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6.F. - Page 7 of 39 <br />REDWOOD CITY <br />Portfolio Statistics <br />As of December 31, 2018 <br />Par Value: <br />$143,100,000 <br />Total Market Value: <br />$142,357,884 <br />Security Market Value: <br />$141,398,404 <br />Accrued Interest: <br />$836,524 <br />Cash: <br />$122,956 <br />Amortized Cost: <br />$142,580,295 <br />Yield at Market: <br />2.71% <br />Yield at Cost: <br />2.24% <br />Effective Duration: <br />2.31 Years <br />Duration to Worst: <br />2.34 Years <br />Average Maturity: <br />2.54 Years <br />Average Credit: * <br />AA <br />Not Rated <br />0.9% <br />BBB+ <br />3.5% <br />AAA <br />8.0% <br />AA+ <br />62.3% <br />Credit Quality (S&P Ratings) <br />35% <br />30% <br />25% <br />20% <br />15% <br />10% <br />5% <br />0% <br />U.S. <br />Treasu <br />43.6 <br />Supra -So <br />Supra-N� <br />Agency <br />4.1 % <br />Municipal <br />0.7% <br />For the Quarter Ended December 31, 2018 <br />Portfolio Snapshot <br />Sector Allocation <br />Asset -Backed <br />4.8% <br />s rtificate <br />De pos it <br />8.7% <br />imercial <br />'aper <br />2.0% <br />Maturity Distribution <br />34.1% <br />arporate <br />19.3% <br />ederal <br />Agency/GSE <br />16.8% <br />0- 1 Year 1- 2 Years 2- 3 Years 3- 4 Years 4- 5 Years > 5 Years <br />*An average of each security's credit rating assigned a numeric value and adjusted for its relative weighting in the portfolio. <br />Securities held in the City's portfolio are in compliance with California state statutes and the City's investment policy. <br />PFM Asset Management LLC 139 <br />