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S.B. - Page 8 of 59 <br />REDWOOD CITY <br />Portfolio Statistics <br />As of December 31, 2019 <br />Par Value: <br />$160,556,668 <br />Total Market Value: <br />$164,342,591 <br />Security Market Value: <br />$163,003,959 <br />Accrued Interest: <br />$930,500 <br />Cash: <br />$408,132 <br />Amortized Cost: <br />$160,711,024 <br />Yield at Market: <br />1.75% <br />Yield at Cost: <br />2.35% <br />Effective Duration: <br />2.52 Years <br />Duration to Worst: <br />2.54 Years <br />Average Maturity: <br />2.76 Years <br />Average Credit: * <br />AA <br />Credit Quality (S&P Ratings)" <br />For the Quarter Ended December 31, 2019 <br />Portfolio Snapshot <br />Sector Allocation <br />A <br />Not Rated 5.3% <br />1.5% A - <br />BBB+ 2.8% <br />3.1% A+ <br />AAA 5.3% <br />8.5% A-1 <br />2.4% <br />AA - <br />9.4% <br />AA+ <br />61.8% <br />40% <br />35% <br />30% <br />25% <br />20% <br />15% <br />10% <br />5% <br />0% <br />U.S. <br />Treasury <br />45.0% <br />Supra-Sov / <br />Supra-Natl <br />Agency <br />3.6% <br />Municipal <br />1.6% <br />Maturity Distribution <br />Asset -Backed <br />6.0% <br />Certificate <br />� of Deposit <br />7.7% <br />Corporate <br />F 20.8% <br />Federal <br />le ncy/GSE <br />15.3% <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 Government Code and the City's investment policy dated January 2019. <br />PFM Asset Management LLC 17 <br />