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HomeMy WebLinkAbout16 AMEND INV POLICY 04-01-96Inter-Com NO. 16 4-1-96 DATE: ydm¢lt 25, 1996 Adopt the attached amended City of Tustin Investment Policy as recommended by the City's Audit Committee. DISCUSSION: The Government Code of the State of California and the City of Tustin's Investment Policy require at least an annual review of the current policy and informal adoption of the policy for the following year. The city Council has given the City's Audit Committee the charge to annually review the policy and recommend changes to the City Council for its consideration. Beginning in December 1995, the Audit Committee has spent a considerable amount of time reviewing and revising the current policy, and at its meeting of March 21, the Committee approved the attached amended policy and recommend its adoption by the City Council. The City Treasurer and the Audit Committee have made several non- material changes to the policy, to clean up language and to incorporate changes as may be required by SB 866 which became effective January 1, 1996. The Committee and Treasurer are recommending the deletion of authority to invest in the Orange county Treasury co-mingled pool. The recommended policy continues the conservative nature of prior policies and reinforces the emphasis on the safety and availability of the public's funds with less emphasis on maximizing yield. I will be available at the City Council meeting to answer any questions you may have regarding the policy as presented. RAN/,: Po [ icy. Ma r GLOSSARY OF COMMON TREASURY TERMINOLOGY USED IN T~{IS REPORT BANKERS' ACCEPTkNCE (BA): A draft, bill °r exchange accepted by a bank or trust company. .The accepting institutioh guarantees payment of the bill, as well as the issuer. CERTIFICATE OF DEPOSIT (CD): A time deposit with a specific maturity evidenced by a certificate. Large denomination CD's are typically negotiable. COMMERCIAL PAPER: PrimarilY issued by corporations to finance receivables, commercial paper is a short term, unsecured promissory note issued for a maturity specified by the purchaser not to exceed 270 days. FEDERAL CREDIT AGENCIES: Agencies of the Federal Government set up to supply credit to various classes, of institutions and individuals, e.g., S&L's, small business firms, students, farmers, farm cooperatives, and exporters. LOCAL AGENCY INVESTMENT FUND (LAIF): The aggregate of all funds from political subdivisions that are placed in the custody 'of the California State Treasurer for investment and rein~estment. .MEDIUM TERM NOTES: Primarily issued by corporations to finance capital improvements, typically issued for three to five years. TREASURY BILLS: A non-interest bearing discount security issued by the U.S. Treasury to finance the national debt. .Most'bills are issued to mature in three months, six months, or one year.- TREASURY BOND: Long-term U.S. Treasury securities having initial maturities of more than ten years. TREASURY NOTES: Intermediate term coupon bearing U.S. Treasury securities having initial maturities of from one to ten years. RAN4: $ [ ossary. Jan 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 2O 21 22 23 24 25 26 9.7 28 Draft 12/14/95 Revised 12/19/95 Revised 12/21/95 Revised 3/15/96 Revised 3/21/96 CITY OF TUSTIN STATEMENT OF INVESTMENT POLICY I. GENERAL PURPOSE This statement is intended to provide guidelines for the investment of the City's temporary idle cash, and outline the policies for maximizing the efficiency of the City's Cash Management System. The ultimate goal is to enhance the economic status of the City while protecting its pooled cash. It is the intent of the City Council that all deposit and investment activities authorized by this policy shall be at the sole discretion of the City Treasurer as to selection and appropriateness. _ _ _ 1 5 6 7 8 9 10 11 12 13 1t 15 16 17 18 19 20 21 22 25 26 27 281 SCOPE It is intended that this policy cover all funds and investment activities under the direct authority of the City. OBJECTIVE The City's Cash Management System is designed to accurately monitor and forecast expenditures and revenues, thus enabling the City to invest funds to the fullest extent possible. The City investments meet the criteria established for safety and liquidity. The investment portfolio will be diversified to avoid incurring unreasonable risks regarding specific security types or individual financial institutions. POLICY The City of Tustin operates' its temporary pooled idle cash investments under the prudent man rule (Civil Code Sec. 2261, et seq. and Government Code Section 53600.3). The prudent man rule states, in essence, that "in investing .... property for the benefit of another, a trustee shall exercise the judgment and care, under the circumstances then prevailing, which men of prudence, discretion and intelligence exercise in the management of their own affairs .... ', This affords the City a broad spectrum of investment opportunities as long as the 1 2 3 4 5 6 7 8 9 10, 11 12 13 14 15 16 17 18 19 20 21 23 25 26 9.7 28 investment is deemed prudent and allowable under current legislation of the State of California (Government Code Section 53600 et seq.) and the guidelines established by the following prioritized criteria for selecting investments: and 1. Safety. It is the primary duty and responsibility of the City, City Council, City Treasurer and Director of Finance at all times to protect, preserve and maintain intact the principal placed in trust with the City on behalf of the citizens of the community. · --~ ..... [ &vailahility. An adequate percentage of the portfolio shall be maintained in liquid, short-term securities which can be converted to cash as necessary to meet disbursement requirements. 3. Yield. Yield is to be a consideration only after the basic requirements of adequate safety and liquidity have been met. Legal Investment Authority. Temporarily idle monies shall be invested in accordance with State and local laws and regulations and this Statement of Investment Policy. Statement of I~vestment Policy. Each year after review and report by the Audit Committee, the Treasurer shall submit to the City Council a proposed Statement of Investment Policy for Council consideration and adoption as submitted, or as revised by the City council. Cash Purchas? Only. All securities shall be purchased on a 1 9_ 5 6 7 8 9 10 11 19. 13 15 16 17 18 20 9.1 22 2~ 25 26 27 28 delivery vs payment (DVP) basis only· Securities shall not be purchased on margin, credit or for other than full cash payment and shall not be pledged as collateral· Repurchase Agreements. Funds shall not be directly invested in repurchase or reverse repurchase agreements Selling Securities Prior to Maturity. Generally losses will be acceptable on a sale before maturity if the reinvested proceeds will earn income with a present value greater than the present value of the income that would have been generated by the old investment, considering any capital loss or forgone interest on the original investment. Performance Standards. The investment portfolio will be designed to obtain a market-average rate of return during budgetary and economic cycles, taking into account the City's investment risk constraints and cash flow needs. The market- average rate of return is defined as the U.S. Treasury note yield which most closely matches the average portfolio LIFE as stated on the monthly investment report, using a 12 month movinq averaqe. ~ .......... ~ .... ~ ...... Quarterly Reports The Treasurer ~ .... ocr ~-~-- quarterly report to the City m~ shall render a .......... Council, City Manager and internal and external auditors, which states its relationship to the Statement of Investment ..... ~-- ~-- Exhibit I Cc ........ ~ Sample attached, . 1 2 3 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 2O 21 22 23 24: 25 26 27 28 Required elements of the _A~.. .......... z quarterly report are as follows® a. Type of investment " b. Institution. C. Date of maturity· · d. Amount of deposit or cost of the security. e. Rate of interest· f. Statement relating the report~to the Statement of Investment Policy· 'g. Statement that there are sufficient funds to meet the next 30 days" 6 months" obligations· h. The current book value. i. The current market value. · j. Average portfolio life. k. Average portfolio yield. 1. Current treasury yield that most closely matches average portfolio life· Reports of the State Treasurer's Locai'Aqency Investment Fund , shall be accepted in lieu of subparagraphs a. through 1. to support City deposits in the Fund. II' GUIDELINES. The following directions and limitations are hereby .established to direct and control investment activities in such a manner that above-stated goals are achieved. Delegation of AUthority. California Government Code, Section 53607 provides the authority for the legislative body of the 5 1 2 3 4 5 6 7 8 9 10 11 12 13 14 local agency to invest funds of the local agency or to delegate that full responsibility to the Treasurer of the local agency. Under CitY of Tustin Ordinance~ No. 832, the City Council has authorized the City Treasurer to invest City funds in accordance with California Government Code Section 53600, et. seq. Ethics and Conflicts of. Interest. The City Treasurer shall refrain from personal business activity that could conflict with proper execution of theinvestment program Or which could impair the ability to make impartial investment decisions. The City Treasurer is governed by Government Code Section 1090 et.seq.; the Political Reform Act of 1974 regarding disclosure of material financial'interests; disqualification requirements and the City's gift requlation. 'Investment Transaction-. Every investment transaction shall 16 17 18 19 2O 21 22 23 24 25 26 27 28 be reviewed, authorized and documented by the Treasurer. Pooled Cash. Wherever practical, the City's cash shall be consolidated into one bank account .and invested on a pOoled concept basis. Interest ear~ings shall be allocated according to fund cash and investment balances. Competitive Bids. Purchase and sale of securities shalI be made on the basis,of competitive offers and bids whenever practical. Cash Forecast. The cash flow for the City shall be analyzed with the receipt of revenues and maturity of investments scheduled so that adequate cash will be available to meet 1 2 3 '4 5 6 7 8 9 10 I1 12 13 14 15 16 17 18 19 20 21 22 23 25 26 27 28 disbursement requirements. Investment Limitations. Security purchases, deposits and holdings shall be maintained with statutory limits imposedby the California Government Code and shall include only the following' · a. Certificates of deposit (or time deposits) of less than $100,000 may be placed with commercial banks, savings and loan institutions and federally insured industrial loan companies (with a percentage of equity to assets of not less than three (3) percent to the extent they are fully insured by the Federal Deposit Insurance Corporation or the Federal Savings and Loan Insurance Corporation as required by the Government Code· Deposits in excess of $100,000 may be made based on a full evaluation of financial soundness of the depository and approved collateral at the required percentage of market value in accordance with California Government Code Section 53651 and 53652. Evaluation of financial soundness shall be , based on a minimum equity to asset ratio of, three (3) percent; $100 million of assets minimum; continued profitability ~'~ ='' ~ ~ .... ~- ' '--~ ^"~ .... ~ with minimum rating se ce ra ng of A or better. ~ - F...dl ' · ~-~ ~ .... ~ v~ ~.~ The maximum deposit per institution shall not e×¢eed the lesser of $1 million, or ten (10) percent of the bank's capital ('or equity account 5 6 '7 9 10 11 12 13 15 16 17 18 19 20 21 22 23 24 25 26 27 28 b. Ce de as measured by Findley's Bank-A-Lert Report). Total non- insured deposits shall not exceed ten ,(10) percent of invested funds and limited to a maximum maturity of one year. Prime quality Commercial Paper, highest letter and numerical~v,.~-~- short term debt ratings by Moody's or Standard and Poors, mAI or P1 or equivalent; but not to exceed twenty-five (ZS) percent of invested funds at the time of purchase and limited to a maximum maturity of ninety .(90) days. Average weighted maturity shall not exceed 31 days if Commercial'Paper exceeds fifteen (15) percent of total portfolio assets. Local Agency Investment Fund (State Pool) demand account. No deposit or investment shall be permitted in a co- minqled pool, JPA or other non-statewide arrangement unless the specific investment policy is reviewed by the Audit Committee and approved as an investment option per this policy. Commercial Bank Time Drafts (Bankers Acceptances), highest letter and numerical~e~short term debt ratings by MoodY's or Standard and Poors, ~ A1 or P1 or equivalent; but not in excess of twenty-five percent (Z5%) of invested funds at the time of purchase with a 1 3 4 5 6 7 8 9 10 11 19. 13 14 15 16 17 18 19 20 21 29. 23 24 25 26 27 28 maximum maturity of one hundred and eighty (180) days. e u^~,,_ m~_ ,,A~ Corporate notes of a .... ~ .... maturity of five (5) years remaininq to stated final maturity, issued by corporations organized and operating within the U.S. or by depository institutions licensed by the U.S. or any State, and operating within the U.S.. Notes eligible for investment under this subdivision shall have a long term debt rating of AA or its equivalent by Moody's or Standard and Poors. Purchases may not exceed ten percent (10%) of invested funds at the time of purchase. f. Federal Agency bonds or notes, but not in excess of twenty-five (25%) percent of invested funds at time of purchase with a maximum maturity of five (5) .years remaininq to stated final maturity. g. Treasury bills, bonds or notes not exceeding five (5) years to final maturity. Liquidity. The marketability (salability) of a security shall be considered at the time of purchase, as the security may have to be sold at a later date to meet an unanticipated cash demand. ~Intermediate-Term Maturities. As a general rule, .... ~ intermediate-termmaturities shall not represent a significant percentage'of the total portfolio, as the ~-~--~ ~ ...... ~ price risk involved can outweigh the potential for higher earnings· In 1 9_ 5 6 7 8 9 10 11 12 13 15 16 17 18 19 9.0 9.1 2~ 25 9.6 27 28 no event shall any investment have a tc~.,~ final stated maturity longer than five (5) years; and, at the time of purchase, holdings with maturities greater than one (1) year shall not exceed thirty. five '(35) percent of the total portfolio. Collateral. Collateral requirements are addressed in California Government Code Section 53652. Ail active and inactive deposits must be secured at all times with eligible securities in securities pools pursuant to Sections 53656 and 53657. Eligible securities'held as collateral shall have a market value in excess of the total amount of all deposits of a depository as follows: --government securities at least i0 110 percent in --mortgage backed securities, at least ~9 150 percent in Authorized Broker/Dealers. Investments shall be transacted only through Authorized Broker/Dealers ........ , ....... have been~~we~approved by the Financc Director Treasurer for reliability, credit worthiness and trustworthiness. Diversification. The pOrtfolio shall consist of-a mix of the various types of securities approved by statute and this Statement of Investment Policy as well as a mix of issuers and maturities. Safekeeping. Securities purchased from broker/dealers shall I0 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 2:2 23 25 26 27 28 be held in third party safekeeping by the trust department of the local agency's bank, or by other third party trustee designated by the Treasurer. Said securities shall be held in the name of the City with the trustee executing agreements and confirmations of investment transactions as directed by the City Treasurer. III STRATEGY Strategy refers to the ~~" ........ ~ plan to manage financial resources in the most advantageous manner. Economic Forecasts. The Treasurer periodically ~hall may obtain economic forecasts from economists and financial experts through bankers and broker/dealers in order to assist the Treasurer with the formulation of investment plans. Implementinq Investment Strateq¥. The Treasurer shall execute investment transactions which conform with anticipated cash requirements, interest rate trends, and the current investment strategy ~tx%~. ~%a~Tt-rRelationships. The Treasurer Shall maintain a close working relationship with the departments of the City so as to anticipate and accommodate disbursements of City funds. For liquidity planning purposes, department heads shall apprise the. Treasurer When large 'expenditures (over $500,000) are anticipated. Preserve Portfoli° Value. The Treasurer shall develop an investment strateqy that "~^~ -~~- ~ ~ ~ maintains earnings near the market and to preserves the value of the City's portfolio. 11 1 2 3 5 6 7 8 9 10 11 12 13 15 16 17 18 19 20 21 22 23 24 25 26 27 28 Internal Controls. The Finance Department shall establish a system of internal controls which shall be reviewed annually, with the independent auditor. The controls shall be designed to prevent losses of public funds arising from fraud, employee error, misrepresentation by third parties, unanticipated changes in financial markets, or imprudent action by employees and officers of the City of Tustin. The City strives to maintain the level of investment of all funds as near at 100 percent as if possible, through daily and projected cash flow determinations. Management of idle cash ......... ~ and inVestment transactions are the responsibility of the City Treasurer. The basic premise' underlying the City's.investment philosophy isT and will continue to bet to insure that money is always safe and available when needed. The'City of Tustin Audit Committee shall review the City's Investment Policy with the City Treasurer at least annually. ~,,~ ...... ~ Exceptions to the policy shall receive prior approval of the Audit Committee. and Proposed amendments will be brought to the City Council for final action upon the recommendation of the Committee. Approved by the Audit Committee: Adopted by the City Council: 3-21-96 Emp. Op. 1:95New. i nv 12 I CITY'x.~ USTIN INVESTMENT REPt~R T DATE: MARCH XX,19XX TO: HONORABLE MAYOR and MEMBERS OF THE CITY COUNCIL EXHIBIT I FROM: G. W. JEFFRIES, TREASURER SUBJECT: I NVESTM ENT SCHEDULE AS OF: FEBRUARY 29,19XX (2) YIELD ORIGINAL (1) TO PURCHASE MATURITY PURCHASE DESCRIPTION-LIMITS MATURITY DATE DATE PRICE (3) CURRENT BOOK VALUE (4) CURRENT MARKET VALUE Certificates of Deposit (CD's)- No Limit Commercial Paper-25%, Max 90 Days Bankers Acceptances-25%,.Max 180Days I Current Total: Current Total: $0 $0 (5) Medium Term Notes- 10% PFIZER INC. Rating- (AANAAA) KELLOGG CO. Rating- (AAA/AAA) PAC TELL CAP. Rating- (Al/A+) Federal Acjency Bonds or Notes-25% I FEDERAL FARM CREDIT BANKS FEDERAL HOME LOAN BANK FRN (6) FED. HOME LOAN MORT. CORP. 1325-C (6) FEDERAL FARM CREDIT BANKS FRN FEDERAL FARM CREDIT BANKS FRN FED. HOME LOAN MORT. CORP. 1402-H FED. HOME LOAN MORT. CORP. 1436-SB FEDERAL HOME LOAN BANK FRN FEDERAL HOME LOAN BANK FRN (6) TENNESSEE VALLEY AUTHORITY (AAA/AAA) I US Treasury Bills/Bonds/Notes-No Limit Treasury Note (6) Current Total: $0 I 0.00% (8) 6.32% 05/12/94 02/01/97 $251,078 $250,216 6.22% 05/15/95 07/15/97 $149,034 $149,034 5.83% 03/17/93 10/15/97 $574,140 $529,656 6.06% 4.05% 5.84% 2.73% 2.09% 3.54% 4.51% 2.55% 3.63% 5.60% 6.19% Current Total: 02/28/94 02/10/97 $742,500 10/20/93 06/02/97 $2,550,000 05/06/94 07/15/97 $1,024,371 01/31/94 07/28/97 $1,050,000 11/09/93 09/23/97 $1,025,000 01/28/94 10/15/97. $1,006,886 03/21/94 12/15/97 $723,054 09/29/93 03/23/98 $1,507,500 10/21/93 05/07/98 $502,500 02/03/94 08/01/99 $520,000 $928,906 2.94% J (8) $742,500 $2,532,145 $934,364 $1,021,486 $1,004,255 $970,019 $649,147 $1,505,001 $502,500 $511,1 12 Current Total: $10,372,529 32.86% $251,950 $1 50,555 $526,500 $929,005 $750,000 $2,251,990 $918,579 $1,003,530 $1,000,000 $934,422 $611,892 $1,335,000 $461,071 $504,530 $9,771,014 05/27/94 05/15/97 $2,021,360 $2,017,088 $2,038,120 Current Total: $2,017,088 [ 6.39% Daily- No Limit Cash Fidelity Money Market (AAA/AAA) Local Agency Investment Fund I 4.95% (7) Acct. closed 2/29/96 * 5.60% Current Total: * Fidelity Money Market Acct. used for AD 85-1 TOTAL CITY INVESTMENTS Bond construction funds. Balance in this acct. was transferred to the. Bond Trustee PERFORMANCE MEASUREMENT: !1 to be used to call outstanding bonds in Average Portfolio Life (Years)' 1.09 rr conjunction with the assessment district Average Portfolio Yield: 4.67% bond refunding which closed 2/29/96. Current I yr Treasury: 5.10% (s) $2,990,774 $0 $15,253,146 $2,038,120 1 $2,990,774 $15,253,1 46 $18,243,920 57.80% $31,562,443 $18,243,920 $30,982,059 ClT~ OF TUSTIN 1NVESTME~~POR T (1) DESCRIPTION- LIMITS TUSTIN COMM UNITY REDEVELOPMENT AGENCY FEBRUARY 19XX YIELD TO PURCHASE MATURITY MATURITY DATE DATE (2) (3) (4) ORIGINAL CURRENT CURRENT PURCHASE BOOK MARKET AMOUNT VALUE VALUE [ Certificates of Deposit (CD's)-No Limit I First Interstate Bank 4.75% First Interstate Bank 4.75% I Commercial Paper-25%, Max 90 Days [ Bankers Acceptances-25%, Max 180Days (5) Medium Term Notes- 10% I Franklin Un iversal Trust- (AAA/AAA) GE Capital- (AAA/AAA) 08/30/95 04/30/96 $1,000,000 $1,000,000 $1,000,000 08/30/95 06/30/96 $1,250,000 $1,250,000 $1,250,000 Current Total: $2,250,000 $2,250,000 10.31% Current Total: (8) Current Total: $0 I o.oo% I (8) $0 $0 4.94% 09/14/93 09/01/98 $1,029,800 $1,017,880 $989,080 5.19% 11/18/93 11/18/98 $2,006,060 $2,003,636 $1,973,760 I Federal Aqency Bonds or Notes-25% FEDERAL HOME LOAN BANK FRN FEDERAL FARM CREDIT BANKS FRN FEDERAL FARM CREDIT BANKS FRN TENNESSEE VALLEY AUTHORITY (AAA/AAA) [ US Treasury Bills/Bonds/Notes-No Limit I Daily-No Limit I RDA Cash Local Agency Investment Fund Current Total: $3,021,516 $2,962,840 3.85% (8) 4.05% 10/20/93 06/02/97 $2,040,000 $2,025,715 $1,801,592 2.47% 01/31/94 07/28/97 $1,058,750 $1,025,182 $995,732. 4.27% 11/09/93 09/23/97 $1,435,000 $1,406,362 $1,354,511 5.60% 02/18/94 08/01/99 $515,048 $508,360 $501,875 Current Total: $4,965,619 $4,653,710 22.76%1 (8) 5.35% 5.60% (7) Current Total: Current Total: $0 $0 0.00% I (8) $137,213 $137,213 $11,445,918 $11,445,918 $11,583,131 $11,583,131 I 5~.0e% I TOTAL RDA INVESTMENTS $21,820,266 $21,449,681 PERFORMANCE MEASUREMENT: II Average Portfolio Life (Years)' 1.12 Average Portfolio Yield: 5.17% Current I yr Treasury: 5.10% TOTALCITY/RDA INVESTMENTS: $53,382,709 $52,431,740 CIT~ ~.~F 7~STIN 1N'VF~TM-E~ R~OR T FOOT NOTES: (1) DESCRIPTION-LIMITS reflects the various authorized investments as documented in the most current adopted investment polcy and the allowable per-centage of total portfolio per investment type. (2) Original Purchase Price is the amount paid for a security less any discount plus any premium. (3) Current Book Value is a securities original cost less rceipt of principal payments, net of amortized premiums/discounts. (4) Current Market Value is the price that the security is currently trading and could presumablyu be purchased or sold. Current market values are provided by Bank of America and First Interstate Bank on all securities held in safekeeping for the City or RDA. Differences in value are only booked if the security is sold prior to maturity. (5) In compliance with Section II, paragraph f. of the City's Investment Policy, Corporate Medium Term Notes shall have a Moody's/Standard and Poors's long term debt rating of at least AA. (6) Securities held in Trust per the Funding Agreement between the City of Tustin and the Foothill/Eastern Transportation Corridor Agency adopted by the City Council on 6-5-95. (7) Earnings allowance on compensating bank balances to offset bank activity charges. Not included in the Average Yield calculation. (8) Current percentage by investment type to be measured against allowable limits in current investment policy. CERTIFICATION: I certify that this report reflects all City and RDA pooled investments. Due to current cash flow considerations maturities in excess of one year temporarily exceed the current Investment Policy limits by approximately 10%. Projected cash flows, maturing investments and the prudent sale of longer maturities Will mitigate this condition. In all other aspects the investments represented in this report are in conformity with the current adopted investment policy of the City of Tustin. The investment program herein shown provides sufficent cash flow liquidity, to meet the next sixty days estimated expenditures. This statement is prepared in conformance with Section 53646 of the Government Code. Signed: G. W. Jeffries, Treasurer LEGEND: CD-Certificate of deposit FRN- Floating rate note FNMA- Federal National Mortgage Association · FFCB-Federal Farm Credit Bank FHLMC-Federal Home Loan Mortgage Corp. FHLB-Federal Home Loan Bank TVA-Tennesee Valley Authority