Distribution by Asset Category - Market Value Report Group ...€¦ · 037833AX8 APPLE INC 1.55...

Asset Category AllocationAsset Category

Market Value12/31/2018

% of Portfolio12/31/2018

Market Value12/31/2019

% of Portfolio12/31/2019

Certificate of Deposit - 25 % 17,790,327.94 2.76 0.00 0.00

Commercial Paper - 35 % 99,539,970.00 15.45 39,961,780.20 5.63

Corporate Notes - 50 % 139,012,154.62 21.58 183,526,757.34 25.87

Liquidity Pool Accounts - 100 % 166,686,638.95 25.88 70,337,717.94 9.91

Money Market 44,193,882.00 6.86 98,517,693.57 13.89

Municipal Bonds - 75 % 39,042,043.10 6.06 22,016,949.90 3.10

US Agency - 100 % 96,513,324.17 14.98 274,579,888.02 38.70

VIP 1-3 Year ( Mutual Funds ) - 25 % 41,375,616.11 6.42 20,488,130.44 2.89

Total / Average 644,153,956.89 100.00 709,428,917.41 100.00

Portfolio Holdings as of 12/31/2018 Portfolio Holdings as of 12/31/2019

Distribution by Asset Category - Market ValueBegin Date: 12/31/2018, End Date: 12/31/2019

Arlington County

Report Group: Monthly Investment Report

Commercial Paper

05971RCP7

BANCO SANTANDER SA/NY 0 3/23/2020

4,000,000.00

11/27/2019

1.93 3,982,293.33

3,975,040.00 99.61

1.69 0.00

3,984,440.00 0.56%

Moodys-P1

S&P-A1

0.23

83

07274LB71

BAYERISCHE LANDESBK GIRO 0 2/7/2020

500,000.00

11/5/2019

2.01 498,944.44

497,388.89 99.84

1.57 0.00

499,175.00 0.07%

Fitch-F1

Moodys-P1

0.1

38

46640PAF0

JP MORGAN SECURITIES 0 1/15/2020

2,130,000.00

11/26/2019

1.86 2,128,358.12

2,124,527.08 99.94

1.35 0.00

2,128,807.20 0.3%

Moodys-P1

S&P-A-

0.04

15

5006E0AT3

KOREA DEVELOPMENT BK 0 1/27/2020

5,000,000.00

9/24/2019

2.17 4,991,937.50

4,962,673.61 99.89

1.50 0.00

4,994,400.00 0.7%

Moodys-P1

S&P-A1+

0.07

27

5006E0CA2


7,000,000.00

9/11/2019

2.09 6,971,825.00

6,927,147.50 99.67

1.69 0.00

6,977,110.00 0.98%

Moodys-P1

S&P-AA

0.19

70

5006E0C95


3,000,000.00

6/24/2019

2.24 2,987,350.00

2,952,516.67 99.68

1.69 0.00

2,990,340.00 0.42%

Moodys-P1

S&P-A1+

0.19

69

5148X0A21

LANDESBK BADEN-WURTT NY 0 1/2/2020

10,000,000.00

12/9/2019

1.83 9,998,983.33

9,987,800.00 100.00

0.00 0.00

10,000,000.00 1.41%

Fitch-F1

Moodys-P1

0

2

63873JBB5

NATIXIS NY BRANCH 0 2/11/2020

400,000.00

12/18/2019

1.91 399,113.33

398,838.89 99.82

1.57 0.00

399,268.00 0.06%

Moodys-P1

S&P-A1

0.12

42

80285PB35

SANTANDER UK PL 0 2/3/2020

8,000,000.00

10/4/2019

1.99 7,985,040.00

7,946,320.00 99.85

1.56 0.00

7,988,240.00 1.12%

Moodys-P1

S&P-A1

0.09

34

38

0.1

5.62%39,961,780.20

0.001.19

39,772,252.64

39,943,845.052.0040,030,000.00Sub Total Commercial Paper

Corporate Bonds

037833AX8

APPLE INC 1.55 2/7/2020

3,337,000.00

6/13/2019

2.31 3,334,421.43

3,320,782.18 99.96

1.93 20,402.05

3,335,698.57 0.47%

S&P-AA+

Moodys-Aa1

0.11

38

037833AX8

APPLE INC 1.55 2/7/2020

430,000.00

9/20/2019

2.00 429,800.42

429,264.70 99.96

1.93 2,628.97

429,832.30 0.06%

S&P-AA+

Moodys-Aa1

0.11

38

Arlington County

Date: 12/31/2019

Portfolio Holdings by Asset Class

CUSIPFace Amount /

Shares

Settlement DateDescription

YTM @ Cost

Cost Value

Book Value YTM @ Market

Market Price Market Value

Accrued Interest

% Portfolio

Credit Rating

Credit Rating

Duration To Maturity

Days To Call/Maturity


037833AX8

APPLE INC 1.55 2/7/2020

250,000.00

9/23/2019

2.01 249,880.73

249,570.00 99.96

1.93 1,528.47

249,902.50 0.04%

S&P-AA+

Moodys-Aa1

0.11

38

037833CS7

APPLE INC 1.8 5/11/2020

225,000.00

9/10/2019

1.90 224,922.10

224,856.00 99.91

2.05 562.50

224,797.50 0.03%

S&P-AA+

Moodys-Aa1

0.36

132

037833CS7

APPLE INC 1.8 5/11/2020

1,175,000.00

9/20/2019

1.93 1,174,429.97

1,173,989.50 99.91

2.05 2,937.50

1,173,942.50 0.17%

S&P-AA+

Moodys-Aa1

0.36

132

037833CK4

APPLE INC 1.9 2/7/2020

861,000.00

6/13/2019

2.31 860,641.33

858,744.18 100.00

1.92 6,543.60

860,974.17 0.12%

S&P-AA+

Moodys-Aa1

0.1

38

037833CK4

APPLE INC 1.9 2/7/2020

2,870,000.00

6/19/2019

2.25 2,868,965.57

2,863,657.30 100.00

1.92 21,812.00

2,869,913.90 0.4%

S&P-AA+

Moodys-Aa1

0.1

38

037833CK4

APPLE INC 1.9 2/7/2020

279,000.00

9/23/2019

2.01 278,966.72

278,880.03 100.00

1.92 2,120.40

278,991.63 0.04%

S&P-AA+

Moodys-Aa1

0.1

38

037833BD1

APPLE INC 2 5/6/2020

5,000,000.00

6/5/2019

2.32 4,994,462.65

4,985,350.00 100.07

1.78 13,333.33

5,003,650.00 0.7%

S&P-AA+

Moodys-Aa1

0.37

127

037833BD1

APPLE INC 2 5/6/2020

226,000.00

9/13/2019

1.89 226,083.92

226,155.94 100.07

1.78 602.67

226,164.98 0.03%

S&P-AA+

Moodys-Aa1

0.37

127

037833BS8

APPLE INC 2.25 2/23/2021-21

3,000,000.00

9/11/2019

1.84 3,013,857.63

3,017,520.00 100.60

1.72 24,000.00

3,017,850.00 0.42%

S&P-AA+

Moodys-Aa1

1.13

389

037833AR1

APPLE INC 2.85 5/6/2021

1,000,000.00

9/9/2019

1.73 1,014,788.93

1,018,185.57 101.54

1.69 4,354.17

1,015,430.00 0.14%

S&P-AA+

Moodys-Aa1

1.33

492

05253JAR2

AUST & NZ BANKING GRP 2.125 8/19/2020

580,000.00

11/7/2019

1.89 580,846.88

581,044.00 100.18

1.83 4,519.17

581,055.60 0.08%

S&P-AA-

Moodys-Aa3

0.63

232

05253JAT8


500,000.00

11/7/2019

1.85 501,685.19

501,975.00 100.34

1.84 1,625.00

501,720.00 0.07%

S&P-AA-

Moodys-Aa3

0.85

314

05253JAT8


330,000.00

11/12/2019

1.88 331,030.49

331,191.30 100.34

1.84 1,072.50

331,135.20 0.05%

S&P-AA-

Moodys-Aa3

0.85

314

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




05253JAK7

AUST & NZ BANKING GRP NY 2.7 11/16/2020

2,200,000.00

9/13/2017

1.85 2,215,828.62

2,257,200.00 100.73

1.86 7,425.00

2,215,972.00 0.31%

S&P-AA-

Moodys-Aa3

0.87

321

053015AD5

AUTOMATIC DATA PROCESSING 2.25 9/15/2020-20

5,000,000.00

10/30/2019

1.82 5,014,886.45

5,018,450.00 100.26

1.87 33,125.00

5,013,200.00 0.71%

S&P-AA

Moodys-Aa3

0.7

228

06367TLA6

BANK OF MONTREAL Step 9/21/2021-17

5,000,000.00

9/21/2016

1.70 5,000,000.00

5,000,000.00 99.42

2.25 22,916.67

4,970,950.00 0.7%

NR

Moodys-Aa2

1.7

81

06405LAB7

BANK OF NEW YORK MELLON Var. Corp 6/4/2021 -20

10,000,000.00

10/17/2019

2.18 10,011,093.10

10,012,690.00 100.09

2.18 16,350.98

10,009,200.00 1.41%

S&P-AA-

Moodys-Aa2

0

156

072863AA1

BAYLOR SCOTT & WHITE 2.123 11/15/2020-20

4,110,000.00

8/25/2017

1.94 4,116,419.69

4,133,632.50 99.93

2.21 11,149.29

4,107,040.80 0.58%

S&P-AA-

Moodys-Aa3

0.87

228

072863AA1


500,000.00

12/6/2017

2.16 499,851.16

499,500.00 99.93

2.21 1,356.36

499,640.00 0.07%

S&P-AA-

Moodys-Aa3

0.87

228

072863AA1


1,155,000.00

9/13/2019

2.12 1,155,000.00

1,155,000.00 99.93

2.21 3,133.19

1,154,168.40 0.16%

S&P-AA-

Moodys-Aa3

0.87

228

20271RAK6

COMMONWEALTH BK AUSTR NY 2.3 3/12/2020

1,000,000.00

6/24/2019

2.14 1,000,305.04

1,001,110.00 100.06

1.96 6,963.89

1,000,640.00 0.14%

S&P-AA-

Moodys-Aa3

0.2

72

20271RAK6


1,800,000.00

6/24/2019

2.14 1,800,549.07

1,801,998.00 100.06

1.96 12,535.00

1,801,152.00 0.25%

S&P-AA-

Moodys-Aa3

0.2

72

20271RAP5


5,000,000.00

8/12/2016

1.75 5,046,126.49

5,175,700.00 100.85

1.83 37,541.67

5,042,550.00 0.71%

S&P-AA-

Moodys-Aa2

1.19

440

20271RAP5


1,075,000.00

9/11/2017

2.07 1,080,970.66

1,092,382.75 100.85

1.83 8,071.46

1,084,148.25 0.15%

S&P-AA-

Moodys-Aa2

1.19

440

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




459058FA6

INTL BK RECON & DEVELOP 1.375 3/30/2020

1,136,000.00

9/9/2019

1.86 1,134,650.59

1,132,956.34 99.90

1.76 3,905.00

1,134,909.44 0.16%

S&P-AAA

Moodys-Aaa

0.25

90

459058GA5

INTL BK RECON & DEVELOP 1.625 9/4/2020

3,000,000.00

9/24/2019

1.97 2,993,181.43

2,990,487.00 99.92

1.74 15,843.75

2,997,600.00 0.42%

S&P-AAA

Moodys-Aaa

0.67

248

478160BS2

JOHNSON & JOHNSON 1.65 3/1/2021-21

3,000,000.00

9/10/2019

1.74 2,996,816.88

2,995,980.00 99.96

1.68 16,500.00

2,998,830.00 0.42%

S&P-AAA

Moodys-Aaa

1.15

398

478160BS2

JOHNSON & JOHNSON 1.65 3/1/2021-21

2,000,000.00

11/19/2019

1.71 1,998,694.69

1,998,566.00 99.96

1.68 11,000.00

1,999,220.00 0.28%

S&P-AAA

Moodys-Aaa

1.15

398

478160CH5

JOHNSON & JOHNSON 1.95 11/10/2020

1,526,000.00

12/4/2019

1.71 1,529,162.43

1,529,433.50 100.18

1.74 4,215.58

1,528,716.28 0.22%

S&P-AAA

Moodys-Aaa

0.85

315

57629WBW9

MASSMUTUAL GLOBAL FUNDING 2.45 11/23/2020

1,650,000.00

7/29/2016

1.56 1,662,689.73

1,711,050.00 100.55

1.82 4,267.08

1,659,124.50 0.23%

S&P-AA+

Moodys-Aa2

0.89

328

59217GBP3

MET LIFE GLOB FUNDING 2 4/14/2020

2,072,000.00

7/14/2016

1.51 2,074,823.52

2,108,840.16 100.02

1.93 8,863.56

2,072,372.96 0.29%

S&P-AA-

Moodys-Aa3

0.29

105

594918AY0

MICROSOFT CORP 1.85 2/12/2020-20

200,000.00

6/7/2019

2.27 199,902.65

199,434.00 100.00

1.83 1,428.61

200,002.00 0.03%

S&P-AAA

Moodys-Aaa

0.11

12

594918AY0


150,000.00

8/22/2019

2.01 149,972.20

149,887.50 100.00

1.83 1,071.46

150,001.50 0.02%

S&P-AAA

Moodys-Aaa

0.11

12

594918AY0


120,000.00

8/23/2019

2.02 119,976.44

119,905.20 100.00

1.83 857.17

120,001.20 0.02%

S&P-AAA

Moodys-Aaa

0.11

12

594918AY0


165,000.00

8/27/2019

2.00 164,970.61

164,884.50 100.00

1.83 1,178.60

165,001.65 0.02%

S&P-AAA

Moodys-Aaa

0.11

12

594918AY0


1,380,000.00

9/26/2019

1.96 1,379,820.70

1,379,420.40 100.00

1.83 9,857.42

1,380,013.80 0.19%

S&P-AAA

Moodys-Aaa

0.11

12

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




594918AY0


205,000.00

10/2/2019

1.98 204,968.85

204,903.65 100.00

1.83 1,464.33

205,002.05 0.03%

S&P-AAA

Moodys-Aaa

0.11

12

594918AY0


832,000.00

10/28/2019

1.80 832,040.12

832,099.84 100.00

1.83 5,943.02

832,008.32 0.12%

S&P-AAA

Moodys-Aaa

0.11

12

594918AH7

MICROSOFT CORP 3 10/1/2020

95,000.00

10/21/2019

1.71 95,912.11

96,147.60 100.96

1.71 712.50

95,910.10 0.01%

S&P-AAA

Moodys-Aaa

0.74

275

594918AH7

MICROSOFT CORP 3 10/1/2020

2,455,000.00

10/21/2019

1.73 2,478,063.52

2,484,018.10 100.96

1.71 18,412.50

2,478,518.90 0.35%

S&P-AAA

Moodys-Aaa

0.74

275

63254AAR9

NATIONAL AUSTRALIA BK/NY 1.875 7/12/2021

3,540,000.00

12/2/2019

1.93 3,537,051.90

3,536,898.96 100.01

1.87 31,159.37

3,540,318.60 0.5%

S&P-AA-

Moodys-Aa3

1.5

559

78012KC62

ROYAL BANK OF CANADA 2.125 3/2/2020

291,000.00

10/21/2019

1.94 291,086.82

291,186.24 100.04

1.89 2,044.07

291,107.67 0.04%

S&P-AA-

Moodys-Aa2

0.17

62

78012KCB1


3,000,000.00

7/1/2019

2.22 2,999,602.41

2,998,500.00 100.02

2.00 20,604.17

3,000,720.00 0.42%

S&P-AA-

Moodys-Aa2

0.18

66

78012KCB1


636,000.00

10/9/2019

1.91 636,264.82

636,597.84 100.02

2.00 4,368.08

636,152.64 0.09%

S&P-AA-

Moodys-Aa2

0.18

66

78012KJA6


3,500,000.00

6/29/2016

1.58 3,521,494.95

3,612,000.00 100.38

1.89 13,708.33

3,513,335.00 0.5%

S&P-AA-

Moodys-Aa3

0.83

304

78012KJA6


4,400,000.00

8/15/2016

1.53 4,428,892.86

4,546,080.00 100.38

1.89 17,233.33

4,416,764.00 0.62%

S&P-AA-

Moodys-Aa3

0.83

304

78012KKU0


3,535,000.00

8/30/2019

1.83 3,559,406.46

3,567,203.85 100.72

1.80 39,768.75

3,560,452.00 0.5%

S&P-AA-

Moodys-Aa2

1.03

385

78013XKG2


2,000,000.00

11/25/2019

1.83 2,035,900.69

2,038,560.00 101.79

1.84 10,666.67

2,035,720.00 0.29%

S&P-AA-

Moodys-Aa2

1.31

486

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




86960BAJ1

SVENSKA HANDELSBANKEN 2.4 10/1/2020

2,020,000.00

8/10/2017

1.87 2,027,742.16

2,052,320.00 100.33

1.96 12,120.00

2,026,585.20 0.29%

S&P-AA-

Moodys-Aa2

0.74

275

89114QBL1

TORONTO DOMINION BANK 1.8 7/13/2021

2,560,000.00

7/18/2016

1.76 2,561,495.79

2,564,864.00 100.07

1.75 21,504.00

2,561,792.00 0.36%

S&P-AA-

Moodys-Aa1

1.51

560

89114QBL1


5,000,000.00

10/28/2016

1.70 5,007,329.84

5,022,500.00 100.07

1.75 42,000.00

5,003,500.00 0.71%

S&P-AA-

Moodys-Aa1

1.51

560

89114R2T2

TORONTO DOMINION BANK 2.05 10/9/2020-20

3,000,000.00

10/9/2019

2.05 3,000,000.00

3,000,000.00 100.03

2.01 14,008.33

3,000,930.00 0.42%

None

Moodys-Aa1

0.76

100

89114QBC1


2,500,000.00

6/30/2016

1.61 2,520,365.48

2,595,000.00 100.58

1.89 2,951.39

2,514,375.00 0.35%

S&P-AA-

Moodys-Aa1

0.95

349

89114QBC1


2,000,000.00

7/26/2017

1.90 2,011,037.09

2,039,120.00 100.58

1.89 2,361.11

2,011,500.00 0.28%

S&P-AA-

Moodys-Aa1

0.95

349

89114QYD4

TORONTO DOMINION BANK Step 11/28/2021-17

5,000,000.00

11/28/2016

1.91 5,000,000.00

5,000,000.00 98.86

2.94 8,333.33

4,942,800.00 0.7%

S&P-AA-

Moodys-Aa1

1.88

59

89114QKV9

TORONTO DOMINION BANK Var. Corp 1/26/2023

5,000,000.00

1/26/2018

2.50 5,000,000.00

5,000,000.00 99.10

2.50 22,569.44

4,955,000.00 0.7%

S&P-AA-

Moodys-Aa1

0

1122

89114QLD8

TORONTO DOMINION BANK Var. Corp 2/15/2023

5,000,000.00

2/15/2018

2.60 5,000,000.00

5,000,000.00 99.54

2.60 16,611.11

4,977,050.00 0.7%

S&P-AA-

Moodys-Aa2

0

1142

89236TDU6

TOYOTA MOTOR CREDIT CORP 1.95 4/17/2020

2,000,000.00

7/17/2017

1.75 2,001,147.70

2,010,680.00 100.00

1.95 8,016.67

1,999,960.00 0.28%

S&P-AA-

Moodys-Aa3

0.29

108

89236TDU6


3,000,000.00

9/17/2019

1.96 2,999,939.15

2,999,880.00 100.00

1.95 12,025.00

2,999,940.00 0.42%

S&P-AA-

Moodys-Aa3

0.29

108

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




89236TEG6


10,000,000.00

12/11/2017

2.13 10,000,000.00

10,000,000.00 99.02

2.47 17,708.33

9,902,400.00 1.41%

S&P-AA-

Moodys-Aa3

2.83

1064

89236TEA9

TOYOTA MOTOR CREDIT CORP Var. Corp 6/29/2022

10,000,000.00

6/29/2017

2.13 10,000,000.00

10,000,000.00 99.31

2.13 1,180.56

9,930,500.00 1.41%

S&P-AA

Moodys-Aa3

0

911

90327QCX5

USAA CAPITAL CORP 2.45 8/1/2020

1,975,000.00

7/29/2016

1.50 1,985,621.10

2,047,660.25 100.36

1.83 20,161.46

1,982,070.50 0.28%

S&P-AA+

Moodys-Aa1

0.58

214

92826CAB8

VISA INC 2.2 12/14/2020-20

3,000,000.00

9/12/2019

1.87 3,009,329.48

3,012,270.00 100.40

1.78 3,116.67

3,011,940.00 0.42%

S&P-AA-

Moodys-Aa3

0.95

319

92826CAB8

VISA INC 2.2 12/14/2020-20

2,000,000.00

10/15/2019

1.74 2,008,552.96

2,010,440.00 100.40

1.78 2,077.78

2,007,960.00 0.28%

S&P-AA-

Moodys-Aa3

0.95

319

92826CAB8

VISA INC 2.2 12/14/2020-20

2,693,000.00

10/23/2019

1.79 2,703,342.92

2,705,387.80 100.40

1.78 2,797.73

2,703,718.14 0.38%

S&P-AA-

Moodys-Aa3

0.95

319

92826CAB8

VISA INC 2.2 12/14/2020-20

1,291,000.00

10/23/2019

1.81 1,295,688.83

1,296,615.85 100.40

1.78 1,341.21

1,296,138.18 0.18%

S&P-AA-

Moodys-Aa3

0.95

319

92826CAB8

VISA INC 2.2 12/14/2020-20

1,000,000.00

11/12/2019

1.79 1,003,823.22

1,004,360.00 100.40

1.78 1,038.89

1,003,980.00 0.14%

S&P-AA-

Moodys-Aa3

0.95

319

931142EH2

WALMART INC Var. Corp 6/23/2021 -19

5,457,000.00

12/9/2019

2.16 5,478,183.26

5,479,046.28 100.17

2.16 2,616.63

5,466,331.47 0.77%

S&P-AA

Moodys-Aa2

0

540

931142CU5

WALMART INC. 3.625 7/8/2020

5,000,000.00

10/28/2019

1.75 5,048,248.03

5,064,500.00 100.89

1.90 87,100.69

5,044,300.00 0.71%

S&P-AA

Moodys-Aa2

0.51

190

961214DJ9

WESTPAC BANKING CORP 2.15 3/6/2020

169,000.00

10/9/2019

1.98 169,051.65

169,116.61 100.03

1.99 1,170.79

169,043.94 0.02%

S&P-AA-

Moodys-Aa3

0.18

66

961214DL4

WESTPAC BANKING CORP Var. Corp 3/6/2020

3,000,000.00

6/20/2019

2.32 3,002,383.62

3,009,390.00 100.06

2.32 4,827.35

3,001,710.00 0.42%

S&P-AA-

Moodys-Aa3

0

66

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




961214DL4

WESTPAC BANKING CORP Var. Corp 3/6/2020

3,000,000.00

12/10/2019

2.32 3,002,093.79

3,002,760.00 100.06

2.32 4,827.35

3,001,710.00 0.42%

S&P-AA-

Moodys-Aa3

0

66

379

0.76

25.83%183,526,757.34

826,150.012.03

184,619,780.42

183,886,537.691.97183,456,000.00Sub Total Corporate Bonds

LGIP State Liquidity Pool

LGIP2000

State of Virginia LGIP

10,158,426.83

5/24/2011

1.74 10,158,426.83

10,158,426.83 100.00

1.74

10,158,426.83 1.43%

None

None

0

1

1

0

1.43%10,158,426.83

1.74

10,158,426.83

10,158,426.831.7410,158,426.83Sub Total LGIP State Liquidity Pool

Money Market

MM1672

Eagle Bank MM

5,061,076.09

7/8/2019

1.95 5,061,076.09

5,061,076.09 100.00

1.95

5,061,076.09 0.71%

None

None

0

1

MM3745

First Virginia Community Bank MM

6,916,418.19

11/25/2013

2.05 6,916,418.19

6,916,418.19 100.00

2.05

6,916,418.19 0.97%

None

None

0

1

ICSMM19867

John Marshall Bank MM

16,465,022.32

12/1/2017

1.73 16,465,022.32

16,465,022.32 100.00

1.73

16,465,022.32 2.32%

None

None

0

1

MM9867

John Marshall Bank MM

2,001.61

4/2/2018

0.95 2,001.61

2,001.61 100.00

0.95

2,001.61 0%

None

None

0

1

MM6787

JP Morgan Chase Bk MM MM

25,303,953.82

6/28/2019

1.70 25,303,953.82

25,303,953.82 100.00

1.70

25,303,953.82 3.56%

None

None

0

1

MM2092

Sandy Spring Bank MM

5,866,049.39

6/8/2016

2.08 5,866,049.39

5,866,049.39 100.00

2.08

5,866,049.39 0.83%

None

None

0

1

ICSMM74128

United Bank MM

5,281,218.32

12/7/2017

1.55 5,281,218.32

5,281,218.32 100.00

1.55

5,281,218.32 0.74%

None

None

0

1

MM6004

Wells Fargo MM

33,621,953.83

1/30/2019

1.48 33,621,953.83

33,621,953.83 100.00

1.48

33,621,953.83 4.73%

None

None

0

1

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




1

0

13.86%98,517,693.57

1.68

98,517,693.57

98,517,693.571.6898,517,693.57Sub Total Money Market

Municipal Bonds

033717KM0

ANDERSON CNTY SCH DIST BAB 5.15 3/1/2023-20

500,000.00

7/30/2018

4.28 512,336.42

517,875.00 100.52

4.97 8,583.33

502,600.00 0.07%

S&P-AA

Moodys-Aa1

2.91

61

30382LCP1

FAIRFAX CNTY VA ECON DEV AUTHFAC 2.9 10/1/2021

500,000.00

11/4/2016

1.50 511,785.71

533,000.00 101.78

1.86 3,625.00

508,905.00 0.07%

S&P-AA+

Moodys-Aa1

1.71

640

34074GDH4

FLORIDA ST HURRICANE 2.995 7/1/2020

100,000.00

9/10/2019

2.02 100,481.38

100,776.00 100.64

1.70 1,497.50

100,642.00 0.01%

S&P-AA

Moodys-Aa3

0.49

183

34074GDH4


2,400,000.00

9/16/2019

2.05 2,411,185.16

2,417,664.00 100.64

1.70 35,940.00

2,415,408.00 0.34%

S&P-AA

Moodys-Aa3

0.49

183

34074GDH4


700,000.00

11/12/2019

1.83 704,041.78

705,124.00 100.64

1.70 10,482.50

704,494.00 0.1%

S&P-AA

Moodys-Aa3

0.49

183

341271AB0

FLORIDA ST REV BOND 2.638 7/1/2021

1,000,000.00

11/8/2019

1.91 1,010,768.52

1,011,810.00 101.21

1.82 13,190.00

1,012,060.00 0.14%

S&P-AA

Moodys-Aa3

1.46

548

341271AB0

FLORIDA ST REV BOND 2.638 7/1/2021

200,000.00

11/12/2019

1.95 202,021.27

202,202.00 101.21

1.82 2,638.00

202,412.00 0.03%

S&P-AA

Moodys-Aa3

1.46

548

649791PK0

NEW YORK STATE 1.8 2/15/2020-19

10,000,000.00

10/30/2019

1.80 10,000,000.00

10,000,000.00 100.01

1.76 30,000.00

10,000,500.00 1.41%

S&P-AA+

Moodys-Aa1

0.13

46

655867JB6

NORFOLK VA BUILD AMERICAN BOND 4.85 3/1/2021

250,000.00

9/29/2016

1.60 259,119.14

284,550.00 103.48

1.82 4,041.67

258,705.00 0.04%

S&P-AA+

Moodys-Aa2

1.13

426

73723RVW0

PORTSMOUTH VA 2 8/1/2020

1,750,000.00

5/6/2016

1.35 1,756,449.72

1,796,655.00 100.23

1.61 14,583.33

1,753,990.00 0.25%

S&P-AA

Moodys-Aa2

0.58

214

916277LJ3

UPPER OCCOQUAN VA SEWAGE AUTH 2.05 7/1/2021

500,000.00

6/6/2017

1.82 501,659.49

504,500.00 100.31

1.84 5,125.00

501,565.00 0.07%

S&P-AAA

Moodys-Aa1

1.47

548

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




916277KN5


165,000.00

1/15/2016

1.80 166,938.11

182,252.40 101.22

1.79 3,506.25

167,008.05 0.02%

S&P-AAA

Moodys-Aa1

0.49

183

916277KN5


500,000.00

4/13/2017

1.80 505,934.65

538,105.00 101.22

1.79 10,625.00

506,085.00 0.07%

S&P-AAA

Moodys-Aa1

0.49

183

927793SY6

VIRGINIA CMWLTH REV BOND 4.35 5/15/2021

1,000,000.00

8/21/2017

1.82 1,033,408.58

1,090,890.00 103.24

1.95 5,558.33

1,032,350.00 0.15%

S&P-AA+

Moodys-Aa1

1.34

501

928109YC5

VIRGINIA ST BUILD AMER BOND 3.05 6/1/2020

320,000.00

8/31/2016

1.20 322,416.55

341,638.40 100.62

1.55 813.33

321,984.00 0.05%

S&P-AAA

Moodys-Aaa

0.42

153

927781TG9

VIRGINIA ST CLG BLDG AUTH 4.5 2/1/2020

500,000.00

8/11/2016

1.36 501,336.49

553,000.00 100.21

1.98 9,375.00

501,035.00 0.07%

S&P-AA+

Moodys-Aa1

0.08

32

928075GH7

VIRGINIA ST PORT AUTH CMWLTH 2.145 7/1/2020

500,000.00

8/15/2016

1.35 501,932.10

514,950.00 100.05

2.04 5,362.50

500,265.00 0.07%

S&P-AA+

Moodys-Aa1

0.49

183

928172WA9

VIRGINIA ST PUBLIC BLDG AUTH 4.2 8/1/2021

500,000.00

9/13/2016

1.60 519,751.92

560,825.00 103.42

1.99 8,750.00

517,105.00 0.07%

S&P-AA+

Moodys-Aa1

1.52

579

928172TH8

VIRGINIA ST PUBLIC BLDG AUTH 5.3 8/1/2021

485,000.00

8/31/2016

1.40 513,872.66

574,560.10 105.12

2.00 10,710.42

509,836.85 0.07%

S&P-AA+

Moodys-Aa1

1.51

579

192

0.58

3.1%22,016,949.90

184,407.161.85

22,430,376.90

22,035,439.651.8121,870,000.00Sub Total Municipal Bonds

US Agency

3133EGMP7

FFCB 1.44 1/19/2021-16

5,000,000.00

7/19/2016

1.44 5,000,000.00

5,000,000.00 99.48

1.94 32,400.00

4,974,000.00 0.7%

S&P-AA+

Moodys-Aaa

1.04

385

3133EGLU7

FFCB 1.48 7/14/2021-16

2,000,000.00

10/31/2019

1.73 1,992,333.60

1,991,500.00 99.72

1.67 13,731.11

1,994,300.00 0.28%

S&P-AA+

Moodys-Aaa

1.51

561

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3133EGC78

FFCB 1.49 5/3/2021-17

500,000.00

11/5/2019

1.75 498,286.26

498,090.00 99.42

1.93 1,200.28

497,085.00 0.07%

S&P-AA+

Moodys-Aaa

1.33

489

3133EGKA2

FFCB 1.5 7/6/2021-17

6,000,000.00

7/6/2016

1.50 6,000,000.00

6,000,000.00 99.83

1.62 43,750.00

5,989,560.00 0.84%

S&P-AA+

Moodys-Aaa

1.49

553

3133EFR25

FFCB 1.59 3/23/2020-17

4,645,000.00

5/16/2016

1.40 4,646,972.89

4,678,444.00 100.00

1.58 20,105.11

4,645,046.45 0.65%

S&P-AA+

Moodys-Aaa

0.23

83

3133EF4D6

FFCB 1.62 4/20/2021-17

1,000,000.00

8/22/2019

1.78 998,016.01

997,470.00 99.90

1.70 3,195.00

999,000.00 0.14%

S&P-AA+

Moodys-Aaa

1.29

476

3133EGKC8

FFCB 1.68 1/5/2022-17

500,000.00

10/11/2019

1.74 499,414.44

499,350.00 99.49

1.94 4,106.67

497,440.00 0.07%

S&P-AA+

Moodys-Aaa

1.97

736

3133EGAN5

FFCB 1.68 8/16/2021-16

500,000.00

12/16/2019

1.74 499,512.32

499,500.00 99.92

1.73 3,150.00

499,615.00 0.07%

S&P-AA+

Moodys-Aaa

1.6

594

3133EKZ33

FFCB 1.8 4/15/2021-20

5,451,000.00

10/15/2019

1.83 5,448,657.46

5,448,274.50 99.91

1.87 20,713.80

5,446,257.63 0.77%

S&P-AA+

Moodys-Aaa

1.28

15

3133EK5V4

FFCB 1.84 11/14/2022-20

5,000,000.00

11/14/2019

1.89 4,992,821.62

4,992,500.00 99.95

1.86 12,011.11

4,997,600.00 0.7%

S&P-AA+

Moodys-Aaa

2.8

45

3133EKK39

FFCB 1.84 9/9/2022-20

4,300,000.00

10/3/2019

1.90 4,293,099.74

4,292,475.00 100.03

1.83 24,615.11

4,301,161.00 0.6%

S&P-AA+

Moodys-Aaa

2.62

253

3133EK2C9

FFCB 1.89 10/15/2021-20

5,000,000.00

12/18/2019

1.89 5,000,000.00

5,000,000.00 100.00

1.89 19,950.00

5,000,050.00 0.7%

S&P-AA+

Moodys-Aaa

1.76

15

3133EK5W2

FFCB 1.89 5/12/2023-20

3,000,000.00

11/12/2019

1.94 2,995,672.67

2,995,500.00 99.79

1.95 7,717.50

2,993,760.00 0.42%

S&P-AA+

Moodys-Aaa

3.27

43

3133EF6S1

FFCB 1.9 5/10/2022-17

1,000,000.00

11/6/2019

1.90 999,906.00

999,900.00 99.91

1.94 2,691.67

999,080.00 0.14%

S&P-AA+

Moodys-Aaa

2.31

861

3133EK2S4

FFCB 1.92 4/21/2022-20

5,000,000.00

10/21/2019

1.96 4,995,388.83

4,995,000.00 99.95

1.94 18,666.67

4,997,400.00 0.7%

S&P-AA+

Moodys-Aaa

2.26

21

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3133EKV45

FFCB 1.94 10/1/2021-20

10,000,000.00

10/2/2019

1.99 9,991,232.88

9,990,000.00 100.04

1.92 48,500.00

10,004,000.00 1.41%

S&P-AA+

Moodys-Aaa

1.72

92

3133EKV45

FFCB 1.94 10/1/2021-20

5,000,000.00

10/4/2019

1.94 5,000,000.00

5,000,000.00 100.04

1.92 24,250.00

5,002,000.00 0.7%

S&P-AA+

Moodys-Aaa

1.72

92

3133EHYQ0

FFCB 1.95 3/14/2022-17

1,000,000.00

9/14/2017

1.95 1,000,000.00

1,000,000.00 100.00

1.95 5,795.83

1,000,020.00 0.14%

S&P-AA+

Moodys-Aaa

2.15

804

3133EHYQ0

FFCB 1.95 3/14/2022-17

2,000,000.00

9/14/2017

1.95 2,000,000.00

2,000,000.00 100.00

1.95 11,591.67

2,000,040.00 0.28%

S&P-AA+

Moodys-Aaa

2.15

804

3133EKX50

FFCB 1.95 7/15/2022-20

4,000,000.00

10/15/2019

1.96 3,999,076.69

3,999,000.00 99.74

2.06 16,466.67

3,989,600.00 0.56%

S&P-AA+

Moodys-Aaa

2.48

15

3133EKX76

FFCB 1.98 4/17/2023-20

5,000,000.00

10/17/2019

1.98 5,000,000.00

5,000,000.00 99.51

2.14 20,350.00

4,975,400.00 0.7%

S&P-AA+

Moodys-Aaa

3.19

108

3133EKZM1

FFCB 1.99 8/14/2023-20

935,000.00

9/4/2019

1.96 936,072.98

936,168.75 99.59

2.11 7,080.81

931,185.20 0.13%

S&P-AA+

Moodys-Aaa

3.48

227

3133EKP42

FFCB 1.99 9/16/2021-19

3,480,000.00

9/16/2019

2.03 3,477,619.70

3,477,216.00 100.00

1.99 20,198.50

3,480,034.80 0.49%

S&P-AA+

Moodys-Aaa

1.68

625

3133EKB47

FFCB 2 2/22/2022-19

1,000,000.00

11/15/2019

2.00 999,952.77

999,950.00 99.92

2.04 7,166.67

999,170.00 0.14%

S&P-AA+

Moodys-Aaa

2.09

1

3133EK2T2

FFCB 2 4/17/2023-20

2,084,000.00

10/25/2019

2.00 2,084,000.00

2,084,000.00 100.00

2.00 8,567.56

2,084,020.84 0.29%

S&P-AA+

Moodys-Aaa

3.19

17

3133EGAD7

FFCB 2 5/16/2023-17

2,000,000.00

12/19/2019

2.00 1,999,900.96

1,999,900.00 100.00

2.00 5,000.00

2,000,000.00 0.28%

S&P-AA+

Moodys-Aaa

3.27

1232

3133EKQ90

FFCB 2 9/23/2022-20

5,000,000.00

9/23/2019

2.03 4,996,588.73

4,996,250.00 99.98

2.01 27,222.22

4,999,200.00 0.7%

S&P-AA+

Moodys-Aaa

2.65

267

3133EKL95

FFCB 2.01 6/6/2022-19

2,500,000.00

9/11/2019

2.04 2,498,444.44

2,498,250.00 99.83

2.08 3,489.58

2,495,800.00 0.35%

Fitch-AAA

S&P-AA+

2.38

1

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3133EKB39

FFCB 2.03 8/19/2022-19

1,182,000.00

9/4/2019

2.05 1,181,315.64

1,181,231.70 100.00

2.03 8,798.02

1,182,000.00 0.17%

S&P-AA+

Moodys-Aaa

2.56

1

3133EKN44

FFCB 2.03 9/11/2023-19

5,000,000.00

9/12/2019

2.08 4,990,753.42

4,990,000.00 99.50

2.17 31,013.89

4,974,750.00 0.7%

Moodys-Aaa

S&P-AA+

3.56

163

3133EKZ66

FFCB 2.04 7/15/2024-20

2,500,000.00

10/15/2019

2.10 2,494,027.38

2,493,750.00 99.48

2.16 10,766.67

2,487,050.00 0.35%

S&P-AA+

Moodys-Aaa

4.34

15

3133EF3E5

FFCB 2.05 4/18/2023-17

5,000,000.00

10/9/2019

2.07 4,997,661.23

4,997,500.00 100.00

2.05 20,784.72

5,000,000.00 0.7%

S&P-AA+

Moodys-Aaa

3.19

1204

3133EKX84

FFCB 2.07 7/10/2023-20

5,000,000.00

10/10/2019

2.07 5,000,000.00

5,000,000.00 98.85

2.41 23,287.50

4,942,500.00 0.7%

S&P-AA+

Moodys-Aaa

3.4

10

3133EKX84

FFCB 2.07 7/10/2023-20

5,000,000.00

10/10/2019

2.07 4,999,529.95

4,999,500.00 98.85

2.41 23,287.50

4,942,500.00 0.7%

S&P-AA+

Moodys-Aaa

3.4

10

3133EK3S3

FFCB 2.1 1/23/2024-20

5,000,000.00

10/23/2019

2.12 4,996,416.61

4,996,250.00 99.53

2.22 19,833.33

4,976,450.00 0.7%

S&P-AA+

Moodys-Aaa

3.9

23

3133EGFD2

FFCB 2.17 6/14/2024-17

1,000,000.00

11/15/2019

2.17 1,000,000.00

1,000,000.00 99.33

2.33 1,024.72

993,330.00 0.14%

S&P-AA+

Moodys-Aaa

4.26

1627

3133EKZR0

FFCB 2.22 5/13/2024-19

3,000,000.00

8/28/2019

2.24 2,998,052.62

2,997,900.00 98.76

2.52 8,880.00

2,962,860.00 0.42%

S&P-AA+

Moodys-Aaa

4.17

1

3133EKPV2

FFCB 2.37 6/10/2022-20

786,000.00

10/9/2019

2.23 788,587.28

788,828.03 100.22

2.28 1,086.64

787,760.64 0.11%

S&P-AA+

Moodys-Aaa

2.38

162

3130AGG66

FFCB 2.4 2/15/2022-20

2,500,000.00

9/25/2019

2.29 2,505,556.35

2,506,250.00 100.13

2.34 7,666.67

2,503,200.00 0.35%

S&P-AA+

Moodys-Aaa

2.08

136

3133EKLM6

FFCB 2.4 5/14/2021-20

704,000.00

6/7/2019

2.40 704,000.00

704,000.00 100.10

2.33 2,205.87

704,675.84 0.1%

Moodys-Aaa

S&P-AA+

1.35

134

3133EJ5Q8

FFCB 2.8 1/24/2022-20

705,000.00

9/11/2019

2.68 706,671.81

706,917.60 100.06

2.77 8,608.83

705,408.90 0.1%

S&P-AA+

Moodys-Aaa

2

24

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




31331GLU1

FFCB 4.6 1/29/2020

1,500,000.00

6/20/2019

2.23 1,502,779.71

1,521,375.00 100.28

1.04 29,133.33

1,504,125.00 0.21%

S&P-AA+

Moodys-Aaa

0.08

29

3130A9NK3

FHLB 1.375 10/6/2020-17

1,500,000.00

6/19/2019

2.20 1,490,706.95

1,484,235.00 99.79

1.66 4,869.79

1,496,805.00 0.21%

S&P-AA+

Moodys-Aaa

0.76

280

3130A9SZ5

FHLB 1.55 10/26/2021-17

500,000.00

10/8/2019

2.00 496,004.67

495,500.00 99.53

1.82 1,399.31

497,630.00 0.07%

S&P-AA+

Moodys-Aaa

1.8

665

3130A94N8

FHLB 1.7 8/25/2021-16

3,500,000.00

12/9/2019

1.72 3,498,784.35

3,498,740.00 100.01

1.70 20,825.00

3,500,245.00 0.49%

S&P-AA+

Moodys-Aaa

1.62

56

3130AB3T1

FHLB 1.75 7/24/2020-19

3,000,000.00

11/18/2019

1.75 3,000,000.00

3,000,000.00 100.05

1.66 9,770.83

3,001,560.00 0.42%

S&P-AA+

Moodys-Aaa

0.56

206

3130A7RC1

FHLB 1.8 4/20/2022-17

700,000.00

9/23/2019

1.91 698,277.74

698,075.00 99.71

1.93 2,485.00

697,949.00 0.1%

S&P-AA+

Moodys-Aaa

2.26

841

3130AHEG4

FHLB 1.8 4/28/2022-20

600,000.00

10/31/2019

1.82 599,776.09

599,760.00 99.97

1.81 1,890.00

599,802.00 0.08%

S&P-AA+

Moodys-Aaa

2.28

119

3130A7FR1

FHLB 1.82 3/9/2022-18

750,000.00

9/23/2019

1.92 748,331.71

748,125.00 99.98

1.83 4,246.67

749,850.00 0.11%

S&P-AA+

Moodys-Aaa

2.14

799

3130AC2K9

FHLB 1.87 2/10/2021-17

250,000.00

12/11/2019

1.87 250,000.00

250,000.00 100.00

1.87 1,831.04

250,007.50 0.04%

S&P-AA+

Moodys-Aaa

1.09

41

3130AH2B8

FHLB 1.97 9/11/2024-20

2,000,000.00

9/12/2019

2.03 1,994,361.45

1,994,000.00 100.01

1.97 12,038.89

2,000,120.00 0.28%

Moodys-Aaa

S&P-AA+

4.48

255

3130A8EP4

FHLB 2 6/13/2023-16

857,142.86

12/4/2019

2.00 857,058.94

857,057.15 99.65

2.11 857.14

854,108.57 0.12%

S&P-AA+

Moodys-Aaa

3.35

1260

3130AH5N9

FHLB 2 6/23/2021-20

5,000,000.00

9/25/2019

2.01 4,999,576.14

4,999,500.00 100.08

1.94 27,222.22

5,004,100.00 0.7%

S&P-AA+

Moodys-Aaa

1.46

83

3130AH5N9

FHLB 2 6/23/2021-20

300,000.00

12/4/2019

1.95 300,200.00

300,210.00 100.08

1.94 1,633.33

300,246.00 0.04%

S&P-AA+

Moodys-Aaa

1.46

83

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3130AGYJ8

FHLB 2 8/26/2022-20

300,000.00

12/4/2019

1.98 300,145.93

300,150.00 100.01

2.00 2,050.00

300,021.00 0.04%

S&P-AA+

Moodys-Aaa

2.58

57

3130AH2R3

FHLB 2 9/13/2021-20

4,690,000.00

9/13/2019

2.00 4,689,800.47

4,689,765.50 100.07

1.96 28,661.11

4,693,048.50 0.66%

S&P-AA+

Moodys-Aaa

1.67

73

3130AGXY6

FHLB 2.15 8/28/2024-20

5,000,000.00

9/5/2019

2.15 5,000,000.00

5,000,000.00 99.59

2.24 36,729.17

4,979,250.00 0.7%

S&P-AA+

Moodys-Aaa

4.43

59

3130AH2D4

FHLB 2.15 9/10/2024-19

3,000,000.00

9/11/2019

2.17 2,997,886.77

2,997,750.00 99.36

2.30 19,887.50

2,980,710.00 0.42%

S&P-AA+

Moodys-Aaa

4.46

70

3130AGUG8

FHLB 2.25 8/5/2022-20

2,500,000.00

8/27/2019

2.22 2,501,875.70

2,502,125.00 100.04

2.23 22,812.50

2,501,050.00 0.35%

S&P-AA+

S&P-AAA

2.51

36

3130AEU57

FHLB 3 8/28/2023-20

1,000,000.00

11/12/2019

2.73 1,009,456.18

1,009,803.00 100.84

2.76 10,000.00

1,008,350.00 0.14%

S&P-AA+

Moodys-Aaa

3.47

236

3130A9VZ1

FHLB Step 11/23/2021-17

8,500,000.00

11/23/2016

2.02 8,499,193.52

8,497,875.00 99.86

3.53 13,458.33

8,487,675.00 1.2%

S&P-AA+

Moodys-Aaa

1.87

54

3130A9TV3

FHLB Step 11/8/2021-17

1,000,000.00

12/13/2019

2.34 999,951.29

999,950.00 99.99

2.36 2,576.39

999,930.00 0.14%

S&P-AA+

Moodys-Aaa

1.82

39

3130A7XU4

FHLB Step 5/25/2021-16

1,000,000.00

12/10/2019

4.68 1,004,479.89

1,004,664.00 100.33

4.81 4,000.00

1,003,260.00 0.14%

S&P-AA+

Moodys-Aaa

1.37

56

3134G94R5

FHLMC 1.375 5/28/2020-16

600,000.00

9/5/2019

1.92 598,680.85

597,645.00 99.85

1.74 756.25

599,112.00 0.08%

S&P-AA+

Moodys-Aaa

0.41

59

3134G95L7

FHLMC 1.6 8/25/2021-16

500,000.00

12/18/2019

1.72 499,021.10

499,000.00 99.46

1.93 2,800.00

497,310.00 0.07%

S&P-AA+

Moodys-Aaa

1.63

56

3134GUJJ0

FHLMC 1.7 1/21/2022-20

5,000,000.00

10/21/2019

1.70 5,000,000.00

5,000,000.00 99.80

1.80 16,527.78

4,990,000.00 0.7%

S&P-AA+

Moodys-Aaa

2.21

295

3134GBEB4

FHLMC 1.7 3/27/2020-17

250,000.00

11/26/2019

1.70 250,000.00

250,000.00 100.05

1.49 1,109.72

250,120.00 0.04%

S&P-AA+

Moodys-Aaa

0.24

87

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3134GBH21

FHLMC 1.7 9/29/2020-17

5,000,000.00

10/2/2019

1.88 4,993,231.40

4,991,000.00 100.00

1.70 21,722.22

5,000,000.00 0.7%

S&P-AA+

Moodys-Aaa

0.74

89

3134G92E6

FHLMC 1.75 8/25/2021-16

1,420,000.00

10/8/2019

1.79 1,419,065.22

1,418,935.00 99.65

1.97 8,697.50

1,414,973.20 0.2%

S&P-AA+

Moodys-Aaa

1.62

56

3134G92E6

FHLMC 1.75 8/25/2021-16

1,000,000.00

11/4/2019

1.75 1,000,000.00

1,000,000.00 99.65

1.97 6,125.00

996,460.00 0.14%

S&P-AA+

Moodys-Aaa

1.62

56

3134GUSE1

FHLMC 1.8 11/19/2021-20

1,250,000.00

11/19/2019

1.80 1,250,000.00

1,250,000.00 100.01

1.80 2,625.00

1,250,075.00 0.18%

S&P-AA+

Moodys-Aaa

1.86

50

3134GUSE1

FHLMC 1.8 11/19/2021-20

750,000.00

11/19/2019

1.80 750,000.00

750,000.00 100.01

1.80 1,575.00

750,045.00 0.11%

S&P-AA+

Moodys-Aaa

1.86

50

3134GBET5

FHLMC 1.8 4/13/2020-17

2,300,000.00

7/22/2019

2.15 2,297,751.88

2,294,250.00 100.00

1.78 8,970.00

2,300,092.00 0.32%

S&P-AA+

Moodys-Aaa

0.28

13

3134GBET5

FHLMC 1.8 4/13/2020-17

1,500,000.00

7/23/2019

2.15 1,498,528.30

1,496,250.00 100.00

1.78 5,850.00

1,500,060.00 0.21%

S&P-AA+

Moodys-Aaa

0.28

13

3134GUPM6

FHLMC 1.8 5/12/2022-20

4,000,000.00

11/12/2019

1.80 4,000,000.00

4,000,000.00 100.03

1.79 9,800.00

4,001,000.00 0.56%

S&P-AA+

Moodys-Aaa

2.32

133

3134GUMS6

FHLMC 1.8 7/29/2022-20

2,770,000.00

10/31/2019

1.83 2,768,309.11

2,768,199.50 99.97

1.81 8,587.00

2,769,169.00 0.39%

Fitch-AAA

Moodys-Aaa

2.52

211

3134GUPT1

FHLMC 1.8 8/10/2023-20

2,000,000.00

11/8/2019

1.84 1,997,404.38

1,997,300.00 99.68

1.89 5,300.00

1,993,680.00 0.28%

S&P-AA+

Moodys-Aaa

3.5

223

3134GUGK0

FHLMC 1.85 10/8/2021-20

1,025,000.00

10/10/2019

1.86 1,024,818.06

1,024,795.00 99.66

2.05 4,371.91

1,021,504.75 0.14%

Fitch-AAA

Moodys-Aaa

1.74

99

3134GUKP4

FHLMC 1.875 10/22/2021-20

787,000.00

10/24/2019

1.89 786,821.60

786,803.25 99.97

1.89 2,828.28

786,724.55 0.11%

None

Moodys-Aaa

1.78

113

3134GUGN4

FHLMC 1.9 10/17/2022-20

5,000,000.00

10/17/2019

1.92 4,997,671.08

4,997,500.00 99.80

1.98 19,527.78

4,989,800.00 0.7%

S&P-AA+

Moodys-Aaa

2.72

108

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3134GURE2

FHLMC 1.9 11/18/2022-20

1,500,000.00

11/18/2019

1.90 1,500,000.00

1,500,000.00 100.01

1.90 3,404.17

1,500,075.00 0.21%

S&P-AA+

Moodys-Aaa

2.81

49

3134GUYQ7

FHLMC 1.9 12/19/2023-20

1,000,000.00

12/19/2019

1.91 999,504.11

999,500.00 100.02

1.90 633.33

1,000,200.00 0.14%

S&P-AA+

Moodys-Aaa

3.84

171

3134GUUV0

FHLMC 1.9 9/5/2023-20

2,150,000.00

12/5/2019

1.91 2,149,261.78

2,149,247.50 99.68

1.99 2,950.28

2,143,055.50 0.3%

NR

Moodys-Aaa

3.56

65

3134GT5Q2

FHLMC 1.95 3/9/2023-20

5,000,000.00

9/12/2019

2.00 4,992,233.91

4,991,500.00 99.55

2.10 30,333.33

4,977,700.00 0.7%

Fitch-AAA

Moodys-Aaa

3.09

69

3134GT2P7

FHLMC 1.98 8/19/2022-20

3,500,000.00

9/16/2019

2.01 3,497,793.16

3,497,550.00 100.01

1.98 25,410.00

3,500,350.00 0.49%

Fitch-AAA

Moodys-Aaa

2.56

50

3134GUHP8

FHLMC 2 10/16/2023-20

800,000.00

11/14/2019

2.01 799,613.13

799,600.00 99.89

2.03 3,333.33

799,152.00 0.11%

Fitch-AAA

Moodys-Aaa

3.66

16

3134GUGC8

FHLMC 2 10/7/2021-20

5,000,000.00

10/9/2019

2.00 5,000,000.00

5,000,000.00 100.00

2.00 23,333.33

5,000,000.00 0.7%

Fitch-AAA

Moodys-Aaa

1.74

7

3134GUGC8

FHLMC 2 10/7/2021-20

1,000,000.00

12/5/2019

1.99 1,000,208.60

1,000,217.00 100.00

2.00 4,666.67

1,000,000.00 0.14%

Fitch-AAA

Moodys-Aaa

1.74

7

3134GT7K3

FHLMC 2 3/11/2022-20

5,000,000.00

9/13/2019

2.01 4,998,899.73

4,998,750.00 99.96

2.02 30,555.56

4,998,200.00 0.7%

Fitch-AAA

Moodys-Aaa

2.15

71

3134GT6H1

FHLMC 2 9/9/2024-20

250,000.00

9/16/2019

2.08 249,128.87

249,075.00 100.01

2.00 305.56

250,027.50 0.04%

Fitch-AAA

Moodys-Aaa

4.49

161

3134GBZT2

FHLMC 2.05 7/26/2022-19

1,000,000.00

12/10/2019

2.04 1,000,357.01

1,000,365.00 100.00

2.05 8,826.39

1,000,000.00 0.14%

S&P-AA+

Moodys-Aaa

2.49

26

3134GULF5

FHLMC 2.05 7/29/2024-20

2,500,000.00

10/29/2019

2.05 2,500,000.00

2,500,000.00 100.05

2.04 8,826.39

2,501,125.00 0.35%

None

Moodys-Aaa

4.38

211

3134GUGY0

FHLMC 2.125 10/15/2024-20

2,500,000.00

10/15/2019

2.13 2,500,000.00

2,500,000.00 100.01

2.12 11,215.28

2,500,125.00 0.35%

None

Moodys-Aaa

4.56

15

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3134GTXT5

FHLMC 2.125 7/2/2021-20

1,010,000.00

7/12/2019

2.16 1,009,500.11

1,009,343.50 100.00

2.13 10,671.63

1,010,000.00 0.14%

S&P-AA+

Moodys-Aaa

1.47

2

3134GTB77

FHLMC 2.15 4/17/2023-20

980,000.00

12/11/2019

2.11 981,253.17

981,274.00 99.84

2.20 4,331.06

978,412.40 0.14%

S&P-AA+

Moodys-Aaa

3.18

108

3134GTMQ3

FHLMC 2.5 5/22/2023-20

1,000,000.00

10/21/2019

2.38 1,004,019.48

1,004,250.00 100.22

2.43 2,708.33

1,002,210.00 0.14%

S&P-AA+

Moodys-Aaa

3.26

143

3134GTLA9

FHLMC 2.53 3/29/2022-20

2,500,000.00

9/25/2019

2.41 2,506,942.72

2,507,765.00 100.16

2.46 10,893.06

2,503,975.00 0.35%

S&P-AA+

Moodys-Aaa

2.19

120

3134GTPR8

FHLMC 2.54 5/20/2022-20

1,000,000.00

9/11/2019

2.46 1,001,898.11

1,002,140.00 100.12

2.49 2,892.78

1,001,150.00 0.14%

S&P-AA+

Moodys-Aaa

2.32

51

3134GTGS6

FHLMC 2.55 10/16/2023-20

500,000.00

11/5/2019

2.38 503,141.48

503,268.50 100.17

2.50 2,656.25

500,865.00 0.07%

S&P-AA+

Moodys-Aaa

3.62

290

3134GTGQ0

FHLMC 2.6 4/15/2024-20

500,000.00

11/5/2019

2.52 501,590.17

501,647.00 100.17

2.56 2,744.44

500,850.00 0.07%

S&P-AA+

Moodys-Aaa

4.06

106

3134GTFY4

FHLMC 2.635 4/24/2024-20

1,600,000.00

11/25/2019

2.55 1,605,856.62

1,605,990.40 100.26

2.57 7,846.44

1,604,192.00 0.23%

S&P-AA-

Moodys-Aaa

4.09

115

3134GTCQ4

FHLMC 2.7 4/30/2024-20

500,000.00

11/5/2019

2.60 501,976.05

502,046.00 100.24

2.64 2,250.00

501,180.00 0.07%

S&P-AA+

Moodys-Aaa

4.1

121

3134GTLM3

FHLMC 2.75 5/1/2024-20

950,000.00

7/24/2019

2.71 951,613.42

951,776.50 100.25

2.69 4,354.17

952,413.00 0.13%

S&P-AA+

Moodys-Aaa

4.1

122

3134G9L54

FHLMC Step 7/27/2021-17

1,500,000.00

7/27/2016

1.95 1,500,000.00

1,500,000.00 99.98

3.87 9,625.00

1,499,625.00 0.21%

S&P-AA+

Moodys-Aaa

1.55

27

3134GUET3

FHLMC Step 9/30/2024-19

3,000,000.00

10/3/2019

2.67 2,999,429.28

2,999,400.00 99.28

2.87 15,000.00

2,978,280.00 0.42%

Fitch-AAA

Moodys-Aaa

4.52

90

3136G3XF7

FNMA 1.25 7/27/2021-17

6,550,000.00

7/27/2016

1.27 6,547,941.02

6,543,450.00 98.93

1.94 35,024.31

6,479,980.50 0.92%

S&P-AA+

Moodys-Aaa

1.55

27

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




3136G3WP6

FNMA 1.375 12/30/2020-16

5,000,000.00

9/25/2019

1.88 4,975,153.14

4,968,550.00 99.59

1.80 0.00

4,979,300.00 0.7%

S&P-AA+

Moodys-Aaa

1

365

3136G4GL1

FNMA 1.4 11/23/2020-17

500,000.00

11/5/2019

1.70 498,671.77

498,445.00 99.64

1.81 738.89

498,175.00 0.07%

S&P-AA+

Moodys-Aaa

0.89

54

3135G0T29

FNMA 1.5 2/28/2020

1,325,000.00

9/19/2019

1.94 1,324,075.41

1,322,461.30 99.98

1.61 6,790.62

1,324,748.25 0.19%

S&P-AA+

Moodys-Aaa

0.16

59

3136G3QC2

FNMA 1.75 6/16/2021-16

1,000,000.00

9/20/2019

1.94 997,272.05

996,750.00 99.71

1.95 729.17

997,140.00 0.14%

S&P-AA+

Moodys-Aaa

1.45

76

3134GBXE7

FNMA 1.8 1/11/2021-18

500,000.00

11/5/2019

1.80 500,000.00

500,000.00 99.79

2.00 4,250.00

498,965.00 0.07%

S&P-AA+

Moodys-Aaa

1.01

11

3135G0W90

FNMA 1.95 10/28/2022-20

125,000.00

12/12/2019

1.95 125,000.00

125,000.00 100.01

1.95 426.56

125,007.50 0.02%

S&P-AA+

Moodys-Aaa

2.75

119

3136G4PZ0

FNMA 2 7/26/2021-18

1,000,000.00

10/3/2019

2.01 999,913.44

999,900.00 99.91

2.06 8,611.11

999,130.00 0.14%

S&P-AA+

Moodys-Aaa

1.54

26

173

2.34

38.58%274,579,888.02

1,272,816.332.07

275,010,464.68

274,997,741.501.97275,111,142.86Sub Total US Agency

VIP Liquidity Pool

LGIP5001

Virginia Investment Pool LGIP

60,179,291.11

10/3/2016

1.78 60,179,291.11

60,179,291.11 100.00

1.78

60,179,291.11 8.47%

None

None

0

1

1

0

8.47%60,179,291.11

1.78

60,179,291.11

60,179,291.111.7860,179,291.11Sub Total VIP Liquidity Pool

VIP Medium 1-3 Year

MM20001

Virginia Investment Pool MM

20,488,130.44

6/30/2018

2.28 20,488,130.44

20,488,130.44 100.00

2.28

20,488,130.44 2.88%

NR

NR

0

1

1

0

2.88%20,488,130.44

2.28

20,488,130.44

20,488,130.442.2820,488,130.44Sub Total VIP Medium 1-3 Year

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




TOTAL PORTFOLIO 709,810,684.81 1.92 710,207,105.84

711,176,416.59

1.93 2,283,373.50

709,428,917.41 100.00%

1.13

173

Arlington County

Date: 12/31/2019


CUSIPFace Amount /

Shares


YTM @ Cost

Cost Value



Accrued Interest

% Portfolio

Credit Rating

Credit Rating




$400,000,000

$450,000,000

$500,000,000

$550,000,000

$600,000,000

$650,000,000

$700,000,000

$750,000,000

$800,000,000

$850,000,000

June July August September October November December January February March April May June

Total Investment Portfolio & Cash Balance by Month

FY2017 FY2018

FY2019 FY 2020

Distribution by Asset Category - Market Value Report Group ...€¦ · 037833AX8 APPLE INC 1.55...

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