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6.B. - Page 8 of 41 <br />REDWOOD CITY <br />Portfolio Statistics <br />As of September 30, 2020 <br />Par Value: <br />$154,847,938 <br />Total Market Value: <br />$161,542,427 <br />Security Market Value: <br />$160,660,704 <br />Accrued Interest: <br />$658,056 <br />Cash: <br />$223,667 <br />Amortized Cost: <br />$155,451,266 <br />Yield at Market: <br />0.42% <br />Yield at Cost: <br />1.88% <br />Effective Duration: <br />2.59 Years <br />Average Maturity: <br />2.78 Years <br />Average Credit: * <br />AA <br />Credit Quality (S&P Ratings)** <br />A <br />Not Rated 6.0% <br />1.7% A - <br />BBB+ 3.7% <br />1.7%A+ <br />AAA F 6.4% <br />7.2% ' A-1 <br />0.9% <br />AA+ <br />62.6% <br />28% <br />24% <br />20% <br />16% <br />12% <br />8% <br />4% <br />0% <br />A-1 + <br />0.9% <br />AA <br />1.1% <br />AA - <br />7.9% <br />For the Quarter Ended September 30, 2020 <br />Portfolio Snapshot <br />Sector Allocation <br />Asset -Backed <br />U.S. 5.4% <br />Treas ur Certificate <br />27.4% of Deposit <br />8.1% <br />Corporate <br />19.7% <br />Supra-Sov/ <br />Supra -Nati <br />Agency <br />2.9% <br />Municipal <br />3.0% Federal <br />Federal Agency/CMO <br />Agency/GS 0.6% <br />32.9% <br />Maturity Distribution <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 54 <br />