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6.A. - Page 8 of 46 <br />REDWOOD CITY <br />Portfolio Statistics <br />As of June 30, 2020 <br />Par Value: <br />$162,967,154 <br />Total Market Value: <br />$171,101,255 <br />Security Market Value: <br />$170,173,125 <br />Accrued Interest: <br />$857,895 <br />Cash: <br />$70,235 <br />Amortized Cost: <br />$163,769,070 <br />Yield at Market: <br />0.46% <br />Yield at Cost: <br />2.07% <br />Effective Duration: <br />2.61 Years <br />Average Maturity: <br />2.89 Years <br />Average Credit: * <br />AA <br />Credit Quality (S&P Ratings)" <br />Not Rated <br />1.7% <br />BBB+ <br />1.6% <br />AAA <br />7.8% <br />11F <br />AA+� <br />64.6% <br />28% <br />24% <br />20% <br />16% <br />12% <br />8% <br />4% <br />0% <br />A <br />4.9% <br />A- <br />3.4% <br />A+ <br />5.3% <br />A-1 <br />2.3% <br />A_1+ <br />0.9% <br />AA - <br />7.5% <br />For the Quarter Ended June 30, 2020 <br />Portfolio Snapshot <br />Sector Allocation <br />Asset -Backed <br />U.S. 5.8% <br />Treas ur Certificate <br />37.0% of Deposit <br />7.6% <br />Corporate <br />F 18.5% <br />Supra -So% <br />Supra -Nal <br />Agency <br />3.5% <br />Municipal <br />1.6% <br />Maturity Distribution <br />2720/. <br />deral <br />icy/C M o <br />0.6% <br />aderal <br />ncy/GSE <br />25.4% <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 14 <br />