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HomeMy WebLinkAboutFS 2010-11-16 Item 2D - Report/Policy - 2010 Third Quarter Investment Report / Investment Policy 1 J s y City of Tukwila Jim Haggerton, Mayor 2 908'' INFORMATIONAL MEMORANDUM TO Mayor Haggerton Finance and Safety Committee FROM: Peggy McCarthy, Deputy Finance Director DATE: October 27, 2010 SUBJECT: Third Quarter 2010 Cash Investment Report and Investment Policy Update ISSUE Finance Policy and Procedure 03 -17, Investment Policy, calls for quarterly investment reports to the Council Finance and Safety Committee. The report is to contain an inventory of investments and a summary of performance. The September 30, 2010 Investment Report is included with this memorandum and is discussed below. Additionally, the Committee is being asked to review and approve the updated draft Investment Policy which was presented at the June 22, 2010 Finance Safety Committee Meeting. BACKGROUND Cash Investment Report The Cash Investment Report provides information on a) portfolio components description and characteristics of securities and deposits held, b) portfolio performance weighted average yield of the portfolio in comparison to benchmarks, c) compliance with investment policy in terms of investment maturities and diversification of financial institutions and investment types, d) cash and investment balances, and changes therein, by fund and fund group and e) investment environment and strategies. Investment Policy An updated version of the investment policy was presented and discussed at the June 22, 2010 Finance Safety Committee meeting. The updated policy draft was sent to the Washington Municipal Treasurers Association on July 7, 2010 for review and certification. However, the review and certification have not been completed and the City has not been notified as to when this will happen. Although the original intent was to obtain Committee approval after receiving certification, the uncertainty as to when this will be accomplished has prompted the current request for review and approval. DISCUSSION Cash Investment Report Portfolio Components Characteristics. The portfolio components remain the same as those at June 30, 2010 with no purchases or redemptions occurring during the third quarter. The Local Government Investment Pool (LGIP) balance increased by $7.2 million due primarily to the $5.9 million bond issue proceeds received July 31, 2010. The weighted average yield to maturity declined slightly to .72% at September 30, 2010 from .78% at June 30, 2010 due to the increase in the LGIP balance, which has a relatively low yield at .30 The portfolio complies with the investment policy standards with respect to investment mix, investment maturities and diversification of financial institutions. Fund and Fund Group Cash Investment Balances. The most significant changes in fund and fund group balances from June 30, 2010 to September 30, 2010 occurred in the general fund with a $3.6 million decline and in the Special Revenue and Capital Project funds with an increase of $5.9 million and $1.9 33 INFORMATIONAL MEMO Page 2 million respectively. The increases are due primarily to receipt of $4.3 million bond proceeds into the 104 Arterial Street fund, and $1.6 million bond proceeds into the 303 General Government Improvements fund. The decline in the general fund follows an annual cyclical pattern whereby the cash and investment balances decrease just before the April and October real estate tax payments are due, then increase after the payments are received. The general fund balance will benefit from the receipt of approximately $6 million of real estate tax payments due to King County October 31 and received mostly in November. Additionally, beginning in 2011, sales tax will be allocated exclusively to the general fund with transfers out of the general fund to other funds on an as needed basis. This will help alleviate any overfunding situations in the other government funds. Investment Environment and Strategies. Rates remain extremely low, especially in the short term. There is speculation that additional quantitative easing will be undertaken by the Federal government that could result in a further reduction in longer term rates. At September 30, 2010, the portfolio had almost $32 million in cash and equivalents and $10 million of investments maturing in the forthcoming 3 to 6 months. In an attempt to maximize return while maintaining liquidity, the City plans to follow a laddered portfolio approach. Under the laddering strategy, maturities are staggered over the allowable investment term. As each security issue matures, it is reinvested at the long end of the portfolio. One of the strategies contemplated for future investments, and contingent on the approval of the investment policy update, is the purchase of taxable municipal bonds with mid range terms of 5 7 years. These purchases could lock in rates for a longer period at more favorable interest rates. The municipal bond yields are considerably better than the Treasury rates as demonstrated by a recent bond issuance by the City of Tacoma. As of October 26, 2010 (bonds were issued on October 27, 2010), the anticipated yield on the City of Tacoma 5 year bonds was 2.44% compared with the 5 year Treasury note yield which was 1.23 Investment Policy The June 22, 2010 investment policy draft has been updated with only one significant change. The change is to section 11.1 which currently reads, "At the time of investment, a minimum of fifty percent (50 of the portfolio will be comprised of investments maturing or available within one year." The proposed change would reduce this percentage to 30% from 50 Enacting this change would free up funds for investment in longer term, higher yielding securities without compromising cash flow needs. Based on an analysis of monthly changes in cash and investment balances from January 2008 through September 2010, the largest monthly decline over this period was $6.9 million and occurred in December 2008. Using this $6.9 million amount as a threshold for the minimum liquidity requirements, it can be demonstrated that in each of the past ten years, 30% of the year -end portfolio balances exceeded this threshold with the lowest calculated total of $8.4 million in 1999 and the highest calculated total of $14.4 in 2008. This policy change would allow the City to sufficiently fund operations but would also provide an opportunity for increased investment earnings. RECOMMENDATION Cash and Investment Report Presented for Council information only. Investment Policy Council is being asked to approve the November 2, 2010 updated Investment Policy. ATTACHMENTS Cash and Investment Report as of September 30, 2010 Cash and Investment Balances by Fund and Fund Group at September 30, 2010 Yield curve and Treasury Rates at 9 -30 -10 3 4 H•1lnvst1201019 -30 -10 Investment ReportlInfoMemo Invstmnt Rprt 9- 30 -10, 10 -27 -10 a.docx INFORMATIONAL MEMO Page 3 Cash and Investment Balances January 2008 through September 2010 -Graph Cash and Investment Balances January 2008 through September 2010 Investment Policy draft Laddered Investment Portfolio description 1-1:1lnvst1201019 -30 -10 Investment ReportlInfoMemo Invstmnt Rprt 9- 30 -10, 10 -27 -10 a.docx 35 36 CITY OF TUKWILA CASH INVESTMENT REPORT September 30, 2010 (a) Purchase Maturity Term Par Book Yield to Annualized Agency Issuer Investment Tyne Date Date (month; Value Balance Maturity Return CASH CASH EQUIVALENTS US Bank Depository Various (b) 03 1,030,486 1,030,486 0 00% Washington State Local Investment Pool Various (b) 03 30,447,734 30,447,734 0 30% 91,343 Government Investment Pool Sound Community Bank Money market Various (b) 03 500,000 503,260 0.20% 1,000 Total Cash Cash Equivalents 1 .03 I 31,978,220 31,981,480 0.29% 92,343 INVESTMENTS Certificates of Deposit in order of maturity Sound Community Bank Certificate of Deposit 03/04/2010 03/04/2011 12 5,000,000 5,028,479 0 99% 49,500 Sound Community Bank Certificate of Deposit 05/20/2009 04/20/2011 23 1,500,000 1,544,935 2.22% 33,330 First Savings Bank Northwest Certificate of Deposit 05/01/2009 05/01/2011 24 2,000,000 2,068,939 2.50% 50,000 Charter Bank Certificate of Deposit 05/26/2009 05/26/2011 24 1,500,000 1,540,216 1 98% 29,700 Sterling Bank Certificate of Deposit 02/16/2010 08/16/2011 18 250,000 251,858 1.20% 3,000 US Bank Certificate of Deposit, 02/15/2010 02/15/2013 36 3,450,000 3,480,897 1 44% 49,680 compensating balance I 22 I 13,700,000 13,915,324 1 57% 215,210 Agencies Federal Home Loan Bank US agency 03/23/2010 12/23/2013 (d) 36 1,000,000 1,000,000 2.08% 20,800 Federal Home Loan Bank US agency 06/10/2010 6/10/2013 (e) 36 2,000,000 2,000,000 1 00% 20,000 36 I 3,000,000 3,000,000 1 36% 40,800 Total investments 16,700,000 16,915,324 256,010 TOTAL CASH, CASH EQUIVALENTS INVESTMENTS 1 9 1 $48,678,220 $48,896,804 1 0.72% I $348,353 T Weighted Average Maturity Months Average Yield to Maturity Financial Institution Diversification Amount of Total Benchmarks At 9/30/10 US Bank 4,511,383 9.2% 90 -day treasury rate 0 16% Washington State Treasury 30,447,734 62.3% 6 -month treasury rate 0 19% First Savings Bank Northwest 2,068,939 4.2% State Pool rate 0 30% Sound Community Bank 7,076,674 14.5% Charter Bank 1,540,216 3 1% Sterling Bank 251,858 0.5% Investment Mix of Total Federal Home Loan Bank 3,000,000 6.1% Depository 2.1% $48,896,804 100 0% State Investment Pool 62.3% Money market 1 0% Certificate of Deposit 28.5% US Agency 6 1% 100 0% (a) To maturity even though call date may occur first; maturity of liquid investments is one day (b) No fixed maturity, funds are available within one day (c) Annualized return based on purchase price and yield to maturity (d) Call date is 12/23/10. (e) Call date is 12/10/10; interest rate steps to 2% in year 2 and 3.25% in year 3 37 CITY OF TUKWILA CASH INVESTMENT REPORT September 30, 2010 Cash Investment Balances By Fund and Fund Group Fund Group FD Fund Name! Cash 8, investments' Grand Total' E uivalents General 000 GENERAL 630,618 1,099,312 1,729,930 General 'Total 630,6 1,096,312 1,729,930 Special Revenue 101 HOTEL /MOTEL TAX 713,138 101,309 814,447 103 STREET 340,413 192,487 532,900 104 ARTERIAL STREET 6,567,948 4,303,220 10,871,168 105 CONTINGENCY 806,435 80,943 887,378 107 FIRE EQUIP CUM. RESERVE 803,391 803,391 109 DRUG SEIZURE FUND 296,447 10,118 306,564 Special: Revenue,Total r 9;527;771'; 4,688,077,° ::14,215,848 Debt Service 207 LIMITED TAX G 0 BONDS 1999 14,509 14,509 208 LIMITED TAX G.O BONDS 2000 177,250 177,250 209 LIMITED TAX G.O BONDS 2003 94,852 94,852 210 LIMITED TAX G.O REFUNDING 2003 157,041 157,041 211 LIMITED TAX G 0 REFUNDING 2008 347,433 347,433 214 LTGO 2010 Series A 33,670 33,670 215 LTGO 2010 Series B 10,488 10,488 Debt Service'Total f 835,243 835,243 Capital Project 301 LAND ACQ. REC. PARK DEVLPMNT 2,553,756 2,013,634 4,567,390 302 FACILITY REPLACEMENT 2,072,904 2,072,904 303 GENERAL GOVERNMNT IMPROVEMENTS 1,949,336 1,949,336 304 FIRE IMPACT FEES 155,929 155,929 Capital Project Total 6,731,925 ..2,013,634 8,745,559 Enterprise 400 UTILITY ON ACCT (overpayments) 8,824 8,824 401 WATER 1,326,408 3,956,817 5,283,225 402 SEWER 1,440,333 202,727 1,643,060 404 WATER /SEWER REVENUE BONDS 240,504 240,504 405 BOND RESERVE 393,547 393,547 411 FOSTER GOLF COURSE 420,515 416 420,931 412 SURFACE WATER 1,659,464 1,101,363 2,760,828 Enterprise Total. 5,489,595 5;261,124 10 Internal Service 501 EQUIPMENT RENTAL 2,561,621 1,000,000 3,561,621 502 INSURANCE 3,278,309 2,506,817 5,785,126 503 INSURANCE LEOFF I 1,374,399 202,727 1,577,126 Internal Service Total :7;244,329 3,709,544`' 10,923;873 Fiduciary 611 FIREMEN'S PENSION 1,486,915 1,486,915 640 AGENCY FUND 65,084 65,084 Fiduciary rY Total 1,551 1 551 999 Grand Total 31,981,480 16,771,890 48,75 38 CITY OF TUKWILA CASH INVESTMENT REPORT September 30, 2010 Closing Daily Current-- Price-- Yield Price Yield Change Term e 09/30/2010 Today 7:30 A.M. 3mo 0.15% 0.15% hio 019% s 0.19°A: 1Yr 0.25% 0.25% 2Yr 042% 0.5.... 0.42% 0 3Yr 0.63% 1.5 0.66% -0.5 1 1 -3 10Yr 2.51% -2 2.53% -5.5 69°i0 3 71 -12 5 5 3.5 2.5 2 1.5- —1 9/24/2010 1- Today 0 t\CI naC'' 39 -il• D CITY OF TUKWILA CASH INVESTMENT REPORT September 30, 2010 Combined Cash Investment BALANCES BY MONTH, January 2008 to September 2010 Graph i 15,000,000 IA 14,000,000 13,000,000 1 12,000,000 1 11,000,000 10,000,000 x.,/, /I\ ;6\ lifeNi I 1 1-" -.i.:—. Z 9,000,000 8,000,000 X.. General 7,000,000 ...7 Z \i .1: :i .l. A. —ES—Special Revenue I 6,000,000 Debt Service 5,000,000 —44—Capital Project P. --t(-- Enterprise —i> Internal Service 4,000,000 3,000,000 Fiduciary ,.3 """t ir, S'ii• r AI7'..-- 1 „....i,.......0,,,,,s?.., i \.1* I *fie.....4... 1 1 1 1 (1,000,000) 1 1 I i 1 1 1 1 i 1 I i Jan i Feb Mar Apr May! Jun i Jul AugiSep I Oct Nov( Dec Jan Feb Mar Apr May Jun Jul i Aug Sep i Oct i Nov Dec Jan 1Feb Mar Apr i May Jun Jul Aug i Sep 1 1 1 1 2008 1 2009 2010 i 1 CITY OF TUKWLA CABH&/NVEGTNENTREP{}RT September 30, 2010 Combined Cash Investment BALANCES BY MONTH, January 2008 to September 2010 Row Lab General Special Debt Capital Enterprise Internal Fiduciary Grand Total Revenue Prgject SeIyk�� 3D�8 Jan 6.922.805 10.188.581 1.150.686 7,269,659 9,487,679 5.617.322 1.125.080 41.701.580 Feb 0.414.509 10.382.580 1.368.828 7,318,342 10.147.588 5.804.831 1,127,264 42.663.849 Mar 6.507.048 11.014.740 1.500.012 8,443,165 11.927.738 6,732,444 1.424.208 47.640.253 Apr 5,875,611 11.090.835 1,591,341 8.339.912 12,014,846 8.840.004 1.426.223 47,185,462 May 9.272.930 11.241.906 1,747,525 7.530.416 11 6,924,497 1.480.777 50,174,016 Jun 10.404.165 11,401.736 1.486.847 7.530.921 11.200.408 6.988.205 1.482.509 50.484.881 Jul 9.480.490 11,560,451 1.648.083 7.545.952 11.774.087 7,143,712 1,478,141 50 Aug 8.378.032 11.035.654 1.806.228 7.671,487 12,312,582 7,278,931 1.479.547 50.062.461 Sep 6.870738 12,535,735 1,956121 7.746871 13 7 1,482.295 51,155,369 Oct 8.002.205 12,644,518 1,899,666 7,682,473 13.334.040 7,392,131 1,485,192 51.340.225 Nov 8.924 13.146.458 2,041,724 7.853.980 13.512.076 7.772.668 1,487,911 54.740.673 Dec 7,724,379 12.164.282 972,729 5,916,065 12,356,266 7,343,615 1.448.882 47,921,218 26 091' Jan 5.711.O27 12.45G.U85 1 5 12.18O.48O 7.S47.647 1.471.838 47,398,372 Feb 6.868.318 12.457.803 1,259,259 5.855.804 12,391,462 7.302.881 1,542,257 47.467.565 Mar 5.477.292 12.878.702 1.382.129 5.840.311 12.548.468 7.558.943 1,493,718 47.270.623 Apr 7,435,424 12.984.302 1,492,296 5,712,739 12.728.647 7.318.106 1.524.421 48.196.026 May 8,394,698 12,976,548 1,612,370 6,275,578 12.668730 7.652,783 1 51 Jun 6.557.825 12,854,734 1.398.710 6,279,693 11,698,873 8,158,299 1,582,474 48.530.600 Jul 4,835,284 9,572,478 1,512,243 6.344.700 11,828,353 8,354,681 1.508.841 43.956.586 Aug 2.588.088 10.100.023 1.039 8 12.895.735 0.404.030 1,585,773 43.525.379 Sep 3,461,270 9.002 1.793.223 7,124,946 12.044.132 8.780.825 1.003.269 43.810.041 Oct 5.070.945 8.078.085 1.810.074 6,831,233 12,411,383 9,014,445 1.598.818 45.514.883 Nov 6 9,448,383 1.835.788 6,744,625 11.366.894 8.187.288 1.612.056 48.703.003 Dec 4,192,192 8,004,846 (243,112) 6,745,994 10,289,539 9,207,965 1,540,673 30. 738. 006 2010' Jan 3.935.280 8.740.179 (40.284) 6.837.548 10.102.215 8.732.083 1,548,349 40.855.330 Feb 3.826.028 8,448,543 135,494 6,712,858 10.301.874 9,894,238 1,554,931 40.874.568 Mar 2,413,254 8,857,321 163.440 6.686.776 10.864.367 9,945,333 1 40.470.883 Apr 4,567,026 8.435.940 348.278 6.576.181 10.640.752 10 1.547.087 42.471.319 May 6.446.080 8.842.642 462.971 6.700.075 10.215.457 10.508.870 1,591,213 44.828.295 Jun 5,314,882 8,315,881 245,314 6 9.315.863 10,557,443 1.814.007 42.181.946 Jul 3.083.891 12 419.458 8,391,772 9,826,774 10.712.955 1.610.737 47.345.048 Aug 2.700.874 13.755.309 805.216 8.423.064 10.001.293 10.975.388 1,552,441 48.013.565 Sep 1 14.215.848 835,243 8.745.559 10.750.819 10.923.873 1.651.999 48.753.370 4 1 42 s $a ;.tut w ►1 1908 City of Tukwila, Washington INVESTMENT POLICY Adopted by the Tukwila City Council Finance and Safety Committee Ordinance No. 1916, May 15, 2000, As updated November 2, 2010 Shawn Hunstock, Finance Director 43 44 City of Tukwila Investment Policy 1.0 Policy It is the policy of the City of Tukwila to invest public funds in a manner that will provide maximum security with the highest investment return while meeting the daily cash flow demands of the City, while conforming to all state and local statutes governing the investment of public funds. 2.0 Scope This policy applies to the investment of all public funds in the custody of the Tukwila Finance Director. Funds covered by this policy include all city funds created by the Tukwila City Council, and are accounted for in the City's Comprehensive Annual Financial Report (CAFR). 2.1 Fund Types: General /Current Expense Funds Special Revenue Funds Debt Service Funds Capital Project Funds Enterprise Funds Internal Service Funds Trust Funds Agency Funds 2.2 Funds relating to debt service will be invested in accordance with appropriate bond documents. 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 person" standard 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 or market price changes, provided deviations from expectations are reported in a timely fashion and appropriate action is taken to control adverse developments. -1- 45 City of Tukwila Investment Policy 4.0 Objectives The primary objectives, in priority order, of the City's investment activities shall be: Safety: Safety of the principal is the foremost objective of the investment program. Investments of the City 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. Liquidity: The City's investment portfolio will remain sufficiently liquid to enable the City to meet all operating requirements that might be reasonably anticipated. Yield: The City's investment portfolio shall be designed with the objective of attaining a market rate of return throughout budgetary and economic cycles, taking into account the City's investment risk constraints and the cash flow characteristics of the portfolio. See 13.0. 5.0 Delegation of Authority Authority to manage the City's investment program is derived from Ordinance 1916, adopted by the Tukwila City Council on May 15, 2000. Management responsibility of the investment program is vested in the City of Tukwila Financial Director under the express authority granted in RCW 39.29.020. 5.1 The City Finance Director may appoint an Investment Officer whose responsibilities will include initiating daily transactions in the investment portfolio based on liquidity and cash flow requirements of the City. 5.2 Investments relating to bond proceeds shall be made consistent with 4.0, "Objectives." 5.3 Written procedures shall be established for the operation of the investment program consistent with this investment policy. 6.0 Ethics and Conflict of Interest 6.1 Officers and employees involved in the investment process recognize that the investment portfolio is subject to public review and evaluation. The overall program will be designed and managed with a degree of professionalism that is worthy of the public trust. 6.2 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. Employees and investment officials shall disclose any material financial interests in financial institutions that conduct business within this jurisdiction, and they shall further disclose any personal financial /investment positions that could be related to the performance of the City's portfolio. Employees 46 -2 City of Tukwila Investment Policy and officers shall subordinate their personal investment transactions to those of the City, particularly with regards to the timing of purchases and sales. 7.0 Authorized Financial Dealers and Institutions 7.1 Pursuant to state statutes (RCW 39.58), the deposit of public funds and the placement of "investment deposits" (i.e. time deposits, money market deposit accounts and savings deposits of public funds), will be placed only with institutions approved by the Washington Public Deposit Protection Commission (PDPC) as eligible for deposit of public funds. The maximum amount placed with any one depository will not exceed the net worth of the institution as determined by the PDPC. 7.2 In addition, the Finance Director will maintain a list of approved broker/ dealers that are authorized to provide investment services to the City. 7.2.1 Authorized broker /dealers must maintain an office in the State of Washington. 7.2.2 Authorized broker /dealers will be limited to primary dealers or other dealers that qualify under SEC Rule 15C3 -1, the Uniform Net Capital Rule. 7.2.3 All approved firms and the individuals that represent them are required to read this policy and certify that they understand and will comply with the City's investment objectives and constraints. 7.2.4 Broker /dealers that have been selected to provide investment services to the City are required to submit an audited financial statement annually to the Finance Director, if requested. 8.0 Authorized Investments State statutes and this investment policy limit the types of securities authorized for investment by the City. The principal governing statutes are RCW 39.59 and RCW 39.60. The Finance Director may further restrict eligible investments by this policy at his /her discretion. Authorized investments include (but are not limited to): 8.1 U.S. Treasury Securities. 8.2 U.S. Agency Securities (i.e. obligations of any government- sponsored corporation eligible for collateral purposes at the Federal Reserve). 8.3 Certificates of Deposit, Money Market Deposit Accounts and savings deposits with qualified depositories within statutory limits as promulgated by the PDPC at the time of investment. 8.4 Bankers Acceptances (BA's) purchased on the secondary market with a rating of A- 1, P -1, its equivalent or better. -3- 47 City of Tukwila Investment Policy 8.5 General Obligation Bonds of a state or local government which have at the time of the investment one of the three highest credit ratings of a nationally- recognized rating agency. 8.6 The Washington State Local Government Investment Pool (LGIP). 9.0 Safekeeping and Custody 9.1 Securities purchased by the Finance Director are to be held in a custodial account in the safekeeping or trust department of a bank acting as third party custodian for the City of Tukwila. 9.2 All security transactions conducted by the custodian on behalf of the City of Tukwila are to be on a delivery- versus payment (DVP) basis. 9.3 Certificates of Deposit, transaction receipts for Money Market Deposit Accounts or savings deposit accounts will be held by the Finance Director. 10.0 Diversification The City of Tukwila will diversify its investments by security type and institution. 10.1 No more than fifty percent (50 of the City's portfolio, at the time of purchase, shall be in any single financial institution. 10.2 Except, that no more than seventy -five (75 of the City's portfolio, at the time of purchase, shall be invested in the Washington Local Government Investment Pool, and 10.3 No more than seventy -five percent (75 of the City's portfolio, at the time of purchase, shall be invested in U.S. Treasury or Agency securities. 10.4 The City's Finance Safety Committee can authorize a variance to 10.1, 10.2 or 10.3 prior to purchase, if it is deemed in the best overall benefit to the City. 11.0 Maturities To the extent possible, and to preclude the sale of securities that could result in a loss, investments will be made to coincide with anticipated cash flow requirements. 11.1 At the time of investment, a minimum of fifty percent (30 of the portfolio will be comprised of investments maturing or available within one year. 11.2 At the time of investment, eighty percent (80 of the portfolio will be comprised of investments maturing or available withing five (5) years and no instruments shall have a maturity exceeding ten (10) years, except when compatible with a specific fund's investment needs. 11.3 To provide for ongoing market opportunity, investment maturities should be laddered or staggered to avoid the risk resulting from overconcentration of portfolio assets in a specific maturity. 48 -4 City of Tukwila Investment Policy 11.4 The average maturity of the portfolio shall not exceed three and one half (3 1 /2) years or forty two (42) months. 11.5 Any variance to 11.1, 11.2, 11.3 or 11.4 can be approved by the Finance Safety Committee prior to occurrence, and if deemed in the City's best interest. 12.0 Internal Controls The Finance Director shall establish a system of internal controls, which are subject to review by the State Auditor. Such reviews may result in recommendations to change operation procedures to improve internal controls. Controls shall be designed to protect against loss of public funds due to fraud, error, misrepresentation or imprudent actions. 13.0 Performance Standards Benchmarks The investment portfolio will be designed to obtain an average rate of return during budgetary and economic cycles which meets or exceeds the average six -month Treasury bill rates for the corresponding time period. This perforniance standard shall take into account the City's investment risk constraints and cash flow needs. 14.0 Reporting The Finance Director will submit a quarterly report to the City's Finance Safety Committee that summarizes the current portfolio position and performance. These reports shall provide an accurate and meaningful representation of the investment portfolio, its performance versus the established benchmark, and proof of compliance with the investment policy. 15.0 Investment Policy Adoption Adoption of this policy is made pursuant to the provisions of RCW 36.48.070. Adopted by the Finance and Safety Committee of the City Council of the City of Tukwila by ordinance 1916, May 15, 2000, as updated November 2, 2010. -5- 49 Laddered Investment Portfolio A normal ascending yield curve for fixed income securities occurs when longer fixed income maturities have higher yields than shorter maturities. In most instances it benefits investors to start a ladder of approved securities extending out monthly or quarterly. The reason for laddering and not keeping investments all liquid is because of interest rate risk. If the investor keeps their investments too short, rates could fall, or if too long, rates could rise. When laddering funds, the investor gets a total average rate that will be above short rates given a normal ascending yield curve. Another benefit of a laddered portfolio is it takes the guesswork out of timing the market. As securities mature the investor simply reinvests to the longest maturity. Over time the investor receives the average yield of the longest security which typically would have a higher yield than a money market or very short -term investment. The investor also has a steady income stream from interest and principal payments from regularly timed maturities. The maximum maturity and frequency of maturities can be adjusted to suit the individual investor. Please Note Investment products: are not insured by the FDIC; are not deposits or other obligations or guarantees of Piper Jaffray Companies or its affiliates; and o are subject to investment risks, including the possible loss of principal. 50