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© PFM Asset Management LLC pfmam.comCITY OF REDWOOD CITYFor the Quarter Ended September 30, 2024Portfolio Snapshot|Yield and duration calculations exclude cash and cash equivalents. Sector allocation includes market values and accrued interest.The portfolio’s benchmark is the ICE BofA 1-5 Year U.S. Treasury Index. Source: Bloomberg Financial LP.An average of each security’s credit rating was assigned a numeric value and adjusted for its relative weighting in the portfolio.1.Credit Quality - S&P10%28%23%27%13%4%34%26%23%12%0%5%10%15%20%25%30%35%0-1 Yr 1-2 Yrs 2-3 Yrs 3-4 Yrs 4-5 YrsPortfolioBenchmarkDuration DistributionU.S. Treasury | 56%Agency CMBS | 18%Corporate | 15%ABS | 6%Federal Agency | 5%Negotiable CD | 1%Municipal | 1%Sector AllocationAAA | 5%AA+ | 78%AA | 2%AA- | <1%A+ | 9%A | 3%A- | 1%BBB+ | 1%Not Rated | 2%Portfolio StatisticsPortfolio Effective DurationBenchmark Effective DurationPortfolio Credit QualityYield At MarketYield At CostTotal Market ValueSecurities Sub-TotalCashPortfolio Snapshot - REDWOOD CITY¹Accrued Interest$273,499,639.75$270,554,421.30$1,419,795.75$1,525,422.702.53 years2.53 years3.55%3.82%AA6.A. - Page 10 of 6519