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
KOREA DEVELOPMENT BK 0 3/10/2020
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
KOREA DEVELOPMENT BK 0 3/9/2020
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
Report Group: Monthly Investment Report
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
AUST & NZ BANKING GRP 2.25 11/9/2020
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
AUST & NZ BANKING GRP 2.25 11/9/2020
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
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
Report Group: Monthly Investment Report
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
BAYLOR SCOTT & WHITE 2.123 11/15/2020-20
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
BAYLOR SCOTT & WHITE 2.123 11/15/2020-20
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
COMMONWEALTH BK AUSTR NY 2.3 3/12/2020
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
COMMONWEALTH BK AUSTR NY 2.55 3/15/2021
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
COMMONWEALTH BK AUSTR NY 2.55 3/15/2021
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
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
Report Group: Monthly Investment Report
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
MICROSOFT CORP 1.85 2/12/2020-20
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
MICROSOFT CORP 1.85 2/12/2020-20
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
MICROSOFT CORP 1.85 2/12/2020-20
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
MICROSOFT CORP 1.85 2/12/2020-20
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
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
Report Group: Monthly Investment Report
594918AY0
MICROSOFT CORP 1.85 2/12/2020-20
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
MICROSOFT CORP 1.85 2/12/2020-20
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
ROYAL BANK OF CANADA 2.15 3/6/2020
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
ROYAL BANK OF CANADA 2.15 3/6/2020
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
ROYAL BANK OF CANADA 2.35 10/30/2020
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
ROYAL BANK OF CANADA 2.35 10/30/2020
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
ROYAL BANK OF CANADA 2.5 1/19/2021
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
ROYAL BANK OF CANADA 3.2 4/30/2021
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
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
Report Group: Monthly Investment Report
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
TORONTO DOMINION BANK 1.8 7/13/2021
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
TORONTO DOMINION BANK 2.5 12/14/2020
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
TORONTO DOMINION BANK 2.5 12/14/2020
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
TOYOTA MOTOR CREDIT CORP 1.95 4/17/2020
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
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
Report Group: Monthly Investment Report
89236TEG6
TOYOTA MOTOR CREDIT CORP 2.125 11/29/2022
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
FLORIDA ST HURRICANE 2.995 7/1/2020
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
FLORIDA ST HURRICANE 2.995 7/1/2020
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
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
Report Group: Monthly Investment Report
916277KN5
UPPER OCCOQUAN VA SEWAGE AUTH 4.25 7/1/2020
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
UPPER OCCOQUAN VA SEWAGE AUTH 4.25 7/1/2020
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
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
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
Report Group: Monthly Investment Report
$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