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6.B. - Page 8 of 46 REDWOOD CITY Portfolio Statistics As of March 31, 2020 Par Value: $161,179,017 Total Market Value: $168,678,516 Security Market Value: $167,207,967 Accrued Interest: $849,555 Cash: $620,995 Amortized Cost: $161,875,572 Yield at Market: 0.99% Yield at Cost: 2.24% Effective Duration: 2.54 Years Duration to Worst: 2.57 Years Average Maturity: 2.78 Years Average Credit: * AA Credit Quality (S&P Ratings)" A Not Rated 6.1% 1.8% A - BBB+ 2.7% 1.6% A+ AAA 4.3% 8.4% A-1 T-3.2% AA - 9.2% AA+� 62.7% 32% 28% 24% 20% 16% 12% 8% 4% 0% For the Quarter Ended March 31, 2020 Portfolio Snapshot Sector Allocation Supra -So% Supra -Nal Agency 3.6% Municipal 1.6% Maturity Distribution :deral Icy/CM C 0.6% aderal ncy/GSE 17.8% 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 66 Asset -Backed U.S. 6.3% Treasury-- ' Certificate 42.7% sof Deposit 8.5% Corporate 18.9% Supra -So% Supra -Nal Agency 3.6% Municipal 1.6% Maturity Distribution :deral Icy/CM C 0.6% aderal ncy/GSE 17.8% 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 66