Sector
Par Value
Original Cost
Market Value
U.S. Treasuries
130,020,000.00
127,460,542.45
121,956,329.70
Federal Agencies
4,430,000.00
4,419,175.60
4,150,777.75
Federal Agency CMBS
3,283,902.28
3,368,874.42
3,212,726.12
Municipals
10,025,000.00
10,144,542.80
9,448,396.90
Supra-National Agencies
2,910,000.00
2,966,391.60
2,763,007.62
Certificates of Deposit
1,600,000.00
1,600,000.00
1,599,072.00
Corporate Notes
40,745,000.00
40,873,706.50
38,854,746.17
Asset-Backed Securities
11,083,907.26
11,082,662.41
10,778,470.97
California Asset Management Trust
24,255,060.10
24,255,060.10
24,255,060.10
Local Agency Investment Fund
56,806,901.67
56,806,901.67
56,806,901.67
Total
285,159,771.31
282,977,857.55
273,825,489.00
Market Value Basis
Interest Earned
$1,025,660
Change in Market Value
$2,525,455
City of Napa
1.75%
-0.21%
1.45%
3.10%
Total Dollar Return
$3,551,115
1.81%
-0.38%
1.09%
2.86%
Accrual Basis
Interest Earned
$1,025,660
Realized Gains / (Losses)
($181,481)
Change in Amortized Cost
$108,571
Total Earnings
$952,750
Portfolio values as of March 31, 2023 excluding accrued interest.
Portfolio earnings and performance excludes funds in the California Asset Management Trust and the Local Agency Investment Fund.
City of Napa
Quarterly Investment Report - Summary and Performance
BofA ML 1-5 Year U.S. Treasury/Agency Index
Total Return Performance
Current
Quarter
Since Inception
(3/31/99)
1 Year
5 Year
as of March 31, 2023
Portfolio Earnings
ATTACHMENT 2
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
2Q23
3Q23
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
LAIF and CAMP
N/A
California Asset Management Trust
AAAm
AAAm
24,255,060.10
3/31/2023
4.80%
4/1/2023
24,255,060.10
4.80%
-
24,255,060.10
N/A
Local Agency Investment Fund
NR
NR
56,806,901.67
3/31/2023
2.74%
4/1/2023
56,806,901.67
2.74%
-
56,806,901.67
Total LAIF and CAMP
81,061,961.77
81,061,961.77
3.36%
-
81,061,961.77
U.S. Treasuries
91282CDA6
U.S. Treasury
AA+
AA+
1,000,000.00
10/6/2021
0.25%
9/30/2023
999,257.81
0.29%
6.83 978,437.50
9128285K2
U.S. Treasury
AA+
AA+
3,000,000.00
5/9/2022
2.88%
10/31/2023
3,015,234.38
2.52%
36,215.47
2,968,593.60
91282CDM0
U.S. Treasury
AA+
AA+
3,000,000.00
12/3/2021
0.50%
11/30/2023
2,994,492.19
0.59%
5,027.47
2,917,031.40
91282CDR9
U.S. Treasury
AA+
AA+
5,000,000.00
1/18/2022
0.75%
12/31/2023
4,981,640.63
0.94%
9,426.80
4,853,125.00
9128286G0
U.S. Treasury
AA+
AA+
1,115,000.00
8/12/2021
2.38%
2/29/2024
1,172,448.63
0.35%
2,302.72
1,091,480.41
912828W71
U.S. Treasury
AA+
AA+
150,000.00
1/6/2020
2.13%
3/31/2024
152,935.55
1.64%
8.71 146,367.18
912828W71
U.S. Treasury
AA+
AA+
9,000,000.00
10/6/2021
2.13%
3/31/2024
9,383,554.69
0.40%
522.54
8,782,030.80
912828X70
U.S. Treasury
AA+
AA+
1,200,000.00
5/6/2019
2.00%
4/30/2024
1,180,828.13
2.34%
10,077.35
1,166,625.00
91282CCG4
U.S. Treasury
AA+
AA+
1,000,000.00
7/7/2021
0.25%
6/15/2024
995,429.69
0.41%
734.89
950,625.00
912828Y87
U.S. Treasury
AA+
AA+
1,200,000.00
12/4/2019
1.75%
7/31/2024
1,204,171.87
1.67%
3,480.66
1,158,562.56
9128282U3
U.S. Treasury
AA+
AA+
4,000,000.00
5/9/2022
1.88%
8/31/2024
3,917,343.75
2.80%
6,521.74
3,863,750.00
91282CCX7
U.S. Treasury
AA+
AA+
1,850,000.00
10/6/2021
0.38%
9/15/2024
1,843,496.09
0.50%
320.48
1,747,671.88
91282CCX7
U.S. Treasury
AA+
AA+
3,000,000.00
10/6/2021
0.38%
9/15/2024
2,987,343.75
0.52%
519.70
2,834,062.50
9128282Y5
U.S. Treasury
AA+
AA+
1,320,000.00
12/4/2019
2.13%
9/30/2024
1,347,121.88
1.68%
76.64 1,278,131.18
91282CDB4
U.S. Treasury
AA+
AA+
1,000,000.00
10/15/2021
0.63%
10/15/2024
998,867.19
0.66%
2,884.62
945,625.00
9128283J7
U.S. Treasury
AA+
AA+
1,130,000.00
1/6/2020
2.13%
11/30/2024
1,154,498.05
1.66%
8,048.15
1,091,685.99
91282CDS7
U.S. Treasury
AA+
AA+
7,000,000.00
1/18/2022
1.13%
1/15/2025
6,977,851.56
1.23%
16,533.15
6,633,593.40
91282CDZ1
U.S. Treasury
AA+
AA+
3,900,000.00
5/9/2022
1.50%
2/15/2025
3,754,664.06
2.91%
7,272.10
3,714,750.00
912828ZT0
U.S. Treasury
AA+
AA+
3,500,000.00
10/6/2021
0.25%
5/31/2025
3,442,851.56
0.70%
2,932.69
3,229,296.70
912828XZ8
U.S. Treasury
AA+
AA+
1,545,000.00
12/4/2020
2.75%
6/30/2025
1,710,423.63
0.39%
10,680.56
1,503,478.13
91282CAB7
U.S. Treasury
AA+
AA+
525,000.00
5/5/2021
0.25%
7/31/2025
516,386.72
0.64%
217.54
482,015.63
912828K74
U.S. Treasury
AA+
AA+
2,500,000.00
11/4/2022
2.00%
8/15/2025
2,341,113.28
4.46%
6,215.47
2,391,797.00
91282CAJ0
U.S. Treasury
AA+
AA+
2,000,000.00
9/6/2022
0.25%
8/31/2025
1,815,312.50
3.54%
434.78
1,832,187.60
91282CAM3
U.S. Treasury
AA+
AA+
500,000.00
6/30/2021
0.25%
9/30/2025
489,414.06
0.76%
3.42 457,578.10
91282CAM3
U.S. Treasury
AA+
AA+
3,750,000.00
9/3/2021
0.25%
9/30/2025
3,693,017.58
0.63%
25.61 3,431,835.75
91282CBC4
U.S. Treasury
AA+
AA+
3,000,000.00
2/2/2021
0.38%
12/31/2025
2,993,554.69
0.42%
2,828.04
2,733,750.00
91282CBH3
U.S. Treasury
AA+
AA+
1,315,000.00
3/3/2021
0.38%
1/31/2026
1,294,812.70
0.69%
817.33
1,193,773.44
91282CBH3
U.S. Treasury
AA+
AA+
2,000,000.00
4/5/2021
0.38%
1/31/2026
1,951,328.13
0.89%
1,243.09
1,815,625.00
91282CBH3
U.S. Treasury
AA+
AA+
675,000.00
9/3/2021
0.38%
1/31/2026
665,850.59
0.69%
419.54
612,773.44
91282CBH3
U.S. Treasury
AA+
AA+
5,000,000.00
1/18/2022
0.38%
1/31/2026
4,794,531.25
1.43%
3,107.74
4,539,062.50
91282CBQ3
U.S. Treasury
AA+
AA+
5,000,000.00
10/6/2021
0.50%
2/28/2026
4,919,140.63
0.88%
2,173.91
4,543,750.00
91282CBT7
U.S. Treasury
AA+
AA+
2,000,000.00
6/4/2021
0.75%
3/31/2026
1,999,218.75
0.76%
40.98 1,829,687.60
91282CBW0
U.S. Treasury
AA+
AA+
3,000,000.00
10/6/2021
0.75%
4/30/2026
2,979,140.63
0.91%
9,447.51
2,734,687.50
91282CCF6
U.S. Treasury
AA+
AA+
2,000,000.00
6/4/2021
0.75%
5/31/2026
1,995,781.25
0.79%
5,027.47
1,819,062.40
91282CCJ8
U.S. Treasury
AA+
AA+
2,285,000.00
8/4/2021
0.88%
6/30/2026
2,308,207.03
0.66%
5,026.05
2,083,634.38
91282CCJ8
U.S. Treasury
AA+
AA+
1,100,000.00
4/5/2022
0.88%
6/30/2026
1,022,656.25
2.64%
2,419.55
1,003,062.50
91282CCP4
U.S. Treasury
AA+
AA+
2,100,000.00
1/5/2022
0.63%
7/31/2026
2,035,195.31
1.32%
2,175.41
1,893,937.50
9128282A7
U.S. Treasury
AA+
AA+
2,580,000.00
5/4/2022
1.50%
8/15/2026
2,423,688.28
3.02%
4,810.77
2,394,562.50
91282CCZ2
U.S. Treasury
AA+
AA+
550,000.00
10/6/2021
0.88%
9/30/2026
548,281.25
0.94%
13.15 498,093.75
91282CCZ2
U.S. Treasury
AA+
AA+
2,000,000.00
10/6/2021
0.88%
9/30/2026
1,990,390.63
0.97%
47.81 1,811,250.00
91282CDG3
U.S. Treasury
AA+
AA+
1,200,000.00
1/18/2022
1.13%
10/31/2026
1,178,578.13
1.51%
5,668.51
1,094,625.00
City of Napa
Quarterly Investment Report - Holdings Report
as of March 31, 2023
FY Quarter
S&P Rating
ATTACHMENT 2
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
2Q23
3Q23
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
City of Napa
Quarterly Investment Report - Holdings Report
as of March 31, 2023
FY Quarter
S&P Rating
91282CDG3
U.S. Treasury
AA+
AA+
650,000.00
2/14/2022
1.13%
10/31/2026
626,970.70
1.92%
3,070.44
592,921.88
912828YQ7
U.S. Treasury
AA+
AA+
2,050,000.00
12/16/2021
1.63%
10/31/2026
2,086,835.94
1.24%
13,987.57
1,904,578.13
912828U24
U.S. Treasury
AA+
AA+
2,000,000.00
5/9/2022
2.00%
11/15/2026
1,912,578.13
3.04%
15,138.12
1,880,625.00
91282CDK4
U.S. Treasury
AA+
AA+
1,200,000.00
12/3/2021
1.25%
11/30/2026
1,203,421.88
1.19%
5,027.47
1,097,625.00
912828V98
U.S. Treasury
AA+
AA+
1,825,000.00
7/6/2022
2.25%
2/15/2027
1,771,248.05
2.94%
5,104.45
1,728,902.44
912828V98
U.S. Treasury
AA+
AA+
6,030,000.00
8/5/2022
2.25%
2/15/2027
5,906,808.98
2.73%
16,865.68
5,712,483.11
91282CEN7
U.S. Treasury
AA+
AA+
1,350,000.00
12/7/2022
2.75%
4/30/2027
1,292,625.00
3.81%
15,588.40
1,301,062.50
912828X88
U.S. Treasury
AA+
AA+
1,800,000.00
9/6/2022
2.38%
5/15/2027
1,717,664.06
3.44%
16,178.87
1,709,437.50
912828X88
U.S. Treasury
AA+
AA+
2,900,000.00
11/4/2022
2.38%
5/15/2027
2,675,136.72
4.28%
26,065.95
2,754,093.75
91282CFB2
U.S. Treasury
N/A
AA+
2,100,000.00
1/5/2023
2.75%
7/31/2027
1,992,703.13
3.98%
9,571.82
2,022,234.48
91282CAH4
U.S. Treasury
AA+
AA+
2,800,000.00
12/7/2022
0.50%
8/31/2027
2,407,015.63
3.77%
1,217.39
2,440,375.00
91282CAU5
U.S. Treasury
N/A
AA+
2,600,000.00
1/5/2023
0.50%
10/31/2027
2,207,765.63
3.97%
5,458.56
2,255,906.12
9128283F5
U.S. Treasury
N/A
AA+
3,725,000.00
1/31/2023
2.25%
11/15/2027
3,489,713.87
3.70%
31,719.10
3,504,409.97
Total U.S. Treasuries
130,020,000.00
127,460,542.45
1.75%
340,750.77
121,956,329.70
Federal Agencies
3137EAEV7
Federal Home Loan Mortgage Corporation
AA+
AA+
150,000.00
8/31/2020
0.25%
8/24/2023
149,871.00
0.28%
38.54 147,294.45
3137EAEV7
Federal Home Loan Mortgage Corporation
AA+
AA+
750,000.00
9/1/2020
0.25%
8/24/2023
750,120.00
0.24%
192.71
736,472.25
3137EAEW5
Federal Home Loan Mortgage Corporation
AA+
AA+
565,000.00
9/4/2020
0.25%
9/8/2023
564,813.55
0.26%
90.24 553,790.97
3135G05X7
Federal National Mortgage Association
AA+
AA+
950,000.00
8/31/2020
0.38%
8/25/2025
945,744.00
0.47%
356.25
870,695.90
3137EAEX3
Federal Home Loan Mortgage Corporation
AA+
AA+
1,475,000.00
9/25/2020
0.38%
9/23/2025
1,470,560.25
0.44%
122.92
1,349,046.80
3135G06G3
Federal National Mortgage Association
AA+
AA+
540,000.00
11/12/2020
0.50%
11/7/2025
538,066.80
0.57%
1,080.00
493,477.38
Total Federal Agencies
4,430,000.00
4,419,175.60
0.40%
1,880.66
4,150,777.75
Federal Agency CMBSs
3137BTU25
Federal Home Loan Mortgage Corporation
AA+
AA+
515,044.81
2/2/2021
3.06%
11/1/2023
549,830.45
0.58%
1,314.22
510,834.34
3136AJB54
Federal National Mortgage Association
AA+
AA+
313,589.61
12/18/2019
3.35%
3/1/2024
328,828.12
2.14%
874.39
306,533.84
3137FBTA4
Federal Home Loan Mortgage Corporation
AA+
AA+
970,267.86
5/31/2022
3.06%
8/1/2024
971,556.48
3.00%
2,477.42
949,833.66
3137BGK24
Federal Home Loan Mortgage Corporation
AA+
AA+
785,000.00
3/25/2020
3.06%
12/1/2024
823,882.03
1.95%
2,003.06
764,915.15
3137BJP64
Federal Home Loan Mortgage Corporation
AA+
AA+
700,000.00
8/8/2022
3.21%
3/1/2025
694,777.34
3.51%
1,869.58
680,609.13
Total Federal Agency CMOs
3,283,902.28
3,368,874.42
2.39%
8,538.67
3,212,726.12
Municipals
797412DL4
San Diego County
AAA
AAA
500,000.00
7/22/2020
0.59%
5/1/2024
500,000.00
0.59%
1,235.42
477,700.00
040654XU4
Arizona St Transprtn Brd Highw
AA+
AA+
1,320,000.00
2/12/2020
1.96%
7/1/2024
1,320,000.00
1.96%
6,461.40
1,276,730.40
20772KJW0
State Of Connecticut
AA-
AA-
190,000.00
6/11/2020
2.00%
7/1/2024
190,000.00
2.00%
949.05
183,731.90
574193TQ1
Maryland St
AAA
AAA
400,000.00
8/5/2020
0.51%
8/1/2024
399,888.00
0.52%
340.00
380,744.00
874857KK0
Tamalpais Union High School District
NR
NR
790,000.00
10/9/2019
2.02%
8/1/2024
790,000.00
2.02%
2,660.98
763,290.10
797272QP9
San Diego Community College District
AAA
AAA
315,000.00
10/16/2019
2.05%
8/1/2024
315,000.00
2.05%
1,074.15
303,282.00
605581MZ7
Mississippi State
AA
AA
155,000.00
8/6/2020
0.57%
11/1/2024
155,000.00
0.57%
364.90
144,901.75
650036DT0
New York State Urban Development Corp
AA+
NR
1,220,000.00
12/23/2020
0.87%
3/15/2025
1,220,000.00
0.87%
471.73
1,136,088.40
91412HGE7
University Of California
AA
AA
400,000.00
7/16/2020
0.88%
5/15/2025
400,000.00
0.88%
1,334.31
372,200.00
341271AD6
Florida St Hurrican Cat Fund
AA
AA
495,000.00
9/16/2020
1.26%
7/1/2025
495,000.00
1.26%
1,556.78
461,142.00
341271AD6
Florida St Hurrican Cat Fund
AA
AA
190,000.00
9/16/2020
1.26%
7/1/2025
191,343.30
1.11%
597.55
177,004.00
341271AD6
Florida St Hurrican Cat Fund
AA
AA
200,000.00
9/16/2020
1.26%
7/1/2025
201,326.00
1.12%
629.00
186,320.00
977123X78
Wisconsin Department of Transportation
AAA
AAA
820,000.00
7/30/2020
0.77%
7/1/2025
820,000.00
0.77%
1,586.70
755,482.40
798306WP7
San Juan, California
NR
NR
525,000.00
10/29/2020
0.85%
8/1/2025
525,000.00
0.85%
745.50
484,569.75
54438CYK2
Los Angeles, California
AA+
AA+
530,000.00
11/10/2020
0.77%
8/1/2025
530,000.00
0.77%
682.82
487,398.60
ATTACHMENT 2
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
2Q23
3Q23
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
City of Napa
Quarterly Investment Report - Holdings Report
as of March 31, 2023
FY Quarter
S&P Rating
799408Z85
San Ramon Valley, California
AA+
AA+
525,000.00
10/20/2020
0.74%
8/1/2025
525,000.00
0.74%
647.50
481,477.50
60412AVJ9
Minnesota St
AAA
AAA
355,000.00
8/25/2020
0.63%
8/1/2025
355,000.00
0.63%
372.75
326,209.50
20772KEW5
State Of Connecticut
AA-
AA-
850,000.00
11/19/2020
3.74%
9/15/2025
966,985.50
0.83%
1,414.02
826,812.00
544647FC9
LA Unified School District
NR
NR
245,000.00
11/10/2021
1.46%
7/1/2026
245,000.00
1.46%
891.19
223,312.60
Total Municipals
10,025,000.00
10,144,542.80
1.15%
24,015.75
9,448,396.90
Supra-National Agencies
4581X0DZ8
Inter-American Development Bank
AAA
AAA
1,785,000.00
9/23/2021
0.50%
9/23/2024
1,783,679.10
0.52%
198.33
1,687,953.12
4581X0DK1
Inter-American Development Bank
AAA
AAA
1,125,000.00
2/23/2021
1.75%
3/14/2025
1,182,712.50
0.47%
929.69
1,075,054.50
Total Supranationals
2,910,000.00
2,966,391.60
0.50%
1,128.02
2,763,007.62
Certificates of Deposit
89115B6K1
Toronto-Dominion Bank
A
A
1,600,000.00
10/31/2022
5.60%
10/27/2025
1,600,000.00
5.58%
37,831.11
1,599,072.00
Total Certificates of Deposit
1,600,000.00
1,600,000.00
5.58%
37,831.11
1,599,072.00
Corporate Notes
06406RAS6
Bank of New York Mellon
A
A
230,000.00
4/26/2021
0.50%
4/26/2024
229,753.90
0.54%
495.14
218,797.16
61746BDQ6
Morgan Stanley
A-
A-
790,000.00
7/23/2019
3.88%
4/29/2024
836,238.70
2.56%
12,925.28
780,226.91
025816CV9
American Express
BBB+
BBB+
400,000.00
5/3/2022
3.38%
5/3/2024
399,960.00
3.38%
5,550.00
391,938.80
904764AX5
Unilever Plc
A+
A+
485,000.00
9/6/2019
2.60%
5/5/2024
499,525.75
1.93%
5,114.06
474,405.66
023135BW5
Amazon.Com Inc
AA
AA
350,000.00
5/12/2021
0.45%
5/12/2024
349,489.00
0.50%
608.13
335,009.50
459200JY8
IBM
A-
A-
850,000.00
8/31/2020
3.00%
5/15/2024
923,797.00
0.63%
9,633.33
834,577.60
91324PEB4
Unitedhealth Group Inc
A+
A+
270,000.00
5/19/2021
0.55%
5/15/2024
269,719.20
0.59%
561.00
257,527.89
14913Q2V0
Caterpillar Financial
A
A
1,055,000.00
7/12/2019
2.85%
5/17/2024
1,079,792.50
2.33%
11,191.79
1,032,504.24
04636NAC7
Astrazeneca
A
A
415,000.00
5/28/2021
0.70%
5/28/2024
414,962.65
0.70%
992.54
396,012.51
24422EVQ9
Deere & Company
A
A
315,000.00
6/10/2021
0.45%
6/7/2024
314,606.25
0.49%
448.88
300,041.60
02665WCZ2
American Honda Finance
A-
A-
125,000.00
7/16/2019
2.40%
6/27/2024
124,357.50
2.51%
783.33
121,287.88
38141EC23
Goldman Sachs Group Inc
BBB+
BBB+
1,100,000.00
7/18/2019
3.85%
7/8/2024
1,148,202.00
2.90%
9,764.03
1,080,941.40
91159HHX1
US Bancorp
A+
A+
1,085,000.00
8/1/2019
2.40%
7/30/2024
1,084,034.35
2.42%
4,412.33
1,044,337.46
05565EBU8
Bmw Financial Services Na Llc
A
A
245,000.00
8/12/2021
0.75%
8/12/2024
244,977.95
0.75%
250.10
231,842.03
904764BN6
Unilever Plc
A+
A+
100,000.00
8/12/2021
0.63%
8/12/2024
100,000.00
0.63%
85.21 94,518.70
254687FK7
The Walt Disney Corporation
BBB+
BBB+
1,085,000.00
9/6/2019
1.75%
8/30/2024
1,080,573.20
1.84%
1,635.03
1,043,161.32
12189LAT8
Burlington Northern Santa Fe
AA-
AA-
800,000.00
2/26/2020
3.40%
9/1/2024
858,240.00
1.72%
2,266.67
785,462.40
24422EVU0
Deere & Company
A
A
200,000.00
9/10/2021
0.63%
9/10/2024
199,870.00
0.65%
72.92 189,389.00
06406RAL1
Bank of New York Mellon
A
A
180,000.00
1/28/2020
2.10%
10/24/2024
180,792.00
2.00%
1,648.50
171,740.34
693475AY1
PNC Financial Services Group
A-
A-
700,000.00
11/8/2019
2.20%
11/1/2024
699,769.00
2.21%
6,416.67
664,969.90
89236TGT6
Toyota Motor Corp
A+
A+
500,000.00
5/26/2020
1.80%
2/13/2025
504,885.00
1.58%
1,200.00
475,190.50
89236TGT6
Toyota Motor Corp
A+
A+
390,000.00
5/26/2020
1.80%
2/13/2025
393,810.30
1.58%
936.00
370,648.59
771196BT8
Roche Holdings
AA
AA
1,725,000.00
3/10/2022
2.13%
3/10/2025
1,725,000.00
2.13%
2,145.33
1,648,239.23
05565EBK0
Bmw Financial Services Na Llc
A
A
660,000.00
8/16/2021
3.90%
4/9/2025
725,432.40
1.12%
12,298.00
648,533.82
437076CM2
Home Depot Inc
A
A
125,000.00
3/28/2022
2.70%
4/15/2025
124,781.25
2.76%
1,556.25
120,937.50
06051GKS7
Bank Of America Co
A-
A-
400,000.00
4/27/2022
3.84%
4/25/2025
399,852.00
3.85%
6,657.73
392,677.20
037833DT4
Apple Inc
AA+
AA+
800,000.00
5/14/2020
1.13%
5/11/2025
801,680.00
1.08%
3,500.00
750,511.20
166764BW9
Chevron Corporation
AA-
AA-
500,000.00
5/15/2020
1.55%
5/11/2025
502,480.00
1.45%
3,021.67
470,740.50
369550BG2
General Dynamics Corp.
A-
A-
900,000.00
3/8/2021
3.50%
5/15/2025
993,708.00
0.96%
11,900.00
880,381.80
63743HFE7
National Rural Utilities Co Finance Corp
A-
A-
265,000.00
5/4/2022
3.45%
6/15/2025
264,928.45
3.46%
2,691.96
257,167.93
06051GFS3
Bank Of America Co
A-
A-
815,000.00
9/1/2020
3.88%
8/1/2025
930,925.60
0.91%
5,263.54
796,893.96
ATTACHMENT 2
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
2Q23
3Q23
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
City of Napa
Quarterly Investment Report - Holdings Report
as of March 31, 2023
FY Quarter
S&P Rating
61747YEG6
Morgan Stanley
A-
A-
180,000.00
10/19/2021
1.16%
10/21/2025
180,000.00
1.16%
931.20
168,403.32
61747YEG6
Morgan Stanley
A-
A-
500,000.00
5/20/2022
1.16%
10/21/2025
467,560.00
3.18%
2,586.67
467,787.00
172967KG5
Citigroup Inc
BBB+
BBB+
900,000.00
10/6/2021
3.70%
1/12/2026
990,855.00
1.26%
7,307.50
871,863.30
17327CAN3
Citigroup Inc
BBB+
BBB+
245,000.00
1/25/2022
2.01%
1/25/2026
245,000.00
2.01%
904.62
230,944.35
46647PBH8
JPMorgan Chase
A-
A-
795,000.00
10/6/2021
2.01%
3/13/2026
816,393.45
1.38%
796.99
750,328.95
06051GKM0
Bank Of America Co
A-
A-
1,000,000.00
5/10/2022
3.38%
4/2/2026
979,350.00
3.96%
16,826.00
959,284.00
46647PCZ7
JPMorgan Chase
A-
A-
500,000.00
4/26/2022
4.08%
4/26/2026
499,740.00
4.09%
8,783.33
487,498.50
04636NAA1
Astrazeneca
A
A
500,000.00
7/19/2021
1.20%
5/28/2026
500,530.00
1.18%
2,050.00
456,182.00
427866AX6
Hershey Co.
N/A
A
1,730,000.00
1/30/2023
2.30%
8/15/2026
1,615,543.20
4.33%
5,084.28
1,638,443.21
025816CM9
American Express
BBB+
BBB+
800,000.00
12/16/2021
1.65%
11/4/2026
798,760.00
1.68%
5,390.00
715,864.80
24422EWA3
Deere & Company
A
A
500,000.00
1/13/2022
1.70%
1/11/2027
497,180.00
1.82%
1,888.89
454,290.00
87612EBM7
Target Corp
A
A
215,000.00
1/24/2022
1.95%
1/15/2027
214,634.50
1.99%
885.08
198,777.39
87612EBM7
Target Corp
A
A
800,000.00
1/25/2022
1.95%
1/15/2027
801,752.00
1.90%
3,293.34
739,636.80
06406RBA4
Bank of New York Mellon
A
A
700,000.00
1/28/2022
2.05%
1/26/2027
700,847.00
2.02%
2,590.97
627,970.70
459200KM2
IBM
A-
A-
500,000.00
2/25/2022
2.20%
2/9/2027
493,830.00
2.47%
1,588.89
462,071.50
459200KM2
IBM
A-
A-
900,000.00
5/20/2022
2.20%
2/9/2027
841,185.00
3.72%
2,860.00
831,728.70
438516CE4
Honeywell International
A
A
800,000.00
3/3/2022
1.10%
3/1/2027
762,624.00
2.09%
733.33
714,179.20
89788MAD4
Truist Fin Corp
A-
A-
1,200,000.00
3/14/2022
1.27%
3/2/2027
1,127,520.00
2.57%
1,224.77
1,049,588.40
89788MAD4
Truist Fin Corp
A-
A-
1,200,000.00
3/14/2022
1.27%
3/2/2027
1,086,720.00
3.42%
1,224.77
1,049,588.40
89236TJZ9
Toyota Motor Corp
A+
A+
1,000,000.00
5/10/2022
3.05%
3/22/2027
968,140.00
3.77%
762.50
942,274.00
023135CF1
Amazon.Com Inc
AA
AA
1,000,000.00
5/20/2022
3.30%
4/13/2027
989,180.00
3.54%
15,400.00
967,941.00
437076CN0
Home Depot Inc
A
A
1,200,000.00
5/10/2022
2.88%
4/15/2027
1,161,660.00
3.59%
15,908.33
1,144,308.00
665859AW4
Northern Trust
A+
A+
800,000.00
5/12/2022
4.00%
5/10/2027
807,728.00
3.79%
12,533.33
783,926.40
665859AW4
Northern Trust
A+
A+
400,000.00
5/20/2022
4.00%
5/10/2027
403,848.00
3.79%
6,266.67
391,963.20
91324PEG3
Unitedhealth Group Inc
A+
A+
200,000.00
5/20/2022
3.70%
5/15/2027
199,892.00
3.71%
2,795.56
195,730.00
63254ABE7
National Australia Bank Ltd
AA-
AA-
1,000,000.00
6/13/2022
3.91%
6/9/2027
991,330.00
4.10%
12,148.89
979,614.00
458140BY5
Intel Corporation
A+
A
1,200,000.00
8/12/2022
3.75%
8/5/2027
1,201,452.00
3.72%
7,000.00
1,167,819.60
931142EX7
Wal-Mart Stores
AA
AA
1,200,000.00
9/14/2022
3.95%
9/9/2027
1,201,944.00
3.91%
2,896.67
1,197,999.60
57636QAW4
Mastercard Inc
N/A
A+
920,000.00
3/17/2023
4.88%
3/9/2028
922,364.40
4.82%
2,740.83
948,125.32
Total Corporate Notes
40,745,000.00
40,873,706.50
2.56%
271,428.83
38,854,746.17
Asset-Backed Securities
89238EAC0
Toyota Lease Owner Trust
AAA
AAA
149,440.12
4/21/2021
0.39%
4/22/2024
149,422.67
0.39%
17.81 148,183.90
380144AC9
GM Financial Auto Leasing Trust
AAA
AAA
269,375.25
5/26/2021
0.34%
5/20/2024
269,332.97
0.35%
27.99 266,835.07
65479CAD0
Nissan Auto Receivables
AAA
AAA
42,153.26
6/30/2020
0.55%
7/15/2024
42,152.11
0.55%
10.30 41,911.18
05591RAD6
BMW Financial Services NA LLC
AAA
AAA
210,000.00
3/10/2021
0.37%
7/25/2024
209,991.66
0.37%
12.95 207,230.46
89237VAB5
Toyota Motor Corp
AAA
AAA
90,245.55
7/27/2020
0.44%
10/15/2024
90,238.61
0.44%
17.65 89,182.05
14315XAC2
Carmax Auto Owner Trust
AAA
AAA
30,423.47
1/22/2020
1.89%
12/16/2024
30,417.50
1.89%
25.56 30,161.63
44891TAD8
Hyundai Auto Lease Securitization Trust
AAA
AAA
140,000.00
1/20/2021
0.42%
12/16/2024
139,988.35
0.42%
26.13 139,280.32
92290BAA9
Verizon Owner Trust
NR
NR
171,043.21
8/12/2020
0.47%
2/20/2025
171,007.29
0.47%
24.56 169,244.84
14315FAD9
Carmax Auto Owner Trust
AAA
AAA
21,427.92
7/22/2020
0.62%
3/17/2025
21,424.25
0.62%
5.90 21,144.98
362590AC5
Gm Financial Securitized Term
NR
NR
134,252.98
8/19/2020
0.45%
4/16/2025
134,222.26
0.45%
25.17 131,722.39
50117TAC5
Kubota Credit
NR
NR
200,000.00
4/14/2021
0.62%
8/15/2025
199,959.08
0.62%
55.11 192,757.12
44933LAC7
Hyundai Auto Receivables
AAA
AAA
198,045.94
4/28/2021
0.38%
9/15/2025
198,025.10
0.38%
33.45 192,136.68
43815EAC8
Honda Auto Receivables
AAA
AAA
390,000.00
8/25/2021
0.41%
11/18/2025
389,994.31
0.41%
57.74 374,877.09
14316NAC3
Carmax Auto Owner Trust
AAA
AAA
89,738.05
1/27/2021
0.34%
12/15/2025
89,720.31
0.34%
13.56 86,785.43
43815GAC3
Honda Auto Receivables
NR
NR
460,000.00
11/24/2021
0.88%
1/21/2026
459,903.03
0.89%
112.44
438,908.95
ATTACHMENT 2
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
2Q23
3Q23
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
City of Napa
Quarterly Investment Report - Holdings Report
as of March 31, 2023
FY Quarter
S&P Rating
14314QAC8
Carmax Auto Owner Trust
AAA
AAA
307,761.51
4/21/2021
0.52%
2/17/2026
307,695.19
0.52%
71.13 297,131.70
345286AC2
Ford Credit Auto Owner Trust
AAA
AAA
385,000.00
1/24/2022
1.29%
6/15/2026
384,954.26
1.29%
220.73
368,486.97
05602RAD3
Bmw Vehicle Owner Trust
AAA
AAA
450,000.00
5/18/2022
3.21%
8/25/2026
449,976.60
3.21%
240.75
437,958.95
448977AD0
Hyundai Auto Receivables
AAA
AAA
830,000.00
3/16/2022
2.22%
10/15/2026
829,968.05
2.22%
818.93
797,959.01
98163KAC6
World Omni Auto Rec Trust
AAA
AAA
350,000.00
11/3/2021
0.81%
10/15/2026
349,952.33
0.81%
126.00
333,275.46
14041NFY2
Capital One Financial Corp
AAA
AAA
1,075,000.00
11/30/2021
1.04%
11/15/2026
1,074,851.87
1.04%
496.89
1,011,619.83
380146AC4
Gm Financial Securitized Term
AAA
AAA
350,000.00
1/19/2022
1.26%
11/16/2026
349,969.59
1.26%
183.75
332,729.18
14318MAD1
Carmax Auto Owner Trust
AAA
AAA
1,125,000.00
7/20/2022
3.97%
4/15/2027
1,124,973.45
3.97%
1,985.00
1,101,347.33
254683CS2
Discover Financial Services
NR
NR
1,430,000.00
5/26/2022
3.32%
5/17/2027
1,429,883.74
3.32%
2,110.04
1,390,886.64
254683CW3
Discover Financial Services
AAA
AAA
950,000.00
8/9/2022
3.56%
7/15/2027
949,882.11
3.56%
1,503.11
928,838.56
58768PAC8
Mercedes-Benz Auto Receivables
AAA
AAA
1,235,000.00
11/22/2022
5.21%
8/16/2027
1,234,755.72
5.21%
2,859.71
1,247,875.25
Total Asset-Backed Securities
11,083,907.26
11,082,662.41
2.38%
11,082.36
10,778,470.97
Total
285,159,771.31
282,977,857.55
2.34%
696,656.17
273,825,489.00
ATTACHMENT 2
S&P
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
Days to
CUSIP
Description
Rating
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
Maturity
LAIF and CAMP
N/A
California Asset Management Trust
AAAm
24,255,060.10
3/31/2023
4.80%
4/1/2023
24,255,060.10
4.80%
-
24,255,060.10
1 N/A
Local Agency Investment Fund
NR
56,806,901.67
3/31/2023
2.74%
4/1/2023
56,806,901.67
2.74%
-
56,806,901.67
1 Total LAIF and CAMP
81,061,961.77
81,061,961.77
-
81,061,961.77
Other
3137EAEV7
Federal Home Loan Mortgage Corporation
AA+
150,000.00
8/31/2020
0.25%
8/24/2023
149,871.00
0.28%
38.54 147,294.45
146
3137EAEV7
Federal Home Loan Mortgage Corporation
AA+
750,000.00
8/31/2020
0.25%
8/24/2023
750,120.00
0.24%
192.71
736,472.25
146
3137EAEW5
Federal Home Loan Mortgage Corporation
AA+
565,000.00
9/4/2020
0.25%
9/8/2023
564,813.55
0.26%
90.24 553,790.97
161
91282CDA6
U.S. Treasury
AA+
1,000,000.00
10/6/2021
0.25%
9/30/2023
999,257.81
0.29%
6.83 978,437.50
183
9128285K2
U.S. Treasury
AA+
3,000,000.00
5/9/2022
2.88%
10/31/2023
3,015,234.38
2.52%
36,215.47
2,968,593.60
214
3137BTU25
Federal Home Loan Mortgage Corporation
AA+
515,044.81
2/2/2021
3.06%
11/1/2023
549,830.45
0.58%
1,314.22
510,834.34
215
91282CDM0
U.S. Treasury
AA+
3,000,000.00
12/3/2021
0.50%
11/30/2023
2,994,492.19
0.59%
5,027.47
2,917,031.40
244
91282CDR9
U.S. Treasury
AA+
5,000,000.00
1/18/2022
0.75%
12/31/2023
4,981,640.63
0.94%
9,426.80
4,853,125.00
275
9128286G0
U.S. Treasury
AA+
1,115,000.00
8/12/2021
2.38%
2/29/2024
1,172,448.63
0.35%
2,302.72
1,091,480.41
335
3136AJB54
Federal National Mortgage Association
AA+
313,589.61
12/18/2019
3.35%
3/1/2024
328,828.12
2.14%
874.39
306,533.84
336
912828W71
U.S. Treasury
AA+
150,000.00
1/6/2020
2.13%
3/31/2024
152,935.55
1.64%
8.71 146,367.18
366
912828W71
U.S. Treasury
AA+
9,000,000.00
1/6/2020
2.13%
3/31/2024
9,383,554.69
0.40%
522.54
8,782,030.80
366
89238EAC0
Toyota Lease Owner Trust
AAA
149,440.12
4/21/2021
0.39%
4/22/2024
149,422.67
0.39%
17.81 148,183.90
388
06406RAS6
Bank of New York Mellon
A
230,000.00
4/26/2021
0.50%
4/26/2024
229,753.90
0.54%
495.14
218,797.16
392
61746BDQ6
Morgan Stanley
A-
790,000.00
7/23/2019
3.88%
4/29/2024
836,238.70
2.56%
12,925.28
780,226.91
395
912828X70
U.S. Treasury
AA+
1,200,000.00
5/6/2019
2.00%
4/30/2024
1,180,828.13
2.34%
10,077.35
1,166,625.00
396
797412DL4
San Diego County
AAA
500,000.00
7/22/2020
0.59%
5/1/2024
500,000.00
0.59%
1,235.42
477,700.00
397
025816CV9
American Express
BBB+
400,000.00
5/3/2022
3.38%
5/3/2024
399,960.00
3.38%
5,550.00
391,938.80
399
904764AX5
Unilever Plc
A+
485,000.00
9/6/2019
2.60%
5/5/2024
499,525.75
1.93%
5,114.06
474,405.66
401
023135BW5
Amazon.Com Inc
AA
350,000.00
5/12/2021
0.45%
5/12/2024
349,489.00
0.50%
608.13
335,009.50
408
459200JY8
IBM
A-
850,000.00
8/31/2020
3.00%
5/15/2024
923,797.00
0.63%
9,633.33
834,577.60
411
91324PEB4
Unitedhealth Group Inc
A+
270,000.00
5/19/2021
0.55%
5/15/2024
269,719.20
0.59%
561.00
257,527.89
411
14913Q2V0
Caterpillar Financial
A
1,055,000.00
7/12/2019
2.85%
5/17/2024
1,079,792.50
2.33%
11,191.79
1,032,504.24
413
380144AC9
GM Financial Auto Leasing Trust
AAA
269,375.25
5/26/2021
0.34%
5/20/2024
269,332.97
0.35%
27.99 266,835.07
416
04636NAC7
Astrazeneca
A
415,000.00
5/28/2021
0.70%
5/28/2024
414,962.65
0.70%
992.54
396,012.51
424
24422EVQ9
Deere & Company
A
315,000.00
6/10/2021
0.45%
6/7/2024
314,606.25
0.49%
448.88
300,041.60
434
91282CCG4
U.S. Treasury
AA+
1,000,000.00
7/7/2021
0.25%
6/15/2024
995,429.69
0.41%
734.89
950,625.00
442
02665WCZ2
American Honda Finance
A-
125,000.00
7/16/2019
2.40%
6/27/2024
124,357.50
2.51%
783.33
121,287.88
454
040654XU4
Arizona St Transprtn Brd Highw
AA+
1,320,000.00
2/12/2020
1.96%
7/1/2024
1,320,000.00
1.96%
6,461.40
1,276,730.40
458
20772KJW0
State Of Connecticut
AA-
190,000.00
6/11/2020
2.00%
7/1/2024
190,000.00
2.00%
949.05
183,731.90
458
38141EC23
Goldman Sachs Group Inc
BBB+
1,100,000.00
7/18/2019
3.85%
7/8/2024
1,148,202.00
2.90%
9,764.03
1,080,941.40
465
65479CAD0
Nissan Auto Receivables
AAA
42,153.26
6/30/2020
0.55%
7/15/2024
42,152.11
0.55%
10.30 41,911.18
472
05591RAD6
BMW Financial Services NA LLC
AAA
210,000.00
3/10/2021
0.37%
7/25/2024
209,991.66
0.37%
12.95 207,230.46
482
91159HHX1
US Bancorp
A+
1,085,000.00
8/1/2019
2.40%
7/30/2024
1,084,034.35
2.42%
4,412.33
1,044,337.46
487
912828Y87
U.S. Treasury
AA+
1,200,000.00
12/4/2019
1.75%
7/31/2024
1,204,171.87
1.67%
3,480.66
1,158,562.56
488
3137FBTA4
Federal Home Loan Mortgage Corporation
AA+
970,267.86
5/31/2022
3.06%
8/1/2024
971,556.48
3.00%
2,477.42
949,833.66
489
574193TQ1
Maryland St
AAA
400,000.00
8/5/2020
0.51%
8/1/2024
399,888.00
0.52%
340.00
380,744.00
489
874857KK0
Tamalpais Union High School District
NR
790,000.00
10/9/2019
2.02%
8/1/2024
790,000.00
2.02%
2,660.98
763,290.10
489
797272QP9
San Diego Community College District
AAA
315,000.00
10/16/2019
2.05%
8/1/2024
315,000.00
2.05%
1,074.15
303,282.00
489
City of Napa
Quarterly Investment Report - Maturity Report
as of March 31, 2023
ATTACHMENT 2
S&P
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
Days to
CUSIP
Description
Rating
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
Maturity
City of Napa
Quarterly Investment Report - Maturity Report
as of March 31, 2023
05565EBU8
Bmw Financial Services Na Llc
A
245,000.00
8/12/2021
0.75%
8/12/2024
244,977.95
0.75%
250.10
231,842.03
500
904764BN6
Unilever Plc
A+
100,000.00
8/12/2021
0.63%
8/12/2024
100,000.00
0.63%
85.21 94,518.70
500
254687FK7
The Walt Disney Corporation
BBB+
1,085,000.00
9/6/2019
1.75%
8/30/2024
1,080,573.20
1.84%
1,635.03
1,043,161.32
518
9128282U3
U.S. Treasury
AA+
4,000,000.00
5/9/2022
1.88%
8/31/2024
3,917,343.75
2.80%
6,521.74
3,863,750.00
519
12189LAT8
Burlington Northern Santa Fe
AA-
800,000.00
2/26/2020
3.40%
9/1/2024
858,240.00
1.72%
2,266.67
785,462.40
520
24422EVU0
Deere & Company
A
200,000.00
9/10/2021
0.63%
9/10/2024
199,870.00
0.65%
72.92 189,389.00
529
91282CCX7
U.S. Treasury
AA+
1,850,000.00
10/6/2021
0.38%
9/15/2024
1,843,496.09
0.50%
320.48
1,747,671.88
534
91282CCX7
U.S. Treasury
AA+
3,000,000.00
10/6/2021
0.38%
9/15/2024
2,987,343.75
0.52%
519.70
2,834,062.50
534
4581X0DZ8
Inter-American Development Bank
AAA
1,785,000.00
9/23/2021
0.50%
9/23/2024
1,783,679.10
0.52%
198.33
1,687,953.12
542
9128282Y5
U.S. Treasury
AA+
1,320,000.00
12/4/2019
2.13%
9/30/2024
1,347,121.88
1.68%
76.64 1,278,131.18
549
89237VAB5
Toyota Motor Corp
AAA
90,245.55
7/27/2020
0.44%
10/15/2024
90,238.61
0.44%
17.65 89,182.05
564
91282CDB4
U.S. Treasury
AA+
1,000,000.00
10/15/2021
0.63%
10/15/2024
998,867.19
0.66%
2,884.62
945,625.00
564
06406RAL1
Bank of New York Mellon
A
180,000.00
1/28/2020
2.10%
10/24/2024
180,792.00
2.00%
1,648.50
171,740.34
573
693475AY1
PNC Financial Services Group
A-
700,000.00
11/8/2019
2.20%
11/1/2024
699,769.00
2.21%
6,416.67
664,969.90
581
605581MZ7
Mississippi State
AA
155,000.00
8/6/2020
0.57%
11/1/2024
155,000.00
0.57%
364.90
144,901.75
581
9128283J7
U.S. Treasury
AA+
1,130,000.00
1/6/2020
2.13%
11/30/2024
1,154,498.05
1.66%
8,048.15
1,091,685.99
610
3137BGK24
Federal Home Loan Mortgage Corporation
AA+
785,000.00
3/25/2020
3.06%
12/1/2024
823,882.03
1.95%
2,003.06
764,915.15
611
14315XAC2
Carmax Auto Owner Trust
AAA
30,423.47
1/22/2020
1.89%
12/16/2024
30,417.50
1.89%
25.56 30,161.63
626
44891TAD8
Hyundai Auto Lease Securitization Trust
AAA
140,000.00
1/20/2021
0.42%
12/16/2024
139,988.35
0.42%
26.13 139,280.32
626
91282CDS7
U.S. Treasury
AA+
7,000,000.00
1/18/2022
1.13%
1/15/2025
6,977,851.56
1.23%
16,533.15
6,633,593.40
656
89236TGT6
Toyota Motor Corp
A+
500,000.00
5/26/2020
1.80%
2/13/2025
504,885.00
1.58%
1,200.00
475,190.50
685
89236TGT6
Toyota Motor Corp
A+
390,000.00
5/26/2020
1.80%
2/13/2025
393,810.30
1.58%
936.00
370,648.59
685
91282CDZ1
U.S. Treasury
AA+
3,900,000.00
5/9/2022
1.50%
2/15/2025
3,754,664.06
2.91%
7,272.10
3,714,750.00
687
92290BAA9
Verizon Owner Trust
NR
171,043.21
8/12/2020
0.47%
2/20/2025
171,007.29
0.47%
24.56 169,244.84
692
3137BJP64
Federal Home Loan Mortgage Corporation
AA+
700,000.00
8/8/2022
3.21%
3/1/2025
694,777.34
3.51%
1,869.58
680,609.13
701
771196BT8
Roche Holdings
AA
1,725,000.00
3/10/2022
2.13%
3/10/2025
1,725,000.00
2.13%
2,145.33
1,648,239.23
710
4581X0DK1
Inter-American Development Bank
AAA
1,125,000.00
2/23/2021
1.75%
3/14/2025
1,182,712.50
0.47%
929.69
1,075,054.50
714
650036DT0
New York State Urban Development Corp
NR
1,220,000.00
12/23/2020
0.87%
3/15/2025
1,220,000.00
0.87%
471.73
1,136,088.40
715
14315FAD9
Carmax Auto Owner Trust
AAA
21,427.92
7/22/2020
0.62%
3/17/2025
21,424.25
0.62%
5.90 21,144.98
717
05565EBK0
Bmw Financial Services Na Llc
A
660,000.00
8/16/2021
3.90%
4/9/2025
725,432.40
1.12%
12,298.00
648,533.82
740
437076CM2
Home Depot Inc
A
125,000.00
3/28/2022
2.70%
4/15/2025
124,781.25
2.76%
1,556.25
120,937.50
746
362590AC5
Gm Financial Securitized Term
NR
134,252.98
8/19/2020
0.45%
4/16/2025
134,222.26
0.45%
25.17 131,722.39
747
06051GKS7
Bank Of America Co
A-
400,000.00
4/27/2022
3.84%
4/25/2025
399,852.00
3.85%
6,657.73
392,677.20
756
037833DT4
Apple Inc
AA+
800,000.00
5/14/2020
1.13%
5/11/2025
801,680.00
1.08%
3,500.00
750,511.20
772
166764BW9
Chevron Corporation
AA-
500,000.00
5/15/2020
1.55%
5/11/2025
502,480.00
1.45%
3,021.67
470,740.50
772
369550BG2
General Dynamics Corp.
A-
900,000.00
3/8/2021
3.50%
5/15/2025
993,708.00
0.96%
11,900.00
880,381.80
776
91412HGE7
University Of California
AA
400,000.00
7/16/2020
0.88%
5/15/2025
400,000.00
0.88%
1,334.31
372,200.00
776
912828ZT0
U.S. Treasury
AA+
3,500,000.00
10/6/2021
0.25%
5/31/2025
3,442,851.56
0.70%
2,932.69
3,229,296.70
792
63743HFE7
National Rural Utilities Co Finance Corp
A-
265,000.00
5/4/2022
3.45%
6/15/2025
264,928.45
3.46%
2,691.96
257,167.93
807
912828XZ8
U.S. Treasury
AA+
1,545,000.00
12/4/2020
2.75%
6/30/2025
1,710,423.63
0.39%
10,680.56
1,503,478.13
822
341271AD6
Florida St Hurrican Cat Fund
AA
495,000.00
9/16/2020
1.26%
7/1/2025
495,000.00
1.26%
1,556.78
461,142.00
823
341271AD6
Florida St Hurrican Cat Fund
AA
190,000.00
9/16/2020
1.26%
7/1/2025
191,343.30
1.11%
597.55
177,004.00
823
341271AD6
Florida St Hurrican Cat Fund
AA
200,000.00
9/16/2020
1.26%
7/1/2025
201,326.00
1.12%
629.00
186,320.00
823
977123X78
Wisconsin Department of Transportation
AAA
820,000.00
7/30/2020
0.77%
7/1/2025
820,000.00
0.77%
1,586.70
755,482.40
823
91282CAB7
U.S. Treasury
AA+
525,000.00
5/5/2021
0.25%
7/31/2025
516,386.72
0.64%
217.54
482,015.63
853
06051GFS3
Bank Of America Co
A-
815,000.00
9/1/2020
3.88%
8/1/2025
930,925.60
0.91%
5,263.54
796,893.96
854
ATTACHMENT 2
S&P
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
Days to
CUSIP
Description
Rating
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
Maturity
City of Napa
Quarterly Investment Report - Maturity Report
as of March 31, 2023
798306WP7
San Juan, California
NR
525,000.00
10/29/2020
0.85%
8/1/2025
525,000.00
0.85%
745.50
484,569.75
854
54438CYK2
Los Angeles, California
AA+
530,000.00
11/10/2020
0.77%
8/1/2025
530,000.00
0.77%
682.82
487,398.60
854
799408Z85
San Ramon Valley, California
AA+
525,000.00
10/20/2020
0.74%
8/1/2025
525,000.00
0.74%
647.50
481,477.50
854
60412AVJ9
Minnesota St
AAA
355,000.00
8/25/2020
0.63%
8/1/2025
355,000.00
0.63%
372.75
326,209.50
854
50117TAC5
Kubota Credit
NR
200,000.00
4/14/2021
0.62%
8/15/2025
199,959.08
0.62%
55.11 192,757.12
868
912828K74
U.S. Treasury
AA+
2,500,000.00
11/4/2022
2.00%
8/15/2025
2,341,113.28
4.46%
6,215.47
2,391,797.00
868
3135G05X7
Federal National Mortgage Association
AA+
950,000.00
8/31/2020
0.38%
8/25/2025
945,744.00
0.47%
356.25
870,695.90
878
91282CAJ0
U.S. Treasury
AA+
2,000,000.00
9/6/2022
0.25%
8/31/2025
1,815,312.50
3.54%
434.78
1,832,187.60
884
20772KEW5
State Of Connecticut
AA-
850,000.00
11/19/2020
3.74%
9/15/2025
966,985.50
0.83%
1,414.02
826,812.00
899
44933LAC7
Hyundai Auto Receivables
AAA
198,045.94
4/28/2021
0.38%
9/15/2025
198,025.10
0.38%
33.45 192,136.68
899
3137EAEX3
Federal Home Loan Mortgage Corporation
AA+
1,475,000.00
9/25/2020
0.38%
9/23/2025
1,470,560.25
0.44%
122.92
1,349,046.80
907
91282CAM3
U.S. Treasury
AA+
500,000.00
6/30/2021
0.25%
9/30/2025
489,414.06
0.76%
3.42 457,578.10
914
91282CAM3
U.S. Treasury
AA+
3,750,000.00
6/30/2021
0.25%
9/30/2025
3,693,017.58
0.63%
25.61 3,431,835.75
914
61747YEG6
Morgan Stanley
A-
180,000.00
10/19/2021
1.16%
10/21/2025
180,000.00
1.16%
931.20
168,403.32
935
61747YEG6
Morgan Stanley
A-
500,000.00
10/19/2021
1.16%
10/21/2025
467,560.00
3.18%
2,586.67
467,787.00
935
89115B6K1
Toronto-Dominion Bank
A
1,600,000.00
10/31/2022
5.60%
10/27/2025
1,600,000.00
5.58%
37,831.11
1,599,072.00
941
3135G06G3
Federal National Mortgage Association
AA+
540,000.00
11/12/2020
0.50%
11/7/2025
538,066.80
0.57%
1,080.00
493,477.38
952
43815EAC8
Honda Auto Receivables
AAA
390,000.00
8/25/2021
0.41%
11/18/2025
389,994.31
0.41%
57.74 374,877.09
963
14316NAC3
Carmax Auto Owner Trust
AAA
89,738.05
1/27/2021
0.34%
12/15/2025
89,720.31
0.34%
13.56 86,785.43
990
91282CBC4
U.S. Treasury
AA+
3,000,000.00
2/2/2021
0.38%
12/31/2025
2,993,554.69
0.42%
2,828.04
2,733,750.00
1,006
172967KG5
Citigroup Inc
BBB+
900,000.00
10/6/2021
3.70%
1/12/2026
990,855.00
1.26%
7,307.50
871,863.30
1,018
43815GAC3
Honda Auto Receivables
NR
460,000.00
11/24/2021
0.88%
1/21/2026
459,903.03
0.89%
112.44
438,908.95
1,027
17327CAN3
Citigroup Inc
BBB+
245,000.00
1/25/2022
2.01%
1/25/2026
245,000.00
2.01%
904.62
230,944.35
1,031
91282CBH3
U.S. Treasury
AA+
1,315,000.00
3/3/2021
0.38%
1/31/2026
1,294,812.70
0.69%
817.33
1,193,773.44
1,037
91282CBH3
U.S. Treasury
AA+
2,000,000.00
3/3/2021
0.38%
1/31/2026
1,951,328.13
0.89%
1,243.09
1,815,625.00
1,037
91282CBH3
U.S. Treasury
AA+
675,000.00
3/3/2021
0.38%
1/31/2026
665,850.59
0.69%
419.54
612,773.44
1,037
91282CBH3
U.S. Treasury
AA+
5,000,000.00
3/3/2021
0.38%
1/31/2026
4,794,531.25
1.43%
3,107.74
4,539,062.50
1,037
14314QAC8
Carmax Auto Owner Trust
AAA
307,761.51
4/21/2021
0.52%
2/17/2026
307,695.19
0.52%
71.13 297,131.70
1,054
91282CBQ3
U.S. Treasury
AA+
5,000,000.00
10/6/2021
0.50%
2/28/2026
4,919,140.63
0.88%
2,173.91
4,543,750.00
1,065
46647PBH8
JPMorgan Chase
A-
795,000.00
10/6/2021
2.01%
3/13/2026
816,393.45
1.38%
796.99
750,328.95
1,078
91282CBT7
U.S. Treasury
AA+
2,000,000.00
6/4/2021
0.75%
3/31/2026
1,999,218.75
0.76%
40.98 1,829,687.60
1,096
06051GKM0
Bank Of America Co
A-
1,000,000.00
5/10/2022
3.38%
4/2/2026
979,350.00
3.96%
16,826.00
959,284.00
1,098
46647PCZ7
JPMorgan Chase
A-
500,000.00
4/26/2022
4.08%
4/26/2026
499,740.00
4.09%
8,783.33
487,498.50
1,122
91282CBW0
U.S. Treasury
AA+
3,000,000.00
10/6/2021
0.75%
4/30/2026
2,979,140.63
0.91%
9,447.51
2,734,687.50
1,126
04636NAA1
Astrazeneca
A
500,000.00
7/19/2021
1.20%
5/28/2026
500,530.00
1.18%
2,050.00
456,182.00
1,154
91282CCF6
U.S. Treasury
AA+
2,000,000.00
6/4/2021
0.75%
5/31/2026
1,995,781.25
0.79%
5,027.47
1,819,062.40
1,157
345286AC2
Ford Credit Auto Owner Trust
AAA
385,000.00
1/24/2022
1.29%
6/15/2026
384,954.26
1.29%
220.73
368,486.97
1,172
91282CCJ8
U.S. Treasury
AA+
2,285,000.00
8/4/2021
0.88%
6/30/2026
2,308,207.03
0.66%
5,026.05
2,083,634.38
1,187
91282CCJ8
U.S. Treasury
AA+
1,100,000.00
8/4/2021
0.88%
6/30/2026
1,022,656.25
2.64%
2,419.55
1,003,062.50
1,187
544647FC9
LA Unified School District
NR
245,000.00
11/10/2021
1.46%
7/1/2026
245,000.00
1.46%
891.19
223,312.60
1,188
91282CCP4
U.S. Treasury
AA+
2,100,000.00
1/5/2022
0.63%
7/31/2026
2,035,195.31
1.32%
2,175.41
1,893,937.50
1,218
427866AX6
Hershey Co.
A
1,730,000.00
1/30/2023
2.30%
8/15/2026
1,615,543.20
4.33%
5,084.28
1,638,443.21
1,233
9128282A7
U.S. Treasury
AA+
2,580,000.00
5/4/2022
1.50%
8/15/2026
2,423,688.28
3.02%
4,810.77
2,394,562.50
1,233
05602RAD3
Bmw Vehicle Owner Trust
AAA
450,000.00
5/18/2022
3.21%
8/25/2026
449,976.60
3.21%
240.75
437,958.95
1,243
91282CCZ2
U.S. Treasury
AA+
550,000.00
10/6/2021
0.88%
9/30/2026
548,281.25
0.94%
13.15 498,093.75
1,279
91282CCZ2
U.S. Treasury
AA+
2,000,000.00
10/6/2021
0.88%
9/30/2026
1,990,390.63
0.97%
47.81 1,811,250.00
1,279
ATTACHMENT 2
S&P
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
Days to
CUSIP
Description
Rating
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
Maturity
City of Napa
Quarterly Investment Report - Maturity Report
as of March 31, 2023
448977AD0
Hyundai Auto Receivables
AAA
830,000.00
3/16/2022
2.22%
10/15/2026
829,968.05
2.22%
818.93
797,959.01
1,294
98163KAC6
World Omni Auto Rec Trust
AAA
350,000.00
11/3/2021
0.81%
10/15/2026
349,952.33
0.81%
126.00
333,275.46
1,294
91282CDG3
U.S. Treasury
AA+
1,200,000.00
1/18/2022
1.13%
10/31/2026
1,178,578.13
1.51%
5,668.51
1,094,625.00
1,310
91282CDG3
U.S. Treasury
AA+
650,000.00
1/18/2022
1.13%
10/31/2026
626,970.70
1.92%
3,070.44
592,921.88
1,310
912828YQ7
U.S. Treasury
AA+
2,050,000.00
12/16/2021
1.63%
10/31/2026
2,086,835.94
1.24%
13,987.57
1,904,578.13
1,310
025816CM9
American Express
BBB+
800,000.00
12/16/2021
1.65%
11/4/2026
798,760.00
1.68%
5,390.00
715,864.80
1,314
14041NFY2
Capital One Financial Corp
AAA
1,075,000.00
11/30/2021
1.04%
11/15/2026
1,074,851.87
1.04%
496.89
1,011,619.83
1,325
912828U24
U.S. Treasury
AA+
2,000,000.00
5/9/2022
2.00%
11/15/2026
1,912,578.13
3.04%
15,138.12
1,880,625.00
1,325
380146AC4
Gm Financial Securitized Term
AAA
350,000.00
1/19/2022
1.26%
11/16/2026
349,969.59
1.26%
183.75
332,729.18
1,326
91282CDK4
U.S. Treasury
AA+
1,200,000.00
12/3/2021
1.25%
11/30/2026
1,203,421.88
1.19%
5,027.47
1,097,625.00
1,340
24422EWA3
Deere & Company
A
500,000.00
1/13/2022
1.70%
1/11/2027
497,180.00
1.82%
1,888.89
454,290.00
1,382
87612EBM7
Target Corp
A
215,000.00
1/24/2022
1.95%
1/15/2027
214,634.50
1.99%
885.08
198,777.39
1,386
87612EBM7
Target Corp
A
800,000.00
1/24/2022
1.95%
1/15/2027
801,752.00
1.90%
3,293.34
739,636.80
1,386
06406RBA4
Bank of New York Mellon
A
700,000.00
1/28/2022
2.05%
1/26/2027
700,847.00
2.02%
2,590.97
627,970.70
1,397
459200KM2
IBM
A-
500,000.00
2/25/2022
2.20%
2/9/2027
493,830.00
2.47%
1,588.89
462,071.50
1,411
459200KM2
IBM
A-
900,000.00
2/25/2022
2.20%
2/9/2027
841,185.00
3.72%
2,860.00
831,728.70
1,411
912828V98
U.S. Treasury
AA+
1,825,000.00
7/6/2022
2.25%
2/15/2027
1,771,248.05
2.94%
5,104.45
1,728,902.44
1,417
912828V98
U.S. Treasury
AA+
6,030,000.00
7/6/2022
2.25%
2/15/2027
5,906,808.98
2.73%
16,865.68
5,712,483.11
1,417
438516CE4
Honeywell International
A
800,000.00
3/3/2022
1.10%
3/1/2027
762,624.00
2.09%
733.33
714,179.20
1,431
89788MAD4
Truist Fin Corp
A-
1,200,000.00
3/14/2022
1.27%
3/2/2027
1,127,520.00
2.57%
1,224.77
1,049,588.40
1,432
89788MAD4
Truist Fin Corp
A-
1,200,000.00
3/14/2022
1.27%
3/2/2027
1,086,720.00
3.42%
1,224.77
1,049,588.40
1,432
89236TJZ9
Toyota Motor Corp
A+
1,000,000.00
5/10/2022
3.05%
3/22/2027
968,140.00
3.77%
762.50
942,274.00
1,452
023135CF1
Amazon.Com Inc
AA
1,000,000.00
5/20/2022
3.30%
4/13/2027
989,180.00
3.54%
15,400.00
967,941.00
1,474
14318MAD1
Carmax Auto Owner Trust
AAA
1,125,000.00
7/20/2022
3.97%
4/15/2027
1,124,973.45
3.97%
1,985.00
1,101,347.33
1,476
437076CN0
Home Depot Inc
A
1,200,000.00
5/10/2022
2.88%
4/15/2027
1,161,660.00
3.59%
15,908.33
1,144,308.00
1,476
91282CEN7
U.S. Treasury
AA+
1,350,000.00
12/7/2022
2.75%
4/30/2027
1,292,625.00
3.81%
15,588.40
1,301,062.50
1,491
665859AW4
Northern Trust
A+
800,000.00
5/12/2022
4.00%
5/10/2027
807,728.00
3.79%
12,533.33
783,926.40
1,501
665859AW4
Northern Trust
A+
400,000.00
5/12/2022
4.00%
5/10/2027
403,848.00
3.79%
6,266.67
391,963.20
1,501
91324PEG3
Unitedhealth Group Inc
A+
200,000.00
5/20/2022
3.70%
5/15/2027
199,892.00
3.71%
2,795.56
195,730.00
1,506
912828X88
U.S. Treasury
AA+
1,800,000.00
9/6/2022
2.38%
5/15/2027
1,717,664.06
3.44%
16,178.87
1,709,437.50
1,506
912828X88
U.S. Treasury
AA+
2,900,000.00
9/6/2022
2.38%
5/15/2027
2,675,136.72
4.28%
26,065.95
2,754,093.75
1,506
254683CS2
Discover Financial Services
NR
1,430,000.00
5/26/2022
3.32%
5/17/2027
1,429,883.74
3.32%
2,110.04
1,390,886.64
1,508
63254ABE7
National Australia Bank Ltd
AA-
1,000,000.00
6/13/2022
3.91%
6/9/2027
991,330.00
4.10%
12,148.89
979,614.00
1,531
254683CW3
Discover Financial Services
AAA
950,000.00
8/9/2022
3.56%
7/15/2027
949,882.11
3.56%
1,503.11
928,838.56
1,567
91282CFB2
U.S. Treasury
AA+
2,100,000.00
1/5/2023
2.75%
7/31/2027
1,992,703.13
3.98%
9,571.82
2,022,234.48
1,583
458140BY5
Intel Corporation
A
1,200,000.00
8/12/2022
3.75%
8/5/2027
1,201,452.00
3.72%
7,000.00
1,167,819.60
1,588
58768PAC8
Mercedes-Benz Auto Receivables
AAA
1,235,000.00
11/22/2022
5.21%
8/16/2027
1,234,755.72
5.21%
2,859.71
1,247,875.25
1,599
91282CAH4
U.S. Treasury
AA+
2,800,000.00
12/7/2022
0.50%
8/31/2027
2,407,015.63
3.77%
1,217.39
2,440,375.00
1,614
931142EX7
Wal-Mart Stores
AA
1,200,000.00
9/14/2022
3.95%
9/9/2027
1,201,944.00
3.91%
2,896.67
1,197,999.60
1,623
91282CAU5
U.S. Treasury
AA+
2,600,000.00
1/5/2023
0.50%
10/31/2027
2,207,765.63
3.97%
5,458.56
2,255,906.12
1,675
9128283F5
U.S. Treasury
AA+
3,725,000.00
1/31/2023
2.25%
11/15/2027
3,489,713.87
3.70%
31,719.10
3,504,409.97
1,690
57636QAW4
Mastercard Inc
A+
920,000.00
3/17/2023
4.88%
3/9/2028
922,364.40
4.82%
2,740.83
948,125.32
1,805
Total Other
204,097,809.54
201,915,895.78
696,656.17
192,763,527.23
Total LAIF, CAMP, and Securities
285,159,771.31
282,977,857.55
696,656.17
273,825,489.00
ATTACHMENT 2