report: executive summary bernalillo county ......risk metric portfolio index difference duration...

Report: Executive Summary

Account:

As of: 7/31/2018

Market Value + Accrued Book Yield

Highly Liquid Portfolio: Must Mature Within 30 Days Per Policy

CDARS/ICS:

Bank of the West 95,747,590.47$ 1.784%

Total Month-end CDARS/ICS Balances 95,747,590.47$

Liquid Portfolio: Must Mature Within 12 Months

Investments:

US Treasury Securities 92,504,963.48$ 1.766%

US Agency Securities 8,079,867.00$ 1.689%

Cash - Wells Fargo MMF 15,136,300.49$ 1.760%

Cash/Receivable 15,890.25$ 0.00%

Wells Fargo Savings 1,030,847.71$ 0.173%

Bank of the West 10,232.78$ 0.082%

Total Month-end Bank Balances 1,041,080.49$

Total Liquid Portfolio: 0-12 months 212,525,692.18$ 1.763%

Core Portfolio 104,731,644.85$ 1.848%

Total Operating Funds 317,228,265.74$ 1.791%

325,057,538.27$ 1.761%

2.55%

BERNALILLO COUNTY TREASURER

% of Total

29.16%

30.18%

30.18%

4.77%

0.01%

Summary of Negotiated Bank Deposits:*

Previous Month Operating Funds

0.32%

0.00%

0.33%

66.99%

33.01%

100.00%

Report: Executive Summary

Account:

As of: 7/31/2018

BERNALILLO COUNTY TREASURER

Footnotes:* Average Monthly Bank Deposit Balances (on which returns are calculated):

Wells Fargo Savings 5,686,030.11$

Bank of the West 10,232.08$

Total Average Bank Balances 5,696,262.19$

Compliance:

Note: Legacy term repurchase agreements of $10,054,030.16 (par value) is filed with the collateral compliance report.

No primary issue securities were purchased. Please see trading reports attached.

No compliance issues for funds managed by Public Trust Advisors.

Collateral compliance is attached separately, as it is checked by the Accounting Department of the Treasurer's Office.

Bernalillo County Monthly StatementBernalillo County Liq Op (40455)Month End (M1 Y2019)07/01/2018 - 07/31/2018Dated: 08/09/2018Locked Down

Portfolio Overview (Bernalillo County Liq Op (40455)) 1

Bernco Holdings Summary (Bernalillo County Liq Op (40455)) 2

Bernco Duration (Bernalillo County Liq Op (40455)) 3

Bernco Credit Quality (Bernalillo County Liq Op (40455)) 5

Bernco Performance Summary (Bernalillo County Liq Op (40455)) 7

Bernco Portfolio Shock (Bernalillo County Liq Op (40455)) 8

Bernco Trading Report (Bernalillo County Liq Op (40455)) 9

Table of ContentsDated: 08/09/2018

Index: ICE BofAML 1-Year US Treasury Bill Index.

Balance Sheet SummaryBernalillo County Liq Op

Book Value 115,628,413.90

Accrued Balance 264,884.94

Net Unrealized Gain/Loss -153,803.66

Market Value + Accrued 115,739,495.18

Fixed Income Holdings by Market Sector

Net IncomeBernalillo County Liq Op

Current Units 115,952,190.74

Interest Income 104,814.67

Net Amortization/Accretion Income 64,505.56

Net Realized Gain/Loss 0.00

Misc Income 0.00

Expense 0.00

Net Income 169,320.23

Index Comparison SummaryRisk Metric Portfolio Index Difference

Duration 0.358 0.950 -0.592

Yield 2.089 2.419 -0.330

Years to Effective Maturity 0.363 0.964 -0.601

Years to Final Maturity 0.363 0.964 -0.601

Average Credit Rating AAA AAA ---

Duration

Portfolio Overview Bernalillo County Liq Op (40455)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

1

* Weighted by: Market Value + Accrued, except Book Yield by Base Book Value + Accrued. * Holdings Displayed by: Position.

Identifier Description Current Units Security Type FinalMaturity

Original Cost Book Value,Book Yield

Market Value Net UnrealizedGain/Loss

Accrued Balance Market Value +Accrued

Years toEffectiveMaturity

CCYUSD Receivable 15,890.25 CASH 07/31/2018 15,890.25 15,890.250.000

15,890.25 0.00 0.00 15,890.25 0.000

94975P405 WELLS FRGO GOVERNMENT CL I MMF 15,136,300.49 MMFUND 07/31/2018 15,136,300.49 15,136,300.491.760

15,136,300.49 0.00 0.00 15,136,300.49 0.000

9128282C3 UNITED STATES TREASURY 10,000,000.00 US GOV 08/31/2018 9,955,078.12 9,993,425.591.561

9,990,400.00 -3,025.59 31,385.87 10,021,785.87 0.085

912828L40 UNITED STATES TREASURY 10,000,000.00 US GOV 09/15/2018 9,967,968.75 9,993,110.171.567

9,988,100.00 -5,010.17 37,771.74 10,025,871.74 0.126

912828T83 UNITED STATES TREASURY 10,000,000.00 US GOV 10/31/2018 9,941,992.19 9,981,513.611.504

9,968,200.00 -13,313.61 18,953.80 9,987,153.80 0.252

912796QL6 UNITED STATES TREASURY 5,000,000.00 T-BILL 11/29/2018 4,948,779.64 4,966,228.332.076

4,966,200.00 -28.33 0.00 4,966,200.00 0.331

912828U40 UNITED STATES TREASURY 10,000,000.00 US GOV 11/30/2018 9,953,710.94 9,980,695.281.589

9,964,100.00 -16,595.28 16,939.89 9,981,039.89 0.334


9,911,493.50 -21,488.03 10,815.22 9,922,308.72 0.419

3130AAE46 FEDERAL HOME LOAN BANKS 4,750,000.00 AGCY BOND 01/16/2019 4,745,440.00 4,748,834.351.304

4,729,575.00 -19,259.35 2,473.96 4,732,048.96 0.463

912828B33 UNITED STATES TREASURY 5,000,000.00 US GOV 01/31/2019 4,975,585.94 4,984,616.512.125

4,982,050.00 -2,566.51 203.80 4,982,253.80 0.504


10,454,115.00 -23,329.16 65,910.33 10,520,025.33 0.580

313384DM8 FEDERAL HOME LOAN BANKS 3,400,000.00 AGCY DISC 03/25/2019 3,344,938.89 3,350,920.732.230

3,350,292.00 -628.73 0.00 3,350,292.00 0.649


9,955,500.00 -23,832.29 54,610.66 10,010,110.66 0.665

912828Q52 UNITED STATES TREASURY 10,000,000.00 US GOV 04/15/2019 9,876,757.81 9,923,079.271.980

9,899,200.00 -23,879.26 25,819.67 9,925,019.67 0.706

912796QC6 UNITED STATES TREASURY 2,200,000.00 T-BILL 04/25/2019 2,160,405.06 2,164,041.332.266

2,163,194.00 -847.33 0.00 2,163,194.00 0.734

--- --- 115,952,190.74 --- 12/11/2018 115,375,844.17 115,628,413.901.759

115,474,610.24 -153,803.66 264,884.94 115,739,495.18 0.363

Bernco Holdings Summary Bernalillo County Liq Op (40455)As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

2

0.00 - 0.25

0.25 - 0.50

Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Moody'sRating,S&P Rating

Base Market Value + Accrued

9128282C3 UNITED STATES TREASURY 5,000,000.00 08/31/2018 08/31/2018 US GOV 99.9040 1.886 0.084 AaaAA+

5,010,892.93


5,010,892.93

912828L40 UNITED STATES TREASURY 5,000,000.00 09/15/2018 09/15/2018 US GOV 99.8810 1.947 0.125 AaaAA+

5,012,935.87


5,012,935.87

912828T83 UNITED STATES TREASURY 5,000,000.00 10/31/2018 10/31/2018 US GOV 99.6820 2.025 0.249 AaaAA+

4,993,576.90


4,993,576.90

94975P405 WELLS FRGO GOVERNMENT CL I MMF 15,136,300.49 07/31/2018 07/31/2018 MMFUND 1.0000 1.760 0.000 AaaAAAm

15,136,300.49

CCYUSD Receivable 15,890.25 07/31/2018 07/31/2018 CASH 1.0000 0.000 0.000 AaaAAA

15,890.25

--- --- 45,152,190.74 09/06/2018 09/06/2018 --- 66.6852 1.887 0.101 AaaAA+

45,187,002.15

Bernco Duration Bernalillo County Liq Op (40455)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

3

0.50 - 0.75

Summary

* Grouped by: Duration. * Groups Sorted by: Duration. * Weighted by: Base Market Value + Accrued.



3130AAE46 FEDERAL HOME LOAN BANKS 4,750,000.00 01/16/2019 01/16/2019 AGCY BOND 99.5700 2.196 0.454 AaaAA+

4,732,048.96

912796QL6 UNITED STATES TREASURY 5,000,000.00 11/29/2018 11/29/2018 T-BILL 99.3240 2.053 0.329 P-1A-1+

4,966,200.00

912828B33 UNITED STATES TREASURY 5,000,000.00 01/31/2019 01/31/2019 US GOV 99.6410 2.226 0.494 AaaAA+

4,982,253.80

912828U40 UNITED STATES TREASURY 5,000,000.00 11/30/2018 11/30/2018 US GOV 99.6410 2.081 0.331 AaaAA+

4,990,519.95


4,990,519.95


4,936,223.93


4,986,084.78

--- --- 34,700,000.00 12/24/2018 12/24/2018 --- 99.5777 2.144 0.394 AaaAA+

34,583,851.37



313384DM8 FEDERAL HOME LOAN BANKS 3,400,000.00 03/25/2019 03/25/2019 AGCY DISC 98.5380 2.279 0.643 P-1A-1+

3,350,292.00

912796QC6 UNITED STATES TREASURY 2,200,000.00 04/25/2019 04/25/2019 T-BILL 98.3270 2.309 0.727 P-1A-1+

2,163,194.00


5,510,489.46


5,009,535.87


5,005,055.33


5,005,055.33

912828Q52 UNITED STATES TREASURY 5,000,000.00 04/15/2019 04/15/2019 US GOV 98.9920 2.319 0.697 AaaAA+

4,962,509.84


4,962,509.84

--- --- 36,100,000.00 03/27/2019 03/27/2019 --- 99.2334 2.291 0.646 AaaAA+

35,968,641.65



--- --- 115,952,190.74 12/11/2018 12/11/2018 --- 86.6288 2.089 0.358 AaaAA+

115,739,495.18


4

US GOVIdentifier Description LT Rating Base Current Units Final Maturity Security Type Market Sector Base Market Value + Accrued % of Base Market

Value + Accrued

912828U99 UNITED STATES TREASURY AAA 4,950,000.00 12/31/2018 US GOV Government 4,936,223.93 4.265%

912828Q52 UNITED STATES TREASURY AAA 5,000,000.00 04/15/2019 US GOV Government 4,962,509.84 4.288%


912828B33 UNITED STATES TREASURY AAA 5,000,000.00 01/31/2019 US GOV Government 4,982,253.80 4.305%




912828T83 UNITED STATES TREASURY AAA 5,000,000.00 10/31/2018 US GOV Government 4,993,576.90 4.314%


912828C65 UNITED STATES TREASURY AAA 5,000,000.00 03/31/2019 US GOV Government 5,005,055.33 4.324%





912828L40 UNITED STATES TREASURY AAA 5,000,000.00 09/15/2018 US GOV Government 5,012,935.87 4.331%



--- UNITED STATES TREASURY AAA 85,450,000.00 12/25/2018 US GOV Government 85,375,569.48 73.765%

Bernco Credit Quality Bernalillo County Liq Op (40455)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

5

MMFUND

T-BILL

AGCY BOND

AGCY DISC

CASH

Summary

* Grouped by: Security Type. * Groups Sorted by: Base Market Value + Accrued. * Weighted by: Base Market Value + Accrued.

Identifier Description LT Rating Base Current Units Final Maturity Security Type Market Sector Base Market Value + Accrued % of Base MarketValue + Accrued

94975P405 WELLS FRGO GOVERNMENT CL I MMF AAA 15,136,300.49 07/31/2018 MMFUND Cash 15,136,300.49 13.078%



912796QC6 UNITED STATES TREASURY NA 2,200,000.00 04/25/2019 T-BILL Government 2,163,194.00 1.869%

912796QL6 UNITED STATES TREASURY NA 5,000,000.00 11/29/2018 T-BILL Government 4,966,200.00 4.291%

--- UNITED STATES TREASURY NA 7,200,000.00 01/13/2019 T-BILL Government 7,129,394.00 6.160%


3130AAE46 FEDERAL HOME LOAN BANKS AAA 4,750,000.00 01/16/2019 AGCY BOND Agency 4,732,048.96 4.089%



313384DM8 FEDERAL HOME LOAN BANKS NA 3,400,000.00 03/25/2019 AGCY DISC Agency 3,350,292.00 2.895%



CCYUSD Receivable AAA 15,890.25 07/31/2018 CASH Cash 15,890.25 0.014%



--- --- BB+ 115,952,190.74 12/11/2018 --- --- 115,739,495.18 100.000%


6

All Fees (includes administrative, management, and trading).

Returns are actual and have not been annualized.

No Tax Adjustment.

Note that data will not exist prior to the performance inception date of: 02/14/2014.

Reported Index Return is always Total Return.

Period Period Begin Period End Total Return, All Fees Income Return, All Fees Price Return, All Fees

Prior Month 06/01/2018 06/30/2018 0.157% 0.137% 0.020%

Prior Quarter 04/01/2018 06/30/2018 0.421% 0.399% 0.022%

Prior Year 07/01/2017 06/30/2018 1.195% 1.261% -0.067%

Trailing Month 07/01/2018 07/31/2018 0.168% 0.147% 0.021%

Trailing Quarter 05/01/2018 07/31/2018 0.486% 0.423% 0.063%

Trailing Year 08/01/2017 07/31/2018 1.207% 1.323% -0.115%

Account Index Index Start Date Index End Date

Bernalillo County Liq Op ICE BofAML 1-Year US Treasury Bill Index 11/30/2007 ---

Bernco Performance Summary Bernalillo County Liq Op (40455)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

7

* Weighted by: Base Market Value + Accrued.

*The shock analysis includes a yield floor of 0.

Identifier,Description

Security Type Current Units Base Market Value Yield Duration -300 Basis Point Shock,-200 Basis Point Shock,-100 Basis Point Shock

100 Basis Point Shock,200 Basis Point Shock,300 Basis Point Shock

% Change at 100 BasisPoints,% Change at 200 BasisPoints,% Change at 300 BasisPoints

3130AAE46FEDERAL HOME LOAN BANKS

AGCY BOND 4,750,000.00 4,729,575.00 2.196 0.454 4,776,718.774,772,501.224,751,037.14

4,708,114.814,686,656.574,665,200.27

-0.454%-0.907%-1.361%

313384DM8FEDERAL HOME LOAN BANKS

AGCY DISC 3,400,000.00 3,350,292.00 2.279 0.643 3,399,411.853,393,396.643,371,842.28

3,328,745.783,307,203.633,285,665.55

-0.643%-1.286%-1.929%

912796QC6UNITED STATES TREASURY

T-BILL 2,200,000.00 2,163,194.00 2.309 0.727 2,199,524.622,194,664.672,178,927.91

2,147,462.942,131,734.722,116,009.35

-0.727%-1.454%-2.181%

912796QL6UNITED STATES TREASURY

T-BILL 5,000,000.00 4,966,200.00 2.053 0.329 4,999,773.784,998,906.164,982,552.54

4,949,848.544,933,498.154,917,148.84

-0.329%-0.658%-0.988%

9128282C3UNITED STATES TREASURY

US GOV 10,000,000.00 9,990,400.00 1.886 0.084 10,006,243.4910,006,243.49

9,998,802.55

9,981,997.599,973,595.329,965,193.20

-0.084%-0.168%-0.252%

912828B33UNITED STATES TREASURY

US GOV 5,000,000.00 4,982,050.00 2.226 0.494 5,036,895.675,031,326.985,006,687.27

4,957,415.174,932,782.774,908,152.81

-0.494%-0.989%-1.483%


US GOV 10,500,000.00 10,454,115.00 2.256 0.574 10,589,519.4910,574,146.9210,514,127.75

10,394,108.6810,334,108.8010,274,115.35

-0.574%-1.148%-1.722%


US GOV 10,000,000.00 9,955,500.00 2.300 0.655 10,105,513.0510,085,950.0710,020,721.28

9,890,286.249,825,080.009,759,881.27

-0.655%-1.310%-1.965%

912828L40UNITED STATES TREASURY

US GOV 10,000,000.00 9,988,100.00 1.947 0.125 10,012,350.3010,012,350.3010,000,554.97

9,975,645.349,963,191.009,950,736.96

-0.125%-0.249%-0.374%

912828Q52UNITED STATES TREASURY

US GOV 10,000,000.00 9,899,200.00 2.319 0.697 10,059,278.9910,037,285.05

9,968,238.41

9,830,169.839,761,147.909,692,134.20

-0.697%-1.395%-2.092%

912828T83UNITED STATES TREASURY

US GOV 10,000,000.00 9,968,200.00 2.025 0.249 10,018,403.5310,017,792.46

9,992,995.61

9,943,405.629,918,612.479,893,820.56

-0.249%-0.497%-0.746%

912828U40UNITED STATES TREASURY

US GOV 10,000,000.00 9,964,100.00 2.081 0.331 10,032,746.3110,030,074.09

9,997,085.95

9,931,116.239,898,134.649,865,155.24

-0.331%-0.662%-0.993%


US GOV 9,950,000.00 9,911,493.50 2.187 0.412 10,000,810.989,993,173.829,952,331.98

9,870,658.399,829,826.649,788,998.25

-0.412%-0.824%-1.236%

94975P405WELLS FRGO GOVERNMENT CL I MMF

MMFUND 15,136,300.49 15,136,300.49 1.760 0.000 15,136,300.4915,136,300.4915,136,300.49

15,136,300.4915,136,300.4915,136,300.49

0.000%0.000%0.000%

CCYUSDReceivable

CASH 15,890.25 15,890.25 0.000 0.000 15,890.2515,890.2515,890.25

15,890.2515,890.2515,890.25

0.000%0.000%0.000%

------

--- 115,952,190.74 115,474,610.24 2.089 0.358 116,389,381.58116,300,002.62115,888,096.38

115,061,165.89114,647,763.34114,234,402.59

-0.358%-0.716%-1.074%

Bernco Portfolio Shock Bernalillo County Liq Op (40455)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

8

* Does not Lock Down.

* Showing transactions with Trade Date within selected date range. * Weighted by: Absolute Value of Principal. * MMF transactions are collapsed.

* The Transaction Detail/Trading Activity reports provide our most up-to-date transactional details. As such, these reports are subject to change even after the other reports on the website have been locked down. While these reports can be useful tools in understanding recent activity,

due to their dynamic nature we do not recommend using them for booking journal entries or reconciliation.

Identifier Description,Final Maturity

Transaction Type Trade Date,Settle Date

Broker/Dealer Price Principal Realized Gain/Loss

313384DM8 FEDERAL HOME LOAN BANKS03/25/2019

Buy 07/02/201807/03/2018

BANC OF AMERICA SECURITIES LLC 98.381 3,344,938.89 0.00

912796QC6 UNITED STATES TREASURY04/25/2019

Buy 07/03/201807/05/2018

WELLS FARGO SECURITIES LLC 98.200 2,160,405.06 0.00

912828S68 UNITED STATES TREASURY07/31/2018

Maturity 07/31/201807/31/2018

Maturity 100.000 -5,000,000.00 0.00

94975P405 WELLS FRGO GOVERNMENT CL I MMF07/31/2018

Buy ------

Direct 1.000 10,209,909.29 0.00


Sell ------

Direct 1.000 -5,505,343.95 0.00

--- ---09/21/2018

--- ------

--- --- 5,209,909.29 0.00

Bernco Trading Report Bernalillo County Liq Op (40455)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

9





3133782M2 FEDERAL HOME LOAN BANKS03/08/2019

Transfer Out 09/06/201709/06/2017

Unknown 100.149 -5,007,450.00 0.00

313378A43 FEDERAL HOME LOAN BANKS03/09/2018

Maturity 03/09/201803/09/2018

Maturity 100.000 -5,000,000.00 0.00


Buy 07/02/201807/03/2018


3135G0H63 FEDERAL NATIONAL MORTGAGE ASSOCIATION01/28/2019

Transfer Out 09/06/201709/06/2017

Unknown 100.036 -4,951,782.00 0.00

3137EADX4 FEDERAL HOME LOAN MORTGAGE CORP12/15/2017

Maturity 12/15/201712/15/2017

Maturity 100.000 -5,000,000.00 0.00

912796NN5 UNITED STATES TREASURY01/18/2018

Buy 12/11/201712/12/2017

JP MORGAN SECURITIES INC. 99.880 39,951,900.00 0.00


Buy 12/14/201712/15/2017



Maturity 01/18/201801/18/2018

Maturity 100.000 -180,000,000.00 0.00

912796PL7 UNITED STATES TREASURY06/14/2018

Buy 05/11/201805/14/2018



Buy 05/14/201805/15/2018

CITIGROUP GLOBAL MARKETS INC. 99.864 77,619,358.77 0.00


Maturity 06/14/201806/14/2018

Maturity 100.000 -135,225,000.00 0.00


Buy 07/03/201807/05/2018


912796QL6 UNITED STATES TREASURY11/29/2018

Buy 05/30/201805/31/2018


9128282B5 UNITED STATES TREASURY08/15/2019

Transfer Out 09/06/201709/06/2017

Unknown 98.852 -4,967,313.00 0.00

9128282C3 UNITED STATES TREASURY08/31/2018

Buy 08/29/201708/31/2017



Buy 04/16/201804/17/2018


9128282G4 UNITED STATES TREASURY09/15/2019

Transfer Out 09/06/201709/06/2017

Unknown 99.051 -4,952,550.00 0.00


Buy 04/16/201804/17/2018



Buy 11/14/201711/15/2017



Buy 04/16/201804/17/2018

Morgan Stanley 99.434 4,971,679.69 0.00


Buy 11/29/201711/30/2017



Buy 04/16/201804/17/2018



Transfer Out 09/06/201709/06/2017

Unknown 100.527 -5,026,350.00 0.00

912828H37 UNITED STATES TREASURY01/15/2018

Maturity 01/15/201801/15/2018

Maturity 100.000 -5,000,000.00 0.00

912828K25 UNITED STATES TREASURY04/15/2018

Maturity 04/15/201804/15/2018

Maturity 100.000 -5,000,000.00 0.00

912828L40 UNITED STATES TREASURY09/15/2018

Buy 04/16/201804/17/2018


912828Q52 UNITED STATES TREASURY04/15/2019

Buy 12/14/201712/15/2017



Buy 04/16/201804/17/2018

RBC Dain Rauscher (US) 98.723 4,936,132.81 0.00

912828R93 UNITED STATES TREASURY06/30/2018

Maturity 06/30/201806/30/2018

Maturity 100.000 -5,000,000.00 0.00

Bernco Trading Report Bernalillo County Liq Op (40455)08/01/2017 - 07/31/2018 Dated: 08/13/2018

1








Transfer Out 09/06/201709/06/2017

Unknown 98.910 -4,945,500.00 0.00


Maturity 07/31/201807/31/2018

Maturity 100.000 -5,000,000.00 0.00

912828SD3 UNITED STATES TREASURY01/31/2019

Transfer Out 09/06/201709/06/2017

Unknown 99.922 -4,816,240.40 0.00

912828SN1 UNITED STATES TREASURY03/31/2019

Transfer Out 09/06/201709/06/2017

Unknown 100.297 -4,944,642.10 0.00

912828T59 UNITED STATES TREASURY10/15/2019

Transfer Out 09/06/201709/06/2017

Unknown 99.246 -4,962,300.00 0.00


Buy 04/16/201804/17/2018


912828TC4 UNITED STATES TREASURY06/30/2019

Transfer Out 09/06/201709/06/2017

Unknown 99.414 -4,970,700.00 0.00

912828TM2 UNITED STATES TREASURY08/31/2017

Maturity 08/31/201708/31/2017

Maturity 100.000 -5,000,000.00 0.00

912828TS9 UNITED STATES TREASURY09/30/2017

Maturity 09/30/201709/30/2017

Maturity 100.000 -5,000,000.00 0.00

912828TW0 UNITED STATES TREASURY10/31/2017

Maturity 10/31/201710/31/2017

Maturity 100.000 -5,000,000.00 0.00

912828U32 UNITED STATES TREASURY11/15/2019

Transfer Out 09/06/201709/06/2017

Unknown 99.191 -4,959,550.00 0.00


Buy 04/16/201804/17/2018



Transfer Out 09/06/201709/06/2017

Unknown 99.977 -4,998,850.00 0.00


Buy 04/16/201804/17/2018


912828UA6 UNITED STATES TREASURY11/30/2017

Maturity 11/30/201711/30/2017

Maturity 100.000 -5,000,000.00 0.00

912828UR9 UNITED STATES TREASURY02/28/2018

Maturity 02/28/201802/28/2018

Maturity 100.000 -5,000,000.00 0.00

912828VE7 UNITED STATES TREASURY05/31/2018

Maturity 05/31/201805/31/2018

Maturity 100.000 -5,000,000.00 0.00

912828WL0 UNITED STATES TREASURY05/31/2019

Transfer Out 09/06/201709/06/2017

Unknown 100.270 -4,938,297.50 0.00


Buy ------

Direct 1.000 767,408,881.66 0.00


Sell ------

Direct 1.000 -762,548,259.71 0.00

--- ---07/06/2018

--- ------

--- --- -44,391,176.13 0.00


2

Additional Disclosure:

The information on this website is for general purposes only and is not intended to provide specific advice or recommendations. All information presented on this website is obtained via electronic data transfer from theCustodian. While this information is reconciled on a daily basis, when available, accuracy is relied upon from the Custodian. Please review the data carefully. Should you have any questions regarding the informationpresented, calculation methodology, investment portfolio or security detail, or any other facet of the data, please feel free to contact us.

This data is intended to detail our investment advisory activity as well as the activity of any client accounts managed by Public Trust Advisors, LLC (Public Trust). The custodian bank maintains the control of assets andexecutes and settles all investment transactions. The custodian statement is the official record of security and cash holdings transactions. Public Trust recognizes that clients may use these reports to facilitate record keeping;therefore it is recommended that the client reconcile this statement with their custodian bank statement. Many custodians use a settlement date basis which may result in the need to reconcile due to a timing difference.Please contact your relationship manager or call our toll free number 855-395-3954 with questions regarding your account.

Public Trust does not have the authority to withdraw funds from or deposit funds to the custodian. Our clients retain responsibility for their internal accounting policies; implementing and enforcing internal controls andgenerating ledger entries or otherwise recording transactions.

Pricing sources from our reporting platform are provided by Clearwater Analytics®. Clearwater utilizes a hierarchical pricing model with multiple options for pricing sources. These options include custodial pricing, S&P CapitalIQ and other sources. Since multiple pricing hierarchies are offered through Clearwater Analytics, and client preferences regarding pricing sources may differ, it is important to verify the specific pricing hierarchy for eachportfolio. Securities with short maturities and infrequent secondary market trades are typically priced via mathematical calculations. The securities in this investment portfolio, including shares of mutual funds, are notguaranteed or otherwise protected by Public Trust, the FDIC (except for certain non-negotiable certificates of deposit) or any government agency, unless otherwise specifically stated. Investing involves risk, including thepossible loss of principal.

Past performance is not an indicator of future performance or results.

Public Trust statements present beginning and ending balances and are based on Market Value plus accrued interest on a Trade Date basis. Customized reports made available to the end user either from Public Trust orthrough the online reporting platform may present information and portfolio analytics using various optional methods including, but not limited to, historical cost, amortized cost, and market value. Custom reports may also differfrom the information received from the custodian as a result of additional formulas and filters created based on end user preferences.

The investment advisor providing these services is Public Trust Advisors, LLC, an investment adviser registered with the U.S. Securities and Exchange Commission (SEC) under the Investment Advisers Act of 1940, asamended. Registration with the SEC does not imply a certain level of skill or training. Public Trust is required to maintain a written disclosure brochure of our background and business experience. If you would like to receive acopy of our current disclosure brochure, privacy policy, or code of ethics please contact us at the address below.

Public Trust Advisors

717 17th St. Suite 1850

Denver, CO 80202

Bernalillo County Monthly StatementBernalillo County Liq Op (40455)Month End (M1 Y2019)07/01/2018 - 07/31/2018Dated: 08/09/2018Locked Down

Portfolio Overview (Bernalillo County Liq Op (40455)) 1

Bernco Holdings Summary (Bernalillo County Liq Op (40455)) 2

Bernco Duration (Bernalillo County Liq Op (40455)) 3

Bernco Credit Quality (Bernalillo County Liq Op (40455)) 5

Bernco Performance Summary (Bernalillo County Liq Op (40455)) 7

Bernco Portfolio Shock (Bernalillo County Liq Op (40455)) 8

Bernco Trading Report (Bernalillo County Liq Op (40455)) 9



Balance Sheet SummaryBernalillo County Liq Op

Book Value 115,628,413.90





Net IncomeBernalillo County Liq Op





Misc Income 0.00

Expense 0.00



Duration 0.358 0.950 -0.592

Yield 2.089 2.419 -0.330




Duration

Portfolio Overview Bernalillo County Liq Op (40455)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

1








15,890.25 0.00 0.00 15,890.25 0.000


15,136,300.49 0.00 0.00 15,136,300.49 0.000


9,990,400.00 -3,025.59 31,385.87 10,021,785.87 0.085

912828L40 UNITED STATES TREASURY 10,000,000.00 US GOV 09/15/2018 9,967,968.75 9,993,110.171.567

9,988,100.00 -5,010.17 37,771.74 10,025,871.74 0.126


9,968,200.00 -13,313.61 18,953.80 9,987,153.80 0.252

912796QL6 UNITED STATES TREASURY 5,000,000.00 T-BILL 11/29/2018 4,948,779.64 4,966,228.332.076

4,966,200.00 -28.33 0.00 4,966,200.00 0.331


9,964,100.00 -16,595.28 16,939.89 9,981,039.89 0.334


9,911,493.50 -21,488.03 10,815.22 9,922,308.72 0.419

3130AAE46 FEDERAL HOME LOAN BANKS 4,750,000.00 AGCY BOND 01/16/2019 4,745,440.00 4,748,834.351.304

4,729,575.00 -19,259.35 2,473.96 4,732,048.96 0.463


4,982,050.00 -2,566.51 203.80 4,982,253.80 0.504


10,454,115.00 -23,329.16 65,910.33 10,520,025.33 0.580

313384DM8 FEDERAL HOME LOAN BANKS 3,400,000.00 AGCY DISC 03/25/2019 3,344,938.89 3,350,920.732.230

3,350,292.00 -628.73 0.00 3,350,292.00 0.649


9,955,500.00 -23,832.29 54,610.66 10,010,110.66 0.665

912828Q52 UNITED STATES TREASURY 10,000,000.00 US GOV 04/15/2019 9,876,757.81 9,923,079.271.980

9,899,200.00 -23,879.26 25,819.67 9,925,019.67 0.706

912796QC6 UNITED STATES TREASURY 2,200,000.00 T-BILL 04/25/2019 2,160,405.06 2,164,041.332.266

2,163,194.00 -847.33 0.00 2,163,194.00 0.734

--- --- 115,952,190.74 --- 12/11/2018 115,375,844.17 115,628,413.901.759

115,474,610.24 -153,803.66 264,884.94 115,739,495.18 0.363

Bernco Holdings Summary Bernalillo County Liq Op (40455)As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

2

0.00 - 0.25

0.25 - 0.50




5,010,892.93


5,010,892.93


5,012,935.87


5,012,935.87


4,993,576.90


4,993,576.90


15,136,300.49


15,890.25

--- --- 45,152,190.74 09/06/2018 09/06/2018 --- 66.6852 1.887 0.101 AaaAA+

45,187,002.15


3

0.50 - 0.75

Summary




3130AAE46 FEDERAL HOME LOAN BANKS 4,750,000.00 01/16/2019 01/16/2019 AGCY BOND 99.5700 2.196 0.454 AaaAA+

4,732,048.96

912796QL6 UNITED STATES TREASURY 5,000,000.00 11/29/2018 11/29/2018 T-BILL 99.3240 2.053 0.329 P-1A-1+

4,966,200.00


4,982,253.80


4,990,519.95


4,990,519.95


4,936,223.93


4,986,084.78

--- --- 34,700,000.00 12/24/2018 12/24/2018 --- 99.5777 2.144 0.394 AaaAA+

34,583,851.37



313384DM8 FEDERAL HOME LOAN BANKS 3,400,000.00 03/25/2019 03/25/2019 AGCY DISC 98.5380 2.279 0.643 P-1A-1+

3,350,292.00

912796QC6 UNITED STATES TREASURY 2,200,000.00 04/25/2019 04/25/2019 T-BILL 98.3270 2.309 0.727 P-1A-1+

2,163,194.00


5,510,489.46


5,009,535.87


5,005,055.33


5,005,055.33


4,962,509.84


4,962,509.84

--- --- 36,100,000.00 03/27/2019 03/27/2019 --- 99.2334 2.291 0.646 AaaAA+

35,968,641.65



--- --- 115,952,190.74 12/11/2018 12/11/2018 --- 86.6288 2.089 0.358 AaaAA+

115,739,495.18


4


Value + Accrued




















5

MMFUND

T-BILL

AGCY BOND

AGCY DISC

CASH

Summary






912796QC6 UNITED STATES TREASURY NA 2,200,000.00 04/25/2019 T-BILL Government 2,163,194.00 1.869%

912796QL6 UNITED STATES TREASURY NA 5,000,000.00 11/29/2018 T-BILL Government 4,966,200.00 4.291%

--- UNITED STATES TREASURY NA 7,200,000.00 01/13/2019 T-BILL Government 7,129,394.00 6.160%











--- --- BB+ 115,952,190.74 12/11/2018 --- --- 115,739,495.18 100.000%


6



No Tax Adjustment.




Prior Month 06/01/2018 06/30/2018 0.157% 0.137% 0.020%

Prior Quarter 04/01/2018 06/30/2018 0.421% 0.399% 0.022%

Prior Year 07/01/2017 06/30/2018 1.195% 1.261% -0.067%

Trailing Month 07/01/2018 07/31/2018 0.168% 0.147% 0.021%


Trailing Year 08/01/2017 07/31/2018 1.207% 1.323% -0.115%


Bernalillo County Liq Op ICE BofAML 1-Year US Treasury Bill Index 11/30/2007 ---

Bernco Performance Summary Bernalillo County Liq Op (40455)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

7







3130AAE46FEDERAL HOME LOAN BANKS

AGCY BOND 4,750,000.00 4,729,575.00 2.196 0.454 4,776,718.774,772,501.224,751,037.14

4,708,114.814,686,656.574,665,200.27

-0.454%-0.907%-1.361%

313384DM8FEDERAL HOME LOAN BANKS

AGCY DISC 3,400,000.00 3,350,292.00 2.279 0.643 3,399,411.853,393,396.643,371,842.28

3,328,745.783,307,203.633,285,665.55

-0.643%-1.286%-1.929%

912796QC6UNITED STATES TREASURY

T-BILL 2,200,000.00 2,163,194.00 2.309 0.727 2,199,524.622,194,664.672,178,927.91

2,147,462.942,131,734.722,116,009.35

-0.727%-1.454%-2.181%

912796QL6UNITED STATES TREASURY

T-BILL 5,000,000.00 4,966,200.00 2.053 0.329 4,999,773.784,998,906.164,982,552.54

4,949,848.544,933,498.154,917,148.84

-0.329%-0.658%-0.988%


US GOV 10,000,000.00 9,990,400.00 1.886 0.084 10,006,243.4910,006,243.49

9,998,802.55

9,981,997.599,973,595.329,965,193.20

-0.084%-0.168%-0.252%


US GOV 5,000,000.00 4,982,050.00 2.226 0.494 5,036,895.675,031,326.985,006,687.27

4,957,415.174,932,782.774,908,152.81

-0.494%-0.989%-1.483%


US GOV 10,500,000.00 10,454,115.00 2.256 0.574 10,589,519.4910,574,146.9210,514,127.75

10,394,108.6810,334,108.8010,274,115.35

-0.574%-1.148%-1.722%


US GOV 10,000,000.00 9,955,500.00 2.300 0.655 10,105,513.0510,085,950.0710,020,721.28

9,890,286.249,825,080.009,759,881.27

-0.655%-1.310%-1.965%

912828L40UNITED STATES TREASURY

US GOV 10,000,000.00 9,988,100.00 1.947 0.125 10,012,350.3010,012,350.3010,000,554.97

9,975,645.349,963,191.009,950,736.96

-0.125%-0.249%-0.374%

912828Q52UNITED STATES TREASURY

US GOV 10,000,000.00 9,899,200.00 2.319 0.697 10,059,278.9910,037,285.05

9,968,238.41

9,830,169.839,761,147.909,692,134.20

-0.697%-1.395%-2.092%


US GOV 10,000,000.00 9,968,200.00 2.025 0.249 10,018,403.5310,017,792.46

9,992,995.61

9,943,405.629,918,612.479,893,820.56

-0.249%-0.497%-0.746%


US GOV 10,000,000.00 9,964,100.00 2.081 0.331 10,032,746.3110,030,074.09

9,997,085.95

9,931,116.239,898,134.649,865,155.24

-0.331%-0.662%-0.993%


US GOV 9,950,000.00 9,911,493.50 2.187 0.412 10,000,810.989,993,173.829,952,331.98

9,870,658.399,829,826.649,788,998.25

-0.412%-0.824%-1.236%


MMFUND 15,136,300.49 15,136,300.49 1.760 0.000 15,136,300.4915,136,300.4915,136,300.49

15,136,300.4915,136,300.4915,136,300.49

0.000%0.000%0.000%

CCYUSDReceivable

CASH 15,890.25 15,890.25 0.000 0.000 15,890.2515,890.2515,890.25

15,890.2515,890.2515,890.25

0.000%0.000%0.000%

------

--- 115,952,190.74 115,474,610.24 2.089 0.358 116,389,381.58116,300,002.62115,888,096.38

115,061,165.89114,647,763.34114,234,402.59

-0.358%-0.716%-1.074%

Bernco Portfolio Shock Bernalillo County Liq Op (40455)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

8









Buy 07/02/201807/03/2018



Buy 07/03/201807/05/2018



Maturity 07/31/201807/31/2018

Maturity 100.000 -5,000,000.00 0.00


Buy ------

Direct 1.000 10,209,909.29 0.00


Sell ------

Direct 1.000 -5,505,343.95 0.00

--- ---09/21/2018

--- ------

--- --- 5,209,909.29 0.00

Bernco Trading Report Bernalillo County Liq Op (40455)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

9






Transfer Out 09/06/201709/06/2017

Unknown 100.149 -5,007,450.00 0.00

313378A43 FEDERAL HOME LOAN BANKS03/09/2018

Maturity 03/09/201803/09/2018

Maturity 100.000 -5,000,000.00 0.00


Buy 07/02/201807/03/2018



Transfer Out 09/06/201709/06/2017

Unknown 100.036 -4,951,782.00 0.00

3137EADX4 FEDERAL HOME LOAN MORTGAGE CORP12/15/2017

Maturity 12/15/201712/15/2017

Maturity 100.000 -5,000,000.00 0.00


Buy 12/11/201712/12/2017



Buy 12/14/201712/15/2017



Maturity 01/18/201801/18/2018

Maturity 100.000 -180,000,000.00 0.00


Buy 05/11/201805/14/2018



Buy 05/14/201805/15/2018



Maturity 06/14/201806/14/2018

Maturity 100.000 -135,225,000.00 0.00


Buy 07/03/201807/05/2018


912796QL6 UNITED STATES TREASURY11/29/2018

Buy 05/30/201805/31/2018



Transfer Out 09/06/201709/06/2017

Unknown 98.852 -4,967,313.00 0.00


Buy 08/29/201708/31/2017



Buy 04/16/201804/17/2018



Transfer Out 09/06/201709/06/2017

Unknown 99.051 -4,952,550.00 0.00


Buy 04/16/201804/17/2018



Buy 11/14/201711/15/2017



Buy 04/16/201804/17/2018

Morgan Stanley 99.434 4,971,679.69 0.00


Buy 11/29/201711/30/2017



Buy 04/16/201804/17/2018



Transfer Out 09/06/201709/06/2017

Unknown 100.527 -5,026,350.00 0.00


Maturity 01/15/201801/15/2018

Maturity 100.000 -5,000,000.00 0.00

912828K25 UNITED STATES TREASURY04/15/2018

Maturity 04/15/201804/15/2018

Maturity 100.000 -5,000,000.00 0.00

912828L40 UNITED STATES TREASURY09/15/2018

Buy 04/16/201804/17/2018



Buy 12/14/201712/15/2017



Buy 04/16/201804/17/2018



Maturity 06/30/201806/30/2018

Maturity 100.000 -5,000,000.00 0.00


1








Transfer Out 09/06/201709/06/2017

Unknown 98.910 -4,945,500.00 0.00


Maturity 07/31/201807/31/2018

Maturity 100.000 -5,000,000.00 0.00


Transfer Out 09/06/201709/06/2017

Unknown 99.922 -4,816,240.40 0.00


Transfer Out 09/06/201709/06/2017

Unknown 100.297 -4,944,642.10 0.00


Transfer Out 09/06/201709/06/2017

Unknown 99.246 -4,962,300.00 0.00


Buy 04/16/201804/17/2018


912828TC4 UNITED STATES TREASURY06/30/2019

Transfer Out 09/06/201709/06/2017

Unknown 99.414 -4,970,700.00 0.00


Maturity 08/31/201708/31/2017

Maturity 100.000 -5,000,000.00 0.00


Maturity 09/30/201709/30/2017

Maturity 100.000 -5,000,000.00 0.00


Maturity 10/31/201710/31/2017

Maturity 100.000 -5,000,000.00 0.00


Transfer Out 09/06/201709/06/2017

Unknown 99.191 -4,959,550.00 0.00


Buy 04/16/201804/17/2018



Transfer Out 09/06/201709/06/2017

Unknown 99.977 -4,998,850.00 0.00


Buy 04/16/201804/17/2018



Maturity 11/30/201711/30/2017

Maturity 100.000 -5,000,000.00 0.00


Maturity 02/28/201802/28/2018

Maturity 100.000 -5,000,000.00 0.00


Maturity 05/31/201805/31/2018

Maturity 100.000 -5,000,000.00 0.00


Transfer Out 09/06/201709/06/2017

Unknown 100.270 -4,938,297.50 0.00


Buy ------

Direct 1.000 767,408,881.66 0.00


Sell ------

Direct 1.000 -762,548,259.71 0.00

--- ---07/06/2018

--- ------

--- --- -44,391,176.13 0.00


2










717 17th St. Suite 1850

Denver, CO 80202

Bernalillo County Monthly StatementBernalillo County Core Op (100255)Month End (M1 Y2019)07/01/2018 - 07/31/2018Dated: 08/09/2018Locked Down

Portfolio Overview (Bernalillo County Core Op (100255)) 1

Bernco Holdings Summary (Bernalillo County Core Op (100255)) 2

Bernco Duration (Bernalillo County Core Op (100255)) 3

Bernco Credit Quality (Bernalillo County Core Op (100255)) 6

Bernco Performance Summary (Bernalillo County Core Op (100255)) 8

Bernco Portfolio Shock (Bernalillo County Core Op (100255)) 9

Bernco Trading Report (Bernalillo County Core Op (100255)) 11


Index: ICE BofAML Unsubordinated U.S. Treasuries/Agencies 1-3 Yrs.

Balance Sheet SummaryBernalillo County Core Op

Book Value 105,334,406.99


Net Unrealized Gain/Loss -1,035,243.53



Net IncomeBernalillo County Core Op




Net Realized Gain/Loss -47,349.40

Misc Income 0.00

Expense 0.00



Duration 1.651 1.844 -0.193

Yield 2.607 2.654 -0.047




Duration

Portfolio Overview Bernalillo County Core Op (100255)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

1







CCYUSD Receivable 413.85 CASH 07/31/2018 413.85 413.850.000

413.85 0.00 0.00 413.85 0.000

94975P405 WELLS FRGO GOVERNMENT CL I MMF 329,866.86 MMFUND 07/31/2018 329,866.86 329,866.861.760

329,866.86 0.00 0.00 329,866.86 0.000

912828WL0 UNITED STATES TREASURY 4,925,000.00 US GOV 05/31/2019 5,007,147.46 4,950,716.250.868

4,889,195.25 -61,521.00 12,514.34 4,901,709.59 0.832

912828TC4 UNITED STATES TREASURY 5,000,000.00 US GOV 06/30/2019 5,018,359.38 5,006,135.000.865

4,936,150.00 -69,985.00 4,347.83 4,940,497.83 0.914

912828S43 UNITED STATES TREASURY 5,000,000.00 US GOV 07/15/2019 4,986,328.13 4,995,299.430.849

4,920,700.00 -74,599.43 1,732.34 4,922,432.34 0.956


4,936,107.75 -81,911.75 17,386.22 4,953,493.97 1.041

9128282G4 UNITED STATES TREASURY 5,000,000.00 US GOV 09/15/2019 4,984,179.69 4,993,808.360.986

4,910,350.00 -83,458.36 16,525.14 4,926,875.14 1.126


4,909,950.00 -89,014.42 14,754.10 4,924,704.10 1.208


4,902,350.00 -80,175.43 10,597.83 4,912,947.83 1.293


4,919,550.00 -72,833.87 8,828.55 4,928,378.55 1.375


4,934,550.00 -75,212.70 7,065.22 4,941,615.22 1.419

9128283Y4 UNITED STATES TREASURY 3,000,000.00 US GOV 02/29/2020 2,990,039.06 2,991,037.902.443

2,983,020.00 -8,017.90 28,247.28 3,011,267.28 1.583


4,968,150.00 -15,059.33 37,807.38 5,005,957.38 1.668

912828X21 UNITED STATES TREASURY 5,000,000.00 US GOV 04/15/2020 4,911,523.44 4,919,618.552.469

4,905,100.00 -14,518.55 22,131.15 4,927,231.15 1.709

912828ND8 UNITED STATES TREASURY 5,225,000.00 US GOV 05/15/2020 5,364,605.47 5,337,451.902.265

5,300,919.25 -36,532.65 38,761.55 5,339,680.80 1.791

912828VP2 UNITED STATES TREASURY 4,800,000.00 US GOV 07/31/2020 4,756,312.50 4,762,904.122.399

4,737,024.00 -25,880.12 260.87 4,737,284.87 2.000

912828NT3 UNITED STATES TREASURY 2,500,000.00 US GOV 08/15/2020 2,516,015.63 2,513,446.782.353

2,497,375.00 -16,071.78 30,274.52 2,527,649.52 2.041

912828VV9 UNITED STATES TREASURY 3,250,000.00 US GOV 08/31/2020 3,221,308.59 3,223,498.582.529

3,212,820.00 -10,678.58 28,901.15 3,241,721.15 2.085

912828VZ0 UNITED STATES TREASURY 2,500,000.00 US GOV 09/30/2020 2,476,660.16 2,480,223.002.377

2,463,275.00 -16,948.00 16,803.28 2,480,078.28 2.167

912828PC8 UNITED STATES TREASURY 5,000,000.00 US GOV 11/15/2020 5,015,234.38 5,013,641.262.502

4,988,650.00 -24,991.26 27,819.29 5,016,469.29 2.293

912828A42 UNITED STATES TREASURY 5,000,000.00 US GOV 11/30/2020 4,918,554.69 4,918,648.032.725

4,918,750.00 101.97 16,939.89 4,935,689.89 2.334

912828N48 UNITED STATES TREASURY 4,975,000.00 US GOV 12/31/2020 4,973,833.98 4,974,137.901.757

4,862,266.50 -111,871.40 7,570.65 4,869,837.15 2.419

912828A83 UNITED STATES TREASURY 5,000,000.00 US GOV 12/31/2020 4,975,000.00 4,976,697.902.575

4,959,000.00 -17,697.90 10,326.09 4,969,326.09 2.419


4,953,150.00 -32,354.15 44,853.94 4,998,003.94 2.621


3,960,480.00 -16,011.92 28,032.79 3,988,512.79 2.706

--- --- 105,530,280.71 --- 04/14/2020 105,349,193.82 105,334,406.991.848

104,299,163.46 -1,035,243.53 432,481.39 104,731,644.85 1.706

Bernco Holdings Summary Bernalillo County Core Op (100255)As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

2

0.00 - 0.25

0.75 - 1.00

1.00 - 2.00



94975P405 WELLS FRGO GOVERNMENT CL I MMF 329,866.86 07/31/2018 07/31/2018 MMFUND 1.0000 1.760 0.000 AaaAAAm

329,866.86

CCYUSD Receivable 413.85 07/31/2018 07/31/2018 CASH 1.0000 0.000 0.000 AaaAAA

413.85

--- --- 330,280.71 07/31/2018 07/31/2018 --- 1.0000 1.758 0.000 AaaAAA

330,280.71



912828S43 UNITED STATES TREASURY 5,000,000.00 07/15/2019 07/15/2019 US GOV 98.4140 2.437 0.943 AaaAA+

4,922,432.34

912828TC4 UNITED STATES TREASURY 5,000,000.00 06/30/2019 06/30/2019 US GOV 98.7230 2.418 0.902 AaaAA+

4,940,497.83

912828WL0 UNITED STATES TREASURY 4,925,000.00 05/31/2019 05/31/2019 US GOV 99.2730 2.385 0.820 AaaAA+

4,901,709.59

--- UNITED STATES TREASURY 14,925,000.00 06/25/2019 06/25/2019 US GOV 98.8026 2.414 0.889 AaaAA+

14,764,639.76

Bernco Duration Bernalillo County Core Op (100255)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

3

2.00 - 3.00

Summary




4,953,493.97

9128282G4 UNITED STATES TREASURY 5,000,000.00 09/15/2019 09/15/2019 US GOV 98.2070 2.501 1.105 AaaAA+

4,926,875.14

9128283Y4 UNITED STATES TREASURY 3,000,000.00 02/29/2020 02/29/2020 US GOV 99.4340 2.616 1.531 AaaAA+

3,011,267.28


5,005,957.38


4,941,615.22

912828ND8 UNITED STATES TREASURY 5,225,000.00 05/15/2020 05/15/2020 US GOV 101.4530 2.662 1.717 AaaAA+

5,339,680.80

912828NT3 UNITED STATES TREASURY 2,500,000.00 08/15/2020 08/15/2020 US GOV 99.8950 2.678 1.951 AaaAA+

2,527,649.52


4,924,704.10


4,912,947.83


4,928,378.55

912828VP2 UNITED STATES TREASURY 4,800,000.00 07/31/2020 07/31/2020 US GOV 98.6880 2.678 1.944 AaaAA+

4,737,284.87

912828X21 UNITED STATES TREASURY 5,000,000.00 04/15/2020 04/15/2020 US GOV 98.1020 2.643 1.663 AaaAA+

4,927,231.15


55,137,085.79




4,998,003.94


3,988,512.79

912828A42 UNITED STATES TREASURY 5,000,000.00 11/30/2020 11/30/2020 US GOV 98.3750 2.723 2.253 AaaAA+

4,935,689.89

912828A83 UNITED STATES TREASURY 5,000,000.00 12/31/2020 12/31/2020 US GOV 99.1800 2.728 2.326 AaaAA+

4,969,326.09

912828N48 UNITED STATES TREASURY 4,975,000.00 12/31/2020 12/31/2020 US GOV 97.7340 2.725 2.340 AaaAA+

4,869,837.15

912828PC8 UNITED STATES TREASURY 5,000,000.00 11/15/2020 11/15/2020 US GOV 99.7730 2.727 2.197 AaaAA+

5,016,469.29

912828VV9 UNITED STATES TREASURY 3,250,000.00 08/31/2020 08/31/2020 US GOV 98.8560 2.693 2.005 AaaAA+

3,241,721.15

912828VZ0 UNITED STATES TREASURY 2,500,000.00 09/30/2020 09/30/2020 US GOV 98.5310 2.702 2.089 AaaAA+

2,480,078.28


34,499,638.58



--- --- 105,530,280.71 04/14/2020 04/14/2020 --- 98.5291 2.607 1.651 AaaAA+

104,731,644.85


4



5


Value + Accrued

912828VZ0 UNITED STATES TREASURY AAA 2,500,000.00 09/30/2020 US GOV Government 2,480,078.28 2.368%

912828NT3 UNITED STATES TREASURY AAA 2,500,000.00 08/15/2020 US GOV Government 2,527,649.52 2.413%

9128283Y4 UNITED STATES TREASURY AAA 3,000,000.00 02/29/2020 US GOV Government 3,011,267.28 2.875%

912828VV9 UNITED STATES TREASURY AAA 3,250,000.00 08/31/2020 US GOV Government 3,241,721.15 3.095%

9128284G2 UNITED STATES TREASURY AAA 4,000,000.00 04/15/2021 US GOV Government 3,988,512.79 3.808%

912828VP2 UNITED STATES TREASURY AAA 4,800,000.00 07/31/2020 US GOV Government 4,737,284.87 4.523%

912828N48 UNITED STATES TREASURY AAA 4,975,000.00 12/31/2020 US GOV Government 4,869,837.15 4.650%

912828WL0 UNITED STATES TREASURY AAA 4,925,000.00 05/31/2019 US GOV Government 4,901,709.59 4.680%


912828S43 UNITED STATES TREASURY AAA 5,000,000.00 07/15/2019 US GOV Government 4,922,432.34 4.700%



912828X21 UNITED STATES TREASURY AAA 5,000,000.00 04/15/2020 US GOV Government 4,927,231.15 4.705%


912828A42 UNITED STATES TREASURY AAA 5,000,000.00 11/30/2020 US GOV Government 4,935,689.89 4.713%

912828TC4 UNITED STATES TREASURY AAA 5,000,000.00 06/30/2019 US GOV Government 4,940,497.83 4.717%



912828A83 UNITED STATES TREASURY AAA 5,000,000.00 12/31/2020 US GOV Government 4,969,326.09 4.745%



912828PC8 UNITED STATES TREASURY AAA 5,000,000.00 11/15/2020 US GOV Government 5,016,469.29 4.790%

Bernco Credit Quality Bernalillo County Core Op (100255)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

6

MMFUND

CASH

Summary



912828ND8 UNITED STATES TREASURY AAA 5,225,000.00 05/15/2020 US GOV Government 5,339,680.80 5.098%



94975P405 WELLS FRGO GOVERNMENT CL I MMF AAA 329,866.86 07/31/2018 MMFUND Cash 329,866.86 0.315%

94975P405 WELLS FRGO GOVERNMENT CL I MMF AAA 329,866.86 07/31/2018 MMFUND Cash 329,866.86 0.315%


CCYUSD Receivable AAA 413.85 07/31/2018 CASH Cash 413.85 0.000%

CCYUSD Receivable AAA 413.85 07/31/2018 CASH Cash 413.85 0.000%


--- --- AAA 105,530,280.71 04/14/2020 --- --- 104,731,644.85 100.000%

Bernco Credit Quality Bernalillo County Core Op (100255)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

7



No Tax Adjustment.




Prior Month 06/01/2018 06/30/2018 0.037% 0.145% -0.109%

Prior Quarter 04/01/2018 06/30/2018 0.246% 0.401% -0.155%

Prior Year 07/01/2017 06/30/2018 --- --- ---

Trailing Month 07/01/2018 07/31/2018 0.028% 0.150% -0.122%

Trailing Quarter 05/01/2018 07/31/2018 0.390% 0.429% -0.039%

Trailing Year 08/01/2017 07/31/2018 --- --- ---


Bernalillo County Core Op ICE BofAML Unsubordinated U.S. Treasuries/Agencies 1-3 Yrs 03/25/2004 ---

Bernco Performance Summary Bernalillo County Core Op (100255)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

8






US GOV 5,025,000.00 4,936,107.75 2.481 1.023 5,061,421.035,037,122.604,986,611.34

4,885,611.854,835,123.634,784,643.09

-1.023%-2.046%-3.069%

9128282G4UNITED STATES TREASURY

US GOV 5,000,000.00 4,910,350.00 2.501 1.105 5,046,016.045,018,844.524,964,592.91

4,856,115.794,801,890.274,747,673.44

-1.104%-2.209%-3.313%

9128283Y4UNITED STATES TREASURY

US GOV 3,000,000.00 2,983,020.00 2.616 1.531 3,102,538.573,074,375.633,028,693.14

2,937,356.222,891,701.792,846,056.73

-1.531%-3.061%-4.591%


US GOV 5,000,000.00 4,953,150.00 2.747 2.503 5,293,891.085,201,220.635,077,166.37

4,829,171.534,705,230.954,581,328.27

-2.503%-5.005%-7.507%


US GOV 5,000,000.00 4,968,150.00 2.642 1.612 5,179,825.395,128,366.745,048,249.85

4,888,067.204,808,001.454,727,952.74

-1.612%-3.224%-4.835%


US GOV 4,000,000.00 3,960,480.00 2.755 2.585 4,242,676.834,165,286.244,062,867.07

3,858,125.033,755,802.173,653,511.40

-2.584%-5.168%-7.751%

912828A42UNITED STATES TREASURY

US GOV 5,000,000.00 4,918,750.00 2.723 2.253 5,220,625.605,140,463.115,029,591.16

4,807,939.624,697,160.024,586,411.20

-2.253%-4.505%-6.757%

912828A83UNITED STATES TREASURY

US GOV 5,000,000.00 4,959,000.00 2.728 2.326 5,273,704.345,189,734.305,074,350.69

4,843,682.234,728,397.384,613,145.45

-2.325%-4.650%-6.974%


US GOV 5,000,000.00 4,934,550.00 2.572 1.386 5,110,467.855,071,340.805,002,938.95

4,866,173.954,797,810.804,729,460.55

-1.386%-2.771%-4.156%

912828N48UNITED STATES TREASURY

US GOV 4,975,000.00 4,862,266.50 2.725 2.340 5,172,492.245,089,911.464,976,072.71

4,748,492.844,634,751.724,521,043.14

-2.340%-4.679%-7.018%

912828ND8UNITED STATES TREASURY

US GOV 5,225,000.00 5,300,919.25 2.662 1.717 5,543,339.735,483,032.155,391,965.49

5,209,893.435,118,888.025,027,903.04

-1.717%-3.434%-5.150%

912828NT3UNITED STATES TREASURY

US GOV 2,500,000.00 2,497,375.00 2.678 1.951 2,627,915.422,594,862.852,546,112.86

2,448,649.282,399,935.702,351,234.26

-1.951%-3.902%-5.852%

912828PC8UNITED STATES TREASURY

US GOV 5,000,000.00 4,988,650.00 2.727 2.197 5,287,602.305,207,888.695,098,254.38

4,879,075.554,769,531.034,660,016.43

-2.196%-4.392%-6.588%

912828S43UNITED STATES TREASURY

US GOV 5,000,000.00 4,920,700.00 2.437 0.943 5,033,837.165,013,531.934,967,112.63

4,874,294.054,827,894.764,781,502.16

-0.943%-1.886%-2.829%


US GOV 5,000,000.00 4,909,950.00 2.523 1.185 5,056,790.305,026,350.754,968,145.48

4,851,764.324,793,588.454,735,422.37

-1.185%-2.370%-3.555%

912828TC4UNITED STATES TREASURY

US GOV 5,000,000.00 4,936,150.00 2.418 0.902 5,043,864.785,025,244.844,980,694.31

4,891,611.924,847,080.064,802,554.43

-0.902%-1.804%-2.706%


US GOV 5,000,000.00 4,902,350.00 2.547 1.267 5,060,601.195,026,605.214,964,472.12

4,840,238.854,778,138.664,716,049.44

-1.267%-2.534%-3.800%


US GOV 5,000,000.00 4,919,550.00 2.573 1.347 5,090,084.375,052,074.634,985,806.20

4,853,306.034,787,074.304,720,854.80

-1.347%-2.693%-4.039%

912828VP2UNITED STATES TREASURY

US GOV 4,800,000.00 4,737,024.00 2.678 1.944 4,983,755.284,921,266.684,829,134.04

4,644,936.574,552,871.754,460,829.53

-1.944%-3.888%-5.831%

912828VV9UNITED STATES TREASURY

US GOV 3,250,000.00 3,212,820.00 2.693 2.005 3,386,312.863,341,674.253,277,238.96

3,148,417.373,084,031.073,019,661.10

-2.005%-4.009%-6.012%

Bernco Portfolio Shock Bernalillo County Core Op (100255)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

9







912828VZ0UNITED STATES TREASURY

US GOV 2,500,000.00 2,463,275.00 2.702 2.089 2,602,353.102,566,214.172,514,737.85

2,411,825.612,360,389.682,308,967.20

-2.089%-4.177%-6.264%

912828WL0UNITED STATES TREASURY

US GOV 4,925,000.00 4,889,195.25 2.385 0.820 4,984,810.524,969,370.844,929,280.41

4,849,115.374,809,040.774,768,971.44

-0.820%-1.639%-2.459%

912828X21UNITED STATES TREASURY

US GOV 5,000,000.00 4,905,100.00 2.643 1.663 5,120,805.015,068,294.414,986,688.35

4,823,529.374,741,976.464,660,441.26

-1.663%-3.326%-4.988%


MMFUND 329,866.86 329,866.86 1.760 0.000 329,866.86329,866.86329,866.86

329,866.86329,866.86329,866.86

0.000%0.000%0.000%

CCYUSDReceivable

CASH 413.85 413.85 0.000 0.000 413.85413.85413.85

413.85413.85413.85

0.000%0.000%0.000%

------

--- 105,530,280.71 104,299,163.46 2.607 1.651 108,856,011.70107,743,358.14106,021,057.95

102,577,674.67100,856,591.57

99,135,914.18

-1.651%-3.301%-4.950%

Bernco Portfolio Shock Bernalillo County Core Op (100255)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

10








912828A42 UNITED STATES TREASURY11/30/2020

Buy 07/30/201807/31/2018



Sell 07/30/201807/31/2018

WELLS FARGO SECURITIES LLC 99.473 -4,904,001.95 -47,349.40


Buy ------

Direct 1.000 235,400.21 0.00


Sell 07/31/201807/31/2018

Direct 1.000 -6,569.41 0.00

--- ---01/17/2020

--- ------

--- --- 243,383.54 -47,349.40

Bernco Trading Report Bernalillo County Core Op (100255)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

11









Sell 10/30/201710/31/2017

Morgan Stanley 99.934 -4,996,700.00 -11,450.50


Sell 04/17/201804/19/2018

Morgan Stanley 99.419 -4,921,240.50 -30,978.55

9128283Y4 UNITED STATES TREASURY02/29/2020

Buy 05/25/201805/29/2018



Buy 03/21/201803/23/2018



Buy 05/25/201805/29/2018



Buy 05/25/201805/29/2018

Morgan Stanley 99.375 3,975,000.00 0.00


Buy 07/30/201807/31/2018



Buy 05/25/201805/29/2018


912828N48 UNITED STATES TREASURY12/31/2020

Buy 10/30/201710/31/2017


912828ND8 UNITED STATES TREASURY05/15/2020

Buy 02/16/201802/20/2018


912828NT3 UNITED STATES TREASURY08/15/2020

Buy 03/07/201803/08/2018

Morgan Stanley 100.641 2,516,015.63 0.00

912828PC8 UNITED STATES TREASURY11/15/2020

Buy 04/17/201804/19/2018



Sell 03/21/201803/23/2018

GOLDMAN 99.266 -4,784,603.13 -52,494.58


Sell 07/30/201807/31/2018

WELLS FARGO SECURITIES LLC 99.473 -4,904,001.95 -47,349.40

912828VP2 UNITED STATES TREASURY07/31/2020

Buy 03/21/201803/23/2018


912828VV9 UNITED STATES TREASURY08/31/2020

Buy 05/25/201805/29/2018


912828VZ0 UNITED STATES TREASURY09/30/2020

Buy 03/07/201803/08/2018

Morgan Stanley 99.066 2,476,660.16 0.00

912828X21 UNITED STATES TREASURY04/15/2020

Buy 05/25/201805/29/2018

Morgan Stanley 98.230 4,911,523.44 0.00


Buy ------

Direct 1.000 41,041,331.86 0.00


Sell ------

Direct 1.000 -40,711,465.00 0.00

--- ---06/12/2019

--- ------

--- --- 40,782,448.24 -142,273.03

Bernco Trading Report Bernalillo County Core Op (100255)09/05/2017 - 07/31/2018 Dated: 08/13/2018

1










717 17th St. Suite 1850

Denver, CO 80202

Bernalillo County Monthly StatementBernalillo County Bond Proceed (52469)Month End (M1 Y2019)07/01/2018 - 07/31/2018Dated: 08/09/2018Locked Down

Portfolio Overview (Bernalillo County Bond Proceed (52469)) 1

Bernco Holdings Summary (Bernalillo County Bond Proceed (52469)) 2

Bernco Duration (Bernalillo County Bond Proceed (52469)) 3

Bernco Credit Quality (Bernalillo County Bond Proceed (52469)) 6

Bernco Performance Summary (Bernalillo County Bond Proceed (52469)) 8

Bernco Portfolio Shock (Bernalillo County Bond Proceed (52469)) 9

Bernco Trading Report (Bernalillo County Bond Proceed (52469)) 11



Balance Sheet SummaryBernalillo County Bond Proceed

Book Value 61,733,102.03





Net IncomeBernalillo County Bond Proceed





Misc Income 0.00

Expense 0.00



Duration 0.680 0.950 -0.270

Yield 2.275 2.419 -0.144




Duration

Portfolio Overview Bernalillo County Bond Proceed (52469)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

1








3,350.34 0.00 0.00 3,350.34 0.000


3,144,632.79 0.00 0.00 3,144,632.79 0.000


2,697,408.00 -1,625.62 8,474.18 2,705,882.18 0.085


2,694,519.00 -3,469.92 6,805.33 2,701,324.33 0.167


2,691,414.00 -5,407.83 5,117.53 2,696,531.53 0.252


2,690,307.00 -7,593.10 4,573.77 2,694,880.77 0.334

912828RT9 UNITED STATES TREASURY 2,300,000.00 US GOV 11/30/2018 2,289,667.97 2,295,540.281.967

2,294,434.00 -1,106.28 5,357.24 2,299,791.24 0.334


4,883,879.00 -10,015.11 7,865.44 4,891,744.44 0.375


4,184,922.00 -10,788.08 171.20 4,185,093.20 0.504

912828W30 UNITED STATES TREASURY 3,650,000.00 US GOV 02/28/2019 3,620,673.83 3,634,133.151.881

3,626,056.00 -8,077.15 17,183.76 3,643,239.76 0.580

912828W97 UNITED STATES TREASURY 3,545,000.00 US GOV 03/31/2019 3,519,528.90 3,529,894.601.899

3,520,362.25 -9,532.35 14,891.91 3,535,254.16 0.665

912828D23 UNITED STATES TREASURY 3,700,000.00 US GOV 04/30/2019 3,680,542.97 3,687,895.982.069

3,679,909.00 -7,986.98 15,194.63 3,695,103.63 0.747

912828WL0 UNITED STATES TREASURY 3,700,000.00 US GOV 05/31/2019 3,670,660.16 3,680,706.872.137

3,673,101.00 -7,605.87 9,401.64 3,682,502.64 0.832

912828WS5 UNITED STATES TREASURY 3,700,000.00 US GOV 06/30/2019 3,674,273.44 3,682,559.942.149

3,672,694.00 -9,865.94 5,228.26 3,677,922.26 0.914

912828WW6 UNITED STATES TREASURY 3,700,000.00 US GOV 07/31/2019 3,672,667.97 3,680,851.052.152

3,669,216.00 -11,635.05 163.38 3,669,379.38 1.000

912828D80 UNITED STATES TREASURY 3,600,000.00 US GOV 08/31/2019 3,569,000.00 3,574,817.362.283

3,566,664.00 -8,153.36 24,480.98 3,591,144.98 1.085

912828F39 UNITED STATES TREASURY 2,200,000.00 US GOV 09/30/2019 2,184,445.31 2,188,641.092.202

2,180,926.00 -7,715.09 12,938.52 2,193,864.52 1.167

912828F62 UNITED STATES TREASURY 2,200,000.00 US GOV 10/31/2019 2,174,132.81 2,180,756.452.215

2,171,994.00 -8,762.45 8,339.67 2,180,333.67 1.252

9128283H1 UNITED STATES TREASURY 2,200,000.00 US GOV 11/30/2019 2,182,039.06 2,186,432.252.223

2,176,702.00 -9,730.25 6,521.86 2,183,223.86 1.334


2,178,682.00 -10,527.22 3,586.96 2,182,268.96 1.419

9128283S7 UNITED STATES TREASURY 2,200,000.00 US GOV 01/31/2020 2,190,117.19 2,192,331.982.238

2,180,662.00 -11,669.98 119.57 2,180,781.57 1.504

--- --- 61,942,983.13 --- 04/10/2019 61,578,779.62 61,733,102.031.870

61,581,834.38 -151,267.65 156,415.83 61,738,250.21 0.693

Bernco Holdings Summary Bernalillo County Bond Proceed (52469)As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

2

0.00 - 0.25

0.25 - 0.50




2,705,882.18


2,701,324.33


2,696,531.53


3,144,632.79


3,350.34

--- --- 11,247,983.13 09/13/2018 09/13/2018 --- 72.1540 1.903 0.120 AaaAA+

11,251,721.17




1,992,901.52


2,192,191.67


2,695,451.02

Bernco Duration Bernalillo County Bond Proceed (52469)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

3

0.50 - 0.75

0.75 - 1.00

1.00 - 2.00




2,196,293.42

912828RT9 UNITED STATES TREASURY 2,300,000.00 11/30/2018 11/30/2018 US GOV 99.7580 2.101 0.331 AaaAA+

2,299,791.24


2,694,880.77


14,071,509.64



912828D23 UNITED STATES TREASURY 1,500,000.00 04/30/2019 04/30/2019 US GOV 99.4570 2.358 0.737 AaaAA+

1,498,014.99


2,197,088.65

912828W30 UNITED STATES TREASURY 950,000.00 02/28/2019 02/28/2019 US GOV 99.3440 2.261 0.575 AaaAA+

948,240.49


499,073.94

912828W30 UNITED STATES TREASURY 2,200,000.00 02/28/2019 02/28/2019 US GOV 99.3440 2.261 0.575 AaaAA+

2,195,925.34


842,676.94


498,625.41

912828W97 UNITED STATES TREASURY 2,200,000.00 03/31/2019 03/31/2019 US GOV 99.3050 2.305 0.656 AaaAA+

2,193,951.80


10,873,597.55



912828WL0 UNITED STATES TREASURY 3,700,000.00 05/31/2019 05/31/2019 US GOV 99.2730 2.385 0.820 AaaAA+

3,682,502.64

912828WS5 UNITED STATES TREASURY 3,700,000.00 06/30/2019 06/30/2019 US GOV 99.2620 2.444 0.901 AaaAA+

3,677,922.26

912828WW6 UNITED STATES TREASURY 2,200,000.00 07/31/2019 07/31/2019 US GOV 99.1680 2.472 0.984 AaaAA+

2,181,793.15

912828WW6 UNITED STATES TREASURY 1,500,000.00 07/31/2019 07/31/2019 US GOV 99.1680 2.472 0.984 AaaAA+

1,487,586.24


11,029,804.28



9128283H1 UNITED STATES TREASURY 2,200,000.00 11/30/2019 11/30/2019 US GOV 98.9410 2.562 1.304 AaaAA+

2,183,223.86


2,182,268.96


4

Summary




9128283S7 UNITED STATES TREASURY 2,200,000.00 01/31/2020 01/31/2020 US GOV 99.1210 2.601 1.466 AaaAA+

2,180,781.57


2,194,588.60


1,396,556.38

912828F39 UNITED STATES TREASURY 2,200,000.00 09/30/2019 09/30/2019 US GOV 99.1330 2.508 1.139 AaaAA+

2,193,864.52

912828F62 UNITED STATES TREASURY 2,200,000.00 10/31/2019 10/31/2019 US GOV 98.7270 2.540 1.223 AaaAA+

2,180,333.67


14,511,617.56



--- --- 61,942,983.13 04/10/2019 04/10/2019 --- 94.3698 2.275 0.680 AaaAA+

61,738,250.21


5


Value + Accrued

912828W97 UNITED STATES TREASURY AAA 500,000.00 03/31/2019 US GOV Government 498,625.41 0.808%




912828D80 UNITED STATES TREASURY AAA 1,400,000.00 08/31/2019 US GOV Government 1,396,556.38 2.262%

912828WW6 UNITED STATES TREASURY AAA 1,500,000.00 07/31/2019 US GOV Government 1,487,586.24 2.410%



912828F62 UNITED STATES TREASURY AAA 2,200,000.00 10/31/2019 US GOV Government 2,180,333.67 3.532%

9128283S7 UNITED STATES TREASURY AAA 2,200,000.00 01/31/2020 US GOV Government 2,180,781.57 3.532%

912828WW6 UNITED STATES TREASURY AAA 2,200,000.00 07/31/2019 US GOV Government 2,181,793.15 3.534%


9128283H1 UNITED STATES TREASURY AAA 2,200,000.00 11/30/2019 US GOV Government 2,183,223.86 3.536%


912828F39 UNITED STATES TREASURY AAA 2,200,000.00 09/30/2019 US GOV Government 2,193,864.52 3.553%

912828W97 UNITED STATES TREASURY AAA 2,200,000.00 03/31/2019 US GOV Government 2,193,951.80 3.554%


912828W30 UNITED STATES TREASURY AAA 2,200,000.00 02/28/2019 US GOV Government 2,195,925.34 3.557%



912828RT9 UNITED STATES TREASURY AAA 2,300,000.00 11/30/2018 US GOV Government 2,299,791.24 3.725%


Bernco Credit Quality Bernalillo County Bond Proceed (52469)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

6

MMFUND

CASH

Summary







912828WS5 UNITED STATES TREASURY AAA 3,700,000.00 06/30/2019 US GOV Government 3,677,922.26 5.957%

912828WL0 UNITED STATES TREASURY AAA 3,700,000.00 05/31/2019 US GOV Government 3,682,502.64 5.965%









--- --- AAA 61,942,983.13 04/10/2019 --- --- 61,738,250.21 100.000%

Bernco Credit Quality Bernalillo County Bond Proceed (52469)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

7



No Tax Adjustment.




Prior Month 06/01/2018 06/30/2018 0.133% 0.147% -0.014%

Prior Quarter 04/01/2018 06/30/2018 0.409% 0.439% -0.029%

Prior Year 07/01/2017 06/30/2018 1.204% 1.353% -0.149%

Trailing Month 07/01/2018 07/31/2018 0.145% 0.156% -0.011%


Trailing Year 08/01/2017 07/31/2018 1.203% 1.421% -0.218%


Bernalillo County Bond Proceed ICE BofAML 1-Year US Treasury Bill Index 11/30/2007 ---

Bernco Performance Summary Bernalillo County Bond Proceed (52469)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

8






US GOV 2,700,000.00 2,697,408.00 1.886 0.084 2,701,685.742,701,685.742,699,676.69

2,695,139.352,692,870.742,690,602.16

-0.084%-0.168%-0.252%

9128283H1UNITED STATES TREASURY

US GOV 2,200,000.00 2,176,702.00 2.562 1.304 2,249,415.972,233,462.132,205,079.50

2,148,329.622,119,962.362,091,600.23

-1.303%-2.607%-3.910%


US GOV 2,200,000.00 2,178,682.00 2.576 1.384 2,256,366.602,238,997.932,208,837.12

2,148,532.562,118,388.812,088,250.75

-1.384%-2.767%-4.151%

9128283S7UNITED STATES TREASURY

US GOV 2,200,000.00 2,180,662.00 2.601 1.466 2,263,846.482,244,614.072,212,634.89

2,148,695.402,116,735.092,084,781.08

-1.466%-2.932%-4.397%


US GOV 4,200,000.00 4,184,922.00 2.226 0.494 4,230,992.374,226,314.664,205,617.31

4,164,228.744,143,537.524,122,848.36

-0.494%-0.989%-1.483%

912828D23UNITED STATES TREASURY

US GOV 3,700,000.00 3,679,909.00 2.358 0.737 3,743,894.193,734,176.923,707,041.29

3,652,780.063,625,654.473,598,532.23

-0.737%-1.474%-2.211%

912828D80UNITED STATES TREASURY

US GOV 3,600,000.00 3,566,664.00 2.495 1.059 3,660,922.533,642,209.563,604,433.83

3,528,900.073,491,142.043,453,389.90

-1.059%-2.117%-3.176%

912828F39UNITED STATES TREASURY

US GOV 2,200,000.00 2,180,926.00 2.508 1.139 2,243,248.772,230,629.952,205,775.94

2,156,080.142,131,238.372,106,400.67

-1.139%-2.278%-3.417%

912828F62UNITED STATES TREASURY

US GOV 2,200,000.00 2,171,994.00 2.540 1.223 2,239,496.462,225,140.162,198,564.79

2,145,427.792,118,866.172,092,309.12

-1.223%-2.446%-3.669%


US GOV 4,900,000.00 4,883,879.00 2.133 0.371 4,922,559.774,920,154.514,902,016.08

4,865,743.264,847,608.884,829,475.83

-0.371%-0.743%-1.114%

912828RT9UNITED STATES TREASURY

US GOV 2,300,000.00 2,294,434.00 2.101 0.331 2,310,394.082,309,624.842,302,029.17

2,286,839.332,279,245.172,271,651.51

-0.331%-0.662%-0.993%


US GOV 2,700,000.00 2,694,519.00 1.967 0.166 2,703,324.292,703,324.292,698,995.26

2,690,042.882,685,566.922,681,091.10

-0.166%-0.332%-0.498%


US GOV 2,700,000.00 2,691,414.00 2.025 0.249 2,704,968.952,704,803.962,698,108.82

2,684,719.522,678,025.372,671,331.55

-0.249%-0.497%-0.746%


US GOV 2,700,000.00 2,690,307.00 2.081 0.331 2,708,841.502,708,120.002,699,213.21

2,681,401.382,672,496.352,663,591.92

-0.331%-0.662%-0.993%

912828W30UNITED STATES TREASURY

US GOV 3,650,000.00 3,626,056.00 2.261 0.575 3,673,193.593,667,754.863,646,904.31

3,605,209.923,584,366.073,563,524.46

-0.575%-1.150%-1.725%

912828W97UNITED STATES TREASURY

US GOV 3,545,000.00 3,520,362.25 2.305 0.656 3,573,606.023,566,553.573,543,456.58

3,497,270.583,474,181.583,451,095.23

-0.656%-1.312%-1.968%

912828WL0UNITED STATES TREASURY

US GOV 3,700,000.00 3,673,101.00 2.385 0.820 3,744,933.793,733,334.433,703,215.74

3,642,990.233,612,883.423,582,780.57

-0.820%-1.639%-2.459%

912828WS5UNITED STATES TREASURY

US GOV 3,700,000.00 3,672,694.00 2.444 0.901 3,753,558.783,738,863.733,705,776.55

3,639,616.073,606,542.763,573,474.07

-0.901%-1.801%-2.702%

912828WW6UNITED STATES TREASURY

US GOV 3,700,000.00 3,669,216.00 2.472 0.984 3,758,481.793,741,421.553,705,316.11

3,633,121.233,597,031.813,560,947.73

-0.984%-1.967%-2.951%


MMFUND 3,144,632.79 3,144,632.79 1.760 0.000 3,144,632.793,144,632.793,144,632.79

3,144,632.793,144,632.793,144,632.79

0.000%0.000%0.000%

Bernco Portfolio Shock Bernalillo County Bond Proceed (52469)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

9







CCYUSDReceivable

CASH 3,350.34 3,350.34 0.000 0.000 3,350.343,350.343,350.34

3,350.343,350.343,350.34

0.000%0.000%0.000%

------

--- 61,942,983.13 61,581,834.38 2.275 0.680 62,591,714.7962,419,170.0262,000,676.31

61,163,051.2860,744,327.0360,325,661.60

-0.680%-1.360%-2.040%

Bernco Portfolio Shock Bernalillo County Bond Proceed (52469)Base Currency: USD As of 07/31/2018 Return to Table of Contents Dated: 08/09/2018

10








912828D80 UNITED STATES TREASURY08/31/2019

Buy 07/11/201807/12/2018


912828XK1 UNITED STATES TREASURY07/15/2018

Maturity 07/15/201807/15/2018

Maturity 100.000 -2,700,000.00 0.00


Buy ------

Direct 1.000 5,876,372.92 0.00


Sell ------

Direct 1.000 -2,731,740.13 0.00

--- ---09/09/2018

--- ------

--- --- 1,832,109.35 0.00

Bernco Trading Report Bernalillo County Bond Proceed (52469)07/01/2018 - 07/31/2018 Return to Table of Contents Dated: 08/09/2018

11





912796LS6 UNITED STATES TREASURY03/29/2018

Buy 11/21/201711/22/2017

Morgan Stanley 99.547 1,493,200.21 0.00

912796LS6 UNITED STATES TREASURY03/29/2018

Maturity 03/29/201803/29/2018

Maturity 100.000 -1,500,000.00 0.00

912796LX5 UNITED STATES TREASURY04/26/2018

Buy 11/21/201711/22/2017


912796LX5 UNITED STATES TREASURY04/26/2018

Maturity 04/26/201804/26/2018

Maturity 100.000 -2,000,000.00 0.00

912796MB2 UNITED STATES TREASURY05/24/2018

Buy 11/21/201711/22/2017

Morgan Stanley 99.290 1,985,792.08 0.00

912796MB2 UNITED STATES TREASURY05/24/2018

Maturity 05/24/201805/24/2018

Maturity 100.000 -2,000,000.00 0.00

912796MF3 UNITED STATES TREASURY06/21/2018

Buy 11/21/201711/22/2017

Morgan Stanley 99.194 991,940.97 0.00

912796MF3 UNITED STATES TREASURY06/21/2018

Maturity 06/21/201806/21/2018

Maturity 100.000 -1,000,000.00 0.00

912796MJ5 UNITED STATES TREASURY12/28/2017

Buy 11/21/201711/22/2017


912796MJ5 UNITED STATES TREASURY12/28/2017

Maturity 12/28/201712/28/2017

Maturity 100.000 -4,000,000.00 0.00

912796NP0 UNITED STATES TREASURY01/25/2018

Buy 11/21/201711/22/2017

GOLDMAN 99.791 997,911.11 0.00

912796NP0 UNITED STATES TREASURY01/25/2018

Maturity 01/25/201801/25/2018

Maturity 100.000 -1,000,000.00 0.00


Buy 11/21/201711/22/2017



Maturity 02/22/201802/22/2018

Maturity 100.000 -36,000,000.00 0.00


Buy 02/22/201802/23/2018



Buy 02/22/201802/23/2018



Buy 02/22/201802/23/2018



Buy 02/22/201802/23/2018

Morgan Stanley 99.484 2,188,656.25 0.00


Buy 01/29/201801/31/2018

Morgan Stanley 99.551 1,493,261.72 0.00


Buy 02/22/201802/23/2018

Morgan Stanley 99.422 2,187,281.25 0.00


Buy 02/22/201802/23/2018

GOLDMAN 99.160 2,181,523.44 0.00


Buy 07/11/201807/12/2018


912828F39 UNITED STATES TREASURY09/30/2019

Buy 02/22/201802/23/2018


912828F62 UNITED STATES TREASURY10/31/2019

Buy 02/22/201802/23/2018

Morgan Stanley 98.824 2,174,132.81 0.00


Buy 02/22/201802/23/2018


912828P20 UNITED STATES TREASURY01/31/2018

Maturity 01/31/201801/31/2018

Maturity 100.000 -1,495,000.00 0.00


Maturity 03/31/201803/31/2018

Maturity 100.000 -1,350,000.00 0.00


Maturity 04/30/201804/30/2018

Maturity 100.000 -1,230,000.00 0.00


Maturity 05/31/201805/31/2018

Maturity 100.000 -1,364,000.00 0.00

Bernco Trading Report Bernalillo County Bond Proceed (52469)08/01/2017 - 07/31/2018 Dated: 08/13/2018

1








Maturity 06/30/201806/30/2018

Maturity 100.000 -2,700,000.00 0.00

912828RT9 UNITED STATES TREASURY11/30/2018

Buy 02/22/201802/23/2018

Morgan Stanley 99.551 2,289,667.97 0.00


Maturity 08/31/201708/31/2017

Maturity 100.000 -1,500,000.00 0.00


Maturity 09/30/201709/30/2017

Maturity 100.000 -1,500,000.00 0.00


Maturity 10/31/201710/31/2017

Maturity 100.000 -1,500,000.00 0.00


Maturity 11/30/201711/30/2017

Maturity 100.000 -1,495,000.00 0.00

912828UE8 UNITED STATES TREASURY12/31/2017

Maturity 12/31/201712/31/2017

Maturity 100.000 -1,495,000.00 0.00


Maturity 02/28/201802/28/2018

Maturity 100.000 -1,395,000.00 0.00

912828UU2 UNITED STATES TREASURY03/31/2018

Buy 09/19/201709/20/2017

WELLS FARGO SECURITIES LLC 99.773 498,867.19 0.00

912828UU2 UNITED STATES TREASURY03/31/2018

Maturity 03/31/201803/31/2018

Maturity 100.000 -500,000.00 0.00

912828UZ1 UNITED STATES TREASURY04/30/2018

Buy 09/19/201709/20/2017

CITIGROUP GLOBAL MARKETS INC. 99.641 498,203.13 0.00

912828UZ1 UNITED STATES TREASURY04/30/2018

Maturity 04/30/201804/30/2018

Maturity 100.000 -500,000.00 0.00


Maturity 05/31/201805/31/2018

Maturity 100.000 -1,319,000.00 0.00

912828W30 UNITED STATES TREASURY02/28/2019

Buy 01/29/201801/30/2018

JP MORGAN SECURITIES INC. 99.125 495,625.00 0.00


Buy 02/22/201802/23/2018

GOLDMAN 99.043 2,178,945.31 0.00


Buy 08/03/201708/04/2017

BANC OF AMERICA SECURITIES LLC 99.891 844,075.78 0.00


Buy 01/29/201801/30/2018

JP MORGAN SECURITIES INC. 99.164 495,820.31 0.00


Buy 02/22/201802/23/2018



Buy 02/22/201802/23/2018


912828WS5 UNITED STATES TREASURY06/30/2019

Buy 02/22/201802/23/2018


912828WW6 UNITED STATES TREASURY07/31/2019

Buy 02/22/201802/23/2018


912828WW6 UNITED STATES TREASURY07/31/2019

Buy 03/01/201803/02/2018


912828XK1 UNITED STATES TREASURY07/15/2018

Maturity 07/15/201807/15/2018

Maturity 100.000 -2,700,000.00 0.00


Buy ------

Direct 1.000 117,888,662.14 0.00


Sell ------

Direct 1.000 -116,288,631.50 0.00

--- ---07/21/2018

--- ------

--- --- 22,436,128.73 0.00

Bernco Trading Report Bernalillo County Bond Proceed (52469)08/01/2017 - 07/31/2018 Dated: 08/13/2018

2










717 17th St. Suite 1850

Denver, CO 80202

report: executive summary bernalillo county ......risk metric portfolio index difference duration...

Documents