.27004/17/20293130B0YZ6 10/17 - 04/1704/17/2024 20,000,000.005.2705.270 FHLB40756 20,000,000.00 20,000,000.005.30004/17/20293130B0ZS1 10/17 - 04/1704/19/2024 20,000,000.005.3005.300 FHLB40765 30,000,000.00 30,000,000.005.12505/15/20293130B1HQ3 11/15 - 05/1505/29/2024 30,000,000.005.1265.126 FHLB40766 20,000,000.00 20,000,000.005.00005/25/20293130B1MF1 11/28 - 05/2806/03/2024 20,000,000.005.0005.000 FHLMC40261 10,000,000.00 9,998,811.110.70005/05/20253134GVQX9 11/05 - 05/0505/05/2020 9,990,000.000.7200.720 FHLMC40265 10,000,000.00 10,000,000.000.70004/01/20253134GVSN9 07/01 - 01/0105/08/2020 10,000,000.000.7000.700 FHLMC40273 40,000,000.00 40,000,000.000.75006/18/20253134GVB49 12/18 - 06/1806/23/2020 40,000,000.000.7500.750 FHLMC40505 2,000,000.00 1,962,282.290.65010/27/20253134GW5R3 04/27 - 10/27 Received03/22/2022 1,873,460.002.5002.500 FHLMC40506 1,500,000.00 1,472,982.410.57009/24/20253134GWUG9 03/24 - 09/24 Received03/22/2022 1,403,410.202.5002.500 FHLMC40507 17,490,000.00 17,174,661.850.60009/30/20253134GWVN3 03/30 - 09/30 Received03/22/2022 16,376,215.102.5002.500 FHLMC40525 10,000,000.00 10,000,000.004.50004/29/20253134GXSF2 10/29 - 04/2904/29/2022 10,000,000.003.5423.542 FHLMC40551 12,940,000.00 12,929,076.063.12505/12/20253134GXRL0 11/12 - 05/12 Received06/07/2022 12,887,851.803.2703.270 FHLMC40643 10,000,000.00 9,954,046.254.05008/28/20253134GXR63 02/28 - 08/28 Received01/17/2023 9,867,760.004.5914.591 FHLMC40680 8,375,000.00 8,033,951.510.62511/25/20253134GXCS1 11/25 - 05/25 Received06/02/2023 7,639,356.754.4024.402 FHLMC40715 6,361,000.00 6,392,389.065.50010/20/20283134H1HN6 04/20 - 10/20 Received11/16/2023 6,399,166.005.1675.167 FHLMC40745 15,000,000.00 15,000,000.005.61004/02/20293134H1YU1 10/02 - 04/0204/02/2024 15,000,000.005.6105.610 FNMA40281 30,000,000.00 30,000,000.000.85006/23/20253136G4WU3 01/16 - 07/1606/23/2020 30,000,000.000.8500.850 FNMA40331 15,000,000.00 15,000,000.000.55001/28/20263135G06R9 07/28 - 01/2801/28/2021 15,000,000.000.5500.550 FNMA40503 2,350,000.00 2,313,106.810.55008/05/20253136G4H55 08/05 - 02/05 Received03/22/2022 2,202,791.302.5002.500 FNMA40504 1,715,000.00 1,687,174.820.62508/28/20253136G4R62 08/28 - 02/28 Received03/22/2022 1,609,825.912.5002.500 FNMA40764 20,000,000.00 20,000,000.005.35005/16/20293135GASV4 11/16 - 05/1605/17/2024 20,000,000.005.3505.350 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
792,680,037.12Federal Agency Callables Totals 783,782,990.110.002.726795,961,000.00 2.726 Supranational
IADB40201 11,000,000.00 11,000,099.741.70011/15/202445818WCS3 05/15 - 11/15 Received01/08/2020 11,003,960.001.6921.692 IADB40321 10,000,000.00 9,999,953.730.34010/15/202445818WCW4 04/15 - 10/1511/12/2020 9,995,330.000.3520.352 IADB40357 10,000,000.00 10,000,000.000.65002/20/202645818WCZ7 08/20 - 02/2002/24/2021 10,000,000.000.6500.650 IADB40693 9,420,000.00 9,334,816.944.37502/24/202845818WEK8 08/24 - 02/24 Received07/24/2023 9,305,076.004.6734.673 IADB40716 20,000,000.00 20,003,546.305.12511/17/202645818WEU6 11/17 - Annually11/17/2023 20,005,000.005.1165.116 IBRD40246 3,000,000.00 2,998,703.550.62504/22/2025459058JB0 10/22 - 04/2204/22/2020 2,988,390.000.7040.704 IBRD40335 20,000,000.00 20,030,732.800.75003/11/2025459058JA2 03/11 - 09/11 Received01/11/2021 20,288,120.000.4010.401 IBRD40336 10,000,000.00 9,999,184.320.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,996,360.000.5080.508 IBRD40338 10,000,000.00 9,998,514.300.50010/28/2025459058JL8 04/28 - 10/28 Received01/11/2021 9,993,370.000.5140.514 IBRD40339 4,765,000.00 4,780,242.432.50011/25/2024459058DX8 05/25 - 11/25 Received01/12/2021 5,158,198.270.3510.351 IBRD40341 10,000,000.00 9,988,007.380.37507/28/2025459058JE4 01/28 - 07/28 Received01/13/2021 9,933,980.000.5220.522 IBRD40354 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40355 5,000,000.00 5,000,000.000.60002/18/202645905U5Y6 08/18 - 02/1802/18/2021 5,000,000.000.6000.600 IBRD40359 10,000,000.00 10,006,093.120.75003/11/2025459058JA2 09/11 - 03/11 Received03/12/2021 10,054,800.000.6110.611 IBRD40662 5,000,000.00 4,657,750.730.85002/10/2027459058JT1 08/10 - 02/10 Received04/12/2023 4,444,500.004.0104.010 IBRD40664 10,000,000.00 9,296,747.070.85002/10/2027459058JT1 08/10 - 02/10 Received04/24/2023 8,868,500.004.1004.100 IBRD40692 25,000,000.00 24,889,940.744.50006/26/202845906M4E8 12/26 - 06/26 Received07/24/2023 24,855,000.004.6324.632 IFC40332 8,550,000.00 8,551,188.480.42511/19/202445950VPG5 05/19 - 11/19 Received01/06/2021 8,584,490.700.3200.320 IFC40347 10,000,000.00 9,992,444.220.45002/05/202645950VPL4 08/05 - 02/0502/05/2021 9,971,900.000.5070.507 IFC40616 5,000,000.00 5,000,000.005.00011/15/202745950VRK4 05/15 - 11/1511/18/2022 5,000,000.005.0005.000 200,527,965.85Supranational Totals 200,446,974.970.002.089201,735,000.00 2.089 Asset Backed Securities
HALST40670 14,000,000.00 13,999,821.995.15006/15/2026448980AD4 06/15 -05/24/2023 13,999,680.805.2075.207 HAROT40674 10,000,000.00 9,998,865.504.93011/15/2027437927AC0 06/15 -05/30/2023 9,998,380.004.9884.988 TMCC40671 10,000,000.00 9,999,601.284.71002/15/2028891941AD8 06/15 -05/23/2023 9,999,441.004.7594.759 TMCC40676 3,831,842.07 3,741,150.550.71004/15/202689238JAC9 06/15 - Received06/01/2023 3,662,573.065.6945.694 37,739,439.32Asset Backed Securities Totals 37,660,074.860.005.07937,831,842.07 5.079 Municipal Bonds
CAS40243 5,000,000.00 5,037,449.663.37504/01/202513063DGB8 10/01 - 04/01 Received04/13/2020 5,372,000.001.8021.802 CAS40449 10,110,000.00 10,294,630.892.65004/01/202613063DMA3 04/01 - 10/01 Received01/07/2022 10,631,069.401.3921.392 CAS40581 5,570,000.00 5,431,967.632.37510/01/202613063DRD2 10/01 - 04/01 Received09/09/2022 5,289,717.603.7213.721 CAS40620 5,000,000.00 5,115,954.095.70010/01/202613063D3A4 04/01 - 10/0111/17/2022 5,224,500.004.4244.424 CAS40626 7,075,000.00 7,261,433.725.70010/01/202613063D3A4 04/01 - 10/01 Received12/08/2022 7,430,518.754.2574.257 CAS40649 12,000,000.00 11,114,800.001.70002/01/202813063DC48 08/01 - 02/0102/01/2023 10,672,200.004.1754.175 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
CAS40655 7,000,000.00 7,000,000.004.84603/01/202713063D3N6 09/01 - 03/0103/15/2023 7,000,000.004.8454.845 CAS40717 5,460,000.00 5,234,520.382.37510/01/202613063DRD2 04/01 - 10/01 Received12/11/2023 5,143,702.204.5984.598 CASDEV40323 1,385,000.00 1,385,000.000.76510/01/202513034AL65 04/01 - 10/0112/17/2020 1,385,000.000.7650.765 CASHGR40318 10,000,000.00 10,008,476.380.88511/01/202513077DML3 05/01 - 11/01 Received11/02/2020 10,039,100.000.8050.805 CASPWR40623 3,155,000.00 3,023,897.080.79012/01/202513067WRC8 12/01 - 06/01 Received11/28/2022 2,816,941.754.6484.648 FLSEDU40311 10,000,000.00 10,000,000.000.55006/01/202534153QUD6 06/01 - 12/0110/22/2020 10,000,000.000.5500.550 GAS40304 14,615,000.00 14,615,000.000.52008/01/2025373385FQ1 02/01 - 08/0108/27/2020 14,615,000.000.5200.520 GAS40736 1,500,000.00 1,492,791.824.15007/01/2025373384TP1 07/01 - 01/01 Received02/16/2024 1,486,785.004.8164.816 HIS40317 5,000,000.00 5,003,027.090.85210/01/2025419792ZM1 10/01 - 04/0110/29/2020 5,014,900.000.7900.790 HIS40648 25,000,000.00 23,476,273.061.53508/01/2027419792G34 02/01 - 08/01 Received01/25/2023 22,571,000.003.9023.902 HIS40681 2,530,000.00 2,351,962.751.53508/01/2027419792G34 08/01 - 02/01 Received06/05/2023 2,268,878.704.2724.272 HIS40684 7,975,000.00 7,741,163.461.03308/01/2025419792F92 08/01 - 02/01 Received06/12/2023 7,375,599.004.7754.775 HIS40718 4,360,000.00 4,418,185.835.00010/01/2027419792M29 04/01 - 10/0112/19/2023 4,433,378.804.5094.509 HIS40719 2,000,000.00 2,034,135.195.00010/01/2028419792M37 04/01 - 10/0112/19/2023 2,040,820.004.5194.519 LAS40312 4,000,000.00 4,000,000.000.84006/01/2025546417DQ6 12/01 - 06/0110/14/2020 4,000,000.000.8400.840 LOS40589 9,475,000.00 9,548,105.975.00009/01/2025544351QQ5 09/01 - 03/0109/28/2022 9,708,274.504.0974.097 MAS40322 1,000,000.00 1,000,000.000.69511/01/202557582RK88 05/01 - 11/0112/03/2020 1,000,000.000.6950.695 MDS40297 5,000,000.00 5,001,018.930.66008/01/2025574193TR9 02/01 - 08/0108/05/2020 5,006,100.000.6350.635 MDS40652 3,000,000.00 2,862,010.962.80008/01/2027574193GK8 08/01 - 02/01 Received03/03/2023 2,785,170.004.6124.612 MDS40656 16,360,000.00 16,360,000.004.00003/15/2026574193WE4 09/15 - 03/1503/29/2023 16,360,000.003.9993.999 MDS40678 4,180,000.00 4,170,809.644.05003/15/2027574193WF1 09/15 - 03/15 Received06/02/2023 4,165,829.804.1464.146 MDS40767 15,000,000.00 15,000,000.004.44006/01/2029574193WW4 12/01 - 06/0106/18/2024 15,000,000.004.4404.440 NYSDEV40606 4,565,000.00 4,482,828.673.17003/15/20266500354W5 03/15 - 09/15 Received10/11/2022 4,371,489.654.5184.518 NYSHGR40596 7,850,000.00 7,926,532.385.05109/15/2027649902T45 03/15 - 09/15 Received10/05/2022 7,978,033.504.6774.677 NYSPIT40669 2,000,000.00 1,923,941.973.05903/15/202864990FY57 09/15 - 03/15 Received05/18/2023 1,893,800.004.2884.288 NYSPIT40682 7,075,000.00 6,663,632.392.65702/15/202864990FS96 08/15 - 02/15 Received06/09/2023 6,503,693.754.5924.592 NYSPIT40759 8,045,000.00 7,264,262.611.74803/15/202864990FD76 09/15 - 03/15 Received05/02/2024 7,170,749.854.8624.862 RIV40256 4,000,000.00 4,000,000.002.66702/15/202576913CAZ2 08/15 - 02/1505/06/2020 4,000,000.002.6672.667 SCVWTR40705 15,000,000.00 14,969,928.404.25012/01/202480168FQH2 12/01 - 06/01 Received10/02/2023 14,790,000.005.5005.500 SCVWTR40787 10,000,000.00 10,000,000.003.88006/01/202680168AGX9 12/01 - 06/0109/24/2024 10,000,000.003.8773.877 TXS40319 1,600,000.00 1,670,147.765.00010/01/2025882724RA7 04/01 - 10/01 Received10/30/2020 1,945,088.000.5500.550 TXS40711 7,400,000.00 7,400,000.005.61610/01/2024882724V38 04/01 - 10/0111/15/2023 7,400,000.005.6085.608 TXS40712 5,000,000.00 5,000,000.005.33210/01/2027882724V61 04/01 - 10/0111/15/2023 5,000,000.005.3325.332 TXS40742 7,810,000.00 7,302,850.182.18210/01/2027882724RC3 04/01 - 10/01 Received03/20/2024 7,213,159.804.5494.549 UNVHGR40324 2,215,000.00 2,218,368.910.88305/15/202591412HGE7 05/15 - 11/15 Received12/10/2020 2,238,988.450.6300.630 UNVHGR40325 3,560,000.00 3,566,058.540.88305/15/202591412HGE7 05/15 - 11/15 Received12/15/2020 3,603,004.800.6050.605 UNVHGR40326 10,000,000.00 10,016,718.940.88305/15/202591412HGE7 05/15 - 11/15 Received12/16/2020 10,118,600.000.6100.610 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Municipal Bonds
UNVHGR40343 7,000,000.00 7,016,164.640.88305/15/202591412HGE7 05/15 - 11/15 Received01/22/2021 7,112,070.000.5070.507 UNVHGR40594 3,820,000.00 3,781,400.323.06307/01/202591412GU94 01/01 - 07/01 Received09/27/2022 3,677,896.004.5094.509 UNVHGR40595 3,000,000.00 2,936,833.420.88305/15/202591412HGE7 11/15 - 05/15 Received09/27/2022 2,732,670.004.5094.509 UNVHGR40619 4,685,000.00 4,632,405.423.06307/01/202591412GU94 01/01 - 07/01 Received11/17/2022 4,501,113.754.6694.669 UNVHGR40636 2,015,000.00 1,848,055.491.27205/15/202791412HJN4 05/15 - 11/15 Received01/04/2023 1,737,171.804.8124.812 UNVHGR40651 2,020,000.00 1,998,769.493.06307/01/202591412GU94 07/01 - 01/01 Received02/14/2023 1,952,612.804.5564.556 UNVHGR40668 13,815,000.00 13,698,014.293.06307/01/202591412GU94 07/01 - 01/01 Received05/18/2023 13,484,407.054.2544.254 UNVHGR40704 5,005,000.00 4,565,687.731.31605/15/202791412HGF4 11/15 - 05/15 Received09/27/2023 4,396,291.905.0195.019 UNVHGR40721 6,190,000.00 5,740,830.521.31605/15/202791412HGF4 05/15 - 11/15 Received12/22/2023 5,608,078.104.3214.321 UTS40629 1,590,278.67 1,583,061.613.53907/01/2025917542QV7 01/01 - 07/01 Received12/13/2022 1,565,740.674.1834.183 VNTCTF40278 900,000.00 900,000.001.22311/01/2024923078CU1 11/01 - 05/0106/11/2020 900,000.001.2231.223 VNTCTF40621 3,645,000.00 3,358,533.101.74111/01/2027923078CX5 05/01 - 11/01 Received11/21/2022 3,185,620.654.6214.621 346,447,641.31Municipal Bonds Totals 343,916,766.020.003.474352,555,278.67 3.474 Agency Floaters
FAMC40611 2,500,000.00 2,500,000.005.83002/06/202531315PF38 11/06 - Quarterly Received10/27/2022 2,500,000.004.0874.031 FAMC40612 3,000,000.00 3,000,000.005.83004/22/202531315P6T1 01/22 - Quarterly Received10/27/2022 3,000,000.004.1234.066 5,500,000.00Agency Floaters Totals 5,500,000.000.004.0505,500,000.00 4.106 Mortgage Backed Securities
FHLMC40266 10,000,000.00 10,823,437.502.77005/25/20253137BJQ71 06/25 - Monthly Received05/26/2020 10,823,437.501.0431.043 FHLMC40295 3,058,666.38 3,073,626.320.83005/25/202530315EAA4 08/25 - Monthly Received07/24/2020 3,073,626.320.6950.695 FHLMC40328 4,014,663.80 4,405,290.593.06212/25/20243137BGK24 01/25 - Monthly Received12/28/2020 4,405,290.590.4960.496 FHLMC40342 3,645,051.33 3,662,926.660.67011/25/202530318CAA5 02/25 - Monthly Received01/22/2021 3,662,926.660.5370.537 FHLMC40356 2,407,254.99 2,585,391.862.58803/25/20253137FQ3W1 03/25 - Monthly Received02/22/2021 2,585,391.860.5540.554 FHLMC40609 3,196,320.20 2,863,541.722.08006/25/202730329MAA0 11/25 - Monthly Received10/28/2022 2,863,541.724.9894.989 FHLMC40610 4,109,554.55 3,681,696.502.08006/25/202730329MAA0 11/25 - Monthly Received10/28/2022 3,681,696.504.9894.989 FHLMC40635 7,101,000.00 6,821,398.132.77005/25/20253137BJQ71 01/25 - Monthly Received12/22/2022 6,821,398.134.4454.445 FHLMC40647 19,746,737.20 19,657,259.803.69011/01/20273132XGRH1 02/25 - Monthly Received01/24/2023 19,657,259.803.8213.821 FHLMC40665 4,805,000.00 4,664,979.303.28108/25/20273137FBAJ5 06/25 - Monthly Received05/08/2023 4,664,979.303.9973.997 FHLMC40666 9,873,368.60 9,782,348.483.69011/01/20273132XGRH1 06/25 - Monthly Received05/09/2023 9,782,348.483.9463.946 FHLMC40672 6,700,000.00 6,614,156.254.25001/01/20283132XFLR7 06/25 - Monthly Received05/25/2023 6,614,156.254.5974.597 FHLMC40683 119,787.97 115,169.582.25010/25/202430312XAE7 07/25 - Monthly Received06/23/2023 115,169.585.5765.576 FHLMC40697 7,967,097.51 7,795,390.624.25006/25/202830333AAA0 09/25 - Monthly Received08/17/2023 7,795,390.624.7934.793 FHLMC40699 9,988,980.03 9,716,820.284.39008/25/202830333MAA4 10/25 - Monthly Received09/22/2023 9,716,820.285.3735.373 FHLMC40738 2,243,000.00 2,216,276.764.65012/01/20283132XGY42 03/25 - Monthly Received02/27/2024 2,216,276.764.9734.973 FHLMC40746 13,652,000.00 13,605,071.254.85012/01/20283132XGZK5 05/25 - Monthly04/01/2024 13,605,071.254.9094.909 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

Par Value
Stated
Rate
September 30, 2024
Investment Status Report - Investments
Portfolio Management
Book Value
Maturity
Date
Current
Principal
City of San Jose
YTM
365
YTM Payment
DatesCUSIP Investment # Issuer
Purchase
Date
Accrued Interest
At Purchase
Mortgage Backed Securities
FHLMC40755 16,997,444.28 16,855,175.675.02012/25/202830336BAA5 05/25 - Monthly Received04/25/2024 16,855,175.675.1495.149 FHLMC40768 15,000,000.00 14,999,955.004.80305/25/20293137HDJJ0 07/25 - Monthly Received06/13/2024 14,999,955.004.7754.775 FHLMC40771 8,926,194.27 8,970,396.784.99003/25/202930337MAA0 07/25 - Monthly 32,435.0006/27/2024 8,970,396.784.8084.808 FHLMC40780 7,000,000.00 7,042,987.004.72005/25/20293137HDV56 08/25 - Monthly Received07/25/2024 7,042,987.004.5464.546 FHLMC40785 5,000,000.00 5,099,900.004.50807/25/20293137HFNZ4 10/25 - Monthly 6,887.2209/12/2024 5,099,900.003.5173.517 FHLMC40786 3,500,000.00 3,516,621.504.08006/25/202935802FAA0 10/25 - Monthly 7,140.0009/19/2024 3,516,621.503.9093.909 FNMA40202 7,747,000.00 7,899,519.062.39002/01/20253138L84Z4 03/25 - Monthly Received02/03/2020 7,899,519.061.9911.991 FNMA40203 7,450,000.00 7,531,484.382.24001/01/20253140HWYW6 02/25 - Monthly Received01/22/2020 7,531,484.382.0212.021 FNMA40209 1,000,000.00 1,023,750.002.71001/01/20253138LL3J2 02/25 - Monthly Received01/17/2020 1,023,750.002.2232.223 FNMA40225 3,500,000.00 3,577,656.252.96011/01/20243138L8CE2 03/25 - Monthly Received02/05/2020 3,577,656.252.4822.482 FNMA40272 2,350,787.39 2,544,492.272.96703/25/20253136AL7K1 06/25 - Monthly Received05/27/2020 2,544,492.271.0081.008 FNMA40327 339,152.01 364,479.882.62411/25/20243136AY6S7 01/25 - Monthly Received12/22/2020 364,479.880.5430.543 FNMA40579 4,934,596.97 4,707,142.892.46904/25/20263136AR5S3 10/25 - Monthly Received09/12/2022 4,707,142.893.8443.844 FNMA40618 11,837,267.29 11,404,467.202.92001/01/20253138L8UV4 12/25 - Monthly Received11/18/2022 11,404,467.204.7164.716 FNMA40667 3,834,750.24 3,771,386.983.44003/01/20263140HSZG9 06/25 - Monthly Received05/09/2023 3,771,386.984.4404.440 FNMA40685 25,341,936.00 25,098,415.834.65007/01/20283140LKUP6 08/25 - Monthly Received07/03/2023 25,098,415.834.9144.914 FNMA40694 7,896,000.00 7,841,098.134.79006/01/20283140LKYV9 08/25 - Monthly Received07/25/2023 7,841,098.135.0015.001 FNMA40698 12,175,000.00 11,997,130.864.92006/01/20283140LKLH4 09/25 - Monthly Received08/18/2023 11,997,130.865.3745.374 256,330,841.28Mortgage Backed Securities Totals 256,330,841.2846,462.224.051257,458,611.01 4.051 2,539,840,720.16Investment Totals 2,521,924,964.76159,256.282,561,022,200.97 3.502 3.503 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PMS) 7.3.0

SECTION D

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Money Markets
1Federated Govt Obligation Fund36512 0.00 0.00 5.16007/01/2024 0.00 1VP6000104 5.160

0.00 00.000.000.00Subtotal and Average 0 0.000
State Pool
1State Investment Pool32936 23,396,972.05 23,396,972.05 4.60023,396,972.05 1CITY 4.600 1State Investment Pool37042 5,591,814.04 5,591,814.04 4.6005,591,814.04 1CSJFA 4.600 28,988,786.09 128,988,786.0928,988,786.0928,988,786.09Subtotal and Average 1 4.600 JPA Pool
1California Asset Management Pr40566 140,856,683.13 140,856,683.13 5.420140,856,683.13 1CAMP 5.420 140,856,683.13 1140,856,683.13140,856,683.13137,227,765.93Subtotal and Average 1 5.420 Corp Medium Term Notes
104Apple Inc40463 15,114,000.00 15,171,607.45 01/13/20252.75001/14/2022 15,033,744.66 1,095037833DF4 1.295 1,404Apple Inc40730 7,109,000.00 6,402,358.45 08/05/20281.40001/19/2024 6,522,223.14 1,660037833EH9 4.272 679Archer Daniels Midland40599 9,780,000.00 9,432,277.25 08/11/20262.50010/05/2022 9,512,810.40 1,406039483BL5 4.606 679Archer Daniels Midland40601 9,215,000.00 8,877,167.05 08/11/20262.50010/07/2022 8,963,246.20 1,404039483BL5 4.674 1,170Archer Daniels Midland40773 5,700,000.00 5,974,809.36 12/15/20276.75006/21/2024 6,123,567.00 1,272039483AN2 5.089 1,055Amazon.com Inc40777 26,000,000.00 24,818,764.14 08/22/20273.15007/01/2024 25,523,680.00 1,147023135BC9 4.862 146Bank of New York Mellon40617 10,000,000.00 9,922,814.88 02/24/20253.00011/14/2022 9,931,800.00 83306406HDA4 5.080 685Bank of New York Mellon40630 4,481,000.00 4,321,877.79 08/17/20262.45012/13/2022 4,361,805.40 1,34306406FAE3 4.523 957Bank of New York Mellon40633 5,000,000.00 4,874,732.56 05/16/20273.25012/15/2022 4,904,100.00 1,61306406RAD9 4.308 1,625Blackrock Inc40762 14,000,000.00 13,905,792.64 03/14/20294.70005/15/2024 14,399,700.00 1,76409290DAA9 4.870 1,045Caterpillar Inc.40628 7,429,000.00 7,279,965.28 08/12/20273.60012/13/2022 7,382,643.04 1,70314913R3A3 4.381 1,048Colgate-Palmolive40580 8,202,000.00 8,058,312.32 08/15/20273.10009/09/2022 8,079,216.06 1,801194162AN3 3.774 1,079John Deere40634 5,000,000.00 4,973,462.22 09/15/20274.15012/15/2022 5,037,300.00 1,73524422EWK1 4.349 465John Deere40637 10,000,000.00 9,998,006.85 01/09/20264.80001/09/2023 10,092,000.00 1,09624422EWP0 4.817 1,568John Deere40753 10,000,000.00 9,758,943.86 01/16/20294.50004/16/2024 10,183,600.00 1,73624422EXH7 5.138 1,714John Deere40776 10,000,000.00 9,986,074.55 06/11/20294.85006/27/2024 10,328,500.00 1,81024422EXT1 4.883 683Alphabet Inc40713 15,000,000.00 14,206,254.23 08/15/20261.99810/31/2023 14,539,950.00 1,01902079KAC1 5.063 1,718Home Depot Inc.40770 10,000,000.00 9,249,260.72 06/15/20292.95006/20/2024 9,547,700.00 1,821437076BY7 4.761 1,728Home Depot Inc.40775 10,000,000.00 9,974,156.00 06/25/20294.75006/25/2024 10,307,100.00 1,826437076DC3 4.812 761Honeywell International40631 5,000,000.00 4,817,998.93 11/01/20262.50012/13/2022 4,870,350.00 1,419438516BL9 4.420 1,567Honeywell International40731 35,000,000.00 34,911,538.08 01/15/20294.25001/19/2024 35,489,300.00 1,823438516CL8 4.316 516Johnson & Johnson40574 13,945,000.00 13,779,110.68 03/01/20262.45008/25/2022 13,675,861.50 1,284478160BY9 3.347 516Johnson & Johnson40575 4,214,000.00 4,157,850.53 03/01/20262.45008/26/2022 4,132,669.80 1,283478160BY9 3.457 1,030JP Morgan40569 10,000,000.00 10,000,000.00 07/28/20274.57007/28/2022 9,812,500.00 1,82648133DP95 4.570 300JP Morgan40570 10,000,000.00 10,000,000.00 07/28/20254.10007/28/2022 9,887,000.00 1,09648133DQ45 4.100 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.7
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Corp Medium Term Notes
665JP Morgan40571 10,000,000.00 10,000,000.00 07/28/20264.25007/28/2022 9,878,900.00 1,46148133DQ52 4.250 1,201Mastercard Inc40784 5,000,000.00 4,997,309.09 01/15/20284.10009/05/2024 5,037,350.00 1,22757636QBA1 4.119 7183M40598 7,150,000.00 6,822,236.77 09/19/20262.25010/05/2022 6,888,953.50 1,44588579YAV3 4.839 398Microsoft Inc.40528 4,000,000.00 3,999,814.51 11/03/20253.12504/25/2022 3,962,240.00 1,288594918BJ2 3.129 134Microsoft Inc.40557 11,335,000.00 11,303,781.73 02/12/20252.70006/15/2022 11,259,282.20 973594918BB9 3.498 134Microsoft Inc.40564 7,250,000.00 7,227,349.06 02/12/20252.70006/16/2022 7,201,570.00 972594918BB9 3.607 858Microsoft Inc.40624 8,436,000.00 8,261,239.96 02/06/20273.30012/02/2022 8,360,413.44 1,527594918BY9 4.272 367PACCAR Inc.40602 5,000,000.00 5,015,459.01 10/03/20254.95010/07/2022 5,037,300.00 1,09269371RS23 4.617 367PACCAR Inc.40613 10,000,000.00 10,007,823.32 10/03/20254.95010/28/2022 10,074,600.00 1,07169371RS23 4.864 856PACCAR Inc.40640 10,000,000.00 9,487,768.39 02/04/20272.00001/06/2023 9,557,600.00 1,49069371RR65 4.414 954PACCAR Inc.40761 7,000,000.00 6,995,298.72 05/13/20275.00005/13/2024 7,188,930.00 1,09569371RT22 5.028 211Pepsi Co40632 5,000,000.00 4,953,861.11 04/30/20252.75012/15/2022 4,948,700.00 867713448CT3 4.441 1,750Pepsi Co40779 6,000,000.00 5,991,082.33 07/17/20294.50007/17/2024 6,183,960.00 1,826713448FX1 4.535 1,688Toyota Motor Credit Corp40763 15,000,000.00 14,970,307.50 05/16/20295.05005/16/2024 15,561,300.00 1,82689236TMF9 5.099 343Wal-Mart40603 3,000,000.00 2,987,228.61 09/09/20253.90010/07/2022 2,994,150.00 1,068931142EW9 4.387 716Wal-Mart40608 10,000,000.00 9,355,517.84 09/17/20261.05010/20/2022 9,496,600.00 1,428931142ER0 4.684 716Wal-Mart40660 18,875,000.00 17,853,037.29 09/17/20261.05004/05/2023 17,924,832.50 1,261931142ER0 4.035 1,364Wal-Mart40734 14,400,000.00 14,166,722.93 06/26/20283.70001/19/2024 14,393,088.00 1,620931142EE9 4.179 1,741Wal-Mart40778 10,000,000.00 9,483,659.26 07/08/20293.25007/09/2024 9,836,100.00 1,825931142EN9 4.470 428,732,633.25 1,436434,428,236.84437,635,000.00427,915,118.82Subtotal and Average 962 4.362 Negotiable CDs
150Toronto Dominion Bank40743 25,000,000.00 25,000,000.00 02/28/20255.37003/21/2024 25,071,250.00 34489115DDN3 5.370 25,000,000.00 34425,071,250.0025,000,000.0025,000,000.00Subtotal and Average 150 5.370 Federal Agency Coupon Securities
286Federal Agricultural Mtg Corp40299 2,500,000.00 2,499,980.19 07/14/20250.50007/28/2020 2,429,950.00 1,81231422BJ27 0.501 471Federal Agricultural Mtg Corp40334 10,000,000.00 9,997,937.78 01/15/20260.48001/15/2021 9,589,300.00 1,82631422B6K1 0.496 471Federal Agricultural Mtg Corp40337 10,000,000.00 9,997,837.24 01/15/20260.48001/15/2021 9,589,300.00 1,82631422B6K1 0.497 16Federal Farm Credit Bank40607 10,000,000.00 9,999,057.78 10/17/20244.37510/17/2022 9,997,300.00 7313133ENS43 4.599 1,672Federal Farm Credit Bank40758 20,000,000.00 19,998,167.78 04/30/20294.75004/30/2024 20,959,800.00 1,8263133ERDH1 4.752 357Federal Home Loan Mtg Corp40309 5,000,000.00 4,997,053.62 09/23/20250.37509/25/2020 4,826,650.00 1,8243137EAEX3 0.436 14Federal National Mtg Assn40183 10,000,000.00 9,999,867.26 10/15/20241.62510/22/2019 9,987,000.00 1,8203135G0W66 1.661 259Federal National Mtg Assn40288 10,000,000.00 9,997,052.73 06/17/20250.50006/19/2020 9,743,300.00 1,8243135G04Z3 0.542 328Federal National Mtg Assn40329 10,000,000.00 9,995,225.06 08/25/20250.37512/29/2020 9,686,500.00 1,7003135G05X7 0.429 402Federal National Mtg Assn40333 10,000,000.00 10,009,027.71 11/07/20250.50001/06/2021 9,622,700.00 1,7663135G06G3 0.417 97,491,207.15 1,69396,431,800.0097,500,000.0097,489,895.17Subtotal and Average 570 1.896 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Discounts
6,664,777.78Subtotal and Average
Treasury Coupon Securities
150U.S. Treasury40578 30,000,000.00 29,907,666.55 02/28/20252.75009/02/2022 29,797,200.00 9109128283Z1 3.539 334U.S. Treasury40586 10,000,000.00 9,913,342.68 08/31/20252.75009/15/2022 9,883,400.00 1,0819128284Z0 3.760 14U.S. Treasury40737 20,000,000.00 19,966,117.02 10/15/20240.62502/23/2024 19,967,400.00 23591282CDB4 5.184 1,672U.S. Treasury40760 20,000,000.00 20,113,399.73 04/30/20294.62505/06/2024 20,884,400.00 1,82091282CKP5 4.485 334U.S. Treasury40781 30,000,000.00 30,056,471.55 08/31/20255.00007/25/2024 30,250,800.00 40291282CHV6 4.782 349U.S. Treasury40782 25,000,000.00 24,719,567.75 09/15/20253.50007/30/2024 24,886,250.00 41291282CFK2 4.716 318U.S. Treasury40783 20,000,000.00 19,775,000.00 08/15/20253.12508/09/2024 19,840,400.00 37191282CFE6 4.459 699U.S. Treasury40788 25,000,000.00 25,093,920.38 08/31/20263.75009/25/2024 25,036,250.00 70591282CLH2 3.544 179,545,485.66 705180,546,100.00180,000,000.00185,049,942.43Subtotal and Average 469 4.312 Treasury Discounts
14,981,884.38Subtotal and Average
Federal Agency Callables
566Federal Agricultural Mtg Corp40360 10,000,000.00 10,000,000.00 04/20/20261.00004/20/2021 9,583,100.00 1,82631422XCX8 1.000 448Federal Farm Credit Bank40330 10,000,000.00 10,000,000.00 12/23/20250.50012/29/2020 9,609,500.00 1,8203133EMLR1 0.500 524Federal Farm Credit Bank40358 10,000,000.00 10,000,000.00 03/09/20260.80003/09/2021 9,587,000.00 1,8263133EMSU7 0.800 62Federal Farm Credit Bank40423 10,000,000.00 10,000,785.09 12/02/20241.01012/02/2021 9,935,700.00 1,0963133ENFZ8 0.963 483Federal Farm Credit Bank40479 10,350,000.00 10,349,657.88 01/27/20261.60001/27/2022 10,064,133.00 1,4613133ENMH0 1.603 868Federal Farm Credit Bank40486 15,150,000.00 15,144,602.81 02/16/20272.18002/16/2022 14,606,266.50 1,8263133ENPB0 2.196 153Federal Farm Credit Bank40522 3,500,000.00 3,464,566.01 03/03/20250.48004/22/2022 3,444,455.00 1,0463133EMSC7 3.000 384Federal Farm Credit Bank40524 20,000,000.00 19,966,860.10 10/20/20253.09004/22/2022 19,839,200.00 1,2773133ENUZ1 3.258 756Federal Farm Credit Bank40526 20,000,000.00 20,000,000.00 10/27/20263.65004/27/2022 19,774,200.00 1,6443133ENVK3 3.650 973Federal Farm Credit Bank40550 5,200,000.00 5,188,034.78 06/01/20273.45006/07/2022 5,120,544.00 1,8203133ENYA2 3.545 1,256Federal Farm Credit Bank40720 5,000,000.00 4,494,712.68 03/10/20281.40012/18/2023 4,616,500.00 1,5443133EMSW3 4.669 484Federal Home Loan Bank40340 10,000,000.00 10,000,000.00 01/28/20260.70001/28/2021 9,620,200.00 1,8263130AKPW0 0.570 512Federal Home Loan Bank40350 10,000,000.00 10,000,000.00 02/25/20260.50002/25/2021 9,567,700.00 1,8263130AKXX9 0.500 512Federal Home Loan Bank40353 10,000,000.00 9,998,320.00 02/25/20260.50002/25/2021 9,567,700.00 1,8263130AKXX9 0.500 45Federal Home Loan Bank40409 20,000,000.00 19,999,632.65 11/15/20241.00011/17/2021 19,908,200.00 1,0943130APRF4 1.015 52Federal Home Loan Bank40418 4,875,000.00 4,874,652.11 11/22/20240.85011/30/2021 4,848,187.50 1,0883130APU45 0.901 38Federal Home Loan Bank40421 2,725,000.00 2,724,523.51 11/08/20240.75011/30/2021 2,712,655.75 1,0743130APKF1 0.923 48Federal Home Loan Bank40446 13,240,000.00 13,240,049.14 11/18/20241.05012/17/2021 13,176,183.20 1,0673130APS48 1.047 17Federal Home Loan Bank40461 2,485,000.00 2,484,770.00 10/18/20241.00001/18/2022 2,480,700.95 1,0043130AQG49 1.200 108Federal Home Loan Bank40467 5,000,000.00 4,998,649.21 01/17/20252.25001/18/2022 4,965,050.00 1,0953130AQCN1 1.338 520Federal Home Loan Bank40470 25,000,000.00 24,820,169.13 03/05/20260.96001/18/2022 23,966,250.00 1,5073130ALHH0 1.481 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
119Federal Home Loan Bank40472 20,000,000.00 20,000,000.00 01/28/20252.75001/28/2022 19,894,200.00 1,0963130AQQQ9 1.625 118Federal Home Loan Bank40473 14,000,000.00 13,998,120.37 01/27/20251.75001/27/2022 13,873,860.00 1,0963130AQN58 1.443 392Federal Home Loan Bank40475 7,200,000.00 7,196,904.00 10/28/20252.00001/28/2022 7,099,344.00 1,3693130AQMQ3 1.583 119Federal Home Loan Bank40477 20,000,000.00 20,000,000.00 01/28/20252.75001/28/2022 19,894,200.00 1,0963130AQQQ9 0.750 27Federal Home Loan Bank40478 12,500,000.00 12,499,887.50 10/28/20243.00001/28/2022 12,484,375.00 1,0043130AQMU4 1.501 174Federal Home Loan Bank40495 1,000,000.00 998,798.61 03/24/20252.37503/24/2022 989,800.00 1,0963130ARAY7 2.137 87Federal Home Loan Bank40497 1,565,000.00 1,563,176.43 12/27/20241.85003/28/2022 1,554,107.60 1,0053130AR7C9 2.357 150Federal Home Loan Bank40499 2,360,000.00 2,353,725.22 02/28/20251.75003/22/2022 2,333,072.40 1,0743130AQT78 2.428 69Federal Home Loan Bank40502 20,000,000.00 19,935,271.24 12/09/20240.62003/22/2022 19,848,200.00 9933130AMR53 2.400 272Federal Home Loan Bank40508 825,000.00 814,409.58 06/30/20250.70003/22/2022 802,576.50 1,1963130ANWN6 2.500 119Federal Home Loan Bank40516 1,400,000.00 1,393,260.13 01/28/20251.25004/11/2022 1,383,200.00 1,0233130AQJM6 2.800 104Federal Home Loan Bank40518 23,060,000.00 22,953,301.01 01/13/20251.10004/11/2022 22,834,934.40 1,0083130AQGT4 2.808 118Federal Home Loan Bank40519 23,390,000.00 23,277,775.43 01/27/20251.25004/11/2022 23,142,299.90 1,0223130AQMR1 2.808 940Federal Home Loan Bank40523 20,000,000.00 20,000,000.00 04/29/20273.25004/29/2022 19,810,200.00 1,8263130ARVJ7 3.250 57Federal Home Loan Bank40545 20,000,000.00 19,931,761.05 11/27/20240.62505/24/2022 19,871,000.00 9183130AMNR9 2.916 24Federal Home Loan Bank40552 8,905,000.00 8,903,856.67 10/25/20242.80006/07/2022 8,893,690.65 8713130ARMT5 3.000 421Federal Home Loan Bank40673 26,000,000.00 25,080,816.41 11/26/20251.19005/24/2023 25,185,420.00 9173130APZK4 4.466 83Federal Home Loan Bank40677 25,000,000.00 24,796,670.64 12/23/20241.20006/01/2023 24,808,000.00 5713130AQ4B6 4.954 358Federal Home Loan Bank40679 8,500,000.00 8,313,835.56 09/24/20252.16006/02/2023 8,366,975.00 8453130ARCZ2 4.537 1,653Federal Home Loan Bank40749 15,000,000.00 15,000,000.00 04/11/20295.60004/11/2024 15,005,850.00 1,8263130B0RH4 5.600 1,659Federal Home Loan Bank40754 20,000,000.00 20,000,000.00 04/17/20295.27004/17/2024 20,254,800.00 1,8263130B0YZ6 5.270 1,659Federal Home Loan Bank40756 20,000,000.00 20,000,000.00 04/17/20295.30004/19/2024 20,259,600.00 1,8243130B0ZS1 5.300 1,687Federal Home Loan Bank40765 30,000,000.00 30,000,000.00 05/15/20295.12505/29/2024 30,441,000.00 1,8123130B1HQ3 5.126 1,697Federal Home Loan Bank40766 20,000,000.00 20,000,000.00 05/25/20295.00006/03/2024 20,226,600.00 1,8173130B1MF1 5.000 216Federal Home Loan Mtg Corp40261 10,000,000.00 9,998,811.11 05/05/20250.70005/05/2020 9,790,800.00 1,8263134GVQX9 0.720 182Federal Home Loan Mtg Corp40265 10,000,000.00 10,000,000.00 04/01/20250.70005/08/2020 9,817,400.00 1,7893134GVSN9 0.700 260Federal Home Loan Mtg Corp40273 40,000,000.00 40,000,000.00 06/18/20250.75006/23/2020 39,010,400.00 1,8213134GVB49 0.750 391Federal Home Loan Mtg Corp40505 2,000,000.00 1,962,282.29 10/27/20250.65003/22/2022 1,931,540.00 1,3153134GW5R3 2.500 358Federal Home Loan Mtg Corp40506 1,500,000.00 1,472,982.41 09/24/20250.57003/22/2022 1,450,245.00 1,2823134GWUG9 2.500 364Federal Home Loan Mtg Corp40507 17,490,000.00 17,174,661.85 09/30/20250.60003/22/2022 16,907,233.20 1,2883134GWVN3 2.500 210Federal Home Loan Mtg Corp40525 10,000,000.00 10,000,000.00 04/29/20254.50004/29/2022 9,976,200.00 1,0963134GXSF2 3.542 223Federal Home Loan Mtg Corp40551 12,940,000.00 12,929,076.06 05/12/20253.12506/07/2022 12,843,467.60 1,0703134GXRL0 3.270 331Federal Home Loan Mtg Corp40643 10,000,000.00 9,954,046.25 08/28/20254.05001/17/2023 9,979,200.00 9543134GXR63 4.591 420Federal Home Loan Mtg Corp40680 8,375,000.00 8,033,951.51 11/25/20250.62506/02/2023 8,047,202.50 9073134GXCS1 4.402 1,480Federal Home Loan Mtg Corp40715 6,361,000.00 6,392,389.06 10/20/20285.50011/16/2023 6,467,483.14 1,8003134H1HN6 5.167 1,644Federal Home Loan Mtg Corp40745 15,000,000.00 15,000,000.00 04/02/20295.61004/02/2024 15,000,300.00 1,8263134H1YU1 5.610 265Federal National Mtg Assn40281 30,000,000.00 30,000,000.00 06/23/20250.85006/23/2020 29,265,300.00 1,8263136G4WU3 0.850 484Federal National Mtg Assn40331 15,000,000.00 15,000,000.00 01/28/20260.55001/28/2021 14,383,200.00 1,8263135G06R9 0.550 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Federal Agency Callables
308Federal National Mtg Assn40503 2,350,000.00 2,313,106.81 08/05/20250.55003/22/2022 2,281,732.50 1,2323136G4H55 2.500 331Federal National Mtg Assn40504 1,715,000.00 1,687,174.82 08/28/20250.62503/22/2022 1,663,738.65 1,2553136G4R62 2.500 1,688Federal National Mtg Assn40764 20,000,000.00 20,000,000.00 05/16/20295.35005/17/2024 20,099,800.00 1,8253135GASV4 5.350 792,680,037.12 1,419785,165,973.94795,961,000.00792,500,840.48Subtotal and Average 562 2.726 Supranational
45IADB40201 11,000,000.00 11,000,099.74 11/15/20241.70001/08/2020 10,958,970.00 1,77345818WCS3 1.692 14IADB40321 10,000,000.00 9,999,953.73 10/15/20240.34011/12/2020 9,982,900.00 1,43345818WCW4 0.352 507IADB40357 10,000,000.00 10,000,000.00 02/20/20260.65002/24/2021 9,575,500.00 1,82245818WCZ7 0.650 1,241IADB40693 9,420,000.00 9,334,816.94 02/24/20284.37507/24/2023 9,472,469.40 1,67645818WEK8 4.673 777IADB40716 20,000,000.00 20,003,546.30 11/17/20265.12511/17/2023 20,148,600.00 1,09645818WEU6 5.116 203IBRD40246 3,000,000.00 2,998,703.55 04/22/20250.62504/22/2020 2,938,560.00 1,826459058JB0 0.704 161IBRD40335 20,000,000.00 20,030,732.80 03/11/20250.75001/11/2021 19,672,400.00 1,520459058JA2 0.401 392IBRD40336 10,000,000.00 9,999,184.32 10/28/20250.50001/11/2021 9,629,600.00 1,751459058JL8 0.508 392IBRD40338 10,000,000.00 9,998,514.30 10/28/20250.50001/11/2021 9,629,600.00 1,751459058JL8 0.514 55IBRD40339 4,765,000.00 4,780,242.43 11/25/20242.50001/12/2021 4,747,655.40 1,413459058DX8 0.351 300IBRD40341 10,000,000.00 9,988,007.38 07/28/20250.37501/13/2021 9,697,300.00 1,657459058JE4 0.522 505IBRD40354 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,792,000.00 1,82645905U5Y6 0.600 505IBRD40355 5,000,000.00 5,000,000.00 02/18/20260.60002/18/2021 4,792,000.00 1,82645905U5Y6 0.600 161IBRD40359 10,000,000.00 10,006,093.12 03/11/20250.75003/12/2021 9,836,200.00 1,460459058JA2 0.611 862IBRD40662 5,000,000.00 4,657,750.73 02/10/20270.85004/12/2023 4,621,550.00 1,400459058JT1 4.010 862IBRD40664 10,000,000.00 9,296,747.07 02/10/20270.85004/24/2023 9,243,100.00 1,388459058JT1 4.100 1,364IBRD40692 25,000,000.00 24,889,940.74 06/26/20284.50007/24/2023 25,094,750.00 1,79945906M4E8 4.632 49International Finance Corp40332 8,550,000.00 8,551,188.48 11/19/20240.42501/06/2021 8,498,529.00 1,41345950VPG5 0.320 492International Finance Corp40347 10,000,000.00 9,992,444.22 02/05/20260.45002/05/2021 9,563,800.00 1,82645950VPL4 0.507 1,140International Finance Corp40616 5,000,000.00 5,000,000.00 11/15/20275.00011/18/2022 5,005,600.00 1,82345950VRK4 5.000 200,527,965.85 1,598197,901,083.80201,735,000.00200,514,763.05Subtotal and Average 556 2.089 Asset Backed Securities
622Hyundai Auto Lease Sec40670 14,000,000.00 13,999,821.99 06/15/20265.15005/24/2023 14,029,820.00 1,118448980AD4 5.207 1,140American Honda Finance Corp40674 10,000,000.00 9,998,865.50 11/15/20274.93005/30/2023 10,078,600.00 1,630437927AC0 4.988 1,232Toyota Motor Credit Corp40671 10,000,000.00 9,999,601.28 02/15/20284.71005/23/2023 10,051,700.00 1,729891941AD8 4.759 561Toyota Motor Credit Corp40676 3,831,842.07 3,741,150.55 04/15/20260.71006/01/2023 3,786,319.79 1,04989238JAC9 5.694 37,739,439.32 1,40937,946,439.7937,831,842.0737,991,654.50Subtotal and Average 915 5.079 Municipal Bonds
182State of California GO40243 5,000,000.00 5,037,449.66 04/01/20253.37504/13/2020 4,977,150.00 1,81413063DGB8 1.802 547State of California GO40449 10,110,000.00 10,294,630.89 04/01/20262.65001/07/2022 9,923,167.20 1,54513063DMA3 1.392 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
730State of California GO40581 5,570,000.00 5,431,967.63 10/01/20262.37509/09/2022 5,421,113.90 1,48313063DRD2 3.721 730State of California GO40620 5,000,000.00 5,115,954.09 10/01/20265.70011/17/2022 5,171,050.00 1,41413063D3A4 4.424 730State of California GO40626 7,075,000.00 7,261,433.72 10/01/20265.70012/08/2022 7,317,035.75 1,39313063D3A4 4.257 1,218State of California GO40649 12,000,000.00 11,114,800.00 02/01/20281.70002/01/2023 11,237,520.00 1,82613063DC48 4.175 881State of California GO40655 7,000,000.00 7,000,000.00 03/01/20274.84603/15/2023 7,152,600.00 1,44713063D3N6 4.845 730State of California GO40717 5,460,000.00 5,234,520.38 10/01/20262.37512/11/2023 5,314,054.20 1,02513063DRD2 4.598 365California Infra & Econ Dev40323 1,385,000.00 1,385,000.00 10/01/20250.76512/17/2020 1,337,743.80 1,74913034AL65 0.765 396California State Univ Rev40318 10,000,000.00 10,008,476.38 11/01/20250.88511/02/2020 9,647,200.00 1,82513077DML3 0.805 426CA Dept of Water Resource Pwr40623 3,155,000.00 3,023,897.08 12/01/20250.79011/28/2022 3,037,697.10 1,09913067WRC8 4.648 243Florida State Brd of Edu GO40311 10,000,000.00 10,000,000.00 06/01/20250.55010/22/2020 9,748,200.00 1,68334153QUD6 0.550 304State of Georgia GO40304 14,615,000.00 14,615,000.00 08/01/20250.52008/27/2020 14,195,257.20 1,800373385FQ1 0.520 273State of Georgia GO40736 1,500,000.00 1,492,791.82 07/01/20254.15002/16/2024 1,500,150.00 501373384TP1 4.816 365State of Hawaii GO40317 5,000,000.00 5,003,027.09 10/01/20250.85210/29/2020 4,841,500.00 1,798419792ZM1 0.790 1,034State of Hawaii GO40648 25,000,000.00 23,476,273.06 08/01/20271.53501/25/2023 23,460,750.00 1,649419792G34 3.902 1,034State of Hawaii GO40681 2,530,000.00 2,351,962.75 08/01/20271.53506/05/2023 2,374,227.90 1,518419792G34 4.272 304State of Hawaii GO40684 7,975,000.00 7,741,163.46 08/01/20251.03306/12/2023 7,775,146.50 781419792F92 4.775 1,095State of Hawaii GO40718 4,360,000.00 4,418,185.83 10/01/20275.00012/19/2023 4,507,891.20 1,382419792M29 4.509 1,461State of Hawaii GO40719 2,000,000.00 2,034,135.19 10/01/20285.00012/19/2023 2,087,340.00 1,748419792M37 4.519 243State of Louisiana GO40312 4,000,000.00 4,000,000.00 06/01/20250.84010/14/2020 3,914,520.00 1,691546417DQ6 0.840 335City of Los Angeles40589 9,475,000.00 9,548,105.97 09/01/20255.00009/28/2022 9,546,536.25 1,069544351QQ5 4.097 396State of Massachusetts GO40322 1,000,000.00 1,000,000.00 11/01/20250.69512/03/2020 965,770.00 1,79457582RK88 0.695 304Maryland State GO40297 5,000,000.00 5,001,018.93 08/01/20250.66008/05/2020 4,861,700.00 1,822574193TR9 0.635 1,034Maryland State GO40652 3,000,000.00 2,862,010.96 08/01/20272.80003/03/2023 2,909,160.00 1,612574193GK8 4.612 530Maryland State GO40656 16,360,000.00 16,360,000.00 03/15/20264.00003/29/2023 16,379,632.00 1,082574193WE4 3.999 895Maryland State GO40678 4,180,000.00 4,170,809.64 03/15/20274.05006/02/2023 4,208,215.00 1,382574193WF1 4.146 1,704Maryland State GO40767 15,000,000.00 15,000,000.00 06/01/20294.44006/18/2024 15,426,450.00 1,809574193WW4 4.440 530New York ST Urban Dev Corp Rev40606 4,565,000.00 4,482,828.67 03/15/20263.17010/11/2022 4,507,161.45 1,2516500354W5 4.518 1,079NYS Dormitory Authority40596 7,850,000.00 7,926,532.38 09/15/20275.05110/05/2022 8,064,148.00 1,806649902T45 4.677 1,261NYS Personal Income Tax Rev40669 2,000,000.00 1,923,941.97 03/15/20283.05905/18/2023 1,951,580.00 1,76364990FY57 4.288 1,232NYS Personal Income Tax Rev40682 7,075,000.00 6,663,632.39 02/15/20282.65706/09/2023 6,817,894.50 1,71264990FS96 4.592 1,261NYS Personal Income Tax Rev40759 8,045,000.00 7,264,262.61 03/15/20281.74805/02/2024 7,511,777.40 1,41364990FD76 4.862 137County of Riverside CA40256 4,000,000.00 4,000,000.00 02/15/20252.66705/06/2020 3,968,720.00 1,74676913CAZ2 2.667 61Santa Clara Vly Ca Wtr Dist40705 15,000,000.00 14,969,928.40 12/01/20244.25010/02/2023 14,983,500.00 42680168FQH2 5.500 608Santa Clara Vly Ca Wtr Dist40787 10,000,000.00 10,000,000.00 06/01/20263.88009/24/2024 9,975,800.00 61580168AGX9 3.877 365State of Texas GO40319 1,600,000.00 1,670,147.76 10/01/20255.00010/30/2020 1,601,232.00 1,797882724RA7 0.550 0State of Texas GO40711 7,400,000.00 7,400,000.00 10/01/20245.61611/15/2023 7,400,000.00 321882724V38 5.608 1,095State of Texas GO40712 5,000,000.00 5,000,000.00 10/01/20275.33211/15/2023 5,224,950.00 1,416882724V61 5.332 1,095State of Texas GO40742 7,810,000.00 7,302,850.18 10/01/20272.18203/20/2024 7,486,353.60 1,290882724RC3 4.549 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Municipal Bonds
226UC General Revenue Bonds40324 2,215,000.00 2,218,368.91 05/15/20250.88312/10/2020 2,168,485.00 1,61791412HGE7 0.630 226UC General Revenue Bonds40325 3,560,000.00 3,566,058.54 05/15/20250.88312/15/2020 3,485,240.00 1,61291412HGE7 0.605 226UC General Revenue Bonds40326 10,000,000.00 10,016,718.94 05/15/20250.88312/16/2020 9,790,000.00 1,61191412HGE7 0.610 226UC General Revenue Bonds40343 7,000,000.00 7,016,164.64 05/15/20250.88301/22/2021 6,853,000.00 1,57491412HGE7 0.507 273UC General Revenue Bonds40594 3,820,000.00 3,781,400.32 07/01/20253.06309/27/2022 3,788,446.80 1,00891412GU94 4.509 226UC General Revenue Bonds40595 3,000,000.00 2,936,833.42 05/15/20250.88309/27/2022 2,937,000.00 96191412HGE7 4.509 273UC General Revenue Bonds40619 4,685,000.00 4,632,405.42 07/01/20253.06311/17/2022 4,646,301.90 95791412GU94 4.669 956UC General Revenue Bonds40636 2,015,000.00 1,848,055.49 05/15/20271.27201/04/2023 1,880,700.25 1,59291412HJN4 4.812 273UC General Revenue Bonds40651 2,020,000.00 1,998,769.49 07/01/20253.06302/14/2023 2,003,314.80 86891412GU94 4.556 273UC General Revenue Bonds40668 13,815,000.00 13,698,014.29 07/01/20253.06305/18/2023 13,700,888.10 77591412GU94 4.254 956UC General Revenue Bonds40704 5,005,000.00 4,565,687.73 05/15/20271.31609/27/2023 4,685,130.45 1,32691412HGF4 5.019 956UC General Revenue Bonds40721 6,190,000.00 5,740,830.52 05/15/20271.31612/22/2023 5,794,397.10 1,24091412HGF4 4.321 273State of Utah GO40629 1,590,278.67 1,583,061.61 07/01/20253.53912/13/2022 1,580,084.98 931917542QV7 4.183 31Ventura Cnty Pub Fin Auth Leas40278 900,000.00 900,000.00 11/01/20241.22306/11/2020 897,543.00 1,604923078CU1 1.223 1,126Ventura Cnty Pub Fin Auth Leas40621 3,645,000.00 3,358,533.10 11/01/20271.74111/21/2022 3,424,295.25 1,806923078CX5 4.621 346,447,641.31 1,373346,366,722.58352,555,278.67338,677,932.65Subtotal and Average 642 3.474 Agency Floaters
128Federal Agricultural Mtg Corp40611 2,500,000.00 2,500,000.00 02/06/20255.83010/27/2022 2,504,000.00 83331315PF38 4.031 203Federal Agricultural Mtg Corp40612 3,000,000.00 3,000,000.00 04/22/20255.83010/27/2022 3,007,560.00 90831315P6T1 4.066 5,500,000.00 8745,511,560.005,500,000.005,500,000.00Subtotal and Average 169 4.050 Mortgage Backed Securities
236Federal Home Loan Mtg Corp40266 10,000,000.00 10,823,437.50 05/25/20252.77005/26/2020 9,864,500.00 1,8253137BJQ71 1.043 236Federal Home Loan Mtg Corp40295 3,058,666.38 3,073,626.32 05/25/20250.83007/24/2020 2,990,427.53 1,76630315EAA4 0.695 85Federal Home Loan Mtg Corp40328 4,014,663.80 4,405,290.59 12/25/20243.06212/28/2020 3,991,740.07 1,4583137BGK24 0.496 420Federal Home Loan Mtg Corp40342 3,645,051.33 3,662,926.66 11/25/20250.67001/22/2021 3,509,382.52 1,76830318CAA5 0.537 175Federal Home Loan Mtg Corp40356 2,407,254.99 2,585,391.86 03/25/20252.58802/22/2021 2,395,387.22 1,4923137FQ3W1 0.554 997Federal Home Loan Mtg Corp40609 3,196,320.20 2,863,541.72 06/25/20272.08010/28/2022 3,011,508.97 1,70130329MAA0 4.989 997Federal Home Loan Mtg Corp40610 4,109,554.55 3,681,696.50 06/25/20272.08010/28/2022 3,871,940.11 1,70130329MAA0 4.989 236Federal Home Loan Mtg Corp40635 7,101,000.00 6,821,398.13 05/25/20252.77012/22/2022 7,004,781.45 8853137BJQ71 4.445 1,126Federal Home Loan Mtg Corp40647 19,746,737.20 19,657,259.80 11/01/20273.69001/24/2023 19,586,591.16 1,7423132XGRH1 3.821 1,058Federal Home Loan Mtg Corp40665 4,805,000.00 4,664,979.30 08/25/20273.28105/08/2023 4,703,518.40 1,5703137FBAJ5 3.997 1,126Federal Home Loan Mtg Corp40666 9,873,368.60 9,782,348.48 11/01/20273.69005/09/2023 9,793,295.58 1,6373132XGRH1 3.946 1,187Federal Home Loan Mtg Corp40672 6,700,000.00 6,614,156.25 01/01/20284.25005/25/2023 6,648,410.00 1,6823132XFLR7 4.597 24Federal Home Loan Mtg Corp40683 119,787.97 115,169.58 10/25/20242.25006/23/2023 119,330.38 49030312XAE7 5.576 1,363Federal Home Loan Mtg Corp40697 7,967,097.51 7,795,390.62 06/25/20284.25008/17/2023 7,975,622.30 1,77430333AAA0 4.793 1,424Federal Home Loan Mtg Corp40699 9,988,980.03 9,716,820.28 08/25/20284.39009/22/2023 10,027,637.38 1,79930333MAA4 5.373 Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date
Mortgage Backed Securities
1,522Federal Home Loan Mtg Corp40738 2,243,000.00 2,216,276.76 12/01/20284.65002/27/2024 2,251,770.13 1,7393132XGY42 4.973 1,522Federal Home Loan Mtg Corp40746 13,652,000.00 13,605,071.25 12/01/20284.85004/01/2024 13,786,199.16 1,7053132XGZK5 4.909 1,546Federal Home Loan Mtg Corp40755 16,997,444.28 16,855,175.67 12/25/20285.02004/25/2024 17,495,469.40 1,70530336BAA5 5.149 1,697Federal Home Loan Mtg Corp40768 15,000,000.00 14,999,955.00 05/25/20294.80306/13/2024 15,451,350.00 1,8073137HDJJ0 4.775 1,636Federal Home Loan Mtg Corp40771 8,926,194.27 8,970,396.78 03/25/20294.99006/27/2024 9,165,059.23 1,73230337MAA0 4.808 1,697Federal Home Loan Mtg Corp40780 7,000,000.00 7,042,987.00 05/25/20294.72007/25/2024 7,192,150.00 1,7653137HDV56 4.546 1,758Federal Home Loan Mtg Corp40785 5,000,000.00 5,099,900.00 07/25/20294.50809/12/2024 5,099,900.00 1,7773137HFNZ4 3.517 1,728Federal Home Loan Mtg Corp40786 3,500,000.00 3,516,621.50 06/25/20294.08009/19/2024 3,500,980.00 1,74035802FAA0 3.909 123Federal National Mtg Assn40202 7,747,000.00 7,899,519.06 02/01/20252.39002/03/2020 7,662,170.35 1,8253138L84Z4 1.991 92Federal National Mtg Assn40203 7,450,000.00 7,531,484.38 01/01/20252.24001/22/2020 7,378,033.00 1,8063140HWYW6 2.021 92Federal National Mtg Assn40209 1,000,000.00 1,023,750.00 01/01/20252.71001/17/2020 991,080.00 1,8113138LL3J2 2.223 31Federal National Mtg Assn40225 3,500,000.00 3,577,656.25 11/01/20242.96002/05/2020 3,482,255.00 1,7313138L8CE2 2.482 175Federal National Mtg Assn40272 2,350,787.39 2,544,492.27 03/25/20252.96705/27/2020 2,329,418.73 1,7633136AL7K1 1.008 55Federal National Mtg Assn40327 339,152.01 364,479.88 11/25/20242.62412/22/2020 337,948.02 1,4343136AY6S7 0.543 571Federal National Mtg Assn40579 4,934,596.97 4,707,142.89 04/25/20262.46909/12/2022 4,805,557.26 1,3213136AR5S3 3.844 92Federal National Mtg Assn40618 11,837,267.29 11,404,467.20 01/01/20252.92011/18/2022 11,739,373.09 7753138L8UV4 4.716 516Federal National Mtg Assn40667 3,834,750.24 3,771,386.98 03/01/20263.44005/09/2023 3,781,600.60 1,0273140HSZG9 4.440 1,369Federal National Mtg Assn40685 25,341,936.00 25,098,415.83 07/01/20284.65007/03/2023 25,542,897.55 1,8253140LKUP6 4.914 1,339Federal National Mtg Assn40694 7,896,000.00 7,841,098.13 06/01/20284.79007/25/2023 7,995,094.80 1,7733140LKYV9 5.001 1,339Federal National Mtg Assn40698 12,175,000.00 11,997,130.86 06/01/20284.92008/18/2023 12,364,077.75 1,7493140LKLH4 5.374 256,330,841.28 1,662257,846,457.14257,458,611.01255,011,673.07Subtotal and Average 1,055 4.051 1,3072,553,515,034.35 2,561,022,200.97 646 3.5022,537,061,093.31 2,539,840,720.16Total and Average Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0
Days to
Maturity

Par Value Book Value
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of San Jose
YTM
TermCUSIP Investment #
Purchase
Date

0.00 1,3072,553,515,034.35 2,561,022,200.97 646 3.502
0 0
159,256.28
159,256.28
159,256.28
159,256.28
Subtotal
Accrued Interest at PurchaseAverage Balance
2,537,220,349.59 2,539,999,976.44Total Cash and Investments Portfolio CITY
AP
Run Date: 10/01/2024 - 10:00 PM (PRF_PM2) 7.3.0

THIS PAGE IS INTENTIONALLY LEFT BLANK

SECTION E

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

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

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

THIS PAGE IS INTENTIONALLY LEFT BLANK
City of San Jose
Transaction Activity Report
July 1, 2024 - September 30, 2024
City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
Sorted by Fund - Transaction Type
All Funds
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40777 003 25,010,115.00 -25,010,115.0008/22/202707/01/2024PurchaseAMZN 3.15% MAT023135BC9 40566 003 221,620,324.53 -221,620,324.5307/01/2024PurchaseCAMP 1.27%CAMP 32936 003 23,128,887.95 -23,128,887.9507/01/2024PurchaseSTPOOL 0.24%CITY 37042 003 5,529,425.69 -5,529,425.6907/01/2024PurchaseSTPOOL 0.22%CSJFA 40778 003 9,459,902.78 -9,459,902.7807/08/202907/09/2024PurchaseWALMART INC, SR931142EN9 40779 003 5,990,700.00 -5,990,700.0007/17/202907/17/2024PurchasePEPSICO INC, SR NT713448FX1 40780 003 7,065,013.67 -7,065,013.6705/25/202907/25/2024PurchaseFREMF 2024-K524,3137HDV56 40781 003 30,667,153.53 -30,667,153.5308/31/202507/25/2024PurchaseUSTR 5.% MAT91282CHV6 40782 003 24,994,692.59 -24,994,692.5909/15/202507/30/2024PurchaseUSTR 3.5% MAT91282CFK2 40783 003 20,039,697.80 -20,039,697.8008/15/202508/09/2024PurchaseUNITED STATES91282CFE6 40784 003 4,997,250.00 -4,997,250.0001/15/202809/05/2024PurchaseMASTERCARD57636QBA1 40785 003 5,106,787.22 -5,106,787.2207/25/202909/12/2024PurchaseFHLMC 4.508% MAT3137HFNZ4 40786 003 3,523,761.50 -3,523,761.5006/25/202909/19/2024PurchaseFHLMC 4.08% MAT35802FAA0 40787 003 10,000,000.00 -10,000,000.0006/01/202609/24/2024PurchaseSCVWTR 3.88% MAT80168AGX9 40788 003 25,159,471.04 -25,159,471.0408/31/202609/25/2024PurchaseUNITED STATES91282CLH2 32936 003 268,084.10 -268,084.1007/15/2024PurchaseSTPOOL 0.24%CITY 37042 003 62,388.35 -62,388.3507/15/2024PurchaseSTPOOL 0.22%CSJFA 40566 003 547,464.41 -547,464.4107/01/2024PurchaseCAMP 1.27%CAMP 40566 003 15,707,000.00 -15,707,000.0007/02/2024PurchaseCAMP 1.27%CAMP 40566 003 6,008,000.00 -6,008,000.0007/03/2024PurchaseCAMP 1.27%CAMP 40566 003 11,774,000.00 -11,774,000.0007/08/2024PurchaseCAMP 1.27%CAMP 40566 003 3,383,000.00 -3,383,000.0007/10/2024PurchaseCAMP 1.27%CAMP 40566 003 1,605,000.00 -1,605,000.0007/12/2024PurchaseCAMP 1.27%CAMP 40566 003 2,921,000.00 -2,921,000.0007/15/2024PurchaseCAMP 1.27%CAMP 40566 003 4,013,000.00 -4,013,000.0007/16/2024PurchaseCAMP 1.27%CAMP 40566 003 4,744,000.00 -4,744,000.0007/18/2024PurchaseCAMP 1.27%CAMP 40566 003 38,122,000.00 -38,122,000.0007/19/2024PurchaseCAMP 1.27%CAMP 40566 003 2,929,000.00 -2,929,000.0007/22/2024PurchaseCAMP 1.27%CAMP 40566 003 7,219,000.00 -7,219,000.0007/23/2024PurchaseCAMP 1.27%CAMP 40566 003 34,383,000.00 -34,383,000.0007/24/2024PurchaseCAMP 1.27%CAMP 40566 003 3,854,000.00 -3,854,000.0007/29/2024PurchaseCAMP 1.27%CAMP 40566 003 10,152,000.00 -10,152,000.0007/31/2024PurchaseCAMP 1.27%CAMP 40566 003 33,644,000.00 -33,644,000.0008/01/2024PurchaseCAMP 1.27%CAMP 40566 003 489,636.25 -489,636.2508/01/2024PurchaseCAMP 1.27%CAMP 40566 003 4,123,000.00 -4,123,000.0008/05/2024PurchaseCAMP 1.27%CAMP 40566 003 5,370,000.00 -5,370,000.0008/06/2024PurchaseCAMP 1.27%CAMP 40566 003 3,875,000.00 -3,875,000.0008/07/2024PurchaseCAMP 1.27%CAMP Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40566 003 8,040,000.00 -8,040,000.0008/08/2024PurchaseCAMP 1.27%CAMP 40566 003 1,562,000.00 -1,562,000.0008/12/2024PurchaseCAMP 1.27%CAMP 40566 003 1,719,000.00 -1,719,000.0008/13/2024PurchaseCAMP 1.27%CAMP 40566 003 18,332,000.00 -18,332,000.0008/15/2024PurchaseCAMP 1.27%CAMP 40566 003 2,203,000.00 -2,203,000.0008/19/2024PurchaseCAMP 1.27%CAMP 40566 003 6,529,000.00 -6,529,000.0008/20/2024PurchaseCAMP 1.27%CAMP 40566 003 7,270,000.00 -7,270,000.0008/21/2024PurchaseCAMP 1.27%CAMP 40566 003 27,625,000.00 -27,625,000.0008/22/2024PurchaseCAMP 1.27%CAMP 40566 003 35,958,000.00 -35,958,000.0008/26/2024PurchaseCAMP 1.27%CAMP 40566 003 4,360,000.00 -4,360,000.0008/27/2024PurchaseCAMP 1.27%CAMP 40566 003 9,091,000.00 -9,091,000.0008/28/2024PurchaseCAMP 1.27%CAMP 40566 003 39,738,000.00 -39,738,000.0008/29/2024PurchaseCAMP 1.27%CAMP 40566 003 478,257.94 -478,257.9409/03/2024PurchaseCAMP 1.27%CAMP 40566 003 21,253,000.00 -21,253,000.0009/03/2024PurchaseCAMP 1.27%CAMP 40566 003 11,219,000.00 -11,219,000.0009/04/2024PurchaseCAMP 1.27%CAMP 40566 003 717,000.00 -717,000.0009/05/2024PurchaseCAMP 1.27%CAMP 40566 003 6,910,000.00 -6,910,000.0009/09/2024PurchaseCAMP 1.27%CAMP 40566 003 7,402,000.00 -7,402,000.0009/10/2024PurchaseCAMP 1.27%CAMP 40566 003 64,008,000.00 -64,008,000.0009/16/2024PurchaseCAMP 1.27%CAMP 40566 003 10,772,000.00 -10,772,000.0009/17/2024PurchaseCAMP 1.27%CAMP 40566 003 25,470,000.00 -25,470,000.0009/19/2024PurchaseCAMP 1.27%CAMP 40566 003 21,022,000.00 -21,022,000.0009/24/2024PurchaseCAMP 1.27%CAMP 40566 003 7,507,000.00 -7,507,000.0009/26/2024PurchaseCAMP 1.27%CAMP 40566 003 13,664,000.00 -13,664,000.0009/30/2024PurchaseCAMP 1.27%CAMP 40629 003 2,139,765.41 2,139,765.41Call07/01/202507/01/2024RedemptionUTS 3.539% MAT917542QV7 40676 003 527,559.55 527,559.55Sale04/15/202607/15/2024RedemptionTAOT 2021-D A3 89238JAC9 40676 003 573,476.38 573,476.38Sale04/15/202608/15/2024RedemptionTAOT 2021-D A3 89238JAC9 40676 003 534,665.07 534,665.07Sale04/15/202609/16/2024RedemptionTAOT 2021-D A3 89238JAC9 40710 003 2,414,575.00 2,414,575.00Call07/01/202608/30/2024RedemptionSTNPWR 3.938%84247PJB8 40566 003 95,000,000.00 95,000,000.0007/01/2024RedemptionCAMP 1.27%CAMP 40566 003 14,918,000.00 14,918,000.0007/01/2024RedemptionCAMP 1.27%CAMP 40566 003 46,915,000.00 46,915,000.0007/05/2024RedemptionCAMP 1.27%CAMP 40566 003 5,511,000.00 5,511,000.0007/09/2024RedemptionCAMP 1.27%CAMP 40566 003 6,703,000.00 6,703,000.0007/11/2024RedemptionCAMP 1.27%CAMP 40566 003 21,592,000.00 21,592,000.0007/17/2024RedemptionCAMP 1.27%CAMP 40566 003 25,057,000.00 25,057,000.0007/25/2024RedemptionCAMP 1.27%CAMP 40566 003 34,357,000.00 34,357,000.0007/26/2024RedemptionCAMP 1.27%CAMP 40566 003 21,833,000.00 21,833,000.0007/30/2024RedemptionCAMP 1.27%CAMP 40566 003 4,282,000.00 4,282,000.0008/02/2024RedemptionCAMP 1.27%CAMP 40566 003 32,968,000.00 32,968,000.0008/09/2024RedemptionCAMP 1.27%CAMP 40566 003 26,113,000.00 26,113,000.0008/14/2024RedemptionCAMP 1.27%CAMP 40566 003 48,090,000.00 48,090,000.0008/16/2024RedemptionCAMP 1.27%CAMP 40566 003 44,722,000.00 44,722,000.0008/23/2024RedemptionCAMP 1.27%CAMP Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40566 003 39,967,000.00 39,967,000.0008/30/2024RedemptionCAMP 1.27%CAMP 40566 003 17,039,000.00 17,039,000.0009/06/2024RedemptionCAMP 1.27%CAMP 40566 003 260,000.00 260,000.0009/11/2024RedemptionCAMP 1.27%CAMP 40566 003 30,000.00 30,000.0009/12/2024RedemptionCAMP 1.27%CAMP 40566 003 22,504,000.00 22,504,000.0009/13/2024RedemptionCAMP 1.27%CAMP 40566 003 22,292,000.00 22,292,000.0009/18/2024RedemptionCAMP 1.27%CAMP 40566 003 71,502,000.00 71,502,000.0009/20/2024RedemptionCAMP 1.27%CAMP 40566 003 325,000.00 325,000.0009/23/2024RedemptionCAMP 1.27%CAMP 40566 003 20,167,000.00 20,167,000.0009/25/2024RedemptionCAMP 1.27%CAMP 40566 003 6,329,000.00 6,329,000.0009/27/2024RedemptionCAMP 1.27%CAMP 40142 003 10,000,000.00 10,000,000.00Maturity07/02/202407/02/2024RedemptionFNMA 1.75% MAT3135G0V75 40157 003 3,000,000.00 3,000,000.00Maturity08/15/202408/15/2024RedemptionFEDERAL HOME3130AGWK7 40262 003 2,450,000.00 2,450,000.00Maturity07/01/202407/01/2024RedemptionNYSHGR 1.438%64990GZW5 40298 003 5,000,000.00 5,000,000.00Maturity08/01/202408/01/2024RedemptionMARYLAND ST,574193TQ1 40305 003 4,345,000.00 4,345,000.00Maturity08/01/202408/01/2024RedemptionGAS 0.42% MAT373385FP3 40315 003 3,670,000.00 3,670,000.00Maturity09/01/202409/03/2024RedemptionLOS ANGELES544351MQ9 40344 003 10,000,000.00 10,000,000.00Maturity08/28/202408/28/2024RedemptionIBRD 1.5% MAT459056HV2 40498 003 150,000.00 150,000.00Maturity09/03/202409/03/2024RedemptionFEDERAL FARM CR3133ENQC7 40520 003 3,060,000.00 3,060,000.00Maturity08/28/202408/28/2024RedemptionFEDERAL HOME3130AQZ48 40593 003 10,000,000.00 10,000,000.00Maturity09/01/202409/03/2024RedemptionLOS ANGELES544351QP7 40638 003 15,000,000.00 15,000,000.00Maturity07/26/202407/26/2024RedemptionFHLMC 5.02% MAT3134GYDA7 40726 003 50,000,000.00 50,000,000.00Maturity07/01/202407/01/2024RedemptionTMCC ZERO CPN89233GG18 40727 003 50,000,000.00 50,000,000.00Maturity06/30/202407/01/2024RedemptionUNITED STATES9128286Z8 40729 003 25,000,000.00 25,000,000.00Maturity07/01/202407/01/2024RedemptionJNJ DISC NOTE MAT47816FG13 40732 003 30,000,000.00 30,000,000.00Maturity09/15/202409/16/2024RedemptionUNITED STATES91282CCX7 40735 003 25,000,000.00 25,000,000.00Maturity09/15/202409/16/2024RedemptionUNITED STATES91282CCX7 40744 003 25,000,000.00 25,000,000.00Maturity09/19/202409/19/2024RedemptionUNITED STATES912797KL0 40747 003 20,000,000.00 20,000,000.00Maturity08/22/202408/22/2024RedemptionUNITED STATES912797KC0 40748 003 40,000,000.00 40,000,000.00Maturity09/06/202409/06/2024RedemptionFHLB ZERO CPN313384E88 40750 003 20,000,000.00 20,000,000.00Maturity08/29/202408/29/2024RedemptionFHLB ZERO CPN313384D89 40751 003 15,000,000.00 15,000,000.00Maturity08/28/202408/28/2024RedemptionFHLB ZERO CPN313384D71 40752 003 15,000,000.00 15,000,000.00Maturity08/29/202408/29/2024RedemptionUNITED STATES912797KD8 40769 003 60,000,000.00 60,000,000.00Maturity08/09/202408/09/2024RedemptionFHLB DISC NOTE313384B40 40772 003 70,000,000.00 70,000,000.00Maturity07/12/202407/12/2024RedemptionFHLMC ZERO CPN313396ZG1 40774 003 50,000,000.00 50,000,000.00Maturity07/19/202407/19/2024RedemptionFHLB ZERO CPN313384ZP7 40171 003 4,724,281.15 4,724,281.1507/01/202407/25/2024RedemptionFNMA 2.42% MAT3140HUNV4 40272 003 34,283.40 34,283.4003/25/202507/25/2024RedemptionFNA 2015-M5 A13136AL7K1 40295 003 5,135.53 5,135.5305/25/202507/25/2024RedemptionFRESB 2020-SB7630315EAA4 40327 003 30.45 30.4511/25/202407/25/2024RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 7,906.91 7,906.9112/25/202407/25/2024RedemptionFHMS K043 A2 3.0623137BGK24 40342 003 6,095.27 6,095.2711/25/202507/25/2024RedemptionFRESB 2021-SB8230318CAA5 40356 003 721,400.67 721,400.6703/25/202507/25/2024RedemptionFHMS KJ27 A2,3137FQ3W1 40579 003 8,994.85 8,994.8504/25/202607/25/2024RedemptionFNA 2016-M5 A23136AR5S3 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40605 003 1,577,483.00 1,577,483.0008/25/202407/25/2024RedemptionFHLMC 3.064% MAT3137FBTA4 40609 003 4,635.05 4,635.0506/25/202707/25/2024RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 5,959.35 5,959.3506/25/202707/25/2024RedemptionFHLMC 2.08% MAT30329MAA0 40618 003 23,453.83 23,453.8301/01/202507/25/2024RedemptionFN AM7795 2.92%3138L8UV4 40647 003 26,817.80 26,817.8011/01/202707/25/2024RedemptionFR WN2287 3.69%3132XGRH1 40666 003 13,408.90 13,408.9011/01/202707/25/2024RedemptionFR WN2287 3.69%3132XGRH1 40667 003 5,992.32 5,992.3203/01/202607/25/2024RedemptionFNMA 3.44% MAT3140HSZG9 40683 003 5,896.33 5,896.3310/25/202407/25/2024RedemptionFRESB 2019-SB69,30312XAE7 40697 003 4,483.26 4,483.2606/25/202807/25/2024RedemptionFRESB 2023-SB10830333AAA0 40699 003 1,142.50 1,142.5008/25/202807/25/2024RedemptionFRESB 2023-SB10930333MAA4 40755 003 572.80 572.8012/25/202807/25/2024RedemptionFRESB 2024-SB11330336BAA5 40771 003 1,209.81 1,209.8103/25/202907/25/2024RedemptionFHLMC 4.99% MAT30337MAA0 40272 003 3,946.12 3,946.1203/25/202508/25/2024RedemptionFNA 2015-M5 A13136AL7K1 40295 003 4,875.59 4,875.5905/25/202508/25/2024RedemptionFRESB 2020-SB7630315EAA4 40327 003 558,985.35 558,985.3511/25/202408/25/2024RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 60,507.32 60,507.3212/25/202408/25/2024RedemptionFHMS K043 A2 3.0623137BGK24 40342 003 5,775.88 5,775.8811/25/202508/25/2024RedemptionFRESB 2021-SB8230318CAA5 40356 003 282,826.27 282,826.2703/25/202508/25/2024RedemptionFHMS KJ27 A2,3137FQ3W1 40579 003 8,523.96 8,523.9604/25/202608/25/2024RedemptionFNA 2016-M5 A23136AR5S3 40605 003 4,550,316.00 4,550,316.0008/25/202408/25/2024RedemptionFHLMC 3.064% MAT3137FBTA4 40609 003 4,355.44 4,355.4406/25/202708/25/2024RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 5,599.85 5,599.8506/25/202708/25/2024RedemptionFHLMC 2.08% MAT30329MAA0 40618 003 22,329.69 22,329.6901/01/202508/25/2024RedemptionFN AM7795 2.92%3138L8UV4 40647 003 24,422.80 24,422.8011/01/202708/25/2024RedemptionFR WN2287 3.69%3132XGRH1 40666 003 12,211.40 12,211.4011/01/202708/25/2024RedemptionFR WN2287 3.69%3132XGRH1 40667 003 5,554.40 5,554.4003/01/202608/25/2024RedemptionFNMA 3.44% MAT3140HSZG9 40683 003 2,241,589.17 2,241,589.1710/25/202408/25/2024RedemptionFRESB 2019-SB69,30312XAE7 40697 003 3,930.56 3,930.5606/25/202808/25/2024RedemptionFRESB 2023-SB10830333AAA0 40699 003 1,478.84 1,478.8408/25/202808/25/2024RedemptionFRESB 2023-SB10930333MAA4 40755 003 472.87 472.8712/25/202808/25/2024RedemptionFRESB 2024-SB11330336BAA5 40771 003 71,685.05 71,685.0503/25/202908/25/2024RedemptionFHLMC 4.99% MAT30337MAA0 40272 003 3,959.28 3,959.2803/25/202509/25/2024RedemptionFNA 2015-M5 A13136AL7K1 40295 003 4,889.33 4,889.3305/25/202509/25/2024RedemptionFRESB 2020-SB7630315EAA4 40327 003 939,255.15 939,255.1511/25/202409/25/2024RedemptionFNA 2017-M15 AV23136AY6S7 40328 003 306,562.91 306,562.9112/25/202409/25/2024RedemptionFHMS K043 A2 3.0623137BGK24 40342 003 5,793.82 5,793.8211/25/202509/25/2024RedemptionFRESB 2021-SB8230318CAA5 40356 003 203,822.04 203,822.0403/25/202509/25/2024RedemptionFHMS KJ27 A2,3137FQ3W1 40579 003 8,553.90 8,553.9004/25/202609/25/2024RedemptionFNA 2016-M5 A23136AR5S3 40609 003 4,369.39 4,369.3906/25/202709/25/2024RedemptionFHLMC 2.08% MAT30329MAA0 40610 003 5,617.79 5,617.7906/25/202709/25/2024RedemptionFHLMC 2.08% MAT30329MAA0 40618 003 22,399.38 22,399.3801/01/202509/25/2024RedemptionFN AM7795 2.92%3138L8UV4 40647 003 24,518.40 24,518.4011/01/202709/25/2024RedemptionFR WN2287 3.69%3132XGRH1 40666 003 12,259.20 12,259.2011/01/202709/25/2024RedemptionFR WN2287 3.69%3132XGRH1 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40667 003 5,575.00 5,575.0003/01/202609/25/2024RedemptionFNMA 3.44% MAT3140HSZG9 40683 003 1,725,220.25 1,725,220.2510/25/202409/25/2024RedemptionFRESB 2019-SB69,30312XAE7 40697 003 3,948.52 3,948.5206/25/202809/25/2024RedemptionFRESB 2023-SB10830333AAA0 40699 003 1,608.82 1,608.8208/25/202809/25/2024RedemptionFRESB 2023-SB10930333MAA4 40755 003 475.44 475.4412/25/202809/25/2024RedemptionFRESB 2024-SB11330336BAA5 40771 003 910.87 910.8703/25/202909/25/2024RedemptionFHLMC 4.99% MAT30337MAA0 40142 003 87,500.00 87,500.0007/02/202407/02/2024InterestFNMA 1.75% MAT3135G0V75 40157 003 22,500.00 22,500.0008/15/202408/15/2024InterestFEDERAL HOME3130AGWK7 40256 003 53,340.00 53,340.0002/15/202508/15/2024InterestRIVERSIDE CNTY76913CAZ2 40262 003 17,615.50 17,615.5007/01/202407/01/2024InterestNYSHGR 1.438%64990GZW5 40265 003 35,000.00 35,000.0004/01/202507/01/2024InterestFEDERAL HOME LN3134GVSN9 40281 003 127,500.00 127,500.0006/23/202507/16/2024InterestFNMA 0.85% MAT3136G4WU3 40297 003 16,500.00 16,500.0008/01/202508/01/2024InterestMARYLAND ST,574193TR9 40298 003 12,750.00 12,750.0008/01/202408/01/2024InterestMARYLAND ST,574193TQ1 40299 003 6,250.00 6,250.0007/14/202507/15/2024InterestFEDERAL AGRIC31422BJ27 40304 003 37,999.00 37,999.0008/01/202508/01/2024InterestGEORGIA ST,373385FQ1 40305 003 9,124.50 9,124.5008/01/202408/01/2024InterestGAS 0.42% MAT373385FP3 40309 003 9,375.00 9,375.0009/23/202509/23/2024InterestFEDERAL HOME LN3137EAEX3 40315 003 60,922.00 60,922.0009/01/202409/03/2024InterestLOS ANGELES544351MQ9 40329 003 18,750.00 18,750.0008/25/202508/26/2024InterestFEDERAL NATL MTG3135G05X7 40331 003 41,250.00 41,250.0001/28/202607/29/2024InterestFNMA 0.55% MAT3135G06R9 40334 003 24,000.00 24,000.0001/15/202607/15/2024InterestFEDERAL AGRIC31422B6K1 40335 003 75,000.00 75,000.0003/11/202509/11/2024InterestIBRD 0.75% MAT459058JA2 40337 003 24,000.00 24,000.0001/15/202607/15/2024InterestFEDERAL AGRIC31422B6K1 40340 003 30,000.00 30,000.0001/28/202607/29/2024InterestFEDERAL HOME3130AKPW0 40341 003 18,800.00 18,800.0007/28/202507/29/2024InterestIBRD 0.375% MAT459058JE4 40344 003 75,000.00 75,000.0008/28/202408/28/2024InterestIBRD 1.5% MAT459056HV2 40347 003 22,500.00 22,500.0002/05/202608/05/2024InterestIFC 0.45% MAT45950VPL4 40350 003 25,000.00 25,000.0002/25/202608/26/2024InterestFEDERAL HOME3130AKXX9 40353 003 25,000.00 25,000.0002/25/202608/26/2024InterestFEDERAL HOME3130AKXX9 40354 003 15,000.00 15,000.0002/18/202608/19/2024InterestIBRD 0.6% MAT45905U5Y6 40355 003 15,000.00 15,000.0002/18/202608/19/2024InterestIBRD 0.6% MAT45905U5Y6 40357 003 32,500.00 32,500.0002/20/202608/20/2024InterestIADB 0.65% MAT45818WCZ7 40358 003 40,000.00 40,000.0003/09/202609/09/2024InterestFEDERAL FARM CR3133EMSU7 40359 003 37,500.00 37,500.0003/11/202509/11/2024InterestIBRD 0.75% MAT459058JA2 40461 003 12,425.00 12,425.0010/18/202407/18/2024InterestFEDERAL HOME3130AQG49 40463 003 207,817.50 207,817.5001/13/202507/15/2024InterestAPPLE INC, SR GLBL037833DF4 40467 003 21,875.00 21,875.0001/17/202509/17/2024InterestFEDERAL HOME3130AQCN1 40470 003 120,000.00 120,000.0003/05/202609/05/2024InterestFEDERAL HOME3130ALHH0 40472 003 118,750.00 118,750.0001/28/202507/29/2024InterestFEDERAL HOME3130AQQQ9 40473 003 122,500.00 122,500.0001/27/202507/29/2024InterestFHLB 0.7% MAT3130AQN58 40475 003 33,750.00 33,750.0010/28/202507/29/2024InterestFEDERAL HOME3130AQMQ3 40477 003 118,750.00 118,750.0001/28/202507/29/2024InterestFEDERAL HOME3130AQQQ9 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40478 003 78,125.00 78,125.0010/28/202407/29/2024InterestFEDERAL HOME3130AQMU4 40479 003 82,800.00 82,800.0001/27/202607/29/2024InterestFFCB 1.6% MAT3133ENMH0 40486 003 165,135.00 165,135.0002/16/202708/16/2024InterestFEDERAL FARM CR3133ENPB0 40495 003 11,875.00 11,875.0003/24/202509/24/2024InterestFEDERAL HOME3130ARAY7 40498 003 1,455.00 1,455.0009/03/202409/03/2024InterestFEDERAL FARM CR3133ENQC7 40499 003 20,650.00 20,650.0002/28/202508/28/2024InterestFEDERAL HOME3130AQT78 40503 003 6,462.50 6,462.5008/05/202508/05/2024InterestFEDERAL NATL MTG3136G4H55 40504 003 5,359.38 5,359.3808/28/202508/28/2024InterestFEDERAL NATL MTG3136G4R62 40506 003 4,275.00 4,275.0009/24/202509/24/2024InterestFHLMC 0.57% MAT3134GWUG9 40507 003 52,470.00 52,470.0009/30/202509/30/2024InterestFEDERAL HOME LN3134GWVN3 40508 003 2,887.50 2,887.5006/30/202509/30/2024InterestFEDERAL HOME3130ANWN6 40516 003 8,750.00 8,750.0001/28/202507/29/2024InterestFEDERAL HOME3130AQJM6 40518 003 126,830.00 126,830.0001/13/202507/15/2024InterestFEDERAL HOME3130AQGT4 40519 003 146,187.50 146,187.5001/27/202507/29/2024InterestFEDERAL HOME3130AQMR1 40520 003 30,600.00 30,600.0008/28/202408/28/2024InterestFEDERAL HOME3130AQZ48 40522 003 8,400.00 8,400.0003/03/202509/03/2024InterestFEDERAL FARM CR3133EMSC7 40557 003 153,022.50 153,022.5002/12/202508/12/2024InterestMICROSOFT CORP,594918BB9 40564 003 97,875.00 97,875.0002/12/202508/12/2024InterestMICROSOFT CORP,594918BB9 40569 003 228,500.00 228,500.0007/28/202707/29/2024InterestJPM 4.57% MAT48133DP95 40570 003 205,000.00 205,000.0007/28/202507/29/2024InterestJPM 4.1% MAT48133DQ45 40571 003 212,500.00 212,500.0007/28/202607/29/2024InterestJPM 4.25% MAT48133DQ52 40574 003 170,826.25 170,826.2503/01/202609/03/2024InterestJOHNSON &478160BY9 40575 003 51,621.50 51,621.5003/01/202609/03/2024InterestJOHNSON &478160BY9 40578 003 412,500.00 412,500.0002/28/202509/03/2024InterestUNITED STATES9128283Z1 40580 003 127,131.00 127,131.0008/15/202708/15/2024InterestCL 3.1% MAT194162AN3 40586 003 137,500.00 137,500.0008/31/202509/03/2024InterestUNITED STATES9128284Z0 40589 003 236,875.00 236,875.0009/01/202509/03/2024InterestLOS ANGELES544351QQ5 40593 003 250,000.00 250,000.0009/01/202409/03/2024InterestLOS ANGELES544351QP7 40594 003 58,503.29 58,503.2907/01/202507/01/2024InterestUNIVERSITY CALIF91412GU94 40596 003 198,251.75 198,251.7509/15/202709/16/2024InterestNEW YORK ST649902T45 40598 003 80,437.50 80,437.5009/19/202609/19/2024Interest3M CO, FR88579YAV3 40599 003 122,250.00 122,250.0008/11/202608/12/2024InterestADM 2.5% MAT039483BL5 40601 003 115,187.50 115,187.5008/11/202608/12/2024InterestADM 2.5% MAT039483BL5 40603 003 58,500.00 58,500.0009/09/202509/09/2024InterestWALMART INC, SR931142EW9 40606 003 72,355.25 72,355.2503/15/202609/16/2024InterestNEW YORK ST6500354W5 40608 003 52,500.00 52,500.0009/17/202609/17/2024InterestWALMART INC, NT931142ER0 40611 003 37,247.22 37,247.2202/06/202508/06/2024InterestFARMER MAC FLT31315PF38 40612 003 44,210.83 44,210.8304/22/202507/22/2024InterestFARMER MAC FLT31315P6T1 40617 003 150,000.00 150,000.0002/24/202508/26/2024InterestBK 3.% MAT06406HDA4 40619 003 71,750.78 71,750.7807/01/202507/01/2024InterestUNIVERSITY CALIF91412GU94 40624 003 139,194.00 139,194.0002/06/202708/06/2024InterestMICROSOFT CORP,594918BY9 40628 003 133,722.00 133,722.0008/12/202708/12/2024InterestCATERPILLAR FINL14913R3A3 40629 003 66,596.50 66,596.5007/01/202507/01/2024InterestUTS 3.539% MAT917542QV7 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40630 003 54,892.25 54,892.2508/17/202608/19/2024InterestBK 2.45% MAT06406FAE3 40634 003 103,750.00 103,750.0009/15/202709/16/2024InterestDEERE JOHN24422EWK1 40637 003 240,000.00 240,000.0001/09/202607/09/2024InterestDEERE JOHN24422EWP0 40638 003 376,500.00 376,500.0007/26/202407/26/2024InterestFHLMC 5.02% MAT3134GYDA7 40640 003 100,000.00 100,000.0002/04/202708/05/2024InterestPACCAR FINANCIAL69371RR65 40643 003 202,500.00 202,500.0008/28/202508/28/2024InterestFEDERAL HOME LN3134GXR63 40648 003 191,875.00 191,875.0008/01/202708/01/2024InterestHAWAII ST,419792G34 40649 003 102,000.00 102,000.0002/01/202808/01/2024InterestCALIFORNIA ST,13063DC48 40651 003 30,936.30 30,936.3007/01/202507/01/2024InterestUNIVERSITY CALIF91412GU94 40652 003 42,000.00 42,000.0008/01/202708/01/2024InterestMARYLAND ST, GO574193GK8 40655 003 169,610.00 169,610.0003/01/202709/03/2024InterestCALIFORNIA ST,13063D3N6 40656 003 327,200.00 327,200.0003/15/202609/16/2024InterestMARYLAND ST,574193WE4 40660 003 99,093.75 99,093.7509/17/202609/17/2024InterestWALMART INC, NT931142ER0 40662 003 21,250.00 21,250.0002/10/202708/12/2024InterestIBRD 0.85 02/10/2027459058JT1 40664 003 42,500.00 42,500.0002/10/202708/12/2024InterestIBRD 0.85 02/10/2027459058JT1 40668 003 211,576.73 211,576.7307/01/202507/01/2024InterestUNIVERSITY CALIF91412GU94 40669 003 30,590.00 30,590.0003/15/202809/16/2024InterestNEW YORK ST64990FY57 40670 003 60,083.34 60,083.3406/15/202607/15/2024InterestHALST 2023-B A3448980AD4 40670 003 60,083.34 60,083.3406/15/202608/15/2024InterestHALST 2023-B A3448980AD4 40670 003 60,083.34 60,083.3406/15/202609/16/2024InterestHALST 2023-B A3448980AD4 40671 003 39,250.00 39,250.0002/15/202807/15/2024InterestTAOT 2023-B A3 891941AD8 40671 003 39,250.00 39,250.0002/15/202808/15/2024InterestTAOT 2023-B A3 891941AD8 40671 003 39,250.00 39,250.0002/15/202809/16/2024InterestTAOT 2023-B A3 891941AD8 40674 003 41,083.33 41,083.3311/15/202707/15/2024InterestHAROT 2023-2 A3437927AC0 40674 003 41,083.33 41,083.3311/15/202708/15/2024InterestHAROT 2023-2 A3437927AC0 40674 003 41,083.33 41,083.3311/15/202709/16/2024InterestHAROT 2023-2 A3437927AC0 40676 003 3,279.68 3,279.6804/15/202607/15/2024InterestTAOT 2021-D A3 89238JAC9 40676 003 2,953.12 2,953.1204/15/202608/15/2024InterestTAOT 2021-D A3 89238JAC9 40676 003 2,598.14 2,598.1404/15/202609/16/2024InterestTAOT 2021-D A3 89238JAC9 40678 003 84,645.00 84,645.0003/15/202709/16/2024InterestMARYLAND ST,574193WF1 40679 003 91,800.00 91,800.0009/24/202509/24/2024InterestFEDERAL HOME3130ARCZ2 40681 003 19,417.75 19,417.7508/01/202708/01/2024InterestHAWAII ST,419792G34 40682 003 93,991.38 93,991.3802/15/202808/15/2024InterestNEW YORK ST64990FS96 40684 003 41,190.88 41,190.8808/01/202508/01/2024InterestHAWAII ST,419792F92 40693 003 206,062.50 206,062.5002/24/202808/27/2024InterestIADB 4.375% MAT45818WEK8 40710 003 49,225.00 49,225.0007/01/202607/01/2024InterestSTNPWR 3.938%84247PJB8 40710 003 16,134.75 16,134.7507/01/202608/30/2024InterestSTNPWR 3.938%84247PJB8 40713 003 149,850.00 149,850.0008/15/202608/15/2024InterestGOOG 1.998% MAT02079KAC1 40720 003 35,000.00 35,000.0003/10/202809/10/2024InterestFEDERAL FARM CR3133EMSW3 40727 003 437,500.00 437,500.0006/30/202407/01/2024InterestUNITED STATES9128286Z8 40730 003 49,763.00 49,763.0008/05/202808/05/2024InterestAPPLE INC, SR GLBL037833EH9 40731 003 743,750.00 743,750.0001/15/202907/16/2024InterestHONEYWELL INTL438516CL8 40732 003 56,250.00 56,250.0009/15/202409/16/2024InterestUNITED STATES91282CCX7 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40735 003 46,875.00 46,875.0009/15/202409/16/2024InterestUNITED STATES91282CCX7 40736 003 31,125.00 31,125.0007/01/202507/01/2024InterestGAS 4.15% MAT373384TP1 40753 003 235,000.00 235,000.0001/16/202907/16/2024InterestJOHN DEERE24422EXH7 40759 003 70,313.30 70,313.3003/15/202809/16/2024InterestNEW YORK ST64990FD76 40762 003 329,000.00 329,000.0003/14/202909/17/2024InterestBLKRK 4.7% MAT09290DAA9 40777 003 409,500.00 409,500.0008/22/202708/22/2024InterestAMZN 3.15% MAT023135BC9 40781 003 750,000.00 750,000.0008/31/202509/03/2024InterestUSTR 5.% MAT91282CHV6 40782 003 437,500.00 437,500.0009/15/202509/16/2024InterestUSTR 3.5% MAT91282CFK2 40783 003 312,500.00 312,500.0008/15/202508/15/2024InterestUNITED STATES91282CFE6 40171 003 9,527.30 9,527.3007/01/202407/25/2024InterestFNMA 2.42% MAT3140HUNV4 40202 003 15,429.44 15,429.4402/01/202507/25/2024InterestFN AM8039 2.39%3138L84Z4 40203 003 13,906.67 13,906.6701/01/202507/25/2024InterestFN BL5224 2.2403140HWYW6 40209 003 2,258.33 2,258.3301/01/202507/25/2024InterestFN AN8000 2.71%3138LL3J2 40225 003 8,633.33 8,633.3311/01/202407/25/2024InterestFN AM7268 2.960%3138L8CE2 40266 003 23,083.33 23,083.3305/25/202507/25/2024InterestFHMS KPLB A3137BJQ71 40272 003 5,711.68 5,711.6803/25/202507/25/2024InterestFNA 2015-M5 A13136AL7K1 40295 003 2,125.88 2,125.8805/25/202507/25/2024InterestFRESB 2020-SB7630315EAA4 40327 003 3,818.18 3,818.1811/25/202407/25/2024InterestFNA 2017-M15 AV23136AY6S7 40328 003 11,200.90 11,200.9012/25/202407/25/2024InterestFHMS K043 A2 3.0623137BGK24 40342 003 2,045.02 2,045.0211/25/202507/25/2024InterestFRESB 2021-SB8230318CAA5 40356 003 7,797.01 7,797.0103/25/202507/25/2024InterestFHMS KJ27 A2,3137FQ3W1 40579 003 10,206.58 10,206.5804/25/202607/25/2024InterestFNA 2016-M5 A23136AR5S3 40605 003 15,646.31 15,646.3108/25/202407/25/2024InterestFHLMC 3.064% MAT3137FBTA4 40609 003 5,563.45 5,563.4506/25/202707/25/2024InterestFHLMC 2.08% MAT30329MAA0 40610 003 7,153.00 7,153.0006/25/202707/25/2024InterestFHLMC 2.08% MAT30329MAA0 40618 003 28,969.93 28,969.9301/01/202507/25/2024InterestFN AM7795 2.92%3138L8UV4 40635 003 16,391.47 16,391.4705/25/202507/25/2024InterestFHMS KPLB A3137BJQ71 40647 003 60,954.18 60,954.1811/01/202707/25/2024InterestFR WN2287 3.69%3132XGRH1 40665 003 13,137.67 13,137.6708/25/202707/25/2024InterestFHLMC 3.281% MAT3137FBAJ5 40666 003 30,477.09 30,477.0911/01/202707/25/2024InterestFR WN2287 3.69%3132XGRH1 40667 003 11,042.03 11,042.0303/01/202607/25/2024InterestFNMA 3.44% MAT3140HSZG9 40672 003 23,729.17 23,729.1701/01/202807/25/2024InterestFHLMC 4.25% MAT3132XFLR7 40683 003 7,673.43 7,673.4310/25/202407/25/2024InterestFRESB 2019-SB69,30312XAE7 40685 003 98,200.00 98,200.0007/01/202807/25/2024InterestFN BS8689 4.65%3140LKUP6 40694 003 31,518.20 31,518.2006/01/202807/25/2024InterestFN BS8823 4.79%3140LKYV9 40697 003 28,260.58 28,260.5806/25/202807/25/2024InterestFRESB 2023-SB10830333AAA0 40698 003 49,917.50 49,917.5006/01/202807/25/2024InterestFN BS8427 4.92%3140LKLH4 40699 003 36,558.49 36,558.4908/25/202807/25/2024InterestFRESB 2023-SB10930333MAA4 40738 003 8,691.63 8,691.6312/01/202807/25/2024InterestFR WN2530 Mtge3132XGY42 40746 003 55,176.83 55,176.8312/01/202807/25/2024InterestFR WN2545 MTGE3132XGZK5 40755 003 71,112.34 71,112.3412/25/202807/25/2024InterestFRESB 2024-SB11330336BAA5 40768 003 60,037.50 60,037.5005/25/202907/25/2024InterestFHMS K522 A2 Mtge3137HDJJ0 40768 003 -24,015.00 -24,015.0005/25/202907/25/2024InterestFHMS K522 A2 Mtge3137HDJJ0 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40771 003 -32,435.00 -32,435.0003/25/202907/25/2024InterestFHLMC 4.99% MAT30337MAA0 40771 003 37,425.00 37,425.0003/25/202907/25/2024InterestFHLMC 4.99% MAT30337MAA0 40202 003 15,943.76 15,943.7602/01/202508/25/2024InterestFN AM8039 2.39%3138L84Z4 40203 003 14,370.22 14,370.2201/01/202508/25/2024InterestFN BL5224 2.2403140HWYW6 40209 003 2,333.61 2,333.6101/01/202508/25/2024InterestFN AN8000 2.71%3138LL3J2 40225 003 8,921.11 8,921.1111/01/202408/25/2024InterestFN AM7268 2.960%3138L8CE2 40266 003 23,083.33 23,083.3305/25/202508/25/2024InterestFHMS KPLB A3137BJQ71 40272 003 5,813.61 5,813.6103/25/202508/25/2024InterestFNA 2015-M5 A13136AL7K1 40295 003 2,122.33 2,122.3305/25/202508/25/2024InterestFRESB 2020-SB7630315EAA4 40327 003 3,945.39 3,945.3911/25/202408/25/2024InterestFNA 2017-M15 AV23136AY6S7 40328 003 11,180.73 11,180.7312/25/202408/25/2024InterestFHMS K043 A2 3.0623137BGK24 40342 003 2,041.62 2,041.6211/25/202508/25/2024InterestFRESB 2021-SB8230318CAA5 40356 003 6,241.18 6,241.1803/25/202508/25/2024InterestFHMS KJ27 A2,3137FQ3W1 40579 003 10,188.07 10,188.0704/25/202608/25/2024InterestFNA 2016-M5 A23136AR5S3 40605 003 11,618.47 11,618.4708/25/202408/25/2024InterestFHLMC 3.064% MAT3137FBTA4 40609 003 5,555.41 5,555.4106/25/202708/25/2024InterestFHLMC 2.08% MAT30329MAA0 40610 003 7,142.67 7,142.6706/25/202708/25/2024InterestFHLMC 2.08% MAT30329MAA0 40618 003 29,876.62 29,876.6201/01/202508/25/2024InterestFN AM7795 2.92%3138L8UV4 40635 003 16,391.47 16,391.4705/25/202508/25/2024InterestFHMS KPLB A3137BJQ71 40647 003 62,900.76 62,900.7611/01/202708/25/2024InterestFR WN2287 3.69%3132XGRH1 40665 003 13,137.67 13,137.6708/25/202708/25/2024InterestFHLMC 3.281% MAT3137FBAJ5 40666 003 31,450.38 31,450.3811/01/202708/25/2024InterestFR WN2287 3.69%3132XGRH1 40667 003 11,392.35 11,392.3503/01/202608/25/2024InterestFNMA 3.44% MAT3140HSZG9 40672 003 24,520.14 24,520.1401/01/202808/25/2024InterestFHLMC 4.25% MAT3132XFLR7 40683 003 7,662.37 7,662.3710/25/202408/25/2024InterestFRESB 2019-SB69,30312XAE7 40685 003 101,473.34 101,473.3407/01/202808/25/2024InterestFN BS8689 4.65%3140LKUP6 40694 003 32,568.81 32,568.8106/01/202808/25/2024InterestFN BS8823 4.79%3140LKYV9 40697 003 28,244.71 28,244.7106/25/202808/25/2024InterestFRESB 2023-SB10830333AAA0 40698 003 51,581.42 51,581.4206/01/202808/25/2024InterestFN BS8427 4.92%3140LKLH4 40699 003 36,554.31 36,554.3108/25/202808/25/2024InterestFRESB 2023-SB10930333MAA4 40738 003 8,981.35 8,981.3512/01/202808/25/2024InterestFR WN2530 Mtge3132XGY42 40746 003 57,016.06 57,016.0612/01/202808/25/2024InterestFR WN2545 MTGE3132XGZK5 40755 003 71,109.95 71,109.9512/25/202808/25/2024InterestFRESB 2024-SB11330336BAA5 40768 003 60,037.50 60,037.5005/25/202908/25/2024InterestFHMS K522 A2 Mtge3137HDJJ0 40771 003 37,419.97 37,419.9703/25/202908/25/2024InterestFHLMC 4.99% MAT30337MAA0 40780 003 27,533.33 27,533.3305/25/202908/25/2024InterestFREMF 2024-K524,3137HDV56 40780 003 -22,026.67 -22,026.6705/25/202908/25/2024InterestFREMF 2024-K524,3137HDV56 40202 003 15,943.76 15,943.7602/01/202509/25/2024InterestFN AM8039 2.39%3138L84Z4 40203 003 14,370.22 14,370.2201/01/202509/25/2024InterestFN BL5224 2.2403140HWYW6 40209 003 2,333.61 2,333.6101/01/202509/25/2024InterestFN AN8000 2.71%3138LL3J2 40225 003 8,921.11 8,921.1111/01/202409/25/2024InterestFN AM7268 2.960%3138L8CE2 40266 003 23,083.33 23,083.3305/25/202509/25/2024InterestFHMS KPLB A3137BJQ71 40272 003 5,803.76 5,803.7603/25/202509/25/2024InterestFNA 2015-M5 A13136AL7K1 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40295 003 2,118.96 2,118.9605/25/202509/25/2024InterestFRESB 2020-SB7630315EAA4 40327 003 2,785.31 2,785.3111/25/202409/25/2024InterestFNA 2017-M15 AV23136AY6S7 40328 003 11,026.33 11,026.3312/25/202409/25/2024InterestFHMS K043 A2 3.0623137BGK24 40342 003 2,038.39 2,038.3911/25/202509/25/2024InterestFRESB 2021-SB8230318CAA5 40356 003 5,631.22 5,631.2203/25/202509/25/2024InterestFHMS KJ27 A2,3137FQ3W1 40579 003 10,170.53 10,170.5304/25/202609/25/2024InterestFNA 2016-M5 A23136AR5S3 40609 003 5,547.86 5,547.8606/25/202709/25/2024InterestFHLMC 2.08% MAT30329MAA0 40610 003 7,132.97 7,132.9706/25/202709/25/2024InterestFHLMC 2.08% MAT30329MAA0 40618 003 29,820.47 29,820.4701/01/202509/25/2024InterestFN AM7795 2.92%3138L8UV4 40635 003 16,391.47 16,391.4705/25/202509/25/2024InterestFHMS KPLB A3137BJQ71 40647 003 62,823.16 62,823.1611/01/202709/25/2024InterestFR WN2287 3.69%3132XGRH1 40665 003 13,137.67 13,137.6708/25/202709/25/2024InterestFHLMC 3.281% MAT3137FBAJ5 40666 003 31,411.58 31,411.5811/01/202709/25/2024InterestFR WN2287 3.69%3132XGRH1 40667 003 11,375.90 11,375.9003/01/202609/25/2024InterestFNMA 3.44% MAT3140HSZG9 40672 003 24,520.14 24,520.1401/01/202809/25/2024InterestFHLMC 4.25% MAT3132XFLR7 40683 003 3,459.39 3,459.3910/25/202409/25/2024InterestFRESB 2019-SB69,30312XAE7 40685 003 101,473.34 101,473.3407/01/202809/25/2024InterestFN BS8689 4.65%3140LKUP6 40694 003 32,568.81 32,568.8106/01/202809/25/2024InterestFN BS8823 4.79%3140LKYV9 40697 003 28,230.79 28,230.7906/25/202809/25/2024InterestFRESB 2023-SB10830333AAA0 40698 003 51,581.42 51,581.4206/01/202809/25/2024InterestFN BS8427 4.92%3140LKLH4 40699 003 36,548.90 36,548.9008/25/202809/25/2024InterestFRESB 2023-SB10930333MAA4 40738 003 8,981.35 8,981.3512/01/202809/25/2024InterestFR WN2530 Mtge3132XGY42 40746 003 57,016.06 57,016.0612/01/202809/25/2024InterestFR WN2545 MTGE3132XGZK5 40755 003 71,107.96 71,107.9612/25/202809/25/2024InterestFRESB 2024-SB11330336BAA5 40768 003 60,037.50 60,037.5005/25/202909/25/2024InterestFHMS K522 A2 Mtge3137HDJJ0 40771 003 37,121.88 37,121.8803/25/202909/25/2024InterestFHLMC 4.99% MAT30337MAA0 40780 003 27,533.33 27,533.3305/25/202909/25/2024InterestFREMF 2024-K524,3137HDV56 40566 003 547,464.41 547,464.4107/01/2024InterestCAMP 1.27%CAMP 32936 003 268,084.10 268,084.1007/15/2024InterestSTPOOL 0.24%CITY 37042 003 62,388.35 62,388.3507/15/2024InterestSTPOOL 0.22%CSJFA 40566 003 489,636.25 489,636.2508/01/2024InterestCAMP 1.27%CAMP 40566 003 478,257.94 478,257.9409/03/2024InterestCAMP 1.27%CAMP 40629 003 33,534.01 33,534.0107/01/202507/01/2024Cap G/LUTS 3.539% MAT917542QV7 40676 003 24,381.63 24,381.6304/15/202607/15/2024Cap G/LTAOT 2021-D A3 89238JAC9 40676 003 26,503.71 26,503.7104/15/202608/15/2024Cap G/LTAOT 2021-D A3 89238JAC9 40676 003 24,710.01 24,710.0104/15/202609/16/2024Cap G/LTAOT 2021-D A3 89238JAC9 40710 003 85,425.00 85,425.0007/01/202608/30/2024Cap G/LSTNPWR 3.938%84247PJB8 40727 003 45,673.08 -45,673.08 0.0006/30/202407/01/2024Accr IntUNITED STATES9128286Z8 40731 003 16,527.78 -16,527.78 0.0001/15/202907/16/2024Accr IntHONEYWELL INTL438516CL8 40736 003 7,781.25 -7,781.25 0.0007/01/202507/01/2024Accr IntGAS 4.15% MAT373384TP1 40753 003 122,500.00 -122,500.00 0.0001/16/202907/16/2024Accr IntJOHN DEERE24422EXH7 40759 003 18,359.58 -18,359.58 0.0003/15/202809/15/2024Accr IntNEW YORK ST64990FD76 40762 003 111,494.44 -111,494.44 0.0003/14/202909/17/2024Accr IntBLKRK 4.7% MAT09290DAA9 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7
Sorted by Fund - Transaction Type

City of San Jose
Total
CashInterest
Principal
Paydowns
New
PrincipalFundInvestment # RedemptionTypeMaturityDateTransactionDateTransactionTypeInv DescripCUSIP 40777 003 293,475.00 -293,475.00 0.0008/22/202708/22/2024Accr IntAMZN 3.15% MAT023135BC9 40781 003 599,184.78 -599,184.78 0.0008/31/202509/03/2024Accr IntUSTR 5.% MAT91282CHV6 40782 003 325,747.28 -325,747.28 0.0009/15/202509/16/2024Accr IntUSTR 3.5% MAT91282CFK2 40783 003 302,197.80 -302,197.80 0.0008/15/202508/15/2024Accr IntUNITED STATES91282CFE6 Totals for General Pool 970,336,014.35 1,216,706,845.9 16,080,807.13 262,451,638.77 Grand Total 970,336,014.35 1,216,706,845.9 16,080,807.13 262,451,638.77 Portfolio CITY
AP
Run Date: 10/15/2024 - 14:18 TA (PRF_TA) 7.1.1
Report Ver. 7.3.7

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BALANCE SALES OR BALANCE
6/30/2024 MATURITIES ADDITIONS 9/30/2024
Asset Backed Securities 39,295,775.85 1,635,700.99 37,660,074.86 JPA Pool 221,620,324.53 628,476,000.00 547,712,358.60 140,856,683.13 Commercial Paper/Discount 73,134,847.22 73,134,847.22 0.00 Corporate Medium Term Notes 378,876,767.68 544,447.22 45,457,967.78 423,790,288.24 Federal Agency Securities 1,170,312,771.90 283,628,456.79 886,684,315.11 Mortgage Backed Securities 259,062,561.65 18,380,820.54 15,695,562.39 256,377,303.50 Muni Bonds 364,497,163.56 30,580,397.54 10,000,000.00 343,916,766.02 Negotiable CD's 25,000,000.00 25,000,000.00
State Pool 28,658,313.64 330,472.45 28,988,786.09
Supranationals 210,874,174.97 10,427,200.00 200,446,974.97 UST Bills, Notes & Bonds 190,777,607.63 113,275,593.47 100,861,014.96 178,363,029.12 Total 2,962,110,308.63 1,160,083,463.77 720,057,376.18 2,522,084,221.04 NET PURCHASES/(SALES): (440,026,087.59)
PORTFOLIO TURNOVER RATIO: Purchase + Sales/Maturities (at cost) Average Daily Portfolio Balance
JULY THROUGH SEPTMEBER 2024 TURNOVER RATIO: 0.71
AVERAGE DAILY PORTFOLIO BALANCE: 2,642,807,065.02

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
7/1/24 THROUGH 9/30/24

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City of San Jose
200 E. Santa Clara St.

San Jose, CA 95113
City of San Jose
Purchases Report
Sorted by Dealer - Fund
July 1, 2024 - September 30, 2024
Original
Par Value
Ending
Book Value
Sec.

TypeFund
Maturity
YTM
Accrued Interest
at PurchasePayment Periods DateCUSIP Investment # Issuer Purchase
Date
Principal
Purchased
Rate at
Purchase
Purchased from: CastleOak Securities LP
26,000,000.00 3.150 08/22/2027 24,818,764.1424,716,640.00 Received07/01/2024 4.86208/22 - 02/22AMZN40777023135BC9 MTN003 6,000,000.00 4.500 07/17/2029 5,991,082.335,990,700.0007/17/2024 4.53501/17 - 07/17PEP40779713448FX1 MTN003 7,000,000.00 4.720 05/25/2029 7,042,987.007,042,987.00 Received07/25/2024 4.54608/25 - MonthlyFHLMC407803137HDV56 GN4003 5,000,000.00 4.508 07/25/2029 5,099,900.005,099,900.00 6,887.2209/12/2024 3.51710/25 - MonthlyFHLMC407853137HFNZ4 GN4003 Subtotal 42,952,733.4742,850,227.00 6,887.2244,000,000.00 Purchased from: Daiwa Capital Markets America
25,000,000.00 3.750 08/31/2026 25,093,920.3825,094,726.56 64,744.4809/25/2024 3.54402/28 - 08/31USTR4078891282CLH2 TRC003 Subtotal 25,093,920.3825,094,726.56 64,744.4825,000,000.00 Purchased from: Piper Sandler & Co.
3,500,000.00 4.080 06/25/2029 3,516,621.503,516,621.50 7,140.0009/19/2024 3.90910/25 - MonthlyFHLMC4078635802FAA0 GN4003 Subtotal 3,516,621.503,516,621.50 7,140.003,500,000.00
Purchased from: Raymond James & Associates
10,000,000.00 3.250 07/08/2029 9,483,659.269,459,000.00 902.7807/09/2024 4.47001/08 - 07/08WMT40778931142EN9 MTN003 Subtotal 9,483,659.269,459,000.00 902.7810,000,000.00
Purchased from: UBS Financial Services
25,000,000.00 3.500 09/15/2025 24,719,567.7524,668,945.31 Received07/30/2024 4.71609/15 - 03/15USTR4078291282CFK2 TRC003 Subtotal 24,719,567.7524,668,945.31 0.0025,000,000.00
Purchased from: Wells Fargo Bank

0.00 5.180 0.000.0007/01/2024 5.18007/01 - MonthlyFEDRAT36512VP6000104 LA1003 Subtotal 0.000.00 0.000.00
Purchased from: Wells Fargo Securities
30,000,000.00 5.000 08/31/2025 30,056,471.5530,067,968.75 Received07/25/2024 4.78208/31 - 02/28USTR4078191282CHV6 TRC003 20,000,000.00 3.125 08/15/2025 19,775,000.0019,737,500.00 Received08/09/2024 4.45908/15 - 02/15USTR4078391282CFE6 TRC003 5,000,000.00 4.100 01/15/2028 4,997,309.094,997,250.0009/05/2024 4.11901/15 - 07/15MA4078457636QBA1 MTN003 10,000,000.00 3.880 06/01/2026 10,000,000.0010,000,000.0009/24/2024 3.87712/01 - 06/01SCVWTR4078780168AGX9 MUN003 Subtotal 64,828,780.6464,802,718.75 0.0065,000,000.00
170,392,239.12Total Purchases 172,500,000.00 79,674.48 170,595,283.00 Received = Accrued Interest at Purchase was received by report ending date.

Portfolio CITY
AP
Run Date: 10/01/2024 - 14:30 PU (PRF_PU) 7.1.1
Report Ver. 7.3.7

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SECTION F
INDEPENDENT ACCOUNTANT’S REPORT
This is an Independent Accountant’s Report on Applying Agreed- Upon Procedures as of June 30, 2024.

CI

TY OF SAN JOSE
Independent Accountant’s Report on
Applying Agreed-Upon Procedures
As of June 30, 2024

www.mgocpa.com Macias Gini & O’Connell LLP
2121 N. California Boulevard, Suite 750
Walnut Creek, CA 94596

1 Independent Accountant’s Report on
Applying Agreed-Upon Procedures

Members of the Public Safety, Finance &
Strategic Support Committee and the
San José City Council
San José, California

We have performed the procedures enumerated below on the invest ment program within the City of San José (City) as of June 30, 2024. The City’s management is respo nsible for the City’s compliance with the Investment Policy.

The City’s Finance Department and the Office of the City Audito r (City Auditor) have agreed to and acknowledged that the procedures performed are appropriate to m eet the intended purpose of evaluating whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 5, 2024 and Fi nance Department procedures as of June 30, 2024. This report may not be suitable for any other purpose. The procedures performed may not address all the items of interest to a user of this report and may not meet the needs of all users of this report and, as such, users are responsible for determining whether the procedures performed are appropriate for their purposes.

The procedures and associated findings are as follows:

1. Management of the City provided us with a copy of the FY 2023-24 Fourth Quarter Investment Report (Investment Report) as of June 30, 2024, and we traced and agre ed individual investments, which includes investment description, maturity date, CUSIP number, b ook and fair value, to supporting documentation such as custodian/bank statements obtained from the City.

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

2. We traced total fair value of investments listed on the Investm ent Report as of June 30, 2024 to the City’s general ledger.

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

3. We compared the types of investments listed in the Investment R eport as of June 30, 2024 with the types of investments that are authorized by the City’s Investment Policy.

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

4. We read the Investment Report as of June 30, 2024 to confirm th at it contains the information/data required by the City’s Investment Policy and whether it meets the timing requirements of the City’s Investment Policy, as follows:

a. The Investment Report includes the type of investment, issuer, date of maturity, par and dollar amount invested on all securities, investments and monies held by the City.

2 b. The Investment Report includes market value (and source) as of the date of the report of all securities held by the City or under management of any outside party.

c. The Investment Report includes a statement addressing the portf olio’s compliance with the portfolio to the City’s Investment Policy.

d. The Investment Report includes a statement addressing the abili ty of the City to meet the pool’s expenditure requirements for the next six months.

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

5. We calculated the total investment amounts on a cost basis for the investment types listed in the Investment Report as of June 30, 2024, and compared those totals to the maximum portfolio limitations imposed by the City’s Investment Policy for specified investment types.

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

6. We calculated the total investment amounts on a cost basis for issuers listed in the Investment Report as of June 30, 2024, and determined whether total investments f or each issuer were less or equal than the maximum portfolio limitations imposed by the City’s Investment Policy.

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

7. We agreed individual investment maturity dates listed in the Investment Report as of June 30, 2024 to the custodian/bank statements and determined whether they confo rm to the maturity requirements of the City’s Investment Policy.

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

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

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

9. We recalculated and agreed suppor ting documentation relevant to the repurchase agreements and, if applicable, the reverse repurchase agreements held by the City on June 30, 2024, to ascertain whether the investments conformed to the City’s Investment Policy.

Finding: Not applicable. No repurchase or reverse repurchase ag reements were held by the City on June 30, 2024.

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

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

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

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

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

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

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

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

14. We selected an investment purch ase and maturity transaction bet ween January 1, 2024 and June 30, 2024 and determined through inquiry and document inspe ction whether the Investment Staff counts and/or confirms its investments as transactions occur.

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

15. We selected an investment purch ase and maturity transaction bet ween January 1, 2024 and June 30, 2024 and determined through inquiry and document inspe ction whether reconciliations between detailed subsidiary records and general ledger control accounts are prepared by an Accountant or Accounting Technician and reviewed by a Senior Accountant, Supervising Accountant, or Financial Analyst.

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

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

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

17. We selected an investment purch ase and maturity transaction bet ween January 1, 2024 and June 30, 2024 and determined t hrough inquiry and document inspe ction whether the Deputy Director of Finance - Accounting and the Deputy Director of Finance - Debt and Treasury Management assesses the classification and valuation of its investments at acquisit ion. If either Deputy Director of Finance position is vacant or unavailable to sign, the Assistant Direct or of Finance or Director of Finance may sign in place of either Deputy Director of Finance. Additionall y, we verified that the quarterly investment report was produced, agendized on Public Safety, Finance, & Strategic Support Committee and City Council meetings and posted on the City’s public website.

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

We were engaged by the City to perform this agreed-upon procedu res engagement and conducted our engagement in accordance with attestation standards established by the AICPA. We were not engaged to and did not conduct an examination or review engagement, the objective of which would be the expression of an opinion or conclusion, respectively, on whether the investments within the City’s pooled portfolio are in compliance with the City’s Investment Policy dated March 5, 2024 and Finance Department procedures as of June 30, 2024. Accordingly, we do not express such an opi nion or conclusion. Had we performed additional procedures, other matters might have come to our att ention that would have been reported to you.

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

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

Walnut Creek, California
September 30, 2024