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REDWOOD CITY <br />Portfolio Statistics <br />As of December 31, 2017 <br />Not Rated - <br />0.9% <br />BBB+*** <br />2.0% <br />Credit Quality (S&P Ratings) <br />Par Value: <br />$140,140,000 <br />Total Market Value: <br />$140,166,707 <br />Security Market Value: <br />$139,366,322 <br />Accrued Interest: <br />$610,933 <br />Cash: <br />$189,451 <br />Amortized Cost: <br />$140,745,673 <br />AA+ <br />81.5% <br />Yield at Market: <br />2.05% <br />Yield at Cost: <br />1.61% <br />Effective Duration: <br />2.54 Years <br />32% <br />Duration to Worst: <br />2.54 Years <br />28% <br />Average Maturity: <br />2.67 Years <br />23.9% <br />Average Credit: * <br />AA <br />24% <br />20% <br />16% <br />12% <br />8% <br />5.5% <br />0 <br />0% <br />% <br />0 - 1 Year 1 - 2 Years <br />An average of each security's credit rating <br />assigned a numeric value and adjusted for its relative weighting in the portfolio. <br />The "Not Rated" category comprises asset-backed securities rated Aaa <br />by Moody's. <br />The "888+" category comprises securities rated in a category of A or the equivalent or better <br />by Moody's and/or Fitch. <br />PFM Asset Management <br />LLC <br />For the Quarter Ended December 31, 2017 <br />Portfolio Snapshot <br />rn <br />Sector Allocation <br />n <br />Asset -Backed <br />0.9% a <br />CD <br />Tpmmercial Q0 <br />J Paper <br />3.4% <br />Corporate <br />15.3% <br />A <br />3.3% U.S. <br />A- Treasury <br />X3.7% 40.1% <br />A+ <br />2.8% <br />A-1 <br />3.4% I <br />_AA <br />0.9% <br />AA - <br />1.6% <br />Municipal <br />0.7% <br />Maturity Distribution <br />28.0% <br />2-3Years <br />23.2% <br />3 - 4 Years <br />19.3% <br />4-5Years <br />Federal <br />Agency/GSE <br />39.6% <br />0.0% <br />> 5 Years <br />4 <br />