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6.A. - Page 7 of 37 <br />REDWOOD CITY <br />Portfolio Statistics <br />As of March 31, 2019 <br />Par Value: <br />$143,580,000 <br />Total Market Value: <br />$144,384,946 <br />Security Market Value: <br />$143,243,422 <br />Accrued Interest: <br />$826,057 <br />Cash: <br />$315,467 <br />Amortized Cost: <br />$142,949,269 <br />Yield at Market: <br />2.40% <br />Yield at Cost: <br />2.39% <br />Effective Duration: <br />2.54 Years <br />Duration to Worst: <br />2.57 Years <br />Average Maturity: <br />2.78 Years <br />Average Credit: * <br />AA <br />Not Rated <br />0.9% <br />BBB+ <br />3.5% <br />AAA <br />8.2% <br />AA+ <br />64.8% <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 />45.9 <br />Supra -So <br />Supra -Nati <br />Agency <br />4.1% <br />For the Quarternded March 31, 2019 <br />Portfolio Snapshot <br />Sector Allocation <br />Asset -Backed <br />5.0% <br />s rtificate <br />De pos it <br />8.6% <br />Drporate <br />18.6% <br />Maturity Distribution <br />ederal <br />I ncy/GS E <br />17.1% <br />Municipal <br />0.7% <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 Califonia Government Code and the City's investment policy dated January 2019. <br />PFM Asset Management LLC 16 <br />