ATCH 2 - Napa Quarterly Investment Report 2023-12-31 — Napa City Council, February 20, 2024

Attachment 2
Sector Par Value Original Cost Market Value
U.S. Treasuries 71,045,000.00 68,866,000.03 66,114,980.69 Federal Agencies 4,965,000.00 4,979,971.05 4,770,830.90 Federal Agency CMBS 35,393,911.81 34,447,387.25 34,934,995.14 Municipals 7,010,000.00 7,129,654.80 6,678,912.30
Supra-National Agencies 1,125,000.00 1,182,712.50 1,086,646.50 Certificates of Deposit 5,150,000.00 5,150,000.00 5,169,949.14 Corporate Notes 51,690,000.00 50,878,581.05 50,584,855.72 Bank Notes 2,305,000.00 2,304,815.60 2,343,260.70
Asset-Backed Securities 27,570,627.15 27,577,317.99 27,579,120.48 California Asset Management Trust 39,032,011.12 39,032,011.12 39,032,011.12 Local Agency Investment Fund 47,158,015.41 47,158,015.41 47,158,015.41 Total 292,444,565.49 288,706,466.80 285,453,578.10
Market Value Basis
Interest Earned $1,777,552
Change in Market Value $5,193,999 City of Napa 3.19% 4.95% 1.66% 1.48% Total Dollar Return $6,971,551 3.09% 4.32% 1.20% 1.15%
Accrual Basis
Interest Earned $1,777,552
Realized Gains / (Losses) ($274,061)
Change in Amortized Cost $219,146
Total Earnings $1,722,637
Portfolio values as of December 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 10 Year1 Year 5 Year
as of December 31, 2023
Portfolio Earnings

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Attachment 2
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 39,032,011.12 12/31/2023 5.55% 1/1/2024 39,032,011.12 5.55% - 39,032,011.12 N/A Local Agency Investment Fund NR NR 47,158,015.41 12/31/2023 3.59% 1/1/2024 47,158,015.41 3.59% - 47,158,015.41 Total LAIF and CAMP 86,190,026.53 86,190,026.53 4.48% - 86,190,026.53 U.S. Treasuries
912828X88 U.S. Treasury AA+ AA+ 2,380,000.00 11/4/2022 2.38% 5/15/2027 2,195,457.03 4.28% 7,298.56 2,260,628.24 91282CCF6 U.S. Treasury AA+ AA+ 2,000,000.00 6/4/2021 0.75% 5/31/2026 1,995,781.25 0.79% 1,311.48 1,846,250.00 91282CFB2 U.S. Treasury AA+ AA+ 960,000.00 1/5/2023 2.75% 7/31/2027 910,950.00 3.98% 11,047.83 921,749.95 91282CEN7 U.S. Treasury AA+ AA+ 1,350,000.00 12/7/2022 2.75% 4/30/2027 1,292,625.00 3.81% 6,323.49 1,298,953.13 91282CDK4 U.S. Treasury AA+ AA+ 1,200,000.00 12/3/2021 1.25% 11/30/2026 1,203,421.88 1.19% 1,311.48 1,109,625.00 91282CCZ2 U.S. Treasury AA+ AA+ 550,000.00 10/6/2021 0.88% 9/30/2026 548,281.25 0.94% 1,222.85 505,312.50 91282CCZ2 U.S. Treasury AA+ AA+ 2,000,000.00 10/6/2021 0.88% 9/30/2026 1,990,390.63 0.97% 4,446.72 1,837,500.00 91282CCJ8 U.S. Treasury AA+ AA+ 285,000.00 8/4/2021 0.88% 6/30/2026 287,894.53 0.66% 6.85 263,580.48 91282CCJ8 U.S. Treasury AA+ AA+ 1,100,000.00 4/5/2022 0.88% 6/30/2026 1,022,656.25 2.64% 26.44 1,017,328.18 91282CBQ3 U.S. Treasury AA+ AA+ 5,000,000.00 10/6/2021 0.50% 2/28/2026 4,919,140.63 0.88% 8,447.80 4,620,312.50 912828YQ7 U.S. Treasury AA+ AA+ 2,050,000.00 12/16/2021 1.63% 10/31/2026 2,086,835.94 1.24% 5,674.11 1,919,312.50
91282CAM3 U.S. Treasury AA+ AA+ 500,000.00 6/30/2021 0.25% 9/30/2025 489,414.06 0.76% 317.62 465,625.00 91282CAM3 U.S. Treasury AA+ AA+ 3,750,000.00 9/3/2021 0.25% 9/30/2025 3,693,017.58 0.63% 2,382.18 3,492,187.50 9128283F5 U.S. Treasury AA+ AA+ 1,425,000.00 1/31/2023 2.25% 11/15/2027 1,334,991.21 3.70% 4,139.94 1,340,168.04 912828XZ8 U.S. Treasury AA+ AA+ 1,545,000.00 12/4/2020 2.75% 6/30/2025 1,710,423.63 0.39% 116.72 1,507,340.63 91282CBC4 U.S. Treasury AA+ AA+ 3,000,000.00 2/2/2021 0.38% 12/31/2025 2,993,554.69 0.42% 30.91 2,780,625.00 91282CBH3 U.S. Treasury AA+ AA+ 1,315,000.00 3/3/2021 0.38% 1/31/2026 1,294,812.70 0.69% 2,063.62 1,214,731.25 91282CBH3 U.S. Treasury AA+ AA+ 2,000,000.00 4/5/2021 0.38% 1/31/2026 1,951,328.13 0.89% 3,138.59 1,847,500.00 91282CBH3 U.S. Treasury AA+ AA+ 675,000.00 9/3/2021 0.38% 1/31/2026 665,850.59 0.69% 1,059.27 623,531.25 91282CBH3 U.S. Treasury AA+ AA+ 5,000,000.00 1/18/2022 0.38% 1/31/2026 4,794,531.25 1.43% 7,846.47 4,618,750.00 91282CBT7 U.S. Treasury AA+ AA+ 2,000,000.00 6/4/2021 0.75% 3/31/2026 1,999,218.75 0.76% 3,811.48 1,856,250.00 91282CCP4 U.S. Treasury AA+ AA+ 2,100,000.00 1/5/2022 0.63% 7/31/2026 2,035,195.31 1.32% 5,492.53 1,923,468.75
9128283W8 U.S. Treasury AA+ AA+ 3,900,000.00 4/6/2023 2.75% 2/15/2028 3,797,320.31 3.34% 40,510.19 3,728,156.25 91282CBW0 U.S. Treasury AA+ AA+ 3,000,000.00 10/6/2021 0.75% 4/30/2026 2,979,140.63 0.91% 3,832.42 2,775,468.60 91282CAH4 U.S. Treasury AA+ AA+ 2,800,000.00 12/7/2022 0.50% 8/31/2027 2,407,015.63 3.77% 4,730.77 2,474,500.00 9128282A7 U.S. Treasury AA+ AA+ 2,580,000.00 5/4/2022 1.50% 8/15/2026 2,423,688.28 3.02% 14,617.66 2,414,718.75 91282CBB6 U.S. Treasury AA+ AA+ 2,800,000.00 5/17/2023 0.63% 12/31/2027 2,460,062.50 3.49% 48.08 2,462,250.00 912828U24 U.S. Treasury AA+ AA+ 850,000.00 5/9/2022 2.00% 11/15/2026 812,845.71 3.04% 2,195.05 803,781.25 912828ZT0 U.S. Treasury AA+ AA+ 3,500,000.00 10/6/2021 0.25% 5/31/2025 3,442,851.56 0.70% 765.03 3,296,015.80 91282CBZ3 U.S. Treasury AA+ AA+ 1,050,000.00 6/5/2023 1.25% 4/30/2028 932,859.37 3.76% 2,235.58 940,406.25 912828V98 U.S. Treasury AA+ AA+ 1,825,000.00 7/6/2022 2.25% 2/15/2027 1,771,248.05 2.94% 15,510.02 1,732,609.38 912828V98 U.S. Treasury AA+ AA+ 6,030,000.00 8/5/2022 2.25% 2/15/2027 5,906,808.98 2.73% 51,246.81 5,724,731.25 91282CAB7 U.S. Treasury AA+ AA+ 525,000.00 5/5/2021 0.25% 7/31/2025 516,386.72 0.64% 549.25 491,613.26

Total U.S. Treasuries 71,045,000.00 68,866,000.03 1.89% 213,757.80 66,114,980.69 Federal Agencies
3135G05X7 Federal National Mortgage Association AA+ AA+ 950,000.00 8/31/2020 0.38% 8/25/2025 945,744.00 0.47% 1,246.88 889,589.50 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% 27,493.06 1,999,896.00 3135G06G3 Federal National Mortgage Association AA+ AA+ 540,000.00 11/12/2020 0.50% 11/7/2025 538,066.80 0.57% 405.00 503,477.10 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% 1,505.73 1,377,868.30 Total Federal Agencies 4,965,000.00 4,979,971.05 1.92% 30,650.67 4,770,830.90 City of Napa
Quarterly Investment Report - Holdings Report
as of December 31, 2023
FY Quarter
S&P Rating

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Attachment 2
Par Purchase Coupon Maturity Original Yield to Accrued Market CUSIP Description 4Q23 1Q24 Value Settlement Date Rate Date Cost Maturity Interest Value City of Napa
Quarterly Investment Report - Holdings Report
as of December 31, 2023
FY Quarter
S&P Rating
Federal Agency CMBSs
3137F
JXQ7 Federal Home Loan Mortgage Corporation AA+ AA+ 2,225,348.31 8/15/2023 3.75% 8/1/2025 2,163,683.91 5.24% 6,954.21 2,186,704.56 3137BGK24 Federal Home Loan Mortgage Corporation AA+ AA+ 773,706.17 3/25/2020 3.06% 12/1/2024 812,028.80 1.95% 1,974.24 758,218.02 3137HAMH6 Federal Home Loan Mortgage Corporation AA+ AA+ 2,200,000.00 9/14/2023 4.65% 8/1/2028 2,167,455.40 4.99% 8,525.00 2,225,433.19 3137HACX2 Federal Home Loan Mortgage Corporation AA+ AA+ 2,150,000.00 7/20/2023 4.82% 6/1/2028 2,171,474.20 4.59% 8,634.04 2,185,257.76 3137BTUM1 Federal Home Loan Mortgage Corporation AA+ AA+ 1,377,937.34 5/24/2023 3.35% 11/1/2026 1,335,522.71 4.31% 3,843.30 1,337,777.18 3137BJP64 Federal Home Loan Mortgage Corporation AA+ AA+ 700,000.00 8/8/2022 3.21% 3/1/2025 694,777.34 3.51% 1,869.58 684,914.04 3136BQDE6 Federal National Mortgage Association AA+ AA+ 2,150,000.00 7/31/2023 4.19% 7/1/2028 2,113,550.78 4.58% 7,507.08 2,134,880.19 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 2,176,495.29 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 1,944,544.70 3137BXQY1 Federal Home Loan Mortgage Corporation AA+ AA+ 2,300,000.00 8/18/2023 3.22% 3/1/2027 2,169,546.88 4.98% 6,179.33 2,221,950.83 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 1,833,069.51 3136AJB54 Federal National Mortgage Association AA+ AA+ 177,084.41 12/18/2019 3.35% 3/1/2024 185,689.61 2.14% 493.77 175,945.91
3137FBTA4 Federal Home Loan Mortgage Corporation AA+ AA+ 848,370.96 5/31/2022 3.06% 8/1/2024 849,497.70 3.00% 2,166.17 835,502.79 3137HAD45 Federal Home Loan Mortgage Corporation AA+ AA+ 1,725,340.77 7/27/2023 4.78% 6/1/2028 1,725,297.64 4.78% 6,868.29 1,732,880.22 3137HAST4 Federal Home Loan Mortgage Corporation N/A AA+ 1,425,000.00 10/31/2023 4.85% 9/1/2028 1,379,566.73 5.60% 5,759.38 1,453,599.42 3137H14B9 Federal Home Loan Mortgage Corporation AA+ AA+ 2,425,000.00 8/15/2023 1.77% 5/1/2028 2,122,443.37 4.73% 3,576.88 2,178,670.63 3137FLN34 Federal Home Loan Mortgage Corporation AA+ AA+ 2,145,000.00 8/16/2023 3.21% 2/1/2026 2,052,161.72 5.08% 5,734.30 2,087,267.24 3137HAQ74 Federal Home Loan Mortgage Corporation N/A AA+ 1,800,000.00 10/19/2023 4.74% 8/1/2028 1,760,515.20 5.26% 7,110.00 1,827,193.93 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 1,145,675.92 3137HAMN3 Federal Home Loan Mortgage Corporation AA+ AA+ 1,016,123.85 9/28/2023 5.27% 8/1/2028 1,016,118.78 5.27% 4,464.17 1,040,849.95 3137HB3D4 Federal Home Loan Mortgage Corporation N/A AA+ 690,000.00 11/21/2023 5.07% 10/1/2028 688,005.21 5.14% 2,914.68 709,539.32 3137HB3G7 Federal Home Loan Mortgage Corporation N/A AA+ 1,055,000.00 12/7/2023 4.86% 10/1/2028 1,051,968.99 4.93% 4,272.75 1,077,351.80 3137HBCF9 Federal Home Loan Mortgage Corporation N/A AA+ 955,000.00 12/21/2023 5.00% 11/1/2028 963,917.79 4.78% 3,979.17 981,272.74
Total Federal Agency CMOs 35,393,911.81 34,447,387.25 4.70% 114,490.15 34,934,995.14 Municipals
20772KEW5 State Of Connecticut AA- AA- 850,000.00 11/19/2020 3.74% 9/15/2025 966,985.50 0.83% 9,367.90 836,570.00 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% 3,125.23 1,157,597.00 797412EL3 San Diego County AAA AAA 165,000.00 8/18/2023 0.59% 5/1/2024 165,000.00 5.76% 163.08 162,492.00 60412AVJ9 Minnesota St AAA AAA 355,000.00 8/25/2020 0.63% 8/1/2025 355,000.00 0.63% 931.88 333,717.75 798306WP7 San Juan, California NR NR 525,000.00 10/29/2020 0.85% 8/1/2025 525,000.00 0.85% 1,863.75 495,269.25 544647FC9 LA Unified School District NR NR 245,000.00 11/10/2021 1.46% 7/1/2026 245,000.00 1.46% 1,782.38 227,722.60 605581MZ7 Mississippi State AA AA 155,000.00 8/6/2020 0.57% 11/1/2024 155,000.00 0.57% 145.96 149,474.25 799408Z85 San Ramon Valley, California AA+ AA+ 525,000.00 10/20/2020 0.74% 8/1/2025 525,000.00 0.74% 1,618.75 494,460.75 797412EK5 San Diego County NR NR 335,000.00 8/18/2023 0.59% 5/1/2024 335,000.00 5.76% 331.09 329,696.95 341271AD6 Florida St Hurrican Cat Fund AA AA 495,000.00 9/16/2020 1.26% 7/1/2025 495,000.00 1.26% 3,113.55 470,076.75

341271AD6 Florida St Hurrican Cat Fund AA AA 190,000.00 9/16/2020 1.26% 7/1/2025 191,343.30 1.11% 1,195.10 180,433.50 341271AD6 Florida St Hurrican Cat Fund AA AA 200,000.00 9/16/2020 1.26% 7/1/2025 201,326.00 1.12% 1,258.00 189,930.00 54438CYK2 Los Angeles, California AA+ AA+ 530,000.00 11/10/2020 0.77% 8/1/2025 530,000.00 0.77% 1,707.04 498,141.70 91412HGE7 University Of California AA AA 400,000.00 7/16/2020 0.88% 5/15/2025 400,000.00 0.88% 451.31 379,668.00 977123X78 Wisconsin Department of Transportation AAA AAA 820,000.00 7/30/2020 0.77% 7/1/2025 820,000.00 0.77% 3,173.40 773,661.80 Total Municipals 7,010,000.00 7,129,654.80 1.24% 30,228.42 6,678,912.30

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Attachment 2
Par Purchase Coupon Maturity Original Yield to Accrued Market CUSIP Description 4Q23 1Q24 Value Settlement Date Rate Date Cost Maturity Interest Value City of Napa
Quarterly Investment Report - Holdings Report
as of December 31, 2023
FY Quarter
S&P Rating
Supra-National Agencies
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% 5,851.56 1,086,646.50 Total Supranationals 1,125,000.00 1,182,712.50 0.47% 5,851.56 1,086,646.50 Bank Note
94988J6D4 Wells Fargo & Company A+ A+ 2,305,000.00 8/9/2023 5.45% 8/7/2026 2,304,815.60 5.45% 49,551.10 2,343,260.70 Total Bank Note 2,305,000.00 2,304,815.60 5.45% 49,551.10 2,343,260.70 Certificates of Deposit
21684LGS5 Rabobank Nederland A+ A+ 2,150,000.00 7/20/2023 5.08% 7/17/2026 2,150,000.00 5.08% 48,845.61 2,108,704.95 63873QP65 Natixis NY Branch A A 1,400,000.00 9/20/2023 5.61% 9/18/2026 1,400,000.00 5.61% 22,471.17 1,430,548.00 89115B6K1 Toronto-Dominion Bank A A 1,600,000.00 10/31/2022 5.60% 10/27/2025 1,600,000.00 5.58% 16,924.44 1,630,696.19 Total Certificates of Deposit 5,150,000.00 5,150,000.00 5.39% 88,241.22 5,169,949.14 Corporate Notes
002824BF6 Abbot Laboratories AA- AA- 1,115,000.00 8/24/2023 3.75% 11/30/2026 1,071,325.45 5.06% 3,600.52 1,099,344.29 025816CM9 American Express BBB+ BBB+ 800,000.00 12/16/2021 1.65% 11/4/2026 798,760.00 1.68% 2,090.00 738,135.20 023135CF1 Amazon.Com Inc AA AA 1,000,000.00 5/20/2022 3.30% 4/13/2027 989,180.00 3.54% 7,150.00 971,658.00
02665WEK3 American Honda Finance A- A- 750,000.00 7/18/2023 5.25% 7/7/2026 758,295.00 4.84% 19,031.25 763,477.50 032654AU9 Analog Devices Inc N/A A- 1,420,000.00 11/1/2023 1.70% 10/1/2028 1,191,294.80 5.48% 6,035.00 1,260,781.08
05565ECE3 Bmw Financial Services Na Llc A A 1,100,000.00 8/11/2023 5.05% 8/11/2028 1,099,659.00 5.06% 21,602.78 1,119,325.90 02665WEM9 American Honda Finance A- A- 850,000.00 7/7/2023 5.13% 7/7/2028 849,626.00 5.14% 21,055.21 875,791.55 04636NAA1 Astrazeneca A A 500,000.00 7/19/2021 1.20% 5/28/2026 500,530.00 1.18% 550.00 462,453.50 172967KG5 Citigroup Inc BBB+ BBB+ 900,000.00 10/6/2021 3.70% 1/12/2026 990,855.00 1.26% 15,632.50 877,014.90 17327CAN3 Citigroup Inc BBB+ BBB+ 245,000.00 1/25/2022 2.01% 1/25/2026 245,000.00 2.01% 2,138.20 235,352.39 06051GKM0 Bank Of America Co A- A- 1,000,000.00 5/10/2022 3.38% 4/2/2026 979,350.00 3.96% 8,366.00 973,686.00 166764BW9 Chevron Corporation AA- AA- 500,000.00 5/15/2020 1.55% 5/11/2025 502,480.00 1.45% 1,079.17 479,589.50 06428CAA2 Bank Of America Co A+ A+ 2,130,000.00 8/18/2023 5.53% 8/18/2026 2,130,000.00 5.53% 43,485.02 2,170,985.46 17325FBB3 Citigroup Inc A+ A+ 800,000.00 9/29/2023 5.80% 9/29/2028 800,000.00 5.80% 11,863.91 832,877.60 06406RBA4 Bank of New York Mellon A A 700,000.00 1/28/2022 2.05% 1/26/2027 700,847.00 2.02% 6,178.47 651,101.50 24422EXD6 Deere & Company A A 650,000.00 9/8/2023 5.15% 9/8/2026 649,538.50 5.18% 10,507.43 661,848.20
30303M8L9 Meta Platforms AA- AA- 1,080,000.00 6/5/2023 4.60% 5/15/2028 1,081,620.00 4.56% 6,348.00 1,095,660.00 24422EWA3 Deere & Company A A 500,000.00 1/13/2022 1.70% 1/11/2027 497,180.00 1.82% 4,013.89 461,851.50 24422EXB0 Deere & Company A A 490,000.00 7/14/2023 4.95% 7/14/2028 489,269.90 4.98% 11,251.63 502,434.24 771196BT8 Roche Holdings AA AA 1,725,000.00 3/10/2022 2.13% 3/10/2025 1,725,000.00 2.13% 11,339.58 1,674,093.53 713448FW3 PepsiCo N/A A+ 375,000.00 11/10/2023 5.13% 11/10/2026 374,898.75 5.13% 2,722.66 382,637.63 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% 406.33 259,530.67 63743HFK3 National Rural Utilities Co Finance Corp N/A A- 385,000.00 11/2/2023 5.60% 11/13/2026 384,865.25 5.61% 3,533.45 395,366.13 57636QAW4 Mastercard Inc A+ A+ 920,000.00 3/17/2023 4.88% 3/9/2028 922,364.40 4.82% 13,953.33 947,317.56 458140BY5 Intel Corporation A A 1,200,000.00 8/12/2022 3.75% 8/5/2027 1,201,452.00 3.72% 18,250.00 1,174,662.00 427866AX6 Hershey Co. A A 1,730,000.00 1/30/2023 2.30% 8/15/2026 1,615,543.20 4.33% 15,031.78 1,640,017.51 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% 20,351.53 1,089,218.90
46625HQW3 JPMorgan Chase A- A- 1,120,000.00 7/21/2023 3.30% 4/1/2026 1,068,267.20 5.16% 9,240.00 1,084,745.76 46647PCZ7 JPMorgan Chase A- A- 500,000.00 4/26/2022 4.08% 4/26/2026 499,740.00 4.09% 3,683.33 492,202.00 693475AY1 PNC Financial Services Group A- A- 700,000.00 11/8/2019 2.20% 11/1/2024 699,769.00 2.21% 2,566.67 681,023.70 665859AW4 Northern Trust A+ A+ 800,000.00 5/12/2022 4.00% 5/10/2027 807,728.00 3.79% 4,533.33 789,136.80

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Attachment 2
Par Purchase Coupon Maturity Original Yield to Accrued Market CUSIP Description 4Q23 1Q24 Value Settlement Date Rate Date Cost Maturity Interest Value City of Napa
Quarterly Investment Report - Holdings Report
as of December 31, 2023
FY Quarter
S&P Rating
665859AW4 Northern Trust A+ A+ 400,000.00 5/20/2022 4.00% 5/10/2027 403,848.00 3.79% 2,266.67 394,568.40 69371RS64 Paccar Financial Corp. A+ A+ 1,065,000.00 8/10/2023 4.95% 8/10/2028 1,063,317.30 4.99% 20,647.69 1,094,427.02 459200KM2 IBM A- A- 500,000.00 2/25/2022 2.20% 2/9/2027 493,830.00 2.47% 4,338.89 465,567.50 459200KM2 IBM A- A- 900,000.00 5/20/2022 2.20% 2/9/2027 841,185.00 3.72% 7,810.00 838,021.50 46647PBH8 JPMorgan Chase A- A- 795,000.00 10/6/2021 2.01% 3/13/2026 816,393.45 1.38% 4,781.93 763,880.52 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% 15,334.67 1,098,021.09 857477CD3 State Street Corporation A A 920,000.00 8/3/2023 5.27% 8/3/2026 920,000.00 5.27% 19,939.87 932,997.76 857477CD3 State Street Corporation A A 1,225,000.00 8/3/2023 5.27% 8/3/2026 1,225,441.00 5.26% 26,550.38 1,242,306.80 61747YEG6 Morgan Stanley A- A- 180,000.00 10/19/2021 1.16% 10/21/2025 180,000.00 1.16% 407.40 173,332.44 61747YEG6 Morgan Stanley A- A- 500,000.00 5/20/2022 1.16% 10/21/2025 467,560.00 3.18% 1,131.67 481,479.00 641062BL7 Nestle Holdings Inc AA- AA- 1,615,000.00 9/12/2023 5.00% 9/12/2028 1,614,935.40 5.00% 24,449.31 1,662,868.60 63254ABE7 N ational Australia Bank Ltd AA- AA- 1,000,000.00 6/13/2022 3.91% 6/9/2027 991,330.00 4.10% 2,386.39 978,331.00 437076CN0 Home Depot Inc A A 1,200,000.00 5/10/2022 2.88% 4/15/2027 1,161,660.00 3.59% 7,283.33 1,147,248.00
438516CE4 Honeywell International A A 800,000.00 3/3/2022 1.10% 3/1/2027 762,624.00 2.09% 2,933.33 725,651.20 539830BZ1 Lockheed Martin Corp A- A- 170,000.00 5/25/2023 4.45% 5/15/2028 169,694.00 4.49% 966.64 170,798.32 539830BZ1 Lockheed Martin Corp A- A- 480,000.00 6/6/2023 4.45% 5/15/2028 478,272.00 4.53% 2,729.33 482,254.08 369550BC1 General Dynamics Corp. A- A- 850,000.00 5/17/2023 3.75% 5/15/2028 831,351.00 4.24% 4,072.92 833,534.65 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% 3,883.25 1,601,745.53 61761J3R8 Morgan Stanley A- A- 225,000.00 7/28/2023 3.13% 7/27/2026 211,221.00 5.36% 3,007.81 215,531.78 89788MAD4 Truist Fin Corp A- A- 1,200,000.00 3/14/2022 1.27% 3/2/2027 1,127,520.00 2.57% 5,025.77 1,098,283.20 89788MAD4 Truist Fin Corp A- A- 1,200,000.00 5/20/2022 1.27% 3/2/2027 1,086,720.00 2.57% 5,025.77 1,098,283.20 91159HHX1 U S Bancorp A A 1,085,000.00 8/1/2019 2.40% 7/30/2024 1,084,034.35 2.42% 10,922.33 1,066,290.26 91324PEG3 Unitedhealth Group Inc A+ A+ 200,000.00 5/20/2022 3.70% 5/15/2027 199,892.00 3.71% 945.56 195,166.00 87612EBM7 Target Corp A A 215,000.00 1/24/2022 1.95% 1/15/2027 214,634.50 1.99% 1,933.21 200,634.13
87612EBM7 Target Corp A A 800,000.00 1/25/2022 1.95% 1/15/2027 801,752.00 1.90% 7,193.33 746,545.60 89236TKX2 Toyota Motor Corp A+ A+ 645,000.00 8/14/2023 5.00% 8/14/2026 644,219.55 5.04% 12,272.92 652,992.84 949746SH5 Wells Fargo & Company BBB+ BBB+ 1,300,000.00 7/18/2023 3.00% 10/23/2026 1,215,383.00 5.19% 7,366.67 1,235,527.80 89236TJZ9 Toyota Motor Corp A+ A+ 1,000,000.00 5/10/2022 3.05% 3/22/2027 968,140.00 3.77% 8,387.50 952,333.00 931142EX7 Wal-Mart Stores AA AA 1,200,000.00 9/14/2022 3.95% 9/9/2027 1,201,944.00 3.91% 14,746.67 1,192,914.00 Total Corporate Notes 51,690,000.00 50,878,581.05 3.97% 536,332.18 50,584,855.72 Asset-Backed Securities
02007WAC2 Ally Auto Receivables Trust NR NR 790,000.00 7/19/2023 5.46% 5/15/2028 789,865.31 5.46% 1,917.07 799,450.38 02582JJZ4 American Express Co AAA AAA 810,000.00 6/14/2023 4.87% 5/15/2028 809,928.15 4.87% 1,753.20 816,242.75 05522RDG0 Bank Of America Co AAA AAA 725,000.00 6/16/2023 4.79% 5/15/2028 724,835.86 4.79% 1,543.44 727,372.64 05602RAD3 Bmw Vehicle Owner Trust AAA AAA 439,329.03 5/18/2022 3.21% 8/25/2026 439,306.18 3.21% 235.04 431,916.85 05592XAD2 Bmw Vehicle Owner Trust AAA AAA 375,000.00 7/18/2023 5.47% 2/25/2028 374,933.55 5.47% 341.88 379,747.20

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 2,163,669.49 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 1,747,753.78 14316NAC3 Carmax Auto Owner Trust AAA AAA 39,250.39 1/27/2021 0.34% 12/15/2025 39,242.63 0.34% 5.93 38,541.79 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 1,037,096.47 06428AAC2 Bank of America Auto Trust NR NR 840,000.00 7/31/2023 5.53% 2/15/2028 839,968.16 5.53% 2,064.53 850,206.00 14314QAC8 Carmax Auto Owner Trust AAA AAA 152,094.69 4/21/2021 0.52% 2/17/2026 152,061.92 0.52% 35.15 148,722.45 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 1,109,673.56 161571HT4 Chase Issurance AAA AAA 1,745,000.00 9/15/2023 5.16% 9/15/2028 1,744,516.29 5.17% 4,001.87 1,771,890.45 233868AC2 Daimler Trucks Retail Trust NR NR 905,000.00 9/27/2023 5.90% 3/15/2027 904,986.15 5.90% 2,373.11 914,784.14 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 1,517,041.66

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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 39,032,011.12 12/ 31/2023 5.55% 1/1/2024 39,032,011.12 5. 55% - 39, 032,011.12 1 N/A Local Agency Investment Fund NR 47,158,015.41 12/ 31/2023 3.59% 1/1/2024 47,158,015.41 3. 59% - 47, 158,015.41 1 Total LAIF and CAMP 86,190,026.53 86,190,026.53 - 86, 190,026.53 Other
3136AJB54 Federal National Mortgage Association AA+ 177,084.41 12/ 18/2019 3.35% 3/1/2024 185,689.61 2. 14% 493.77 175, 945.91 61 797412EL3 San Diego County AAA 165,000.00 8/ 18/2023 0.59% 5/1/2024 165,000.00 5. 76% 163.08 162, 492.00 122 797412EK5 San Diego County NR 335,000.00 8/ 18/2023 0.59% 5/1/2024 335,000.00 5. 76% 331.09 329, 696.95 122 38141EC23 Goldman Sachs Group Inc BBB+ 1,100,000.00 7/ 18/2019 3.85% 7/8/2024 1,148,202.00 2. 90% 20,351.53 1, 089,218.90 190 91159HHX1 US Bancorp A 1,085,000.00 8/ 1/2019 2.40% 7/30/2024 1,084,034.35 2. 42% 10,922.33 1, 066,290.26 212 3137FBTA4 Federal Home Loan Mortgage Corporation AA+ 848,370.96 5/ 31/2022 3.06% 8/1/2024 849,497.70 3. 00% 2,166.17 835, 502.79 214 605581MZ7 Mississippi State AA 155,000.00 8/ 6/2020 0.57% 11/1/2024 155,000.00 0. 57% 145.96 149, 474.25 306 693475AY1 PNC Financial Services Group A- 700,000.00 11/ 8/2019 2.20% 11/1/2024 699,769.00 2. 21% 2,566.67 681, 023.70 306 3137BGK24 Federal Home Loan Mortgage Corporation AA+ 773,706.17 3/ 25/2020 3.06% 12/1/2024 812,028.80 1. 95% 1,974.24 758, 218.02 336 3137BJP64 Federal Home Loan Mortgage Corporation AA+ 700,000.00 8/ 8/2022 3.21% 3/1/2025 694,777.34 3. 51% 1,869.58 684, 914.04 426 771196BT8 Roche Holdings AA 1,725,000.00 3/ 10/2022 2.13% 3/10/2025 1,725,000.00 2. 13% 11,339.58 1, 674,093.53 435 3130AUZC1 Federal Home Loan Banks AA+ 2,000,000.00 4/ 6/2023 4.63% 3/14/2025 2,025,600.00 3. 93% 27,493.06 1, 999,896.00 439 4581X0DK1 Inter-American Development Bank AAA 1,125,000.00 2/ 23/2021 1.75% 3/14/2025 1,182,712.50 0. 47% 5,851.56 1, 086,646.50 439 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% 3,125.23 1, 157,597.00 440 362590AC5 Gm Financial Securitized Term NR 16,909.15 8/ 19/2020 0.45% 4/16/2025 16,905.27 0. 45% 3.17 16, 856.03 472 166764BW9 Chevron Corporation AA- 500,000.00 5/ 15/2020 1.55% 5/11/2025 502,480.00 1. 45% 1,079.17 479, 589.50 497 91412HGE7 University Of California AA 400,000.00 7/ 16/2020 0.88% 5/15/2025 400,000.00 0. 88% 451.31 379, 668.00 501 912828ZT0 U.S. Treasury AA+ 3,500,000.00 10/ 6/2021 0.25% 5/31/2025 3,442,851.56 0. 70% 765.03 3, 296,015.80 517 63743HFE7 National Rural Utilities Co Finance Corp A- 265,000.00 5/ 4/2022 3.45% 6/15/2025 264,928.45 3. 46% 406.33 259, 530.67 532 912828XZ8 U.S. Treasury AA+ 1,545,000.00 12/ 4/2020 2.75% 6/30/2025 1,710,423.63 0. 39% 116.72 1, 507,340.63 547 341271AD6 Florida St Hurrican Cat Fund AA 495,000.00 9/ 16/2020 1.26% 7/1/2025 495,000.00 1. 26% 3,113.55 470, 076.75 548 341271AD6 Florida St Hurrican Cat Fund AA 190,000.00 9/ 16/2020 1.26% 7/1/2025 191,343.30 1. 11% 1,195.10 180, 433.50 548 341271AD6 Florida St Hurrican Cat Fund AA 200,000.00 9/ 16/2020 1.26% 7/1/2025 201,326.00 1. 12% 1,258.00 189, 930.00 548 977123X78 Wisconsin Department of Transportation AAA 820,000.00 7/ 30/2020 0.77% 7/1/2025 820,000.00 0. 77% 3,173.40 773, 661.80 548 91282CAB7 U.S. Treasury AA+ 525,000.00 5/ 5/2021 0.25% 7/31/2025 516,386.72 0. 64% 549.25 491, 613.26 578 3137FJXQ7 Federal Home Loan Mortgage Corporation AA+ 2,225,348.31 8/ 15/2023 3.75% 8/1/2025 2,163,683.91 5. 24% 6,954.21 2, 186,704.56 579 60412AVJ9 Minnesota St AAA 355,000.00 8/ 25/2020 0.63% 8/1/2025 355,000.00 0. 63% 931.88 333, 717.75 579 798306WP7 San Juan, California NR 525,000.00 10/ 29/2020 0.85% 8/1/2025 525,000.00 0. 85% 1,863.75 495, 269.25 579 799408Z85 San Ramon Valley, California AA+ 525,000.00 10/ 20/2020 0.74% 8/1/2025 525,000.00 0. 74% 1,618.75 494, 460.75 579 54438CYK2 Los Angeles, California AA+ 530,000.00 11/ 10/2020 0.77% 8/1/2025 530,000.00 0. 77% 1,707.04 498, 141.70 579 50117TAC5 Kubota Credit NR 97,753.72 4/ 14/2021 0.62% 8/15/2025 97,733.72 0. 62% 26.94 95, 814.41 593 3135G05X7 Federal National Mortgage Association AA+ 950,000.00 8/ 31/2020 0.38% 8/25/2025 945,744.00 0. 47% 1,246.88 889, 589.50 603 20772KEW5 State Of Connecticut AA- 850,000.00 11/ 19/2020 3.74% 9/15/2025 966,985.50 0. 83% 9,367.90 836, 570.00 624 44933LAC7 Hyundai Auto Receivables AAA 75,192.56 4/ 28/2021 0.38% 9/15/2025 75,184.65 0. 38% 12.70 74, 166.08 624 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% 1,505.73 1, 377,868.30 632 91282CAM3 U.S. Treasury AA+ 500,000.00 6/ 30/2021 0.25% 9/30/2025 489,414.06 0. 76% 317.62 465, 625.00 639 91282CAM3 U.S. Treasury AA+ 3,750,000.00 6/ 30/2021 0.25% 9/30/2025 3,693,017.58 0. 63% 2,382.18 3, 492,187.50 639 61747YEG6 Morgan Stanley A- 180,000.00 10/ 19/2021 1.16% 10/21/2025 180,000.00 1. 16% 407.40 173, 332.44 660 61747YEG6 Morgan Stanley A- 500,000.00 10/ 19/2021 1.16% 10/21/2025 467,560.00 3. 18% 1,131.67 481, 479.00 660 City of Napa
Quarterly Investment Report - Maturity Report
as of December 31, 2023

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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 December 31, 2023
89115B6K1 Toronto-Dominion Bank A 1,600,000.00 10/31/2022 5.60% 10/27/2025 1,600,000.00 5.58% 16,924.44 1,630,696.19 666 3135G06G3 Federal National Mortgage Association AA+ 540,000.00 11/12/2020 0.50% 11/7/2025 538,066.80 0.57% 405.00 503,477.10 677 43815EAC8 Honda Auto Receivables AAA 200,942.61 8/25/2021 0.41% 11/18/2025 200,939.67 0.41% 29.75 195,518.75 688 14316NAC3 Carmax Auto Owner Trust AAA 39,250.39 1/27/2021 0.34% 12/15/2025 39,242.63 0.34% 5.93 38,541.79 715 91282CBC4 U.S. Treasury AA+ 3,000,000.00 2/2/2021 0.38% 12/31/2025 2,993,554.69 0.42% 30.91 2,780,625.00 731 172967KG5 Citigroup Inc BBB+ 900,000.00 10/6/2021 3.70% 1/12/2026 990,855.00 1.26% 15,632.50 877,014.90 743 43815GAC3 Honda Auto Receivables NR 320,414.04 11/24/2021 0.88% 1/21/2026 320,346.49 0.89% 78.32 310,863.88 752 17327CAN3 Citigroup Inc BBB+ 245,000.00 1/25/2022 2.01% 1/25/2026 245,000.00 2.01% 2,138.20 235,352.39 756 91282CBH3 U.S. Treasury AA+ 1,315,000.00 3/3/2021 0.38% 1/31/2026 1,294,812.70 0.69% 2,063.62 1,214,731.25 762 91282CBH3 U.S. Treasury AA+ 2,000,000.00 3/3/2021 0.38% 1/31/2026 1,951,328.13 0.89% 3,138.59 1,847,500.00 762 91282CBH3 U.S. Treasury AA+ 675,000.00 3/3/2021 0.38% 1/31/2026 665,850.59 0.69% 1,059.27 623,531.25 762 91282CBH3 U.S. Treasury AA+ 5,000,000.00 3/3/2021 0.38% 1/31/2026 4,794,531.25 1.43% 7,846.47 4,618,750.00 762 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 2,087,267.24 763 14314QAC8 Carmax Auto Owner Trust AAA 152,094.69 4/21/2021 0.52% 2/17/2026 152,061.92 0.52% 35.15 148,722.45 779 91282CBQ3 U.S. Treasury AA+ 5,000,000.00 10/6/2021 0.50% 2/28/2026 4,919,140.63 0.88% 8,447.80 4,620,312.50 790 46647PBH8 JPMorgan Chase A- 795,000.00 10/6/2021 2.01% 3/13/2026 816,393.45 1.38% 4,781.93 763,880.52 803 91282CBT7 U.S. Treasury AA+ 2,000,000.00 6/4/2021 0.75% 3/31/2026 1,999,218.75 0.76% 3,811.48 1,856,250.00 821 46625HQW3 JPMorgan Chase A- 1,120,000.00 7/21/2023 3.30% 4/1/2026 1,068,267.20 5.16% 9,240.00 1,084,745.76 822 06051GKM0 Bank Of America Co A- 1,000,000.00 5/10/2022 3.38% 4/2/2026 979,350.00 3.96% 8,366.00 973,686.00 823 46647PCZ7 JPMorgan Chase A- 500,000.00 4/26/2022 4.08% 4/26/2026 499,740.00 4.09% 3,683.33 492,202.00 847 91282CBW0 U.S. Treasury AA+ 3,000,000.00 10/6/2021 0.75% 4/30/2026 2,979,140.63 0.91% 3,832.42 2,775,468.60 851 04636NAA1 Astrazeneca A 500,000.00 7/19/2021 1.20% 5/28/2026 500,530.00 1.18% 550.00 462,453.50 879 91282CCF6 U.S. Treasury AA+ 2,000,000.00 6/4/2021 0.75% 5/31/2026 1,995,781.25 0.79% 1,311.48 1,846,250.00 882 345286AC2 Ford Credit Auto Owner Trust AAA 287,169.66 1/24/2022 1.29% 6/15/2026 287,135.54 1.29% 164.64 279,578.44 897 91282CCJ8 U.S. Treasury AA+ 285,000.00 8/4/2021 0.88% 6/30/2026 287,894.53 0.66% 6.85 263,580.48 912 91282CCJ8 U.S. Treasury AA+ 1,100,000.00 8/4/2021 0.88% 6/30/2026 1,022,656.25 2.64% 26.44 1,017,328.18 912 544647FC9 LA Unified School District NR 245,000.00 11/10/2021 1.46% 7/1/2026 245,000.00 1.46% 1,782.38 227,722.60 913 02665WEK3 American Honda Finance A- 750,000.00 7/18/2023 5.25% 7/7/2026 758,295.00 4.84% 19,031.25 763,477.50 919 21684LGS5 Rabobank Nederland A+ 2,150,000.00 7/20/2023 5.08% 7/17/2026 2,150,000.00 5.08% 48,845.61 2,108,704.95 929 61761J3R8 Morgan Stanley A- 225,000.00 7/28/2023 3.13% 7/27/2026 211,221.00 5.36% 3,007.81 215,531.78 939 91282CCP4 U.S. Treasury AA+ 2,100,000.00 1/5/2022 0.63% 7/31/2026 2,035,195.31 1.32% 5,492.53 1,923,468.75 943 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 1,145,675.92 944 857477CD3 State Street Corporation A 920,000.00 8/3/2023 5.27% 8/3/2026 920,000.00 5.27% 19,939.87 932,997.76 946 857477CD3 State Street Corporation A 1,225,000.00 8/3/2023 5.27% 8/3/2026 1,225,441.00 5.26% 26,550.38 1,242,306.80 946 94988J6D4 Wells Fargo & Company A+ 2,305,000.00 8/9/2023 5.45% 8/7/2026 2,304,815.60 5.45% 49,551.10 2,343,260.70 950 89236TKX2 Toyota Motor Corp A+ 645,000.00 8/14/2023 5.00% 8/14/2026 644,219.55 5.04% 12,272.92 652,992.84 957 9128282A7 U.S. Treasury AA+ 2,580,000.00 5/4/2022 1.50% 8/15/2026 2,423,688.28 3.02% 14,617.66 2,414,718.75 958 427866AX6 Hershey Co. A 1,730,000.00 1/30/2023 2.30% 8/15/2026 1,615,543.20 4.33% 15,031.78 1,640,017.51 958 06428CAA2 Bank Of America Co A+ 2,130,000.00 8/18/2023 5.53% 8/18/2026 2,130,000.00 5.53% 43,485.02 2,170,985.46 961 05602RAD3 Bmw Vehicle Owner Trust AAA 439,329.03 5/18/2022 3.21% 8/25/2026 439,306.18 3.21% 235.04 431,916.85 968 24422EXD6 Deere & Company A 650,000.00 9/8/2023 5.15% 9/8/2026 649,538.50 5.18% 10,507.43 661,848.20 982 63873QP65 Natixis NY Branch A 1,400,000.00 9/20/2023 5.61% 9/18/2026 1,400,000.00 5.61% 22,471.17 1,430,548.00 992 91282CCZ2 U.S. Treasury AA+ 550,000.00 10/6/2021 0.88% 9/30/2026 548,281.25 0.94% 1,222.85 505,312.50 1,004 91282CCZ2 U.S. Treasury AA+ 2,000,000.00 10/6/2021 0.88% 9/30/2026 1,990,390.63 0.97% 4,446.72 1,837,500.00 1,004 448977AD0 Hyundai Auto Receivables AAA 806,006.95 3/16/2022 2.22% 10/15/2026 805,975.92 2.22% 795.26 786,814.07 1,019 98163KAC6 World Omni Auto Rec Trust AAA 243,680.88 11/3/2021 0.81% 10/15/2026 243,647.69 0.81% 87.73 236,613.09 1,019

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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 December 31, 2023
949746SH5 Wells Fargo & Company BBB+ 1,300,000.00 7/18/2023 3.00% 10/23/2026 1,215,383.00 5.19% 7,366.67 1,235,527.80 1,027 912828YQ7 U.S. Treasury AA+ 2,050,000.00 12/16/2021 1.63% 10/31/2026 2,086,835.94 1.24% 5,674.11 1,919,312.50 1,035 3137BTUM1 Federal Home Loan Mortgage Corporation AA+ 1,377,937.34 5/24/2023 3.35% 11/1/2026 1,335,522.71 4.31% 3,843.30 1,337,777.18 1,036 025816CM9 American Express BBB+ 800,000.00 12/16/2021 1.65% 11/4/2026 798,760.00 1.68% 2,090.00 738,135.20 1,039 713448FW3 PepsiCo A+ 375,000.00 11/10/2023 5.13% 11/10/2026 374,898.75 5.13% 2,722.66 382,637.63 1,045 63743HFK3 National Rural Utilities Co Finance Corp A- 385,000.00 11/2/2023 5.60% 11/13/2026 384,865.25 5.61% 3,533.45 395,366.13 1,048 912828U24 U.S. Treasury AA+ 850,000.00 5/9/2022 2.00% 11/15/2026 812,845.71 3.04% 2,195.05 803,781.25 1,050 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 1,037,096.47 1,050 380146AC4 Gm Financial Securitized Term AAA 291,883.47 1/19/2022 1.26% 11/16/2026 291,858.11 1.26% 153.24 283,189.22 1,051 91282CDK4 U.S. Treasury AA+ 1,200,000.00 12/3/2021 1.25% 11/30/2026 1,203,421.88 1.19% 1,311.48 1,109,625.00 1,065 002824BF6 Abbot Laboratories AA- 1,115,000.00 8/24/2023 3.75% 11/30/2026 1,071,325.45 5.06% 3,600.52 1,099,344.29 1,065 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 1,944,544.70 1,097 24422EWA3 Deere & Company A 500,000.00 1/13/2022 1.70% 1/11/2027 497,180.00 1.82% 4,013.89 461,851.50 1,107 87612EBM7 Target Corp A 215,000.00 1/24/2022 1.95% 1/15/2027 214,634.50 1.99% 1,933.21 200,634.13 1,111 87612EBM7 Target Corp A 800,000.00 1/24/2022 1.95% 1/15/2027 801,752.00 1.90% 7,193.33 746,545.60 1,111 06406RBA4 Bank of New York Mellon A 700,000.00 1/28/2022 2.05% 1/26/2027 700,847.00 2.02% 6,178.47 651,101.50 1,122 459200KM2 IBM A- 500,000.00 2/25/2022 2.20% 2/9/2027 493,830.00 2.47% 4,338.89 465,567.50 1,136 459200KM2 IBM A- 900,000.00 2/25/2022 2.20% 2/9/2027 841,185.00 3.72% 7,810.00 838,021.50 1,136 912828V98 U.S. Treasury AA+ 1,825,000.00 7/6/2022 2.25% 2/15/2027 1,771,248.05 2.94% 15,510.02 1,732,609.38 1,142 912828V98 U.S. Treasury AA+ 6,030,000.00 7/6/2022 2.25% 2/15/2027 5,906,808.98 2.73% 51,246.81 5,724,731.25 1,142 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 2,221,950.83 1,156 438516CE4 Honeywell International A 800,000.00 3/3/2022 1.10% 3/1/2027 762,624.00 2.09% 2,933.33 725,651.20 1,156 89788MAD4 Truist Fin Corp A- 1,200,000.00 3/14/2022 1.27% 3/2/2027 1,127,520.00 2.57% 5,025.77 1,098,283.20 1,157 89788MAD4 Truist Fin Corp A- 1,200,000.00 3/14/2022 1.27% 3/2/2027 1,086,720.00 3.42% 5,025.77 1,098,283.20 1,157 233868AC2 Daimler Trucks Retail Trust NR 905,000.00 9/27/2023 5.90% 3/15/2027 904,986.15 5.90% 2,373.11 914,784.14 1,170 89236TJZ9 Toyota Motor Corp A+ 1,000,000.00 5/10/2022 3.05% 3/22/2027 968,140.00 3.77% 8,387.50 952,333.00 1,177 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 2,176,495.29 1,187 023135CF1 Amazon.Com Inc AA 1,000,000.00 5/20/2022 3.30% 4/13/2027 989,180.00 3.54% 7,150.00 971,658.00 1,199 437076CN0 Home Depot Inc A 1,200,000.00 5/10/2022 2.88% 4/15/2027 1,161,660.00 3.59% 7,283.33 1,147,248.00 1,201 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 1,109,673.56 1,201 91282CEN7 U.S. Treasury AA+ 1,350,000.00 12/7/2022 2.75% 4/30/2027 1,292,625.00 3.81% 6,323.49 1,298,953.13 1,216 665859AW4 Northern Trust A+ 800,000.00 5/12/2022 4.00% 5/10/2027 807,728.00 3.79% 4,533.33 789,136.80 1,226 665859AW4 Northern Trust A+ 400,000.00 5/12/2022 4.00% 5/10/2027 403,848.00 3.79% 2,266.67 394,568.40 1,226 912828X88 U.S. Treasury AA+ 2,380,000.00 11/4/2022 2.38% 5/15/2027 2,195,457.03 4.28% 7,298.56 2,260,628.24 1,231 91324PEG3 Unitedhealth Group Inc A+ 200,000.00 5/20/2022 3.70% 5/15/2027 199,892.00 3.71% 945.56 195,166.00 1,231 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 1,399,653.83 1,233 63254ABE7 National Australia Bank Ltd AA- 1,000,000.00 6/13/2022 3.91% 6/9/2027 991,330.00 4.10% 2,386.39 978,331.00 1,256 254683CW3 Discover Financial Services AAA 950,000.00 8/9/2022 3.56% 7/15/2027 949,882.11 3.56% 1,503.11 931,675.07 1,292 91282CFB2 U.S. Treasury AA+ 960,000.00 1/5/2023 2.75% 7/31/2027 910,950.00 3.98% 11,047.83 921,749.95 1,308 458140BY5 Intel Corporation A 1,200,000.00 8/12/2022 3.75% 8/5/2027 1,201,452.00 3.72% 18,250.00 1,174,662.00 1,313 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 1,236,448.78 1,324 91282CAH4 U.S. Treasury AA+ 2,800,000.00 12/7/2022 0.50% 8/31/2027 2,407,015.63 3.77% 4,730.77 2,474,500.00 1,339 931142EX7 Wal-Mart Stores AA 1,200,000.00 9/14/2022 3.95% 9/9/2027 1,201,944.00 3.91% 14,746.67 1,192,914.00 1,348 9128283F5 U.S. Treasury AA+ 1,425,000.00 1/31/2023 2.25% 11/15/2027 1,334,991.21 3.70% 4,139.94 1,340,168.04 1,415 91282CBB6 U.S. Treasury AA+ 2,800,000.00 5/17/2023 0.63% 12/31/2027 2,460,062.50 3.49% 48.08 2,462,250.00 1,461 500945AC4 Kubota Credit NR 560,000.00 7/26/2023 5.28% 1/18/2028 559,858.54 5.29% 1,314.13 567,031.42 1,479

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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 December 31, 2023
9128283W8 U.S. Treasury AA+ 3,900,000.00 4/6/2023 2.75% 2/15/2028 3,797,320.31 3.34% 40,510.19 3,728,156.25 1,507 06428AAC2 Bank of America Auto Trust NR 840,000.00 7/31/2023 5.53% 2/15/2028 839,968.16 5.53% 2,064.53 850,206.00 1,507 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 1,414,388.13 1,510 05592XAD2 Bmw Vehicle Owner Trust AAA 375,000.00 7/18/2023 5.47% 2/25/2028 374,933.55 5.47% 341.88 379,747.20 1,517 57636QAW4 Mastercard Inc A+ 920,000.00 3/17/2023 4.88% 3/9/2028 922,364.40 4.82% 13,953.33 947,317.56 1,530 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% 15,334.67 1,098,021.09 1,536 65480MAD5 Nissan Auto Receivables NR 400,000.00 10/25/2023 5.93% 3/15/2028 399,918.80 5.94% 1,054.22 410,045.36 1,536 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 2,163,669.49 1,567 44933XAD9 Hyundai Auto Receivables AAA 470,000.00 7/19/2023 5.48% 4/17/2028 469,979.60 5.48% 1,144.71 476,566.37 1,569 91282CBZ3 U.S. Treasury AA+ 1,050,000.00 6/5/2023 1.25% 4/30/2028 932,859.37 3.76% 2,235.58 940,406.25 1,582 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 2,178,670.63 1,583 30303M8L9 Meta Platforms AA- 1,080,000.00 6/5/2023 4.60% 5/15/2028 1,081,620.00 4.56% 6,348.00 1,095,660.00 1,597 539830BZ1 Lockheed Martin Corp A- 170,000.00 5/25/2023 4.45% 5/15/2028 169,694.00 4.49% 966.64 170,798.32 1,597 539830BZ1 Lockheed Martin Corp A- 480,000.00 5/25/2023 4.45% 5/15/2028 478,272.00 4.53% 2,729.33 482,254.08 1,597 369550BC1 General Dynamics Corp. A- 850,000.00 5/17/2023 3.75% 5/15/2028 831,351.00 4.24% 4,072.92 833,534.65 1,597 02007WAC2 Ally Auto Receivables Trust NR 790,000.00 7/19/2023 5.46% 5/15/2028 789,865.31 5.46% 1,917.07 799,450.38 1,597 02582JJZ4 American Express Co AAA 810,000.00 6/14/2023 4.87% 5/15/2028 809,928.15 4.87% 1,753.20 816,242.75 1,597 05522RDG0 Bank Of America Co AAA 725,000.00 6/16/2023 4.79% 5/15/2028 724,835.86 4.79% 1,543.44 727,372.64 1,597 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 1,747,753.78 1,597 344930AD4 Ford Credit Auto Owner Trust AAA 640,000.00 6/26/2023 5.23% 5/15/2028 639,991.36 5.23% 1,487.64 646,815.87 1,597 90291VAC4 USAA Auto Owner Trust AAA 1,745,000.00 9/15/2023 5.58% 5/15/2028 1,744,694.63 5.58% 4,327.60 1,764,311.04 1,597 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 2,185,257.76 1,614 3137HAD45 Federal Home Loan Mortgage Corporation AA+ 1,725,340.77 7/27/2023 4.78% 6/1/2028 1,725,297.64 4.78% 6,868.29 1,732,880.22 1,614 63253QAE4 National Australia Bank Ltd AA- 1,585,000.00 6/13/2023 4.90% 6/13/2028 1,582,289.65 4.94% 3,883.25 1,601,745.53 1,626 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 1,517,041.66 1,628 36267KAD9 Gm Financial Securitized Term AAA 455,000.00 7/19/2023 5.45% 6/16/2028 454,982.44 5.45% 1,033.23 462,019.01 1,629 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 2,134,880.19 1,644 02665WEM9 American Honda Finance A- 850,000.00 7/7/2023 5.13% 7/7/2028 849,626.00 5.14% 21,055.21 875,791.55 1,650 24422EXB0 Deere & Company A 490,000.00 7/14/2023 4.95% 7/14/2028 489,269.90 4.98% 11,251.63 502,434.24 1,657 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 2,225,433.19 1,675 3137HAQ74 Federal Home Loan Mortgage Corporation AA+ 1,800,000.00 10/19/2023 4.74% 8/1/2028 1,760,515.20 5.26% 7,110.00 1,827,193.93 1,675 3137HAMN3 Federal Home Loan Mortgage Corporation AA+ 1,016,123.85 9/28/2023 5.27% 8/1/2028 1,016,118.78 5.27% 4,464.17 1,040,849.95 1,675 69371RS64 Paccar Financial Corp. A+ 1,065,000.00 8/10/2023 4.95% 8/10/2028 1,063,317.30 4.99% 20,647.69 1,094,427.02 1,684 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% 21,602.78 1,119,325.90 1,685 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 1,536,642.02 1,689 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 1,833,069.51 1,706 3137HAST4 Federal Home Loan Mortgage Corporation AA+ 1,425,000.00 10/31/2023 4.85% 9/1/2028 1,379,566.73 5.60% 5,759.38 1,453,599.42 1,706 641062BL7 Nestle Holdings Inc AA- 1,615,000.00 9/12/2023 5.00% 9/12/2028 1,614,935.40 5.00% 24,449.31 1,662,868.60 1,717 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 1,771,890.45 1,720 17325FBB3 Citigroup Inc A+ 800,000.00 9/29/2023 5.80% 9/29/2028 800,000.00 5.80% 11,863.91 832,877.60 1,734 3137HB3D4 Federal Home Loan Mortgage Corporation AA+ 690,000.00 11/21/2023 5.07% 10/1/2028 688,005.21 5.14% 2,914.68 709,539.32 1,736 3137HB3G7 Federal Home Loan Mortgage Corporation AA+ 1,055,000.00 12/7/2023 4.86% 10/1/2028 1,051,968.99 4.93% 4,272.75 1,077,351.80 1,736 032654AU9 Analog Devices Inc A- 1,420,000.00 11/1/2023 1.70% 10/1/2028 1,191,294.80 5.48% 6,035.00 1,260,781.08 1,736 3137HBCF9 Federal Home Loan Mortgage Corporation AA+ 955,000.00 12/21/2023 5.00% 11/1/2028 963,917.79 4.78% 3,979.17 981,272.74 1,767 Total Other 206,254,538.96 202,516,440.27 1,122,026.46 199,263,551.57 Total LAIF, CAMP, and Securities 292,444,565.49 288,706,466.80 1,122,026.46 285,453,578.10

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Napa City CouncilFebruary 20, 2024

Napa City Council
February 20, 2024