Report: Executive Summary Account: As of: 10/31/2016 Market Value + Accrued Book Yield Summary of Investment Funds: US Treasury Securities 104,958,602.37 $ 0.723% US Agency Securities 15,087,615.28 $ 1.039% Cash - Wells Fargo MMF 10,184,306.46 $ 0.240% Wells Fargo Savings 5,787,873.30 $ 0.163% First National Bank Santa Fe 20,083,462.74 $ 0.255% Bank of the West 40,363,417.84 $ 0.305% Total Month-end Bank Balances 66,234,753.88 $ 0.277% Total Investable Funds 196,465,277.98 $ 0.572% 200,290,527.15 $ 0.532% * Average Monthly Bank Deposit Balances (on which returns are calculated): Wells Fargo Savings 6,058,892.97 $ First National Bank Santa Fe 23,304,496.75 $ Bank of the West 40,353,189.16 $ Total Average Bank Balances 69,716,578.88 $ Compliance: Note: Legacy term repurchase agreement information is filed with the collateral compliance report. 7.68% BERNALILLO COUNTY TREASURER % of Total 53.42% 5.18% Summary of Negotiated Bank Deposits:* 2.95% 10.22% 20.54% 33.71% 100.00% Previous Month Total Investable Funds 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.
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Report: Executive Summary
Account:
As of: 10/31/2016
Market Value + Accrued Book Yield
Summary of Investment Funds:
US Treasury Securities 104,958,602.37$ 0.723%
US Agency Securities 15,087,615.28$ 1.039%
Cash - Wells Fargo MMF 10,184,306.46$ 0.240%
Wells Fargo Savings 5,787,873.30$ 0.163%
First National Bank Santa Fe 20,083,462.74$ 0.255%
Bank of the West 40,363,417.84$ 0.305%
Total Month-end Bank Balances 66,234,753.88$ 0.277%
Total Investable Funds 196,465,277.98$ 0.572%
200,290,527.15$ 0.532%
* Average Monthly Bank Deposit Balances (on which returns are calculated):
Wells Fargo Savings 6,058,892.97$
First National Bank Santa Fe 23,304,496.75$
Bank of the West 40,353,189.16$
Total Average Bank Balances 69,716,578.88$
Compliance:
Note: Legacy term repurchase agreement information is filed with the collateral compliance report.
7.68%
BERNALILLO COUNTY TREASURER
% of Total
53.42%
5.18%
Summary of Negotiated Bank Deposits:*
2.95%
10.22%
20.54%
33.71%
100.00%
Previous Month Total Investable Funds
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 Op Funds (40455)Month End (M4 Y2017)10/01/2016 - 10/31/2016Dated: 11/14/2016Locked Down
Portfolio Overview (Bernalillo County Op Funds (40455)) 1
Bernco Holdings Summary (Bernalillo County Op Funds (40455)) 2
Bernco Duration (Bernalillo County Op Funds (40455)) 3
Bernco Credit Quality (Bernalillo County Op Funds (40455)) 5
Bernco Performance Summary (Bernalillo County Op Funds (40455)) 7
Base Shock Analysis (Bernalillo County Op Funds (40455)) 8
Bernco Trading Report (Bernalillo County Op Funds (40455)) 10
Table of ContentsDated: 11/14/2016
Index: BofA ML 1-Yr TBill.
Cash and Fixed Income Summary
Risk Metric Value
Cash 2,316.13
MMFund 10,184,306.46
Fixed Income 120,046,217.64
Duration 1.223
Convexity 0.031
WAL 1.24
Years to Final Maturity 1.24
Years to Effective Maturity 1.24
Yield 0.654
Book Yield 0.722
Avg Credit Rating AAA/Aaa/AAA
Balance Sheet
Book Value + Accrued 130,236,839.70
Net Unrealized Gain/Loss -3,999.47
Market Value + Accrued 130,232,840.23
Index Comparison Summary
Risk Metric Portfolio Index Difference
Duration 1.223 0.942 0.281
Yield 0.654 0.647 0.007
Years to Effective Maturity 1.24 0.948 0.292
Years to Final Maturity 1.24 0.948 0.292
Average Credit Rating AAA AAA ---
Fixed Income Holdings by Market Sector
Portfolio Overview Bernalillo County Op Funds (40455)10/01/2016 - 10/31/2016 Return to Table of Contents Dated: 11/14/2016
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
313378A43 FEDERAL HOME LOAN BANKS 5,000,000.00 AGCY BOND 03/09/2018 5,038,574.00 5,026,257.360.983
Bernco Holdings Summary Bernalillo County Op Funds (40455)As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
2
0.00 - 0.25
0.25 - 0.50
0.50 - 0.75
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
912828G46 UNITED STATES TREASURY 5,000,000.00 11/30/2016 11/30/2016 US GOV 100.0250 0.195 0.082 AAA 5,011,769.13
912828RX0 UNITED STATES TREASURY 5,000,000.00 12/31/2016 12/31/2016 US GOV 100.1000 0.271 0.166 AAA 5,019,741.85
912828SC5 UNITED STATES TREASURY 5,000,000.00 01/31/2017 01/31/2017 US GOV 100.1440 0.298 0.25 AAA 5,018,256.39
94975P405 WELLS FRGO GOVERNMENT CL I MMF 10,184,306.46 10/31/2016 10/31/2016 MMFUND 1.0000 0.24 0.00 AAA 10,184,306.46
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
3135G0ZB2 FEDERAL NATIONAL MORTGAGE ASSOCIATION 5,000,000.00 04/20/2017 04/20/2017 AGCY BOND 100.1060 0.524 0.468 AAA 5,006,445.83
912828J35 UNITED STATES TREASURY 5,000,000.00 02/28/2017 02/28/2017 US GOV 100.0560 0.331 0.331 AAA 5,007,081.77
912828SM3 UNITED STATES TREASURY 4,915,000.00 03/31/2017 03/31/2017 US GOV 100.2380 0.425 0.414 AAA 4,931,018.58
912828SM3 UNITED STATES TREASURY 5,000,000.00 03/31/2017 03/31/2017 US GOV 100.2380 0.425 0.414 AAA 5,016,295.60
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
912828SY7 UNITED STATES TREASURY 5,000,000.00 05/31/2017 05/31/2017 US GOV 100.0200 0.59 0.579 AAA 5,014,148.91
912828TB6 UNITED STATES TREASURY 5,000,000.00 06/30/2017 06/30/2017 US GOV 100.0820 0.626 0.662 AAA 5,016,735.87
912828XP0 UNITED STATES TREASURY 5,000,000.00 07/31/2017 07/31/2017 US GOV 99.9920 0.636 0.746 AAA 5,007,497.42
Bernco Duration Bernalillo County Op Funds (40455)Base Currency: USD As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
3
0.75 - 1.00
1.00 - 2.00
2.00 - 3.00
Summary
* Grouped by: Duration. * Groups Sorted by: Duration. * Weighted by: Base Market Value + Accrued.
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
--- UNITED STATES TREASURY 15,000,000.00 06/30/2017 06/30/2017 US GOV 100.0314 0.617 0.662 AAA 15,038,382.20
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
912828TM2 UNITED STATES TREASURY 5,000,000.00 08/31/2017 08/31/2017 US GOV 99.9530 0.682 0.827 AAA 5,003,002.21
912828TW0 UNITED STATES TREASURY 5,000,000.00 10/31/2017 10/31/2017 US GOV 100.0230 0.727 0.995 AAA 5,001,253.59
--- UNITED STATES TREASURY 10,000,000.00 09/30/2017 09/30/2017 US GOV 99.9880 0.704 0.911 AAA 10,004,255.80
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
313378A43 FEDERAL HOME LOAN BANKS 5,000,000.00 03/09/2018 03/09/2018 AGCY BOND 100.7480 0.819 1.34 AAA 5,047,330.56
3137EADX4 FEDERAL HOME LOAN MORTGAGE CORP 5,000,000.00 12/15/2017 12/15/2017 AGCY BOND 100.2990 0.732 1.111 AAA 5,033,838.89
912828H37 UNITED STATES TREASURY 5,000,000.00 01/15/2018 01/15/2018 US GOV 100.1600 0.741 1.196 AAA 5,020,958.56
912828K25 UNITED STATES TREASURY 5,000,000.00 04/15/2018 04/15/2018 US GOV 99.9380 0.793 1.445 AAA 4,998,651.37
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
9128282B5 UNITED STATES TREASURY 5,025,000.00 08/15/2019 08/15/2019 US GOV 99.3670 0.98 2.749 AAA 5,001,179.86
9128282G4 UNITED STATES TREASURY 5,000,000.00 09/15/2019 09/15/2019 US GOV 99.6520 0.998 2.826 AAA 4,988,280.25
912828S43 UNITED STATES TREASURY 5,000,000.00 07/15/2019 07/15/2019 US GOV 99.4140 0.97 2.666 AAA 4,981,807.34
912828SD3 UNITED STATES TREASURY 4,820,000.00 01/31/2019 01/31/2019 US GOV 100.7230 0.924 2.209 AAA 4,870,074.82
912828SN1 UNITED STATES TREASURY 4,930,000.00 03/31/2019 03/31/2019 US GOV 101.3400 0.937 2.367 AAA 5,002,563.10
912828T59 UNITED STATES TREASURY 5,000,000.00 10/15/2019 10/15/2019 US GOV 100.0040 0.999 2.904 AAA 5,002,535.16
912828TC4 UNITED STATES TREASURY 5,000,000.00 06/30/2019 06/30/2019 US GOV 100.1020 0.961 2.616 AAA 5,021,947.83
912828WL0 UNITED STATES TREASURY 4,925,000.00 05/31/2019 05/31/2019 US GOV 101.3750 0.959 2.515 AAA 5,023,802.77
--- UNITED STATES TREASURY 39,700,000.00 06/27/2019 06/27/2019 US GOV 100.2468 0.966 2.608 AAA 39,892,191.13
Identifier Description Base Current Units Effective Maturity Final Maturity Security Type Market Price Yield Duration Rating Base Market Value + Accrued
Bernco Duration Bernalillo County Op Funds (40455)Base Currency: USD As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
4
US GOVIdentifier Description LT Rating Base Current Units Final Maturity Security Type Market Sector Base Market Value + Accrued % of Base Market
Value + Accrued
912828SD3 UNITED STATES TREASURY AAA 4,820,000.00 01/31/2019 US GOV Government 4,870,074.82 3.740%
912828SM3 UNITED STATES TREASURY AAA 4,915,000.00 03/31/2017 US GOV Government 4,931,018.58 3.786%
912828S43 UNITED STATES TREASURY AAA 5,000,000.00 07/15/2019 US GOV Government 4,981,807.34 3.825%
9128282G4 UNITED STATES TREASURY AAA 5,000,000.00 09/15/2019 US GOV Government 4,988,280.25 3.830%
912828K25 UNITED STATES TREASURY AAA 5,000,000.00 04/15/2018 US GOV Government 4,998,651.37 3.838%
9128282B5 UNITED STATES TREASURY AAA 5,025,000.00 08/15/2019 US GOV Government 5,001,179.86 3.840%
912828TW0 UNITED STATES TREASURY AAA 5,000,000.00 10/31/2017 US GOV Government 5,001,253.59 3.840%
912828T59 UNITED STATES TREASURY AAA 5,000,000.00 10/15/2019 US GOV Government 5,002,535.16 3.841%
912828SN1 UNITED STATES TREASURY AAA 4,930,000.00 03/31/2019 US GOV Government 5,002,563.10 3.841%
912828TM2 UNITED STATES TREASURY AAA 5,000,000.00 08/31/2017 US GOV Government 5,003,002.21 3.842%
912828J35 UNITED STATES TREASURY AAA 5,000,000.00 02/28/2017 US GOV Government 5,007,081.77 3.845%
912828XP0 UNITED STATES TREASURY AAA 5,000,000.00 07/31/2017 US GOV Government 5,007,497.42 3.845%
912828G46 UNITED STATES TREASURY AAA 5,000,000.00 11/30/2016 US GOV Government 5,011,769.13 3.848%
912828SY7 UNITED STATES TREASURY AAA 5,000,000.00 05/31/2017 US GOV Government 5,014,148.91 3.850%
912828SM3 UNITED STATES TREASURY AAA 5,000,000.00 03/31/2017 US GOV Government 5,016,295.60 3.852%
912828TB6 UNITED STATES TREASURY AAA 5,000,000.00 06/30/2017 US GOV Government 5,016,735.87 3.852%
912828SC5 UNITED STATES TREASURY AAA 5,000,000.00 01/31/2017 US GOV Government 5,018,256.39 3.853%
912828RX0 UNITED STATES TREASURY AAA 5,000,000.00 12/31/2016 US GOV Government 5,019,741.85 3.854%
912828H37 UNITED STATES TREASURY AAA 5,000,000.00 01/15/2018 US GOV Government 5,020,958.56 3.855%
912828TC4 UNITED STATES TREASURY AAA 5,000,000.00 06/30/2019 US GOV Government 5,021,947.83 3.856%
912828WL0 UNITED STATES TREASURY AAA 4,925,000.00 05/31/2019 US GOV Government 5,023,802.77 3.858%
--- UNITED STATES TREASURY AAA 104,615,000.00 03/25/2018 US GOV Government 104,958,602.37 80.593%
Bernco Credit Quality Bernalillo County Op Funds (40455)Base Currency: USD As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
5
AGCY BOND
MMFUND
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
3135G0ZB2 FEDERAL NATIONAL MORTGAGE ASSOCIATION AAA 5,000,000.00 04/20/2017 AGCY BOND Agency 5,006,445.83 3.844%
3137EADX4 FEDERAL HOME LOAN MORTGAGE CORP AAA 5,000,000.00 12/15/2017 AGCY BOND Agency 5,033,838.89 3.865%
313378A43 FEDERAL HOME LOAN BANKS AAA 5,000,000.00 03/09/2018 AGCY BOND Agency 5,047,330.56 3.876%
--- --- AAA 15,000,000.00 10/25/2017 AGCY BOND Agency 15,087,615.28 11.585%
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 10,184,306.46 10/31/2016 MMFUND Cash 10,184,306.46 7.820%
94975P405 WELLS FRGO GOVERNMENT CL I MMF AAA 10,184,306.46 10/31/2016 MMFUND Cash 10,184,306.46 7.820%
Identifier Description LT Rating Base Current Units Final Maturity Security Type Market Sector Base Market Value + Accrued % of Base MarketValue + Accrued
Identifier Description LT Rating Base Current Units Final Maturity Security Type Market Sector Base Market Value + Accrued % of Base MarketValue + Accrued
Trailing Year 11/01/2015 10/31/2016 0.542% 0.550% -0.008%
Account Index Index Start Date Index End Date
Bernalillo County Op Funds BofA ML 1-Yr TBill 11/30/2007 ---
Bernco Performance Summary Bernalillo County Op Funds (40455)Base Currency: USD As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
7
Identifier,Description
Security Type Base Market Value Book Yield Yield Duration,Convexity
-300 Basis Point Shock,-200 Basis Point Shock,-100 Basis Point Shock
100 Basis Point Shock,200 Basis Point Shock,300 Basis Point Shock
313378A43FEDERAL HOME LOAN BANKS
AGCY BOND 5,037,400.00 0.983 0.819 1.340.025
5,092,668.945,092,668.945,092,668.94
4,969,910.214,902,432.874,834,967.97
3135G0ZB2FEDERAL NATIONAL MORTGAGE ASSOCIATION
AGCY BOND 5,005,300.00 1.017 0.524 0.4680.004
5,017,571.495,017,571.495,017,571.49
4,981,861.604,958,425.404,934,991.39
3137EADX4FEDERAL HOME LOAN MORTGAGE CORP
AGCY BOND 5,014,950.00 1.116 0.732 1.1110.018
5,055,717.015,055,717.015,055,717.01
4,959,252.244,903,563.484,847,883.71
9128282B5UNITED STATES TREASURY
US GOV 4,993,191.75 0.885 0.98 2.7490.09
5,127,801.385,127,801.385,127,801.38
4,855,936.984,718,727.044,581,561.92
9128282G4UNITED STATES TREASURY
US GOV 4,982,600.00 0.986 0.998 2.8260.095
5,123,178.365,123,178.365,123,178.36
4,841,801.754,701,050.604,560,346.55
912828G46UNITED STATES TREASURY
US GOV 5,001,250.00 0.472 0.195 0.0820.00
5,002,047.395,002,047.395,002,047.39
4,997,151.304,993,052.674,988,954.11
912828H37UNITED STATES TREASURY
US GOV 5,008,000.00 0.941 0.741 1.1960.02
5,052,392.635,052,392.635,052,392.63
4,948,130.814,888,271.784,828,422.93
912828J35UNITED STATES TREASURY
US GOV 5,002,800.00 0.518 0.331 0.3310.002
5,008,276.735,008,276.735,008,276.73
4,986,234.834,969,670.774,953,107.80
912828K25UNITED STATES TREASURY
US GOV 4,996,900.00 0.90 0.793 1.4450.028
5,054,142.615,054,142.615,054,142.61
4,924,715.934,852,545.914,780,389.93
912828RX0UNITED STATES TREASURY
US GOV 5,005,000.00 0.498 0.271 0.1660.001
5,007,244.485,007,244.485,007,244.48
4,996,707.534,988,415.334,980,123.40
912828S43UNITED STATES TREASURY
US GOV 4,970,700.00 0.849 0.97 2.6660.085
5,099,218.895,099,218.895,099,218.89
4,838,221.864,705,785.894,573,392.07
912828SC5UNITED STATES TREASURY
US GOV 5,007,200.00 0.536 0.298 0.250.001
5,010,926.615,010,926.615,010,926.61
4,994,691.634,982,183.884,969,676.76
912828SD3UNITED STATES TREASURY
US GOV 4,854,848.60 0.835 0.924 2.2090.06
4,954,001.334,954,001.334,954,001.33
4,747,616.084,640,412.814,533,238.79
912828SM3UNITED STATES TREASURY
US GOV 9,938,597.70 0.582 0.425 0.4140.003
9,956,085.519,956,085.519,956,085.51
9,897,443.159,856,292.019,815,144.28
912828SN1UNITED STATES TREASURY
US GOV 4,996,062.00 0.847 0.937 2.3670.068
5,106,934.215,106,934.215,106,934.21
4,877,817.414,759,606.964,641,430.66
912828SY7UNITED STATES TREASURY
US GOV 5,001,000.00 0.60 0.59 0.5790.006
5,018,087.675,018,087.675,018,087.67
4,972,060.704,943,124.524,914,191.46
912828T59UNITED STATES TREASURY
US GOV 5,000,200.00 1.017 0.999 2.9040.099
5,145,249.505,145,249.505,145,249.50
4,854,995.254,709,840.244,564,734.96
912828TB6UNITED STATES TREASURY
US GOV 5,004,100.00 0.605 0.626 0.6620.008
5,024,838.965,024,838.965,024,838.96
4,970,983.694,937,871.244,904,762.62
912828TC4UNITED STATES TREASURY
US GOV 5,005,100.00 0.865 0.961 2.6160.082
5,130,959.925,130,959.925,130,959.92
4,874,179.694,743,300.494,612,462.38
912828TM2UNITED STATES TREASURY
US GOV 4,997,650.00 0.538 0.682 0.8270.011
5,025,827.675,025,827.675,025,827.67
4,956,316.444,914,988.374,873,665.78
912828TW0UNITED STATES TREASURY
US GOV 5,001,150.00 0.659 0.727 0.9950.015
5,037,304.765,037,304.765,037,304.76
4,951,416.394,901,690.214,851,971.46
Base Shock Analysis Bernalillo County Op Funds (40455)Base Currency: USD As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
8
* Weighted by: Base Market Value + Accrued, except Book Yield by Base Book Value + Accrued.
*The shock analysis includes a yield floor of 0.
Identifier,Description
Security Type Base Market Value Book Yield Yield Duration,Convexity
-300 Basis Point Shock,-200 Basis Point Shock,-100 Basis Point Shock
100 Basis Point Shock,200 Basis Point Shock,300 Basis Point Shock
912828WL0UNITED STATES TREASURY
US GOV 4,992,718.75 0.868 0.959 2.5150.077
5,113,220.355,113,220.355,113,220.35
4,867,163.634,741,646.834,616,168.34
912828XP0UNITED STATES TREASURY
US GOV 4,999,600.00 0.606 0.636 0.7460.009
5,023,307.075,023,307.075,023,307.07
4,962,301.734,925,008.114,887,719.14
94975P405WELLS FRGO GOVERNMENT CL I MMF
MMFUND 10,184,306.46 0.24 0.24 0.000.00
10,184,306.4610,184,306.4610,184,306.46
10,184,306.4610,184,306.4610,184,306.46
CCYUSDReceivable
CASH 2,316.13 0.00 0.00 0.000.00
2,316.132,316.132,316.13
2,316.132,316.132,316.13
------
--- 130,002,941.39 0.722 0.654 1.2230.031
131,373,626.06131,373,626.06131,373,626.06
128,413,533.45126,824,529.99125,235,931.01
Base Shock Analysis Bernalillo County Op Funds (40455)Base Currency: USD As of 10/31/2016 Return to Table of Contents Dated: 11/14/2016
9
* Does not Lock Down.
* Showing transactions with Trade Date within selected date range. * 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
9128282G4 UNITED STATES TREASURY09/15/2019
Buy 10/21/201610/25/2016
RBC Dain Rauscher (US) 99.684 4,984,179.69 0.00
912828F88 UNITED STATES TREASURY10/31/2016
Maturity 10/31/201610/31/2016
Maturity 100.00 -5,000,000.00 0.00
912828T59 UNITED STATES TREASURY10/15/2019
Buy 10/26/201610/31/2016
BANC OF AMERICA SECURITIES LLC 99.949 4,997,460.94 0.00
94975P405 WELLS FRGO GOVERNMENT CL I MMF10/31/2016
Buy ------
Direct 1.00 5,068,444.83 0.00
94975P405 WELLS FRGO GOVERNMENT CL I MMF10/31/2016
Sell 10/25/201610/25/2016
Direct 1.00 -4,989,013.95 0.00
--- ------
--- ------
--- --- 5,061,071.51 0.00
Bernco Trading Report Bernalillo County Op Funds (40455)10/01/2016 - 10/31/2016 Return to Table of Contents Dated: 11/14/2016
10
* Does not Lock Down.
Identifier Description,Final Maturity
Transaction Type Trade Date,Settle Date
Broker/Dealer Price Principal Realized Gain/Loss
313378A43 FEDERAL HOME LOAN BANKS03/09/2018
Buy 03/10/201603/11/2016
Cantor Fitzgerald 100.771 5,038,574.00 0.00
3135G0ZB2 FEDERAL NATIONAL MORTGAGE ASSOCIATION04/20/2017
Buy 12/28/201512/31/2015
JP MORGAN SECURITIES INC. 99.655 4,982,750.00 0.00
3137EADX4 FEDERAL HOME LOAN MORTGAGE CORP12/15/2017
Buy 12/24/201512/28/2015
CITIGROUP GBL MKTS/SALOMON, NEW YORK 99.775 4,988,750.00 0.00
9128282B5 UNITED STATES TREASURY08/15/2019
Buy 09/23/201609/27/2016
Morgan Stanley 99.617 5,005,763.67 0.00
9128282G4 UNITED STATES TREASURY09/15/2019
Buy 10/21/201610/25/2016
RBC Dain Rauscher (US) 99.684 4,984,179.69 0.00
912828A67 UNITED STATES TREASURY12/31/2015
Maturity 12/31/201512/31/2015
Maturity 100.00 -5,000,000.00 0.00
912828B41 UNITED STATES TREASURY01/31/2016
Maturity 01/31/201601/31/2016
Maturity 100.00 -5,000,000.00 0.00
912828B82 UNITED STATES TREASURY02/29/2016
Maturity 02/29/201602/29/2016
Maturity 100.00 -5,000,000.00 0.00
912828C40 UNITED STATES TREASURY03/31/2016
Maturity 03/31/201603/31/2016
Maturity 100.00 -5,000,000.00 0.00
912828F47 UNITED STATES TREASURY09/30/2016
Buy 02/18/201602/19/2016
CITIGROUP GBL MKTS/SALOMON, NEW YORK 100.00 5,000,000.00 0.00
912828F47 UNITED STATES TREASURY09/30/2016
Maturity 09/30/201609/30/2016
Maturity 100.00 -5,000,000.00 0.00
912828F88 UNITED STATES TREASURY10/31/2016
Buy 02/18/201602/19/2016
CITIGROUP GBL MKTS/SALOMON, NEW YORK 99.906 4,995,312.50 0.00
912828F88 UNITED STATES TREASURY10/31/2016
Maturity 10/31/201610/31/2016
Maturity 100.00 -5,000,000.00 0.00
912828H37 UNITED STATES TREASURY01/15/2018
Buy 03/10/201603/11/2016
Bank of NYC 99.879 4,993,945.31 0.00
912828J35 UNITED STATES TREASURY02/28/2017
Buy 04/19/201604/20/2016
CITIGROUP GBL MKTS/SALOMON, NEW YORK 99.984 4,999,218.75 0.00
912828K25 UNITED STATES TREASURY04/15/2018
Buy 05/23/201605/24/2016
BANC OF AMERICA SECURITIES LLC 99.719 4,985,937.50 0.00
912828S43 UNITED STATES TREASURY07/15/2019
Buy 09/29/201609/30/2016
JP MORGAN SECURITIES INC. 99.727 4,986,328.13 0.00
912828SD3 UNITED STATES TREASURY01/31/2019
Buy 09/23/201609/27/2016
BANC OF AMERICA SECURITIES LLC 100.961 4,866,317.19 0.00
912828SN1 UNITED STATES TREASURY03/31/2019
Buy 09/23/201609/27/2016
BANC OF AMERICA SECURITIES LLC 101.617 5,009,727.34 0.00
912828SY7 UNITED STATES TREASURY05/31/2017
Buy 04/19/201604/20/2016
Morgan Stanley 100.027 5,001,367.19 0.00
912828T59 UNITED STATES TREASURY10/15/2019
Buy 10/26/201610/31/2016
BANC OF AMERICA SECURITIES LLC 99.949 4,997,460.94 0.00
912828TB6 UNITED STATES TREASURY06/30/2017
Buy 04/20/201604/21/2016
CITIGROUP GBL MKTS/SALOMON, NEW YORK 100.172 5,008,593.75 0.00
912828TC4 UNITED STATES TREASURY06/30/2019
Buy 09/23/201609/27/2016
BANC OF AMERICA SECURITIES LLC 100.367 5,018,359.38 0.00
912828TM2 UNITED STATES TREASURY08/31/2017
Buy 06/28/201606/29/2016
Morgan Stanley 100.102 5,005,078.13 0.00
912828TW0 UNITED STATES TREASURY10/31/2017
Buy 08/15/201608/16/2016
CITIGROUP GBL MKTS/SALOMON, NEW YORK 100.109 5,005,468.75 0.00
912828UW8 UNITED STATES TREASURY04/15/2016
Maturity 04/15/201604/15/2016
Maturity 100.00 -5,000,000.00 0.00
912828VC1 UNITED STATES TREASURY05/15/2016
Maturity 05/15/201605/15/2016
Maturity 100.00 -5,000,000.00 0.00
912828VG2 UNITED STATES TREASURY06/15/2016
Maturity 06/15/201606/15/2016
Maturity 100.00 -5,000,000.00 0.00
912828VL1 UNITED STATES TREASURY07/15/2016
Maturity 07/15/201607/15/2016
Maturity 100.00 -5,000,000.00 0.00
Bernco Trading Report Bernalillo County Op Funds (40455)11/01/2015 - 10/31/2016 Dated: 11/14/2016
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* Showing transactions with Trade Date within selected date range. * 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
912828VR8 UNITED STATES TREASURY08/15/2016
Maturity 08/15/201608/15/2016
Maturity 100.00 -5,000,000.00 0.00
912828WL0 UNITED STATES TREASURY05/31/2019
Buy 09/23/201609/27/2016
BANC OF AMERICA SECURITIES LLC 101.668 5,007,147.46 0.00
912828XP0 UNITED STATES TREASURY07/31/2017
Buy 07/15/201607/18/2016
Morgan Stanley 100.02 5,000,976.56 0.00
94975P405 ---10/31/2016
Buy ------
Direct 1.00 105,367,909.56 0.00
94975P405 ---10/31/2016
Sell ------
Direct 1.00 -105,729,425.78 0.00
--- ------
--- ------
--- --- 49,519,740.02 0.00
Bernco Trading Report Bernalillo County Op Funds (40455)11/01/2015 - 10/31/2016 Dated: 11/14/2016
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
DisclaimerDated: 11/14/2016
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Bernalillo County Accounting Department
FY2017 Operating Cash Flow Forecast Report
Operating Beginning Cash Balances July August September October November December January February March April May June