Loading...
HomeMy WebLinkAboutResolution 17-003 Resolution 17-003 City of Brookings Investment Policy Amended: January 10, 2017 Objective: The purpose of"The City of Brookings Investment Policy" is to set investment objectives, policies, establish guidelines, and define responsibilities for the investment of funds for the City of Brookings. Policy: City of Brookings Investment Policy 1.0 Purpose ................................................................................................................... 2 2.0 Policy ....................................................................................................................... 2 3.0 Scope ....................................................................................................................... 2 4.0 Objective .................................................................................................................. 2 5.0 Standard of Care ..................................................................................................... 4 6.0 Authority and Responsibility ................................................................................ 5 7.0 Authorized Financial Dealers and Institutions ..................................................... 5 8.0 Authorized & Suitable Investments ...................................................................... 6 9.0 Safekeeping and Custody ...................................................................................... 6 10.0 Collateralization .................................................................................................... 7 11.0 Diversification ........................................................................................................7 12.0 Maximum Maturities ............................................................................................. 7 13.0 Reporting .............................................................................................................. 8 14.0 Policy Control ....................................................................................................... 8 GLOSSARY..................................................................................................................... 9 1 1.0 PURPOSE The purpose of"The City of Brookings Investment Policy" is to set investment objectives, policies, establish guidelines, and define responsibilities for the investment of funds for the City of Brookings. 2.0 POLICY The policy of the City of Brookings is to invest idle public funds in a manner based upon state law, that will provide the maximum security, sufficient liquidity, and competitive investment return to meet the daily cash flow demands of the City. The primary goals are: A. To ensure compliance with all Federal, State, and local laws governing the investment of public funds under the control of the City Manager. B. To protect the principal monies entrusted to the City's Finance Department. C. Achieve a reasonable rate of return within the parameters of prudent ri�sk management while minimizing the potential for capital losses arising from market changes or issuer default. 3.0 SCOPE This policy applies to the investment of all funds of Brookings, South Dakota. Except for funds held in trust or special funds that are otherwise specifically provided for, the city will consolidate the balances from all funds to maximize investment 3.1 Poolinst of Funds Except for cash in certain restricted and special funds the City of Brookings will consolidate cash balances from all funds, including utilities and hospital, to maximize investment earnings and meet the liquidity requirements of the city subject to the primary objective of providing security of principal. Investment income will be allocated to the various funds based on their respective participation of capital in the overall portfolio in accordance with generally accepted accounting principles. 4.0 OBJECTIVE Pursuant to South Dakota Codified Law, Chapter 4-5-8 it is the policy of the �ity of Brookings to invest funds in a manner to meet the daily cash flow demand� of the City. The primary objectives, in priority order, being: a) Safety of Principa4 b) Liquidity c) Return on Investments: 2 A) Safety of Principal Safety of principal is the foremost objective of the investment program. Investments shall be undertaken in a manner that seeks to ensure the preservation of capital in the overall portfolio. The objective will be to mitigate the following risks. 1. Credit Risk The City of Brookings will minimize credit risk, which is the risk of loss due to the failure of the investment issuer or backer, by limiting the portfolio to the types of investments listed in section8. Authorized and Suitable Investments of this policy and diversifying the investment portfolio to diminish the impact of potential losses from any one type of investment or from any one individual issuer. 2. Interest Rate Risk The City of Brookings will minimize interest rate risk, which is the risk that the market value of securities in the portfolio will fall due to changes in market interest rates, by structuring the portFolio to meet the cash requirements of ongoing operations, thereby mitigating the need to liquidate securities at a loss prior to maturity. 3. Concentration'�Risk The City of Brookings will minimize Concentration of Credit Risk, which is the risk of loss due to having a significant portion of resources invested in a single issuer, by diversifying the investment portfolio as described in section11. Diversification so the impact of potential losses fram any one type of security or issuer will be minimized. Investrrients issued or explicitly guaranteed by the U.S. government and investments in mwtual funds, external investment pools, and other pc�oled investments are excluded from this requirement. 4. Custodial Credit Risk The City of Brookings will minimize Custodial Credit Risk for deposits, which is the risk that in the event of the failure of a depository financia�l institution the deposits or collatera( securities that are in the pos$ession of an outside party would not be able to be recovered, as addressed in section10. Collateralization. The City of Brookings will minimize Custodial Credit Risk for investments, which is the risk that in the event of the failure of the counterparty to a transaction the value or collateral securities that are in the possession of an outside party would not be able to be recovered, as addressed in section9. Safekeeping and Custody. 3 B) Liquidity The investment portfolio shall remain sufficiently liquid to meet all operating requirements that may be reasonably anticipated. This is accomplished by structuring the portfolio so that securities mature concurrent with cash needs to meet anticipated demands (static liquidity). Furthermore, since all possible cash demands cannot be anticipated, the portfolio should include securities with active secondary or resale markets (dynamic liquidity). Alternatively, a portion of the portfolio may be placed in money market mutual funds or local government investment pools which offer same-day liquidity for short-term funds. C) Return on Investments The portfolio shall be desi'�ned to obtain a reasonable rate of return throughout budgetary an� economic cycl�s. The return on investments is to be accorded secondary importance compared to the safety and liquidity objectives described above. The core of investments will focus on relatively low risk securities with an expectation of earning a reasonable return relative to the risk being assumed. Securities shall not be sold prior to maturity, with the folfowing exceptions: • A security with declining value may be sold early to minimize loss of principal. , • A security may be exchanged to improve the quality, yield, or target duration in the port�olio. • A security may be sold in order to satisfy liquidity requirements. When selling a security prior to maturity, tihe City Manager shall provide an explanation for any gains or losses. Policy compliance does npt provide a benchmark to meet or exceed, but is a model to follow. The City will benchmark its portfolio perFormance to the appropriate "treasuries canstant maturity" rate based on portfolio maturities of the investm�nt plan. 5.0 Standard of Care 5.1 Prudence � The standard of prudenc� to be used by investment officials shall be the "prudent person" standard and shall be applied in the context of managing an overall portfolio. Inves�ment officers, acting in accordance with written procedures and this investment policy and exercising due diligence shall be relieved of personal responsibility for an individual security's credit risk or market price changes. The "prudent person" sta�dard states that "Investments shall be made with judgment and care, under circumstances then prevailing, which 4 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." 5.2 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 and management of the investment program, or that could impair their ability to mak�: impartial decisions. Employees and investment officials shall disclose any material interests in financial institutions with which they conduct business. They shall further disclose any personal financial/investment positions that could be related to the perFormance of the investment portfolio. Employees and officers shall refrain from undertaking personal investment transactions with the same individual with whom business is conducted on behalf of the City of Brookings. The City Investment program sh�all be managed in a professional and prudent manner worthy of the public trust and review. 6.0 Authority and Responsibility 6.1 Authority ' In accordance with the City of Brookings, the responsibility for conducting investment transactions resides with the City Manager. The Finance Director, under the general direction of the City Manager, shall be responsible for all transactions undertaken and shall establish a system of controls to regulate activities. 6.2 Responsibility i Parties shall refrain from �ersonal business activity that could impair his/her ability to make impartial decisions. The Finance Director acting in accordance with this investment policy and exercising due diligence shall be relieved of personal responsibility for an individual investment's credit risk or market price changes, provided deviations form expectations are reported in a timely fashion and the liquidity and the sale of investments are carried out in accordance with the terms of this policy. Investments shall be made with judgment and care, under circumstances then prevailing, which personsl 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 probably income to be derived. 5 7.0 Authorized Financial Dealers and Institutions 7.1 Selection Process A list of financial institutions authorized to provide investment services to the City of Brookings will be maintained. In addition, a list of broke�/dealers will be maintained. This list may include both primary and regional dealers. Dealers will be approved by the Finance Director on the fqllowing: • Credit worthineSs • License to conduct business in South Dakota • Qualification ur�der Securities and Exchange Commission (SEC) Rule 15C3-1 (uniform net capital rule) 8.0 Authorized & Suitable Investments The City of Brookings is empow�red by statue to invest in the following types of securities: • Interest bearing checking accounts • Savings accounts • United States Treasury bi�ls, bonds and notes (SDCL 4-5-6) • United States Governmerot Agencies (SDCL 4-5-6) Securities issued by gove�rnment-sponsored enterprises (GSEs) or federally related institutiorhs that are guaranteed directly or indirectly by the US Government. Securiti�s issued by the Government National Mortgage Association (GNMA or Ginnie Mae) are an example of securities directly guaranteed by the government. Securities issued by other GSEs may be allowable. Interest bearing checking accounts • Certificates of Deposit (CDs) (SDCL 9-22(municipalities), Certificates of Deposit (CDs) purchased through CDARS�(certificate of�eposit account Registry seroice) (SDCL 4-5-6.1)* • Money Market Mutual Fumds - open-end, no-load (SDCL 4-5-6) Mutual and money marke�'t funds that invest in US Treasury securities or securities issued by GSEs or federally related institutions that are guaranteed directly or ind'irectly by the US Government. • Repurchase Agreements fully collateralized by allowable securities (SDCL 4-5-6) • South Dakota Public Funds Investment Trust (SD FIT) Local Government Investment Pool When investing in Certificates ofi Deposit (CDs) public funds will be invested at the highest rate of interest possible. The above listed authorized deposits will be kept in banks in South Dakota as required by SDCL 9-22-6. 6 9.0 Safekeeping and Custody -9.1 Deliverv vs. Pavment All trades of marketable securities, where applicable, will be executed by delivery vs. payment (DVP) to ensure that securities are deposited in an eligible financial institution prior to the release of funds. Securities will be held by a third party custodian as evidenced by safekeeping receipts. 9.2 Safekeepin4 Securities will be held by a� centralized custodian selected by the city as evidenced by safekeeping receipts in the City's name as per SDCL 4-5-9. 9.3 Internal Controls The Finance Director is re�ponsible for establishing and maintaining an internal control structure c�esigned to ensure that the assets of the City of Brookings are protected from loss, theft, or misuse. The internal controls shall address the following points: • Control of collusion • Separation of transaction authority from accounting and recordkeeping • Custodial safekeepiing • Delivery versus pa�ment • Clear delegation of authority • Confirmation of transactions for investments and wire transfers 10.0 Collateralization In accordance with the SDCL 4-6A and 51A-10-9 Qualified Public Depositories will furnish collateral in the sum equal to one hundred percent (100%) of the public deposit account that exce�d deposit insurance. The Finance Director will review semi-annually the Under-Collateralized Bank Accounts report found on the SD Department of Legislativ� Audit website, to ascertain compliance by financial institutions of adequate collateral coverage. SDCL 4-6A-3 requires that collat�eral be segregated by each depository in such manner as approved by the Sou�h Dakota Deposit Protection Commission. 11.0 Diversification The purpose of diversification is �o reduce overall portfolio risk while attaining market rates of return and to en�ble the City of Brookings to meet all anticipated cash requirements. The investments shall be diversified by: i 7 • Limiting investments to avoid over-concentration in securities of a specific issuer(excluding treasury biNs). • Limiting investment in securities that have higher credit risks. • Investing in securities with varying maturities. 12.0 Maximum Maturities To the extent possible, the City af Brookings will attempt to match its investments with anticipated cash flow requir�ments. The City of Brookings will keep investments for duration not to e�cceed five (5) years 13.0 Reporting ' 13.1 Methods The Finance Director shall prepare an investment report quarterly for the City Council. This report v�vill include the following: • List of individual securities held at the end of the reporting period further broken down by issuer, purchase date, maturity date, coupon rate, par value, and yield to maturity. 13.2 Performance Standards The investment portfolio shall be designed with the objective of obtaining a competitive rate of return throughout budgetary and economic cycles, commensurate with the investment risk constraints and cash flow needs. 14.0 Policy Control 14.1 Exemption Any investment currently held that does not meet the guidelines of this policy shall be exempted from the requirements of this policy as long as it was in compliance with State of South Dakota Law and the City's investment policy in effect at the time of purchase. At maturity or liquidation, such monies shall be reinvested only as provided by this policy. 14.2 Amendments il This policy shall be revie�red to ensure consistency to overall objectives of safety, liquidity, yield, corr�pliance to current law, and economic trends. 14.3 Requirements This investment policy is required by SDCL 4-5-8 and approved by the city council. 8 Approved on July 24, 2000 Revised on March 26, 2001 Revised on July 27, 2004 Revised on January 25, 2011 Revised on January 10, 2017 Ci of Br oki gs Munsterman, Mayor ��. EST: `� ..�G�.r e � �`.\��n n.IrEp".iJ' � °J= MAR. �� 18 �����/��(O r��i`C•. S�0�`° ari Thornes, City Clerk G�OSSARY AGENCY: A debt security issued by a federal or federally sponsored agency. Federal agencies are backed by the full faith anid credit of the U. S. Government. Federally sponsored agencies (FSAs) are backed by each particular agency with a market perception that there is an implicit government guarantee. An example of a federal agency is the Government National Mortgage Association (GNMA). An example of an FSA is the Federal National Mortgage Association (FNMA). BENCHMARK: A comparative base far measuring the performance or risk tolerance of the investment portfolio. A benchmark �hould represent a close correlation to the level of risk and the average duration of the �ortfolio's investment. BROKER: A broker brings buyers and sellers together for a commission. CERTIFICATE OF DEPOSIT (CD): A time deposit with a specific maturity evidenced by a certificate. Large-denomination CDs are typically negotiable. CERTIFICATE OF DEPOSIT ACCOUwT REGISTRY SERVICE (CDARS): A program with an approved depository that removes the need for collateral by providing full FDIC insurance for certificates of deposit. 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. ; 9 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 to an investor that an issuer will default in the payment of interest and/or principal on a security. 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 �xchange of a signed receipt for the securities. DIVERSIFICATION: Dividing investment funds among a variety of securities offering independent returns. DURATION: A measure of the timing of the cash flows, such as the interest payments and the principal repayment, to be received from a given fixed-income security. This calculation is based on three variables; term to maturity, coupon rate, and yield to maturity. The duration of a security is a useful indicator of its price volatility for given changes in interest rates. FEDERAL DEPOSIT INSURANCE COiRPORATION (FDIC): A federal agency that insures bank deposits, currently up to $100,000 per deposit. FIDUCIARY: Person, company, or association holding assets in trust of a beneficiary. INVESTMENT POLICY: A concise and clear statement of the objectives and parameters formulated by an investor ar investment manager for a portfolio of investment securities. LIQUIDITY: A liquid asset is one that aan be converted easily and rapidly into cash without a substantial loss of value. In the money market, a security is said to be liquid if the spread between bid and asked prices is narrow and reasonable size can be done at those quotes. LOCAL GOVERNMENT INVESTMENt P40L (LGIP): The aggregate of all funds from political subdivisions that are placed in �he custody of the State Treasurer for investment and reinvestment. MARKET RISK: The risk that the value of a security will rise or decline as a result of changes in market conditions. MARKET VALUE: The price at which a security is trading and cou(d presumably be purchased or sold. ' , 10 MATURITY: The date upon which the principal or stated value of an investment becomes due and payable. MONEY MARKET: The market in whi�h short-term debt instruments (bills, commercial paper, bankers' acceptances, etc.) are �ssued and traded. PORTFOLIO: Collection of securities eld by an investor. PRUDENT PERSON RULE: An invest ent standard. In some states the law requires that a fiduciary, such as a trustee, may invest money only in a list of securities selected by the custody state---the so-called leg I list. In other states the trustee may invest in a security if it is one which would be bou ht by a prudent person of discretion and intelligence who is seeking a reasonabl income and preservation of capital. QUALIFIED PUBLIC DEPOSITORIES A financial institution which does not claim exemption from the payment of any sal s or compensating use or ad valorem taxes under the laws of this state, which has egregated for the benefit of the commission eligible collateral having a value of not ess than its maximum liability and which has been approved by the Public Deposit P otection Commission to hold public deposits. RATE OF RETURN: The yield obtaina le on a security based on its purchase price or its current market price. This may be th amortized yield to maturity. REPURCHASE AGREEMENT (RP O REPO): A holder of securities sells these securities to an investor with an agree ent to repurchase them at a fixed price on a fixed date. The security "buyer" in effec lends the "seller" money for the period of the agreement, and the terms of the agree ent are structured to compensate him for this. Dealers use RP extensively to finance heir positions. Exception: When the Fed is said to be doing RP, it is lending money tha is, increasing bank reserves. SAFEKEEPING: A service to custom rs rendered by banks for a fee whereby securities and valuables of all types an descriptions are held in the bank's vaults for protection. SPECULATION: Assumption of risk in anticipation of gain but recognizing a higher than average possibiiity of loss. TREASURY BILLS: A non-interest be ring discount security issued by the U. S. Treasury to finance the national debt. ost bills are issued to mature in three months, six months, or one year. TREASURY BONDS: Long-term cou on-bearing U. S. Treasury securities issued as direct obligations of the U. S. Govermm �t and having initial maturities of more than ten years. 11 TREASURY NOTES: Medium-term coupon-bearing U. S. Treasury securities issued as direct obligations of the U. S. Governm�;nt and having initial maturities from finro to ten years. VOLATILITY: A degree of fluctuation iih the price and valuation of securities. YIELD: The rate of annual income return on an investment, expressed as a percentage. 12