Sector
Par Value
Original Cost
Market Value
U.S. Treasuries
72,895,000.00
70,671,548.86
65,946,181.96
Federal Agencies
4,965,000.00
4,979,971.05
4,684,525.06
Federal Agency CMBS
29,923,432.28
29,079,888.89
28,530,939.15
Municipals
8,705,000.00
8,824,542.80
8,195,001.17
Supra-National Agencies
2,910,000.00
2,966,391.60
2,766,995.66
Certificates of Deposit
5,150,000.00
5,150,000.00
5,099,787.54
Corporate Notes
49,510,000.00
48,927,522.25
47,102,332.98
Bank Notes
2,305,000.00
2,304,815.60
2,290,766.63
Asset-Backed Securities
27,691,706.24
27,698,406.83
27,260,803.77
California Asset Management Trust
24,777,913.94
24,777,913.94
24,777,913.94
Local Agency Investment Fund
46,704,857.58
46,704,857.58
46,704,857.58
Total
275,537,910.04
272,085,859.40
263,360,105.44
Market Value Basis
Interest Earned
$1,557,777
Change in Market Value
($769,544)
City of Napa
0.36%
2.70%
1.29%
1.17%
Total Dollar Return
$788,233
0.24%
2.14%
0.93%
0.83%
Accrual Basis
Interest Earned
$1,557,777
Realized Gains / (Losses)
($1,977,566)
Change in Amortized Cost
$236,339
Total Earnings
($183,450)
Portfolio values as of September 30, 2023 excluding accrued interest.
Portfolio earnings and performance excludes funds in the California Asset Management Trust and the Local Agency Investment Fund.
BofA ML 1-5 Year U.S. Treasury/Agency Index
Total Return Performance
Current
Quarter
10 Year
1 Year
5 Year
Portfolio Earnings
Attachment 2
City of Napa
Quarterly Investment Report - Summary and Performance
as of September 30, 2023
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
4Q23
1Q24
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
LAIF and CAMP
N/A
California Asset Management Trust
AAAm
AAAm
24,777,913.94
9/30/2023
5.55%
10/1/2023
24,777,913.94
5.55%
-
24,777,913.94
N/A
Local Agency Investment Fund
NR
NR
46,704,857.58
9/30/2023
3.59%
10/1/2023
46,704,857.58
3.59%
-
46,704,857.58
Total LAIF and CAMP
71,482,771.52
71,482,771.52
4.27%
-
71,482,771.52
U.S. Treasuries
912828ZT0
U.S. Treasury
AA+
AA+
3,500,000.00
10/6/2021
0.25%
5/31/2025
3,442,851.56
0.70%
2,940.57
3,226,562.50
912828XZ8
U.S. Treasury
AA+
AA+
1,545,000.00
12/4/2020
2.75%
6/30/2025
1,710,423.63
0.39%
10,737.33
1,483,200.00
91282CAB7
U.S. Treasury
AA+
AA+
525,000.00
5/5/2021
0.25%
7/31/2025
516,386.72
0.64%
221.13
480,621.12
91282CAM3
U.S. Treasury
AA+
AA+
500,000.00
6/30/2021
0.25%
9/30/2025
489,414.06
0.76%
3.42 454,921.90
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 3,411,914.25
91282CBC4
U.S. Treasury
AA+
AA+
3,000,000.00
2/2/2021
0.38%
12/31/2025
2,993,554.69
0.42%
2,843.07
2,711,250.00
91282CBH3
U.S. Treasury
AA+
AA+
1,315,000.00
3/3/2021
0.38%
1/31/2026
1,294,812.70
0.69%
830.81
1,183,500.00
91282CBH3
U.S. Treasury
AA+
AA+
2,000,000.00
4/5/2021
0.38%
1/31/2026
1,951,328.13
0.89%
1,263.59
1,800,000.00
91282CBH3
U.S. Treasury
AA+
AA+
675,000.00
9/3/2021
0.38%
1/31/2026
665,850.59
0.69%
426.46
607,500.00
91282CBH3
U.S. Treasury
AA+
AA+
5,000,000.00
1/18/2022
0.38%
1/31/2026
4,794,531.25
1.43%
3,158.97
4,500,000.00
91282CBQ3
U.S. Treasury
AA+
AA+
5,000,000.00
10/6/2021
0.50%
2/28/2026
4,919,140.63
0.88%
2,129.12
4,500,781.00
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 1,808,125.00
91282CBW0
U.S. Treasury
AA+
AA+
3,000,000.00
10/6/2021
0.75%
4/30/2026
2,979,140.63
0.91%
9,415.76
2,702,343.60
91282CCF6
U.S. Treasury
AA+
AA+
2,000,000.00
6/4/2021
0.75%
5/31/2026
1,995,781.25
0.79%
5,040.98
1,795,625.00
91282CCJ8
U.S. Treasury
AA+
AA+
285,000.00
8/4/2021
0.88%
6/30/2026
287,894.53
0.66%
630.21
256,410.94
91282CCJ8
U.S. Treasury
AA+
AA+
1,100,000.00
4/5/2022
0.88%
6/30/2026
1,022,656.25
2.64%
2,432.41
989,656.25
91282CCP4
U.S. Treasury
AA+
AA+
2,100,000.00
1/5/2022
0.63%
7/31/2026
2,035,195.31
1.32%
2,211.28
1,869,000.00
9128282A7
U.S. Treasury
AA+
AA+
2,580,000.00
5/4/2022
1.50%
8/15/2026
2,423,688.28
3.02%
4,942.66
2,351,831.25
91282CCZ2
U.S. Treasury
AA+
AA+
550,000.00
10/6/2021
0.88%
9/30/2026
548,281.25
0.94%
13.15 490,789.09
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 1,784,687.60
912828YQ7
U.S. Treasury
AA+
AA+
2,050,000.00
12/16/2021
1.63%
10/31/2026
2,086,835.94
1.24%
13,940.56
1,864,859.38
91282CDG3
U.S. Treasury
AA+
AA+
1,200,000.00
1/18/2022
1.13%
10/31/2026
1,178,578.13
1.51%
5,649.46
1,075,125.00
91282CDG3
U.S. Treasury
AA+
AA+
650,000.00
2/14/2022
1.13%
10/31/2026
626,970.70
1.92%
3,060.12
582,359.38
912828U24
U.S. Treasury
AA+
AA+
850,000.00
5/9/2022
2.00%
11/15/2026
812,845.71
3.04%
6,421.20
781,734.38
91282CDK4
U.S. Treasury
AA+
AA+
1,200,000.00
12/3/2021
1.25%
11/30/2026
1,203,421.88
1.19%
5,040.98
1,076,625.00
912828V98
U.S. Treasury
AA+
AA+
1,825,000.00
7/6/2022
2.25%
2/15/2027
1,771,248.05
2.94%
5,244.39
1,684,132.81
912828V98
U.S. Treasury
AA+
AA+
6,030,000.00
8/5/2022
2.25%
2/15/2027
5,906,808.98
2.73%
17,328.06
5,564,559.38
91282CEN7
U.S. Treasury
AA+
AA+
1,350,000.00
12/7/2022
2.75%
4/30/2027
1,292,625.00
3.81%
15,536.01
1,262,460.87
912828X88
U.S. Treasury
AA+
AA+
2,380,000.00
11/4/2022
2.38%
5/15/2027
2,195,457.03
4.28%
21,350.48
2,194,806.25
91282CFB2
U.S. Treasury
AA+
AA+
960,000.00
1/5/2023
2.75%
7/31/2027
910,950.00
3.98%
4,447.83
894,300.00
91282CAH4
U.S. Treasury
AA+
AA+
2,800,000.00
12/7/2022
0.50%
8/31/2027
2,407,015.63
3.77%
1,192.31
2,382,625.00
9128283F5
U.S. Treasury
AA+
AA+
1,425,000.00
1/31/2023
2.25%
11/15/2027
1,334,991.21
3.70%
12,110.56
1,295,859.38
91282CBB6
U.S. Treasury
AA+
AA+
2,800,000.00
5/17/2023
0.63%
12/31/2027
2,460,062.50
3.49%
4,422.55
2,367,750.00
9128283W8
U.S. Treasury
AA+
AA+
3,900,000.00
4/6/2023
2.75%
2/15/2028
3,797,320.31
3.34%
13,697.69
3,606,281.25
91282CBZ3
U.S. Treasury
AA+
AA+
1,050,000.00
6/5/2023
1.25%
4/30/2028
932,859.37
3.76%
5,492.53
903,984.38
FY Quarter
S&P Rating
Attachment 2
City of Napa
Quarterly Investment Report - Holdings Report
as of September 30, 2023
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
4Q23
1Q24
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
FY Quarter
S&P Rating
Total U.S. Treasuries
72,895,000.00
70,671,548.86
1.88%
184,290.05
65,946,181.96
Federal Agencies
3130AUZC1
Federal Home Loan Banks
AA+
AA+
2,000,000.00
4/6/2023
4.63%
3/14/2025
2,025,600.00
3.93%
4,368.06
1,979,702.00
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
868,514.70
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
1,345,107.08
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
491,201.28
Total Federal Agencies
4,965,000.00
4,979,971.05
1.93%
5,927.23
4,684,525.06
Federal Agency CMBSs
3137BTU25
Federal Home Loan Mortgage Corporation
AA+
AA+
315,982.82
2/2/2021
3.06%
11/1/2023
337,324.01
0.58%
806.28
314,209.51
3136AJB54
Federal National Mortgage Association
AA+
AA+
178,419.97
12/18/2019
3.35%
3/1/2024
187,090.06
2.14%
497.49
176,398.45
3137FBTA4
Federal Home Loan Mortgage Corporation
AA+
AA+
961,835.62
5/31/2022
3.06%
8/1/2024
963,113.05
3.00%
2,455.89
939,609.56
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
760,935.70
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
676,354.37
3137FJXQ7
Federal Home Loan Mortgage Corporation
N/A
AA+
2,228,866.48
8/15/2023
3.75%
8/1/2025
2,167,104.60
5.24%
6,965.21
2,158,220.17
3137FLN34
Federal Home Loan Mortgage Corporation
N/A
AA+
2,145,000.00
8/16/2023
3.21%
2/1/2026
2,052,161.72
5.08%
5,734.30
2,047,436.24
3137BSP72
Federal Home Loan Mortgage Corporation
AA+
AA+
1,200,000.00
4/17/2023
2.65%
8/1/2026
1,145,390.63
4.14%
2,653.00
1,117,024.40
3137BTUM1
Federal Home Loan Mortgage Corporation
AA+
AA+
1,380,000.00
5/24/2023
3.35%
11/1/2026
1,337,521.88
4.31%
3,849.05
1,307,015.43
3137BVZ82
Federal Home Loan Mortgage Corporation
AA+
AA+
2,000,000.00
5/24/2023
3.43%
1/1/2027
1,939,453.13
4.34%
5,716.67
1,892,967.26
3137BXQY1
Federal Home Loan Mortgage Corporation
N/A
AA+
2,300,000.00
8/18/2023
3.22%
3/1/2027
2,169,546.88
4.98%
6,179.33
2,158,196.95
3137F1G44
Federal Home Loan Mortgage Corporation
AA+
AA+
2,255,000.00
6/13/2023
3.24%
4/1/2027
2,160,836.13
4.44%
6,094.14
2,111,727.31
3137H14B9
Federal Home Loan Mortgage Corporation
N/A
AA+
2,425,000.00
8/15/2023
1.77%
5/1/2028
2,122,443.37
4.73%
3,576.88
2,087,908.32
3137HACX2
Federal Home Loan Mortgage Corporation
N/A
AA+
2,150,000.00
7/20/2023
4.82%
6/1/2028
2,171,474.20
4.59%
8,634.04
2,110,449.63
3137HAD45
Federal Home Loan Mortgage Corporation
N/A
AA+
1,728,327.39
7/27/2023
4.78%
6/1/2028
1,728,284.18
4.78%
6,880.18
1,696,083.66
3136BQDE6
Federal National Mortgage Association
N/A
AA+
2,150,000.00
7/31/2023
4.19%
7/1/2028
2,113,550.78
4.58%
7,507.08
2,054,256.65
3137HAMN3
Federal Home Loan Mortgage Corporation
N/A
AA+
1,020,000.00
9/28/2023
5.27%
8/1/2028
1,019,994.90
5.27%
4,481.20
1,017,294.35
3137HAMH6
Federal Home Loan Mortgage Corporation
N/A
AA+
2,200,000.00
9/14/2023
4.65%
8/1/2028
2,167,455.40
4.99%
8,525.00
2,137,454.90
3137HAMS2
Federal Home Loan Mortgage Corporation
AA+
AA+
1,800,000.00
9/28/2023
4.80%
9/1/2028
1,778,484.60
5.07%
7,200.00
1,767,396.29
Total Federal Agency CMOs
29,923,432.28
29,079,888.89
4.54%
91,628.38
28,530,939.15
Municipals
797412EL3
San Diego County
N/A
AAA
165,000.00
8/18/2023
0.59%
5/1/2024
165,000.00
5.76%
407.69
160,025.00
797412EK5
San Diego County
N/A
NR
335,000.00
8/18/2023
0.59%
5/1/2024
335,000.00
5.76%
827.73
325,510.12
20772KJW0
State Of Connecticut
AA-
AA-
190,000.00
6/11/2020
2.00%
7/1/2024
190,000.00
2.00%
949.05
185,229.10
574193TQ1
Maryland St
AAA
AAA
400,000.00
8/5/2020
0.51%
8/1/2024
399,888.00
0.52%
340.00
384,104.00
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
767,643.00
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
305,464.95
605581MZ7
Mississippi State
AA
AA
155,000.00
8/6/2020
0.57%
11/1/2024
155,000.00
0.57%
364.90
146,661.00
650036DT0
New York State Urban Development Corp
NR
NR
1,220,000.00
12/23/2020
0.87%
3/15/2025
1,220,000.00
0.87%
471.73
1,135,490.60
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
373,144.00
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
460,048.05
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
176,584.10
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
185,878.00
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
756,974.80
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
482,753.25
60412AVJ9
Minnesota St
AAA
AAA
355,000.00
8/25/2020
0.63%
8/1/2025
355,000.00
0.63%
372.75
326,759.75
Attachment 2
City of Napa
Quarterly Investment Report - Holdings Report
as of September 30, 2023
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
4Q23
1Q24
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
FY Quarter
S&P Rating
54438CYK2
Los Angeles, California
AA+
AA+
530,000.00
11/10/2020
0.77%
8/1/2025
530,000.00
0.77%
682.82
489,799.50
798306WP7
San Juan, California
NR
NR
525,000.00
10/29/2020
0.85%
8/1/2025
525,000.00
0.85%
745.50
485,404.50
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
825,579.50
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
221,947.95
Total Municipals
8,705,000.00
8,824,542.80
1.33%
17,554.35
8,195,001.17
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
1,698,888.03
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
1,068,107.63
Total Supranationals
2,910,000.00
2,966,391.60
0.50%
1,128.02
2,766,995.66
Bank Note
94988J6D4
Wells Fargo & Company
N/A
A+
2,305,000.00
8/9/2023
5.45%
8/7/2026
2,304,815.60
5.45%
18,145.47
2,290,766.63
Total Bank Note
2,305,000.00
2,304,815.60
5.45%
18,145.47
2,290,766.63
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%
83,377.78
1,599,467.04
21684LGS5
Rabobank Nederland
N/A
A+
2,150,000.00
7/20/2023
5.08%
7/17/2026
2,150,000.00
5.08%
21,540.61
2,104,828.50
63873QP65
Natixis NY Branch
N/A
A
1,400,000.00
9/20/2023
5.61%
9/18/2026
1,400,000.00
5.58%
2,399.83
1,395,492.00
Total Certificates of Deposit
5,150,000.00
5,150,000.00
5.37%
107,318.22
5,099,787.54
Corporate Notes
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
1,082,211.90
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
1,054,499.57
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
672,065.10
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
1,645,223.93
166764BW9
Chevron Corporation
AA-
AA-
500,000.00
5/15/2020
1.55%
5/11/2025
502,480.00
1.45%
3,021.67
470,419.00
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
255,253.30
61747YEG6
Morgan Stanley
A-
A-
180,000.00
10/19/2021
1.16%
10/21/2025
180,000.00
1.16%
931.20
169,483.32
61747YEG6
Morgan Stanley
A-
A-
500,000.00
5/20/2022
1.16%
10/21/2025
467,560.00
3.18%
2,586.67
470,787.00
172967KG5
Citigroup Inc
BBB+
BBB+
900,000.00
10/6/2021
3.70%
1/12/2026
990,855.00
1.26%
7,307.50
856,505.70
17327CAN3
Citigroup Inc
BBB+
BBB+
245,000.00
1/25/2022
2.01%
1/25/2026
245,000.00
2.01%
904.62
231,186.66
46647PBH8
JPMorgan Chase
A-
A-
795,000.00
10/6/2021
2.01%
3/13/2026
816,393.45
1.38%
796.99
748,178.48
46625HQW3
JPMorgan Chase
N/A
A-
1,120,000.00
7/21/2023
3.30%
4/1/2026
1,068,267.20
5.16%
18,480.00
1,057,723.52
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
958,519.00
46647PCZ7
JPMorgan Chase
A-
A-
500,000.00
4/26/2022
4.08%
4/26/2026
499,740.00
4.09%
8,783.33
485,055.50
04636NAA1
Astrazeneca
A
A
500,000.00
7/19/2021
1.20%
5/28/2026
500,530.00
1.18%
2,050.00
449,255.00
02665WEK3
American Honda Finance
N/A
A-
750,000.00
7/18/2023
5.25%
7/7/2026
758,295.00
4.84%
9,187.50
745,298.25
61761J3R8
Morgan Stanley
N/A
A-
225,000.00
7/28/2023
3.13%
7/27/2026
211,221.00
5.36%
1,250.00
208,658.03
857477CD3
State Street Corporation
N/A
A
920,000.00
8/3/2023
5.27%
8/3/2026
920,000.00
5.27%
7,814.27
909,092.48
857477CD3
State Street Corporation
N/A
A
1,225,000.00
8/3/2023
5.27%
8/3/2026
1,225,441.00
5.26%
10,404.88
1,210,476.40
89236TKX2
Toyota Motor Corp
N/A
A+
645,000.00
8/14/2023
5.00%
8/14/2026
644,219.55
5.04%
4,210.42
638,357.79
427866AX6
Hershey Co.
A
A
1,730,000.00
1/30/2023
2.30%
8/15/2026
1,615,543.20
4.33%
5,084.28
1,603,652.91
06428CAA2
Bank Of America Co
N/A
A+
2,130,000.00
8/18/2023
5.53%
8/18/2026
2,130,000.00
5.53%
14,059.07
2,119,168.95
24422EXD6
Deere & Company
N/A
A
650,000.00
9/8/2023
5.15%
9/8/2026
649,538.50
5.18%
2,138.68
647,315.50
949746SH5
Wells Fargo & Company
N/A
BBB+
1,300,000.00
7/18/2023
3.00%
10/23/2026
1,215,383.00
5.19%
17,116.67
1,192,616.10
025816CM9
American Express
BBB+
BBB+
800,000.00
12/16/2021
1.65%
11/4/2026
798,760.00
1.68%
5,390.00
707,700.80
Attachment 2
City of Napa
Quarterly Investment Report - Holdings Report
as of September 30, 2023
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
4Q23
1Q24
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
FY Quarter
S&P Rating
002824BF6
Abbot Laboratories
N/A
AA-
1,115,000.00
8/24/2023
3.75%
11/30/2026
1,071,325.45
5.06%
14,053.65
1,069,945.08
24422EWA3
Deere & Company
A
A
500,000.00
1/13/2022
1.70%
1/11/2027
497,180.00
1.82%
1,888.89
445,798.50
87612EBM7
Target Corp
A
A
215,000.00
1/24/2022
1.95%
1/15/2027
214,634.50
1.99%
885.08
193,989.77
87612EBM7
Target Corp
A
A
800,000.00
1/25/2022
1.95%
1/15/2027
801,752.00
1.90%
3,293.34
721,822.40
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
625,685.20
459200KM2
IBM
A-
A-
500,000.00
2/25/2022
2.20%
2/9/2027
493,830.00
2.47%
1,588.89
449,694.50
459200KM2
IBM
A-
A-
900,000.00
5/20/2022
2.20%
2/9/2027
841,185.00
3.72%
2,860.00
809,450.10
438516CE4
Honeywell International
A
A
800,000.00
3/3/2022
1.10%
3/1/2027
762,624.00
2.09%
733.33
701,975.20
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
1,063,795.20
89788MAD4
Truist Fin Corp
A-
A-
1,200,000.00
3/14/2022
1.27%
3/2/2027
1,086,720.00
2.57%
1,224.77
1,063,795.20
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
927,603.00
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
939,019.00
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
1,111,459.20
665859AW4
Northern Trust
A+
A+
800,000.00
5/12/2022
4.00%
5/10/2027
807,728.00
3.79%
12,533.33
756,890.40
665859AW4
Northern Trust
A+
A+
400,000.00
5/20/2022
4.00%
5/10/2027
403,848.00
3.79%
6,266.67
378,445.20
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
189,628.20
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
941,089.00
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
1,132,341.60
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
1,154,848.80
57636QAW4
Mastercard Inc
A+
A+
920,000.00
3/17/2023
4.88%
3/9/2028
922,364.40
4.82%
2,740.83
913,287.68
63743HFG2
National Rural Utilities Co Finance Corp
A-
A-
1,085,000.00
6/13/2023
4.80%
3/15/2028
1,081,820.95
4.87%
2,314.67
1,056,916.95
30303M8L9
Meta Platforms
AA-
AA-
1,080,000.00
6/5/2023
4.60%
5/15/2028
1,081,620.00
4.56%
20,424.00
1,055,950.56
539830BZ1
Lockheed Martin Corp
A-
A-
170,000.00
5/25/2023
4.45%
5/15/2028
169,694.00
4.49%
2,647.75
164,206.57
539830BZ1
Lockheed Martin Corp
A-
A-
480,000.00
6/6/2023
4.45%
5/15/2028
478,272.00
4.53%
7,476.00
463,642.08
369550BC1
General Dynamics Corp.
A-
A-
850,000.00
5/17/2023
3.75%
5/15/2028
831,351.00
4.24%
12,041.67
798,900.55
63253QAE4
National Australia Bank Ltd
AA-
AA-
1,585,000.00
6/13/2023
4.90%
6/13/2028
1,582,289.65
4.94%
23,299.50
1,532,446.16
02665WEM9
American Honda Finance
N/A
A-
850,000.00
7/7/2023
5.13%
7/7/2028
849,626.00
5.14%
10,164.58
835,934.20
24422EXB0
Deere & Company
N/A
A
490,000.00
7/14/2023
4.95%
7/14/2028
489,269.90
4.98%
5,187.88
482,699.00
69371RS64
Paccar Financial Corp.
N/A
A+
1,065,000.00
8/10/2023
4.95%
8/10/2028
1,063,317.30
4.99%
7,468.31
1,050,938.81
05565ECE3
Bmw Financial Services Na Llc
N/A
A
1,100,000.00
8/11/2023
5.05%
8/11/2028
1,099,659.00
5.06%
7,715.28
1,074,509.70
641062BL7
Nestle Holdings Inc
N/A
AA-
1,615,000.00
9/12/2023
5.00%
9/12/2028
1,614,935.40
5.00%
4,261.81
1,607,008.98
17325FBB3
Citigroup Inc
N/A
A+
800,000.00
9/29/2023
5.80%
9/29/2028
800,000.00
5.80%
257.91
799,912.00
Total Corporate Notes
49,510,000.00
48,927,522.25
3.90%
375,829.90
47,102,332.98
Asset-Backed Securities
89237VAB5
Toyota Motor Corp
AAA
AAA
6,420.15
7/27/2020
0.44%
10/15/2024
6,419.66
0.44%
1.26 6,410.38
14315XAC2
Carmax Auto Owner Trust
AAA
AAA
1,755.27
1/22/2020
1.89%
12/16/2024
1,754.92
1.89%
1.47 1,753.01
92290BAA9
Verizon Owner Trust
NR
NR
3,518.55
8/12/2020
0.47%
2/20/2025
3,517.81
0.47%
0.51 3,507.96
14315FAD9
Carmax Auto Owner Trust
AAA
AAA
3,521.16
7/22/2020
0.62%
3/17/2025
3,520.56
0.62%
0.97 3,511.07
362590AC5
Gm Financial Securitized Term
NR
NR
51,941.55
8/19/2020
0.45%
4/16/2025
51,929.66
0.45%
9.74 51,480.39
50117TAC5
Kubota Credit
NR
NR
131,945.02
4/14/2021
0.62%
8/15/2025
131,918.03
0.62%
36.36 128,368.29
44933LAC7
Hyundai Auto Receivables
AAA
AAA
112,955.94
4/28/2021
0.38%
9/15/2025
112,944.06
0.38%
19.08 110,726.88
43815EAC8
Honda Auto Receivables
AAA
AAA
259,784.52
8/25/2021
0.41%
11/18/2025
259,780.72
0.41%
38.46 251,702.86
14316NAC3
Carmax Auto Owner Trust
AAA
AAA
54,456.42
1/27/2021
0.34%
12/15/2025
54,445.65
0.34%
8.23 53,100.72
43815GAC3
Honda Auto Receivables
NR
NR
394,284.06
11/24/2021
0.88%
1/21/2026
394,200.94
0.89%
96.38 379,164.96
14314QAC8
Carmax Auto Owner Trust
AAA
AAA
199,100.58
4/21/2021
0.52%
2/17/2026
199,057.68
0.52%
46.01 193,163.64
Attachment 2
City of Napa
Quarterly Investment Report - Holdings Report
as of September 30, 2023
Par
Purchase
Coupon
Maturity
Original
Yield to
Accrued
Market
CUSIP
Description
4Q23
1Q24
Value
Settlement Date
Rate
Date
Cost
Maturity
Interest
Value
FY Quarter
S&P Rating
345286AC2
Ford Credit Auto Owner Trust
AAA
AAA
349,388.46
1/24/2022
1.29%
6/15/2026
349,346.95
1.29%
200.32
337,869.58
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
438,932.61
448977AD0
Hyundai Auto Receivables
AAA
AAA
830,000.00
3/16/2022
2.22%
10/15/2026
829,968.05
2.22%
818.93
801,690.11
98163KAC6
World Omni Auto Rec Trust
AAA
AAA
295,832.96
11/3/2021
0.81%
10/15/2026
295,792.67
0.81%
106.50
284,855.49
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
1,020,012.68
380146AC4
Gm Financial Securitized Term
AAA
AAA
346,801.60
1/19/2022
1.26%
11/16/2026
346,771.47
1.26%
182.07
333,726.66
233868AC2
Dailmer Trucks Retail Trust
N/A
NR
905,000.00
9/27/2023
5.90%
3/15/2027
904,986.15
5.90%
593.28
904,756.10
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
1,098,283.05
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
1,377,670.01
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
917,225.48
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
1,226,800.71
500945AC4
Kubota Credit
N/A
NR
560,000.00
7/26/2023
5.28%
1/18/2028
559,858.54
5.29%
1,314.13
554,168.78
06428AAC2
Bank of Amerca Auto Trust
N/A
NR
840,000.00
7/31/2023
5.53%
2/15/2028
839,968.16
5.53%
2,064.53
837,883.70
43815QAC1
Honda Auto Receivables
N/A
AAA
1,395,000.00
8/22/2023
5.41%
2/18/2028
1,394,712.35
5.42%
2,725.29
1,390,632.12
05592XAD2
Bmw Vehicle Owner Trust
N/A
AAA
375,000.00
7/18/2023
5.47%
2/25/2028
374,933.55
5.47%
341.88
373,641.34
05522RDF2
Bank Of America Co
AAA
AAA
2,150,000.00
6/2/2023
5.00%
4/15/2028
2,160,162.11
4.89%
4,777.78
2,128,080.75
44933XAD9
Hyundai Auto Receivables
N/A
AAA
470,000.00
7/19/2023
5.48%
4/17/2028
469,979.60
5.48%
1,144.71
469,258.58
02007WAC2
Ally Auto Receivables Trust
N/A
NR
790,000.00
7/19/2023
5.46%
5/15/2028
789,865.31
5.46%
1,917.07
788,730.63
02582JJZ4
American Express Co
AAA
AAA
810,000.00
6/14/2023
4.87%
5/15/2028
809,928.15
4.87%
1,753.20
799,271.06
05522RDG0
Bank Of America Co
AAA
AAA
725,000.00
6/16/2023
4.79%
5/15/2028
724,835.86
4.79%
1,543.44
714,896.76
14041NGD7
Capital One Financial Corp
AAA
AAA
1,755,000.00
5/24/2023
4.42%
5/15/2028
1,754,597.58
4.42%
3,447.60
1,711,835.25
344930AD4
Ford Credit Auto Owner Trust
AAA
AAA
640,000.00
6/26/2023
5.23%
5/15/2028
639,991.36
5.23%
1,487.64
635,430.40
90291VAC4
USAOT
N/A
AAA
1,745,000.00
9/15/2023
5.58%
5/15/2028
1,744,694.63
5.58%
4,327.60
1,741,150.70
254683CZ6
Discover Financial Services
AAA
AAA
1,505,000.00
6/28/2023
4.93%
6/15/2028
1,504,796.67
4.93%
3,297.62
1,486,866.86
36267KAD9
Gm Financial Securitized Term
N/A
AAA
455,000.00
7/19/2023
5.45%
6/16/2028
454,982.44
5.45%
1,033.23
454,024.21
31680EAD3
Fifth Third Auto Trust
N/A
AAA
1,520,000.00
8/23/2023
5.53%
8/15/2028
1,519,905.76
5.53%
3,735.82
1,514,770.90
161571HT4
Chase Issurance
N/A
AAA
1,745,000.00
9/15/2023
5.16%
9/15/2028
1,744,516.29
5.17%
4,001.87
1,735,449.09
Total Asset-Backed Securities
27,691,706.24
27,698,406.83
4.38%
50,268.48
27,260,803.77
Total
275,537,910.04
272,085,859.40
3.51%
852,090.10
263,360,105.44
Attachment 2
City of Napa
Quarterly Investment Report - Holdings Report
as of September 30, 2023
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
24,777,913.94
9/30/2023
5.55%
10/1/2023
24,777,913.94
5.55%
-
24,777,913.94
1 N/A
Local Agency Investment Fund
NR
46,704,857.58
9/30/2023
3.59%
10/1/2023
46,704,857.58
3.59%
-
46,704,857.58
1 Total LAIF and CAMP
71,482,771.52
71,482,771.52
-
71,482,771.52
Other
3137BTU25
Federal Home Loan Mortgage Corporation
AA+
315,982.82
2/2/2021
3.06%
11/1/2023
337,324.01
0.58%
806.28
314,209.51
32 3136AJB54
Federal National Mortgage Association
AA+
178,419.97
12/18/2019
3.35%
3/1/2024
187,090.06
2.14%
497.49
176,398.45
153
797412EL3
San Diego County
AAA
165,000.00
8/18/2023
0.59%
5/1/2024
165,000.00
5.76%
407.69
160,025.00
214
797412EK5
San Diego County
NR
335,000.00
8/18/2023
0.59%
5/1/2024
335,000.00
5.76%
827.73
325,510.12
214
20772KJW0
State Of Connecticut
AA-
190,000.00
6/11/2020
2.00%
7/1/2024
190,000.00
2.00%
949.05
185,229.10
275
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
1,082,211.90
282
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
1,054,499.57
304
3137FBTA4
Federal Home Loan Mortgage Corporation
AA+
961,835.62
5/31/2022
3.06%
8/1/2024
963,113.05
3.00%
2,455.89
939,609.56
306
574193TQ1
Maryland St
AAA
400,000.00
8/5/2020
0.51%
8/1/2024
399,888.00
0.52%
340.00
384,104.00
306
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
767,643.00
306
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
305,464.95
306
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
1,698,888.03
359
89237VAB5
Toyota Motor Corp
AAA
6,420.15
7/27/2020
0.44%
10/15/2024
6,419.66
0.44%
1.26 6,410.38
381
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
672,065.10
398
605581MZ7
Mississippi State
AA
155,000.00
8/6/2020
0.57%
11/1/2024
155,000.00
0.57%
364.90
146,661.00
398
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
760,935.70
428
14315XAC2
Carmax Auto Owner Trust
NR
1,755.27
1/22/2020
1.89%
12/16/2024
1,754.92
1.89%
1.47 1,753.01
443
92290BAA9
Verizon Owner Trust
NR
3,518.55
8/12/2020
0.47%
2/20/2025
3,517.81
0.47%
0.51 3,507.96
509
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
676,354.37
518
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
1,645,223.93
527
3130AUZC1
Federal Home Loan Banks
AA+
2,000,000.00
4/6/2023
4.63%
3/14/2025
2,025,600.00
3.93%
4,368.06
1,979,702.00
531
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
1,068,107.63
531
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
1,135,490.60
532
14315FAD9
Carmax Auto Owner Trust
AAA
3,521.16
7/22/2020
0.62%
3/17/2025
3,520.56
0.62%
0.97 3,511.07
534
362590AC5
Gm Financial Securitized Term
NR
51,941.55
8/19/2020
0.45%
4/16/2025
51,929.66
0.45%
9.74 51,480.39
564
166764BW9
Chevron Corporation
AA-
500,000.00
5/15/2020
1.55%
5/11/2025
502,480.00
1.45%
3,021.67
470,419.00
589
91412HGE7
University Of California
AA
400,000.00
7/16/2020
0.88%
5/15/2025
400,000.00
0.88%
1,334.31
373,144.00
593
912828ZT0
U.S. Treasury
AA+
3,500,000.00
10/6/2021
0.25%
5/31/2025
3,442,851.56
0.70%
2,940.57
3,226,562.50
609
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
255,253.30
624
912828XZ8
U.S. Treasury
AA+
1,545,000.00
12/4/2020
2.75%
6/30/2025
1,710,423.63
0.39%
10,737.33
1,483,200.00
639
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
460,048.05
640
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
176,584.10
640
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
185,878.00
640
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
756,974.80
640
91282CAB7
U.S. Treasury
AA+
525,000.00
5/5/2021
0.25%
7/31/2025
516,386.72
0.64%
221.13
480,621.12
670
3137FJXQ7
Federal Home Loan Mortgage Corporation
AA+
2,228,866.48
8/15/2023
3.75%
8/1/2025
2,167,104.60
5.24%
6,965.21
2,158,220.17
671
799408Z85
San Ramon Valley, California
AA+
525,000.00
10/20/2020
0.74%
8/1/2025
525,000.00
0.74%
647.50
482,753.25
671
60412AVJ9
Minnesota St
AAA
355,000.00
8/25/2020
0.63%
8/1/2025
355,000.00
0.63%
372.75
326,759.75
671
54438CYK2
Los Angeles, California
AA+
530,000.00
11/10/2020
0.77%
8/1/2025
530,000.00
0.77%
682.82
489,799.50
671
Attachment 2
City of Napa
Quarterly Investment Report - Maturity Report
as of September 30, 2023
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
798306WP7
San Juan, California
NR
525,000.00
10/29/2020
0.85%
8/1/2025
525,000.00
0.85%
745.50
485,404.50
671
50117TAC5
Kubota Credit
NR
131,945.02
4/14/2021
0.62%
8/15/2025
131,918.03
0.62%
36.36 128,368.29
685
3135G05X7
Federal National Mortgage Association
AA+
950,000.00
8/31/2020
0.38%
8/25/2025
945,744.00
0.47%
356.25
868,514.70
695
20772KEW5
State Of Connecticut
AA-
850,000.00
11/19/2020
3.74%
9/15/2025
966,985.50
0.83%
1,414.02
825,579.50
716
44933LAC7
Hyundai Auto Receivables
AAA
112,955.94
4/28/2021
0.38%
9/15/2025
112,944.06
0.38%
19.08 110,726.88
716
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
1,345,107.08
724
91282CAM3
U.S. Treasury
AA+
500,000.00
6/30/2021
0.25%
9/30/2025
489,414.06
0.76%
3.42 454,921.90
731
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 3,411,914.25
731
61747YEG6
Morgan Stanley
A-
180,000.00
10/19/2021
1.16%
10/21/2025
180,000.00
1.16%
931.20
169,483.32
752
61747YEG6
Morgan Stanley
A-
500,000.00
10/19/2021
1.16%
10/21/2025
467,560.00
3.18%
2,586.67
470,787.00
752
89115B6K1
Toronto-Dominion Bank
A
1,600,000.00
10/31/2022
5.60%
10/27/2025
1,600,000.00
5.58%
83,377.78
1,599,467.04
758
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
491,201.28
769
43815EAC8
Honda Auto Receivables
AAA
259,784.52
8/25/2021
0.41%
11/18/2025
259,780.72
0.41%
38.46 251,702.86
780
14316NAC3
Carmax Auto Owner Trust
AAA
54,456.42
1/27/2021
0.34%
12/15/2025
54,445.65
0.34%
8.23 53,100.72
807
91282CBC4
U.S. Treasury
AA+
3,000,000.00
2/2/2021
0.38%
12/31/2025
2,993,554.69
0.42%
2,843.07
2,711,250.00
823
172967KG5
Citigroup Inc
BBB+
900,000.00
10/6/2021
3.70%
1/12/2026
990,855.00
1.26%
7,307.50
856,505.70
835
43815GAC3
Honda Auto Receivables
NR
394,284.06
11/24/2021
0.88%
1/21/2026
394,200.94
0.89%
96.38 379,164.96
844
17327CAN3
Citigroup Inc
BBB+
245,000.00
1/25/2022
2.01%
1/25/2026
245,000.00
2.01%
904.62
231,186.66
848
91282CBH3
U.S. Treasury
AA+
1,315,000.00
3/3/2021
0.38%
1/31/2026
1,294,812.70
0.69%
830.81
1,183,500.00
854
91282CBH3
U.S. Treasury
AA+
2,000,000.00
3/3/2021
0.38%
1/31/2026
1,951,328.13
0.89%
1,263.59
1,800,000.00
854
91282CBH3
U.S. Treasury
AA+
675,000.00
3/3/2021
0.38%
1/31/2026
665,850.59
0.69%
426.46
607,500.00
854
91282CBH3
U.S. Treasury
AA+
5,000,000.00
3/3/2021
0.38%
1/31/2026
4,794,531.25
1.43%
3,158.97
4,500,000.00
854
3137FLN34
Federal Home Loan Mortgage Corporation
AA+
2,145,000.00
8/16/2023
3.21%
2/1/2026
2,052,161.72
5.08%
5,734.30
2,047,436.24
855
14314QAC8
Carmax Auto Owner Trust
AAA
199,100.58
4/21/2021
0.52%
2/17/2026
199,057.68
0.52%
46.01 193,163.64
871
91282CBQ3
U.S. Treasury
AA+
5,000,000.00
10/6/2021
0.50%
2/28/2026
4,919,140.63
0.88%
2,129.12
4,500,781.00
882
46647PBH8
JPMorgan Chase
A-
795,000.00
10/6/2021
2.01%
3/13/2026
816,393.45
1.38%
796.99
748,178.48
895
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 1,808,125.00
913
46625HQW3
JPMorgan Chase
A-
1,120,000.00
7/21/2023
3.30%
4/1/2026
1,068,267.20
5.16%
18,480.00
1,057,723.52
914
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
958,519.00
915
46647PCZ7
JPMorgan Chase
A-
500,000.00
4/26/2022
4.08%
4/26/2026
499,740.00
4.09%
8,783.33
485,055.50
939
91282CBW0
U.S. Treasury
AA+
3,000,000.00
10/6/2021
0.75%
4/30/2026
2,979,140.63
0.91%
9,415.76
2,702,343.60
943
04636NAA1
Astrazeneca
A
500,000.00
7/19/2021
1.20%
5/28/2026
500,530.00
1.18%
2,050.00
449,255.00
971
91282CCF6
U.S. Treasury
AA+
2,000,000.00
6/4/2021
0.75%
5/31/2026
1,995,781.25
0.79%
5,040.98
1,795,625.00
974
345286AC2
Ford Credit Auto Owner Trust
AAA
349,388.46
1/24/2022
1.29%
6/15/2026
349,346.95
1.29%
200.32
337,869.58
989
91282CCJ8
U.S. Treasury
AA+
285,000.00
8/4/2021
0.88%
6/30/2026
287,894.53
0.66%
630.21
256,410.94
1,004
91282CCJ8
U.S. Treasury
AA+
1,100,000.00
8/4/2021
0.88%
6/30/2026
1,022,656.25
2.64%
2,432.41
989,656.25
1,004
544647FC9
LA Unified School District
NR
245,000.00
11/10/2021
1.46%
7/1/2026
245,000.00
1.46%
891.19
221,947.95
1,005
02665WEK3
American Honda Finance
A-
750,000.00
7/18/2023
5.25%
7/7/2026
758,295.00
4.84%
9,187.50
745,298.25
1,011
21684LGS5
Rabobank Nederland
A+
2,150,000.00
7/20/2023
5.08%
7/17/2026
2,150,000.00
5.08%
21,540.61
2,104,828.50
1,021
61761J3R8
Morgan Stanley
A-
225,000.00
7/28/2023
3.13%
7/27/2026
211,221.00
5.36%
1,250.00
208,658.03
1,031
91282CCP4
U.S. Treasury
AA+
2,100,000.00
1/5/2022
0.63%
7/31/2026
2,035,195.31
1.32%
2,211.28
1,869,000.00
1,035
3137BSP72
Federal Home Loan Mortgage Corporation
AA+
1,200,000.00
4/17/2023
2.65%
8/1/2026
1,145,390.63
4.14%
2,653.00
1,117,024.40
1,036
857477CD3
State Street Corporation
A
920,000.00
8/3/2023
5.27%
8/3/2026
920,000.00
5.27%
7,814.27
909,092.48
1,038
857477CD3
State Street Corporation
A
1,225,000.00
8/3/2023
5.27%
8/3/2026
1,225,441.00
5.26%
10,404.88
1,210,476.40
1,038
94988J6D4
Wells Fargo & Company
A+
2,305,000.00
8/9/2023
5.45%
8/7/2026
2,304,815.60
5.45%
18,145.47
2,290,766.63
1,042
89236TKX2
Toyota Motor Corp
A+
645,000.00
8/14/2023
5.00%
8/14/2026
644,219.55
5.04%
4,210.42
638,357.79
1,049
Attachment 2
City of Napa
Quarterly Investment Report - Maturity Report
as of September 30, 2023
Attachment A
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 September 30, 2023
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 1,603,652.91 1,050 9128282A7 U.S. Treasury AA+ 2,580,000.00 5/4/2022 1.50% 8/15/2026 2,423,688.28 3.02% 4,942.66 2,351,831.25 1,050 06428CAA2 Bank Of America Co A+ 2,130,000.00 8/18/2023 5.53% 8/18/2026 2,130,000.00 5.53% 14,059.07 2,119,168.95 1,053 05602RAD3 Bmw Vehicle Owner Trust AAA 450,000.00 5/18/2022 3.21% 8/25/2026 449,976.60 3.21% 240.75 438,932.61 1,060 24422EXD6 Deere & Company A 650,000.00 9/8/2023 5.15% 9/8/2026 649,538.50 5.18% 2,138.68 647,315.50 1,074 63873QP65 Natixis NY Branch A 1,400,000.00 9/20/2023 5.61% 9/18/2026 1,400,000.00 5.58% 2,399.83 1,395,492.00 1,084 91282CCZ2 U.S. Treasury AA+ 550,000.00 10/6/2021 0.88% 9/30/2026 548,281.25 0.94% 13.15 490,789.09 1,096 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 1,784,687.60 1,096 448977AD0 Hyundai Auto Receivables AAA 830,000.00 3/16/2022 2.22% 10/15/2026 829,968.05 2.22% 818.93 801,690.11 1,111 98163KAC6 World Omni Auto Rec Trust AAA 295,832.96 11/3/2021 0.81% 10/15/2026 295,792.67 0.81% 106.50 284,855.49 1,111 949746SH5 Wells Fargo & Company BBB+ 1,300,000.00 7/18/2023 3.00% 10/23/2026 1,215,383.00 5.19% 17,116.67 1,192,616.10 1,119 912828YQ7 U.S. Treasury AA+ 2,050,000.00 12/16/2021 1.63% 10/31/2026 2,086,835.94 1.24% 13,940.56 1,864,859.38 1,127 91282CDG3 U.S. Treasury AA+ 1,200,000.00 1/18/2022 1.13% 10/31/2026 1,178,578.13 1.51% 5,649.46 1,075,125.00 1,127 91282CDG3 U.S. Treasury AA+ 650,000.00 1/18/2022 1.13% 10/31/2026 626,970.70 1.92% 3,060.12 582,359.38 1,127 3137BTUM1 Federal Home Loan Mortgage Corporation AA+ 1,380,000.00 5/24/2023 3.35% 11/1/2026 1,337,521.88 4.31% 3,849.05 1,307,015.43 1,128 025816CM9 American Express BBB+ 800,000.00 12/16/2021 1.65% 11/4/2026 798,760.00 1.68% 5,390.00 707,700.80 1,131 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 1,020,012.68 1,142 912828U24 U.S. Treasury AA+ 850,000.00 5/9/2022 2.00% 11/15/2026 812,845.71 3.04% 6,421.20 781,734.38 1,142 380146AC4 Gm Financial Securitized Term AAA 346,801.60 1/19/2022 1.26% 11/16/2026 346,771.47 1.26% 182.07 333,726.66 1,143 002824BF6 Abbot Laboratories AA- 1,115,000.00 8/24/2023 3.75% 11/30/2026 1,071,325.45 5.06% 14,053.65 1,069,945.08 1,157 91282CDK4 U.S. Treasury AA+ 1,200,000.00 12/3/2021 1.25% 11/30/2026 1,203,421.88 1.19% 5,040.98 1,076,625.00 1,157 3137BVZ82 Federal Home Loan Mortgage Corporation AA+ 2,000,000.00 5/24/2023 3.43% 1/1/2027 1,939,453.13 4.34% 5,716.67 1,892,967.26 1,189 24422EWA3 Deere & Company A 500,000.00 1/13/2022 1.70% 1/11/2027 497,180.00 1.82% 1,888.89 445,798.50 1,199 87612EBM7 Target Corp A 215,000.00 1/24/2022 1.95% 1/15/2027 214,634.50 1.99% 885.08 193,989.77 1,203 87612EBM7 Target Corp A 800,000.00 1/24/2022 1.95% 1/15/2027 801,752.00 1.90% 3,293.34 721,822.40 1,203 06406RBA4 Bank of New York Mellon A 700,000.00 1/28/2022 2.05% 1/26/2027 700,847.00 2.02% 2,590.97 625,685.20 1,214 459200KM2 IBM A- 500,000.00 2/25/2022 2.20% 2/9/2027 493,830.00 2.47% 1,588.89 449,694.50 1,228 459200KM2 IBM A- 900,000.00 2/25/2022 2.20% 2/9/2027 841,185.00 3.72% 2,860.00 809,450.10 1,228 912828V98 U.S. Treasury AA+ 1,825,000.00 7/6/2022 2.25% 2/15/2027 1,771,248.05 2.94% 5,244.39 1,684,132.81 1,234 912828V98 U.S. Treasury AA+ 6,030,000.00 7/6/2022 2.25% 2/15/2027 5,906,808.98 2.73% 17,328.06 5,564,559.38 1,234 3137BXQY1 Federal Home Loan Mortgage Corporation AA+ 2,300,000.00 8/18/2023 3.22% 3/1/2027 2,169,546.88 4.98% 6,179.33 2,158,196.95 1,248 438516CE4 Honeywell International A 800,000.00 3/3/2022 1.10% 3/1/2027 762,624.00 2.09% 733.33 701,975.20 1,248 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 1,063,795.20 1,249 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 1,063,795.20 1,249 233868AC2 Dailmer Trucks Retail Trust NR 905,000.00 9/27/2023 5.90% 3/15/2027 904,986.15 5.90% 593.28 904,756.10 1,262 89236TJZ9 Toyota Motor Corp A+ 1,000,000.00 5/10/2022 3.05% 3/22/2027 968,140.00 3.77% 762.50 927,603.00 1,269 3137F1G44 Federal Home Loan Mortgage Corporation AA+ 2,255,000.00 6/13/2023 3.24% 4/1/2027 2,160,836.13 4.44% 6,094.14 2,111,727.31 1,279 023135CF1 Amazon.Com Inc AA 1,000,000.00 5/20/2022 3.30% 4/13/2027 989,180.00 3.54% 15,400.00 939,019.00 1,291 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 1,098,283.05 1,293 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 1,111,459.20 1,293 91282CEN7 U.S. Treasury AA+ 1,350,000.00 12/7/2022 2.75% 4/30/2027 1,292,625.00 3.81% 15,536.01 1,262,460.87 1,308 665859AW4 Northern Trust A+ 800,000.00 5/12/2022 4.00% 5/10/2027 807,728.00 3.79% 12,533.33 756,890.40 1,318 665859AW4 Northern Trust A+ 400,000.00 5/12/2022 4.00% 5/10/2027 403,848.00 3.79% 6,266.67 378,445.20 1,318 912828X88 U.S. Treasury AA+ 2,380,000.00 11/4/2022 2.38% 5/15/2027 2,195,457.03 4.28% 21,350.48 2,194,806.25 1,323 91324PEG3 Unitedhealth Group Inc A+ 200,000.00 5/20/2022 3.70% 5/15/2027 199,892.00 3.71% 2,795.56 189,628.20 1,323 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 1,377,670.01 1,325
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
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
941,089.00
1,348
254683CW3
Discover Financial Services
AAA
950,000.00
8/9/2022
3.56%
7/15/2027
949,882.11
3.56%
1,503.11
917,225.48
1,384
91282CFB2
U.S. Treasury
AA+
960,000.00
1/5/2023
2.75%
7/31/2027
910,950.00
3.98%
4,447.83
894,300.00
1,400
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
1,132,341.60
1,405
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
1,226,800.71
1,416
91282CAH4
U.S. Treasury
AA+
2,800,000.00
12/7/2022
0.50%
8/31/2027
2,407,015.63
3.77%
1,192.31
2,382,625.00
1,431
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
1,154,848.80
1,440
9128283F5
U.S. Treasury
AA+
1,425,000.00
1/31/2023
2.25%
11/15/2027
1,334,991.21
3.70%
12,110.56
1,295,859.38
1,507
91282CBB6
U.S. Treasury
AA+
2,800,000.00
5/17/2023
0.63%
12/31/2027
2,460,062.50
3.49%
4,422.55
2,367,750.00
1,553
500945AC4
Kubota Credit
NR
560,000.00
7/26/2023
5.28%
1/18/2028
559,858.54
5.29%
1,314.13
554,168.78
1,571
06428AAC2
Bank of Amerca Auto Trust
NR
840,000.00
7/31/2023
5.53%
2/15/2028
839,968.16
5.53%
2,064.53
837,883.70
1,599
9128283W8
U.S. Treasury
AA+
3,900,000.00
4/6/2023
2.75%
2/15/2028
3,797,320.31
3.34%
13,697.69
3,606,281.25
1,599
43815QAC1
Honda Auto Receivables
AAA
1,395,000.00
8/22/2023
5.41%
2/18/2028
1,394,712.35
5.42%
2,725.29
1,390,632.12
1,602
05592XAD2
Bmw Vehicle Owner Trust
AAA
375,000.00
7/18/2023
5.47%
2/25/2028
374,933.55
5.47%
341.88
373,641.34
1,609
57636QAW4
Mastercard Inc
A+
920,000.00
3/17/2023
4.88%
3/9/2028
922,364.40
4.82%
2,740.83
913,287.68
1,622
63743HFG2
National Rural Utilities Co Finance Corp
A-
1,085,000.00
6/13/2023
4.80%
3/15/2028
1,081,820.95
4.87%
2,314.67
1,056,916.95
1,628
05522RDF2
Bank Of America Co
AAA
2,150,000.00
6/2/2023
5.00%
4/15/2028
2,160,162.11
4.89%
4,777.78
2,128,080.75
1,659
44933XAD9
Hyundai Auto Receivables
AAA
470,000.00
7/19/2023
5.48%
4/17/2028
469,979.60
5.48%
1,144.71
469,258.58
1,661
91282CBZ3
U.S. Treasury
AA+
1,050,000.00
6/5/2023
1.25%
4/30/2028
932,859.37
3.76%
5,492.53
903,984.38
1,674
3137H14B9
Federal Home Loan Mortgage Corporation
AA+
2,425,000.00
8/15/2023
1.77%
5/1/2028
2,122,443.37
4.73%
3,576.88
2,087,908.32
1,675
02007WAC2
Ally Auto Receivables Trust
NR
790,000.00
7/19/2023
5.46%
5/15/2028
789,865.31
5.46%
1,917.07
788,730.63
1,689
02582JJZ4
American Express Co
AAA
810,000.00
6/14/2023
4.87%
5/15/2028
809,928.15
4.87%
1,753.20
799,271.06
1,689
05522RDG0
Bank Of America Co
AAA
725,000.00
6/16/2023
4.79%
5/15/2028
724,835.86
4.79%
1,543.44
714,896.76
1,689
14041NGD7
Capital One Financial Corp
AAA
1,755,000.00
5/24/2023
4.42%
5/15/2028
1,754,597.58
4.42%
3,447.60
1,711,835.25
1,689
30303M8L9
Meta Platforms
AA-
1,080,000.00
6/5/2023
4.60%
5/15/2028
1,081,620.00
4.56%
20,424.00
1,055,950.56
1,689
539830BZ1
Lockheed Martin Corp
A-
170,000.00
5/25/2023
4.45%
5/15/2028
169,694.00
4.49%
2,647.75
164,206.57
1,689
539830BZ1
Lockheed Martin Corp
A-
480,000.00
5/25/2023
4.45%
5/15/2028
478,272.00
4.53%
7,476.00
463,642.08
1,689
344930AD4
Ford Credit Auto Owner Trust
AAA
640,000.00
6/26/2023
5.23%
5/15/2028
639,991.36
5.23%
1,487.64
635,430.40
1,689
369550BC1
General Dynamics Corp.
A-
850,000.00
5/17/2023
3.75%
5/15/2028
831,351.00
4.24%
12,041.67
798,900.55
1,689
90291VAC4
USAOT
AAA
1,745,000.00
9/15/2023
5.58%
5/15/2028
1,744,694.63
5.58%
4,327.60
1,741,150.70
1,689
3137HACX2
Federal Home Loan Mortgage Corporation
AA+
2,150,000.00
7/20/2023
4.82%
6/1/2028
2,171,474.20
4.59%
8,634.04
2,110,449.63
1,706
3137HAD45
Federal Home Loan Mortgage Corporation
AA+
1,728,327.39
7/27/2023
4.78%
6/1/2028
1,728,284.18
4.78%
6,880.18
1,696,083.66
1,706
63253QAE4
National Australia Bank Ltd
AA-
1,585,000.00
6/13/2023
4.90%
6/13/2028
1,582,289.65
4.94%
23,299.50
1,532,446.16
1,718
254683CZ6
Discover Financial Services
AAA
1,505,000.00
6/28/2023
4.93%
6/15/2028
1,504,796.67
4.93%
3,297.62
1,486,866.86
1,720
36267KAD9
Gm Financial Securitized Term
AAA
455,000.00
7/19/2023
5.45%
6/16/2028
454,982.44
5.45%
1,033.23
454,024.21
1,721
3136BQDE6
Federal National Mortgage Association
AA+
2,150,000.00
7/31/2023
4.19%
7/1/2028
2,113,550.78
4.58%
7,507.08
2,054,256.65
1,736
02665WEM9
American Honda Finance
A-
850,000.00
7/7/2023
5.13%
7/7/2028
849,626.00
5.14%
10,164.58
835,934.20
1,742
24422EXB0
Deere & Company
A
490,000.00
7/14/2023
4.95%
7/14/2028
489,269.90
4.98%
5,187.88
482,699.00
1,749
3137HAMN3
Federal Home Loan Mortgage Corporation
AA+
1,020,000.00
9/28/2023
5.27%
8/1/2028
1,019,994.90
5.27%
4,481.20
1,017,294.35
1,767
3137HAMH6
Federal Home Loan Mortgage Corporation
AA+
2,200,000.00
9/14/2023
4.65%
8/1/2028
2,167,455.40
4.99%
8,525.00
2,137,454.90
1,767
69371RS64
Paccar Financial Corp.
A+
1,065,000.00
8/10/2023
4.95%
8/10/2028
1,063,317.30
4.99%
7,468.31
1,050,938.81
1,776
05565ECE3
Bmw Financial Services Na Llc
A
1,100,000.00
8/11/2023
5.05%
8/11/2028
1,099,659.00
5.06%
7,715.28
1,074,509.70
1,777
31680EAD3
Fifth Third Auto Trust
AAA
1,520,000.00
8/23/2023
5.53%
8/15/2028
1,519,905.76
5.53%
3,735.82
1,514,770.90
1,781
3137HAMS2
Federal Home Loan Mortgage Corporation
AA+
1,800,000.00
9/28/2023
4.80%
9/1/2028
1,778,484.60
5.07%
7,200.00
1,767,396.29
1,798
641062BL7
Nestle Holdings Inc
AA-
1,615,000.00
9/12/2023
5.00%
9/12/2028
1,614,935.40
5.00%
4,261.81
1,607,008.98
1,809
161571HT4
Chase Issurance
AAA
1,745,000.00
9/15/2023
5.16%
9/15/2028
1,744,516.29
5.17%
4,001.87
1,735,449.09
1,812
Attachment 2
City of Napa
Quarterly Investment Report - Maturity Report
as of September 30, 2023
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
17325FBB3
Citigroup Inc
A+
800,000.00
9/29/2023
5.80%
9/29/2028
800,000.00
5.80%
257.91
799,912.00
1,826
Total Other
204,055,138.52
200,603,087.88
852,090.10
191,877,333.92
Total LAIF, CAMP, and Securities
275,537,910.04
272,085,859.40
852,090.10
263,360,105.44
Attachment 2
City of Napa
Quarterly Investment Report - Maturity Report
as of September 30, 2023