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AgdaPkt 2020-04-13 Joint SA PFA
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AgdaPkt 2020-04-13 Joint SA PFA
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Last modified
10/1/2020 10:06:31 AM
Creation date
4/9/2020 4:56:17 PM
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CC Index
CC Index - Document Type
Agenda Packet
Meeting Type
Joint
Agency Type
City Council and Successor Agency and Public Financing Authority
Date
4/13/2020
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S.B. - Page 10 of 59 <br />REDWOOD CITY <br />Portfolio/Benchmark <br />For the Quarter Ended December 31, 2019 <br />Portfolio Performance <br />Portfolio Performance (Total Return) <br />Quarter Ended Annualized Return <br />Effective <br />Duration 12/31/19 09/30/19 06/30/19 03/31/19 1 Year 3 Year 5 Year <br />REDWOOD CITY <br />ICE BofAML 1-5 Year U.S. Treasury Index <br />2.52 0.45% <br />2.55 0.35% <br />0.89% <br />0.75% <br />1.81% <br />1.82% <br />1.42% <br />1.22% <br />4.65% <br />4.20% <br />2.35% <br />2.11% <br />Difference <br />0.10% <br />0.14% <br />-0.01% <br />0.20% <br />0.45% <br />0.24% <br />0.89% 0.75% <br />0.45% 0.35% <br />0.0% __M <br />12/31/19 09/30/19 <br />■ REDWOOD CITY <br />Portfolio performance is gross of fees unless otherwise indicated. <br />4.65% <br />4.20% <br />1.81% 1.82% <br />M1.42% <br />� 1.22% <br />2.35% <br />2.11% <br />06/30/19 03/31/19 1 Year 3 Year 5 Year <br />ICE BofAML 1-5 Year U.S. Treasury Index <br />PFM Asset Management LLC 19 <br />5.0% <br />4.0% <br />3.0% <br />Z <br />m <br />p <br />2.0% <br />H <br />1.0% <br />0.89% 0.75% <br />0.45% 0.35% <br />0.0% __M <br />12/31/19 09/30/19 <br />■ REDWOOD CITY <br />Portfolio performance is gross of fees unless otherwise indicated. <br />4.65% <br />4.20% <br />1.81% 1.82% <br />M1.42% <br />� 1.22% <br />2.35% <br />2.11% <br />06/30/19 03/31/19 1 Year 3 Year 5 Year <br />ICE BofAML 1-5 Year U.S. Treasury Index <br />PFM Asset Management LLC 19 <br />
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