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6.B. - Page 8 of 39 REDWOOD CITY Portfolio Statistics As of September 30, 2019 Par Value: $160,228,704 Total Market Value: $164,088,342 Security Market Value: $162,733,172 Accrued Interest: $825,813 Cash: $529,357 Amortized Cost: $160,152,474 Yield at Market: 1.79% Yield at Cost: 2.38% Effective Duration: 2.54 Years Duration to Worst: 2.56 Years Average Maturity: 2.78 Years Average Credit: * AA Credit Quality (S&P Ratings)" For the Quarter Ended September 30, 2019 Portfolio Snapshot Sector Allocation AA+ 60.1% 40% 35% 30% 25% 20% 15% 10% 5% 0% U.S. Treasury 43.2% Supra-Sov / Supra-Natl Agency 3.6% Municipal 0.9% Maturity Distribution Asset -Backed 6.2% Certificate sof Deposit 8.3% LCorporate 22.5% Federal -Age ncy/GS E 15.3% 0- 1 Year 1- 2 Years 2- 3 Years 3- 4 Years 4- 5 Years > 5 Years An average of each security's credit rating assigned a numeric value and adjusted for its relative weighting in the portfolio. "Securities held in the City's portfolio are in compliance with California Government Code and the City's investment policy dated January 2019. PFM Asset Management LLC 54 A Not Rated 5.3% 1.6% A - BBB+ 2.8% 3.1% A+ AAA— 5.3% 8.5% A-1 AA- � AA- 9.6% AA+ 60.1% 40% 35% 30% 25% 20% 15% 10% 5% 0% U.S. Treasury 43.2% Supra-Sov / Supra-Natl Agency 3.6% Municipal 0.9% Maturity Distribution Asset -Backed 6.2% Certificate sof Deposit 8.3% LCorporate 22.5% Federal -Age ncy/GS E 15.3% 0- 1 Year 1- 2 Years 2- 3 Years 3- 4 Years 4- 5 Years > 5 Years An average of each security's credit rating assigned a numeric value and adjusted for its relative weighting in the portfolio. "Securities held in the City's portfolio are in compliance with California Government Code and the City's investment policy dated January 2019. PFM Asset Management LLC 54