HomeMy WebLinkAbout21946 - RESOLUTIONS - 6/20/2007 ' RESOLUTION NO. 21946
A RESOLUTION OF THE CITY COUNCIL OF THE CITY OF
PALM SPRINGS, CALIFORNIA, ADOPTING AN
INVESTMENT POLICY GOVERNING THE INVESTMENT
OF CITY FUNDS.
WHEREAS, Section 53646(a) of the State of California Government Code
requires that an investment policy is annually rendered to and considered by the City
Council in a public meeting; and
WHEREAS, the City Treasurer has prepared an investment policy which meets
the requirements delineated in the California Debt Advisory Commission's report on
Local Agency Investment Guidelines; and
WHEREAS, the revised investment policy was reviewed by the City Attorney,
and
WHEREAS, the Investment Policy describes the City's commitment to
safeguarding its funds;
THE CITY COUNCIL OF THE CITY OF PALM SPRINGS DOES HEREBY
RESOLVE AS FOLLOWS:
SECTION 1. The Investment Policy attached to this resolution as Exhibit A is hereby
adopted.
ADOPTED THIS 207H DAY OF JUNE, 2007.
David H. Ready ge��
ATTEST:
?mes Thompson, City Clerk
1
Resolution No.21946
Page 2
CERTIFICATION '
STATE OF CALIFORNIA )
COUNTY OF RIVERSIDE ) ss.
CITY OF PALM SPRINGS )
I, JAMES THOMPSON, City Clerk of the City of Palm Springs, hereby certify that
Resolution No. 21946 is a full, true and correct copy, and was duly adopted at a regular
meeting of the City Council of the City of Palm Springs on June 20, 2007, by the
following vote:
AYES: Councilmember Foat, Councilmember McCulloch, Councilmember Mills,
Mayor Pro Tem Pougnet and Mayor Oden.
NOES: None.
ABSENT: None.
ABSTAIN: None.
mes Thompson, City Clerk '
City of Palm Springs, California
' CITY OF PALM SPRINGS INVESTMENT POLICY
1.0 POLICY
WHEREAS; The Legislature of the State of California has declared that
the deposit and investment of public funds by local officials and local
agencies is an issue of statewide concern (California Government Code
Sections 53600.6 (CGC §53600.6) and 53630.1); and
WHEREAS; the legislative body of a local agency may invest surplus
monies not required for the immediate necessities of the local agency in
accordance with the provisions of California Government Code Sections
53601 et seq; and
WHEREAS; the treasurer of the City of Palm Springs shall annually
prepare and submit a statement of investment policy and such policy, and
any changes thereto, shall be considered by the legislative body at a
public meeting; (CGC §53646 (a); now
THEREFORE; it shall be the policy of the City of Palm Springs to invest
' funds in a manner which will provide the highest investment return with the
maximum security while meeting the daily cash flow demands of the entity
and conforming to all statutes governing the investment of City of Palm
Springs funds.
2.0 SCOPE
This investment policy applies to all financial assets of the City of Palm
Springs, its component units and government entities including without
limitation, The Community Redevelopment Agency of Palm Springs and
the Palm Springs Finance Authority. These funds are accounted for in the
Comprehensive Annual Financial Report and include, but are not limited
to:
General Fund
Community Promotion Fund
Special Revenue Funds
Capital Projects Fund
Debt Service Fund
Enterprise Funds
Internal Service Funds
Trust and Agency Funds
Community Redevelopment Funds
Proceeds from Bond Issues (see 8.2)
Contributions made by or on behalf of employees to Deferred '
Compensation accounts are not covered by this policy.
3.0 PRUDENCE
Investments shall be made with judgment and care, under circumstances
then prevailing, which persons of prudence, discretion and intelligence
exercise in the management of their own affairs; not for speculation, but
for investment, considering the probable safety of their capital as well as
the probable income to be derived. The standard of prudence to be used
by investment officials shall be the "prudent investor" standard (CGC
§53600.3) and shall be applied in the context of managing an overall
portfolio. Investment officers acting in accordance with written procedures
and the investment policy and exercising due diligence shall be relieved of
personal responsibility for an individual security's credit risk or market
price changes, provided deviations from expectations are reported in a
timely fashion and appropriate action is taken to control adverse
developments.
4.0 OBJECTIVES
When investing, reinvesting, purchasing, acquiring, exchanging, selling '
and managing public funds, the primary objectives, in priority order, of the
investment activities shall be:
1. Safety: Safety of principal is the foremost objective of the
investment program. Investments of the City of Palm Springs shall be
undertaken in a manner that seeks to ensure the preservation of capital in
the overall portfolio. To attain this objective, diversification is required in
order that potential losses on individual securities do not exceed the
income generated from the remainder of the portfolio.
2. Liquidity: The investment portfolio will remain sufficiently liquid to
enable the City of Palm Springs to meet all operating requirements which
might be reasonably anticipated.
3. Return on Investments: The investment portfolio shall be designed
with the objective of attaining a market rate of return throughout budgetary
and economic cycles, taking into account the investment risk constraints
and the cash flow characteristics of the portfolio.
5.0 DELEGATION OF AUTHORITY
Management responsibility for the investment program is hereby '
delegated to the Treasurer, who shall establish written procedures for the
operation of the investment program consistent with this investment policy.
' Procedures shall include references to: wire transfer agreements, and
collateral/depository agreements, as appropriate. Such procedures shall
include explicit delegation of authority to persons responsible for
investment transactions. No person may engage in an investment
transaction except as provided under the terms of this policy and the
procedures established by the Treasurer. The Treasurer shall be
responsible for all transactions undertaken and shall establish a system of
controls to regulate the activities of subordinate officials. The Treasurer is
a trustee and a fiduciary subject to the prudent investor standard.
6.0 ETHICS AND CONFLICTS OF INTEREST
Officers and employees involved in the investment process shall refrain
from personal business activity that could conflict with the proper
execution of the investment program, or which could impair their ability to
make impartial investment decisions.
7.0 AUTHORIZED FINANCIAL INSTITUTIONS AND DEALERS
The Treasurer will maintain a list of financial institutions, selected on the
basis of credit worthiness, financial strength, experience and minimal
' capitalization, authorized to provide investment services to the City of
Palm Springs. No public deposit shall be made except in a qualified public
depository as established by state laws.
For broker/dealers of government securities and other investments, the
City of Palm Springs shall select only broker/dealers who are licensed and
in good standing with the California Department of Securities, the
Securities and Exchange Commission, the National Association of
Securities Dealers or other applicable self-regulatory organizations.
Before engaging in investment transactions with a broker/dealer, the
Treasurer shall have received from said firm a signed Certification Form.
This form shall attest that the individual responsible for the City of Palm
Springs' account with that firm has reviewed the City of Palm Springs'
Investment Policy and that the firm understands the policy and intends to
present investment recommendations and transactions to the City of Palm
Springs that are appropriate under the terms and conditions of the
Investment Policy.
8.0 AUTHORIZED AND SUITABLE INVESTMENTS
City of Palm Springs funds may only be invested in the following:
' A. Bonds issued by the City of Palm Springs
B. United States Treasury Bills, Notes & Bonds '
C. Registered state warrants or treasury notes or bonds issued by the
State of California.
D. Bonds, notes, warrants or other evidence of debt issued by a local
agency within the State of California, including pooled investment
accounts sponsored by the State of California, County Treasurers, other
local agencies or Joint Powers Agencies.
E. Obligations issued by Agencies or sponsored enterprises of the
U.S. Government. Not more than 50% of surplus funds may be invested
in these obligations.
F. Bankers Acceptances with a term not to exceed 180 days. Not
more than 40% of surplus funds can be invested in Bankers Acceptances
and no more than 20% of surplus funds can be invested in the bankers'
acceptances of any single commercial bank.
G. Prime Commercial Paper of U.S. Corporations with assets greater
than $500 million with a term not to exceed 270 days and the highest
ranking issued by Moody's Investors Service or Standard & Poor's Corp.
Commercial paper cannot exceed 15% of total surplus funds.
H. Negotiable Certificates of Deposit issued by federally or state '
chartered banks or associations. Not more than 30% of surplus funds can
be invested in negotiable certificates of deposit.
I. Medium term notes (not to exceed 5 Years) of US corporations
rated "A" or better by Moody's or S&P. Not more than 20% of surplus
funds can be invested in medium term notes.
J. Shares of beneficial interest issued by diversified management
companies (Money Market Mutual Funds) investing in the securities and
obligations authorized by Section 53601(K). Such Funds must carry the
highest rating of at least two of the three largest national rating agencies.
Not more than 10% of surplus funds can be invested in Money Market
Mutual Funds.
K. Funds held under the terms of a Trust Indenture or other contract or
agreement may be invested according to the provisions of those
indentures or agreements.
L. Collateralized bank deposits with a perfected security interest in
accordance with the Uniform Commercial Code (UCC) or applicable
federal security regulations.
M. Any mortgage pass-through security, collateralized mortgage
obligation, mortgaged backed or other pay-through bond, equipment '
lease-backed certificate, consumer receivable pass-through certificate or
consumer receivable backed bond of a maximum maturity of five years.
Securities in this category must be rated AA or better by a nationally
recognized rating service. Not more than 10% of surplus funds may be
invested in this category of securities.
N. The various limits on what percentage of surplus funds (the
Percentage of Portfolio, or POP limits) may be invested by type or maturity
shall be calculated when the investment or reinvestment is made.
Also, see CGC §53601 for a detailed summary of the limitations and
special conditions that apply to each of the above listed investment
securities. CGC §53601 is attached (Exhibit B) and included by reference
in this investment policy.
8.1 PROHIBITED INVESTMENTS
The City of Palm Springs shall not invest any funds covered by this
Investment Policy in inverse floaters, dual index, stepped inverse
derivatives, repurchase agreements, reverse repurchase agreements,
range notes, interest-only strips derived from mortgage pools or any
investment that may result in a zero interest accrual if held to maturity.
' 8.2 BOND PROCEEDS
In addition to the investment vehicles enumerated in Section 8, the
proceeds of bond issues (including reserve funds) may be invested in long
term Guaranteed Investment Contracts (GIC) or Investment Agreements
(IA) that comply with the Permitted Investment restrictions of the particular
band issue.
Before soliciting bids from providers of GIC's or IA's, the Treasurer shall
obtain approval from the City Council to proceed.
9.0 INVESTMENT POOLS/MONEY MARKET MUTUAL FUNDS
A thorough investigation of the pool/fund is required prior to investing, and
on a continual basis. There shall be a questionnaire and/or a summary of
considerations developed which will respond to the following concerns:
A description of eligible investment securities, and a written statement of
investment policy and objectives.
- A description of interest calculations and how it is distributed, and how
' gains and losses are treated.
- A description of how the securities are safeguarded (including the
settlement processes), and how often the securities are priced and the
program audited.
- A description of who may invest in the program, how often, what size '
deposit and withdrawal are allowed.
A schedule for receiving statements and portfolio listings.
A determination of whether reserves, retained earnings, etc. are utilized by
the pool/fund.
- A fee schedule, and when and how is it assessed.
A determination of whether the pool/fund is eligible for bond proceeds
and/or will it accept such proceeds.
10. COLLATERALIZATION
All certificates of deposits must be collateralized by U.S. Treasury
Obligations or U.S. Government Agency Securities. In order to anticipate
market changes and provide a level of security for all funds, the
collateralization level will be 102% of market value of principal and
accrued interest. Collateral must be held by a third party trustee and
valued on a monthly basis.
11. SAFEKEEPING AND CUSTODY
All security transactions entered into by the City of Palm Springs shall be
conducted on a delivery-versus-payment (DVP) basis. Securities will be '
held by a third party custodian designated by the Treasurer and evidenced
by safekeeping receipts.
12. DIVERSIFICATION AND MAXIMUM MATURITIES
The City of Palm Springs will diversify its investments by security type and
institution. It is the policy of the City of Palm Springs to diversify its
investment portfolio. Assets shall be diversified to eliminate the risk of
loss resulting from over concentration of assets in a specific maturity, a
specific issuer or a specific class of securities. Diversification strategies
shall be determined and revised periodically. In establishing specific
diversification strategies, the following general policies and constraints
shall apply:
(a) Portfolio maturities shall be matched versus liabilities to avoid undue
concentration in a specific maturity sector.
(b) Maturities selected shall provide for stability of income and liquidity.
(c) Disbursement and payroll dates shall be covered through maturities
investments, marketable U.S. Treasury bills or other cash equivalent
instruments such as money market mutual funds. '
Specifically, the following amounts or percentages of the total portfolio for
the maturities noted shall be maintained:
Maturity Range Minimum Maximum
1 days to 365 days $8,000,000 NA
1 year to 3 years 0% 50%
3 years to 5 years 0% 30%
Over 5 years Council Action Required
The weighted average maturity of the pooled portfolio shall not exceed
three years (1,095 days).
13. STRATEGY OF INVESTMENTS
It shall be the strategy of the City of Palm Springs to hold investments to
maturity. If, because of changing market conditions or the City's cash flow
needs, it becomes necessary to sell an investment prior to maturity (either
at a profit or loss), the Treasurer shall first obtain written approval for the
transaction from the City Manager. The City Manager shall inform the
Mayor and City Council of the transaction at the earliest opportunity, but
no later than the next regularly scheduled Council meeting or study
session.
14. OVERSIGHT COMMITTEE
A committee comprised of one Council member appointed by Council, the
City Manager and the Treasurer, shall provide oversight of the City's
investments. The Committee shall meet at least quarterly to review the
City's investment activity.
15. REPORTING
The Treasurer shall submit to each member of the City Council monthly
investment reports within 30 days of the end of the quarter in which the
month falls. The report shall include a complete description of the
portfolio, the type of investments, the issuers, maturity dates, par values
and the current market values of each component of the portfolio,
including funds managed for City of Palm Springs by Fiscal Agents,
Deferred Compensation Plan Provider (except Deferred Comp funds held
in trust) or third party contracted managers. The report will also include
the source of the portfolio valuation, and the changes in the value of each
investment over the last quarter. If all funds are placed in LAIF, FDIC-
insured accounts and/or in a county investment pool, the foregoing report
elements may be replaced by copies of the latest statements from such
institutions, including changes in value over the last quarter. The report
must also include a certification that (1) all investment actions executed '
since the last report have been made in full compliance with the
Investment Policy and, (2) the City of Palm Springs will meet its
expenditure obligations for the next six months as required by CGC
§53646(b)(2) and (3) respectively. The Treasurer shall maintain a
complete and timely record of all investment transactions.
16. INVESTMENT POLICY ADOPTION
The Investment Policy shall be adopted by resolution of the City of Palm
Springs City Council. The Policy shall be reviewed on an annual basis,
and modifications approved by the City Council.
17. GLOSSARY
Definition of investment-related terms are listed on Exhibit A.
EXHIBIT A
GLOSSARY
AGENCIES: Federal agency securities and/or Government-sponsored
enterprises.
ASKED: The price at which securities are offered.
BANKERS' ACCEPTANCE (BA): A draft or bill or exchange accepted by
a bank or trust company. The accepting institution guarantees payment of
the bill, as well as the issuer.
BASIS POINT: One-hundredth of one percent (i.e., 0.01%).
BID: The price offered by a buyer of securities. (When you are selling
securities, you ask for a bid). See Offer.
BROKER: A broker acts as an intermediary between a buyer and seller
for a commission.
CERTIFICATE OF DEPOSIT (CD): A time deposit with a specific maturity
evidenced by a certificate. Large-denomination CD's are typically
negotiable.
COLLATERAL: Securities, evidence of deposit or other property which a
borrower pledges to secure repayment of a loan. Also refers to securities
pledged by a bank to secure deposits of public monies.
COMMERCIAL PAPER: Short-term, unsecured, negotiable promissory
note with a fixed maturity of no more than 270 days. By statute, these
issues are exempt from registration with the U.S. Securities and Exchange
Commission.
COMPREHENSIVE ANNUAL FINANCIAL REPORT (CAFR): The official
annual financial report for the City. It includes combined statements and
basic financial statements for each individual fund and account group
prepared in conformity with Generally Accepted Accounting Principles
(GAAP).
COUPON: (a) The annual rate of interest that a bond's issuer promises
to pay the bondholder on the bond's face value. (b) A certificate attached
to a bond evidencing interest due on a payment date.
' CREDIT RISK: The risk that an obligation will not be paid and a loss will
result.
DEALER: A dealer, as opposed to a broker, acts as a principal in all '
transactions, buying and selling for his own risk and account or inventory.
DEBENTURE: A bond secured only by the general credit of the issuer.
DELIVERY VERSUS PAYMENT: There are two methods of delivery of
securities: delivery versus payment and delivery versus receipt. Delivery
versus payment is delivery of securities with an exchange of money for the
securities. Delivery versus receipt is delivery of securities with an
exchange of a signed receipt for the securities.
DERIVATIVES: (1) financial instruments whose return profile is linked to,
or derived from, the movement of one or more underlying index or
security, and may include a leveraging factor, or (2) financial contracts
based upon notional amounts whose value is derived from an underlying
index or security (interest rates, foreign exchange rates, equities or
commodities).
DIRECT ISSUER: Issuer markets its own paper directly to the investor
without use of an intermediary.
DISCOUNT: The difference between the cost price of a security and its '
maturity when quoted at lower than face value. Security selling below
original offering price shortly after sale also is considered to be at a
discount.
DISCOUNT SECURITIES: Non-interest bearing money market
instruments that are issued at a discount and redeemed at maturity for full
face value, e.g., U.S. Treasury Bills.
DIVERSIFICATION: Dividing investment funds among a variety of
securities offering independent returns.
FACE VALUE: The principal amount owed on a debt instrument. It is the
amount on which interest is computed and represents the amount that the
Issuer promises to pay at maturity.
FAIR VALUE: The amount at which a security could be exchanged
between willing parties, other than in a forced or liquidation sale. If a
market price is available, the fair value is equal to the market value.
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.
' FEDERAL DEPOSIT INSURANCE CORPORATION (FDIC): A federal
agency that insures bank deposits, currently up to $100,000 per deposit.
FEDERAL FARM CREDIT BANK (FFCB): Government-sponsored
institution that consolidates the financing activities of the Federal Land
Banks, the Federal Intermediate Credit Banks and the Banks for
Cooperatives. Its securities do not carry direct U.S. government
guarantees.
FEDERAL FUNDS RATE: The rate of interest at which Federal funds are
traded. This rate is considered to be the most sensitive indicator of the
direction of interest rates, as it is currently pegged by the Federal Reserve
through open-market operations.
FEDERAL HOME LOAN BANKS (FHLB): Government sponsored
wholesale banks (currently 12 regional banks) which lend funds and
provide correspondent banking services to member commercial banks,
thrift institutions, credit unions and insurance companies. The mission of
the FHLBs is to liquefy the housing related assets of its members who
must purchase stock in their district Bank.
' FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC or
Freddie Mac): Established in 1970 to help maintain the availability of
mortgage credit for residential housing. FHLMC finances these operations
by marketing guaranteed mortgage certificates and mortgage participation
certificates. Its discount notes and bonds do not carry direct U.S.
government guarantees.
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA or Fannie
Mae): FNMA was chartered under the Federal National Mortgage
Association Act in 1938. FNMA is a Federal corporation working under
the auspices of the Department of Housing and Urban Development
(HUD). It is the largest single provider of residential mortgage funds in the
United States. FNMA is a private stockholder-owned corporation. The
corporation's purchases include a variety of adjustable mortgages and
second loans, in addition to fixed-rate mortgages. FNMA's securities are
also highly liquid and are widely accepted. FNMA assumes and
guarantees that all security holders will receive timely payment of principal
and interest. FNMA securities do not carry direct U.S. Government
guarantees.
FEDERAL RESERVE SYSTEM: The central bank of the United States
created by Congress and consisting of a seven member Board of
Governors in Washington, D.C., 12 regional banks and about 5,700
commercial banks that are members of the system.
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA or '
Ginnie Mae): Securities influencing the volume of bank credit guaranteed
by GNMA and issued by mortgage bankers, commercial banks, savings
and loan associations, and other institutions. Security holder is protected
by full faith and credit of the U.S. Government. GNMA securities are
backed by the FHA, VA or FMHA mortgages. The term "pass-throughs" is
often used to describe GNMAs.
INTEREST RATE RISK: The risk of gain or loss in market values of
securities due to changes in interest rate levels. For example, rising
interest rates will cause the market value of portfolio securities to decline.
LIQUIDITY: A liquid asset is one that can be converted easily and rapidly
into cash with minimum risk of principal.
LOCAL AGENCY INVESTMENT FUND (LAIF): An investment pool
managed by the California State Treasurer. Local government units, with
the consent of the governing body of that agency, may voluntarily deposit
surplus funds for the purpose of investment. Interest earned is distributed
to the participating governmental agencies on a quarterly basis.
MARK TO MARKET: Current value of securities at today's market price. '
MARKET RISK: Systematic risk of a security that is common to all
securities of the same general class (stocks, bonds, notes, money market
instruments) and cannot be eliminated by diversification (which may be
used to eliminate non-systematic risk).
MARKET VALUE: The price at which a security is trading and could
presumably be purchased or sold.
MATURITY: The date upon which the principal or stated value of an
investment becomes due and payable.
MEDIUM TERM NOTES (MTNs): Continuously offered notes having any
or all of the features of corporate bonds and ranging in maturity from nine
months out to thirty years. The difference between corporate bonds and
MTNs is that corporate bonds are underwritten.
MONEY MARKET: The market in which short-term debt instruments
(bills, commercial paper, bankers' acceptances, etc.) are issued and
traded.
OFFER: The price asked by a seller of securities. (When you are buying '
securities, you ask for an offer.) See Asked and Bid.
' OPEN MARKET OPERATIONS: Purchases and sales of government
and certain other securities in the open market by the New York Federal
Reserve Bank as directed by the FOMC in order to influence the volume
of money and credit in the economy. Purchases inject reserves into the
bank system and stimulate growth of money and credit; sales have the
opposite effect. Open market operations are the Federal Reserve's most
important and most flexible monetary policy tool.
PORTFOLIO: The collection of securities held by an investor.
PRIMARY DEALER: A group of government securities dealers who
submit daily reports of market activity and positions and monthly financial
statements to the Federal Reserve Bank of New York and are subject to
its informal oversight. Primary dealers include Securities and Exchange
Commission (SEC)-registered securities broker-dealers, banks, and a few
unregulated firms.
PRUDENT PERSON RULE: An investment standard: The way a prudent
person of discretion and intelligence would be expected to manage the
investment program in seeking a reasonable income and preservation of
capital.
RATE OF RETURN: (1) The yield obtainable on a security based on its
purchase price or its current market price. (2) Income earned on an
investment, expressed as a percentage of the cost of the investment.
REPURCHASE AGREEMENT (RP OR REPO): A holder of securities
sells these securities to an investor with an agreement to repurchase them
at a fixed price on a fixed date. The security "buyer" in effect lends the
"seller" money for the period of the agreement, and the terms of the
agreement are structured to compensate him for this. Dealers use RP
extensively to finance their positions. Exception: When the Fed is said to
be doing RP, it is lending money, that is, increasing bank reserves.
SAFEKEEPING: A service to customers rendered by banks for a fee
whereby securities and valuables of all types and descriptions are held in
the bank's vaults for protection.
SECONDARY MARKET: A market made for the purchase and sale of
outstanding issues following the initial distribution.
SECURITIES & EXCHANGE COMMISSION (SEC); Agency created by
Congress to protect investors in securities transactions by administering
securities legislation.
SEC RULE 15C3-1: See Uniform Net Capital Rule. '
SECONDARY MARKET: A market for the repurchase and resale of
outstanding issues following the initial distribution.
SECURITIES: Investment instruments such as notes, bonds, stocks,
money market instruments and other instruments of indebtedness or
equity.
SPREAD: The difference between two figures or percentages. It may be
the difference between the bid (price at which a prospective buyer offers
to pay) and asked (price at which an owner offers to sell) prices of a
quote, or between the amount paid when bought and the amount received
when sold.
S
TRUCTURED NOTES: Notes issued by Government Sponsored
Enterprises (FHLB, FNMA, SLMA, etc.) and corporations which have
imbedded options (e.g., call features, step-up coupons, floating rate
coupons, derivative-based returns) into their debt structure. Their market
performance is impacted by the fluctuation of interest rates, the volatility of
the imbedded options and shifts in the shape of the yield curve.
TREASURY BILL: 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: A long-term coupon-bearing U.S. Treasury security
issued as a direct obligation of the U.S. Government and having an initial
maturity of more than ten years.
TREASURY NOTE: A medium-term coupon-bearing U.S. Treasury
security issued as a direct obligation of the U.S. Government and having
an initial maturity from two to ten years.
UNIFORM NET CAPITAL RULE: Securities and Exchange Commission
requirement that member firms, as well as nonmember broker/dealers in
securities, maintain a maximum ratio of indebtedness to liquid capital of 15
to 1; also called net capital rule and net capital ratio. Indebtedness covers
all money owed to a firm, including margin loans and commitments to
purchase securities, one reason new public issues are spread among
members of underwriting syndicates. Liquid capital includes cash and
assets easily converted into cash.
YIELD: The annual rate of return on an investment expressed as a
percentage of the investment. Income yield is obtained by dividing the
current dollar income by the current market price for the security.
' YIELD CURVE: Yield calculations of various maturities of instruments of
the same quality at a given time to observe spread differences.
EXHIBIT B '
GOVERNMENT CODE SECTION 53601
53601. The legislative body of a local agency having money in a sinking
fund of, or surplus money in, its treasury not required for the immediate
needs of the local agency may invest any portion of the money that it
deems wise or expedient in those investments set forth below. A local
agency purchasing or obtaining any securities prescribed in this section, in
a negotiable, bearer, registered, or nonregistered format, shall require
delivery of the securities to the local agency, including those purchased for
the agency by financial advisers, consultants, or managers using the
agency's funds, by book entry, physical delivery, or by third-party custodial
agreement. The transfer of securities to the counterparty bank's customer
book entry account may be used for book entry delivery. For purposes of
this section "counterparty" means the other party to the transaction. A
counterparty bank's trust department or separate safekeeping department
may be used for the physical delivery of the security if the security is held
in the name of the local agency. Where this section specifies a
percentage limitation for a particular category of investment, that
percentage is applicable only at the date of purchase. Where this section
does not specify a limitation on the term or remaining maturity at the time
of the investment, no investment shall be made in any security, other than
a security underlying a repurchase or reverse repurchase agreement or
securities lending agreement authorized by this section, that at the time of
the investment has a term remaining to maturity in excess of five years,
unless the legislative body has granted express authority to make that
investment either specifically or as a part of an investment program
approved by the legislative body no less than three months prior to the
investment:
(a) Bonds issued by the local agency, including bonds payable solely out
of the revenues from a revenue-producing property owned, controlled, or
operated by the local agency or by a department, board, agency, or
authority of the local agency.
(b) United States Treasury notes, bonds, bills, or certificates of
indebtedness, or those for which the faith and credit of the United States
are pledged for the payment of principal and interest.
(c) Registered state warrants or treasury notes or bonds of this state,
including bonds payable solely out of the revenues from a revenue-
producing property owned, controlled, or operated by the state or by a
department, board, agency, or authority of the state.
(d) Bonds, notes, warrants, or other evidences of indebtedness of any ,
local agency within this state, including bonds payable solely out of the
revenues from a revenue-producing property owned, controlled, or
operated by the local agency, or by a department, board, agency, or
authority of the local agency.
(e) Obligations issued by banks for cooperatives, federal land banks,
federal intermediate credit banks, federal home loan banks, the Federal
Home Loan Bank Board, the Tennessee Valley Authority, or in obligations,
participations, or other instruments of, or issued by, or fully guaranteed as
to principal and interest by, the Federal National Mortgage Association; or
in guaranteed portions of Small Business Administration notes; or in
obligations, participations, or other instruments of, or issued by, a federal
agency or a United States government-sponsored enterprise.
(f) Bills of exchange or time drafts drawn on and accepted by a
commercial bank, otherwise known as bankers acceptances. Purchases
of bankers' acceptances may not exceed 180 days maturity or 40 percent
of the agency's surplus money that may be invested pursuant to this
section. However, no more than 30 percent of the agency's surplus funds
may be invested in the bankers' acceptances of any one commercial bank
pursuant to this section.
This subdivision does not preclude a municipal utility district from investing
any surplus money in its treasury in any manner authorized by the
Municipal Utility District Act (Division 6 (commencing with Section 11501)
of the Public Utilities Code).
(g) Commercial paper of "prime" quality of the highest ranking or of the
highest letter and numerical rating as provided for by Moody's Investors
Service, Inc., or Standard and Poor's Corporation. Eligible paper is further
limited to issuing corporations that are organized and operating within the
United States and having total assets in excess of five hundred million
dollars ($500,000,000) and having an "A" or higher rating for the issuer's
debt, other than commercial paper, if any, as provided for by Moody's
Investors Service, Inc., or Standard and Poor's Corporation. Purchases of
eligible commercial paper may not exceed 270 days maturity nor
represent more than 10 percent of the outstanding paper of an issuing
corporation. Purchases of commercial paper may not exceed 15 percent
of the agency's surplus money that may be invested pursuant to this
section. An additional 15 percent, or a total of 30 percent of the agency's
surplus money, may be invested pursuant to this subdivision. The
additional 15 percent may be so invested only if the dollar-weighted
average maturity of the entire amount does not exceed 31 days. "Dollar-
weighted average maturity" means the sum of the amount of each
outstanding commercial paper investment multiplied by the number of
days to maturity, divided by the total amount of outstanding commercial
paper.
(h) Negotiable certificates of deposits issued by a nationally or state-
chartered bank or a state or federal association (as defined by Section
5102 of the Financial Code) or by a state-licensed branch of a foreign
bank. Purchases of negotiable certificates of deposit may not exceed 30
percent of the agency's surplus money which may be invested pursuant to
this section. For purposes of this section, negotiable certificates of
deposits do not come within Article 2 (commencing with Section 53630),
except that the amount so invested shall be subject to the limitations of
Section 53638.
(1) (1) Investments in repurchase agreements or reverse repurchase
agreements or securities lending agreements of any securities authorized
by this section, as long as the agreements are subject to this subdivision,
including, the delivery requirements specified in this section.
(2) Investments in repurchase agreements may be made, on any
investment authorized in this section, when the term of the agreement
does not exceed one year. The market value of securities that underlay a
repurchase agreement shall be valued at 102 percent or greater of the
funds borrowed against those securities and the value shall be adjusted
no less than quarterly. Since the market value of the underlying securities
is subject to daily market fluctuations, the investments in repurchase
agreements shall be in compliance if the value of the underlying securities
is brought back up to 102 percent no later than the next business day.
(3) Reverse repurchase agreements or securities lending agreements
may be utilized only when either of the following conditions are met:
(A) The security was owned or specifically committed to purchase, by
the local agency, prior to December 31, 1994, and was sold using a
reverse repurchase agreement or securities lending agreement on
December 31, 1994.
(B) The security to be sold on reverse repurchase agreement or
securities lending agreement has been owned and fully paid for by the
local agency for a minimum of 30 days prior to sale; the total of all reverse
repurchase agreements and securities lending agreements on
investments owned by the local agency not purchased or committed to
purchase, prior to December 31, 1994, does not exceed 20 percent of the
base value of the portfolio; and the agreement does not exceed a term of
92 days, unless the agreement includes a written codicil guaranteeing a
minimum earning or spread for the entire period between the sale of a
security using a reverse repurchase agreement or securities lending
agreement and the final maturity date of the same security.
(4) After December 31, 1994, a reverse repurchase agreement or
securities lending agreement may not be entered into with securities not
sold on a reverse repurchase agreement or securities lending agreement ,
and purchased, or committed to purchase, prior to that date, as a means
of financing or paying for the security sold on a reverse repurchase
agreement or securities lending agreement, but may only be entered into
with securities owned and previously paid for a minimum of 30 days prior
to the settlement of the reverse repurchase agreement or securities
lending agreement, in order to supplement the yield on securities owned
and previously paid for or to provide funds for the immediate payment of a
local agency obligation. Funds obtained or funds within the pool of an
equivalent amount to that obtained from selling a security to a
counterparty by way of a reverse repurchase agreement or securities
lending agreement, on securities originally purchased subsequent to
December 31, 1994, shall not be used to purchase another security with a
maturity longer than 92 days from the initial settlement date of the reverse
repurchase agreement or securities lending agreement, unless the
reverse repurchase agreement or securities lending agreement includes a
written codicil guaranteeing a minimum earning or spread for the entire
period between the sale of a security using a reverse repurchase
agreement or securities lending agreement and the final maturity date of
the same security, Reverse repurchase agreements or securities lending
agreements specified in subparagraph (B) of paragraph (3) may not be
entered into unless the percentage restrictions specified in that
subparagraph are met, including the total of any reverse repurchase
agreements or securities lending agreements specified in subparagraph
' (A) of paragraph (3).
(5) Investments in reverse repurchase agreements, securities lending
agreements, or similar investments in which the local agency sells
securities prior to purchase with a simultaneous agreement to repurchase
the security, may only be made upon prior approval of the governing body
of the local agency and shall only be made with primary dealers of the
Federal Reserve Bank of New York.
(6) (A) "Repurchase agreement" means a purchase of securities by the
local agency pursuant to an agreement by which the counterparty seller
will repurchase the securities on or before a specified date and for a
specified amount and the counterparty will deliver the underlying securities
to the local agency by book entry, physical delivery, or by third-party
custodial agreement. The transfer of underlying securities to the
counterparty bank's customer book-entry account may be used for book-
entry delivery.
(B) "Securities," for purpose of repurchase under this subdivision,
means securities of the same issuer, description, issue date, and maturity.
(C) "Reverse repurchase agreement" means a sale of securities by the
local agency pursuant to an agreement by which the local agency will
repurchase the securities on or before a specified date and includes other
comparable agreements.
(D) "Securities lending agreement" means an agreement under which a
' local agency agrees to transfer securities to a borrower who, in turn,
agrees to provide collateral to the local agency. During the term of the
agreement, both the securities and the collateral are held by a third party.
At the conclusion of the agreement, the securities are transferred back to '
the local agency in return for the collateral.
(E) For purposes of this section, the base value of the local agency's
pool portfolio shall be that dollar amount obtained by totaling all cash
balances placed in the pool by all pool participants, excluding any
amounts obtained through selling securities by way of reverse repurchase
agreements, securities lending agreements, or other similar borrowing
methods.
(F) For purposes of this section, the spread is the difference between
the cost of funds obtained using the reverse repurchase agreement and
the earnings obtained on the reinvestment of the funds.
0) Medium-term notes, defined as all corporate and depository institution
debt securities with a maximum remaining maturity of five years or less,
issued by corporations organized and operating within the United States
or by depository institutions licensed by the United States or any state and
operating within the United States. Notes eligible for investment under
this subdivision shall be rated "A" or better by a nationally recognized
rating service. Purchases of medium-term notes shall not include other
instruments authorized by this section and may not exceed 30 percent of
the agency's surplus money which may be invested pursuant to this
section. '
(k) (1) Shares of beneficial interest issued by diversified management
companies that invest in the securities and obligations as authorized by
subdivisions (a) to 6), inclusive, or subdivisions (m) or (n) and that comply
with the investment restrictions of this article and Article 2 (commencing
with Section 53630). However, notwithstanding these restrictions, a
counterparty to a reverse repurchase agreement or securities lending
agreement is not required to be a primary dealer of the Federal Reserve
Bank of New York if the company's board of directors finds that the
counterparty presents a minimal risk of default, and the value of the
securities underlying a repurchase agreement or securities lending
agreement may be 100 percent of the sales price if the securities are
marked to market daily.
(2) Shares of beneficial interest issued by diversified management
companies that are money market funds registered with the Securities and
Exchange Commission under the Investment Company Act of 1940 (15
U.S.C. Sec. 80a-1 and following).
(3) If investment is in shares issued pursuant to paragraph (1), the
company shall have met either of the following criteria:
(A) Attained the highest ranking or the highest letter and numerical
rating provided by not less than two nationally recognized statistical rating
organizations. '
(B) Retained an investment adviser registered or exempt from
registration with the Securities and Exchange Commission with not less
' than five years' experience investing in the securities and obligations
authorized by subdivisions (a) to 0), inclusive, or subdivisions (m) or (n)
and with assets under management in excess of five hundred million
dollars ($500,000,000).
(4) If investment is in shares issued pursuant to paragraph (2), the
company shall have met either of the following criteria:
(A) Attained the highest ranking or the highest letter and numerical
rating provided by not less than two nationally recognized statistical rating
organizations.
(B) Retained an investment adviser registered or exempt from
registration with the Securities and Exchange Commission with not less
than five years' experience managing money market mutual funds with
assets under management in excess of five hundred million dollars
($500,000,000).
(5) The purchase price of shares of beneficial interest purchased
pursuant to this subdivision shall not include any commission that the
companies may charge and shall not exceed 20 percent of the agency's
surplus money that may be invested pursuant to this section. However,
no more than 10 percent of the agency's surplus funds may be invested in
shares of beneficial interest of any one mutual fund pursuant to paragraph
(1).
' (1) Notwithstanding anything to the contrary contained in this section,
Section 53635, or any other provision of law, moneys held by a trustee or
fiscal agent and pledged to the payment or security of bonds or other
indebtedness, or obligations under a lease, installment sale, or other
agreement of a local agency, or certificates of participation in those bonds,
indebtedness, or lease installment sale, or other agreements, may be
invested in accordance with the statutory provisions governing the
issuance of those bonds, indebtedness, or lease installment sale, or other
agreement, or to the extent not inconsistent therewith or if there are no
specific statutory provisions, in accordance with the ordinance, resolution,
indenture, or agreement of the local agency providing for the issuance.
(m) Notes, bonds, or other obligations that are at all times secured by a
valid first priority security interest in securities of the types listed by
Section 53651 as eligible securities for the purpose of securing local
agency deposits having a market value at least equal to that required by
Section 53652 for the purpose of securing local agency deposits. The
securities serving as collateral shall be placed by delivery or book entry
into the custody of a trust company or the trust department of a bank
which is not affiliated with the issuer of the secured obligation, and the
security interest shall be perfected in accordance with the requirements of
' the Uniform Commercial Code or federal regulations applicable to the
types of securities in which the security interest is granted.
(n) Any mortgage passthrough security, collateralized mortgage '
obligation, mortgage-backed or other pay-through bond, equipment lease-
backed certificate, consumer receivable passthrough certificate, or
consumer receivable-backed bond of a maximum of five years maturity.
Securities eligible for investment under this subdivision shall be issued by
an issuer having an "A" or higher rating for the issuer's debt as provided
by a nationally recognized rating service and rated in a rating category of
"AA" or its equivalent or better by a nationally recognized rating service.
Purchase of securities authorized by this subdivision may not exceed 20
percent of the agency's surplus money that may be invested pursuant to
this section.
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